Share-o-matic - Assessment IBEX 35 (Iberia Index)

Assessment - Iberia Index in Renminbi yuán - 21/10/19 - RS = 11

		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	5/08/19	prc diff	⇓ Δ11	⇓∅-RS
	L	IBEX 35	73,953.497	15:38	-0.24	74,127.733	-0.24	69,259.130	4,868.603	7.03	5.33
	L	Enágas	163.199	15:35	1.17	161.307	1.17	156.514	4.793	3.06	-10.23
		Red Eléctrica	143.449	15:35	1.03	141.991	1.03	138.681	3.310	2.39	-2.28
		Telefónica	56.355	15:35	0.72	55.953	0.72	52.513	3.439	6.55	-0.36
	L	Naturgy	190.162	15:35	0.58	189.058	0.58	184.171	4.887	2.65	2.53
		Grifols	214.208	15:35	0.52	213.105	0.52	222.678	-9.574	-4.30	9.29
		Iberdrola	71.792	15:35	0.51	71.429	0.51	68.192	3.237	4.75	18.27
	L	Técnicas Reunidas	185.747	15:35	0.51	184.801	0.51	176.280	8.520	4.83	2.80
		Endesa	186.457	15:35	0.34	185.826	0.34	179.121	6.705	3.74	9.41
	S	Mediaset Esp	44.087	15:35	0.32	43.945	0.32	41.001	2.945	7.18	-7.99
		CIE Automotive	174.236	15:35	0.27	173.763	0.27	166.338	7.425	4.46	-3.09
		ACS	282.563	15:35	0.25	281.853	0.25	269.944	11.909	4.41	0.69
	L	Repsol	115.106	15:35	0.21	114.870	0.21	107.157	7.713	7.20	1.96
		Ferrovial	207.034	15:35	0.19	206.640	0.19	187.407	19.233	10.26	26.91
	L	Acerinox	64.838	15:35	0.10	64.775	0.10	58.234	6.541	11.23	-3.84
		Mapfre	20.333	15:35	0.04	20.325	0.04	19.214	1.111	5.78	4.13
		Banco Santander	31.260	15:35	-0.01	31.264	-0.01	29.176	2.088	7.16	-0.13
		Acciona	725.722	15:35	-0.05	726.116	-0.05	723.192	2.925	0.40	4.60
	L	Colonial	90.035	15:35	-0.09	90.114	-0.09	80.486	9.628	11.96	23.12
	L	Banco Bilbao Viz	38.529	15:35	-0.10	38.569	-0.10	35.193	3.376	9.59	0.76
		Meliá Hotels	56.528	15:35	-0.14	56.607	-0.14	58.234	-1.627	-2.79	-11.10
		Viscofan	330.970	15:35	-0.14	331.443	-0.14	357.138	-25.694	-7.19	-12.07
		aena	1,319.782	15:35	-0.18	1,322.147	-0.18	1,270.813	51.333	4.04	9.35
	L	Merlin Properties	103.438	15:35	-0.53	103.990	-0.53	93.427	10.563	11.31	14.38
	L	Bankinter	50.536	15:35	-0.77	50.931	-0.77	46.145	4.785	10.37	-0.11
		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	5/08/19	prc diff	⇓ Δ11	⇓∅-RS
	L	Inditex	223.038	15:35	-0.81	224.852	-0.81	208.159	16.692	8.02	12.15
	S	Siemens Gamesa	96.421	15:35	-0.81	97.210	-0.81	95.755	1.455	1.52	-3.29
	L	ArcelorMittal	105.472	15:35	-1.12	106.671	-1.12	100.844	5.826	5.78	-17.90
	S	Amadeus IT	515.614	15:35	-1.18	521.763	-1.18	542.414	-20.650	-3.81	0.27
	L	Cellnex	306.845	15:35	-1.34	311.024	-1.34	268.445	42.579	15.86	45.64
	L	Bankia	14.511	15:35	-1.60	14.747	-1.60	13.718	1.029	7.50	-14.69
	L	Intl. Cons. Airlines	47.209	15:35	-1.93	48.140	-1.93	38.184	9.956	26.07	5.31
	L	Banco Sabadell	8.195	15:35	-1.98	8.361	-1.98	6.161	2.200	35.71	12.84
		Indra Sistemas	66.304	15:35	-3.22	68.512	-3.22	60.088	8.424	14.02	1.05
	L	Caixabank	20.215	15:35	-3.35	20.916	-3.35	17.604	3.312	18.81	-3.17
		DIA	3.232	15:35	-7.03	3.477	-7.03	4.037	-0.560	-13.87	-18.85
IBEX 35 - 35 out of 35 instruments rated - 21/10/19 / 5/08/19 - 30 did rise, Market-Ratio(11) in CNY = 85.71 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

