RS Chart
Assessment - STOXX Europe 50 in Swiss Franc - 29/06/20 - RS = 22
 ⇐ 
  instrument freshest Δday 29/06/20 Δwk 27/01/20  prc diff Δ22   ∅-RS
real-time RS chart chart L add note Stoxx 50 3,258.140  12:55 1.73 3,198.450 1.87 3,620.091 -421.642 -11.65   -4.57 
real-time RS chart chart L add note ASML 350.250  08:03 0.14 344.477 1.68 276.807 67.670 24.45   32.73 
real-time RS chart chart L add note Reckitt Benckiser 8,705.811  08:23 0.51 8,677.743 0.32 7,763.528 914.215 11.78   12.59 
real-time RS chart chart L add note Schneider Electric 103.728  12:25 -0.10 105.417 -1.60 97.881 7.536 7.70   16.69 
real-time RS chart chart L add note AstraZeneca 9,926.776  08:22 0.44 9,996.946 -0.70 9,498.606 498.340 5.25   10.07 
real-time RS chart chart L add note Enel 8.457  12:35 2.70 8.258 2.41 8.198 0.060 0.73   13.65 
real-time RS chart chart add note Novo Nordisk 63.077  14:59 1.52 62.381 1.12 58.345 4.037 6.92   13.01 
real-time RS chart chart L add note L´Oreal 312.510  12:24 1.95 305.026 2.45 275.632 29.394 10.66   12.76 
real-time RS chart chart L add note Iberdrola 11.178  08:06 0.92 10.884 2.70 10.102 0.782 7.74   9.55 
real-time RS chart chart L add note Rio Tinto 5,294.359  08:24 1.78 5,307.223 -0.24 5,339.483 -32.260 -0.60   4.52 
real-time RS chart chart L add note Sanofi 97.388  12:25 -0.01 97.869 -0.49 92.625 5.244 5.66   8.33 
real-time RS chart chart add note Roche 332.900  15:30 0.03 331.450 0.44 318.750 12.700 3.98   9.51 
real-time RS chart chart L add note SAP 136.486  15:35 3.07 130.906 4.26 130.829 0.077 0.06   7.14 
real-time RS chart chart L add note National Grid 1,093.021  08:24 -5.69 1,143.544 -4.42 1,260.275 -116.731 -9.26   2.68 
real-time RS chart chart L add note ABB 22.300  15:30 1.92 21.150 5.44 22.620 -1.470 -6.50   7.73 
real-time RS chart chart L add note Siemens 113.928  15:35 2.46 110.870 2.76 122.667 -11.797 -9.62   6.09 
real-time RS chart chart L add note Air Liquide 139.683  12:24 1.71 136.315 2.47 136.320 -0.005 -0.00   3.61 
real-time RS chart chart L add note BAT 3,641.260  08:22 -0.29 3,672.837 -0.86 4,258.542 -585.705 -13.75   -0.47 
real-time RS chart chart L add note Bayer 71.718  15:35 1.79 71.525 0.27 78.587 -7.062 -8.99   3.52 
real-time RS chart chart L add note LVMH 425.838  12:24 1.71 416.430 2.26 428.404 -11.974 -2.80   3.30 
real-time RS chart chart L add note Deutsche Telekom 16.160  15:35 1.65 15.829 2.09 15.559 0.269 1.73   1.80 
real-time RS chart chart L add note RELX 2,164.173  08:24 -0.96 2,226.157 -2.78 2,558.291 -332.135 -12.98   -3.17 
real-time RS chart chart L add note Nestlé 105.760  15:30 0.48 104.920 0.80 107.920 -3.000 -2.78   0.67 
real-time RS chart chart L add note UBS 11.090  15:30 2.50 10.825 2.45 12.085 -1.260 -10.43   -0.09 
real-time RS chart chart L add note GlaxoSmithKline 1,912.144  08:23 -0.15 1,946.528 -1.77 2,257.629 -311.101 -13.78   -4.97 
  instrument freshest Δday 29/06/20 Δwk 27/01/20  prc diff Δ22   ∅-RS
real-time RS chart chart L add note Unilever Plc 5,069.076  08:24 -0.08 5,196.120 -2.44 5,608.610 -412.490 -7.35   -6.35 
real-time RS chart chart L add note Novartis 83.040  15:30 0.28 83.370 -0.40 90.710 -7.340 -8.09   -3.60 
real-time RS chart chart L add note Unilever 50.667  08:04 -0.19 51.137 -0.92 54.838 -3.701 -6.75   -6.17 
