Fri, May 14th, 2021, 9:51UTC
 
RS Chart
Assessment - Amsterdam Exchange index - 5/10/21 - RS = 15
 ⇐ 
  instrument freshest Δday 5/10/21 Δwk 1/25/21  prc diff Δ15   ∅-RS
real-time RS chart chart add note AEX 694.760  Thu -0.17 711.910 -2.41 658.240 53.670 8.15   18.74 
real-time RS chart chart L add note ArcelorMittal 27.110  Thu 0.20 27.635 -1.90 17.992 9.643 53.60   107.06 
real-time RS chart chart add note ASM International 228.100  Thu -5.90 255.100 -10.58 220.700 34.400 15.59   66.89 
real-time RS chart chart L add note ING Groep 10.802  Thu 0.43 11.012 -1.91 7.362 3.650 49.58   51.14 
real-time RS chart chart L add note UnibailRodaWestfield 68.930  Thu -4.28 73.530 -6.26 57.500 16.030 27.88   45.12 
real-time RS chart chart add note ASML 503.700  Thu -2.14 525.700 -4.18 461.350 64.350 13.95   43.87 
real-time RS chart chart add note Aegon 4.201  Thu 7.52 3.975 5.69 3.346 0.629 18.80   36.60 
real-time RS chart chart L add note ABN AMRO 10.348  Thu -5.84 11.168 -7.34 7.972 3.196 40.09   34.71 
real-time RS chart chart add note Randstad 61.120  Thu -0.20 62.840 -2.74 52.500 10.340 19.70   30.62 
real-time RS chart chart L add note NN 42.920  Thu 0.85 43.280 -0.83 34.910 8.370 23.98   28.35 
real-time RS chart chart L add note IMCD 124.450  Thu 2.01 123.250 0.97 108.500 14.750 13.59   24.79 
real-time RS chart chart add note ASR 37.030  Thu 1.01 37.740 -1.88 32.900 4.840 14.71   23.08 
real-time RS chart chart L add note Akzo Nobel 100.850  Thu -0.49 103.900 -2.94 84.620 19.280 22.78   21.33 
real-time RS chart chart L add note Heineken 98.560  Thu 0.90 99.500 -0.94 87.100 12.400 14.24   17.87 
real-time RS chart chart add note Adyen 1,674.600  Thu -5.87 1,840.000 -8.99 1,875.000 -35.000 -1.87   17.44 
real-time RS chart chart add note Royal Dutch Shell A 16.646  Thu 3.73 16.650 -0.02 15.696 0.954 6.08   16.55 
real-time RS chart chart add note KPN 2.781  Thu -0.11 2.819 -1.35 2.621 0.198 7.55   15.41 
real-time RS chart chart L add note Wolters Kluwer 77.260  Thu 0.31 78.340 -1.38 69.720 8.620 12.36   11.35 
real-time RS chart chart add note DSM 146.500  Thu -0.88 150.650 -2.75 146.850 3.800 2.59   11.08 
real-time RS chart chart L add note RELX 21.230  Thu 0.52 21.820 -2.70 21.030 0.790 3.76   8.64 
real-time RS chart chart add note Philips 45.280  Thu -0.54 46.640 -2.92 46.690 -0.050 -0.11   6.78 
real-time RS chart chart L add note Unilever 49.525  Thu 0.88 49.715 -0.38 50.200 -0.485 -0.97   2.82 
real-time RS chart chart S add note Prosus 86.540  Thu 2.11 86.600 -0.07 102.700 -16.100 -15.68   -0.27 
real-time RS chart chart add note Ahold Delhaize 23.540  Thu 3.04 23.250 1.25 24.100 -0.850 -3.53   -2.58 
real-time RS chart chart add note Just Eat Takeaway 72.970  Thu -8.09 80.000 -8.79 94.920 -14.920 -15.72   -12.17 
  instrument freshest Δday 5/10/21 Δwk 1/25/21  prc diff Δ15   ∅-RS
real-time RS chart chart S add note Galapagos 60.980  Thu 1.01 59.210 2.99 90.940 -31.730 -34.89   -41.60 
 AEX - 25 out of 25 instruments rated - 5/10/21 / 1/25/21 - 18 did rise, Market-Ratio(15) = 72.00 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
AEX RS = 15 - B/S = 87/70
Market Chart
