Share-o-matic - Portfolio

Sun, 17th Oct 2021, 16:15UTC

Assessment - Iberia Index in Swiss Franc - 11/10/21 - RS = 11

		instrument	freshest		⇓ Δday	11/10/21	⇓ Δwk	26/07/21	prc diff	⇓ Δ11	⇓∅-RS
		IBEX 35	9,647.843	Fri	0.81	9,542.754	1.10	9,486.869	55.885	0.59	4.89
		Acciona	162.138	Fri	1.96	152.808	6.11	142.489	10.319	7.24	12.74
		Acerinox	13.024	Fri	1.93	12.407	4.97	12.200	0.207	1.69	14.66
	S	ACS	24.374	Fri	1.97	24.149	0.93	23.946	0.203	0.85	-11.27
		aena	156.079	Fri	1.53	155.060	0.66	146.597	8.463	5.77	3.95
		Almirall	13.865	Fri	0.54	13.694	1.25	14.281	-0.588	-4.11	1.92
		Amadeus IT	64.834	Fri	0.77	63.590	1.96	62.055	1.535	2.47	3.85
		ArcelorMittal	29.704	Fri	0.97	28.127	5.60	30.601	-2.473	-8.08	23.91
		Banco Bilbao Viz	6.186	Fri	2.34	6.342	-2.45	5.924	0.417	7.05	34.86
		Banco Sabadell	0.721	Fri	0.30	0.758	-4.81	0.602	0.156	25.82	54.39
		Banco Santander	3.588	Fri	1.97	3.591	-0.10	3.448	0.144	4.17	19.85
	L	Bankinter	5.523	Fri	2.67	5.508	0.27	4.983	0.525	10.53	9.06
		Caixabank	2.853	Fri	1.26	2.903	-1.70	2.789	0.114	4.07	13.04
		Cellnex	57.456	Fri	1.06	54.668	5.10	58.920	-4.252	-7.22	-0.14
		CIE Automotive	24.063	Fri	1.91	23.656	1.72	27.114	-3.458	-12.75	-2.57
		Colonial	9.104	Fri	0.47	8.954	1.68	9.692	-0.738	-7.61	-0.71
		Enágas	21.045	Fri	-0.66	20.755	1.39	20.352	0.403	1.98	1.04
	S	Endesa	20.010	Fri	-0.98	19.415	3.07	22.952	-3.537	-15.41	-18.14
	L	Ferrovial	28.631	Fri	2.06	28.085	1.95	26.736	1.349	5.05	12.33
		Fluidra	37.639	Fri	2.18	35.870	4.93	38.487	-2.617	-6.80	34.04
		Grifols	21.983	Fri	-0.63	21.232	3.54	22.400	-1.168	-5.21	-14.25
	S	Iberdrola	10.131	Fri	-1.50	9.947	1.85	11.195	-1.248	-11.15	-15.19
		Inditex	33.403	Fri	2.53	33.039	1.10	31.211	1.827	5.86	8.46
		Indra Sistemas	10.155	Fri	0.53	9.576	6.05	8.822	0.754	8.55	17.84
		Intl. Cons. Airlines	2.323	Fri	3.69	2.297	1.12	2.224	0.073	3.29	12.43
		instrument	freshest		⇓ Δday	11/10/21	⇓ Δwk	26/07/21	prc diff	⇓ Δ11	⇓∅-RS
		Mapfre	1.923	Fri	-0.14	1.962	-1.99	1.934	0.028	1.46	7.02
		Meliá Hotels	7.601	Fri	4.70	7.217	5.32	6.350	0.866	13.64	16.53
		Merlin Properties	10.196	Fri	1.02	9.853	3.48	10.216	-0.364	-3.56	7.62
		Naturgy	24.932	Fri	-3.17	23.216	7.39	24.325	-1.109	-4.56	4.00
		Pharma Mar	76.544	Fri	0.54	75.064	1.97	82.488	-7.424	-9.00	-19.98
	L	Red Eléctrica	18.927	Fri	-1.67	18.911	0.09	17.617	1.294	7.35	8.28
		Repsol	12.418	Fri	0.47	12.287	1.06	10.207	2.080	20.38	24.11
	S	Siemens Gamesa	22.315	Fri	0.82	21.238	5.07	24.714	-3.476	-14.07	-28.75
	S	Solaria Energía	16.005	Fri	0.64	14.938	7.14	18.222	-3.284	-18.02	-22.46
		Telefónica	4.072	Fri	-3.67	4.279	-4.84	4.124	0.154	3.74	5.46
	S	Viscofan	59.729	Fri	0.72	58.979	1.27	62.812	-3.833	-6.10	-7.24
IBEX 35 - 35 out of 35 instruments rated - 11/10/21 / 26/07/21 - 20 did rise, Market-Ratio(11) in CHF = 57.14 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

