Share-o-matic - Portfolio

Sat, Sep 30th, 2023, 6:42UTC

Assessment - Iberia Index in Renminbi yuán - 9/25/23 - RS = 11

		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	7/10/23	prc diff	⇓ Δ11	∅-RS
		IBEX 35	72,978.377	Fri	0.01	72,653.272	0.45	73,531.871	-878.599	-1.19	9.89
	L	Rovi	397.480	Fri	0.88	401.737	-1.06	309.293	92.444	29.89	29.91
	L	Indra Sistemas	106.046	Fri	-0.44	107.285	-1.15	92.820	14.465	15.58	29.95
		Inditex	273.166	Fri	-0.79	272.392	0.28	272.658	-0.266	-0.10	27.69
		ACS	263.722	Fri	0.38	261.864	0.71	235.308	26.557	11.29	23.13
		Banco Bilbao Viz	59.680	Fri	0.26	57.203	4.33	54.659	2.544	4.65	23.01
		Fluidra	149.935	Fri	2.49	147.149	1.89	141.296	5.853	4.14	21.61
		Grifols	95.171	Fri	1.11	94.629	0.57	97.508	-2.880	-2.95	16.54
	L	Repsol	120.521	Fri	-1.02	120.947	-0.35	101.124	19.823	19.60	16.15
		Banco Sabadell	8.519	Fri	-0.09	8.356	1.95	8.634	-0.278	-3.22	16.04
		Banco Santander	28.009	Fri	-0.86	26.705	4.88	26.034	0.671	2.58	14.37
		Ferrovial	224.245	Fri	-1.19	229.122	-2.13	229.189	-0.067	-0.03	13.78
	L	Telefónica	29.941	Fri		30.691	-2.45	28.776	1.916	6.66	11.16
	L	Mapfre	14.939	Fri	0.31	14.939		14.153	0.786	5.55	8.80
		Endesa	149.200	Fri	0.29	151.367	-1.43	153.296	-1.928	-1.26	8.77
		Logista	187.323	Fri	-0.08	187.323		195.494	-8.171	-4.18	7.95
		Meliá Hotels	44.547	Fri	-0.43	44.741	-0.43	51.099	-6.358	-12.44	6.97
		Intl. Cons. Airlines	13.209	Fri	0.03	13.136	0.56	14.853	-1.717	-11.56	6.75
		aena	1,103.810	Fri	1.53	1,072.073	2.96	1,152.301	-80.227	-6.96	6.38
		Amadeus IT	443.382	Fri	-0.14	463.352	-4.31	525.449	-62.097	-11.82	6.44
		Sacyr	21.534	Fri	-0.64	21.705	-0.78	24.079	-2.374	-9.86	4.52
		Caixabank	29.306	Fri	0.53	28.021	4.59	29.316	-1.295	-4.42	3.46
		Bankinter	46.784	Fri	0.40	45.701	2.37	47.761	-2.060	-4.31	3.13
		Cellnex	255.208	Fri	1.70	270.302	-5.58	287.678	-17.376	-6.04	3.30
		Unicaja Banco	7.888	Fri	-0.29	7.737	1.95	7.625	0.112	1.46	2.80
		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	7/10/23	prc diff	⇓ Δ11	∅-RS
		Naturgy	199.398	Fri	1.10	202.804	-1.68	203.282	-0.478	-0.24	2.69
		Iberdrola	82.012	Fri	0.24	83.366	-1.62	88.449	-5.083	-5.75	1.92
		Enágas	121.373	Fri	0.64	122.805	-1.17	125.005	-2.200	-1.76	-2.35
	S	Acerinox	70.935	Fri	0.70	69.124	2.62	77.673	-8.549	-11.01	-2.34
		Merlin Properties	61.809	Fri	1.72	60.919	1.46	63.059	-2.140	-3.39	-2.60
		Colonial	41.644	Fri	1.89	41.838	-0.46	42.198	-0.360	-0.85	-2.79
		Red Eléctrica	115.296	Fri	1.33	113.245	1.81	117.177	-3.932	-3.36	-5.66
	S	ArcelorMittal	183.801	Fri	-0.44	178.150	3.17	190.249	-12.099	-6.36	-5.54
	L	Solaria Energía	113.400	Fri	3.90	106.820	6.16	104.780	2.040	1.95	-8.23
	S	Acciona Energías	188.871	Fri	2.09	191.657	-1.45	219.493	-27.836	-12.68	-23.44
	S	Acciona	934.290	Fri	-0.66	933.129	0.12	1,066.871	-133.742	-12.54	-24.30
IBEX 35 - 35 out of 35 instruments rated - 9/25/23 / 7/10/23 - 11 did rise, Market-Ratio(11) in CNY = 31.43 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

