Share-o-matic - Portfolio

Sun, Jan 23rd, 2022, 12:40UTC

Assessment - STOXX Europe 50 - 1/17/22 - RS = 22

		⇓instrument	freshest		Δday	1/17/22	⇓ Δwk	8/16/21	prc diff	⇓ Δ22	Curr	⇓∅-RS
	L	Stoxx 50	3,781.980	Fri	-1.41	3,830.990	-1.28	3,655.400	175.590	4.80	EUR	9.79
	L	BAT	3,138.000	Fri	0.79	3,144.000	-0.19	2,671.000	473.000	17.71	GBP	16.37
	L	GlaxoSmithKline	1,647.200	Fri	0.65	1,707.800	-3.55	1,474.000	233.800	15.86	GBP	21.48
		Unilever Plc	3,675.000	Fri	0.53	3,662.000	0.35	4,130.000	-468.000	-11.33	GBP	-9.94
		Diageo	3,757.500	Fri	0.33	3,733.500	0.64	3,612.000	121.500	3.36	GBP	9.87
	L	Reckitt Benckiser	6,444.000	Fri	0.30	6,397.000	0.73	5,624.000	773.000	13.74	GBP	4.11
		Intesa Sanpaolo	2.552	Fri	0.02	2.578	-0.99	2.439	0.139	5.68	EUR	12.23
		Nestlé	121.040	Fri	-0.13	121.940	-0.74	113.600	8.340	7.34	CHF	8.88
	L	Vinci	98.300	Fri	-0.58	97.930	0.38	91.360	6.570	7.19	EUR	9.22
	L	AB InBev	58.140	Fri	-0.73	59.530	-2.33	52.460	7.070	13.48	EUR	9.88
	L	Iberdrola	10.145	Fri	-0.73	10.045	1.00	10.135	-0.090	-0.89	EUR	-3.61
		RELX	2,264.000	Fri	-0.79	2,249.000	0.67	2,169.000	80.000	3.69	GBP	11.18
		Novo Nordisk	631.300	Fri	-0.82	639.000	-1.21	648.900	-9.900	-1.53	DKK	16.97
		LVMH	697.200	Fri	-0.95	686.400	1.57	712.000	-25.600	-3.60	EUR	9.28
	L	HSBC	505.400	Fri	-0.96	519.000	-2.62	409.950	109.050	26.60	GBP	23.25
		AstraZeneca	8,752.000	Fri	-1.02	8,770.000	-0.21	8,299.000	471.000	5.68	GBP	8.46
	L	UBS	17.490	Fri	-1.07	17.980	-2.73	15.675	2.305	14.70	CHF	20.62
	L	Axa	27.515	Fri	-1.13	28.540	-3.59	24.265	4.275	17.62	EUR	24.33
	S	Prudential	1,305.000	Fri	-1.14	1,312.500	-0.57	1,498.000	-185.500	-12.38	GBP	-7.88
		Roche	360.650	Fri	-1.22	367.350	-1.82	366.900	0.450	0.12	CHF	8.96
	L	Allianz	221.700	Fri	-1.38	227.050	-2.36	201.200	25.850	12.85	EUR	10.56
		Eni	13.106	Fri	-1.38	13.212	-0.80	10.478	2.734	26.09	EUR	25.10
		L´Oreal	375.500	Fri	-1.39	385.250	-2.53	403.850	-18.600	-4.61	EUR	6.05
	L	Enel	6.905	Fri	-1.40	6.863	0.61	7.844	-0.981	-12.51	EUR	-10.58
	S	Deutsche Telekom	16.086	Fri	-1.43	15.946	0.88	18.598	-2.652	-14.26	EUR	-4.16
		⇓instrument	freshest		Δday	1/17/22	⇓ Δwk	8/16/21	prc diff	⇓ Δ22	Curr	⇓∅-RS
