Share-o-matic - Assessment Europe 50 (STOXX Europe 50)

Assessment - STOXX Europe 50 in Renminbi yuán - 21/10/19 - RS = 22

		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	20/05/19	prc diff	⇓ Δ22	⇓∅-RS
	L	Stoxx 50	25,571.439	15:50	0.32	25,489.366	0.32	23,965.583	1,523.783	6.36	8.06
	S	Prudential	12,857.292	15:43	2.49	12,545.043	2.49	14,413.958	-1,868.914	-12.97	-7.51
	L	Novo Nordisk	380.859	14:59	2.27	372.417	2.27	327.385	45.032	13.76	11.41
	S	BP	4,584.084	15:35	1.87	4,500.052	1.87	4,901.713	-401.661	-8.19	-3.00
		Royal Dutch Shell A	208.847	15:37	1.55	205.654	1.55	223.102	-17.448	-7.82	-2.54
		Total	372.007	15:37	1.52	366.448	1.52	379.810	-13.362	-3.52	-1.84
	L	National Grid	8,365.505	15:39	1.49	8,242.443	1.49	7,194.223	1,048.219	14.57	12.84
	L	Siemens	813.629	15:35	1.24	803.695	1.24	814.017	-10.322	-1.27	4.80
		AstraZeneca	62,468.072	15:35	1.08	61,797.656	1.08	51,233.989	10,563.667	20.62	12.66
		Deutsche Telekom	127.264	15:35	1.00	126.002	1.00	117.944	8.058	6.83	8.87
	L	Intesa Sanpaolo	17.936	15:37	0.98	17.763	0.98	15.262	2.501	16.39	12.44
		Novartis	616.363	15:30	0.95	610.555	0.95	568.330	42.225	7.43	10.72
		GlaxoSmithKline	15,200.993	15:36	0.94	15,059.562	0.94	13,647.735	1,411.827	10.34	9.18
	S	Rio Tinto	37,065.736	15:37	0.93	36,725.936	0.93	41,139.380	-4,413.444	-10.73	-0.95
	L	Daimler	391.401	15:35	0.90	387.893	0.90	401.376	-13.483	-3.36	1.61
		RELX	16,181.820	15:35	0.86	16,044.064	0.86	15,922.651	121.413	0.76	4.90
		Eni	110.013	15:36	0.84	109.099	0.84	111.231	-2.132	-1.92	-2.83
		HSBC	5,600.269	15:35	0.84	5,553.432	0.84	5,718.959	-165.527	-2.89	-0.95
		Schneider Electric	661.625	15:35	0.77	656.580	0.77	557.235	99.344	17.83	21.46
		BAT	24,502.325	15:35	0.76	24,318.649	0.76	26,144.817	-1,826.168	-6.98	-3.46
	L	Safran	1,096.270	15:37	0.76	1,087.992	0.76	962.932	125.060	12.99	16.57
		Diageo	28,621.250	15:29	0.66	28,432.983	0.66	29,417.318	-984.335	-3.35	5.04
		SAP	942.138	15:35	0.64	936.146	0.64	863.398	72.748	8.43	19.38
		Unilever Plc	42,116.815	15:39	0.61	41,859.669	0.61	42,115.852	-256.183	-0.61	6.25
		Allianz	1,739.210	15:35	0.59	1,728.961	0.59	1,556.277	172.684	11.10	12.95
		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	20/05/19	prc diff	⇓ Δ22	⇓∅-RS
		L´Oreal	1,885.853	15:35	0.59	1,874.815	0.59	1,861.051	13.764	0.74	6.57
		LVMH	2,969.509	15:36	0.55	2,953.346	0.55	2,546.600	406.747	15.97	21.68
		Iberdrola	71.792	15:35	0.51	71.429	0.51	63.069	8.360	13.26	18.27
		Nestlé	735.046	15:30	0.47	731.604	0.47	682.229	49.375	7.24	12.38
		Unilever	423.450	15:39	0.37	421.873	0.37	417.116	4.757	1.14	6.90
		Enel	53.990	15:35	0.29	53.832	0.29	43.903	9.929	22.62	25.21
	L	Vodafone	1,469.588	15:36	0.14	1,467.568	0.14	1,111.946	355.622	31.98	16.44
	L	BNP Paribas	377.013	15:37	0.02	376.934	0.02	344.318	32.616	9.47	12.63
	L	UBS	82.074	15:30		82.074		82.717	-0.643	-0.78	-2.47
		Banco Santander	31.260	15:35	-0.01	31.264	-0.01	31.581	-0.317	-1.00	-0.13
	L	Barclays	1,520.467	15:30	-0.04	1,521.018	-0.04	1,375.506	145.512	10.58	11.17
		Axa	189.926	15:36	-0.08	190.083	-0.08	172.950	17.134	9.91	12.08
		Airbus	960.744	15:36	-0.11	961.848	-0.11	918.797	43.051	4.69	13.19
	L	ING Groep	81.599	15:35	-0.12	81.694	-0.12	76.826	4.868	6.34	3.34
	L	Roche	2,072.114	15:30	-0.17	2,075.699	-0.17	1,822.589	253.110	13.89	13.24
	L	Zurich Insurance	2,801.782	15:30	-0.20	2,807.518	-0.20	2,234.120	573.399	25.67	23.70
		Vinci	763.171	15:35	-0.37	766.009	-0.37	686.089	79.921	11.65	16.41
	L	ABB	138.009	15:30	-0.39	138.547	-0.39	130.621	7.927	6.07	3.96
		Air Liquide	915.332	15:35	-0.39	918.880	-0.39	873.043	45.837	5.25	4.04
	L	ASML	1,827.511	15:35	-0.49	1,836.578	-0.49	1,321.871	514.707	38.94	39.02
	L	BASF	530.120	15:35	-0.55	533.037	-0.55	477.839	55.198	11.55	7.62
	L	Sanofi	647.040	15:38	-0.88	652.795	-0.88	573.593	79.203	13.81	10.07
		AB InBev	653.111	15:35	-1.03	659.891	-1.03	563.022	96.869	17.21	15.77
	L	Bayer	512.460	15:35	-1.11	518.215	-1.11	430.542	87.674	20.36	6.81
	S	Reckitt Benckiser	53,293.475	15:36	-1.18	53,927.156	-1.18	55,139.877	-1,212.721	-2.20	-1.02
		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	20/05/19	prc diff	⇓ Δ22	⇓∅-RS
	L	Lloyds Bank	554.792	15:35	-1.68	564.251	-1.68	523.424	40.827	7.80	13.51
Europe 50 - 50 out of 50 instruments rated - 21/10/19 / 20/05/19 - 35 did rise, Market-Ratio(22) in CNY = 70.00 %