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

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
1/02/06		1/09/06	7		- cash -
long	1/09/06	1/16/06	7		Obrascón Huarte Lain	100	81	122.844	123.273		0.428	0	10,035	20
short	1/16/06	2/06/06	21		Telefónica	100	79	126.114	121.083	131.355	5.240	4	10,449	103
long	2/06/06	5/08/06	91		Obrascón Huarte Lain	100	76	136.866	181.746		44.880	33	13,860	212
short	5/08/06	8/07/06	91		Repsol	100	59	233.135	226.074	240.418	7.282	3	14,289	13
long	8/07/06	1/08/07	154		Sacyr	100	57	248.352	376.825		128.473	52	21,612	169
short	1/08/07	2/12/07	35		Enágas	100	127	169.775	179.868	159.682	-10.093	-6	20,330	-47
long	2/12/07	2/26/07	14		Obrascón Huarte Lain	100	70	287.335	325.268		37.932	13	22,986	2,435
short	2/26/07	5/21/07	84		Enágas	100	125	183.074	186.671	179.477	-3.597	-2	22,536	-8
long	5/21/07	6/11/07	21		Grifols	100	301	74.793	75.716		0.923	1	22,814	24
short	6/11/07	12/03/07	175		Banco Bilbao Viz	100	130	174.244	172.989	175.508	1.264	1	22,978	2
long	12/03/07	12/10/07	7		Acciona	100	9	2,538.697	2,551.070		12.373	0	23,090	29
short	12/10/07	4/07/08	119		Sacyr	100	86	266.501	208.142	341.221	74.720	28	29,516	113
long	4/07/08	4/14/08	7		ArcelorMittal	100	16	1,815.601	1,740.267		-75.334	-4	28,310	-89
short	4/14/08	4/28/08	14		Mediaset Esp	100	213	132.823	131.921	133.730	0.907	1	28,503	19
long	4/28/08	5/05/08	7		ArcelorMittal	100	14	1,906.031	1,877.180		-28.851	-2	28,100	-55
short	5/05/08	5/11/09	371		Mediaset Esp	100	201	139.471	68.914	282.267	142.797	102	56,802	100
long	5/11/09	7/06/09	56		Banco Popular	100	204	277.608	269.327		-8.281	-3	55,112	-18
short	7/06/09	8/03/09	28		Naturgy	100	468	117.711	131.773	103.650	-14.062	-12	48,532	-81
long	8/03/09	8/10/09	7		Obrascón Huarte Lain	100	309	157.046	172.691		15.645	10	53,366	14,042
short	8/10/09	8/24/09	14		Naturgy	100	404	131.885	143.480	120.290	-11.595	-9	48,681	-91
long	8/24/09	10/26/09	63		Obrascón Huarte Lain	100	274	177.119	180.083		2.964	2	49,493	10
short	10/26/09	8/09/10	287		Grifols	100	865	57.159	40.845	79.988	22.829	40	69,240	53
long	8/09/10	8/16/10	7		Inditex	100	756	91.560	88.505		-3.055	-3	66,931	-83
short	8/16/10	9/20/10	35		Siemens Gamesa	100	1,342	49.870	47.040	52.870	3.000	6	70,957	84
long	9/20/10	9/27/10	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	9/27/10	1/24/11	119		Siemens Gamesa	100	1,595	45.513	52.084	38.942	-6.571	-14	62,135	-38
long	1/24/11	2/28/11	35		Sacyr	100	1,268	48.964	64.021		15.057	31	81,228	1,538
short	2/28/11	3/21/11	21		Banco Sabadell	100	3,554	22.853	23.619	22.087	-0.766	-3	78,505	-45
long	3/21/11	4/04/11	14		Sacyr	100	1,161	67.587	69.660		2.073	3	80,912	120
short	4/04/11	2/06/12	308		Banco Sabadell	100	3,486	23.208	19.289	27.922	4.714	20	97,346	25
long	2/06/12	2/13/12	7		Bankinter	100	3,407	28.566	27.379		-1.187	-4	93,301	-89
short	2/13/12	8/20/12	189		Sacyr	100	3,390	27.520	10.042	75.416	47.896	174	255,668	601
long	8/20/12	11/05/12	77		Grifols	100	2,908	87.910	105.202		17.291	20	305,951	134
