Share-o-matic - Portfolio

Fri, May 14th, 2021, 10:46UTC

Assessment - Iberia Index in Swiss Franc - 5/10/21 - RS = 11

		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	2/22/21	prc diff	⇓ Δ11	∅-RS
	L	IBEX 35	9,809.919	Thu	-0.46	10,004.779	-1.95	8,835.808	1,168.970	13.23	21.91
	L	ArcelorMittal	29.174	Thu	-1.55	30.175	-3.32	21.446	8.729	40.70	109.83
	L	Fluidra	34.574	Thu	-0.94	36.051	-4.10	23.472	12.578	53.59	106.86
	L	Banco Sabadell	0.730	Thu	0.03	0.725	0.69	0.435	0.290	66.70	89.92
	L	Meliá Hotels	7.267	Thu	-1.86	7.803	-6.87	7.336	0.467	6.37	61.67
	L	Banco Bilbao Viz	5.352	Thu	-0.22	5.392	-0.73	4.873	0.519	10.64	53.39
	L	Acerinox	12.971	Thu	-0.71	13.397	-3.18	10.635	2.762	25.97	51.39
	L	Banco Santander	3.571	Thu	-0.71	3.617	-1.27	3.154	0.463	14.69	49.60
	L	Repsol	11.867	Thu	-1.60	11.943	-0.64	11.055	0.888	8.03	39.79
	L	CIE Automotive	26.040	Thu	-0.75	27.199	-4.26	25.182	2.017	8.01	39.01
	L	Caixabank	3.056	Thu	0.07	3.046	0.32	2.549	0.497	19.51	37.44
	L	Intl. Cons. Airlines	2.451	Thu	-0.62	2.674	-8.35	2.240	0.433	19.35	34.53
		Acciona	143.984	Thu		151.861	-5.19	148.676	3.185	2.14	32.36
	L	Almirall	15.843	Thu	-0.82	15.296	3.58	12.733	2.563	20.13	28.77
	L	Inditex	33.545	Thu	-0.13	34.377	-2.42	28.352	6.025	21.25	25.97
	L	Merlin Properties	9.891	Thu	-1.46	10.208	-3.11	8.823	1.385	15.70	23.63
	L	Indra Sistemas	8.780	Thu	-0.43	9.174	-4.29	8.153	1.021	12.53	23.02
	L	Mapfre	2.082	Thu	-0.03	2.095	-0.60	1.654	0.440	26.60	21.92
	L	Colonial	9.623	Thu	-1.18	9.984	-3.62	8.605	1.379	16.03	19.55
		Naturgy	23.523	Thu	-0.46	23.578	-0.23	22.361	1.217	5.44	19.35
		ACS	29.497	Thu	-2.53	31.018	-4.90	27.687	3.330	12.03	18.13
		Amadeus IT	64.289	Thu	-0.41	64.836	-0.84	60.908	3.928	6.45	16.53
		Siemens Gamesa	27.517	Thu	-0.04	28.830	-4.55	35.040	-6.210	-17.72	14.50
	L	aena	158.371	Thu	-0.69	158.480	-0.07	149.438	9.042	6.05	13.90
	L	Telefónica	4.287	Thu	-0.46	4.450	-3.68	4.002	0.449	11.21	13.24
		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	2/22/21	prc diff	⇓ Δ11	∅-RS
	L	Ferrovial	26.609	Thu	-1.38	27.002	-1.46	22.329	4.674	20.93	12.05
		Bankinter	5.146	Thu	-0.80	5.267	-2.31	5.559	-0.292	-5.26	9.87
		Iberdrola	12.227	Thu	0.36	12.549	-2.57	11.208	1.341	11.97	7.86
		Red Eléctrica	17.588	Thu	0.66	17.522	0.37	15.984	1.538	9.62	1.70
	S	Viscofan	63.239	Thu	-0.77	64.333	-1.70	61.703	2.630	4.26	1.18
		Endesa	24.584	Thu	1.58	24.497	0.36	23.287	1.210	5.20	0.13
	S	Solaria Energía	16.373	Thu	1.94	16.674	-1.80	21.174	-4.500	-21.25	0.15
	L	Enágas	20.525	Thu	-1.37	20.733	-1.00	18.816	1.917	10.19	-2.21
	L	Grifols	25.514	Thu	-1.02	25.755	-0.93	23.657	2.098	8.87	-2.60
		Cellnex	50.088	Thu	-1.34	51.445	-2.64	47.271	4.173	8.83	-4.69