Technical Chart

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

5/01/15	scale up chart	21/10/19

Transactions STOXX Europe 50 in Renminbi yuán * 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
2/01/06		12/06/06	161		- cash -
short	12/06/06	26/06/06	14		Vodafone	100	577	17.323	16.755	17.910	0.587	3	10,339	138
long	26/06/06	21/01/08	574		ABB	100	105	97.651	156.901		59.251	61	16,560	35
short	21/01/08	21/04/08	91		UBS	100	62	265.677	246.849	285.942	20.264	8	17,816	34
long	21/04/08	28/04/08	7		Rio Tinto	100	24	719.932	715.804		-4.127	-1	17,717	-26
short	28/04/08	23/06/08	56		UBS	100	71	246.227	146.556	413.685	167.457	68	29,607	2,842
long	23/06/08	30/06/08	7		Rio Tinto	100	44	670.969	679.605		8.635	1	29,987	95
short	30/06/08	11/08/08	42		UBS	100	207	144.445	146.901	141.988	-2.457	-2	29,478	-14
long	11/08/08	8/09/08	28		AstraZeneca	100	86	340.056	315.425		-24.631	-7	27,360	-62
short	8/09/08	30/03/09	203		UBS	100	184	148.387	60.533	363.744	215.357	145	66,986	401
long	30/03/09	6/04/09	7		AstraZeneca	100	291	229.986	240.903		10.916	5	70,162	1,022
short	6/04/09	13/04/09	7		Lloyds Bank	100	8,678	8.084	8.817	7.351	-0.733	-9	63,802	-99
long	13/04/09	30/08/10	504		Deutsche Bank	100	211	302.322	373.476		71.154	24	78,816	17
short	30/08/10	6/09/10	7		BP	100	1,961	40.177	42.728	37.626	-2.551	-6	73,813	-97
long	6/09/10	8/08/11	336		Novo Nordisk	100	618	119.373	141.035		21.662	18	87,200	20
short	8/08/11	19/12/11	133		Lloyds Bank	100	25,156	3.466	2.325	5.167	1.700	49	129,978	199
long	19/12/11	20/10/14	1036		Roche	100	120	1,078.588	1,744.809		666.221	62	209,924	18
short	20/10/14	10/11/14	21		Deutsche Bank	100	1,109	189.241	183.734	194.912	5.671	3	216,214	67
long	10/11/14	24/08/15	287		Novartis	100	459	470.864	513.667		42.803	9	235,860	12
short	24/08/15	26/10/15	63		Rio Tinto	100	1,083	217.675	242.675	192.676	-25.000	-11	208,786	-51
long	26/10/15	14/12/15	49		SAP	100	423	492.740	492.837		0.097	0	208,827	0
short	14/12/15	28/12/15	14		Rio Tinto	100	1,155	180.738	193.750	167.726	-13.012	-7	193,798	-86
long	28/12/15	4/01/16	7		SAP	100	373	518.654	499.572		-19.082	-4	186,680	-86
short	4/01/16	25/01/16	21		Rio Tinto	100	1,020	182.988	150.840	221.988	39.000	21	226,461	2,773
long	25/01/16	28/03/16	63		SAP	100	436	518.921	514.596		-4.325	-1	224,575	-5
short	28/03/16	18/04/16	21		Credit Suisse	100	2,415	92.960	97.622	88.298	-4.662	-5	213,317	-59
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	18/04/16	25/04/16	7		BAT	100	539	395.754	391.449		-4.305	-1	210,997	-43
short	25/04/16	16/05/16	21		Credit Suisse	100	2,149	98.178	89.239	108.012	9.834	10	232,131	426
long	16/05/16	5/03/18	658		BAT	100	587	395.020	371.148		-23.872	-6	218,118	-3
short	5/03/18	23/04/18	49		Imperial Brands	100	961	226.901	210.755	244.283	17.383	8	234,823	73
long	23/04/18	15/10/18	175		LVMH	100	108	2,167.047	2,087.976		-79.072	-4	226,283	-7
short	15/10/18	12/11/18	28		Intesa Sanpaolo	100	13,826	16.366	15.339	17.462	1.096	7	241,438	133
long	12/11/18	10/12/18	28		AstraZeneca	100	431	559.192	521.351		-37.841	-7	225,128	-60
short	10/12/18	11/02/19	63		Bayer	100	471	477.298	521.091	433.505	-43.793	-9	204,502	-43
long	11/02/19	22/10/19	253		Roche	100	111	1,835.651	2,072.114		236.463	13	230,749	19
accum	12/06/06	22/10/19	4880	days out of 5041 invested (97%)							2,207		230,749	26