5/01/15	scale up chart	21/10/19

Transactions Iberia Index in Renminbi yuán * 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	81	122.844	123.273		0.428	0	10,035	20
short	16/01/06	6/02/06	21		Telefónica	100	79	126.114	121.083	131.355	5.240	4	10,449	103
long	6/02/06	8/05/06	91		Obrascón Huarte Lain	100	76	136.866	181.746		44.880	33	13,860	212
short	8/05/06	7/08/06	91		Repsol	100	59	233.135	226.074	240.418	7.282	3	14,289	13
long	7/08/06	8/01/07	154		Sacyr	100	57	248.352	376.825		128.473	52	21,612	169
short	8/01/07	12/02/07	35		Enágas	100	127	169.775	179.868	159.682	-10.093	-6	20,330	-47
long	12/02/07	26/02/07	14		Obrascón Huarte Lain	100	70	287.335	325.268		37.932	13	22,986	2,435
short	26/02/07	21/05/07	84		Enágas	100	125	183.074	186.671	179.477	-3.597	-2	22,536	-8
long	21/05/07	11/06/07	21		Grifols	100	301	74.793	75.716		0.923	1	22,814	24
short	11/06/07	3/12/07	175		Banco Bilbao Viz	100	130	174.244	172.989	175.508	1.264	1	22,978	2
long	3/12/07	10/12/07	7		Acciona	100	9	2,538.697	2,551.070		12.373	0	23,090	29
short	10/12/07	7/04/08	119		Sacyr	100	86	266.501	208.142	341.221	74.720	28	29,516	113
long	7/04/08	14/04/08	7		ArcelorMittal	100	16	1,815.601	1,740.267		-75.334	-4	28,310	-89
short	14/04/08	28/04/08	14		Mediaset Esp	100	213	132.823	131.921	133.730	0.907	1	28,503	19
long	28/04/08	5/05/08	7		ArcelorMittal	100	14	1,906.031	1,877.180		-28.851	-2	28,100	-55
short	5/05/08	11/05/09	371		Mediaset Esp	100	201	139.471	68.914	282.267	142.797	102	56,802	100
long	11/05/09	6/07/09	56		Banco Popular	100	204	277.608	269.327		-8.281	-3	55,112	-18
short	6/07/09	3/08/09	28		Naturgy	100	468	117.711	131.773	103.650	-14.062	-12	48,532	-81
long	3/08/09	10/08/09	7		Obrascón Huarte Lain	100	309	157.046	172.691		15.645	10	53,366	14,042
short	10/08/09	24/08/09	14		Naturgy	100	404	131.885	143.480	120.290	-11.595	-9	48,681	-91
long	24/08/09	26/10/09	63		Obrascón Huarte Lain	100	274	177.119	180.083		2.964	2	49,493	10
short	26/10/09	9/08/10	287		Grifols	100	865	57.159	40.845	79.988	22.829	40	69,240	53
long	9/08/10	16/08/10	7		Inditex	100	756	91.560	88.505		-3.055	-3	66,931	-83
short	16/08/10	20/09/10	35		Siemens Gamesa	100	1,342	49.870	47.040	52.870	3.000	6	70,957	84
long	20/09/10	27/09/10	7		Inditex	100	689	102.982	105.389		2.406	2	72,615	233
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	1,595	45.513	52.084	38.942	-6.571	-14	62,135	-38
long	24/01/11	28/02/11	35		Sacyr	100	1,268	48.964	64.021		15.057	31	81,228	1,538
short	28/02/11	21/03/11	21		Banco Sabadell	100	3,554	22.853	23.619	22.087	-0.766	-3	78,505	-45
long	21/03/11	4/04/11	14		Sacyr	100	1,161	67.587	69.660		2.073	3	80,912	120
short	4/04/11	6/02/12	308		Banco Sabadell	100	3,486	23.208	19.289	27.922	4.714	20	97,346	25
long	6/02/12	13/02/12	7		Bankinter	100	3,407	28.566	27.379		-1.187	-4	93,301	-89
