Share-o-matic - Portfolio

Sat, Sep 30th, 2023, 5:42UTC

Assessment - Amsterdam Exchange index - 9/25/23 - RS = 15

		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	6/12/23	prc diff	⇓ Δ15	∅-RS
	S	AEX	728.790	Fri	0.39	726.640	0.30	760.340	-33.700	-4.43	-0.84
		BE Semiconductor	93.000	Fri	2.31	91.560	1.57	96.520	-4.960	-5.14	26.52
		ASM International	397.500	Fri	1.35	380.350	4.51	396.050	-15.700	-3.96	19.73
		Philips	18.966	Fri	0.56	19.346	-1.96	18.394	0.952	5.18	17.26
	L	RELX	32.050	Fri	0.34	31.990	0.19	29.780	2.210	7.42	13.38
	L	Universal Music	24.730	Fri	1.77	23.870	3.60	19.330	4.540	23.49	12.14
	L	Shell	30.505	Fri	-2.07	30.435	0.23	26.845	3.590	13.37	10.63
		Exor	83.940	Fri	0.07	83.100	1.01	80.600	2.500	3.10	10.48
		ING Groep	12.550	Fri		12.374	1.42	12.054	0.320	2.65	5.85
		Wolters Kluwer	114.650	Fri	0.70	113.750	0.79	114.350	-0.600	-0.52	5.49
		Aegon	4.582	Fri	1.35	4.684	-2.18	4.524	0.160	3.54	2.91
		KPN	3.119	Fri	0.16	3.133	-0.45	3.097	0.036	1.16	1.11
		Unilever	46.885	Fri	0.57	47.085	-0.42	46.510	0.575	1.24	-0.47
	S	Akzo Nobel	68.480	Fri	1.21	68.820	-0.49	71.840	-3.020	-4.20	-0.83
	S	Ahold Delhaize	28.520	Fri	-0.18	28.990	-1.62	29.205	-0.215	-0.74	-1.04
	L	NN	30.440	Fri	0.36	35.830	-15.04	33.130	2.700	8.15	-2.84
		Randstad	52.380	Fri	0.31	51.160	2.38	48.870	2.290	4.69	-2.84
	S	ASML	559.100	Fri	1.51	554.700	0.79	671.500	-116.800	-17.39	-3.56
		Prosus	27.920	Fri	0.50	27.935	-0.05	30.730	-2.795	-9.10	-4.69
		UnibailRodaWestfield	46.750	Fri	3.80	46.270	1.04	47.190	-0.920	-1.95	-6.96
	S	Heineken	83.460	Fri	0.92	85.480	-2.36	92.940	-7.460	-8.03	-7.85
	S	ArcelorMittal	23.775	Fri	-0.36	23.025	3.26	25.380	-2.355	-9.28	-8.52
	S	IMCD	120.000	Fri	1.05	119.250	0.63	136.650	-17.400	-12.73	-12.65
		Signify	25.510	Fri	0.20	25.020	1.96	25.650	-0.630	-2.46	-12.75
	S	DSM-Firmenich	80.130	Fri	3.33	78.400	2.21	93.610	-15.210	-16.25	-27.53
		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	6/12/23	prc diff	⇓ Δ15	∅-RS
	S	Adyen	705.700	Fri	5.00	646.100	9.22	1,586.000	-939.900	-59.26	-50.99
AEX - 25 out of 25 instruments rated - 9/25/23 / 6/12/23 - 11 did rise, Market-Ratio(15) = 44.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/07/19	scale up chart	9/25/23

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		Shell	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	5/31/21	63		ArcelorMittal	100	4,186	23.855	26.895		3.040	13	112,585	100
short	5/31/21	1/09/23	588		Galapagos	100	1,842	61.100	41.880	89.141	28.041	46	164,236	26
long	1/09/23	3/13/23	63		Prosus	100	4,820	34.070	29.760		-4.310	-13	143,461	-54
short	3/13/23	9/29/23	200		NN	100	4,049	35.430	30.440	41.238	5.808	16	166,978	32
accum	1/30/06	9/29/23	6452	days out of 6480 invested (100%)							1,570		166,978	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
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
	short	5/31/21	1/09/23	588	61.10	41.88	89.14	28.04	45.89	68.75
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
NN	short	3/13/23	9/29/23	200	35.43	30.44	41.24	5.81	16.39	16.39
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	5/31/21	63	23.86	26.90		3.04	12.74	8.90
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
Shell	short	3/05/07	5/07/07	63	2.42	2.65	2.19	-0.23	-9.51	-9.51
Prosus	long	1/09/23	3/13/23	63	34.07	29.76		-4.31	-12.65	-12.65
UnibailRodaWestfield	short	9/07/20	3/29/21	203	39.00	66.52	11.48	-27.52	-70.56	-70.56

Annotations

9/14/23	Prosus	stock split 1:2.1796 (two-point-onesevenninesix for one)
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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