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
UBS	short	21/01/08	21/04/08	91	265.68	246.85	285.94	20.26	7.63
	short	28/04/08	23/06/08	56	246.23	146.56	413.68	167.46	68.01
	short	30/06/08	11/08/08	42	144.44	146.90	141.99	-2.46	-1.70
	short	8/09/08	30/03/09	203	148.39	60.53	363.74	215.36	145.13	335.72
Roche	long	19/12/11	20/10/14	1036	1,078.59	1,744.81		666.22	61.77
	long	11/02/19	22/10/19	253	1,835.65	2,072.11		236.46	12.88	82.61
ABB	long	26/06/06	21/01/08	574	97.65	156.90		59.25	60.68	60.68
Lloyds Bank	short	6/04/09	13/04/09	7	8.08	8.82	7.35	-0.73	-9.07
	short	8/08/11	19/12/11	133	3.47	2.33	5.17	1.70	49.06	35.54
Deutsche Bank	long	13/04/09	30/08/10	504	302.32	373.48		71.15	23.54
	short	20/10/14	10/11/14	21	189.24	183.73	194.91	5.67	3.00	27.24
Novo Nordisk	long	6/09/10	8/08/11	336	119.37	141.04		21.66	18.15	18.15
Novartis	long	10/11/14	24/08/15	287	470.86	513.67		42.80	9.09	9.09
Imperial Brands	short	5/03/18	23/04/18	49	226.90	210.76	244.28	17.38	7.66	7.66
Intesa Sanpaolo	short	15/10/18	12/11/18	28	16.37	15.34	17.46	1.10	6.70	6.70
Credit Suisse	short	28/03/16	18/04/16	21	92.96	97.62	88.30	-4.66	-5.01
	short	25/04/16	16/05/16	21	98.18	89.24	108.01	9.83	10.02	4.50
Vodafone	short	12/06/06	26/06/06	14	17.32	16.76	17.91	0.59	3.39	3.39
Rio Tinto	long	21/04/08	28/04/08	7	719.93	715.80		-4.13	-0.57
	long	23/06/08	30/06/08	7	670.97	679.60		8.64	1.29
	short	24/08/15	26/10/15	63	217.68	242.67	192.68	-25.00	-11.48
	short	14/12/15	28/12/15	14	180.74	193.75	167.73	-13.01	-7.20
	short	4/01/16	25/01/16	21	182.99	150.84	221.99	39.00	21.31	0.35
LVMH	long	23/04/18	15/10/18	175	2,167.05	2,087.98		-79.07	-3.65	-3.65
SAP	long	26/10/15	14/12/15	49	492.74	492.84		0.10	0.02
	long	28/12/15	4/01/16	7	518.65	499.57		-19.08	-3.68
	long	25/01/16	28/03/16	63	518.92	514.60		-4.32	-0.83	-4.46
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
BP	short	30/08/10	6/09/10	7	40.18	42.73	37.63	-2.55	-6.35	-6.35
BAT	long	18/04/16	25/04/16	7	395.75	391.45		-4.31	-1.09
	long	16/05/16	5/03/18	658	395.02	371.15		-23.87	-6.04	-7.07
Bayer	short	10/12/18	11/02/19	63	477.30	521.09	433.51	-43.79	-9.18	-9.18
AstraZeneca	long	11/08/08	8/09/08	28	340.06	315.43		-24.63	-7.24
	long	30/03/09	6/04/09	7	229.99	240.90		10.92	4.75
	long	12/11/18	10/12/18	28	559.19	521.35		-37.84	-6.77	-9.42

Annotations

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


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