	S	Pharma Mar	90.044	Thu	0.17	89.935	0.12	119.812	-29.877	-24.94	-9.70
IBEX 35 - 35 out of 35 instruments rated - 5/10/21 / 2/22/21 - 31 did rise, Market-Ratio(11) in CHF = 88.57 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/02/17	scale up chart	5/10/21

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
1/02/06		1/09/06	7		- cash -
long	1/09/06	1/16/06	7		Obrascón Huarte Lain	100	516	19.344	19.503		0.159	1	10,082	53
short	1/16/06	2/06/06	21		Telefónica	100	505	19.952	19.444	20.474	0.521	3	10,345	57
long	2/06/06	5/08/06	91		Obrascón Huarte Lain	100	470	21.979	27.813		5.834	27	13,087	157
short	5/08/06	8/07/06	91		Repsol	100	366	35.678	34.670	36.714	1.037	3	13,467	12
long	8/07/06	1/08/07	154		Sacyr	100	353	38.087	59.693		21.606	57	21,094	190
short	1/08/07	2/12/07	35		Enágas	100	784	26.894	28.951	24.838	-2.057	-8	19,481	-56
long	2/12/07	2/26/07	14		Obrascón Huarte Lain	100	421	46.248	51.741		5.493	12	21,794	1,765
short	2/26/07	5/21/07	84		Enágas	100	748	29.122	29.875	28.369	-0.753	-3	21,230	-11
long	5/21/07	6/11/07	21		Grifols	100	1,773	11.970	12.214		0.244	2	21,664	42
short	6/11/07	12/03/07	175		Banco Bilbao Viz	100	770	28.109	26.469	29.850	1.741	6	23,004	13
long	12/03/07	12/10/07	7		Acciona	100	59	388.449	388.738		0.289	0	23,021	4
short	12/10/07	4/07/08	119		Sacyr	100	566	40.610	29.833	55.280	14.670	36	31,324	158
long	4/07/08	4/14/08	7		ArcelorMittal	100	120	260.229	248.753		-11.475	-4	29,947	-90
short	4/14/08	4/28/08	14		Mediaset Esp	100	1,577	18.986	19.470	18.501	-0.484	-3	29,184	-49
long	4/28/08	5/05/08	7		ArcelorMittal	100	103	281.306	283.986		2.681	1	29,460	64
short	5/05/08	5/11/09	371		Mediaset Esp	100	1,396	21.100	11.174	39.841	18.741	89	55,623	87
long	5/11/09	7/06/09	56		Banco Popular	100	1,235	45.014	42.839		-2.175	-5	52,937	-28
short	7/06/09	8/03/09	28		Naturgy	100	2,827	18.723	20.601	16.845	-1.878	-10	47,626	-75
long	8/03/09	8/10/09	7		Obrascón Huarte Lain	100	1,939	24.552	27.325		2.772	11	53,002	26,371
short	8/10/09	8/24/09	14		Naturgy	100	2,539	20.868	22.229	19.508	-1.361	-7	49,547	-83
long	8/24/09	10/26/09	63		Obrascón Huarte Lain	100	1,805	27.440	26.639		-0.802	-3	48,100	-16
short	10/26/09	8/09/10	287		Grifols	100	5,688	8.455	6.270	11.402	2.947	35	64,862	46
long	8/09/10	8/16/10	7		Inditex	100	4,615	14.055	13.688		-0.367	-3	63,168	-75
short	8/16/10	9/20/10	35		Siemens Gamesa	100	8,190	7.712	7.061	8.424	0.712	9	68,998	151
long	9/20/10	9/27/10	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	9/27/10	1/24/11	119		Siemens Gamesa	100	10,335	6.673	7.584	5.762	-0.911	-14	59,557	-36
long	1/24/11	2/28/11	35		Sacyr	100	8,353	7.130	9.043		1.913	27	75,540	1,093
