| |
| |
Assessment - Portuguese Stock Index 20 in Pound sterling - 3/18/24 - RS = 11
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/18/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ11 |
|
∅-RS |
| | |
|
|
|
|
|
PSI 20 |
5,270.791 |
Mon |
0.65 |
5,270.791 |
|
5,560.268 |
-289.477 |
-5.21 |
|
-0.83 |
| | |
|
|
|
|
|
Mota-Engil |
4.121 |
Mon |
0.21 |
4.121 |
|
3.442 |
0.679 |
19.73 |
|
75.73 |
| | |
|
|
|
L |
|
Galp Energia |
13.128 |
Mon |
1.18 |
13.128 |
|
11.596 |
1.532 |
13.21 |
|
21.92 |
| | |
|
|
|
L |
|
Greenvolt |
6.961 |
Mon |
0.12 |
6.961 |
|
7.111 |
-0.149 |
-2.10 |
|
21.50 |
| | |
|
|
|
|
|
Banco Comercial |
0.250 |
Mon |
6.00 |
0.250 |
|
0.239 |
0.012 |
4.96 |
|
16.10 |
| | |
|
|
|
|
|
The Navigator |
3.230 |
Mon |
-0.42 |
3.230 |
|
3.084 |
0.146 |
4.74 |
|
8.53 |
| | |
|
|
|
|
|
Altri |
4.057 |
Mon |
|
4.057 |
|
3.999 |
0.059 |
1.47 |
|
5.04 |
| | |
|
|
|
|
|
Semapa |
11.668 |
Mon |
-0.44 |
11.668 |
|
11.648 |
0.020 |
0.17 |
|
0.04 |
| | |
|
|
|
|
|
CTT-Correios |
3.037 |
Mon |
-0.70 |
3.037 |
|
3.034 |
0.003 |
0.09 |
|
-0.13 |
| | |
|
|
|
L |
|
NOS |
2.928 |
Mon |
-0.17 |
2.928 |
|
2.782 |
0.146 |
5.26 |
|
-2.50 |
| | |
|
|
|
L |
|
Corticeira Amorim |
8.063 |
Mon |
0.21 |
8.063 |
|
7.945 |
0.118 |
1.49 |
|
-3.16 |
| | |
|
|
|
S |
|
Sonae |
0.744 |
Mon |
-0.91 |
0.744 |
|
0.786 |
-0.043 |
-5.43 |
|
-8.18 |
| | |
|
|
|
S |
|
Redes Energéticas |
1.832 |
Mon |
-1.15 |
1.832 |
|
2.021 |
-0.189 |
-9.35 |
|
-13.26 |
| | |
|
|
|
S |
|
Jerónimo Martins |
16.340 |
Mon |
0.68 |
16.340 |
|
20.028 |
-3.688 |
-18.41 |
|
-15.95 |
| | |
|
|
|
S |
|
Energias de Portugal |
3.085 |
Mon |
-0.08 |
3.085 |
|
3.960 |
-0.874 |
-22.08 |
|
-16.87 |
| | |
|
|
|
S |
|
EDP Renováveis |
11.100 |
Mon |
-1.18 |
11.100 |
|
16.103 |
-5.003 |
-31.07 |
|
-23.74 |
PSI 20 - 15 out of 15 instruments rated - 3/18/24 / 1/01/24 - 9 did rise, Market-Ratio(11) in GBP = 60.00 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions Portuguese Stock Index 20 in Pound sterling * A11 - 65/65 (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 |
5/22/06 |
140 |
|
- cash - |
short |
5/22/06 |
8/07/06 |
77 |
|
|
|
Impresa |
100 |
6,567 |
|
1.523 |
1.467 |
1.580 |
0.057 |
4 |
10,377 |
19 |
|
long |
8/07/06 |
8/14/06 |
7 |
|
|
|
Altri |
100 |
10,946 |
|
0.948 |
0.956 |
|
0.008 |
1 |
10,463 |
54 |
|
short |
8/14/06 |
8/21/06 |
7 |
|
|
|
Impresa |
100 |
6,685 |
|
1.565 |
1.582 |
1.548 |
-0.017 |
-1 |
10,352 |
-43 |
|
long |
8/21/06 |
8/13/07 |
357 |
|
|
|
Altri |
100 |
9,957 |
|
1.040 |
2.139 |
|
1.099 |
106 |
21,296 |
109 |
|
short |
8/13/07 |
5/12/08 |
273 |
|
|
|
Pharol |
100 |
3,223 |
|
6.606 |
6.244 |
6.988 |
0.382 |
6 |
22,528 |
8 |
|
long |
5/12/08 |
5/19/08 |
7 |
|
|
|
Galp Energia |
100 |
1,710 |
|
13.170 |
13.272 |
|
0.103 |
1 |
22,703 |
50 |
|
short |
5/19/08 |
1/12/09 |
238 |
|
|
|
Banco Comercial |
100 |
3,569 |
|
6.360 |
3.512 |
11.518 |
5.158 |
81 |
41,111 |
149 |
|
long |
1/12/09 |
1/19/09 |
7 |
|
|
|
Redes Energéticas |
100 |
15,895 |
|
2.586 |
2.504 |
|
-0.082 |
-3 |
39,806 |
-81 |
|
short |
1/19/09 |
2/09/09 |
21 |
|
|
|
Banco Comercial |
100 |
12,139 |
|
3.279 |
3.074 |
3.498 |
0.219 |
7 |
42,464 |
208 |
|
long |
2/09/09 |
2/16/09 |
7 |
|
|
|
Redes Energéticas |
100 |
15,501 |
|
2.739 |
2.762 |
|
0.022 |
1 |
42,807 |
52 |
|
short |
2/16/09 |