2/01/17	scale up chart	11/10/21

Transactions Iberia Index in Swiss Franc * 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
2/01/06		9/01/06	7		- cash -
long	9/01/06	16/01/06	7		Obrascón Huarte Lain	100	516	19.344	19.503		0.159	1	10,082	53
short	16/01/06	6/02/06	21		Telefónica	100	505	19.952	19.444	20.474	0.521	3	10,345	57
long	6/02/06	8/05/06	91		Obrascón Huarte Lain	100	470	21.979	27.813		5.834	27	13,087	157
short	8/05/06	7/08/06	91		Repsol	100	366	35.678	34.670	36.714	1.037	3	13,467	12
long	7/08/06	8/01/07	154		Sacyr	100	353	38.087	59.693		21.606	57	21,094	190
short	8/01/07	12/02/07	35		Enágas	100	784	26.894	28.951	24.838	-2.057	-8	19,481	-56
long	12/02/07	26/02/07	14		Obrascón Huarte Lain	100	421	46.248	51.741		5.493	12	21,794	1,765
short	26/02/07	21/05/07	84		Enágas	100	748	29.122	29.875	28.369	-0.753	-3	21,230	-11
long	21/05/07	11/06/07	21		Grifols	100	1,773	11.970	12.214		0.244	2	21,664	42
short	11/06/07	3/12/07	175		Banco Bilbao Viz	100	770	28.109	26.469	29.850	1.741	6	23,004	13
long	3/12/07	10/12/07	7		Acciona	100	59	388.449	388.738		0.289	0	23,021	4
short	10/12/07	7/04/08	119		Sacyr	100	566	40.610	29.833	55.280	14.670	36	31,324	158
long	7/04/08	14/04/08	7		ArcelorMittal	100	120	260.229	248.753		-11.475	-4	29,947	-90
short	14/04/08	28/04/08	14		Mediaset Esp	100	1,577	18.986	19.470	18.501	-0.484	-3	29,184	-49
long	28/04/08	5/05/08	7		ArcelorMittal	100	103	281.306	283.986		2.681	1	29,460	64
short	5/05/08	11/05/09	371		Mediaset Esp	100	1,396	21.100	11.174	39.841	18.741	89	55,623	87
long	11/05/09	6/07/09	56		Banco Popular	100	1,235	45.014	42.839		-2.175	-5	52,937	-28
short	6/07/09	3/08/09	28		Naturgy	100	2,827	18.723	20.601	16.845	-1.878	-10	47,626	-75
long	3/08/09	10/08/09	7		Obrascón Huarte Lain	100	1,939	24.552	27.325		2.772	11	53,002	26,371
short	10/08/09	24/08/09	14		Naturgy	100	2,539	20.868	22.229	19.508	-1.361	-7	49,547	-83
long	24/08/09	26/10/09	63		Obrascón Huarte Lain	100	1,805	27.440	26.639		-0.802	-3	48,100	-16
short	26/10/09	9/08/10	287		Grifols	100	5,688	8.455	6.270	11.402	2.947	35	64,862	46
long	9/08/10	16/08/10	7		Inditex	100	4,615	14.055	13.688		-0.367	-3	63,168	-75
short	16/08/10	20/09/10	35		Siemens Gamesa	100	8,190	7.712	7.061	8.424	0.712	9	68,998	151
long	20/09/10	27/09/10	7		Inditex	100	4,463	15.458	15.452		-0.006	0	68,971	-2
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	27/09/10	24/01/11	119		Siemens Gamesa	100	10,335	6.673	7.584	5.762	-0.911	-14	59,557	-36
long	24/01/11	28/02/11	35		Sacyr	100	8,353	7.130	9.043		1.913	27	75,540	1,093
short	28/02/11	21/03/11	21		Banco Sabadell	100	23,401	3.228	3.238	3.218	-0.011	0	75,295	-6
long	21/03/11	4/04/11	14		Sacyr	100	8,125	9.267	9.827		0.560	6	79,848	362
short	4/04/11	6/02/12	308		Banco Sabadell	100	24,388	3.274	2.816	3.807	0.533	16	92,848	20
long	6/02/12	13/02/12	7		Bankinter	100	22,267	4.170	3.988		-0.182	-4	88,797	-90
short	13/02/12	20/08/12	189		Sacyr	100	22,153	4.008	1.542	10.418	6.409	160	230,784	533
long	20/08/12	5/11/12	77		Grifols	100	17,094	13.500	15.724		2.223	16	268,791	106
short	5/11/12	7/01/13	63		Banco Popular	100	37,109	7.243	4.230	12.404	5.160	71	460,289	2,157
long	7/01/13	4/02/13	28		Mediaset Esp	100	66,867	6.884	6.380		-0.503	-7	426,636	-63
short	4/02/13	9/09/13	217		Bankia	100	15,692	27.186	3.727	198.317	171.130	629	3,112,015	2,729
