Share-o-matic - Portfolio

Sun, Apr 2nd, 2023, 5:44UTC

Assessment - Belgian 20 Index - 3/27/23 - RS = 31

		instrument	freshest		⇓ Δday	3/27/23	⇓ Δwk	8/22/22	prc diff	⇓ Δ31	⇓∅-RS
		BEL 20	3,793.190	Fri	0.42	3,663.330	3.54	3,736.600	-73.270	-1.96	-2.84
	L	Anheuser-Busch InBev	61.330	Fri	1.12	58.140	5.49	51.550	6.590	12.78	9.87
	S	Ackermans van Haaren	152.000	Fri	0.86	147.400	3.12	143.000	4.400	3.08	-2.51
		Aedifica	74.100	Fri	0.68	72.350	2.42	100.700	-28.350	-28.15	-18.51
		Ageas	39.860	Fri	-0.18	38.950	2.34	41.420	-2.470	-5.96	-6.68
		Aperam	34.370	Fri	0.85	32.590	5.46	27.820	4.770	17.15	5.25
	S	argenx	340.700	Fri	-0.35	333.600	2.13	392.000	-58.400	-14.90	-2.50
		Cofinimmo	81.550	Fri	-0.55	78.700	3.62	106.800	-28.100	-26.31	-19.17
	L	Colruyt	26.920	Fri	1.58	25.760	4.50	28.330	-2.570	-9.07	-4.39
		D´Ieteren	178.900	Fri	1.02	173.100	3.35	159.900	13.200	8.26	8.02
	S	Elia	121.600	Fri	-0.33	119.300	1.93	159.500	-40.200	-25.20	-13.02
	S	Galapagos	35.330	Fri	2.38	34.820	1.46	51.380	-16.560	-32.23	-24.17
		GBL	78.500	Fri	1.11	75.600	3.84	78.940	-3.340	-4.23	-5.21
		KBC	63.300	Fri	0.73	60.680	4.32	47.210	13.470	28.53	6.99
	L	Proximus	8.894	Fri	-0.51	8.568	3.80	13.355	-4.787	-35.84	-25.69
		Sofina	206.400	Fri	2.99	194.600	6.06	207.800	-13.200	-6.35	-11.73
		Solvay	105.350	Fri	0.62	101.650	3.64	80.320	21.330	26.56	11.82
	L	UCB	82.440	Fri	-1.27	80.240	2.74	72.340	7.900	10.92	0.71
	S	Umicore	31.210	Fri	1.13	29.800	4.73	32.970	-3.170	-9.61	-13.55
		VGP	82.200	Fri	1.86	77.800	5.66	165.400	-87.600	-52.96	-30.49
		Warehouses De Pauw	27.320	Fri	0.29	26.660	2.48	32.360	-5.700	-17.61	-10.60
BEL 20 - 20 out of 20 instruments rated - 3/27/23 / 8/22/22 - 7 did rise, Market-Ratio(31) = 35.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	BEL 20 RS = 31 - B/S = 61/49