4/13/09 |
56 |
|
|
|
Banco Comercial |
100 |
13,204 |
|
3.242 |
2.750 |
3.822 |
0.580 |
18 |
50,465 |
192 |
|
long |
4/13/09 |
4/20/09 |
7 |
|
|
|
Redes Energéticas |
100 |
17,551 |
|
2.875 |
2.808 |
|
-0.067 |
-2 |
49,284 |
-71 |
|
short |
4/20/09 |
4/27/09 |
7 |
|
|
|
Banco Comercial |
100 |
16,093 |
|
3.062 |
2.959 |
3.170 |
0.107 |
3 |
51,008 |
501 |
|
long |
4/27/09 |
7/06/09 |
70 |
|
|
|
Redes Energéticas |
100 |
17,956 |
|
2.841 |
2.538 |
|
-0.303 |
-11 |
45,568 |
-44 |
|
short |
7/06/09 |
8/24/09 |
49 |
|
|
|
Banco Comercial |
100 |
15,918 |
|
2.863 |
3.776 |
1.949 |
-0.914 |
-32 |
31,021 |
-94 |
|
long |
8/24/09 |
12/07/09 |
105 |
|
|
|
Impresa |
100 |
25,352 |
|
1.224 |
1.795 |
|
0.572 |
47 |
45,517 |
279 |
|
short |
12/07/09 |
1/11/10 |
35 |
|
|
|
Redes Energéticas |
100 |
16,998 |
|
2.678 |
2.731 |
2.625 |
-0.053 |
-2 |
44,614 |
-19 |
|
long |
1/11/10 |
1/25/10 |
14 |
|
|
|
Impresa |
100 |
27,727 |
|
1.609 |
1.387 |
|
-0.222 |
-14 |
38,460 |
-98 |
|
short |
1/25/10 |
4/12/10 |
77 |
|
|
|
EDP Renováveis |
100 |
6,862 |
|
5.605 |
5.233 |
6.002 |
0.398 |
7 |
41,188 |
38 |
|
long |
4/12/10 |
4/19/10 |
7 |
|
|
|
Altri |
100 |
19,121 |
|
2.154 |
2.151 |
|
-0.003 |
0 |
41,123 |
-8 |
|
short |
4/19/10 |
4/26/10 |
7 |
|
|
|
EDP Renováveis |
100 |
8,223 |
|
5.001 |
4.454 |
5.615 |
0.614 |
12 |
46,168 |
41,651 |
|
long |
4/26/10 |
5/03/10 |
7 |
|
|
|
Altri |
100 |
22,410 |
|
2.060 |
1.997 |
|
-0.063 |
-3 |
44,755 |
-80 |
|
short |
5/03/10 |
8/02/10 |
91 |
|
|
|
Mota-Engil |
100 |
19,119 |
|
2.341 |
1.839 |
2.980 |
0.639 |
27 |
56,977 |
163 |
|
long |
8/02/10 |
8/16/10 |
14 |
|
|
|
Jerónimo Martins |
100 |
7,969 |
|
7.149 |
7.262 |
|
0.113 |
2 |
57,877 |
50 |
|
short |
8/16/10 |
8/23/10 |
7 |
|
|
|
Mota-Engil |
100 |
32,832 |
|
1.763 |
1.800 |
1.725 |
-0.037 |
-2 |
56,646 |
-67 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
8/23/10 |
8/30/10 |
7 |
|
|
|
Jerónimo Martins |
100 |
7,984 |
|
7.095 |
7.123 |
|
0.028 |
0 |
56,869 |
23 |
|
short |
8/30/10 |
9/13/10 |
14 |
|
|
|
Mota-Engil |
100 |
31,739 |
|
1.792 |
1.875 |
1.709 |
-0.083 |
-5 |
54,233 |
-71 |
|
long |
9/13/10 |
9/27/10 |
14 |
|
|
|
Jerónimo Martins |
100 |
7,299 |
|
7.430 |
8.459 |
|
1.030 |
14 |
61,748 |
2,847 |
|
short |
9/27/10 |
10/04/10 |
7 |
|
|
|
EDP Renováveis |
100 |
17,683 |
|
3.492 |
3.551 |
3.433 |
-0.059 |
-2 |
60,705 |
-59 |
|
long |
10/04/10 |
10/11/10 |
7 |
|
|
|
Jerónimo Martins |
100 |
7,191 |
|
8.441 |
8.655 |
|
0.214 |
3 |
62,245 |
269 |
|
short |
10/11/10 |
11/01/10 |
21 |
|
|
|
EDP Renováveis |
100 |
17,416 |
|
3.574 |
3.611 |
3.537 |
-0.037 |
-1 |
61,605 |
-16 |
|
long |
11/01/10 |
11/08/10 |
7 |
|
|
|
Jerónimo Martins |
100 |
6,274 |
|
9.818 |
9.710 |
|
-0.107 |
-1 |
60,931 |
-44 |
|
short |
11/08/10 |
2/14/11 |
98 |
|
|
|
Mota-Engil |
100 |
34,791 |
|
1.751 |
1.752 |
1.751 |
-0.000 |
0 |
60,919 |
0 |
|
long |
2/14/11 |
2/21/11 |
7 |
|
|
|
Jerónimo Martins |
100 |
6,011 |
|
10.133 |
9.690 |
|
-0.443 |
-4 |
58,254 |
-90 |
|
short |
2/21/11 |
3/28/11 |
35 |
|
|
|
Impresa |
100 |
69,834 |
|
0.834 |
0.887 |
0.782 |
-0.053 |
-6 |
54,583 |
-49 |
|
long |
3/28/11 |
4/11/11 |
14 |
|
|
|
Jerónimo Martins |
100 |
5,506 |
|
9.913 |
10.007 |
|
0.094 |
1 |
55,102 |
28 |
|
short |
4/11/11 |
2/06/12 |
301 |
|
|
|
Teixeira Duarte |
100 |
102,183 |
|
0.539 |
