Share-o-matic - Portfolio

Sun, Apr 2nd, 2023, 6:03UTC

Assessment - Iberia Index - 3/27/23 - RS = 11

		instrument	freshest		⇓ Δday	3/27/23	⇓ Δwk	1/09/23	prc diff	⇓ Δ11	⇓∅-RS
		IBEX 35	9,232.500	Fri	0.28	8,906.100	3.66	8,694.900	211.200	2.43	6.69
	S	Acciona	184.700	Fri	1.48	175.700	5.12	177.500	-1.800	-1.01	-4.52
	S	Acciona Energías	35.760	Fri	2.05	34.560	3.47	35.460	-0.900	-2.54	-7.41
		Acerinox	9.474	Fri	0.68	9.182	3.18	9.802	-0.620	-6.33	-3.07
		ACS	29.350	Fri	0.69	28.060	4.60	28.400	-0.340	-1.20	12.60
	L	aena	148.900	Fri	-0.03	142.550	4.45	127.400	15.150	11.89	11.01
	L	Amadeus IT	61.660	Fri	1.65	58.500	5.40	54.140	4.360	8.05	7.56
		ArcelorMittal	27.890	Fri	1.09	26.185	6.51	27.315	-1.130	-4.14	3.54
		Banco Bilbao Viz	6.571	Fri	-0.74	6.256	5.04	6.277	-0.021	-0.33	21.55
		Banco Sabadell	0.989	Fri	-2.10	0.982	0.73	0.979	0.003	0.27	22.50
		Banco Santander	3.426	Fri	-0.75	3.290	4.13	3.020	0.271	8.96	17.24
	S	Bankinter	5.226	Fri	-2.13	5.092	2.63	6.742	-1.650	-24.47	-11.17
		Caixabank	3.584	Fri	-1.86	3.523	1.73	3.834	-0.311	-8.11	5.45
	L	Cellnex	35.760	Fri	0.45	34.390	3.98	32.850	1.540	4.69	-6.49
		Colonial	5.825	Fri	-1.10	5.640	3.28	6.400	-0.760	-11.88	-10.96
	L	Enágas	17.700	Fri	1.14	17.255	2.58	16.150	1.105	6.84	-4.73
	L	Endesa	20.000	Fri	1.32	19.415	3.01	18.480	0.935	5.06	6.77
		Ferrovial	27.090	Fri	0.63	26.420	2.54	25.450	0.970	3.81	5.50
	L	Fluidra	16.190	Fri	0.75	15.340	5.54	16.020	-0.680	-4.24	-11.66
		Grifols	9.108	Fri	-0.46	9.042	0.73	11.900	-2.858	-24.02	-27.79
		Iberdrola	11.485	Fri	0.75	11.185	2.68	10.840	0.345	3.18	6.53
	L	Inditex	30.900	Fri	1.85	29.690	4.08	26.900	2.790	10.37	26.27
	L	Indra Sistemas	12.450	Fri	-1.35	12.130	2.64	10.800	1.330	12.31	26.72
		Intl. Cons. Airlines	1.716	Fri	1.96	1.566	9.58	1.650	-0.084	-5.09	6.56
		Logista	23.000	Fri	-1.29	22.680	1.41	24.000	-1.320	-5.50	12.29
		instrument	freshest		⇓ Δday	3/27/23	⇓ Δwk	1/09/23	prc diff	⇓ Δ11	⇓∅-RS
		Mapfre	1.858	Fri	-0.54	1.840	0.98	1.840	0.000	0.00	5.11
		Meliá Hotels	5.950	Fri	1.19	5.425	9.68	5.110	0.315	6.16	-5.75
	S	Merlin Properties	8.060	Fri	0.12	7.735	4.20	8.935	-1.200	-13.43	-16.74
	L	Naturgy	27.750	Fri	1.06	27.100	2.40	24.910	2.190	8.79	1.09
	S	Red Eléctrica	16.200	Fri	0.93	15.795	2.56	16.405	-0.610	-3.72	-9.66
		Repsol	14.185	Fri	-0.60	13.940	1.76	14.820	-0.880	-5.94	2.27
	L	Rovi	38.480	Fri	-1.08	39.100	-1.59	36.680	2.420	6.60	-16.07
		Sacyr	2.960	Fri	1.23	2.824	4.82	2.726	0.098	3.60	13.87
	S	Solaria Energía	16.605	Fri	1.13	15.975	3.94	17.940	-1.965	-10.95	-15.73
	L	Telefónica	3.973	Fri	0.38	3.822	3.95	3.550	0.272	7.66	-3.62