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

Transactions Belgian 20 Index * A31 - 61/49 (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		7/30/07	574		- cash -
short	7/30/07	10/08/07	70		UCB	100	249	40.010	40.790	39.230	-0.780	-2	9,806	-10
long	10/08/07	10/22/07	14		Umicore	100	551	17.785	16.826		-0.959	-5	9,277	-76
short	10/22/07	6/01/09	588		Ageas	100	42	218.000	27.900	1,703.369	1,485.369	681	71,663	258
long	6/01/09	6/08/09	7		Galapagos	100	9,071	7.900	7.550		-0.350	-4	68,488	-91
short	6/08/09	7/06/09	28		KBC	100	4,649	14.730	11.990	18.096	3.366	23	84,137	1,363
long	7/06/09	5/17/10	315		Galapagos	100	11,685	7.200	10.380		3.180	44	121,296	53
short	5/17/10	8/02/10	77		Ageas	100	5,854	20.720	22.000	19.440	-1.280	-6	113,803	-26
long	8/02/10	8/16/10	14		Bekaert	100	2,048	55.566	53.083		-2.483	-4	108,717	-70
short	8/16/10	8/30/10	14		Ageas	100	5,479	19.840	19.880	19.800	-0.040	0	108,498	-5
long	8/30/10	11/08/10	70		Bekaert	100	2,018	53.750	76.783		23.033	43	154,979	542
short	11/08/10	12/06/10	28		KBC	100	5,103	30.365	29.085	31.701	1.336	4	161,798	75
long	12/06/10	5/30/11	175		Bekaert	100	1,992	81.220	71.030		-10.190	-13	141,500	-24
short	5/30/11	7/04/11	35		Galapagos	100	14,816	9.550	8.420	10.832	1.282	13	160,489	272
long	7/04/11	7/11/11	7		Solvay	100	1,490	107.700	107.450		-0.250	0	160,117	-11
short	7/11/11	3/12/12	245		Bekaert	100	3,174	50.440	24.765	102.733	52.293	104	326,096	189
long	3/12/12	5/14/12	63		Galapagos	100	26,004	12.540	10.990		-1.550	-12	285,790	-53
short	5/14/12	6/25/12	42		Bekaert	100	12,507	22.850	18.225	28.649	5.799	25	358,314	614
long	6/25/12	10/22/12	119		Galapagos	100	29,250	12.250	16.900		4.650	38	494,327	168
short	10/22/12	11/12/12	21		Bekaert	100	22,906	21.580	21.290	21.874	0.294	1	501,061	27
long	11/12/12	6/24/13	224		Galapagos	100	29,631	16.910	14.210		-2.700	-16	421,057	-25
short	6/24/13	7/15/13	21		Aperam	100	50,607	8.320	8.461	8.179	-0.141	-2	413,922	-26
long	7/15/13	10/13/14	455		KBC	100	13,203	31.350	40.740		9.390	30	537,898	23
short	10/13/14	11/17/14	35		Galapagos	100	48,393	11.115	12.800	9.430	-1.685	-15	456,356	-82
long	11/17/14	11/24/14	7		Proximus	100	14,962	30.500	30.740		0.240	1	459,947	50
short	11/24/14	12/01/14	7		Galapagos	100	35,654	12.900	13.020	12.780	-0.120	-1	455,668	-39
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	12/01/14	12/15/14	14		Proximus	100	14,415	31.610	29.550		-2.060	-7	425,973	-83
short	12/15/14	1/19/15	35		Umicore	100	27,332	15.585	16.578	14.593	-0.993	-6	398,846	-50
long	1/19/15	9/28/15	252		bpost	100	17,447	22.860	21.000		-1.860	-8	366,395	-12
short	9/28/15	3/28/16	182		Solvay	100	4,093	89.510	85.670	93.522	4.012	4	382,816	9
long	3/28/16	4/25/16	28		Bekaert	100	10,937	35.000	37.780		2.780	8	413,221	171
short	4/25/16	8/22/16	119		Ackermans van Haaren	100	3,741	110.450	112.650	108.250	-2.200	-2	404,991	-6
long	8/22/16	11/21/16	91		Umicore	100	15,008	26.985	27.310		0.325	1	409,869	5
short	11/21/16	1/30/17	70		Engie	100	35,578	11.520	11.030	12.032	0.512	4	428,077	25
long	1/30/17	11/13/17	287		Galapagos	100	7,056	60.660	77.350		16.690	28	545,842	36
short	11/13/17	1/08/18	56		Bekaert	100	14,261	38.275	37.100	39.487	1.212	3	563,129	23
long	1/08/18	2/19/18	42		Umicore	100	12,944	43.505	46.080		2.575	6	596,460	65
short	2/19/18	4/22/19	427		Anheuser-Busch InBev	100	6,992	85.300	79.840	91.133	5.833	7	637,247	6
long	4/22/19	5/13/19	21		Colruyt	100	9,788	65.100	64.500		-0.600	-1	631,374	-15
short	5/13/19	7/15/19	63		Umicore	100	21,052	29.990	26.460	33.991	4.001	13	715,601	107
long	7/15/19	8/26/19	42		Galapagos	100	4,701	152.200	148.800		-3.400	-2	699,618	-18
short	8/26/19	10/28/19	63		Aperam	100	34,720	20.150	23.640	16.660	-3.490	-17	578,445	-67
long	10/28/19	11/18/19	21		Galapagos	100	3,661	158.000	169.050		11.050	7	618,899	224
short	11/18/19	12/09/19	21		Colruyt	100	12,816	48.290	47.300	49.301	1.011	2	631,852	43
long	12/09/19	3/02/20	84		Galapagos	100	3,223	196.000	191.450		-4.550	-2	617,188	-10
short	3/02/20	10/12/20	224		Anheuser-Busch InBev	100	11,868	52.000	50.890	53.134	1.134	2	630,648	4
long	10/12/20	1/24/22	469		argenx	100	2,647	238.200	232.800		-5.400	-2	616,354	-2
short	1/24/22	3/31/23	431		Umicore	100	18,900	32.610	31.210	34.073	1.463	4	644,001	4
accum	7/30/07	3/31/23	5725	days out of 6299 invested (91%)							6,340		644,001	30