0.158 |
1.840 |
1.301 |
241 |
188,007 |
343 |
|
long |
2/06/12 |
2/20/12 |
14 |
|
|
|
Jerónimo Martins |
100 |
17,603 |
|
10.680 |
10.770 |
|
0.090 |
1 |
189,591 |
24 |
|
short |
2/20/12 |
2/27/12 |
7 |
|
|
|
Pharol |
100 |
54,360 |
|
3.488 |
3.380 |
3.599 |
0.111 |
3 |
195,637 |
414 |
|
long |
2/27/12 |
3/12/12 |
14 |
|
|
|
Jerónimo Martins |
100 |
17,015 |
|
11.498 |
12.022 |
|
0.524 |
5 |
204,558 |
220 |
|
short |
3/12/12 |
3/26/12 |
14 |
|
|
|
Pharol |
100 |
62,030 |
|
3.298 |
3.363 |
3.233 |
-0.065 |
-2 |
200,524 |
-41 |
|
long |
3/26/12 |
4/02/12 |
7 |
|
|
|
Jerónimo Martins |
100 |
16,096 |
|
12.458 |
12.842 |
|
0.384 |
3 |
206,703 |
387 |
|
short |
4/02/12 |
8/20/12 |
140 |
|
|
|
Banco Comercial |
100 |
376,864 |
|
0.548 |
0.355 |
0.847 |
0.299 |
54 |
319,204 |
210 |
|
long |
8/20/12 |
11/19/12 |
91 |
|
|
|
Banco BPI |
100 |
700,371 |
|
0.456 |
0.647 |
|
0.192 |
42 |
453,460 |
309 |
|
short |
11/19/12 |
12/17/12 |
28 |
|
|
|
Impresa |
100 |
1,948,964 |
|
0.233 |
0.244 |
0.221 |
-0.011 |
-5 |
431,111 |
-48 |
|
long |
12/17/12 |
4/01/13 |
105 |
|
|
|
Banco BPI |
100 |
590,507 |
|
0.730 |
0.809 |
|
0.079 |
11 |
477,615 |
43 |
|
short |
4/01/13 |
6/17/13 |
77 |
|
|
|
Banif |
100 |
4,840,143 |
|
0.099 |
0.085 |
0.115 |
0.016 |
16 |
554,680 |
103 |
|
long |
6/17/13 |
6/24/13 |
7 |
|
|
|
Teixeira Duarte |
100 |
1,208,880 |
|
0.459 |
0.485 |
|
0.026 |
6 |
586,323 |
1,704 |
|
short |
6/24/13 |
8/26/13 |
63 |
|
|
|
Banif |
100 |
7,031,245 |
|
0.083 |
0.010 |
0.675 |
0.592 |
710 |
4,746,793 |
> 999,999 |
|
long |
8/26/13 |
9/02/13 |
7 |
|
|
|
Teixeira Duarte |
100 |
8,254,417 |
|
0.575 |
0.549 |
|
-0.026 |
-5 |
4,530,520 |
-91 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
9/02/13 |
9/09/13 |
7 |
|
|
|
Banif |
100 |
487,761,028 |
|
0.009 |
0.009 |
0.009 |
0.000 |
0 |
4,536,178 |
7 |
|
long |
9/09/13 |
9/16/13 |
7 |
|
|
|
Impresa |
100 |
7,898,235 |
|
0.574 |
0.562 |
|
-0.012 |
-2 |
4,439,306 |
-68 |
|
short |
9/16/13 |
9/23/13 |
7 |
|
|
|
Banif |
100 |
481,074,319 |
|
0.009 |
0.009 |
0.009 |
-0.000 |
0 |
4,425,884 |
-15 |
|
long |
9/23/13 |
12/09/13 |
77 |
|
|
|
Teixeira Duarte |
100 |
7,993,663 |
|
0.554 |
0.769 |
|
0.216 |
39 |
6,150,293 |
376 |
|
short |
12/09/13 |
12/23/13 |
14 |
|
|
|
Banif |
100 |
817,130,044 |
|
0.008 |
0.008 |
0.008 |
-0.000 |
0 |
6,128,475 |
-9 |
|
long |
12/23/13 |
5/12/14 |
140 |
|
|
|
Impresa |
100 |
6,714,982 |
|
0.913 |
1.435 |
|
0.522 |
57 |
9,633,584 |
225 |
|
short |
5/12/14 |
9/29/14 |
140 |
|
|
|
Banif |
100 |
1181,165,335 |
|
0.008 |
0.005 |
0.012 |
0.004 |
50 |
14,410,217 |
186 |
|
long |
9/29/14 |
10/06/14 |
7 |
|
|
|
Banco BPI |
100 |
10,842,973 |
|
1.329 |
1.226 |
|
-0.103 |
-8 |
13,296,758 |
-98 |
|
short |
10/06/14 |
2/23/15 |
140 |
|
|
|
Pharol |
100 |
10,364,019 |
|
1.283 |
0.511 |
3.219 |
1.936 |
151 |
33,363,851 |
1,001 |
|
long |
2/23/15 |
5/25/15 |
91 |
|
|
|
Altri |
100 |
15,039,557 |
|
2.218 |
2.896 |
|
0.677 |
31 |
43,552,718 |
191 |
|
short |
5/25/15 |
11/23/15 |
182 |
|
|
|
Pharol |
100 |
120,345,949 |
|
0.362 |
0.259 |
0.505 |
0.143 |
40 |
60,810,808 |
95 |
|
long |
11/23/15 |
12/07/15 |
14 |
|
|
|
Altri |
100 |
16,952,369 |
|
3.587 |
3.606 |
|
0.019 |
1 |
61,134,666 |
15 |
|
short |
12/07/15 |
4/25/16 |
140 |
|
|
|
Pharol |
100 |
301,054,848 |
|
0.203 |
0.110 |
0.376 |
0.173 |
85 |