		SAP	121.200	Fri	-1.45	122.520	-1.08	125.660	-3.140	-2.50	EUR	5.22
	L	Air Liquide	155.200	Fri	-1.49	155.300	-0.06	148.140	7.160	4.83	EUR	8.45
	L	Zurich Insurance	433.200	Fri	-1.50	439.600	-1.46	404.900	34.700	8.57	CHF	13.93
		Banco Santander	3.083	Fri	-1.53	3.157	-2.34	3.276	-0.119	-3.63	EUR	3.67
	L	Prosus	76.460	Fri	-1.61	76.740	-0.36	78.350	-1.610	-2.05	EUR	-5.14
		Siemens	144.520	Fri	-1.62	146.000	-1.01	141.720	4.280	3.02	EUR	5.05
		ASML	629.300	Fri	-1.67	656.200	-4.10	669.300	-13.100	-1.96	EUR	12.27
		Daimler	71.930	Fri	-1.73	74.260	-3.14	74.250	0.010	0.01	EUR	0.77
		BP	382.250	Fri	-1.77	393.750	-2.92	306.950	86.800	28.28	GBP	26.03
		Linde	282.800	Fri	-1.79	287.350	-1.58	264.250	23.100	8.74	EUR	15.08
		BASF	66.180	Fri	-1.87	68.140	-2.88	68.260	-0.120	-0.18	EUR	3.36
	L	Novartis	79.870	Fri	-1.87	82.450	-3.13	85.740	-3.290	-3.84	CHF	2.65
		Kering	668.800	Fri	-1.92	681.300	-1.83	792.100	-110.800	-13.99	EUR	3.85
	S	Adidas	250.600	Fri	-1.98	252.650	-0.81	313.750	-61.100	-19.47	EUR	-10.63
	L	Vodafone	117.540	Fri	-1.98	118.880	-1.13	120.600	-1.720	-1.43	GBP	-2.57
		Airbus	113.400	Fri	-2.00	116.760	-2.88	114.620	2.140	1.87	EUR	10.99
	L	Bayer	51.620	Fri	-2.05	52.820	-2.27	47.755	5.065	10.61	EUR	5.04
	L	TotalEnergies	49.620	Fri	-2.09	49.675	-0.11	38.325	11.350	29.62	EUR	25.73
	L	Sanofi	90.940	Fri	-2.13	92.200	-1.37	87.330	4.870	5.58	EUR	8.34
		Schneider Electric	157.980	Fri	-2.18	163.340	-3.28	151.460	11.880	7.84	EUR	16.84
	L	Rio Tinto	5,457.000	Fri	-2.20	5,393.000	1.19	5,637.000	-244.000	-4.33	GBP	-1.20
		Royal Dutch Shell A	21.615	Fri	-2.33	22.060	-2.02	17.440	4.620	26.49	EUR	25.74
		ABB	33.580	Fri	-2.36	34.140	-1.64	34.530	-0.390	-1.13	CHF	10.69
	L	BNP Paribas	62.440	Fri	-2.60	66.050	-5.47	54.320	11.730	21.59	EUR	23.91
		Adyen	1,840.600	Fri	-2.71	1,788.600	2.91	2,343.500	-554.900	-23.68	EUR	-17.21
		⇓instrument	freshest		Δday	1/17/22	⇓ Δwk	8/16/21	prc diff	⇓ Δ22	Curr	⇓∅-RS
		Deutsche Post	52.470	Fri	-2.94	54.200	-3.19	57.690	-3.490	-6.05	EUR	4.66
Europe 50 - 50 out of 50 instruments rated - 1/17/22 / 8/16/21 - 29 did rise, Market-Ratio(22) = 58.00 %

