Share-o-matic - Portfolio

Thu, Jun 8th, 2023, 15:50UTC

Assessment - STOXX Europe 50 in Swiss Franc - 6/05/23 - RS = 22

		⇓instrument	freshest		⇓ Δday	6/05/23	⇓ Δwk	1/02/23	prc diff	⇓ Δ22	∅-RS
		Stoxx 50	3,858.427	13:05	-0.01	3,862.889	-0.12	3,635.535	227.354	6.25	5.72
		Hermes International	1,829.808	08:19	-0.26	1,861.236	-1.69	1,452.967	408.269	28.10	30.70
	L	Siemens	153.958	08:15	0.16	153.764	0.13	128.054	25.710	20.08	27.19
	L	ASML	636.126	08:19	-1.81	654.944	-2.87	509.870	145.074	28.45	24.26
	L	SAP	118.592	08:15	-1.00	119.388	-0.67	96.095	23.293	24.24	21.49
		Richemont	143.950	08:15	0.03	144.950	-0.69	119.900	25.050	20.89	21.33
	L	Schneider Electric	158.226	08:19	-0.43	159.080	-0.54	130.935	28.145	21.50	19.11
		Novo Nordisk	143.118	14:59	0.64	140.774	1.67	124.935	15.839	12.68	18.72
		Safran	129.999	08:19	-0.99	133.123	-2.35	116.928	16.195	13.85	17.28
	L	ABB	34.280	08:17	0.53	33.930	1.03	28.060	5.870	20.92	17.25
	L	Airbus	122.123	08:18	-0.43	122.918	-0.65	112.312	10.607	9.44	13.70
	L	Enel	5.872	08:22	0.73	5.817	0.95	5.101	0.716	14.05	13.71
		LVMH	791.035	08:19	0.34	789.580	0.18	684.660	104.920	15.32	13.27
		Mercedes-Benz	70.703	08:14	0.58	69.879	1.18	62.913	6.966	11.07	12.99
	L	Air Liquide	152.271	08:18	0.05	153.493	-0.80	133.164	20.329	15.27	12.65
		HSBC	691.892	08:07	-0.28	682.545	1.37	575.053	107.492	18.69	12.03
		L´Oreal	386.642	08:18	-0.46	392.899	-1.59	332.515	60.383	18.16	10.77
	L	Deutsche Post	41.094	08:13	0.73	41.225	-0.32	35.515	5.710	16.08	10.09
		Banco Santander	3.143	08:05	0.90	3.088	1.79	2.811	0.277	9.85	9.39
		Vinci	104.469	08:16	0.02	103.732	0.71	93.659	10.073	10.76	8.99
	L	Adyen	1,502.142	08:19	-2.91	1,532.794	-2.00	1,288.633	244.161	18.95	8.85
	L	Adidas	154.327	08:12	-0.10	153.551	0.51	125.963	27.588	21.90	8.76
	L	Novartis	89.940	08:18	0.49	90.380	-0.49	83.590	6.790	8.12	9.71
		RELX	2,894.764	08:04	0.06	2,906.532	-0.40	2,551.332	355.199	13.92	8.30
	L	Iberdrola	11.233	08:05	0.43	11.223	0.09	10.860	0.363	3.34	6.59
		⇓instrument	freshest		⇓ Δday	6/05/23	⇓ Δwk	1/02/23	prc diff	⇓ Δ22	∅-RS