		Unicaja Banco	0.988	Fri	-1.59	0.968	2.12	1.187	-0.220	-18.49	1.15
IBEX 35 - 35 out of 35 instruments rated - 3/27/23 / 1/09/23 - 16 did rise, Market-Ratio(11) = 45.71 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	IBEX 35 RS = 11 - B/S = 83/81

1/07/19	scale up chart	3/27/23

Transactions Iberia Index * A11 - 83/81 (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		1/09/06	7		- cash -
long	1/09/06	1/16/06	7		Obrascón Huarte Lain	100	797	12.534	12.580		0.046	0	10,037	21
short	1/16/06	2/06/06	21		Telefónica	100	779	12.870	12.490	13.262	0.392	3	10,342	68
long	2/06/06	5/08/06	91		Obrascón Huarte Lain	100	732	14.118	17.821		3.703	26	13,052	155
short	5/08/06	8/07/06	91		Repsol	100	570	22.860	22.010	23.743	0.883	4	13,556	16
long	8/07/06	1/08/07	154		Sacyr	100	560	24.179	37.111		12.932	53	20,797	176
short	1/08/07	2/12/07	35		Enágas	100	1,243	16.720	17.840	15.600	-1.120	-7	19,405	-51
long	2/12/07	2/26/07	14		Obrascón Huarte Lain	100	680	28.499	31.874		3.375	12	21,700	1,750
short	2/26/07	5/21/07	84		Enágas	100	1,209	17.940	18.020	17.860	-0.080	0	21,604	-2
long	5/21/07	6/11/07	21		Grifols	100	2,992	7.220	7.395		0.175	2	22,127	52
short	6/11/07	12/03/07	175		Banco Bilbao Viz	100	1,300	17.018	15.979	18.125	1.107	7	23,566	14
long	12/03/07	12/10/07	7		Acciona	100	100	234.500	235.100		0.600	0	23,626	14
short	12/10/07	4/07/08	119		Sacyr	100	961	24.560	18.847	32.005	7.445	30	30,780	125
long	4/07/08	4/14/08	7		ArcelorMittal	100	187	164.400	157.200		-7.200	-4	29,434	-90
short	4/14/08	4/28/08	14		Mediaset Esp	100	2,453	11.998	12.043	11.953	-0.045	0	29,323	-9
long	4/28/08	5/05/08	7		ArcelorMittal	100	168	174.000	174.150		0.150	0	29,349	5
short	5/05/08	5/11/09	371		Mediaset Esp	100	2,268	12.939	7.410	22.594	9.655	75	51,245	73
long	5/11/09	7/06/09	56		Banco Popular	100	1,716	29.850	28.200		-1.650	-6	48,414	-31
short	7/06/09	8/03/09	28		Naturgy	100	3,928	12.325	13.525	11.125	-1.200	-10	43,700	-74
long	8/03/09	8/10/09	7		Obrascón Huarte Lain	100	2,711	16.119	17.821		1.702	11	48,314	18,655
short	8/10/09	8/24/09	14		Naturgy	100	3,549	13.610	14.660	12.560	-1.050	-8	44,588	-88
long	8/24/09	10/26/09	63		Obrascón Huarte Lain	100	2,463	18.097	17.596		-0.501	-3	43,354	-15
short	10/26/09	8/09/10	287		Grifols	100	7,762	5.585	4.544	6.865	1.280	23	53,285	30
long	8/09/10	8/16/10	7		Inditex	100	5,231	10.186	10.210		0.024	0	53,411	13
short	8/16/10	9/20/10	35		Siemens Gamesa	100	9,283	5.753	5.358	6.177	0.424	7	57,348	110
long	9/20/10	9/27/10	7		Inditex	100	4,888	11.730	11.652		-0.078	-1	56,966	-29