short	11/05/12	1/07/13	63		Banco Popular	100	6,313	48.461	28.820	81.488	33.026	68	514,446	1,931
long	1/07/13	2/04/13	28		Mediaset Esp	100	10,968	46.903	44.182		-2.721	-6	484,599	-54
short	2/04/13	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	12/16/13	98		Siemens Gamesa	100	85,409	43.650	58.743		15.093	35	5,017,187	202
short	12/16/13	1/20/14	35		Acciona	100	15,101	332.235	396.000	268.469	-63.765	-19	4,054,268	-89
long	1/20/14	1/27/14	7		Siemens Gamesa	100	58,438	69.377	63.023		-6.354	-9	3,682,974	-99
short	1/27/14	2/17/14	21		Repsol	100	25,416	144.907	147.375	142.440	-2.468	-2	3,620,255	-26
long	2/17/14	3/10/14	21		Siemens Gamesa	100	51,844	69.829	73.096		3.267	5	3,789,631	121
short	3/10/14	6/09/14	91		Inditex	100	21,212	178.650	184.499	172.801	-5.849	-3	3,665,562	-12
long	6/09/14	6/16/14	7		Bankia	100	70,654	51.880	49.685		-2.195	-4	3,510,492	-90
short	6/16/14	3/02/15	259		ArcelorMittal	100	12,669	277.072	202.473	379.157	102.084	37	4,803,799	56
long	3/02/15	3/09/15	7		Intl. Cons. Airlines	100	86,673	55.424	52.057		-3.367	-6	4,511,933	-96
short	3/09/15	3/23/15	14		Endesa	100	37,637	119.880	123.326	116.434	-3.446	-3	4,382,237	-53
long	3/23/15	5/11/15	49		Intl. Cons. Airlines	100	79,534	55.099	54.637		-0.462	-1	4,345,495	-6
short	5/11/15	4/25/16	350		Obrascón Huarte Lain	100	32,786	132.541	42.734	411.082	278.542	210	13,477,758	226
long	4/25/16	5/09/16	14		aena	100	15,259	883.210	913.020		29.810	3	13,932,632	138
short	5/09/16	9/12/16	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	9/12/16	9/19/16	7		Siemens Gamesa	100	150,074	156.152	159.081		2.929	2	23,873,940	164
short	9/19/16	2/06/17	140		Banco Popular	100	2,939,525	8.122	6.258	10.541	2.420	30	30,986,123	97
long	2/06/17	2/27/17	21		ArcelorMittal	100	190,660	162.520	183.629		21.109	13	35,010,853	735
short	2/27/17	3/20/17	21		Banco Popular	100	5,924,104	5.910	6.893	4.927	-0.983	-17	29,186,876	-96
long	3/20/17	6/05/17	77		ArcelorMittal	100	155,525	187.667	143.804		-43.862	-23	22,365,169	-72
short	6/05/17	3/11/19	644		ArcelorMittal	100	155,525	143.804	154.707	132.902	-10.902	-8	20,669,569	-4
long	3/11/19	3/25/19	14		Acciona	100	30,502	677.626	740.623		62.998	9	22,591,127	915
short	3/25/19	10/21/19	210		DIA	100	4,793,445	4.713	3.477	6.388	1.675	36	30,622,447	70
long	10/21/19	11/04/19	14		Cellnex	100	98,456	311.024	296.407		-14.617	-5	29,183,349	-71
short	11/04/19	11/11/19	7		DIA	100	20,453,328	1.427	1.018	2.000	0.573	40	40,896,430	> 999,999
long	11/11/19	11/25/19	14		Cellnex	100	142,861	286.265	291.347		5.081	2	41,622,337	58
short	11/25/19	6/01/20	189		DIA	100	21,417,912	1.943	0.909	4.153	2.210	114	88,946,447	333
long	6/01/20	6/15/20	14		Cellnex	100	221,716	401.172	401.870		0.698	0	89,101,156	5
short	6/15/20	11/30/20	168		Banco Sabadell	100	34,137,409	2.610	2.559	2.662	0.052	2	90,884,026	4
long	11/30/20	1/25/21	56		Siemens Gamesa	100	386,265	235.289	288.240		52.951	23	111m	275
