Assessment - Oil, Gas, Coal in Swiss Franc - 12/05/22 - RS = 11

 ⇐ 

								⇓instrument	freshest		⇓ Δday	12/05/22	⇓ Δwk	9/19/22	prc diff	⇓ Δ11		∅-RS
						L		SOM Oil-Gas-Coal	301.324	16:10	-0.03	306.501	-1.69	293.790	12.712	4.33		5.10
						L		YPF	14.729	Tue	1.74	14.476	1.74	14.714	-0.238	-1.61		67.26
						L		Subsea 7	10.493	15:25	-1.38	10.892	-3.66	8.340	2.552	30.60		34.87
						L		Schlumberger	48.104	15:26	2.51	48.415	-0.64	37.605	10.811	28.75		30.33
								Occidental Pet	60.774	15:26	0.85	62.531	-2.81	62.414	0.117	0.19		26.83
								Motor Oil Hellas	20.199	15:11	0.29	19.764	2.20	15.442	4.322	27.99		24.37
						L		Exxon Mobil	99.658	15:20	2.04	100.685	-1.02	89.935	10.750	11.95		24.02
						L		Imperial Oil	49.751	16:00	0.40	50.407	-1.30	44.958	5.450	12.12		15.81
								Coal India	2.655	10:00	0.28	2.665	-0.37	2.783	-0.118	-4.24		14.72
						L		Woodside Energy	21.779	05:10	-4.31	23.018	-5.38	21.014	2.004	9.54		14.92
						L		BP	535.707	08:07	0.55	555.170	-3.51	498.204	56.966	11.43		15.94
								Cenovus Energy	17.221	16:00	-0.60	18.103	-4.87	18.049	0.054	0.30		12.56
						L		TotalEnergies	56.750	08:48	1.47	58.125	-2.37	47.640	10.485	22.01		16.21
						L		Halliburton	34.696	Mon	-5.27	34.696		27.376	7.319	26.74		16.56
						L		Repsol	13.977	Wed	-2.69	14.457	-3.32	11.678	2.779	23.80		15.36
						L		Chevron	165.364	15:20	1.72	166.373	-0.61	151.404	14.969	9.89		15.72
								Equinor	34.647	15:25	1.29	34.922	-0.79	33.355	1.567	4.70		10.29
						L		Galp Energia	11.514	Wed	-3.68	11.949	-3.64	9.582	2.367	24.71		14.07
								Shell	26.767	08:47	0.56	27.262	-1.81	25.429	1.833	7.21		9.94
								Inpex	9.964	06:15	-0.82	10.378	-3.99	10.162	0.216	2.12		2.84
								Cdn Nat Resources	52.233	15:50	0.29	53.940	-3.17	51.965	1.975	3.80		4.42
						L		China Petrol&Chem	0.613	07:00	-1.31	0.626	-1.95	0.576	0.050	8.59		3.07
						L		Hellenic Petroleum	7.518	15:14	1.06	7.122	5.56	6.165	0.957	15.52		6.65
						L		Reliance Industries	30.529	10:00	-0.05	30.911	-1.24	30.292	0.619	2.04		1.28
						L		OMV	46.937	15:22	1.13	47.956	-2.12	37.145	10.811	29.10		5.30
								⇓instrument	freshest		⇓ Δday	12/05/22	⇓ Δwk	9/19/22	prc diff	⇓ Δ11		∅-RS
						L		Kinder Morgan	16.957	15:22	-0.25	17.489	-3.04	17.418	0.071	0.41		3.48