Technical Chart

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

1/01/18	scale up chart	1/17/22

Transactions STOXX Europe 50 * A22 - 28/27 (1)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	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	8,510	GBP	1.175	1.153	1.198	0.023	2	10,195	65
long	6/26/06	1/21/08	574		ABB	100	668	CHF	15.250	23.800		8.550	56	15,906	33
short	1/21/08	4/21/08	91		UBS	100	394	CHF	40.300	35.940	45.189	4.889	12	17,833	58
long	4/21/08	4/28/08	7		Rio Tinto	100	346	GBP	51.524	51.433		-0.091	0	17,801	-9
short	4/28/08	6/23/08	56		UBS	100	489	CHF	36.340	22.060	59.864	23.524	65	29,304	2,488
long	6/23/08	6/30/08	7		Rio Tinto	100	593	GBP	49.352	49.641		0.289	1	29,476	36
short	6/30/08	8/11/08	42		UBS	100	1,374	CHF	21.440	23.180	19.700	-1.740	-8	27,085	-52
long	8/11/08	9/08/08	28		AstraZeneca	100	1,049	GBP	25.810	26.090		0.280	1	27,379	15
short	9/08/08	3/30/09	203		UBS	100	1,128	CHF	24.260	10.140	58.042	33.782	139	65,485	380
long	3/30/09	4/06/09	7		AstraZeneca	100	2,784	GBP	23.520	23.750		0.230	1	66,125	66
short	4/06/09	4/13/09	7		Lloyds Bank	100	82,967	GBP	0.797	0.879	0.715	-0.082	-10	59,322	-100
long	4/13/09	8/30/10	504		Deutsche Bank	100	1,973	EUR	30.053	38.566		8.513	28	76,118	20
short	8/30/10	9/06/10	7		BP	100	19,999	GBP	3.806	4.065	3.547	-0.259	-7	70,939	-97
long	9/06/10	8/08/11	336		Novo Nordisk	100	700	DKK	101.300	114.100		12.800	13	79,899	14
short	8/08/11	12/19/11	133		Lloyds Bank	100	243,519	GBP	0.328	0.235	0.459	0.131	40	111,727	151
long	12/19/11	10/20/14	1036		Roche	100	705	CHF	158.400	268.600		110.200	70	189,418	20
short	10/20/14	11/10/14	21		Deutsche Bank	100	8,791	EUR	21.545	21.563	21.527	-0.018	0	189,260	-1
long	11/10/14	8/24/15	287		Novartis	100	2,541	CHF	74.460	74.670		0.210	0	189,794	0
short	8/24/15	10/26/15	63		Rio Tinto	100	8,809	GBP	21.545	24.875	18.215	-3.330	-15	160,460	-62
long	10/26/15	12/14/15	49		SAP	100	2,288	EUR	70.130	69.400		-0.730	-1	158,790	-7
short	12/14/15	12/28/15	14		Rio Tinto	100	8,592	GBP	18.480	20.065	16.895	-1.585	-9	145,171	-90
long	12/28/15	1/04/16	7		SAP	100	1,992	EUR	72.860	70.580		-2.280	-3	140,630	-81
short	1/04/16	1/25/16	21		Rio Tinto	100	7,391	GBP	19.025	16.090	22.495	3.470	18	166,279	1,740
long	1/25/16	3/28/16	63		SAP	100	2,287	EUR	72.680	70.840		-1.840	-3	162,071	-14
short	3/28/16	4/18/16	21		Credit Suisse	100	11,618	CHF	13.950	14.540	13.360	-0.590	-4	155,217	-53
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	4/18/16	4/25/16	7		BAT	100	3,626	GBP	42.805	41.625		-1.180	-3	150,938	-77
short	4/25/16	5/16/16	21		Credit Suisse	100	10,240	CHF	14.740	13.390	16.226	1.486	10	166,156	431
long	5/16/16	3/05/18	658		BAT	100	3,946	GBP	42.097	42.210		0.113	0	166,601	0
short	3/05/18	4/23/18	49		Imperial Brands	100	6,456	GBP	25.805	23.955	27.798	1.993	8	179,467	74
long	4/23/18	10/15/18	175		LVMH	100	638	EUR	281.050	260.450		-20.600	-7	166,325	-15
short	10/15/18	11/12/18	28		Intesa Sanpaolo	100	81,471	EUR	2.042	1.960	2.126	0.085	4	173,225	70
long	11/12/18	12/10/18	28		AstraZeneca	100	2,771	GBP	62.510	60.070		-2.440	-4	166,464	-40
short	12/10/18	2/11/19	63		Bayer	100	2,737	EUR	60.800	68.170	53.430	-7.370	-12	146,292	-53
long	2/11/19	3/02/20	385		Roche	100	536	CHF	272.550	314.700		42.150	15	168,885	15
short	3/02/20	6/22/20	112		AB InBev	100	3,247	EUR	52.000	44.950	60.156	8.156	16	195,366	61
long	6/22/20	6/29/20	7		ASML	100	605	EUR	322.550	322.200		-0.350	0	195,154	-6
short	6/29/20	7/27/20	28		Airbus	100	3,080	EUR	63.350	61.920	64.813	1.463	2	199,660	35
long	7/27/20	1/21/22	543		ASML	100	616	EUR	323.950	629.300		305.350	94	387,756	56
accum	6/12/06	1/21/22	5704	days out of 5865 invested (97%)								3,778		387,756	26