113m |
398 |
|
long |
4/25/16 |
5/16/16 |
21 |
|
|
|
Sonae Capital |
100 |
203,411,964 |
|
0.556 |
0.494 |
|
-0.062 |
-11 |
101m |
-87 |
|
short |
5/16/16 |
8/15/16 |
91 |
|
|
|
Pharol |
100 |
969,288,832 |
|
0.104 |
0.156 |
0.051 |
-0.053 |
-51 |
49,627,588 |
-94 |
|
long |
8/15/16 |
9/19/16 |
35 |
|
|
|
Corticeira Amorim |
100 |
6,614,395 |
|
7.503 |
7.288 |
|
-0.215 |
-3 |
48,204,734 |
-26 |
|
short |
9/19/16 |
9/26/16 |
7 |
|
|
|
Banco Comercial |
100 |
277,171,552 |
|
0.174 |
0.173 |
0.175 |
0.001 |
1 |
48,588,173 |
51 |
|
long |
9/26/16 |
10/03/16 |
7 |
|
|
|
Corticeira Amorim |
100 |
6,467,600 |
|
7.513 |
7.598 |
|
0.085 |
1 |
49,138,884 |
80 |
|
short |
10/03/16 |
2/20/17 |
140 |
|
|
|
Banco Comercial |
100 |
280,962,650 |
|
0.175 |
0.131 |
0.233 |
0.058 |
33 |
65,380,009 |
111 |
|
long |
2/20/17 |
2/27/17 |
7 |
|
|
|
Pharol |
100 |
219,842,326 |
|
0.297 |
0.294 |
|
-0.004 |
-1 |
64,537,023 |
-49 |
|
short |
2/27/17 |
3/27/17 |
28 |
|
|
|
Banco Comercial |
100 |
519,490,429 |
|
0.124 |
0.156 |
0.093 |
-0.031 |
-25 |
48,208,712 |
-98 |
|
long |
3/27/17 |
7/24/17 |
119 |
|
|
|
Pharol |
100 |
146,698,694 |
|
0.329 |
0.290 |
|
-0.038 |
-12 |
42,609,003 |
-32 |
|
short |
7/24/17 |
10/16/17 |
84 |
|
|
|
CTT-Correios |
100 |
8,748,087 |
|
4.871 |
4.488 |
5.286 |
0.415 |
9 |
46,238,015 |
43 |
|
long |
10/16/17 |
11/13/17 |
28 |
|
|
|
Pharol |
100 |
107,538,621 |
|
0.430 |
0.325 |
|
-0.105 |
-24 |
34,967,324 |
-97 |
|
short |
11/13/17 |
11/27/17 |
14 |
|
|
|
CTT-Correios |
100 |
12,133,414 |
|
2.882 |
2.719 |
3.054 |
0.172 |
6 |
37,056,662 |
354 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
11/27/17 |
12/04/17 |
7 |
|
|
|
Mota-Engil |
100 |
12,192,225 |
|
3.039 |
3.079 |
|
0.040 |
1 |
37,540,465 |
97 |
|
short |
12/04/17 |
1/22/18 |
49 |
|
|
|
CTT-Correios |
100 |
13,442,216 |
|
2.793 |
3.084 |
2.501 |
-0.291 |
-10 |
33,624,361 |
-56 |
|
long |
1/22/18 |
1/29/18 |
7 |
|
|
|
Mota-Engil |
100 |
9,494,829 |
|
3.541 |
3.546 |
|
0.004 |
0 |
33,666,761 |
7 |
|
short |
1/29/18 |
5/21/18 |
112 |
|
|
|
Pharol |
100 |
162,136,279 |
|
0.208 |
0.237 |
0.178 |
-0.029 |
-14 |
28,892,685 |
-39 |
|
long |
5/21/18 |
5/28/18 |
7 |
|
|
|
Altri |
100 |
4,255,888 |
|
6.789 |
6.508 |
|
-0.281 |
-4 |
27,696,783 |
-89 |
|
short |
5/28/18 |
2/04/19 |
252 |
|
|
|
CTT-Correios |
100 |
11,172,082 |
|
2.479 |
2.727 |
2.231 |
-0.248 |
-10 |
24,928,268 |
-14 |
|
long |
2/04/19 |
4/29/19 |
84 |
|
|
|
NOS |
100 |
5,058,774 |
|
4.928 |
5.164 |
|
0.237 |
5 |
26,124,789 |
23 |
|
short |
4/29/19 |
10/21/19 |
175 |
|
|
|
Pharol |
100 |
190,101,752 |
|
0.137 |
0.088 |
0.215 |
0.077 |
56 |
40,833,856 |
154 |
|
long |
10/21/19 |
11/25/19 |
35 |
|
|
|
EDP Renováveis |
100 |
4,833,927 |
|
8.447 |
8.571 |
|
0.124 |
1 |
41,431,341 |
16 |
|
short |
11/25/19 |
12/16/19 |
21 |
|
|
|
Pharol |
100 |
439,607,217 |
|
0.094 |
0.085 |
0.104 |
0.010 |
10 |
45,675,190 |
445 |
|
long |
12/16/19 |
1/20/20 |
35 |
|
|
|
CTT-Correios |
100 |
16,612,033 |
|
2.750 |
2.664 |
|
-0.086 |
-3 |
44,253,173 |
-28 |
|
short |
1/20/20 |
6/01/20 |
133 |
|
|
|
Pharol |
100 |
510,087,159 |
|
0.087 |
0.075 |
0.100 |
0.013 |
15 |
51,059,725 |
48 |
|
long |
6/01/20 |
7/27/20 |
56 |
|
|
|
EDP Renováveis |
100 |
4,711,340 |
|
10.838 |
12.806 |
|
1.968 |
18 |
60,332,806 |
197 |
|
short |
7/27/20 |
11/30/20 |