long	9/09/13	16/12/13	98		Siemens Gamesa	100	468,108	6.648	8.585		1.937	29	4,018,726	159
short	16/12/13	20/01/14	35		Acciona	100	82,766	48.555	59.508	37.602	-10.953	-23	3,112,181	-93
long	20/01/14	27/01/14	7		Siemens Gamesa	100	298,517	10.425	9.342		-1.083	-10	2,788,831	-100
short	27/01/14	17/02/14	21		Repsol	100	129,831	21.480	21.527	21.434	-0.047	0	2,782,756	-4
long	17/02/14	10/03/14	21		Siemens Gamesa	100	272,821	10.200	10.451		0.251	2	2,851,340	53
short	10/03/14	9/06/14	91		Inditex	100	111,626	25.544	26.524	24.563	-0.981	-4	2,741,884	-15
long	9/06/14	16/06/14	7		Bankia	100	367,620	7.458	7.161		-0.298	-4	2,632,408	-88
short	16/06/14	2/03/15	259		ArcelorMittal	100	65,922	39.932	30.926	51.559	11.627	29	3,398,912	43
long	2/03/15	9/03/15	7		Intl. Cons. Airlines	100	401,494	8.466	8.201		-0.265	-3	3,292,578	-81
short	9/03/15	23/03/15	14		Endesa	100	174,345	18.885	19.174	18.597	-0.289	-2	3,242,213	-33
long	23/03/15	11/05/15	49		Intl. Cons. Airlines	100	378,473	8.567	8.221		-0.345	-4	3,111,571	-26
short	11/05/15	25/04/16	350		Obrascón Huarte Lain	100	156,016	19.944	6.416	61.997	42.053	211	9,672,453	226
long	25/04/16	9/05/16	14		aena	100	72,944	132.601	136.062		3.461	3	9,924,942	96
short	9/05/16	12/09/16	126		Banco Popular	100	4,358,937	2.277	1.321	3.924	1.647	72	17,102,725	384
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	12/09/16	19/09/16	7		Siemens Gamesa	100	752,972	22.714	23.385		0.671	3	17,608,011	356
short	19/09/16	6/02/17	140		Banco Popular	100	14,748,597	1.194	0.904	1.576	0.383	32	23,249,688	106
long	6/02/17	27/02/17	21		ArcelorMittal	100	990,054	23.483	26.956		3.472	15	26,687,633	999
short	27/02/17	20/03/17	21		Banco Popular	100	30,762,395	0.868	0.997	0.738	-0.130	-15	22,696,495	-94
long	20/03/17	5/06/17	77		ArcelorMittal	100	835,947	27.151	20.424		-6.727	-25	17,073,299	-74
short	5/06/17	11/03/19	644		ArcelorMittal	100	835,947	20.424	23.072	17.776	-2.648	-13	14,860,047	-8
long	11/03/19	25/03/19	14		Acciona	100	147,049	101.055	109.572		8.517	8	16,112,454	725
short	25/03/19	21/10/19	210		DIA	100	23,108,459	0.697	0.485	1.003	0.305	44	23,170,852	88
long	21/10/19	4/11/19	14		Cellnex	100	534,243	43.371	41.609		-1.762	-4	22,229,277	-66
short	4/11/19	11/11/19	7		DIA	100	110,983,084	0.200	0.144	0.278	0.078	39	30,853,297	> 999,999
long	11/11/19	25/11/19	14		Cellnex	100	760,569	40.566	41.283		0.717	2	31,398,385	58
short	25/11/19	1/06/20	189		DIA	100	114,024,782	0.275	0.123	0.618	0.343	124	70,478,718	377
long	1/06/20	15/06/20	14		Cellnex	100	1,302,346	54.117	53.783		-0.333	-1	70,044,681	-15
short	15/06/20	30/11/20	168		Banco Sabadell	100	200,520,716	0.349	0.352	0.346	-0.003	-1	69,440,324	-2
long	30/11/20	25/01/21	56		Siemens Gamesa	100	2,143,469	32.396	39.516		7.120	22	84,701,841	265
short	25/01/21	12/04/21	77		Intl. Cons. Airlines	100	49,675,337	1.705	2.622	0.788	-0.917	-54	39,159,069	-97
long	12/04/21	19/04/21	7		ArcelorMittal	100	1,462,266	26.780	27.259		0.480	2	39,860,422	152
short	19/04/21	10/05/21	21		Cellnex	100	789,694	50.476	51.445	49.507	-0.969	-2	39,095,390	-29
long	10/05/21	17/05/21	7		ArcelorMittal	100	1,295,609	30.175	29.595		-0.581	-2	38,343,082	-64
short	17/05/21	15/10/21	151		Pharma Mar	100	418,261	91.673	76.544	109.792	18.119	20	45,921,676	55
accum	9/01/06	15/10/21	5760	days out of 5767 invested (100%)							459,117		45,921,676	71