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Ageas	short	10/22/07	6/01/09	588	218.00	27.90	1,703.37	1,485.37	681.36
	short	5/17/10	8/02/10	77	20.72	22.00	19.44	-1.28	-6.18
	short	8/16/10	8/30/10	14	19.84	19.88	19.80	-0.04	-0.20	631.61
Bekaert	long	8/02/10	8/16/10	14	55.57	53.08		-2.48	-4.47
	long	8/30/10	11/08/10	70	53.75	76.78		23.03	42.85
	long	12/06/10	5/30/11	175	81.22	71.03		-10.19	-12.55
	short	7/11/11	3/12/12	245	50.44	24.77	102.73	52.29	103.67
	short	5/14/12	6/25/12	42	22.85	18.23	28.65	5.80	25.38
	short	10/22/12	11/12/12	21	21.58	21.29	21.87	0.29	1.36
	long	3/28/16	4/25/16	28	35.00	37.78		2.78	7.94
	short	11/13/17	1/08/18	56	38.28	37.10	39.49	1.21	3.17	244.02
Galapagos	long	6/01/09	6/08/09	7	7.90	7.55		-0.35	-4.43
	long	7/06/09	5/17/10	315	7.20	10.38		3.18	44.17
	short	5/30/11	7/04/11	35	9.55	8.42	10.83	1.28	13.42
	long	3/12/12	5/14/12	63	12.54	10.99		-1.55	-12.36
	long	6/25/12	10/22/12	119	12.25	16.90		4.65	37.96
	long	11/12/12	6/24/13	224	16.91	14.21		-2.70	-15.97
	short	10/13/14	11/17/14	35	11.12	12.80	9.43	-1.69	-15.16
	short	11/24/14	12/01/14	7	12.90	13.02	12.78	-0.12	-0.93
	long	1/30/17	11/13/17	287	60.66	77.35		16.69	27.51
	long	7/15/19	8/26/19	42	152.20	148.80		-3.40	-2.23
	long	10/28/19	11/18/19	21	158.00	169.05		11.05	6.99
	long	12/09/19	3/02/20	84	196.00	191.45		-4.55	-2.32	73.87
KBC	short	6/08/09	7/06/09	28	14.73	11.99	18.10	3.37	22.85
	short	11/08/10	12/06/10	28	30.37	29.09	31.70	1.34	4.40
	long	7/15/13	10/13/14	455	31.35	40.74		9.39	29.95	66.68
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Umicore	long	10/08/07	10/22/07	14	17.79	16.83		-0.96	-5.39
	short	12/15/14	1/19/15	35	15.59	16.58	14.59	-0.99	-6.37
	long	8/22/16	11/21/16	91	26.99	27.31		0.32	1.20
	long	1/08/18	2/19/18	42	43.51	46.08		2.58	5.92
	short	5/13/19	7/15/19	63	29.99	26.46	33.99	4.00	13.34
	short	1/24/22	3/31/23	431	32.61	31.21	34.07	1.46	4.49	12.45
Anheuser-Busch InBev	short	2/19/18	4/22/19	427	85.30	79.84	91.13	5.83	6.84
	short	3/02/20	10/12/20	224	52.00	50.89	53.13	1.13	2.18	9.17
Engie	short	11/21/16	1/30/17	70	11.52	11.03	12.03	0.51	4.44	4.44
Solvay	long	7/04/11	7/11/11	7	107.70	107.45		-0.25	-0.23
	short	9/28/15	3/28/16	182	89.51	85.67	93.52	4.01	4.48	4.24
Colruyt	long	4/22/19	5/13/19	21	65.10	64.50		-0.60	-0.92
	short	11/18/19	12/09/19	21	48.29	47.30	49.30	1.01	2.09	1.15
UCB	short	7/30/07	10/08/07	70	40.01	40.79	39.23	-0.78	-1.95	-1.95
Ackermans van Haaren	short	4/25/16	8/22/16	119	110.45	112.65	108.25	-2.20	-1.99	-1.99
argenx	long	10/12/20	1/24/22	469	238.20	232.80		-5.40	-2.27	-2.27
Proximus	long	11/17/14	11/24/14	7	30.50	30.74		0.24	0.79
	long	12/01/14	12/15/14	14	31.61	29.55		-2.06	-6.52	-5.78
bpost	long	1/19/15	9/28/15	252	22.86	21.00		-1.86	-8.14	-8.14
Aperam	short	6/24/13	7/15/13	21	8.32	8.46	8.18	-0.14	-1.69
	short	8/26/19	10/28/19	63	20.15	23.64	16.66	-3.49	-17.32	-18.72

Annotations

1/02/20	Warehouses De Pauw	splits 1:7 (seven for one)
3/30/17	BEL 20	machine learning processed for all techniques
3/20/17	BEL 20	Aperam and Sofina replace Ahold Delhaize and Elia System Operator
10/04/16	AB InBev	acquisition of SAB Miller completed
7/08/16	BEL 20	Galapagos, ING and Ontex replace Befimmo, D'Ieteren and Delta Lloyd
9/09/15	BEL 20	complete analysis (scheduled)
6/22/15	Belgacom	changes name to Proximus


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