Assessment - Oil, Gas, Coal in Swiss Franc - 6/27/22 - RS = 11

 ⇐ 

								⇓instrument	freshest		⇓ Δday	6/27/22	⇓ Δwk	4/11/22	prc diff	⇓ Δ11		∅-RS
								SOM Oil-Gas-Coal	292.242	08:22	0.97	289.528	0.94	288.753	0.774	0.27		6.49
								Occidental Pet	56.228	Mon	2.40	56.228		53.882	2.346	4.35		68.98
								Cenovus Energy	18.735	Mon	3.95	18.735		15.346	3.389	22.08		64.02
								Inpex	11.069	06:15	4.88	10.554	4.88	10.908	-0.354	-3.24		25.60
								Suncor Energy	34.101	Mon	3.16	34.101		29.837	4.264	14.29		41.95
								Equinor	33.497	08:02	2.78	32.589	2.78	34.755	-2.166	-6.23		29.28
								Imperial Oil	46.247	Mon	3.16	46.247		46.634	-0.387	-0.83		36.54
								China Shenhua HK	3.195	08:08	2.74	3.110	2.74	3.003	0.106	3.53		36.25
								Exxon Mobil	84.991	Mon	2.45	84.991		78.004	6.987	8.96		33.20
						L		Motor Oil Hellas	18.295	Mon	-2.69	18.295		14.986	3.309	22.08		21.41
								Woodside Energy	21.638	06:10	4.34	20.738	4.34	22.146	-1.409	-6.36		22.67
								Repsol	13.969	Mon	0.40	13.969		12.966	1.003	7.74		18.75
						L		Tokyo Gas	19.365	06:15	2.46	18.900	2.46	16.358	2.542	15.54		7.94
								Cdn Nat Resources	51.003	Mon	5.53	51.003		58.097	-7.094	-12.21		23.53
						L		Osaka Gas	18.088	06:15	1.83	17.764	1.83	15.223	2.541	16.69		7.49
								Halliburton	30.768	Mon	4.14	30.768		36.337	-5.569	-15.33		25.15
								Galp Energia	11.596	Mon	1.60	11.596		11.969	-0.372	-3.11		14.65
								Chevron	140.875	Mon	1.93	140.875		154.017	-13.142	-8.53		22.56
								Shell	25.475	08:09	2.65	24.817	2.65	25.897	-1.080	-4.17		13.50
								CGG	0.875	Mon	2.71	0.875		0.998	-0.123	-12.28		11.70
								Aker BP	33.272	Mon	2.80	33.272		35.870	-2.597	-7.24		8.57
								TotalEnergies	51.688	08:09	2.16	50.596	2.16	47.212	3.383	7.17		9.58
								BP	471.428	08:06	2.58	459.575	2.58	468.866	-9.291	-1.98		5.55
								CNOOC	1.276	08:08	3.56	1.232	3.56	1.325	-0.093	-7.03		14.07
								Coal India	2.215	Mon	3.12	2.215		2.409	-0.193	-8.03		9.28
								⇓instrument	freshest		⇓ Δday	6/27/22	⇓ Δwk	4/11/22	prc diff	⇓ Δ11		∅-RS
								Naturgy	27.463	Mon	1.08	27.463		29.760	-2.297	-7.72		5.84
						L		JXTG Holdings	3.657	06:15	2.01	3.585	2.01	3.329	0.256	7.68		-2.70
								Subsea 7	7.706	Mon	3.05	7.706		8.644	-0.938	-10.85		0.52
								S-Oil	80.316	06:30	3.85	77.342	3.85	78.031	-0.690	-0.88		2.17
								Idemitsu Kōsan	23.633	06:15	4.36	22.646	4.36	25.063	-2.417	-9.65		-7.30
								Schlumberger	34.262	Mon	2.37	34.262		38.448	-4.187	-10.89		7.94
								Santos	5.019	06:10	2.71	4.886	2.71	5.575	-0.688	-12.34		2.05
								Enbridge	40.311	Mon	0.89	40.311		42.958	-2.647	-6.16		4.57
								Reliance Industries	30.332	Mon	-0.30	30.332		32.011	-1.679	-5.25		1.79
								PetroChina	0.765	07:00	1.32	0.769	-0.56	0.804	-0.034	-4.25		1.73
								Hellenic Petroleum	6.456	Mon	-1.54	6.456		7.706	-1.250	-16.22		-3.20
						S		PetroChina	0.465	08:08	2.41	0.454	2.41	0.477	-0.023	-4.87		1.95
						S		ONGC	1.722	Mon	3.02	1.722		2.100	-0.378	-17.99		-4.28
						S		Kinder Morgan	16.066	Mon	2.12	16.066		17.917	-1.851	-10.33		-0.84
						S		China Petrol&Chem	0.585	07:00		0.585		0.634	-0.049	-7.70		-4.86
						S		YPF	6.405	Mon	6.69	6.405		7.919	-1.514	-19.12		-17.59
						S		Indian Oil	1.333	Mon	0.97	1.333		1.580	-0.247	-15.64		-8.33
								OMV	47.125	08:22	2.64	45.910	2.64	44.008	1.903	4.32		-10.29
						S		Sinopec	0.438	08:08	2.27	0.428	2.27	0.471	-0.043	-9.10		-5.92
						S		GAIL (India)	1.639	Mon	1.66	1.639		2.019	-0.380	-18.83		-9.48
						S		Bharat Petroleum	3.833	Mon	2.42	3.833		4.763	-0.930	-19.52		-21.08
								Rubis	22.839	Mon	1.30	22.839		27.107	-4.268	-15.75		-23.55
						L		Surgutneftegaz	2.631	2/28	-22.62	2.631		2.633	-0.002	-0.07		-27.84
						L		Rosneft	4.149	2/25	-2.38	4.149		4.152	-0.003	-0.07		-28.69
								Fortum	15.376	Mon	-4.76	15.376		15.766	-0.390	-2.47		-31.62
								⇓instrument	freshest		⇓ Δday	6/27/22	⇓ Δwk	4/11/22	prc diff	⇓ Δ11		∅-RS
						L		Gazprom	2.732	3/01	-19.16	2.732		2.734	-0.002	-0.07		-45.03
						L		Tatneft	11.131	3/01	-33.33	11.131		11.139	-0.008	-0.07		-48.56
						L		Lukoil	20.744	2/28	-31.67	20.744		20.758	-0.014	-0.07		-51.68
						L		Novatek	35.012	2/28	-69.91	35.012		35.036	-0.024	-0.07		-56.54
Oil, Gas, Coal - 53 out of 53 instruments rated - 6/27/22 / 4/11/22 - 12 did rise, Market-Ratio(11) in CHF = 22.64 %

 

Technical Chart

	Oil, Gas, Coal RS = 11 - B/S = 65/64
1/01/18	scale up chart	6/27/22

 

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