real-time RS chart chart L add note Prudential 1,458.375  08:23 2.42 1,419.782 2.72 1,704.683 -284.902 -16.71   -9.81 
real-time RS chart chart L add note Zurich Insurance 340.000  15:30 1.71 332.200 2.35 403.000 -70.800 -17.57   -5.95 
real-time RS chart chart L add note Allianz 198.967  15:35 3.33 192.680 3.26 229.960 -37.280 -16.21   -7.82 
real-time RS chart chart L add note Vinci 89.786  12:25 2.67 88.461 1.50 106.471 -18.010 -16.92   -8.32 
real-time RS chart chart L add note Vodafone 152.036  08:24 1.69 149.463 1.72 195.418 -45.955 -23.52   -11.87 
real-time RS chart chart L add note Axa 20.314  12:25 2.60 19.907 2.04 25.501 -5.594 -21.94   -9.94 
real-time RS chart chart L add note Daimler 39.735  15:35 4.22 38.393 3.49 45.485 -7.092 -15.59   -10.16 
real-time RS chart chart L add note BNP Paribas 38.698  12:24 4.25 37.794 2.39 52.210 -14.416 -27.61   -11.12 
real-time RS chart chart L add note Diageo 3,203.865  08:23 1.58 3,158.254 1.44 4,043.240 -884.986 -21.89   -15.13 
real-time RS chart chart L add note Intesa Sanpaolo 1.876  12:35 3.80 1.820 3.10 2.409 -0.589 -24.47   -11.89 
real-time RS chart chart L add note BASF 54.494  15:35 3.34 53.596 1.68 66.376 -12.780 -19.25   -12.51 
real-time RS chart chart L add note Total 36.757  12:25 0.64 36.939 -0.49 49.261 -12.322 -25.01   -16.45 
real-time RS chart chart L add note Barclays 136.973  08:23 3.15 133.909 2.29 216.163 -82.254 -38.05   -19.70 
real-time RS chart chart L add note ING Groep 6.855  08:04 3.74 6.696 2.38 10.618 -3.922 -36.94   -20.75 
real-time RS chart chart L add note Safran 96.907  12:24 0.82 95.346 1.64 153.360 -58.014 -37.83   -21.73 
real-time RS chart chart L add note Eni 9.271  12:35 2.31 9.221 0.53 14.098 -4.876 -34.59   -25.19 
real-time RS chart chart L add note BP 363.892  08:23 0.58 368.278 -1.19 604.048 -235.770 -39.03   -28.15 
real-time RS chart chart L add note Banco Santander 2.387  08:06 4.18 2.360 1.16 3.714 -1.354 -36.46   -27.22 
real-time RS chart chart add note HSBC 452.541  08:23 3.93 450.026 0.56 708.089 -258.063 -36.44   -30.51 
real-time RS chart chart L add note AB InBev 47.871  08:04 3.10 46.615 2.69 73.149 -26.535 -36.27   -28.14 
real-time RS chart chart L add note Royal Dutch Shell A 15.798  08:04 0.74 15.890 -0.58 27.179 -11.289 -41.54   -30.31 
real-time RS chart chart L add note Lloyds Bank 37.225  08:23 3.68 36.553 1.84 72.329 -35.776 -49.46   -34.49 
  instrument freshest Δday 29/06/20 Δwk 27/01/20  prc diff Δ22   ∅-RS
real-time RS chart chart L add note Airbus 71.002  15:35 3.46 67.730 4.83 141.982 -74.252 -52.30   -33.66 
 Europe 50 - 50 out of 50 instruments rated - 29/06/20 / 27/01/20 - 12 did rise, Market-Ratio(22) in CHF = 24.00 % 
 
Technical Chart
Europe 50 RS = 22 - B/S = 28/27
Market Chart
4/01/16 scale up chart 29/06/20
 


Transactions STOXX Europe 50 in Swiss Franc * A22 - 28/27 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
2/01/06 12/06/06 161    - cash -
short 12/06/06  26/06/06 14  RT RS QC  Vodafone 100  3,756   2.662  2.617 2.709  0.046 2  10,174 57  
long 26/06/06  21/01/08 574  RT RS QC  ABB 100  667   15.250  23.800    8.550 56  15,877 33  
short 21/01/08  21/04/08 91  RT RS QC  UBS 100  393   40.300  35.940 45.189  4.889 12  17,798 58  
