Share-o-matic - Portfolio

Sun, Jan 23rd, 2022, 11:34UTC

Assessment - Euro STOXX 50 - 1/17/22 - RS = 22

		⇓instrument	freshest		⇓ Δday	1/17/22	⇓ Δwk	8/16/21	prc diff	⇓ Δ22	∅-RS
		Euro Stoxx 50	4,229.560	Fri	-1.63	4,302.140	-1.69	4,202.440	99.700	2.37	6.73
	L	TotalEnergies	49.620	Fri	-2.09	49.675	-0.11	38.325	11.350	29.62	25.73
		Eni	13.106	Fri	-1.38	13.212	-0.80	10.478	2.734	26.09	25.10
	L	Axa	27.515	Fri	-1.13	28.540	-3.59	24.265	4.275	17.62	24.33
	L	BNP Paribas	62.440	Fri	-2.60	66.050	-5.47	54.320	11.730	21.59	23.91
		ING Groep	12.978	Fri	-1.44	13.480	-3.72	11.590	1.890	16.31	23.73
		Stellantis	18.128	Fri	-3.54	19.140	-5.29	18.498	0.642	3.47	21.69
	L	BMW	95.560	Fri	-1.31	99.020	-3.49	81.470	17.550	21.54	18.17
		Ahold Delhaize	29.100	Fri	-1.97	30.460	-4.46	28.305	2.155	7.61	17.62
		Schneider Electric	157.980	Fri	-2.18	163.340	-3.28	151.460	11.880	7.84	16.84
		Linde	282.800	Fri	-1.79	287.350	-1.58	264.250	23.100	8.74	15.08
		Banco Bilbao Viz	5.626	Fri	-1.35	5.781	-2.68	5.889	-0.108	-1.83	14.44
	L	CRH	45.260	Fri	-2.20	47.200	-4.11	44.440	2.760	6.21	14.34
		EssilorLuxottica	173.600	Fri	-1.72	174.000	-0.23	163.900	10.100	6.16	13.54
		ASML	629.300	Fri	-1.67	656.200	-4.10	669.300	-13.100	-1.96	12.27
		Intesa Sanpaolo	2.552	Fri	0.02	2.578	-0.99	2.439	0.139	5.68	12.23
	L	Münchener Rück	266.300	Fri	-2.02	273.800	-2.74	252.700	21.100	8.35	11.94
		Pernod Ricard	197.250	Fri	-0.65	201.400	-2.06	184.850	16.550	8.95	11.38
		Infineon	36.530	Fri	-3.44	39.570	-7.68	34.325	5.245	15.28	11.08
		Airbus	113.400	Fri	-2.00	116.760	-2.88	114.620	2.140	1.87	10.99
	L	Allianz	221.700	Fri	-1.38	227.050	-2.36	201.200	25.850	12.85	10.56
	L	AB InBev	58.140	Fri	-0.73	59.530	-2.33	52.460	7.070	13.48	9.88
	L	Deutsche Börse	162.750	Fri	0.87	155.700	4.53	147.400	8.300	5.63	9.64
		LVMH	697.200	Fri	-0.95	686.400	1.57	712.000	-25.600	-3.60	9.28
	L	Vinci	98.300	Fri	-0.58	97.930	0.38	91.360	6.570	7.19	9.22
		⇓instrument	freshest		⇓ Δday	1/17/22	⇓ Δwk	8/16/21	prc diff	⇓ Δ22	∅-RS
	L	Air Liquide	155.200	Fri	-1.49	155.300	-0.06	148.140	7.160	4.83	8.45
	L	Sanofi	90.940	Fri	-2.13	92.200	-1.37	87.330	4.870	5.58	8.34
		L´Oreal	375.500	Fri	-1.39	385.250	-2.53	403.850	-18.600	-4.61	6.05
		SAP	121.200	Fri	-1.45	122.520	-1.08	125.660	-3.140	-2.50	5.22
		Siemens	144.520	Fri	-1.62	146.000	-1.01	141.720	4.280	3.02	5.05
	L	Bayer	51.620	Fri	-2.05	52.820	-2.27	47.755	5.065	10.61	5.04
		Deutsche Post	52.470	Fri	-2.94	54.200	-3.19	57.690	-3.490	-6.05	4.66
		Kering	668.800	Fri	-1.92	681.300	-1.83	792.100	-110.800	-13.99	3.85
		Banco Santander	3.083	Fri	-1.53	3.157	-2.34	3.276	-0.119	-3.63	3.67
		BASF	66.180	Fri	-1.87	68.140	-2.88	68.260	-0.120	-0.18	3.36
		Daimler	71.930	Fri	-1.73	74.260	-3.14	74.250	0.010	0.01	0.77
		Danone	57.840	Fri	0.56	57.980	-0.24	64.000	-6.020	-9.41	0.27
		Safran	111.140	Fri	-1.38	112.560	-1.26	109.700	2.860	2.61	-0.96
		Volkswagen	187.620	Fri	-1.63	192.580	-2.58	203.000	-10.420	-5.13	-1.73
	L	Iberdrola	10.145	Fri	-0.73	10.045	1.00	10.135	-0.090	-0.89	-3.61
	S	Deutsche Telekom	16.086	Fri	-1.43	15.946	0.88	18.598	-2.652	-14.26	-4.16
	S	Inditex	28.100	Fri	-1.40	27.910	0.68	29.750	-1.840	-6.18	-4.50
	L	Prosus	76.460	Fri	-1.61	76.740	-0.36	78.350	-1.610	-2.05	-5.14
	L	Kone	59.000	Fri	-2.51	59.820	-1.37	69.660	-9.840	-14.13	-8.63
	L	Enel	6.905	Fri	-1.40	6.863	0.61	7.844	-0.981	-12.51	-10.58
	S	Adidas	250.600	Fri	-1.98	252.650	-0.81	313.750	-61.100	-19.47	-10.63
	S	Vonovia	47.720	Fri	-1.79	47.950	-0.48	59.460	-11.510	-19.36	-10.90
	S	Flutter	131.250	Fri	-4.16	133.350	-1.57	163.900	-30.550	-18.64	-14.85
		Adyen	1,840.600	Fri	-2.71	1,788.600	2.91	2,343.500	-554.900	-23.68	-17.21
	S	Philips	29.390	Fri	-1.79	29.645	-0.86	37.740	-8.095	-21.45	-27.16
		⇓instrument	freshest		⇓ Δday	1/17/22	⇓ Δwk	8/16/21	prc diff	⇓ Δ22	∅-RS
	L	Vivendi	11.545	Fri	-1.74	12.010	-3.87	30.170	-18.160	-60.19	-38.48
Euro 50 - 50 out of 50 instruments rated - 1/17/22 / 8/16/21 - 27 did rise, Market-Ratio(22) = 54.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	Euro 50 RS = 22 - B/S = 30/10