								Suncor Energy	28.223	16:10		29.313	-3.72	30.071	-0.758	-2.52		-2.36
								China Shenhua HK	2.711	08:08	-1.11	2.808	-3.46	3.019	-0.211	-7.00		2.73
						L		Fortum	15.362	Wed	-2.11	15.693	-2.11	10.678	5.016	46.97		1.47
								CNOOC	1.190	08:08	-1.31	1.220	-2.49	1.230	-0.010	-0.78		1.42
						S		PetroChina	0.697	07:00	-0.77	0.720	-3.20	0.737	-0.017	-2.30		-4.32
								Tokyo Gas	17.287	06:15	0.36	16.742	3.25	17.420	-0.677	-3.89		-6.00
								Naturgy	26.273	Wed	-0.38	26.560	-1.08	25.501	1.059	4.15		-1.84
								Enbridge	37.011	16:00	-0.52	37.663	-1.73	39.811	-2.148	-5.40		-5.62
						L		Bharat Petroleum	3.869	09:59	0.42	3.900	-0.78	3.884	0.015	0.39		-6.08
						L		GAIL (India)	1.067	09:59	-0.75	1.073	-0.64	1.089	-0.016	-1.47		-6.26
								Aker BP	28.990	15:25	0.39	30.527	-5.03	31.321	-0.794	-2.54		-5.89
								Sinopec	0.443	08:08		0.444	-0.27	0.424	0.020	4.63		-1.21
								Santos	4.482	05:10	-1.12	4.640	-3.41	4.996	-0.356	-7.12		-5.93
						L		ONGC	1.644	10:00	1.42	1.657	-0.77	1.580	0.076	4.82		-7.41
								PetroChina	0.420	08:08	-0.86	0.437	-3.89	0.416	0.021	5.05		-2.62
						L		Rubis	23.691	Wed	-0.17	23.978	-1.20	22.283	1.695	7.60		-4.70
						S		Idemitsu Kōsan	21.307	06:15	-0.80	21.687	-1.75	23.215	-1.529	-6.58		-10.39
						S		JXTG Holdings	3.082	06:15	-0.82	3.142	-1.93	3.405	-0.263	-7.72		-11.20
						S		Osaka Gas	14.377	06:15	-0.95	14.253	0.87	15.459	-1.206	-7.80		-11.66
								S-Oil	59.800	06:30	-0.96	62.981	-5.05	61.985	0.997	1.61		-9.59
						L		Rosneft	4.056	2/25	-2.38	4.056		3.962	0.094	2.37		-10.23
						L		Surgutneftegaz	2.572	2/28	-22.62	2.572		2.512	0.059	2.37		-10.67
						L		Gazprom	2.671	3/01	-19.16	2.671		2.609	0.062	2.37		-16.34
						L		Indian Oil	0.884	10:00	0.07	0.888	-0.39	0.843	0.045	5.31		-20.71
								⇓instrument	freshest		⇓ Δday	12/05/22	⇓ Δwk	9/19/22	prc diff	⇓ Δ11		∅-RS
						L		Tatneft	10.881	3/01	-33.33	10.881		10.630	0.252	2.37		-17.43
						L		Lukoil	20.278	2/28	-31.67	20.278		19.810	0.469	2.37		-18.66
						L		Novatek	34.226	2/28	-69.91	34.226		33.435	0.791	2.37		-19.81
						S		CGG	0.602	Wed	-5.68	0.659	-8.76	0.829	-0.170	-20.47		-20.90
Oil, Gas, Coal - 53 out of 53 instruments rated - 12/05/22 / 9/19/22 - 38 did rise, Market-Ratio(11) in CHF = 71.70 %