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
ASML	long	6/22/20	6/29/20	7	322.55	322.20		-0.35	-0.11
	long	7/27/20	1/21/22	543	323.95	629.30		305.35	94.26	94.05
ABB	long	6/26/06	1/21/08	574	15.25	23.80		8.55	56.07	56.07
Deutsche Bank	long	4/13/09	8/30/10	504	30.05	38.57		8.51	28.33
	short	10/20/14	11/10/14	21	21.55	21.56	21.53	-0.02	-0.08	28.22
Lloyds Bank	short	4/06/09	4/13/09	7	0.80	0.88	0.72	-0.08	-10.29
	short	8/08/11	12/19/11	133	0.33	0.23	0.46	0.13	39.84	25.45
AB InBev	short	3/02/20	6/22/20	112	52.00	44.95	60.16	8.16	15.68	15.68
Novo Nordisk	long	9/06/10	8/08/11	336	101.30	114.10		12.80	12.64	12.64
Imperial Brands	short	3/05/18	4/23/18	49	25.81	23.96	27.80	1.99	7.72	7.72
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	2.04	1.96	2.13	0.08	4.15	4.15
Airbus	short	6/29/20	7/27/20	28	63.35	61.92	64.81	1.46	2.31	2.31
Vodafone	short	6/12/06	6/26/06	14	1.18	1.15	1.20	0.02	1.95	1.95
Novartis	long	11/10/14	8/24/15	287	74.46	74.67		0.21	0.28	0.28
AstraZeneca	long	8/11/08	9/08/08	28	25.81	26.09		0.28	1.08
	long	3/30/09	4/06/09	7	23.52	23.75		0.23	0.98
	long	11/12/18	12/10/18	28	62.51	60.07		-2.44	-3.90	-1.91
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
BAT	long	4/18/16	4/25/16	7	42.81	41.63		-1.18	-2.76
	long	5/16/16	3/05/18	658	42.10	42.21		0.11	0.27	-2.50
SAP	long	10/26/15	12/14/15	49	70.13	69.40		-0.73	-1.04
	long	12/28/15	1/04/16	7	72.86	70.58		-2.28	-3.13
	long	1/25/16	3/28/16	63	72.68	70.84		-1.84	-2.53	-6.56
BP	short	8/30/10	9/06/10	7	3.81	4.07	3.55	-0.26	-6.81	-6.81
LVMH	long	4/23/18	10/15/18	175	281.05	260.45		-20.60	-7.33	-7.33
Rio Tinto	long	4/21/08	4/28/08	7	51.52	51.43		-0.09	-0.18
	long	6/23/08	6/30/08	7	49.35	49.64		0.29	0.59
	short	8/24/15	10/26/15	63	21.55	24.88	18.22	-3.33	-15.46
	short	12/14/15	12/28/15	14	18.48	20.07	16.90	-1.59	-8.58
	short	1/04/16	1/25/16	21	19.03	16.09	22.50	3.47	18.24	-8.23
Bayer	short	12/10/18	2/11/19	63	60.80	68.17	53.43	-7.37	-12.12	-12.12

Annotations

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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