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Sacyr	long	7/08/06	8/01/07	154	38.09	59.69		21.61	56.73
	short	10/12/07	7/04/08	119	40.61	29.83	55.28	14.67	36.12
	long	24/01/11	28/02/11	35	7.13	9.04		1.91	26.84
	long	21/03/11	4/04/11	14	9.27	9.83		0.56	6.05
	short	13/02/12	20/08/12	189	4.01	1.54	10.42	6.41	159.90	645.85
Bankia	short	4/02/13	9/09/13	217	27.19	3.73	198.32	171.13	629.47
	long	9/06/14	16/06/14	7	7.46	7.16		-0.30	-3.99	600.34
Obrascón Huarte Lain	long	9/01/06	16/01/06	7	19.34	19.50		0.16	0.82
	long	6/02/06	8/05/06	91	21.98	27.81		5.83	26.55
	long	12/02/07	26/02/07	14	46.25	51.74		5.49	11.88
	long	3/08/09	10/08/09	7	24.55	27.32		2.77	11.29
	long	24/08/09	26/10/09	63	27.44	26.64		-0.80	-2.92
	short	11/05/15	25/04/16	350	19.94	6.42	62.00	42.05	210.85	379.38
DIA	short	25/03/19	21/10/19	210	0.70	0.48	1.00	0.31	43.81
	short	4/11/19	11/11/19	7	0.20	0.14	0.28	0.08	38.80
	short	25/11/19	1/06/20	189	0.28	0.12	0.62	0.34	124.47	348.03
Banco Popular	long	11/05/09	6/07/09	56	45.01	42.84		-2.18	-4.83
	short	5/11/12	7/01/13	63	7.24	4.23	12.40	5.16	71.24
	short	9/05/16	12/09/16	126	2.28	1.32	3.92	1.65	72.32
	short	19/09/16	6/02/17	140	1.19	0.90	1.58	0.38	32.04
	short	27/02/17	20/03/17	21	0.87	1.00	0.74	-0.13	-14.96	215.36
Mediaset Esp	short	14/04/08	28/04/08	14	18.99	19.47	18.50	-0.48	-2.55
	short	5/05/08	11/05/09	371	21.10	11.17	39.84	18.74	88.82
	long	7/01/13	4/02/13	28	6.88	6.38		-0.50	-7.31	70.55
Grifols	long	21/05/07	11/06/07	21	11.97	12.21		0.24	2.04
	short	26/10/09	9/08/10	287	8.46	6.27	11.40	2.95	34.85
	long	20/08/12	5/11/12	77	13.50	15.72		2.22	16.47	60.27
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Siemens Gamesa	short	16/08/10	20/09/10	35	7.71	7.06	8.42	0.71	9.23
	short	27/09/10	24/01/11	119	6.67	7.58	5.76	-0.91	-13.65
	long	9/09/13	16/12/13	98	6.65	8.59		1.94	29.14
	long	20/01/14	27/01/14	7	10.43	9.34		-1.08	-10.39
	long	17/02/14	10/03/14	21	10.20	10.45		0.25	2.46
	long	12/09/16	19/09/16	7	22.71	23.38		0.67	2.95
	long	30/11/20	25/01/21	56	32.40	39.52		7.12	21.98	40.45
Pharma Mar	short	17/05/21	15/10/21	151	91.67	76.54	109.79	18.12	19.77	19.77
Banco Sabadell	short	28/02/11	21/03/11	21	3.23	3.24	3.22	-0.01	-0.33
	short	4/04/11	6/02/12	308	3.27	2.82	3.81	0.53	16.28
	short	15/06/20	30/11/20	168	0.35	0.35	0.35	-0.00	-0.86	14.90
Banco Bilbao Viz	short	11/06/07	3/12/07	175	28.11	26.47	29.85	1.74	6.19	6.19
Repsol	short	8/05/06	7/08/06	91	35.68	34.67	36.71	1.04	2.91
	short	27/01/14	17/02/14	21	21.48	21.53	21.43	-0.05	-0.22	2.68
Telefónica	short	16/01/06	6/02/06	21	19.95	19.44	20.47	0.52	2.61	2.61