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	9/27/10	1/24/11	119		Siemens Gamesa	100	11,320	5.032	5.810	4.254	-0.778	-15	48,159	-40
long	1/24/11	2/28/11	35		Sacyr	100	8,817	5.462	7.082		1.620	30	62,443	1,401
short	2/28/11	3/21/11	21		Banco Sabadell	100	24,700	2.528	2.535	2.521	-0.007	0	62,270	-5
long	3/21/11	4/04/11	14		Sacyr	100	8,584	7.254	7.471		0.217	3	64,133	116
short	4/04/11	2/06/12	308		Banco Sabadell	100	25,766	2.489	2.331	2.658	0.169	7	68,480	8
long	2/06/12	2/13/12	7		Bankinter	100	19,837	3.452	3.297		-0.155	-4	65,405	-91
short	2/13/12	8/20/12	189		Sacyr	100	19,735	3.314	1.284	8.553	5.239	158	168,804	524
long	8/20/12	11/05/12	77		Grifols	100	15,018	11.240	13.025		1.785	16	195,611	101
short	11/05/12	1/07/13	63		Banco Popular	100	32,601	6.000	3.500	10.286	4.286	71	335,330	2,171
long	1/07/13	2/04/13	28		Mediaset Esp	100	58,871	5.696	5.150		-0.546	-10	303,186	-73
short	2/04/13	9/09/13	217		Bankia	100	13,816	21.944	3.016	159.662	137.718	628	2,205,891	2,717
long	9/09/13	12/16/13	98		Siemens Gamesa	100	410,016	5.380	7.030		1.650	31	2,882,417	171
short	12/16/13	1/20/14	35		Acciona	100	72,495	39.760	48.255	31.265	-8.495	-21	2,266,572	-92
long	1/20/14	1/27/14	7		Siemens Gamesa	100	268,106	8.454	7.622		-0.832	-10	2,043,508	-100
short	1/27/14	2/17/14	21		Repsol	100	116,605	17.525	17.625	17.425	-0.100	-1	2,031,848	-9
long	2/17/14	3/10/14	21		Siemens Gamesa	100	243,305	8.351	8.580		0.229	3	2,087,565	60
short	3/10/14	6/09/14	91		Inditex	100	99,550	20.970	21.750	20.190	-0.780	-4	2,009,916	-14
long	6/09/14	6/16/14	7		Bankia	100	328,632	6.116	5.880		-0.236	-4	1,932,358	-87
short	6/16/14	3/02/15	259		ArcelorMittal	100	58,931	32.790	28.860	37.255	4.465	14	2,195,497	20
long	3/02/15	3/09/15	7		Intl. Cons. Airlines	100	277,911	7.900	7.660		-0.240	-3	2,128,798	-80
short	3/09/15	3/23/15	14		Endesa	100	120,680	17.640	18.130	17.150	-0.490	-3	2,069,665	-52
long	3/23/15	5/11/15	49		Intl. Cons. Airlines	100	255,514	8.100	7.890		-0.210	-3	2,016,007	-18
short	5/11/15	4/25/16	350		Obrascón Huarte Lain	100	105,329	19.140	5.840	62.729	43.589	228	6,607,235	245
long	4/25/16	5/09/16	14		aena	100	54,740	120.700	123.100		2.400	2	6,738,611	67
short	5/09/16	9/12/16	126		Banco Popular	100	3,271,170	2.060	1.210	3.507	1.447	70	11,472,321	367
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	9/12/16	9/19/16	7		Siemens Gamesa	100	551,553	20.800	21.350		0.550	3	11,775,675	290
short	9/19/16	2/06/17	140		Banco Popular	100	10,803,371	1.090	0.849	1.399	0.309	28	15,118,238	92
long	2/06/17	2/27/17	21		ArcelorMittal	100	685,634	22.050	25.230		3.180	14	17,298,555	940