short	2/28/11	3/21/11	21		Banco Sabadell	100	23,401	3.228	3.238	3.218	-0.011	0	75,295	-6
long	3/21/11	4/04/11	14		Sacyr	100	8,125	9.267	9.827		0.560	6	79,848	362
short	4/04/11	2/06/12	308		Banco Sabadell	100	24,388	3.274	2.816	3.807	0.533	16	92,848	20
long	2/06/12	2/13/12	7		Bankinter	100	22,267	4.170	3.988		-0.182	-4	88,797	-90
short	2/13/12	8/20/12	189		Sacyr	100	22,153	4.008	1.542	10.418	6.409	160	230,784	533
long	8/20/12	11/05/12	77		Grifols	100	17,094	13.500	15.724		2.223	16	268,791	106
short	11/05/12	1/07/13	63		Banco Popular	100	37,109	7.243	4.230	12.404	5.160	71	460,289	2,157
long	1/07/13	2/04/13	28		Mediaset Esp	100	66,867	6.884	6.380		-0.503	-7	426,636	-63
short	2/04/13	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	12/16/13	98		Siemens Gamesa	100	468,108	6.648	8.585		1.937	29	4,018,726	159
short	12/16/13	1/20/14	35		Acciona	100	82,766	48.555	59.508	37.602	-10.953	-23	3,112,181	-93
long	1/20/14	1/27/14	7		Siemens Gamesa	100	298,517	10.425	9.342		-1.083	-10	2,788,831	-100
short	1/27/14	2/17/14	21		Repsol	100	129,831	21.480	21.527	21.434	-0.047	0	2,782,756	-4
long	2/17/14	3/10/14	21		Siemens Gamesa	100	272,821	10.200	10.451		0.251	2	2,851,340	53
short	3/10/14	6/09/14	91		Inditex	100	111,626	25.544	26.524	24.563	-0.981	-4	2,741,884	-15
long	6/09/14	6/16/14	7		Bankia	100	367,620	7.458	7.161		-0.298	-4	2,632,408	-88
short	6/16/14	3/02/15	259		ArcelorMittal	100	65,922	39.932	30.926	51.559	11.627	29	3,398,912	43
long	3/02/15	3/09/15	7		Intl. Cons. Airlines	100	401,494	8.466	8.201		-0.265	-3	3,292,578	-81
short	3/09/15	3/23/15	14		Endesa	100	174,345	18.885	19.174	18.597	-0.289	-2	3,242,213	-33
long	3/23/15	5/11/15	49		Intl. Cons. Airlines	100	378,473	8.567	8.221		-0.345	-4	3,111,571	-26
short	5/11/15	4/25/16	350		Obrascón Huarte Lain	100	156,016	19.944	6.416	61.997	42.053	211	9,672,453	226
long	4/25/16	5/09/16	14		aena	100	72,944	132.601	136.062		3.461	3	9,924,942	96
short	5/09/16	9/12/16	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	9/12/16	9/19/16	7		Siemens Gamesa	100	752,972	22.714	23.385		0.671	3	17,608,011	356
short	9/19/16	2/06/17	140		Banco Popular	100	14,748,597	1.194	0.904	1.576	0.383	32	23,249,688	106
long	2/06/17	2/27/17	21		ArcelorMittal	100	990,054	23.483	26.956		3.472	15	26,687,633	999
short	2/27/17	3/20/17	21		Banco Popular	100	30,762,395	0.868	0.997	0.738	-0.130	-15	22,696,495	-94
long	3/20/17	6/05/17	77		ArcelorMittal	100	835,947	27.151	20.424		-6.727	-25	17,073,299	-74
short	6/05/17	3/11/19	644		ArcelorMittal	100	835,947	20.424	23.072	17.776	-2.648	-13	14,860,047	-8
long	3/11/19	3/25/19	14		Acciona	100	147,049	101.055	109.572		8.517	8	16,112,454	725