126 |
|
|
|
Banco Comercial |
100 |
654,638,215 |
|
0.092 |
0.106 |
0.078 |
-0.014 |
-15 |
51,258,172 |
-38 |
|
long |
11/30/20 |
2/22/21 |
84 |
|
|
|
EDP Renováveis |
100 |
3,224,397 |
|
15.897 |
16.602 |
|
0.705 |
4 |
53,532,210 |
21 |
|
short |
2/22/21 |
4/12/21 |
49 |
|
|
|
NOS |
100 |
22,421,462 |
|
2.388 |
2.634 |
2.141 |
-0.246 |
-10 |
48,013,320 |
-56 |
|
long |
4/12/21 |
4/26/21 |
14 |
|
|
|
CTT-Correios |
100 |
15,846,945 |
|
3.030 |
3.259 |
|
0.229 |
8 |
51,649,528 |
571 |
|
short |
4/26/21 |
5/03/21 |
7 |
|
|
|
Corticeira Amorim |
100 |
5,940,621 |
|
8.694 |
8.931 |
8.457 |
-0.237 |
-3 |
50,242,213 |
-76 |
|
long |
5/03/21 |
5/31/21 |
28 |
|
|
|
CTT-Correios |
100 |
14,933,542 |
|
3.364 |
3.674 |
|
0.310 |
9 |
54,870,838 |
215 |
|
short |
5/31/21 |
9/06/21 |
98 |
|
|
|
NOS |
100 |
21,807,874 |
|
2.516 |
3.090 |
1.942 |
-0.574 |
-23 |
42,350,893 |
-62 |
|
long |
9/06/21 |
9/13/21 |
7 |
|
|
|
CTT-Correios |
100 |
10,525,750 |
|
4.024 |
4.027 |
|
0.004 |
0 |
42,388,291 |
5 |
|
short |
9/13/21 |
9/27/21 |
14 |
|
|
|
Pharol |
100 |
518,596,469 |
|
0.082 |
0.079 |
0.085 |
0.003 |
4 |
44,028,840 |
169 |
|
long |
9/27/21 |
11/22/21 |
56 |
|
|
|
CTT-Correios |
100 |
10,827,338 |
|
4.066 |
3.651 |
|
-0.416 |
-10 |
39,529,654 |
-50 |
|
short |
11/22/21 |
3/28/22 |
126 |
|
|
|
Pharol |
100 |
529,201,362 |
|
0.075 |
0.067 |
0.083 |
0.008 |
11 |
43,976,633 |
36 |
|
long |
3/28/22 |
6/13/22 |
77 |
|
|
|
Galp Energia |
100 |
4,636,940 |
|
9.484 |
10.636 |
|
1.152 |
12 |
49,319,288 |
72 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
6/13/22 |
12/12/22 |
182 |
|
|
|
CTT-Correios |
100 |
17,430,679 |
|
2.829 |
2.723 |
2.941 |
0.111 |
4 |
51,254,913 |
8 |
|
long |
12/12/22 |
12/19/22 |
7 |
|
|
|
Galp Energia |
100 |
5,106,458 |
|
10.037 |
10.416 |
|
0.378 |
4 |
53,187,543 |
589 |
|
short |
12/19/22 |
12/26/22 |
7 |
|
|
|
Pharol |
100 |
993,014,921 |
|
0.054 |
0.049 |
0.058 |
0.004 |
8 |
57,594,865 |
6,250 |
|
long |
12/26/22 |
1/09/23 |
14 |
|
|
|
Galp Energia |
100 |
5,221,529 |
|
11.030 |
11.089 |
|
0.059 |
1 |
57,901,640 |
15 |
|
short |
1/09/23 |
4/03/23 |
84 |
|
|
|
Pharol |
100 |
1172,979,376 |
|
0.049 |
0.047 |
0.052 |
0.002 |
5 |
60,760,332 |
23 |
|
long |
4/03/23 |
5/15/23 |
42 |
|
|
|
Banco Comercial |
100 |
339,897,403 |
|
0.179 |
0.188 |
|
0.009 |
5 |
63,849,110 |
54 |
|
short |
5/15/23 |
9/11/23 |
119 |
|
|
|
Greenvolt |
100 |
11,027,555 |
|
5.790 |
5.169 |
6.486 |
0.696 |
12 |
71,523,624 |
42 |
|
long |
9/11/23 |
9/18/23 |
7 |
|
|
|
Mota-Engil |
100 |
25,710,982 |
|
2.782 |
2.700 |
|
-0.082 |
-3 |
69,420,474 |
-79 |
|
short |
9/18/23 |
11/06/23 |
49 |
|
|
|
EDP Renováveis |
100 |
4,940,170 |
|
14.052 |
14.158 |
13.947 |
-0.105 |
-1 |
68,900,557 |
-5 |
|
long |
11/06/23 |
11/13/23 |
7 |
|
|
|
Mota-Engil |
100 |
25,246,574 |
|
2.729 |
2.838 |
|
0.109 |
4 |
71,640,787 |
664 |
|
short |
11/13/23 |
12/04/23 |
21 |
|
|
|
EDP Renováveis |
100 |
5,308,630 |
|
13.495 |
14.233 |
12.757 |
-0.738 |
-5 |
67,721,668 |
-62 |
|
long |
12/04/23 |
1/01/24 |
28 |
|
|
|
Mota-Engil |
100 |
20,376,312 |
|
3.324 |
3.442 |
|
0.119 |
4 |
70,141,568 |
58 |
|
short |
1/01/24 |
1/08/24 |
7 |
|
|
|
NOS |
100 |
25,215,686 |
|
2.782 |
2.847 |
2.717 |
-0.065 |
-2 |
68,503,456 |
-71 |
|
long |
1/08/24 |
1/15/24 |
7 |
|
|
|
Mota-Engil |
100 |
18,301,152 |