		Allianz	204.234	08:12	0.81	203.652	0.29	200.289	3.363	1.68	6.25
	L	AstraZeneca	13,182.433	08:05	-0.41	13,281.532	-0.75	12,509.111	772.420	6.17	7.11
		BNP Paribas	55.639	08:18	1.06	54.242	2.58	54.183	0.059	0.11	5.82
		UBS	18.530	08:18	1.42	18.130	2.21	17.205	0.925	5.38	6.71
		Axa	26.481	08:19	0.55	26.360	0.46	26.125	0.235	0.90	4.49
		Prosus	63.642	08:20	-0.12	63.700	-0.09	65.260	-1.560	-2.39	4.31
		Sanofi	92.140	08:18	0.04	92.470	-0.36	90.433	2.037	2.25	3.65
	L	Reckitt Benckiser	6,864.865	08:07	-2.09	7,092.342	-3.21	6,416.244	676.098	10.54	2.66
		EssilorLuxottica	161.738	08:17	-0.62	162.203	-0.29	168.625	-6.422	-3.81	1.39
		BP	538.119	08:05	0.87	532.601	1.04	529.558	3.044	0.57	0.64
		National Grid	1,187.500	08:07	-0.05	1,195.946	-0.71	1,112.194	83.752	7.53	0.28
		Zurich Insurance	432.200	08:18	0.49	431.700	0.12	442.300	-10.600	-2.40	0.64
		TotalEnergies	53.719	08:19	1.08	53.205	0.97	59.204	-5.999	-10.13	-1.09
		Unilever Plc	4,497.478	08:08	-0.78	4,584.460	-1.90	4,663.318	-78.859	-1.69	-0.40
		Shell	26.389	08:19	0.50	26.069	1.23	26.835	-0.766	-2.86	-1.29
		BASF	45.862	08:12	1.79	45.139	1.60	47.332	-2.193	-4.63	-1.33
	S	Deutsche Telekom	18.250	08:13	-0.98	18.853	-3.20	18.676	0.176	0.94	-3.04
		Nestlé	107.400	08:18	-0.39	108.780	-1.27	107.140	1.640	1.53	-2.31
	L	Roche	286.100	08:17	-0.61	291.450	-1.84	290.500	0.950	0.33	-2.82
	S	Rio Tinto	5,815.315	08:08	1.20	5,692.568	2.16	6,465.308	-772.741	-11.95	-4.42
	S	Kering	487.328	08:19	-0.48	486.843	0.10	477.023	9.820	2.06	-5.88
	S	Anheuser-Busch InBev	49.480	08:19	-1.26	49.383	0.20	56.126	-6.743	-12.01	-6.66
	S	Bayer	50.518	08:13	-0.10	50.556	-0.08	48.822	1.735	3.55	-6.64
		GSK	1,545.270	08:06	-0.29	1,556.306	-0.71	1,603.057	-46.751	-2.92	-6.31
	S	Diageo	3,732.545	08:05	-0.57	3,752.252	-0.53	4,070.089	-317.837	-7.81	-9.65
		⇓instrument	freshest		⇓ Δday	6/05/23	⇓ Δwk	1/02/23	prc diff	⇓ Δ22	∅-RS
	S	BAT	2,923.987	08:06	0.37	2,894.707	1.01	3,659.177	-764.470	-20.89	-20.34
Europe 50 - 50 out of 50 instruments rated - 6/05/23 / 1/02/23 - 38 did rise, Market-Ratio(22) in CHF = 76.00 %