short	13/02/12	20/08/12	189		Sacyr	100	3,390	27.520	10.042	75.416	47.896	174	255,668	601
long	20/08/12	5/11/12	77		Grifols	100	2,908	87.910	105.202		17.291	20	305,951	134
short	5/11/12	7/01/13	63		Banco Popular	100	6,313	48.461	28.820	81.488	33.026	68	514,446	1,931
long	7/01/13	4/02/13	28		Mediaset Esp	100	10,968	46.903	44.182		-2.721	-6	484,599	-54
short	4/02/13	9/09/13	217		Bankia	100	2,574	188.258	24.470	1,448.358	1,260.101	669	3,728,098	2,994
long	9/09/13	16/12/13	98		Siemens Gamesa	100	85,409	43.650	58.743		15.093	35	5,017,187	202
short	16/12/13	20/01/14	35		Acciona	100	15,101	332.235	396.000	268.469	-63.765	-19	4,054,268	-89
long	20/01/14	27/01/14	7		Siemens Gamesa	100	58,438	69.377	63.023		-6.354	-9	3,682,974	-99
short	27/01/14	17/02/14	21		Repsol	100	25,416	144.907	147.375	142.440	-2.468	-2	3,620,255	-26
long	17/02/14	10/03/14	21		Siemens Gamesa	100	51,844	69.829	73.096		3.267	5	3,789,631	121
short	10/03/14	9/06/14	91		Inditex	100	21,212	178.650	184.499	172.801	-5.849	-3	3,665,562	-12
long	9/06/14	16/06/14	7		Bankia	100	70,654	51.880	49.685		-2.195	-4	3,510,492	-90
short	16/06/14	2/03/15	259		ArcelorMittal	100	12,669	277.072	202.473	379.157	102.084	37	4,803,799	56
long	2/03/15	9/03/15	7		Intl. Cons. Airlines	100	86,673	55.424	52.057		-3.367	-6	4,511,933	-96
short	9/03/15	23/03/15	14		Endesa	100	37,637	119.880	123.326	116.434	-3.446	-3	4,382,237	-53
long	23/03/15	11/05/15	49		Intl. Cons. Airlines	100	79,534	55.099	54.637		-0.462	-1	4,345,495	-6
short	11/05/15	25/04/16	350		Obrascón Huarte Lain	100	32,786	132.541	42.734	411.082	278.542	210	13,477,758	226
long	25/04/16	9/05/16	14		aena	100	15,259	883.210	913.020		29.810	3	13,932,632	138
short	9/05/16	12/09/16	126		Banco Popular	100	911,892	15.279	9.084	25.699	10.420	68	23,434,351	351
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	150,074	156.152	159.081		2.929	2	23,873,940	164
short	19/09/16	6/02/17	140		Banco Popular	100	2,939,525	8.122	6.258	10.541	2.420	30	30,986,123	97
long	6/02/17	27/02/17	21		ArcelorMittal	100	190,660	162.520	183.629		21.109	13	35,010,853	735
short	27/02/17	20/03/17	21		Banco Popular	100	5,924,104	5.910	6.893	4.927	-0.983	-17	29,186,876	-96
long	20/03/17	5/06/17	77		ArcelorMittal	100	155,525	187.667	143.804		-43.862	-23	22,365,169	-72
short	5/06/17	11/03/19	644		ArcelorMittal	100	155,525	143.804	154.707	132.902	-10.902	-8	20,669,569	-4
long	11/03/19	25/03/19	14		Acciona	100	30,502	677.626	740.623		62.998	9	22,591,127	915
short	25/03/19	21/10/19	210		DIA	100	4,793,445	4.713	3.477	6.388	1.675	36	30,622,447	70
long	21/10/19	22/10/19	1		Cellnex	100	98,456	311.024	306.845		-4.179	-1	30,211,047	-99
accum	9/01/06	22/10/19	5034	days out of 5041 invested (100%)							302,010		30,211,047	79