short	2/27/17	3/20/17	21		Banco Popular	100	21,303,638	0.812	0.930	0.694	-0.118	-15	14,784,725	-93
long	3/20/17	6/05/17	77		ArcelorMittal	100	583,914	25.320	18.810		-6.510	-26	10,983,445	-76
short	6/05/17	3/11/19	644		ArcelorMittal	100	583,915	18.810	20.365	17.255	-1.555	-8	10,075,457	-5
long	3/11/19	3/25/19	14		Acciona	100	112,953	89.200	97.620		8.420	9	11,026,522	950
short	3/25/19	10/21/19	210		DIA	100	17,750,356	0.621	0.441	0.875	0.254	41	15,531,562	81
long	10/21/19	11/04/19	14		Cellnex	100	393,702	39.450	37.850		-1.600	-4	14,901,639	-66
short	11/04/19	11/11/19	7		DIA	100	81,787,259	0.182	0.132	0.252	0.070	38	20,634,926	> 999,999
long	11/11/19	11/25/19	14		Cellnex	100	557,700	37.000	37.630		0.630	2	20,986,277	55
short	11/25/19	6/01/20	189		DIA	100	83,610,663	0.251	0.115	0.549	0.298	119	45,927,337	354
long	6/01/20	6/15/20	14		Cellnex	100	907,654	50.600	50.240		-0.360	-1	45,600,582	-17
short	6/15/20	11/30/20	168		Banco Sabadell	100	139,750,480	0.326	0.326	0.327	0.001	0	45,712,382	1
long	11/30/20	1/25/21	56		Siemens Gamesa	100	1,527,309	29.930	36.640		6.710	22	55,960,626	274
short	1/25/21	4/12/21	77		Intl. Cons. Airlines	100	35,395,715	1.581	2.386	0.776	-0.805	-51	27,467,075	-97
long	4/12/21	4/19/21	7		ArcelorMittal	100	1,127,085	24.370	24.745		0.375	2	27,889,732	122
short	4/19/21	5/10/21	21		Cellnex	100	608,680	45.820	47.020	44.620	-1.200	-3	27,159,316	-37
long	5/10/21	5/17/21	7		ArcelorMittal	100	984,746	27.580	26.995		-0.585	-2	26,583,240	-67
short	5/17/21	5/23/22	371		Pharma Mar	100	317,905	83.620	69.900	100.033	16.413	20	31,801,014	19
long	5/23/22	5/30/22	7		Solaria Energía	100	1,418,421	22.420	21.960		-0.460	-2	31,148,541	-66
short	5/30/22	12/26/22	210		Fluidra	100	1,238,018	25.160	14.310	44.237	19.077	76	54,765,715	167
long	12/26/22	2/06/23	42		Banco Sabadell	100	60,102,847	0.911	1.131		0.220	24	67,976,321	554
short	2/06/23	2/13/23	7		Rovi	100	1,704,521	39.880	40.180	39.580	-0.300	-1	67,464,964	-33
long	2/13/23	3/13/23	28		Banco Sabadell	100	57,052,823	1.183	1.090		-0.093	-8	62,187,578	-65
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	3/13/23	3/31/23	18		Grifols	100	6,215,649	10.005	9.108	10.990	0.985	10	68,311,857	572
accum	1/09/06	3/31/23	6292	days out of 6299 invested (100%)							683,019		68,311,857	67

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Bankia	short	2/04/13	9/09/13	217	21.94	3.02	159.66	137.72	627.59
	long	6/09/14	6/16/14	7	6.12	5.88		-0.24	-3.86	599.51
Sacyr	long	8/07/06	1/08/07	154	24.18	37.11		12.93	53.48