|
3.743 |
4.008 |
|
0.264 |
7 |
73,343,699 |
3,416 |
|
short |
1/15/24 |
3/18/24 |
63 |
|
|
|
NOS |
100 |
26,001,027 |
|
2.821 |
2.928 |
2.714 |
-0.107 |
-4 |
70,553,789 |
-20 |
|
accum | 5/22/06 |
3/18/24 | 6511 |
days out of 6651 invested (98%) |
705,438 |
70,553,789 |
64 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Banif | short | 4/01/13 | 6/17/13 | 77 | 0.10 | 0.08 | 0.11 | 0.02 | 16.14 | | | |
| short | 6/24/13 | 8/26/13 | 63 | 0.08 | 0.01 | 0.68 | 0.59 | 709.59 | | | |
| short | 9/02/13 | 9/09/13 | 7 | 0.01 | 0.01 | 0.01 | 0.00 | 0.12 | | | |
| short | 9/16/13 | 9/23/13 | 7 | 0.01 | 0.01 | 0.01 | -0.00 | -0.30 | | | |
| short | 12/09/13 | 12/23/13 | 14 | 0.01 | 0.01 | 0.01 | -0.00 | -0.35 | | | |
| short | 5/12/14 | 9/29/14 | 140 | 0.01 | 0.01 | 0.01 | 0.00 | 49.58 | | | 1,298.93 |
Pharol | short | 8/13/07 | 5/12/08 | 273 | 6.61 | 6.24 | 6.99 | 0.38 | 5.79 | | | |
| short | 2/20/12 | 2/27/12 | 7 | 3.49 | 3.38 | 3.60 | 0.11 | 3.19 | | | |
| short | 3/12/12 | 3/26/12 | 14 | 3.30 | 3.36 | 3.23 | -0.07 | -1.97 | | | |
| short | 10/06/14 | 2/23/15 | 140 | 1.28 | 0.51 | 3.22 | 1.94 | 150.92 | | | |
| short | 5/25/15 | 11/23/15 | 182 | 0.36 | 0.26 | 0.51 | 0.14 | 39.63 | | | |
| short | 12/07/15 | 4/25/16 | 140 | 0.20 | 0.11 | 0.38 | 0.17 | 85.11 | | | |
| short | 5/16/16 | 8/15/16 | 91 | 0.10 | 0.16 | 0.05 | -0.05 | -50.66 | | | |
| long | 2/20/17 | 2/27/17 | 7 | 0.30 | 0.29 | | -0.00 | -1.29 | | | |
| long | 3/27/17 | 7/24/17 | 119 | 0.33 | 0.29 | | -0.04 | -11.62 | | | |
| long | 10/16/17 | 11/13/17 | 28 | 0.43 | 0.33 | | -0.10 | -24.38 | | | |
| short | 1/29/18 | 5/21/18 | 112 | 0.21 | 0.24 | 0.18 | -0.03 | -14.18 | | | |
| short | 4/29/19 | 10/21/19 | 175 | 0.14 | 0.09 | 0.21 | 0.08 | 56.30 | | | |
| short | 11/25/19 | 12/16/19 | 21 | 0.09 | 0.09 | 0.10 | 0.01 | 10.24 | | | |
| short | 1/20/20 | 6/01/20 | 133 | 0.09 | 0.08 | 0.10 | 0.01 | 15.38 | | | |
| short | 9/13/21 | 9/27/21 | 14 | 0.08 | 0.08 | 0.08 | 0.00 | 3.87 | | | |
| short | 11/22/21 | 3/28/22 | 126 | 0.07 | 0.07 | 0.08 | 0.01 | 11.25 | | | |
| short | 12/19/22 | 12/26/22 | 7 | 0.05 | 0.05 | 0.06 | 0.00 | 8.29 | | | |
| short | 1/09/23 | 4/03/23 | 84 | 0.05 | 0.05 | 0.05 | 0.00 | 4.94 | | | 406.17 |
Teixeira Duarte | short | 4/11/11 | 2/06/12 | 301 | 0.54 | 0.16 | 1.84 | 1.30 | 241.20 | | | |
| long | 6/17/13 | 6/24/13 | 7 | 0.46 | 0.49 | | 0.03 | 5.70 | | | |
| long | 8/26/13 | 9/02/13 | 7 | 0.58 | 0.55 | | -0.03 | -4.56 | | | |
| long | 9/23/13 | 12/09/13 | 77 | 0.55 | 0.77 | | 0.22 | 38.96 | | | 378.35 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Altri | long | 8/07/06 | 8/14/06 | 7 | 0.95 | 0.96 | | 0.01 | 0.83 | | | |
| long | 8/21/06 | 8/13/07 | 357 | 1.04 | 2.14 | | 1.10 | 105.72 | | | |
| long | 4/12/10 | 4/19/10 | 7 | 2.15 | 2.15 | | -0.00 | -0.16 | | | |
| long | 4/26/10 | 5/03/10 | 7 | 2.06 | 2.00 | | -0.06 | -3.06 | | | |
| long | 2/23/15 | 5/25/15 | 91 | 2.22 | 2.90 | | 0.68 | 30.54 | | | |
| long | 11/23/15 | 12/07/15 | 14 | 3.59 | 3.61 | | 0.02 | 0.53 | | | |
| long | 5/21/18 | 5/28/18 | 7 | 6.79 | 6.51 | | -0.28 | -4.14 | | | 152.56 |
Banco Comercial | short | 5/19/08 | 1/12/09 | 238 | 6.36 | 3.51 | 11.52 | 5.16 | 81.10 | | | |
| short | 1/19/09 | 2/09/09 | 21 | 3.28 | 3.07 | 3.50 | 0.22 | 6.68 | | | |
