Share-o-matic - Portfolio

Fri, Dec 9th, 2022, 6:27UTC

Assessment - STOXX Europe 50 in Swiss Franc - 12/05/22 - RS = 22

		⇓instrument	freshest		⇓ Δday	12/05/22	⇓ Δwk	7/04/22	prc diff	⇓ Δ22	∅-RS
	L	Stoxx 50	3,716.357	Thu	0.01	3,752.463	-0.96	3,477.596	274.867	7.90	3.20
	L	BP	532.722	Thu	-0.01	555.170	-4.04	467.203	87.967	18.83	15.94
	L	Novo Nordisk	119.345	Thu	0.94	119.784	-0.37	107.179	12.605	11.76	17.11
	L	TotalEnergies	56.196	Thu	0.48	58.125	-3.32	52.535	5.589	10.64	16.21
	L	Siemens	130.573	Thu	-0.68	133.976	-2.54	97.516	36.460	37.39	13.06
		AstraZeneca	12,993.388	Thu	0.52	12,929.087	0.50	12,578.223	350.864	2.79	10.50
		Prosus	63.704	Thu	3.01	62.992	1.13	64.710	-1.718	-2.66	11.65
		Shell	26.540	Thu	-0.30	27.262	-2.65	25.692	1.571	6.11	9.94
	L	LVMH	711.228	Thu	0.87	706.776	0.63	586.476	120.300	20.51	9.46
	L	Axa	26.728	Thu	-0.90	27.015	-1.06	21.829	5.186	23.76	9.10
	L	Linde	312.584	Thu	0.06	314.612	-0.64	271.745	42.867	15.77	8.59
	L	Deutsche Telekom	19.091	Thu	-0.35	19.311	-1.14	19.305	0.006	0.03	8.17
	L	Unilever Plc	4,777.791	Thu		4,798.460	-0.43	4,425.305	373.155	8.43	6.59
	L	Eni	13.378	Thu	0.65	13.684	-2.24	11.521	2.163	18.78	7.81
	L	Rio Tinto	6,636.778	Thu	2.92	6,511.621	1.92	5,626.916	884.705	15.72	6.16
	L	SAP	101.273	Thu	-0.06	104.102	-2.72	85.612	18.491	21.60	6.28
	L	AB InBev	55.929	Thu	0.32	55.810	0.21	51.644	4.167	8.07	5.81
	L	ASML	564.630	Thu	0.99	566.212	-0.28	429.361	136.851	31.87	5.66
	L	Vinci	96.881	Thu	0.09	96.654	0.24	86.574	10.080	11.64	5.37
	L	UBS	17.005	Thu	-0.50	17.590	-3.33	15.670	1.920	12.25	7.31
		Iberdrola	10.792	Thu	-0.09	10.777	0.14	10.291	0.487	4.73	4.99
	L	Zurich Insurance	450.900	Thu	0.18	451.900	-0.22	422.200	29.700	7.03	6.37
		Novartis	85.300	Thu	-0.56	85.800	-0.58	81.650	4.150	5.08	6.11
	L	Prudential	1,215.403	Thu	0.33	1,246.405	-2.49	1,185.318	61.087	5.15	2.78
	L	Airbus	108.949	Thu	1.61	109.127	-0.16	93.588	15.540	16.60	3.68
		⇓instrument	freshest		⇓ Δday	12/05/22	⇓ Δwk	7/04/22	prc diff	⇓ Δ22	∅-RS
		BAT	3,794.905	Thu	-3.09	3,939.008	-3.66	4,143.668	-204.660	-4.94	1.90
	L	Allianz	201.449	Thu		200.806	0.32	183.388	17.418	9.50	3.30
	L	Intesa Sanpaolo	2.035	Thu	-0.19	2.056	-1.01	1.729	0.327	18.94	2.61
	L	Schneider Electric	134.609	Thu	-1.06	137.992	-2.45	112.225	25.767	22.96	1.93
	L	Mercedes-Benz	62.438	Thu		63.565	-1.77	53.557	10.008	18.69	1.80
	L	BNP Paribas	51.438	Thu		51.754	-0.61	45.371	6.383	14.07	1.06
		L´Oreal	351.162	Thu	-0.41	352.943	-0.50	332.367	20.576	6.19	0.32
		Diageo	4,335.722	Thu	-1.13	4,387.967	-1.19	4,067.440	320.527	7.88	-1.11
		RELX	2,658.156	Thu	-0.86	2,675.379	-0.64	2,602.230	73.149	2.81	-1.44
	L	Banco Santander	2.743	Thu	-0.88	2.779	-1.32	2.688	0.091	3.38	-0.25
	L	ABB	28.770	Thu	-0.76	29.500	-2.47	25.570	3.930	15.37	1.43
	L	Kering	516.951	Thu		540.296	-4.32	491.386	48.910	9.95	-0.89
	L	Air Liquide	136.508	Thu	-0.09	138.724	-1.60	128.257	10.467	8.16	-1.84
	S	HSBC	568.719	Thu	0.29	574.116	-0.94	628.096	-53.981	-8.59	-3.61
	S	Reckitt Benckiser	6,751.601	Thu	-0.54	6,875.610	-1.80	7,252.728	-377.118	-5.20	-5.54
		Bayer	52.160	Thu	-0.13	52.516	-0.68	57.355	-4.839	-8.44	-4.54
	L	BASF	46.591	Thu	-0.69	47.451	-1.81	41.969	5.482	13.06	-4.96
		Nestlé	109.420	Thu	0.15	111.300	-1.69	113.520	-2.220	-1.96	-4.14
	L	Enel	5.118	Thu	-0.96	5.221	-1.97	5.292	-0.071	-1.34	-5.74
	L	Deutsche Post	37.446	Thu	-0.90	38.084	-1.68	35.722	2.362	6.61	-5.91
		Sanofi	88.038	Thu	-1.77	85.011	3.56	98.538	-13.527	-13.73	-7.05
		Roche	302.950	Thu	0.58	309.550	-2.13	322.600	-13.050	-4.05	-8.38
		Adyen	1,389.021	Thu	0.50	1,435.513	-3.24	1,378.365	57.148	4.15	-10.44
		GlaxoSmithKline	1,703.516	Thu	-0.59	1,633.015	4.32	2,113.276	-480.262	-22.73	-11.98
	S	Vodafone	98.668	Thu	-1.97	104.512	-5.59	149.733	-45.221	-30.20	-24.92
		⇓instrument	freshest		⇓ Δday	12/05/22	⇓ Δwk	7/04/22	prc diff	⇓ Δ22	∅-RS
		Adidas	116.269	Thu	-0.02	120.741	-3.70	167.997	-47.256	-28.13	-29.40
Europe 50 - 50 out of 50 instruments rated - 12/05/22 / 7/04/22 - 38 did rise, Market-Ratio(22) in CHF = 76.00 %

Technical Chart

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

1/01/18	scale up chart	12/05/22

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		AB 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	12/08/22	31		BP	100	19,744	5.715	5.327		-0.387	-7	105,182	-56
accum	6/12/06	12/08/22	6024	days out of 6185 invested (97%)							952		105,182	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
AB 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
LVMH	long	4/23/18	10/15/18	175	335.62	298.00		-37.62	-11.21	-11.21
BP	short	8/30/10	9/06/10	7	6.08	6.38	5.77	-0.31	-5.10
	long	11/07/22	12/08/22	31	5.71	5.33		-0.39	-6.78	-11.53
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.


	is taking down something concerning