	short	12/10/07	4/07/08	119	24.56	18.85	32.00	7.44	30.31
	long	1/24/11	2/28/11	35	5.46	7.08		1.62	29.66
	long	3/21/11	4/04/11	14	7.25	7.47		0.22	2.99
	short	2/13/12	8/20/12	189	3.31	1.28	8.55	5.24	158.10	589.35
Obrascón Huarte Lain	long	1/09/06	1/16/06	7	12.53	12.58		0.05	0.37
	long	2/06/06	5/08/06	91	14.12	17.82		3.70	26.23
	long	2/12/07	2/26/07	14	28.50	31.87		3.38	11.84
	long	8/03/09	8/10/09	7	16.12	17.82		1.70	10.56
	long	8/24/09	10/26/09	63	18.10	17.60		-0.50	-2.77
	short	5/11/15	4/25/16	350	19.14	5.84	62.73	43.59	227.74	399.21
DIA	short	3/25/19	10/21/19	210	0.62	0.44	0.88	0.25	40.86
	short	11/04/19	11/11/19	7	0.18	0.13	0.25	0.07	38.47
	short	11/25/19	6/01/20	189	0.25	0.11	0.55	0.30	118.84	326.86
Banco Popular	long	5/11/09	7/06/09	56	29.85	28.20		-1.65	-5.53
	short	11/05/12	1/07/13	63	6.00	3.50	10.29	4.29	71.43
	short	5/09/16	9/12/16	126	2.06	1.21	3.51	1.45	70.25
	short	9/19/16	2/06/17	140	1.09	0.85	1.40	0.31	28.39
	short	2/27/17	3/20/17	21	0.81	0.93	0.69	-0.12	-14.53	202.54
Fluidra	short	5/30/22	12/26/22	210	25.16	14.31	44.24	19.08	75.82	75.82
Grifols	long	5/21/07	6/11/07	21	7.22	7.40		0.18	2.42
	short	10/26/09	8/09/10	287	5.59	4.54	6.86	1.28	22.91
	long	8/20/12	11/05/12	77	11.24	13.03		1.79	15.88
	short	3/13/23	3/31/23	18	10.01	9.11	10.99	0.99	9.85	60.25
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Mediaset Esp	short	4/14/08	4/28/08	14	12.00	12.04	11.95	-0.04	-0.38
	short	5/05/08	5/11/09	371	12.94	7.41	22.59	9.65	74.62
	long	1/07/13	2/04/13	28	5.70	5.15		-0.55	-9.59	57.29
Siemens Gamesa	short	8/16/10	9/20/10	35	5.75	5.36	6.18	0.42	7.37
	short	9/27/10	1/24/11	119	5.03	5.81	4.25	-0.78	-15.46
	long	9/09/13	12/16/13	98	5.38	7.03		1.65	30.67
	long	1/20/14	1/27/14	7	8.45	7.62		-0.83	-9.84
	long	2/17/14	3/10/14	21	8.35	8.58		0.23	2.74
	long	9/12/16	9/19/16	7	20.80	21.35		0.55	2.64
	long	11/30/20	1/25/21	56	29.93	36.64		6.71	22.42	38.06
Banco Sabadell	short	2/28/11	3/21/11	21	2.53	2.54	2.52	-0.01	-0.28
	short	4/04/11	2/06/12	308	2.49	2.33	2.66	0.17	6.78
	short	6/15/20	11/30/20	168	0.33	0.33	0.33	0.00	0.25
	long	12/26/22	2/06/23	42	0.91	1.13		0.22	24.12
	long	2/13/23	3/13/23	28	1.18	1.09		-0.09	-7.82	22.13
Pharma Mar	short	5/17/21	5/23/22	371	83.62	69.90	100.03	16.41	19.63	19.63
Banco Bilbao Viz	short	6/11/07	12/03/07	175	17.02	15.98	18.12	1.11	6.50	6.50
Repsol	short	5/08/06	8/07/06	91	22.86	22.01	23.74	0.88	3.86
	short	1/27/14	2/17/14	21	17.53	17.63	17.43	-0.10	-0.57	3.27
Telefónica	short	1/16/06	2/06/06	21	12.87	12.49	13.26	0.39	3.04	3.04
aena	long	4/25/16	5/09/16	14	120.70	123.10		2.40	1.99	1.99