short	1/25/21	4/12/21	77		Intl. Cons. Airlines	100	8,951,789	12.437	18.613	6.261	-6.176	-50	56,050,738	-96
long	4/12/21	4/19/21	7		ArcelorMittal	100	294,828	190.113	193.865		3.752	2	57,156,902	177
short	4/19/21	5/10/21	21		Cellnex	100	159,221	358.977	366.747	351.207	-7.770	-2	55,919,788	-32
long	5/10/21	5/17/21	7		ArcelorMittal	100	259,948	215.118	211.274		-3.845	-2	54,920,336	-61
short	5/17/21	5/23/22	371		Pharma Mar	100	83,919	654.444	496.024	863.458	209.015	32	72,460,643	31
long	5/23/22	5/30/22	7		Solaria Energía	100	455,450	159.097	157.682		-1.415	-1	71,816,081	-37
short	5/30/22	12/26/22	210		Fluidra	100	397,523	180.659	105.875	308.265	127.606	71	123m	153
long	12/26/22	2/06/23	42		Banco Sabadell	100	18,176,771	6.742	8.235		1.493	22	150m	469
short	2/06/23	2/13/23	7		Rovi	100	515,494	290.358	293.575	287.141	-3.217	-1	148m	-44
long	2/13/23	3/13/23	28		Banco Sabadell	100	17,132,055	8.640	8.016		-0.624	-7	137m	-62
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	9/29/23	200		Grifols	100	1,866,460	73.581	95.171	51.991	-21.590	-29	97,038,998	-47
accum	1/09/06	9/29/23	6473	days out of 6480 invested (100%)							970,290		97,038,998	68

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	188.26	24.47	1,448.36	1,260.10	669.35
	long	6/09/14	6/16/14	7	51.88	49.69		-2.19	-4.23	636.80
Sacyr	long	8/07/06	1/08/07	154	248.35	376.83		128.47	51.73
	short	12/10/07	4/07/08	119	266.50	208.14	341.22	74.72	28.04
	long	1/24/11	2/28/11	35	48.96	64.02		15.06	30.75
	long	3/21/11	4/04/11	14	67.59	69.66		2.07	3.07
	short	2/13/12	8/20/12	189	27.52	10.04	75.42	47.90	174.04	617.45
Obrascón Huarte Lain	long	1/09/06	1/16/06	7	122.84	123.27		0.43	0.35
	long	2/06/06	5/08/06	91	136.87	181.75		44.88	32.79
	long	2/12/07	2/26/07	14	287.34	325.27		37.93	13.20
	long	8/03/09	8/10/09	7	157.05	172.69		15.65	9.96
	long	8/24/09	10/26/09	63	177.12	180.08		2.96	1.67
	short	5/11/15	4/25/16	350	132.54	42.73	411.08	278.54	210.16	423.07
DIA	short	3/25/19	10/21/19	210	4.71	3.48	6.39	1.68	35.55
	short	11/04/19	11/11/19	7	1.43	1.02	2.00	0.57	40.14
	short	11/25/19	6/01/20	189	1.94	0.91	4.15	2.21	113.70	305.93
Banco Popular	long	5/11/09	7/06/09	56	277.61	269.33		-8.28	-2.98
	short	11/05/12	1/07/13	63	48.46	28.82	81.49	33.03	68.15
	short	5/09/16	9/12/16	126	15.28	9.08	25.70	10.42	68.20
	short	9/19/16	2/06/17	140	8.12	6.26	10.54	2.42	29.79
	short	2/27/17	3/20/17	21	5.91	6.89	4.93	-0.98	-16.63	196.89
Mediaset Esp	short	4/14/08	4/28/08	14	132.82	131.92	133.73	0.91	0.68
	short	5/05/08	5/11/09	371	139.47	68.91	282.27	142.80	102.38
	long	1/07/13	2/04/13	28	46.90	44.18		-2.72	-5.80	91.94
Fluidra	short	5/30/22	12/26/22	210	180.66	105.88	308.26	127.61	70.63	70.63
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	49.87	47.04	52.87	3.00	6.02
	short	9/27/10	1/24/11	119	45.51	52.08	38.94	-6.57	-14.44
	long	9/09/13	12/16/13	98	43.65	58.74		15.09	34.58
	long	1/20/14	1/27/14	7	69.38	63.02		-6.35	-9.16
	long	2/17/14	3/10/14	21	69.83	73.10		3.27	4.68