short	3/25/19	10/21/19	210		DIA	100	23,108,459	0.697	0.485	1.003	0.305	44	23,170,852	88
long	10/21/19	11/04/19	14		Cellnex	100	534,243	43.371	41.609		-1.762	-4	22,229,277	-66
short	11/04/19	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	11/25/19	14		Cellnex	100	760,569	40.566	41.283		0.717	2	31,398,385	58
short	11/25/19	6/01/20	189		DIA	100	114,024,782	0.275	0.123	0.618	0.343	124	70,478,718	377
long	6/01/20	6/15/20	14		Cellnex	100	1,302,346	54.117	53.783		-0.333	-1	70,044,681	-15
short	6/15/20	11/30/20	168		Banco Sabadell	100	200,520,716	0.349	0.352	0.346	-0.003	-1	69,440,324	-2
long	11/30/20	1/25/21	56		Siemens Gamesa	100	2,143,469	32.396	39.516		7.120	22	84,701,841	265
short	1/25/21	4/12/21	77		Intl. Cons. Airlines	100	49,675,337	1.705	2.622	0.788	-0.917	-54	39,159,069	-97
long	4/12/21	4/19/21	7		ArcelorMittal	100	1,462,266	26.780	27.259		0.480	2	39,860,422	152
short	4/19/21	5/10/21	21		Cellnex	100	789,694	50.476	51.445	49.507	-0.969	-2	39,095,390	-29
long	5/10/21	5/13/21	3		ArcelorMittal	100	1,295,609	30.175	29.174		-1.001	-3	37,798,353	-98
accum	1/09/06	5/13/21	5604	days out of 5611 invested (100%)							377,884		37,798,353	71

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Sacyr	long	8/07/06	1/08/07	154	38.09	59.69		21.61	56.73
	short	12/10/07	4/07/08	119	40.61	29.83	55.28	14.67	36.12
	long	1/24/11	2/28/11	35	7.13	9.04		1.91	26.84
	long	3/21/11	4/04/11	14	9.27	9.83		0.56	6.05
	short	2/13/12	8/20/12	189	4.01	1.54	10.42	6.41	159.90	645.85
Bankia	short	2/04/13	9/09/13	217	27.19	3.73	198.32	171.13	629.47
	long	6/09/14	6/16/14	7	7.46	7.16		-0.30	-3.99	600.34
Obrascón Huarte Lain	long	1/09/06	1/16/06	7	19.34	19.50		0.16	0.82
	long	2/06/06	5/08/06	91	21.98	27.81		5.83	26.55
	long	2/12/07	2/26/07	14	46.25	51.74		5.49	11.88
	long	8/03/09	8/10/09	7	24.55	27.32		2.77	11.29
	long	8/24/09	10/26/09	63	27.44	26.64		-0.80	-2.92
	short	5/11/15	4/25/16	350	19.94	6.42	62.00	42.05	210.85	379.38
DIA	short	3/25/19	10/21/19	210	0.70	0.48	1.00	0.31	43.81
	short	11/04/19	11/11/19	7	0.20	0.14	0.28	0.08	38.80
	short	11/25/19	6/01/20	189	0.28	0.12	0.62	0.34	124.47	348.03
Banco Popular	long	5/11/09	7/06/09	56	45.01	42.84		-2.18	-4.83
	short	11/05/12	1/07/13	63	7.24	4.23	12.40	5.16	71.24
	short	5/09/16	9/12/16	126	2.28	1.32	3.92	1.65	72.32
	short	9/19/16	2/06/17	140	1.19	0.90	1.58	0.38	32.04
	short	2/27/17	3/20/17	21	0.87	1.00	0.74	-0.13	-14.96	215.36
Mediaset Esp	short	4/14/08	4/28/08	14	18.99	19.47	18.50	-0.48	-2.55
	short	5/05/08	5/11/09	371	21.10	11.17	39.84	18.74	88.82
	long	1/07/13	2/04/13	28	6.88	6.38		-0.50	-7.31	70.55
Grifols	long	5/21/07	6/11/07	21	11.97	12.21		0.24	2.04
	short	10/26/09	8/09/10	287	8.46	6.27	11.40	2.95	34.85