| short | 2/16/09 | 4/13/09 | 56 | 3.24 | 2.75 | 3.82 | 0.58 | 17.89 | | | |
| short | 4/20/09 | 4/27/09 | 7 | 3.06 | 2.96 | 3.17 | 0.11 | 3.50 | | | |
| short | 7/06/09 | 8/24/09 | 49 | 2.86 | 3.78 | 1.95 | -0.91 | -31.92 | | | |
| short | 4/02/12 | 8/20/12 | 140 | 0.55 | 0.36 | 0.85 | 0.30 | 54.43 | | | |
| short | 9/19/16 | 9/26/16 | 7 | 0.17 | 0.17 | 0.18 | 0.00 | 0.80 | | | |
| short | 10/03/16 | 2/20/17 | 140 | 0.17 | 0.13 | 0.23 | 0.06 | 33.05 | | | |
| short | 2/27/17 | 3/27/17 | 28 | 0.12 | 0.16 | 0.09 | -0.03 | -25.30 | | | |
| short | 7/27/20 | 11/30/20 | 126 | 0.09 | 0.11 | 0.08 | -0.01 | -15.04 | | | |
| long | 4/03/23 | 5/15/23 | 42 | 0.18 | 0.19 | | 0.01 | 5.08 | | | 121.63 |
Impresa | short | 5/22/06 | 8/07/06 | 77 | 1.52 | 1.47 | 1.58 | 0.06 | 3.77 | | | |
| short | 8/14/06 | 8/21/06 | 7 | 1.56 | 1.58 | 1.55 | -0.02 | -1.06 | | | |
| long | 8/24/09 | 12/07/09 | 105 | 1.22 | 1.80 | | 0.57 | 46.73 | | | |
| long | 1/11/10 | 1/25/10 | 14 | 1.61 | 1.39 | | -0.22 | -13.79 | | | |
| short | 2/21/11 | 3/28/11 | 35 | 0.83 | 0.89 | 0.78 | -0.05 | -6.30 | | | |
| short | 11/19/12 | 12/17/12 | 28 | 0.23 | 0.24 | 0.22 | -0.01 | -4.93 | | | |
| long | 9/09/13 | 9/16/13 | 7 | 0.57 | 0.56 | | -0.01 | -2.14 | | | |
| long | 12/23/13 | 5/12/14 | 140 | 0.91 | 1.43 | | 0.52 | 57.19 | | | 77.96 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Banco BPI | long | 8/20/12 | 11/19/12 | 91 | 0.46 | 0.65 | | 0.19 | 42.06 | | | |
| long | 12/17/12 | 4/01/13 | 105 | 0.73 | 0.81 | | 0.08 | 10.79 | | | |
| long | 9/29/14 | 10/06/14 | 7 | 1.33 | 1.23 | | -0.10 | -7.73 | | | 45.22 |
EDP Renováveis | short | 1/25/10 | 4/12/10 | 77 | 5.60 | 5.23 | 6.00 | 0.40 | 7.09 | | | |
| short | 4/19/10 | 4/26/10 | 7 | 5.00 | 4.45 | 5.61 | 0.61 | 12.27 | | | |
| short | 9/27/10 | 10/04/10 | 7 | 3.49 | 3.55 | 3.43 | -0.06 | -1.69 | | | |
| short | 10/11/10 | 11/01/10 | 21 | 3.57 | 3.61 | 3.54 | -0.04 | -1.03 | | | |
| long | 10/21/19 | 11/25/19 | 35 | 8.45 | 8.57 | | 0.12 | 1.46 | | | |
| long | 6/01/20 | 7/27/20 | 56 | 10.84 | 12.81 | | 1.97 | 18.16 | | | |
| long | 11/30/20 | 2/22/21 | 84 | 15.90 | 16.60 | | 0.71 | 4.44 | | | |
| short | 9/18/23 | 11/06/23 | 49 | 14.05 | 14.16 | 13.95 | -0.11 | -0.75 | | | |
| short | 11/13/23 | 12/04/23 | 21 | 13.50 | 14.23 | 12.76 | -0.74 | -5.47 | | | 37.43 |
Mota-Engil | short | 5/03/10 | 8/02/10 | 91 | 2.34 | 1.84 | 2.98 | 0.64 | 27.31 | | | |
| short | 8/16/10 | 8/23/10 | 7 | 1.76 | 1.80 | 1.73 | -0.04 | -2.13 | | | |
| short | 8/30/10 | 9/13/10 | 14 | 1.79 | 1.87 | 1.71 | -0.08 | -4.63 | | | |
| short | 11/08/10 | 2/14/11 | 98 | 1.75 | 1.75 | 1.75 | -0.00 | -0.02 | | | |
| long | 11/27/17 | 12/04/17 | 7 | 3.04 | 3.08 | | 0.04 | 1.31 | | | |
| long | 1/22/18 | 1/29/18 | 7 | 3.54 | 3.55 | | 0.00 | 0.13 | | | |
| long | 9/11/23 | 9/18/23 | 7 | 2.78 | 2.70 | | -0.08 | -2.94 | | | |
| long | 11/06/23 | 11/13/23 | 7 | 2.73 | 2.84 | | 0.11 | 3.98 | | | |
| long | 12/04/23 | 1/01/24 | 28 | 3.32 | 3.44 | | 0.12 | 3.57 | | | |
| long | 1/08/24 | 1/15/24 | 7 | 3.74 | 4.01 | | 0.26 | 7.07 | | | 34.86 |
Jerónimo Martins | long | 8/02/10 | 8/16/10 | 14 | 7.15 | 7.26 | | 0.11 | 1.58 | | | |
| long | 8/23/10 | 8/30/10 | 7 | 7.09 | 7.12 | | 0.03 | 0.39 | | | |
| long | 9/13/10 | 9/27/10 | 14 | 7.43 | 8.46 | | 1.03 | 13.86 | | | |
| long | 10/04/10 | 10/11/10 | 7 | 8.44 | 8.65 | | 0.21 | 2.54 | | | |