1/01/18	scale up chart	1/17/22

Transactions Euro STOXX 50 * A22- 30/10 (2)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		3/03/08	791		- cash -
short	3/03/08	6/23/08	112		Societe Generale	50	75	65.956	52.602	82.700	16.744	25	11,256	109
					Saint-Gobain	50	97	51.670	40.030	66.695	15.025	29	12,713	130
100							27						119
long	6/23/08	9/08/08	77		Fresenius	50	341	18.613	18.533		-0.080	0	12,686	-2
					Engie	50	152	41.630	36.760		-4.870	-12	11,946	-45
100							-6						-26
short	9/08/08	3/30/09	203		Daimler	50	147	40.385	18.905	86.271	45.886	114	18,691	291
					Nokia	50	410	14.640	9.970	21.498	6.858	47	21,502	100
100							80						188
long	3/30/09	9/05/11	889		ASML	50	830	12.940	23.280		10.340	80	30,085	27
					Inditex	50	1,908	5.638	11.578		5.940	105	41,418	34
100							93						31
short	9/05/11	1/09/12	126		Societe Generale	50	1,022	20.250	15.000	27.338	7.088	35	48,662	139
					Unicredit	50	754	27.460	11.455	65.827	38.367	140	77,591	1,159
100							87						517
long	1/09/12	8/24/15	1323		ASML	50	1,197	32.400	74.790		42.390	131	128,331	26
					AB InBev	50	817	47.495	91.280		43.785	92	164,104	20
100							112						23
short	8/24/15	10/26/15	63		E.on	50	9,431	8.700	8.993	8.407	-0.293	-3	161,343	-18
					Banco Santander	50	15,749	5.210	5.230	5.190	-0.020	0	161,028	-2
100							-2						-10
long	10/26/15	1/11/16	77		Fresenius	50	1,255	64.150	59.420		-4.730	-7	155,092	-30
					Inditex	50	2,395	33.610	29.430		-4.180	-12	145,081	-47
100							-10						-39
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	1/11/16	1/25/16	14		Volkswagen	50	619	117.050	110.750	123.708	6.658	6	149,203	323
					Banco Santander	50	17,800	4.080	3.860	4.313	0.233	6	153,341	324
100							6						324
long	1/25/16	4/04/16	70		SAP	50	1,054	72.680	70.040		-2.640	-4	150,559	-18
					Vinci	50	1,245	61.630	65.450		3.820	6	155,314	37
100							1						7
short	4/04/16	5/16/16	42		Deutsche Bank	50	5,879	13.209	12.861	13.567	0.358	3	157,416	26
					Unicredit	50	5,138	15.113	14.382	15.881	0.768	5	161,363	54
100							4						39
long	5/16/16	3/16/20	1400		Deutsche Post	50	3,004	26.850	20.560		-6.290	-23	142,468	-7
					Vinci	50	1,231	65.520	59.040		-6.480	-10	134,491	-3
100							-17						-5
short	3/16/20	8/03/20	140		ING Groep	50	14,399	4.670	6.056	3.284	-1.386	-30	114,534	-60
					AB InBev	50	1,946	34.550	46.325	22.775	-11.775	-34	91,620	-66
100							-32						-63
long	8/03/20	1/21/22	536		SAP	50	333	137.540	121.200		-16.340	-12	86,179	-8
					ASML	50	147	310.100	629.300		319.200	103	133,101	62
100							45						29
accum	3/03/08	1/21/22	5074	days out of 5865 invested (87%)							1,231		133,101	20