	long	8/20/12	11/05/12	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	8/16/10	9/20/10	35	7.71	7.06	8.42	0.71	9.23
	short	9/27/10	1/24/11	119	6.67	7.58	5.76	-0.91	-13.65
	long	9/09/13	12/16/13	98	6.65	8.59		1.94	29.14
	long	1/20/14	1/27/14	7	10.43	9.34		-1.08	-10.39
	long	2/17/14	3/10/14	21	10.20	10.45		0.25	2.46
	long	9/12/16	9/19/16	7	22.71	23.38		0.67	2.95
	long	11/30/20	1/25/21	56	32.40	39.52		7.12	21.98	40.45
Banco Sabadell	short	2/28/11	3/21/11	21	3.23	3.24	3.22	-0.01	-0.33
	short	4/04/11	2/06/12	308	3.27	2.82	3.81	0.53	16.28
	short	6/15/20	11/30/20	168	0.35	0.35	0.35	-0.00	-0.86	14.90
Banco Bilbao Viz	short	6/11/07	12/03/07	175	28.11	26.47	29.85	1.74	6.19	6.19
Repsol	short	5/08/06	8/07/06	91	35.68	34.67	36.71	1.04	2.91
	short	1/27/14	2/17/14	21	21.48	21.53	21.43	-0.05	-0.22	2.68
Telefónica	short	1/16/06	2/06/06	21	19.95	19.44	20.47	0.52	2.61	2.61
aena	long	4/25/16	5/09/16	14	132.60	136.06		3.46	2.61	2.61
Endesa	short	3/09/15	3/23/15	14	18.89	19.17	18.60	-0.29	-1.53	-1.53
Bankinter	long	2/06/12	2/13/12	7	4.17	3.99		-0.18	-4.36	-4.36
Cellnex	long	10/21/19	11/04/19	14	43.37	41.61		-1.76	-4.06
	long	11/11/19	11/25/19	14	40.57	41.28		0.72	1.77
	long	6/01/20	6/15/20	14	54.12	53.78		-0.33	-0.62
	short	4/19/21	5/10/21	21	50.48	51.44	49.51	-0.97	-1.92	-4.83
Inditex	long	8/09/10	8/16/10	7	14.05	13.69		-0.37	-2.61
	long	9/20/10	9/27/10	7	15.46	15.45		-0.01	-0.04
	short	3/10/14	6/09/14	91	25.54	26.52	24.56	-0.98	-3.84	-6.39
ArcelorMittal	long	4/07/08	4/14/08	7	260.23	248.75		-11.48	-4.41
	long	4/28/08	5/05/08	7	281.31	283.99		2.68	0.95
	short	6/16/14	3/02/15	259	39.93	30.93	51.56	11.63	29.12
	long	2/06/17	2/27/17	21	23.48	26.96		3.47	14.79
	long	3/20/17	6/05/17	77	27.15	20.42		-6.73	-24.78
	short	6/05/17	3/11/19	644	20.42	23.07	17.78	-2.65	-12.96
	long	4/12/21	4/19/21	7	26.78	27.26		0.48	1.79
	long	5/10/21	5/13/21	3	30.18	29.17		-1.00	-3.32	-7.84
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Enágas	short	1/08/07	2/12/07	35	26.89	28.95	24.84	-2.06	-7.65
	short	2/26/07	5/21/07	84	29.12	29.88	28.37	-0.75	-2.59	-10.04
Naturgy	short	7/06/09	8/03/09	28	18.72	20.60	16.84	-1.88	-10.03
	short	8/10/09	8/24/09	14	20.87	22.23	19.51	-1.36	-6.52	-15.90
Acciona	long	12/03/07	12/10/07	7	388.45	388.74		0.29	0.07
	short	12/16/13	1/20/14	35	48.55	59.51	37.60	-10.95	-22.56
	long	3/11/19	3/25/19	14	101.05	109.57		8.52	8.43	-15.97
Intl. Cons. Airlines	long	3/02/15	3/09/15	7	8.47	8.20		-0.26	-3.13
	long	3/23/15	5/11/15	49	8.57	8.22		-0.35	-4.03
	short	1/25/21	4/12/21	77	1.71	2.62	0.79	-0.92	-53.77	-57.02

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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