1/02/17 scale up chart 5/10/21
 


Transactions Amsterdam Exchange index * A15 - 87/70 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 1/30/06 28    - cash -
long 1/30/06   5/15/06 105  RT RS QC  Boskalis 100  546   18.283  18.983    0.700 4  10,382 14  
short 5/15/06   9/04/06 112  RT RS QC  Unilever Cert 100  587   17.666  18.850 16.482  -1.184 -7  9,687 -20  
long 9/04/06   3/05/07 182  RT RS QC  Aalberts 100  598   16.188  17.533    1.345 8  10,492 17  
short 3/05/07   5/07/07 63  RT RS QC  Royal Dutch Shell A 100  4,338   2.418  2.648 2.188  -0.230 -10  9,494 -44  
long 5/07/07   5/14/07 7  RT RS QC  ArcelorMittal 100  74   127.230  126.000    -1.230 -1  9,403 -40  
short 5/14/07   6/18/07 35  RT RS QC  Gemalto 100  541   17.380  17.780 16.980  -0.400 -2  9,186 -22  
long 6/18/07   7/30/07 42  RT RS QC  ArcelorMittal 100  62   145.830  135.270    -10.560 -7  8,532 -48  
short 7/30/07   5/05/08 280  RT RS QC  Aegon 100  655   13.020  10.650 15.917  2.897 22  10,429 30  
long 5/05/08   6/09/08 35  RT RS QC  ArcelorMittal 100  59   174.300  198.540    24.240 14  11,860 289  
short 6/09/08   7/13/09 399  RT RS QC  Aegon 100  1,303   9.099  3.960 20.907  11.808 130  27,245 114  
long 7/13/09   2/01/10 203  RT RS QC  Vopak 100  1,505   18.100  27.760    9.660 53  41,784 116  
short 2/01/10   1/17/11 350  RT RS QC  Aegon 100  9,260   4.512  5.279 3.745  -0.767 -17  34,681 -18  
long 1/17/11   3/28/11 70  RT RS QC  Aalberts 100  2,304   15.050  16.715    1.665 11  38,517 73  
short 3/28/11   1/02/12 280  RT RS QC  Philips 100  1,736   22.180  16.490 29.833  7.653 35  51,804 47  
long 1/02/12   4/09/12 98  RT RS QC  Vopak 100  1,260   41.095  44.780    3.685 9  56,447 38  
short 4/09/12   9/03/12 147  RT RS QC  ArcelorMittal 100  1,457   38.730  35.565 42.177  3.447 9  61,469 24  
long 9/03/12  10/15/12 42  RT RS QC  Gemalto 100  956   64.240  67.250    3.010 5  64,346 49  
short 10/15/12   2/02/15 840  RT RS QC  KPN 100  17,745   3.626  2.756 4.771  1.145 32  84,657 13  
long 2/02/15   6/08/15 126  RT RS QC  Altice 100  31,730   2.668  4.147    1.479 55  131,586 259  
short 6/08/15   5/30/16 357  RT RS QC  Delta Lloyd 100  8,668   15.180  4.599 50.105  34.925 230  434,315 239  
long 5/30/16   6/13/16 14  RT RS QC  Wolters Kluwer 100  12,042   36.065  33.620    -2.445 -7  404,872 -84  
short 6/13/16  10/10/16 119  RT RS QC  Delta Lloyd 100  103,020   3.930  5.349 2.511  -1.419 -36  258,687 -75  
long 10/10/16  10/24/16 14  RT RS QC  ArcelorMittal 100  14,815   17.460  17.163    -0.297 -2  254,287 -36  
short 10/24/16   2/20/17 119  RT RS QC  Aegon 100  67,972   3.741  5.084 2.398  -1.343 -36  163,000 -74  
long 2/20/17   4/17/17 56  RT RS QC  ArcelorMittal 100  6,257   26.049  21.390    -4.659 -18  133,849 -72  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 4/17/17   4/01/19 714  RT RS QC  KPN 100  47,974   2.790  2.785 2.795  0.005 0  134,089 0  
long 4/01/19   5/13/19 42  RT RS QC  Galapagos 100  1,277   104.950  99.620    -5.330 -5  127,282 -36  
short 5/13/19  11/18/19 189  RT RS QC  ArcelorMittal 100  8,265   15.400  14.664 16.173  0.773 5  133,670 10  