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Bankia	short	4/02/13	9/09/13	217	188.26	24.47	1,448.36	1,260.10	669.35
	long	9/06/14	16/06/14	7	51.88	49.69		-2.19	-4.23	636.80
Sacyr	long	7/08/06	8/01/07	154	248.35	376.83		128.47	51.73
	short	10/12/07	7/04/08	119	266.50	208.14	341.22	74.72	28.04
	long	24/01/11	28/02/11	35	48.96	64.02		15.06	30.75
	long	21/03/11	4/04/11	14	67.59	69.66		2.07	3.07
	short	13/02/12	20/08/12	189	27.52	10.04	75.42	47.90	174.04	617.45
Obrascón Huarte Lain	long	9/01/06	16/01/06	7	122.84	123.27		0.43	0.35
	long	6/02/06	8/05/06	91	136.87	181.75		44.88	32.79
	long	12/02/07	26/02/07	14	287.34	325.27		37.93	13.20
	long	3/08/09	10/08/09	7	157.05	172.69		15.65	9.96
	long	24/08/09	26/10/09	63	177.12	180.08		2.96	1.67
	short	11/05/15	25/04/16	350	132.54	42.73	411.08	278.54	210.16	423.07
Banco Popular	long	11/05/09	6/07/09	56	277.61	269.33		-8.28	-2.98
	short	5/11/12	7/01/13	63	48.46	28.82	81.49	33.03	68.15
	short	9/05/16	12/09/16	126	15.28	9.08	25.70	10.42	68.20
	short	19/09/16	6/02/17	140	8.12	6.26	10.54	2.42	29.79
	short	27/02/17	20/03/17	21	5.91	6.89	4.93	-0.98	-16.63	196.89
Mediaset Esp	short	14/04/08	28/04/08	14	132.82	131.92	133.73	0.91	0.68
	short	5/05/08	11/05/09	371	139.47	68.91	282.27	142.80	102.38
	long	7/01/13	4/02/13	28	46.90	44.18		-2.72	-5.80	91.94
Grifols	long	21/05/07	11/06/07	21	74.79	75.72		0.92	1.23
	short	26/10/09	9/08/10	287	57.16	40.85	79.99	22.83	39.94
	long	20/08/12	5/11/12	77	87.91	105.20		17.29	19.67	69.53
DIA	short	25/03/19	21/10/19	210	4.71	3.48	6.39	1.68	35.55	35.55
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	49.87	47.04	52.87	3.00	6.02
	short	27/09/10	24/01/11	119	45.51	52.08	38.94	-6.57	-14.44
	long	9/09/13	16/12/13	98	43.65	58.74		15.09	34.58
	long	20/01/14	27/01/14	7	69.38	63.02		-6.35	-9.16
	long	17/02/14	10/03/14	21	69.83	73.10		3.27	4.68
	long	12/09/16	19/09/16	7	156.15	159.08		2.93	1.88	18.26
Banco Sabadell	short	28/02/11	21/03/11	21	22.85	23.62	22.09	-0.77	-3.35
	short	4/04/11	6/02/12	308	23.21	19.29	27.92	4.71	20.31	16.28
Telefónica	short	16/01/06	6/02/06	21	126.11	121.08	131.35	5.24	4.16	4.16
aena	long	25/04/16	9/05/16	14	883.21	913.02		29.81	3.38	3.38
ArcelorMittal	long	7/04/08	14/04/08	7	1,815.60	1,740.27		-75.33	-4.15
	long	28/04/08	5/05/08	7	1,906.03	1,877.18		-28.85	-1.51
	short	16/06/14	2/03/15	259	277.07	202.47	379.16	102.08	36.84
	long	6/02/17	27/02/17	21	162.52	183.63		21.11	12.99
	long	20/03/17	5/06/17	77	187.67	143.80		-43.86	-23.37
	short	5/06/17	11/03/19	644	143.80	154.71	132.90	-10.90	-7.58	3.37
Repsol	short	8/05/06	7/08/06	91	233.14	226.07	240.42	7.28	3.12
	short	27/01/14	17/02/14	21	144.91	147.37	142.44	-2.47	-1.70	1.37
Banco Bilbao Viz	short	11/06/07	3/12/07	175	174.24	172.99	175.51	1.26	0.73	0.73
Cellnex	long	21/10/19	22/10/19	1	311.02	306.85		-4.18	-1.34	-1.34
Endesa	short	9/03/15	23/03/15	14	119.88	123.33	116.43	-3.45	-2.87	-2.87
Bankinter	long	6/02/12	13/02/12	7	28.57	27.38		-1.19	-4.16	-4.16
Inditex	long	9/08/10	16/08/10	7	91.56	88.51		-3.05	-3.34
	long	20/09/10	27/09/10	7	102.98	105.39		2.41	2.34
	short	10/03/14	9/06/14	91	178.65	184.50	172.80	-5.85	-3.27	-4.32
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Intl. Cons. Airlines	long	2/03/15	9/03/15	7	55.42	52.06		-3.37	-6.08
	long	23/03/15	11/05/15	49	55.10	54.64		-0.46	-0.84	-6.86
Enágas	short	8/01/07	12/02/07	35	169.77	179.87	159.68	-10.09	-5.95
	short	26/02/07	21/05/07	84	183.07	186.67	179.48	-3.60	-1.96	-7.79
Acciona	long	3/12/07	10/12/07	7	2,538.70	2,551.07		12.37	0.49
	short	16/12/13	20/01/14	35	332.23	396.00	268.47	-63.77	-19.19
	long	11/03/19	25/03/19	14	677.63	740.62		63.00	9.30	-11.25
Naturgy	short	6/07/09	3/08/09	28	117.71	131.77	103.65	-14.06	-11.95
	short	10/08/09	24/08/09	14	131.88	143.48	120.29	-11.60	-8.79	-19.69

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
5/06/17	Bankia	reverse split 4:1 (one for four)
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


	is taking down something concerning