 

Technical Chart

	Oil, Gas, Coal RS = 11 - B/S = 65/64
1/01/18	scale up chart	12/05/22

 

Transactions Oil, Gas, Coal in Swiss Franc * A11 - 65/64 (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		5/15/06	133				- cash -
short	5/15/06	8/07/06	84				YPF	50	90		55.337	53.483	57.254	1.918	3	10,173	16
							Repsol	50	150		33.255	34.670	31.841	-1.415	-4	9,960	-17
100									0							-2
long	8/07/06	8/14/06	7				Novatek	50	79		62.378	61.513		-0.865	-1	9,892	-52
							Kunlun Energy	50	7,058		0.713	0.769		0.056	8	10,286	4,971
100									3							434
short	8/14/06	8/21/06	7				YPF	50	99		51.455	49.640	53.338	1.882	4	10,472	551
							Technip	50	78		66.415	69.215	63.614	-2.801	-4	10,253	-89
100									0							-15
long	8/21/06	9/11/06	21				Novatek	50	86		58.997	58.508		-0.489	-1	10,211	-13
							Kunlun Energy	50	7,367		0.703	0.663		-0.040	-6	9,913	-64
100									-3							-44
short	9/11/06	11/27/06	77				OMV	50	79		62.193	63.823	60.562	-1.631	-3	9,785	-12
							Oil Search	50	1,851		2.700	3.041	2.359	-0.341	-13	9,153	-47
100									-8							-32
long	11/27/06	1/01/07	35				Novatek	50	61		74.117	80.460		6.343	9	9,540	135
							Offshore Oil	50	5,002		0.926	1.253		0.328	35	11,178	2,254
100									22							704
short	1/01/07	3/26/07	84				Crescent Point	50	327		17.046	19.405	14.686	-2.359	-14	10,406	-48
							ONGC	50	13,589		0.412	0.410	0.415	0.002	1	10,435	2
100									-7							-26
long	3/26/07	7/30/07	126				Guanghui Energy	50	14,909		0.350	0.464		0.114	32	12,128	126
							Offshore Oil	50	4,087		1.276	1.803		0.527	41	14,280	172
100									37							148
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	7/30/07	10/08/07	70				Maurel et Prom	50	313		22.768	24.902	20.635	-2.134	-9	13,612	-40
							Tokyo Gas	50	27,481		0.260	0.261	0.260	-0.001	0	13,596	-1
100									-5							-23
long	10/08/07	12/03/07	56				China Petrol&Chem	50	2,702		2.515	2.678		0.163	6	14,035	50
							Guanghui Energy	50	10,191		0.667	0.551		-0.116	-17	12,849	-71
100									-5							-31
short	12/03/07	4/07/08	126				ARC Resources	50	299		21.419	25.303	17.535	-3.884	-18	11,688	-44
							Motor Oil Hellas	50	249		25.825	23.095	28.878	3.053	12	12,448	38
100									-3							-9
long	4/07/08	7/07/08	91				Petrobras	50	217		28.616	33.100		4.484	16	13,421	79
							Crescent Point	50	209		29.761	37.498		7.737	26	15,038	153
100									21							114
short	7/07/08	4/06/09	273				Aker Solutions	50	356		21.094	6.061	73.418	52.324	248	33,665	430
							China Petrol&Chem	50	6,097		1.235	1.248	1.222	-0.013	-1	33,587	-1
100									123							193
long	4/06/09	8/10/09	126				Kunlun Energy	50	32,953		0.510	1.041		0.531	104	51,081	691
							Guanghui Energy	50	32,324		0.520	0.717		0.197	38	57,457	154
100									71							374
short	8/10/09	8/31/09	21				Naturgy	50	1,376		20.868	22.213	19.524	-1.344	-6	55,608	-69
							Tatneft	50	1,185		24.241	24.084	24.400	0.158	1	55,795	12
100									-3							-40
long	8/31/09	11/30/09	91				Kunlun Energy	50	31,612		0.882	1.129		0.247	28	63,601	169
							Guanghui Energy	50	44,187		0.631	0.848		0.217	34	73,181	227
100									31							197
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	11/30/09	12/14/09	14				DNO International	50	41,259		0.887	0.966	0.808	-0.079	-9	69,920	-91
							Showa Shell Sekiyu	50	441,478		0.083	0.083	0.083	-0.000	0	69,839	-6
100									-5							-70
long	12/14/09	12/21/09	7				Seadrill	50	4		7,092.202	7,038.779		-53.423	-1	69,626	-33
							Kunlun Energy	50	30,407		1.364	1.304		-0.060	-4	67,804	-90
100									-3							-79
short	12/21/09	1/11/10	21				Ovintiv	50	1,005		33.712	36.100	31.324	-2.388	-7	65,404	-72
							Ampol	50	4,524		7.498	9.038	5.957	-1.541	-21	58,433	-98
100									-14							-92
long	1/11/10	1/25/10	14				Petroleum Geo-Srvcs	50	1,988		14.695	13.423		-1.273	-9	55,903	-91
							Kunlun Energy	50	20,058		1.457	1.460		0.003	0	55,971	6
100									-4							-67
short	1/25/10	4/12/10	77				Ovintiv	50	850		32.915	34.131	31.699	-1.216	-4	54,938	-16
							Showa Shell Sekiyu	50	350,372		0.080	0.074	0.087	0.007	9	57,356	48
100									2							12
long	4/12/10	5/03/10	21				Petroleum Geo-Srvcs	50	1,786		16.051	13.204		-2.847	-18	52,271	-97
							Guanghui Energy	50	23,607		1.215	1.102		-0.113	-9	49,593	-82
100									-14							-92
short	5/03/10	9/13/10	133				Ovintiv	50	741		33.449	29.556	37.854	4.405	13	52,857	40