long 21/04/08  28/04/08 7  RT RS QC  Rio Tinto 100  169   104.818  105.644    0.825 1  17,938 51  
short 28/04/08  23/06/08 56  RT RS QC  UBS 100  493   36.340  22.060 59.864  23.524 65  29,535 2,488  
long 23/06/08  30/06/08 7  RT RS QC  Rio Tinto 100  292   100.996  100.874    -0.122 0  29,499 -6  
short 30/06/08  11/08/08 42  RT RS QC  UBS 100  1,375   21.440  23.180 19.700  -1.740 -8  27,107 -52  
long 11/08/08   8/09/08 28  RT RS QC  AstraZeneca 100  505   53.659  51.569    -2.089 -4  26,052 -40  
short 8/09/08  30/03/09 203  RT RS QC  UBS 100  1,073   24.260  10.140 58.042  33.782 139  62,300 380  
long 30/03/09   6/04/09 7  RT RS QC  AstraZeneca 100  1,617   38.525  39.859    1.333 3  64,456 489  
short 6/04/09  13/04/09 7  RT RS QC  Lloyds Bank 100  48,188   1.338  1.489 1.186  -0.152 -11  57,152 -100  
long 13/04/09  30/08/10 504  RT RS QC  Deutsche Bank 100  1,119   51.061  56.472    5.411 11  63,208 8  
short 30/08/10   6/09/10 7  RT RS QC  BP 100  10,404   6.075  6.385 5.765  -0.310 -5  59,985 -93  
long 6/09/10   8/08/11 336  RT RS QC  Novo Nordisk 100  3,362   17.838  16.776    -1.062 -6  56,415 -6  
short 8/08/11  19/12/11 133  RT RS QC  Lloyds Bank 100  136,824   0.412  0.342 0.498  0.085 21  68,111 68  
long 19/12/11  20/10/14 1036  RT RS QC  Roche 100  429   158.400  268.600    110.200 70  115,387 20  
short 20/10/14  10/11/14 21  RT RS QC  Deutsche Bank 100  3,960   29.132  29.055 29.210  0.078 0  115,694 5  
long 10/11/14  24/08/15 287  RT RS QC  Novartis 100  1,553   74.460  74.670    0.210 0  116,020 0  
short 24/08/15  26/10/15 63  RT RS QC  Rio Tinto 100  3,666   31.643  37.527 25.759  -5.884 -19  94,450 -70  
long 26/10/15  14/12/15 49  RT RS QC  SAP 100  1,239   76.196  75.160    -1.036 -1  93,166 -10  
short 14/12/15  28/12/15 14  RT RS QC  Rio Tinto 100  3,380   27.563  29.499 25.628  -1.935 -7  86,625 -85  
long 28/12/15   4/01/16 7  RT RS QC  SAP 100  1,096   78.966  76.608    -2.358 -3  84,040 -79  
short 4/01/16  25/01/16 21  RT RS QC  Rio Tinto 100  2,994   28.061  23.218 33.913  5.852 21  101,562 2,591  
long 25/01/16  28/03/16 63  RT RS QC  SAP 100  1,271   79.875  77.223    -2.653 -3  98,191 -18  
short 28/03/16  18/04/16 21  RT RS QC  Credit Suisse 100  7,038   13.950  14.540 13.360  -0.590 -4  94,038 -53  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
long 18/04/16  25/04/16 7  RT RS QC  BAT 100  1,595   58.945  58.770    -0.174 0  93,760 -14  
short 25/04/16  16/05/16 21  RT RS QC  Credit Suisse 100  6,360   14.740  13.390 16.226  1.486 10  103,212 431  
long 16/05/16   5/03/18 658  RT RS QC  BAT 100  1,741   59.271  54.935    -4.336 -7  95,663 -4  
short 5/03/18  23/04/18 49  RT RS QC  Imperial Brands 100  2,848   33.584  32.640 34.556  0.971 3  98,429 24  
long 23/04/18  15/10/18 175  RT RS QC  LVMH 100  293   335.619  297.996    -37.622 -11  87,406 -22  
short 15/10/18  12/11/18 28  RT RS QC  Intesa Sanpaolo 100  37,420   2.336  2.224 2.453  0.117 5  91,795 89  
long 12/11/18  10/12/18 28  RT RS QC  AstraZeneca 100  1,132   81.080  74.670    -6.410 -8  84,539 -66  
short 10/12/18  11/02/19 63  RT RS QC  Bayer 100  1,236   68.360  77.370 59.351  -9.009 -13  73,403 -56  
long 11/02/19   2/03/20 385  RT RS QC  Roche 100  269   272.550  314.700    42.150 15  84,742 15  