long 11/18/19   1/27/20 70  RT RS QC  Galapagos 100  790   169.050  206.000    36.950 22  162,861 180  
short 1/27/20   6/29/20 154  RT RS QC  ABN AMRO 100  10,463   15.565  7.744 31.285  15.720 101  327,337 423  
long 6/29/20   9/07/20 70  RT RS QC  Adyen 100  253   1,293.000  1,340.000    47.000 4  339,228 20  
short 9/07/20   3/29/21 203  RT RS QC  UnibailRodaWestfield 100  8,698   39.000  66.520 11.480  -27.520 -71  99,859 -89  
long 3/29/21   5/13/21 45  RT RS QC  ArcelorMittal 100  4,186   23.855  27.110    3.255 14  113,485 182  
accum 1/30/06 5/13/215583 days out of 5611 invested (100%) 1,035 113,485 17  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Delta Lloydshort  6/08/15  5/30/1635715.184.6050.1034.92 230.07 
 short  6/13/16 10/10/161193.935.352.51-1.42 -36.11110.89 
 ABN AMROshort  1/27/20  6/29/2015415.577.7431.2815.72 100.99100.99 
 Vopaklong  7/13/09  2/01/1020318.1027.769.66 53.37 
 long  1/02/12  4/09/129841.1044.783.69 8.9767.12 
 Alticelong  2/02/15  6/08/151262.674.151.48 55.4355.43 
 Aegonshort  7/30/07  5/05/0828013.0210.6515.922.90 22.25 
 short  6/09/08  7/13/093999.103.9620.9111.81 129.77 
 short  2/01/10  1/17/113504.515.283.75-0.77 -17.00 
 short 10/24/16  2/20/171193.745.082.40-1.34 -35.9049.45 
 Philipsshort  3/28/11  1/02/1228022.1816.4929.837.65 34.5134.51 
 KPNshort 10/15/12  2/02/158403.632.764.771.14 31.57 
 short  4/17/17  4/01/197142.792.792.800.00 0.1831.80 
 Aalbertslong  9/04/06  3/05/0718216.1917.531.35 8.31 
 long  1/17/11  3/28/117015.0516.721.67 11.0620.29 
 Galapagoslong  4/01/19  5/13/1942104.9599.62-5.33 -5.08 
 long 11/18/19  1/27/2070169.05206.0036.95 21.8615.67 
 ArcelorMittallong  5/07/07  5/14/077127.23126.00-1.23 -0.97 
 long  6/18/07  7/30/0742145.83135.27-10.56 -7.24 
 long  5/05/08  6/09/0835174.30198.5424.24 13.91 
 short  4/09/12  9/03/1214738.7335.5742.183.45 8.90 
 long 10/10/16 10/24/161417.4617.16-0.30 -1.70 
 long  2/20/17  4/17/175626.0521.39-4.66 -17.89 
 short  5/13/19 11/18/1918915.4014.6616.170.77 5.02 
 long  3/29/21  5/13/214523.8627.113.26 13.649.77 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Boskalislong  1/30/06  5/15/0610518.2818.980.70 3.833.83 
 Adyenlong  6/29/20  9/07/20701,293.001,340.0047.00 3.633.63 
 Gemaltoshort  5/14/07  6/18/073517.3817.7816.98-0.40 -2.30 
 long  9/03/12 10/15/124264.2467.253.01 4.692.28 
 Unilever Certshort  5/15/06  9/04/0611217.6718.8516.48-1.18 -6.70-6.70 
 Wolters Kluwerlong  5/30/16  6/13/161436.0733.62-2.45 -6.78-6.78 
 Royal Dutch Shell Ashort  3/05/07  5/07/07632.422.652.19-0.23 -9.51-9.51 
 UnibailRodaWestfieldshort  9/07/20  3/29/2120339.0066.5211.48-27.52 -70.56-70.56 


Annotations
6/05/18Unibail-RodamcoISIN change from FR0000124711 to FR0013326246 following Westfield acquisition
5/18/17ArcelorMittalreverse stock split 3:1 (one for three)
ISIN change from LU0323134006 to LU1598757687
7/24/16Ahold Delhaizemerger
7/07/16AEXABN AMRO, Galapagos and SBM Offshore replace Delta Lloyd, OCI and TNT Express
8/25/15AEXcomplete analysis
 AEXNN Group and Vopak replace Fugro and SBM Offshore
 NNrecording started
7/01/15RELXstock split 1,000:1,538 (1,538 for one thousand)