| long | 11/01/10 | 11/08/10 | 7 | 9.82 | 9.71 | | -0.11 | -1.09 | | | |
| long | 2/14/11 | 2/21/11 | 7 | 10.13 | 9.69 | | -0.44 | -4.38 | | | |
| long | 3/28/11 | 4/11/11 | 14 | 9.91 | 10.01 | | 0.09 | 0.95 | | | |
| long | 2/06/12 | 2/20/12 | 14 | 10.68 | 10.77 | | 0.09 | 0.84 | | | |
| long | 2/27/12 | 3/12/12 | 14 | 11.50 | 12.02 | | 0.52 | 4.56 | | | |
| long | 3/26/12 | 4/02/12 | 7 | 12.46 | 12.84 | | 0.38 | 3.08 | | | 23.55 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Galp Energia | long | 5/12/08 | 5/19/08 | 7 | 13.17 | 13.27 | | 0.10 | 0.78 | | | |
| long | 3/28/22 | 6/13/22 | 77 | 9.48 | 10.64 | | 1.15 | 12.15 | | | |
| long | 12/12/22 | 12/19/22 | 7 | 10.04 | 10.42 | | 0.38 | 3.77 | | | |
| long | 12/26/22 | 1/09/23 | 14 | 11.03 | 11.09 | | 0.06 | 0.53 | | | 17.91 |
Greenvolt | short | 5/15/23 | 9/11/23 | 119 | 5.79 | 5.17 | 6.49 | 0.70 | 12.02 | | | 12.02 |
CTT-Correios | short | 7/24/17 | 10/16/17 | 84 | 4.87 | 4.49 | 5.29 | 0.41 | 8.52 | | | |
| short | 11/13/17 | 11/27/17 | 14 | 2.88 | 2.72 | 3.05 | 0.17 | 5.98 | | | |
| short | 12/04/17 | 1/22/18 | 49 | 2.79 | 3.08 | 2.50 | -0.29 | -10.43 | | | |
| short | 5/28/18 | 2/04/19 | 252 | 2.48 | 2.73 | 2.23 | -0.25 | -10.00 | | | |
| long | 12/16/19 | 1/20/20 | 35 | 2.75 | 2.66 | | -0.09 | -3.11 | | | |
| long | 4/12/21 | 4/26/21 | 14 | 3.03 | 3.26 | | 0.23 | 7.57 | | | |
| long | 5/03/21 | 5/31/21 | 28 | 3.36 | 3.67 | | 0.31 | 9.21 | | | |
| long | 9/06/21 | 9/13/21 | 7 | 4.02 | 4.03 | | 0.00 | 0.09 | | | |
| long | 9/27/21 | 11/22/21 | 56 | 4.07 | 3.65 | | -0.42 | -10.22 | | | |
| short | 6/13/22 | 12/12/22 | 182 | 2.83 | 2.72 | 2.94 | 0.11 | 3.92 | | | -1.45 |
Corticeira Amorim | long | 8/15/16 | 9/19/16 | 35 | 7.50 | 7.29 | | -0.22 | -2.87 | | | |
| long | 9/26/16 | 10/03/16 | 7 | 7.51 | 7.60 | | 0.09 | 1.13 | | | |
| short | 4/26/21 | 5/03/21 | 7 | 8.69 | 8.93 | 8.46 | -0.24 | -2.72 | | | -4.44 |
Sonae Capital | long | 4/25/16 | 5/16/16 | 21 | 0.56 | 0.49 | | -0.06 | -11.12 | | | -11.12 |
Redes Energéticas | long | 1/12/09 | 1/19/09 | 7 | 2.59 | 2.50 | | -0.08 | -3.17 | | | |
| long | 2/09/09 | 2/16/09 | 7 | 2.74 | 2.76 | | 0.02 | 0.81 | | | |
| long | 4/13/09 | 4/20/09 | 7 | 2.88 | 2.81 | | -0.07 | -2.34 | | | |
| long | 4/27/09 | 7/06/09 | 70 | 2.84 | 2.54 | | -0.30 | -10.67 | | | |
| short | 12/07/09 | 1/11/10 | 35 | 2.68 | 2.73 | 2.62 | -0.05 | -1.98 | | | -16.53 |
NOS | long | 2/04/19 | 4/29/19 | 84 | 4.93 | 5.16 | | 0.24 | 4.80 | | | |
| short | 2/22/21 | 4/12/21 | 49 | 2.39 | 2.63 | 2.14 | -0.25 | -10.31 | | | |
| short | 5/31/21 | 9/06/21 | 98 | 2.52 | 3.09 | 1.94 | -0.57 | -22.82 | | | |
| short | 1/01/24 | 1/08/24 | 7 | 2.78 | 2.85 | 2.72 | -0.06 | -2.34 | | | |
| short | 1/15/24 | 3/18/24 | 63 | 2.82 | 2.93 | 2.71 | -0.11 | -3.80 | | | -31.84 |
Annotations
4/20/18 | PSI 20 | | | F.Ramada replaces Novabase |
10/24/16 | Banco Comercial | | | reverse stock split 75:1 (one for seventyfive) |
5/02/16 | Navigator | | | name change, Portucel Soporcel before |
4/19/16 | PSI 20 | | | Corticeira Amorim, Montepio and Sonae Capital were added |
| PSI 20 | | | Impresa and Teixeira Duarte drop out |
12/23/15 | PSI 20 | | | Banif is excluded |
9/21/15 | PSI 20 | | | complete analysis |
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