short 2/03/20  22/06/20 112  RT RS QC  AB InBev 100  1,525   55.553  47.962 64.345  8.792 16  98,150 61  
long 22/06/20  29/06/20 7  RT RS QC  ASML 100  285   344.161  344.477    0.316 0  98,240 5  
short 29/06/20   2/07/20 3  RT RS QC  Airbus 100  1,450   67.730  71.002 64.459  -3.272 -5  93,497 -100  
accum12/06/06 2/07/205134 days out of 5295 invested (97%) 835 93,497 17  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 UBSshort 21/01/08 21/04/089140.3035.9445.194.89 12.13 
 short 28/04/08 23/06/085636.3422.0659.8623.52 64.73 
 short 30/06/08 11/08/084221.4423.1819.70-1.74 -8.12 
 short  8/09/08 30/03/0920324.2610.1458.0433.78 139.25306.07 
 Rochelong 19/12/11 20/10/141036158.40268.60110.20 69.57 
 long 11/02/19  2/03/20385272.55314.7042.15 15.4795.79 
 ABBlong 26/06/06 21/01/0857415.2523.808.55 56.0756.07 
 AB InBevshort  2/03/20 22/06/2011255.5547.9664.358.79 15.8315.83 
 Deutsche Banklong 13/04/09 30/08/1050451.0656.475.41 10.60 
 short 20/10/14 10/11/142129.1329.0529.210.08 0.2710.89 
 Lloyds Bankshort  6/04/09 13/04/0971.341.491.19-0.15 -11.33 
 short  8/08/11 19/12/111330.410.340.500.09 20.737.05 
 Credit Suisseshort 28/03/16 18/04/162113.9514.5413.36-0.59 -4.23 
 short 25/04/16 16/05/162114.7413.3916.231.49 10.085.43 
 Intesa Sanpaoloshort 15/10/18 12/11/18282.342.222.450.12 5.025.02 
 Imperial Brandsshort  5/03/18 23/04/184933.5832.6434.560.97 2.892.89 
 Vodafoneshort 12/06/06 26/06/06142.662.622.710.05 1.741.74 
 Novartislong 10/11/14 24/08/1528774.4674.670.21 0.280.28 
 ASMLlong 22/06/20 29/06/207344.16344.480.32 0.090.09 
 Airbusshort 29/06/20  2/07/20367.7371.0064.46-3.27 -4.83-4.83 
 BPshort 30/08/10  6/09/1076.086.385.77-0.31 -5.10-5.10 
 Novo Nordisklong  6/09/10  8/08/1133617.8416.78-1.06 -5.95-5.95 
 SAPlong 26/10/15 14/12/154976.2075.16-1.04 -1.36 
 long 28/12/15  4/01/16778.9776.61-2.36 -2.99 
 long 25/01/16 28/03/166379.8877.22-2.65 -3.32-7.48 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 BATlong 18/04/16 25/04/16758.9458.77-0.17 -0.30 
 long 16/05/16  5/03/1865859.2754.94-4.34 -7.32-7.59 
 Rio Tintolong 21/04/08 28/04/087104.82105.640.83 0.79 
 long 23/06/08 30/06/087101.00100.87-0.12 -0.12 
 short 24/08/15 26/10/156331.6437.5325.76-5.88 -18.60 
 short 14/12/15 28/12/151427.5629.5025.63-1.94 -7.02 
 short  4/01/16 25/01/162128.0623.2233.915.85 20.86-7.92 
 AstraZenecalong 11/08/08  8/09/082853.6651.57-2.09 -3.89 
 long 30/03/09  6/04/09738.5339.861.33 3.46 
 long 12/11/18 10/12/182881.0874.67-6.41 -7.91-8.43 
 LVMHlong 23/04/18 15/10/18175335.62298.00-37.62 -11.21-11.21 
 Bayershort 10/12/18 11/02/196368.3677.3759.35-9.01 -13.18-13.18 


Annotations
24/09/18Europe 50Safran replaces Imperial Brands
31/05/17Europe 50Glencore replaces Syngenta (acquired by ChemChina)
4/10/16AB InBevacquisition of SAB Miller completed
19/09/16Europe 50Syngenta replaces Richemont
8/08/16Europe 50ASML and Vinci replace Credit Suisse and Deutsche Bank
21/09/15Europe 50Imperial Tobacco and Intesa Sanpaolo replace BHP Biliton and Glencore
14/09/15Europe 50complete analysis
ex BHP Biliton, Glencore - in Imperial Tobacco, Intesa Sanpaolo
5/09/15Europe 50complete analysis
9/07/15Europe 50market adjustment to index: Novo Nordisk replaces Standard Chartered
22/09/14Europe 50BT Group and Prudential replace Ericsson and Tesco.