Rovi	short	2/06/23	2/13/23	7	39.88	40.18	39.58	-0.30	-0.75	-0.75
Solaria Energía	long	5/23/22	5/30/22	7	22.42	21.96		-0.46	-2.05	-2.05
Endesa	short	3/09/15	3/23/15	14	17.64	18.13	17.15	-0.49	-2.78	-2.78
Inditex	long	8/09/10	8/16/10	7	10.19	10.21		0.02	0.24
	long	9/20/10	9/27/10	7	11.73	11.65		-0.08	-0.66
	short	3/10/14	6/09/14	91	20.97	21.75	20.19	-0.78	-3.72	-4.13
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Bankinter	long	2/06/12	2/13/12	7	3.45	3.30		-0.16	-4.49	-4.49
Cellnex	long	10/21/19	11/04/19	14	39.45	37.85		-1.60	-4.06
	long	11/11/19	11/25/19	14	37.00	37.63		0.63	1.70
	long	6/01/20	6/15/20	14	50.60	50.24		-0.36	-0.71
	short	4/19/21	5/10/21	21	45.82	47.02	44.62	-1.20	-2.62	-5.65
Enágas	short	1/08/07	2/12/07	35	16.72	17.84	15.60	-1.12	-6.70
	short	2/26/07	5/21/07	84	17.94	18.02	17.86	-0.08	-0.45	-7.11
Acciona	long	12/03/07	12/10/07	7	234.50	235.10		0.60	0.26
	short	12/16/13	1/20/14	35	39.76	48.26	31.27	-8.50	-21.37
	long	3/11/19	3/25/19	14	89.20	97.62		8.42	9.44	-13.72
ArcelorMittal	long	4/07/08	4/14/08	7	164.40	157.20		-7.20	-4.38
	long	4/28/08	5/05/08	7	174.00	174.15		0.15	0.09
	short	6/16/14	3/02/15	259	32.79	28.86	37.26	4.47	13.62
	long	2/06/17	2/27/17	21	22.05	25.23		3.18	14.42
	long	3/20/17	6/05/17	77	25.32	18.81		-6.51	-25.71
	short	6/05/17	3/11/19	644	18.81	20.37	17.26	-1.56	-8.27
	long	4/12/21	4/19/21	7	24.37	24.75		0.38	1.54
	long	5/10/21	5/17/21	7	27.58	27.00		-0.58	-2.12	-15.73
Naturgy	short	7/06/09	8/03/09	28	12.33	13.53	11.13	-1.20	-9.74
	short	8/10/09	8/24/09	14	13.61	14.66	12.56	-1.05	-7.71	-16.70
Intl. Cons. Airlines	long	3/02/15	3/09/15	7	7.90	7.66		-0.24	-3.04
	long	3/23/15	5/11/15	49	8.10	7.89		-0.21	-2.59
	short	1/25/21	4/12/21	77	1.58	2.39	0.78	-0.81	-50.92	-53.64

Annotations

8/03/18	IBEX 35	CIE Automotive replaces Abertis Infraestructuras (acquired by Hochtief)
7/03/18	Gas Natural	renames Naturgy Energy
6/19/17	IBEX 35	Inmobiliaria Colonial replaces Banco Popular
6/07/17	IBEX 35	Banco Popular was excluded from the index
5/18/17	ArcelorMittal	reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
11/03/16	IBEX 35	Cellnex, Melia Hotels and Viscofan replace FFC, OHL and Sacyr
7/11/16	Red Eléctrica	forward stock split 1:4 (four for one)
1/04/16	Grifols	forward stock split 1:2 (two for one)
12/29/15	IBEX 35	complete analysis
12/21/15	IBEX 35	Merlin Properties replaces Abengoa
	Merlin Properties	recording started
8/26/15	IBEX 35	complete analysis
8/24/15	IBEX 35	Acerinox and aena replace BME and Jazztel
	aena	recording started


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