	long	9/12/16	9/19/16	7	156.15	159.08		2.93	1.88
	long	11/30/20	1/25/21	56	235.29	288.24		52.95	22.50	44.88
Banco Sabadell	short	2/28/11	3/21/11	21	22.85	23.62	22.09	-0.77	-3.35
	short	4/04/11	2/06/12	308	23.21	19.29	27.92	4.71	20.31
	short	6/15/20	11/30/20	168	2.61	2.56	2.66	0.05	2.00
	long	12/26/22	2/06/23	42	6.74	8.23		1.49	22.14
	long	2/13/23	3/13/23	28	8.64	8.02		-0.62	-7.22	34.41
Pharma Mar	short	5/17/21	5/23/22	371	654.44	496.02	863.46	209.01	31.94	31.94
Grifols	long	5/21/07	6/11/07	21	74.79	75.72		0.92	1.23
	short	10/26/09	8/09/10	287	57.16	40.85	79.99	22.83	39.94
	long	8/20/12	11/05/12	77	87.91	105.20		17.29	19.67
	short	3/13/23	9/29/23	200	73.58	95.17	51.99	-21.59	-29.34	19.79
Telefónica	short	1/16/06	2/06/06	21	126.11	121.08	131.35	5.24	4.16	4.16
ArcelorMittal	long	4/07/08	4/14/08	7	1,815.60	1,740.27		-75.33	-4.15
	long	4/28/08	5/05/08	7	1,906.03	1,877.18		-28.85	-1.51
	short	6/16/14	3/02/15	259	277.07	202.47	379.16	102.08	36.84
	long	2/06/17	2/27/17	21	162.52	183.63		21.11	12.99
	long	3/20/17	6/05/17	77	187.67	143.80		-43.86	-23.37
	short	6/05/17	3/11/19	644	143.80	154.71	132.90	-10.90	-7.58
	long	4/12/21	4/19/21	7	190.11	193.86		3.75	1.97
	long	5/10/21	5/17/21	7	215.12	211.27		-3.84	-1.79	3.52
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
aena	long	4/25/16	5/09/16	14	883.21	913.02		29.81	3.38	3.38
Repsol	short	5/08/06	8/07/06	91	233.14	226.07	240.42	7.28	3.12
	short	1/27/14	2/17/14	21	144.91	147.37	142.44	-2.47	-1.70	1.37
Banco Bilbao Viz	short	6/11/07	12/03/07	175	174.24	172.99	175.51	1.26	0.73	0.73
Solaria Energía	long	5/23/22	5/30/22	7	159.10	157.68		-1.42	-0.89	-0.89
Rovi	short	2/06/23	2/13/23	7	290.36	293.58	287.14	-3.22	-1.11	-1.11
Endesa	short	3/09/15	3/23/15	14	119.88	123.33	116.43	-3.45	-2.87	-2.87
Bankinter	long	2/06/12	2/13/12	7	28.57	27.38		-1.19	-4.16	-4.16
Inditex	long	8/09/10	8/16/10	7	91.56	88.51		-3.05	-3.34
	long	9/20/10	9/27/10	7	102.98	105.39		2.41	2.34
	short	3/10/14	6/09/14	91	178.65	184.50	172.80	-5.85	-3.27	-4.32
Cellnex	long	10/21/19	11/04/19	14	311.02	296.41		-14.62	-4.70
	long	11/11/19	11/25/19	14	286.27	291.35		5.08	1.78
	long	6/01/20	6/15/20	14	401.17	401.87		0.70	0.17
	short	4/19/21	5/10/21	21	358.98	366.75	351.21	-7.77	-2.16	-4.94
Enágas	short	1/08/07	2/12/07	35	169.77	179.87	159.68	-10.09	-5.95
	short	2/26/07	5/21/07	84	183.07	186.67	179.48	-3.60	-1.96	-7.79
Acciona	long	12/03/07	12/10/07	7	2,538.70	2,551.07		12.37	0.49
	short	12/16/13	1/20/14	35	332.23	396.00	268.47	-63.77	-19.19
	long	3/11/19	3/25/19	14	677.63	740.62		63.00	9.30	-11.25
Naturgy	short	7/06/09	8/03/09	28	117.71	131.77	103.65	-14.06	-11.95
	short	8/10/09	8/24/09	14	131.88	143.48	120.29	-11.60	-8.79	-19.69
Intl. Cons. Airlines	long	3/02/15	3/09/15	7	55.42	52.06		-3.37	-6.08
	long	3/23/15	5/11/15	49	55.10	54.64		-0.46	-0.84
	short	1/25/21	4/12/21	77	12.44	18.61	6.26	-6.18	-49.66	-53.11

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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