Share-o-matic - Portfolio

Fri, May 14th, 2021, 9:51UTC

Assessment - Amsterdam Exchange index - 5/10/21 - RS = 15

		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	1/25/21	prc diff	⇓ Δ15	∅-RS
		AEX	694.760	Thu	-0.17	711.910	-2.41	658.240	53.670	8.15	18.74
	L	ArcelorMittal	27.110	Thu	0.20	27.635	-1.90	17.992	9.643	53.60	107.06
		ASM International	228.100	Thu	-5.90	255.100	-10.58	220.700	34.400	15.59	66.89
	L	ING Groep	10.802	Thu	0.43	11.012	-1.91	7.362	3.650	49.58	51.14
	L	UnibailRodaWestfield	68.930	Thu	-4.28	73.530	-6.26	57.500	16.030	27.88	45.12
		ASML	503.700	Thu	-2.14	525.700	-4.18	461.350	64.350	13.95	43.87
		Aegon	4.201	Thu	7.52	3.975	5.69	3.346	0.629	18.80	36.60
	L	ABN AMRO	10.348	Thu	-5.84	11.168	-7.34	7.972	3.196	40.09	34.71
		Randstad	61.120	Thu	-0.20	62.840	-2.74	52.500	10.340	19.70	30.62
	L	NN	42.920	Thu	0.85	43.280	-0.83	34.910	8.370	23.98	28.35
	L	IMCD	124.450	Thu	2.01	123.250	0.97	108.500	14.750	13.59	24.79
		ASR	37.030	Thu	1.01	37.740	-1.88	32.900	4.840	14.71	23.08
	L	Akzo Nobel	100.850	Thu	-0.49	103.900	-2.94	84.620	19.280	22.78	21.33
	L	Heineken	98.560	Thu	0.90	99.500	-0.94	87.100	12.400	14.24	17.87
		Adyen	1,674.600	Thu	-5.87	1,840.000	-8.99	1,875.000	-35.000	-1.87	17.44
		Royal Dutch Shell A	16.646	Thu	3.73	16.650	-0.02	15.696	0.954	6.08	16.55
		KPN	2.781	Thu	-0.11	2.819	-1.35	2.621	0.198	7.55	15.41
	L	Wolters Kluwer	77.260	Thu	0.31	78.340	-1.38	69.720	8.620	12.36	11.35
		DSM	146.500	Thu	-0.88	150.650	-2.75	146.850	3.800	2.59	11.08
	L	RELX	21.230	Thu	0.52	21.820	-2.70	21.030	0.790	3.76	8.64
		Philips	45.280	Thu	-0.54	46.640	-2.92	46.690	-0.050	-0.11	6.78
	L	Unilever	49.525	Thu	0.88	49.715	-0.38	50.200	-0.485	-0.97	2.82
	S	Prosus	86.540	Thu	2.11	86.600	-0.07	102.700	-16.100	-15.68	-0.27
		Ahold Delhaize	23.540	Thu	3.04	23.250	1.25	24.100	-0.850	-3.53	-2.58
		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
	S	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

1/02/17	scale up chart	5/10/21

Transactions Amsterdam Exchange index * A15 - 87/70 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		1/30/06	28		- cash -
long	1/30/06	5/15/06	105		Boskalis	100	546	18.283	18.983		0.700	4	10,382	14
short	5/15/06	9/04/06	112		Unilever Cert	100	587	17.666	18.850	16.482	-1.184	-7	9,687	-20
long	9/04/06	3/05/07	182		Aalberts	100	598	16.188	17.533		1.345	8	10,492	17
short	3/05/07	5/07/07	63		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		ArcelorMittal	100	74	127.230	126.000		-1.230	-1	9,403	-40
short	5/14/07	6/18/07	35		Gemalto	100	541	17.380	17.780	16.980	-0.400	-2	9,186	-22
long	6/18/07	7/30/07	42		ArcelorMittal	100	62	145.830	135.270		-10.560	-7	8,532	-48
short	7/30/07	5/05/08	280		Aegon	100	655	13.020	10.650	15.917	2.897	22	10,429	30
long	5/05/08	6/09/08	35		ArcelorMittal	100	59	174.300	198.540		24.240	14	11,860	289
short	6/09/08	7/13/09	399		Aegon	100	1,303	9.099	3.960	20.907	11.808	130	27,245	114
long	7/13/09	2/01/10	203		Vopak	100	1,505	18.100	27.760		9.660	53	41,784	116
short	2/01/10	1/17/11	350		Aegon	100	9,260	4.512	5.279	3.745	-0.767	-17	34,681	-18
long	1/17/11	3/28/11	70		Aalberts	100	2,304	15.050	16.715		1.665	11	38,517	73
short	3/28/11	1/02/12	280		Philips	100	1,736	22.180	16.490	29.833	7.653	35	51,804	47
long	1/02/12	4/09/12	98		Vopak	100	1,260	41.095	44.780		3.685	9	56,447	38
short	4/09/12	9/03/12	147		ArcelorMittal	100	1,457	38.730	35.565	42.177	3.447	9	61,469	24
long	9/03/12	10/15/12	42		Gemalto	100	956	64.240	67.250		3.010	5	64,346	49
short	10/15/12	2/02/15	840		KPN	100	17,745	3.626	2.756	4.771	1.145	32	84,657	13
long	2/02/15	6/08/15	126		Altice	100	31,730	2.668	4.147		1.479	55	131,586	259
short	6/08/15	5/30/16	357		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		Wolters Kluwer	100	12,042	36.065	33.620		-2.445	-7	404,872	-84
short	6/13/16	10/10/16	119		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		ArcelorMittal	100	14,815	17.460	17.163		-0.297	-2	254,287	-36
short	10/24/16	2/20/17	119		Aegon	100	67,972	3.741	5.084	2.398	-1.343	-36	163,000	-74
long	2/20/17	4/17/17	56		ArcelorMittal	100	6,257	26.049	21.390		-4.659	-18	133,849	-72
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	4/17/17	4/01/19	714		KPN	100	47,974	2.790	2.785	2.795	0.005	0	134,089	0
long	4/01/19	5/13/19	42		Galapagos	100	1,277	104.950	99.620		-5.330	-5	127,282	-36
short	5/13/19	11/18/19	189		ArcelorMittal	100	8,265	15.400	14.664	16.173	0.773	5	133,670	10
long	11/18/19	1/27/20	70		Galapagos	100	790	169.050	206.000		36.950	22	162,861	180
short	1/27/20	6/29/20	154		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		Adyen	100	253	1,293.000	1,340.000		47.000	4	339,228	20
short	9/07/20	3/29/21	203		UnibailRodaWestfield	100	8,698	39.000	66.520	11.480	-27.520	-71	99,859	-89
long	3/29/21	5/13/21	45		ArcelorMittal	100	4,186	23.855	27.110		3.255	14	113,485	182
accum	1/30/06	5/13/21	5583	days out of 5611 invested (100%)							1,035		113,485	17