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
ASML	long	3/30/09	9/05/11	889	12.94	23.28		10.34	79.91	50	39.95
	long	1/09/12	8/24/15	1323	32.40	74.79		42.39	130.83		65.42
	long	8/03/20	1/21/22	536	310.10	629.30		319.20	102.93		51.47	250.66
Unicredit	short	9/05/11	1/09/12	126	27.46	11.46	65.83	38.37	139.72		69.86
	short	4/04/16	5/16/16	42	15.11	14.38	15.88	0.77	5.08		2.54	74.18
Daimler	short	9/08/08	3/30/09	203	40.39	18.91	86.27	45.89	113.62		56.81	56.81
Inditex	long	3/30/09	9/05/11	889	5.64	11.58		5.94	105.36		52.68
	long	10/26/15	1/11/16	77	33.61	29.43		-4.18	-12.44		-6.22	43.18
Societe Generale	short	3/03/08	6/23/08	112	65.96	52.60	82.70	16.74	25.39		12.69
	short	9/05/11	1/09/12	126	20.25	15.00	27.34	7.09	35.00		17.50	32.41
Nokia	short	9/08/08	3/30/09	203	14.64	9.97	21.50	6.86	46.84		23.42	23.42
AB InBev	long	1/09/12	8/24/15	1323	47.50	91.28		43.79	92.19		46.09
	short	3/16/20	8/03/20	140	34.55	46.33	22.78	-11.78	-34.08		-17.04	21.20
Saint-Gobain	short	3/03/08	6/23/08	112	51.67	40.03	66.69	15.02	29.08		14.54	14.54
Volkswagen	short	1/11/16	1/25/16	14	117.05	110.75	123.71	6.66	5.69		2.84	2.84
Banco Santander	short	8/24/15	10/26/15	63	5.21	5.23	5.19	-0.02	-0.38		-0.19
	short	1/11/16	1/25/16	14	4.08	3.86	4.31	0.23	5.70		2.85	2.65
Deutsche Bank	short	4/04/16	5/16/16	42	13.21	12.86	13.57	0.36	2.71		1.35	1.35
E.on	short	8/24/15	10/26/15	63	8.70	8.99	8.41	-0.29	-3.36		-1.68	-1.68
Vinci	long	1/25/16	4/04/16	70	61.63	65.45		3.82	6.20		3.10
	long	5/16/16	3/16/20	1400	65.52	59.04		-6.48	-9.89		-4.95	-2.00
Fresenius	long	6/23/08	9/08/08	77	18.61	18.53		-0.08	-0.43		-0.21
	long	10/26/15	1/11/16	77	64.15	59.42		-4.73	-7.37		-3.69	-3.89
Engie	long	6/23/08	9/08/08	77	41.63	36.76		-4.87	-11.70		-5.85	-5.85
SAP	long	1/25/16	4/04/16	70	72.68	70.04		-2.64	-3.63		-1.82
	long	8/03/20	1/21/22	536	137.54	121.20		-16.34	-11.88		-5.94	-7.65
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Deutsche Post	long	5/16/16	3/16/20	1400	26.85	20.56		-6.29	-23.43		-11.71	-11.71
ING Groep	short	3/16/20	8/03/20	140	4.67	6.06	3.28	-1.39	-29.68		-14.84	-14.84

Annotations

9/24/18	Euro 50	Amadeus, Kering and Linde replace Deutsche Bank, E.ON and Saint-Gobain
10/04/16	AB InBev	acquisition of SAB Miller completed
9/19/16	Euro 50	Adidas, Ahold Delhaize and CRH replace Carrefour, Generali and Unicredit
7/24/16	Ahold Delhaize	merger
2/02/16	Paddy Power	merger with Betfair Group
9/21/15	Vonovia	moves from MDAX to DAX
	Euro 50	Fresenius and Safran replace Repsol and RWE
9/12/15	Euro 50	complete analysis ex Repsol, RWE - in Fresenius, Safran
9/02/15	Deutsche Annington	changes name to Vonovia
8/22/15	Euro 50	complete analysis - difficult market
9/22/14	€-Stoxx 50	Nokia replaces CRH.


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