Technical Chart

	Europe 50 RS = 22 - B/S = 28/27

1/07/19	scale up chart	6/05/23

Transactions STOXX Europe 50 in Swiss Franc * A22 - 28/27 (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		6/12/06	161		- cash -
short	6/12/06	6/26/06	14		Vodafone	100	3,756	2.662	2.617	2.709	0.046	2	10,174	57
long	6/26/06	1/21/08	574		ABB	100	667	15.250	23.800		8.550	56	15,877	33
short	1/21/08	4/21/08	91		UBS	100	393	40.300	35.940	45.189	4.889	12	17,798	58
long	4/21/08	4/28/08	7		Rio Tinto	100	169	104.818	105.644		0.825	1	17,938	51
short	4/28/08	6/23/08	56		UBS	100	493	36.340	22.060	59.864	23.524	65	29,535	2,488
long	6/23/08	6/30/08	7		Rio Tinto	100	292	100.996	100.874		-0.122	0	29,499	-6
short	6/30/08	8/11/08	42		UBS	100	1,375	21.440	23.180	19.700	-1.740	-8	27,107	-52
long	8/11/08	9/08/08	28		AstraZeneca	100	505	53.659	51.569		-2.089	-4	26,052	-40
short	9/08/08	3/30/09	203		UBS	100	1,073	24.260	10.140	58.042	33.782	139	62,300	380
long	3/30/09	4/06/09	7		AstraZeneca	100	1,617	38.525	39.859		1.333	3	64,456	489
short	4/06/09	4/13/09	7		Lloyds Bank	100	48,188	1.338	1.489	1.186	-0.152	-11	57,152	-100
long	4/13/09	8/30/10	504		Deutsche Bank	100	1,249	45.746	50.594		4.848	11	63,208	8
short	8/30/10	9/06/10	7		BP	100	10,404	6.075	6.385	5.765	-0.310	-5	59,985	-93
long	9/06/10	8/08/11	336		Novo Nordisk	100	3,362	17.838	16.776		-1.062	-6	56,416	-6
short	8/08/11	12/19/11	133		Lloyds Bank	100	136,825	0.412	0.342	0.498	0.085	21	68,112	68
long	12/19/11	10/20/14	1036		Roche	100	429	158.400	268.600		110.200	70	115,388	20
short	10/20/14	11/10/14	21		Deutsche Bank	100	4,437	26.001	25.932	26.070	0.069	0	115,695	5
long	11/10/14	8/24/15	287		Novartis	100	1,553	74.460	74.670		0.210	0	116,021	0
short	8/24/15	10/26/15	63		Rio Tinto	100	3,666	31.643	37.527	25.759	-5.884	-19	94,450	-70
long	10/26/15	12/14/15	49		SAP	100	1,239	76.196	75.160		-1.036	-1	93,166	-10
short	12/14/15	12/28/15	14		Rio Tinto	100	3,380	27.563	29.499	25.628	-1.935	-7	86,625	-85
long	12/28/15	1/04/16	7		SAP	100	1,096	78.966	76.608		-2.358	-3	84,041	-79
short	1/04/16	1/25/16	21		Rio Tinto	100	2,994	28.061	23.218	33.913	5.852	21	101,563	2,591
long	1/25/16	3/28/16	63		SAP	100	1,271	79.875	77.223		-2.653	-3	98,191	-18
short	3/28/16	4/18/16	21		Credit Suisse	100	7,038	13.950	14.540	13.360	-0.590	-4	94,039	-53
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	4/18/16	4/25/16	7		BAT	100	1,595	58.945	58.770		-0.174	0	93,761	-14
short	4/25/16	5/16/16	21		Credit Suisse	100	6,360	14.740	13.390	16.226	1.486	10	103,212	431
long	5/16/16	3/05/18	658		BAT	100	1,741	59.271	54.935		-4.336	-7	95,663	-4
short	3/05/18	4/23/18	49		Imperial Brands	100	2,848	33.584	32.640	34.556	0.971	3	98,430	24
long	4/23/18	10/15/18	175		LVMH	100	293	335.619	297.996		-37.622	-11	87,406	-22
short	10/15/18	11/12/18	28		Intesa Sanpaolo	100	37,420	2.336	2.224	2.453	0.117	5	91,796	89
long	11/12/18	12/10/18	28		AstraZeneca	100	1,132	81.080	74.670		-6.410	-8	84,539	-66
short	12/10/18	2/11/19	63		Bayer	100	1,236	68.360	77.370	59.351	-9.009	-13	73,404	-56
long	2/11/19	3/02/20	385		Roche	100	269	272.550	314.700		42.150	15	84,742	15
short	3/02/20	6/22/20	112		Anheuser-Busch InBev	100	1,525	55.553	47.962	64.345	8.792	16	98,151	61
long	6/22/20	6/29/20	7		ASML	100	285	344.161	344.477		0.316	0	98,241	5
short	6/29/20	7/27/20	28		Airbus	100	1,450	67.730	66.973	68.496	0.766	1	99,351	16
long	7/27/20	6/20/22	693		ASML	100	283	350.384	465.343		114.959	33	131,885	16
short	6/20/22	6/27/22	7		Adyen	100	104	1,260.523	1,436.710	1,084.337	-176.187	-14	113,561	-100
long	6/27/22	7/11/22	14		BAT	100	2,709	41.915	39.467		-2.447	-6	106,931	-79
short	7/11/22	7/25/22	14		Adidas	100	664	160.826	173.663	147.989	-12.837	-8	98,408	-89
long	7/25/22	9/05/22	42		Novo Nordisk	100	887	110.917	102.488		-8.429	-8	90,931	-50
short	9/05/22	11/07/22	63		Adidas	100	643	141.367	113.922	175.423	34.056	24	112,829	249
long	11/07/22	6/08/23	213		BP	100	19,744	5.715	5.381		-0.333	-6	106,248	-10
accum	6/12/06	6/08/23	6205	days out of 6366 invested (97%)							962		106,248	15

