Assessment - Oil, Gas, Coal in Swiss Franc - 1/07/24 - RS = 11

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	15/04/24	prc diff	⇓ Δ11		∅-RS
								SOM Oil-Gas-Coal	992.175	12/08/24	0.88	391.978	153.12	397.929	-5.951	-1.50		15.34
								YPF	27.186	12/08/24	1.85	27.102	0.31	22.807	4.295	18.83		9.49
						L		CNOOC	2.284	12/08/24	-0.80	2.592	-11.88	2.257	0.335	14.85		57.87
								Coal India	5.676	12/08/24	-1.10	5.144	10.35	4.923	0.221	4.49		43.00
						L		China Shenhua HK	3.737	12/08/24	1.57	4.160	-10.15	3.808	0.352	9.24		34.92
								Bharat Petroleum	3.612	12/08/24		3.299	9.47	3.217	0.082	2.54		36.85
								Idemitsu Kōsan	5.649	9/08/24	3.67	5.895	-4.17	6.439	-0.544	-8.45		26.56
						L		Eneos	3.836	9/08/24	1.55	4.711	-18.57	4.577	0.134	2.92		29.84
								Galp Energia	18.474	12/08/24	0.16	19.230	-3.93	15.686	3.543	22.59		40.38
								Shaanxi Coal	2.865	12/08/24	2.12	3.334	-14.07	3.372	-0.038	-1.13		31.17
								ONGC	3.697	12/08/24	2.63	2.957	25.04	3.055	-0.098	-3.20		29.57
								PetroChina	0.772	12/08/24		0.914	-15.57	0.871	0.043	4.94		36.86
								Osaka Gas	18.825	9/08/24	-2.49	19.591	-3.91	20.288	-0.697	-3.43		16.70
								Subsea 7	16.246	12/08/24	0.79	17.067	-4.81	15.158	1.908	12.59		35.03
								PetroChina	1.081	12/08/24	-0.34	1.294	-16.49	1.344	-0.049	-3.68		28.54
						L		Fortum	13.797	12/08/24	1.24	13.589	1.53	11.562	2.027	17.54		15.37
								Diamondback Energy	181.891	12/08/24	0.76	184.078	-1.19	187.089	-3.011	-1.61		27.07
								Reliance Industries	31.646	12/08/24	-0.93	33.803	-6.38	31.977	1.826	5.71		19.92
								Rubis	26.616	12/08/24	0.22	26.053	2.16	32.399	-6.346	-19.59		12.07
								Imperial Oil	67.915	12/08/24	3.95	61.339	10.72	62.534	-1.195	-1.91		16.50
								Suncor Energy	36.640	12/08/24	2.28	34.293	6.85	33.885	0.408	1.20		14.76
								Inpex	11.454	9/08/24	1.39	13.467	-14.95	15.291	-1.824	-11.93		8.61
								Shell	32.009	12/08/24	0.93	32.838	-2.52	32.980	-0.142	-0.43		13.21
								Sinopec	0.574	12/08/24	0.61	0.585	-1.98	0.541	0.044	8.12		18.89
								Tokyo Gas	18.881	9/08/24	-0.03	19.434	-2.85	22.995	-3.560	-15.48		-4.02
								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	15/04/24	prc diff	⇓ Δ11		∅-RS
								Cdn Nat Resources	32.287	12/08/24	2.68	32.044	0.76	35.323	-3.279	-9.28		9.69
								Vår Energi	2.968	12/08/24	1.89	3.228	-8.05	3.197	0.031	0.96		17.80
								Hellenic Petroleum	6.853	12/08/24	0.14	7.580	-9.59	7.969	-0.390	-4.89		1.75
								TotalEnergies	59.822	12/08/24	0.60	61.654	-2.97	66.125	-4.471	-6.76		5.53
								Channel Infra	0.834	12/08/24	0.66	0.812	2.70	0.818	-0.007	-0.81		-0.34
								Cenovus Energy	17.169	12/08/24	3.28	17.682	-2.90	18.738	-1.055	-5.63		8.33
								Enbridge	35.299	12/08/24	0.60	32.004	10.29	30.764	1.240	4.03		2.57
								Repsol	12.372	12/08/24	0.67	14.427	-14.24	15.164	-0.736	-4.86		5.47
								Exxon Mobil	107.532	12/08/24	0.13	103.881	3.51	109.038	-5.156	-4.73		8.14
						S		China Petrol&Chem	0.815	12/08/24	0.15	0.793	2.82	0.837	-0.045	-5.32		7.52
						S		Motor Oil Hellas	21.149	12/08/24	1.21	22.545	-6.19	25.428	-2.883	-11.34		-4.38
								Chevron	131.044	12/08/24	0.02	141.436	-7.35	143.576	-2.140	-1.49		2.58
								Tourmaline Oil	39.935	12/08/24	4.20	40.803	-2.13	42.784	-1.982	-4.63		-3.65
								Santos	4.579	12/08/24	-0.91	4.585	-0.13	4.629	-0.044	-0.95		4.17
								BP	502.177	12/08/24	1.35	546.615	-8.13	598.316	-51.701	-8.64		0.72
						L		Borr Drilling	5.740	12/08/24	2.88	5.744	-0.07	5.260	0.484	9.21		-2.71
						S		S-Oil	42.670	12/08/24	-0.61	44.565	-4.25	52.506	-7.941	-15.12		-7.10
								OMV	37.781	12/08/24	1.56	39.507	-4.37	43.031	-3.525	-8.19		-1.43
								Equinor	25.736	12/08/24	3.19	25.863	-0.49	25.353	0.510	2.01		-1.20
						S		Aker BP	21.943	12/08/24	2.05	23.314	-5.88	24.370	-1.055	-4.33		-0.75
						S		Halliburton	28.356	12/08/24	1.23	30.208	-6.13	35.623	-5.415	-15.20		-8.89
						L		Viridien	35.930	12/08/24	-0.83	0.482	7,355.75	0.424	0.058	13.71		-8.26
						S		Woodside Energy	15.276	12/08/24	-0.27	16.977	-10.02	17.807	-0.830	-4.66		-9.11
								Naturgy	21.556	12/08/24	0.36	20.044	7.54	20.160	-0.116	-0.57		-15.83
Oil, Gas, Coal - 48 out of 48 instruments rated - 1/07/24 / 15/04/24 - 18 did rise, Market-Ratio(11) in CHF = 37.50 %

 

Technical Chart

	Oil, Gas, Coal RS = 11 - B/S = 65/64
4/01/21	scale up chart	1/07/24

 

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
2/01/06		15/05/06	133				- cash -
short	15/05/06	7/08/06	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	7/08/06	14/08/06	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	14/08/06	21/08/06	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	21/08/06	11/09/06	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	11/09/06	27/11/06	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	27/11/06	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	26/03/07	84				Veren	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	26/03/07	30/07/07	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	30/07/07	8/10/07	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	8/10/07	3/12/07	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	3/12/07	7/04/08	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	7/04/08	7/07/08	91				Petrobras	50	217		28.616	33.100		4.484	16	13,421	79
							Veren	50	209		29.761	37.498		7.737	26	15,038	153
100									21							114
short	7/07/08	6/04/09	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	6/04/09	10/08/09	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	10/08/09	31/08/09	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	31/08/09	30/11/09	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	30/11/09	14/12/09	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	14/12/09	21/12/09	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	21/12/09	11/01/10	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	11/01/10	25/01/10	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	25/01/10	12/04/10	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	12/04/10	3/05/10	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	3/05/10	13/09/10	133				Ovintiv	50	741		33.449	29.556	37.854	4.405	13	52,857	40