aena	long	25/04/16	9/05/16	14	132.60	136.06		3.46	2.61	2.61
Endesa	short	9/03/15	23/03/15	14	18.89	19.17	18.60	-0.29	-1.53	-1.53
Bankinter	long	6/02/12	13/02/12	7	4.17	3.99		-0.18	-4.36	-4.36
Cellnex	long	21/10/19	4/11/19	14	43.37	41.61		-1.76	-4.06
	long	11/11/19	25/11/19	14	40.57	41.28		0.72	1.77
	long	1/06/20	15/06/20	14	54.12	53.78		-0.33	-0.62
	short	19/04/21	10/05/21	21	50.48	51.44	49.51	-0.97	-1.92	-4.83
Inditex	long	9/08/10	16/08/10	7	14.05	13.69		-0.37	-2.61
	long	20/09/10	27/09/10	7	15.46	15.45		-0.01	-0.04
	short	10/03/14	9/06/14	91	25.54	26.52	24.56	-0.98	-3.84	-6.39
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
ArcelorMittal	long	7/04/08	14/04/08	7	260.23	248.75		-11.48	-4.41
	long	28/04/08	5/05/08	7	281.31	283.99		2.68	0.95
	short	16/06/14	2/03/15	259	39.93	30.93	51.56	11.63	29.12
	long	6/02/17	27/02/17	21	23.48	26.96		3.47	14.79
	long	20/03/17	5/06/17	77	27.15	20.42		-6.73	-24.78
	short	5/06/17	11/03/19	644	20.42	23.07	17.78	-2.65	-12.96
	long	12/04/21	19/04/21	7	26.78	27.26		0.48	1.79
	long	10/05/21	17/05/21	7	30.18	29.59		-0.58	-1.92	-6.51
Enágas	short	8/01/07	12/02/07	35	26.89	28.95	24.84	-2.06	-7.65
	short	26/02/07	21/05/07	84	29.12	29.88	28.37	-0.75	-2.59	-10.04
Naturgy	short	6/07/09	3/08/09	28	18.72	20.60	16.84	-1.88	-10.03
	short	10/08/09	24/08/09	14	20.87	22.23	19.51	-1.36	-6.52	-15.90
Acciona	long	3/12/07	10/12/07	7	388.45	388.74		0.29	0.07
	short	16/12/13	20/01/14	35	48.55	59.51	37.60	-10.95	-22.56
	long	11/03/19	25/03/19	14	101.05	109.57		8.52	8.43	-15.97
Intl. Cons. Airlines	long	2/03/15	9/03/15	7	8.47	8.20		-0.26	-3.13
	long	23/03/15	11/05/15	49	8.57	8.22		-0.35	-4.03
	short	25/01/21	12/04/21	77	1.71	2.62	0.79	-0.92	-53.77	-57.02

Annotations

3/08/18	IBEX 35	CIE Automotive replaces Abertis Infraestructuras (acquired by Hochtief)
3/07/18	Gas Natural	renames Naturgy Energy
19/06/17	IBEX 35	Inmobiliaria Colonial replaces Banco Popular
7/06/17	IBEX 35	Banco Popular was excluded from the index
18/05/17	ArcelorMittal	reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
3/11/16	IBEX 35	Cellnex, Melia Hotels and Viscofan replace FFC, OHL and Sacyr
11/07/16	Red Eléctrica	forward stock split 1:4 (four for one)
4/01/16	Grifols	forward stock split 1:2 (two for one)
29/12/15	IBEX 35	complete analysis
21/12/15	IBEX 35	Merlin Properties replaces Abengoa
	Merlin Properties	recording started
26/08/15	IBEX 35	complete analysis
24/08/15	IBEX 35	Acerinox and aena replace BME and Jazztel
	aena	recording started


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