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Delta Lloyd	short	6/08/15	5/30/16	357	15.18	4.60	50.10	34.92	230.07
	short	6/13/16	10/10/16	119	3.93	5.35	2.51	-1.42	-36.11	110.89
ABN AMRO	short	1/27/20	6/29/20	154	15.57	7.74	31.28	15.72	100.99	100.99
Vopak	long	7/13/09	2/01/10	203	18.10	27.76		9.66	53.37
	long	1/02/12	4/09/12	98	41.10	44.78		3.69	8.97	67.12
Altice	long	2/02/15	6/08/15	126	2.67	4.15		1.48	55.43	55.43
Aegon	short	7/30/07	5/05/08	280	13.02	10.65	15.92	2.90	22.25
	short	6/09/08	7/13/09	399	9.10	3.96	20.91	11.81	129.77
	short	2/01/10	1/17/11	350	4.51	5.28	3.75	-0.77	-17.00
	short	10/24/16	2/20/17	119	3.74	5.08	2.40	-1.34	-35.90	49.45
Philips	short	3/28/11	1/02/12	280	22.18	16.49	29.83	7.65	34.51	34.51
KPN	short	10/15/12	2/02/15	840	3.63	2.76	4.77	1.14	31.57
	short	4/17/17	4/01/19	714	2.79	2.79	2.80	0.00	0.18	31.80
Aalberts	long	9/04/06	3/05/07	182	16.19	17.53		1.35	8.31
	long	1/17/11	3/28/11	70	15.05	16.72		1.67	11.06	20.29
Galapagos	long	4/01/19	5/13/19	42	104.95	99.62		-5.33	-5.08
	long	11/18/19	1/27/20	70	169.05	206.00		36.95	21.86	15.67
ArcelorMittal	long	5/07/07	5/14/07	7	127.23	126.00		-1.23	-0.97
	long	6/18/07	7/30/07	42	145.83	135.27		-10.56	-7.24
	long	5/05/08	6/09/08	35	174.30	198.54		24.24	13.91
	short	4/09/12	9/03/12	147	38.73	35.57	42.18	3.45	8.90
	long	10/10/16	10/24/16	14	17.46	17.16		-0.30	-1.70
	long	2/20/17	4/17/17	56	26.05	21.39		-4.66	-17.89
	short	5/13/19	11/18/19	189	15.40	14.66	16.17	0.77	5.02
	long	3/29/21	5/13/21	45	23.86	27.11		3.26	13.64	9.77
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Boskalis	long	1/30/06	5/15/06	105	18.28	18.98		0.70	3.83	3.83
Adyen	long	6/29/20	9/07/20	70	1,293.00	1,340.00		47.00	3.63	3.63
Gemalto	short	5/14/07	6/18/07	35	17.38	17.78	16.98	-0.40	-2.30
	long	9/03/12	10/15/12	42	64.24	67.25		3.01	4.69	2.28
Unilever Cert	short	5/15/06	9/04/06	112	17.67	18.85	16.48	-1.18	-6.70	-6.70
Wolters Kluwer	long	5/30/16	6/13/16	14	36.07	33.62		-2.45	-6.78	-6.78
Royal Dutch Shell A	short	3/05/07	5/07/07	63	2.42	2.65	2.19	-0.23	-9.51	-9.51
UnibailRodaWestfield	short	9/07/20	3/29/21	203	39.00	66.52	11.48	-27.52	-70.56	-70.56

Annotations

6/05/18	Unibail-Rodamco	ISIN change from FR0000124711 to FR0013326246 following Westfield acquisition
5/18/17	ArcelorMittal	reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
7/24/16	Ahold Delhaize	merger
7/07/16	AEX	ABN AMRO, Galapagos and SBM Offshore replace Delta Lloyd, OCI and TNT Express
8/25/15	AEX	complete analysis
	AEX	NN Group and Vopak replace Fugro and SBM Offshore
	NN	recording started
7/01/15	RELX	stock split 1,000:1,538 (1,538 for one thousand)


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