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
UBS	short	1/21/08	4/21/08	91	40.30	35.94	45.19	4.89	12.13
	short	4/28/08	6/23/08	56	36.34	22.06	59.86	23.52	64.73
	short	6/30/08	8/11/08	42	21.44	23.18	19.70	-1.74	-8.12
	short	9/08/08	3/30/09	203	24.26	10.14	58.04	33.78	139.25	306.07
Roche	long	12/19/11	10/20/14	1036	158.40	268.60		110.20	69.57
	long	2/11/19	3/02/20	385	272.55	314.70		42.15	15.47	95.79
ABB	long	6/26/06	1/21/08	574	15.25	23.80		8.55	56.07	56.07
ASML	long	6/22/20	6/29/20	7	344.16	344.48		0.32	0.09
	long	7/27/20	6/20/22	693	350.38	465.34		114.96	32.81	32.93
Anheuser-Busch InBev	short	3/02/20	6/22/20	112	55.55	47.96	64.35	8.79	15.83	15.83
Adidas	short	7/11/22	7/25/22	14	160.83	173.66	147.99	-12.84	-7.98
	short	9/05/22	11/07/22	63	141.37	113.92	175.42	34.06	24.09	14.19
Deutsche Bank	long	4/13/09	8/30/10	504	45.75	50.59		4.85	10.60
	short	10/20/14	11/10/14	21	26.00	25.93	26.07	0.07	0.27	10.89
Lloyds Bank	short	4/06/09	4/13/09	7	1.34	1.49	1.19	-0.15	-11.33
	short	8/08/11	12/19/11	133	0.41	0.34	0.50	0.09	20.73	7.05
Credit Suisse	short	3/28/16	4/18/16	21	13.95	14.54	13.36	-0.59	-4.23
	short	4/25/16	5/16/16	21	14.74	13.39	16.23	1.49	10.08	5.43
Intesa Sanpaolo	short	10/15/18	11/12/18	28	2.34	2.22	2.45	0.12	5.02	5.02
Imperial Brands	short	3/05/18	4/23/18	49	33.58	32.64	34.56	0.97	2.89	2.89
Vodafone	short	6/12/06	6/26/06	14	2.66	2.62	2.71	0.05	1.74	1.74
Airbus	short	6/29/20	7/27/20	28	67.73	66.97	68.50	0.77	1.13	1.13
Novartis	long	11/10/14	8/24/15	287	74.46	74.67		0.21	0.28	0.28
SAP	long	10/26/15	12/14/15	49	76.20	75.16		-1.04	-1.36
	long	12/28/15	1/04/16	7	78.97	76.61		-2.36	-2.99
	long	1/25/16	3/28/16	63	79.88	77.22		-2.65	-3.32	-7.48
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Rio Tinto	long	4/21/08	4/28/08	7	104.82	105.64		0.83	0.79
	long	6/23/08	6/30/08	7	101.00	100.87		-0.12	-0.12
	short	8/24/15	10/26/15	63	31.64	37.53	25.76	-5.88	-18.60
	short	12/14/15	12/28/15	14	27.56	29.50	25.63	-1.94	-7.02
	short	1/04/16	1/25/16	21	28.06	23.22	33.91	5.85	20.86	-7.92
AstraZeneca	long	8/11/08	9/08/08	28	53.66	51.57		-2.09	-3.89
	long	3/30/09	4/06/09	7	38.53	39.86		1.33	3.46
	long	11/12/18	12/10/18	28	81.08	74.67		-6.41	-7.91	-8.43
BP	short	8/30/10	9/06/10	7	6.08	6.38	5.77	-0.31	-5.10
	long	11/07/22	6/08/23	213	5.71	5.38		-0.33	-5.83	-10.63
LVMH	long	4/23/18	10/15/18	175	335.62	298.00		-37.62	-11.21	-11.21
BAT	long	4/18/16	4/25/16	7	58.94	58.77		-0.17	-0.30
	long	5/16/16	3/05/18	658	59.27	54.94		-4.34	-7.32
	long	6/27/22	7/11/22	14	41.91	39.47		-2.45	-5.84	-12.99
Novo Nordisk	long	9/06/10	8/08/11	336	17.84	16.78		-1.06	-5.95
	long	7/25/22	9/05/22	42	110.92	102.49		-8.43	-7.60	-13.10
Bayer	short	12/10/18	2/11/19	63	68.36	77.37	59.35	-9.01	-13.18	-13.18
Adyen	short	6/20/22	6/27/22	7	1,260.52	1,436.71	1,084.34	-176.19	-13.98	-13.98

Annotations

7/18/22	GlaxoSmithKline	demergers OTC business -> Haleon
9/24/18	Europe 50	Safran replaces Imperial Brands
5/31/17	Europe 50	Glencore replaces Syngenta (acquired by ChemChina)
10/04/16	AB InBev	acquisition of SAB Miller completed
9/19/16	Europe 50	Syngenta replaces Richemont
8/08/16	Europe 50	ASML and Vinci replace Credit Suisse and Deutsche Bank
9/21/15	Europe 50	Imperial Tobacco and Intesa Sanpaolo replace BHP Biliton and Glencore
9/14/15	Europe 50	complete analysis ex BHP Biliton, Glencore - in Imperial Tobacco, Intesa Sanpaolo
9/05/15	Europe 50	complete analysis
7/09/15	Europe 50	market adjustment to index: Novo Nordisk replaces Standard Chartered
9/22/14	Europe 50	BT Group and Prudential replace Ericsson and Tesco.


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