Share-o-matic - Assessment AEX ( Amsterdam Exchange index)

Assessment - Amsterdam Exchange index - 10/21/19 - RS = 15

		⇓instrument	freshest		⇓ Δday	10/21/19	⇓ Δwk	7/08/19	prc diff	⇓ Δ15	∅-RS
	L	AEX	576.120	12:55	0.03	575.920	0.03	569.360	6.560	1.15	6.49
	L	ASML	234.750	08:04	0.77	232.950	0.77	185.820	47.130	25.36	36.76
		Galapagos	140.400	08:03	-0.04	140.450	-0.04	120.950	19.500	16.12	33.32
	L	Vopak	48.780	08:04	0.25	48.660	0.25	42.230	6.430	15.23	16.34
		DSM	106.300	08:03	-1.07	107.450	-1.07	111.350	-3.900	-3.50	14.56
	L	Aalberts	36.900	08:03	-0.40	37.050	-0.40	34.890	2.160	6.19	14.40
	L	KPN	2.913	08:04	-0.68	2.933	-0.68	2.660	0.273	10.26	9.93
		Philips	39.245	08:03	-0.52	39.450	-0.52	39.460	-0.010	-0.03	9.53
		Heineken	96.540	08:04	-0.23	96.760	-0.23	100.700	-3.940	-3.91	8.61
		Takeaway.com	76.500	08:03	7.75	71.000	7.75	85.100	-14.100	-16.57	7.35
		Wolters Kluwer	63.120	08:03	0.35	62.900	0.35	64.300	-1.400	-2.18	6.76
		Akzo Nobel	81.820	08:03	-1.08	82.710	-1.08	82.790	-0.080	-0.10	6.53
		Randstad	46.750	08:04	-1.66	47.540	-1.66	47.700	-0.160	-0.34	6.33
	L	Ahold Delhaize	22.730	08:03	-0.50	22.845	-0.50	20.225	2.620	12.95	5.44
		Unilever	52.980	08:04	-0.99	53.510	-0.99	54.820	-1.310	-2.39	5.13
		RELX	20.220	08:03	-0.64	20.350	-0.64	21.700	-1.350	-6.22	3.25
		IMCD	69.050	08:01	0.07	69.000	0.07	79.300	-10.300	-12.99	3.05
	L	ING Groep	10.300	08:03	-0.60	10.362	-0.60	10.292	0.070	0.68	1.72
		Adyen	618.200	08:03	0.03	618.000	0.03	656.600	-38.600	-5.88	0.91
	L	UnibailRodaWestfield	141.550	12:23	1.07	140.050	1.07	130.900	9.150	6.99	0.23
		Royal Dutch Shell A	26.090	08:03	0.02	26.085	0.02	28.760	-2.675	-9.30	-4.12
		NN	33.630	08:03	0.03	33.620	0.03	36.000	-2.380	-6.61	-5.26
		ASR	33.380	08:03	-0.68	33.610	-0.68	37.060	-3.450	-9.31	-6.63
		Aegon	3.919	08:03	-0.51	3.939	-0.51	4.589	-0.650	-14.16	-9.41
		ABN AMRO	16.715	08:04	-0.27	16.760	-0.27	19.280	-2.520	-13.07	-14.59
		⇓instrument	freshest		⇓ Δday	10/21/19	⇓ Δwk	7/08/19	prc diff	⇓ Δ15	∅-RS
	L	ArcelorMittal	13.570	08:03	0.25	13.536	0.25	15.406	-1.870	-12.14	-19.12
AEX - 25 out of 25 instruments rated - 10/21/19 / 7/08/19 - 8 did rise, Market-Ratio(15) = 32.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	AEX RS = 15 - B/S = 87/70

1/05/15	scale up chart	10/21/19

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	10/22/19	162		ArcelorMittal	100	8,265	15.400	13.570	17.477	2.077	13	144,447	33
accum	1/30/06	10/22/19	5013	days out of 5041 invested (99%)							1,344		144,447	21

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
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
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	10/22/19	162	15.40	13.57	17.48	2.08	13.49	4.38
Boskalis	long	1/30/06	5/15/06	105	18.28	18.98		0.70	3.83	3.83
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
Galapagos	long	4/01/19	5/13/19	42	104.95	99.62		-5.33	-5.08	-5.08
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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

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
	Vopak	recording started
	NN	recording started
7/01/15	RELX	stock split 1,000:1,538 (1,538 for one thousand)


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