Share-o-matic - Portfolio

Sun, 17th Oct 2021, 16:19UTC

Assessment - STOXX Europe 50 in Swiss Franc - 11/10/21 - RS = 22

		instrument	freshest		⇓ Δday	11/10/21	⇓ Δwk	10/05/21	prc diff	⇓ Δ22	⇓∅-RS
		Stoxx 50	3,890.503	Fri	0.68	3,805.542	2.23	3,772.533	33.008	0.87	6.18
		ABB	31.910	Fri	0.73	30.520	4.55	30.380	0.140	0.46	7.39
	S	Air Liquide	153.666	Fri	0.59	148.369	3.57	156.785	-8.416	-5.37	-2.25
		Airbus	123.212	Fri	1.36	122.054	0.95	107.616	14.438	13.42	16.57
	S	Allianz	212.967	Fri	1.12	213.331	-0.17	235.450	-22.119	-9.39	-1.84
	S	AB InBev	51.376	Fri	-1.61	50.770	1.19	67.922	-17.152	-25.25	-14.74
		ASML	725.224	Fri	1.52	675.896	7.30	575.168	100.728	17.51	28.58
	L	AstraZeneca	11,100.920	Fri	-0.22	11,363.454	-2.31	9,822.208	1,541.247	15.69	15.68
	L	Axa	25.656	Fri	0.95	25.977	-1.24	25.214	0.764	3.03	14.80
		Banco Santander	3.588	Fri	1.97	3.591	-0.10	3.617	-0.026	-0.71	19.85
		Barclays	249.685	Fri	1.76	249.509	0.07	236.054	13.455	5.70	26.63
		BASF	69.702	Fri	-0.14	68.834	1.26	77.419	-8.585	-11.09	-2.30
		Bayer	51.349	Fri	0.22	52.132	-1.50	59.486	-7.354	-12.36	-4.01
		BNP Paribas	61.928	Fri	1.98	61.477	0.73	61.073	0.405	0.66	19.18
	L	BP	458.931	Fri	1.65	454.765	0.92	401.823	52.942	13.18	29.34
	S	BAT	3,280.420	Fri	0.23	3,206.582	2.30	3,595.664	-389.082	-10.82	-5.27
		Daimler	89.701	Fri	0.52	89.004	0.78	80.701	8.303	10.29	24.79
		Deutsche Telekom	17.721	Fri	-0.02	17.925	-1.14	18.215	-0.289	-1.59	2.29
		Diageo	4,563.431	Fri	-0.65	4,483.913	1.77	4,155.696	328.217	7.90	14.87
	S	Enel	7.420	Fri	-0.30	7.236	2.53	9.053	-1.816	-20.07	-16.67
	L	Eni	13.091	Fri	1.90	12.875	1.68	11.387	1.487	13.06	27.61
		GlaxoSmithKline	1,766.555	Fri	-0.16	1,757.972	0.49	1,720.573	37.399	2.17	3.11
		HSBC	548.041	Fri	1.92	543.749	0.79	578.361	-34.611	-5.98	9.28
	S	Iberdrola	10.131	Fri	-1.50	9.947	1.85	12.549	-2.602	-20.74	-15.19
		ING Groep	13.902	Fri	1.76	13.696	1.50	12.048	1.648	13.68	35.46
		instrument	freshest		⇓ Δday	11/10/21	⇓ Δwk	10/05/21	prc diff	⇓ Δ22	⇓∅-RS
		Intesa Sanpaolo	2.761	Fri	2.04	2.685	2.86	2.614	0.070	2.69	16.68
		L´Oreal	396.283	Fri	-0.11	381.485	3.88	385.561	-4.076	-1.06	4.50
		Lloyds Bank	61.992	Fri	1.39	60.497	2.47	60.904	-0.407	-0.67	22.07
		LVMH	712.892	Fri	-0.36	677.397	5.24	683.813	-6.415	-0.94	10.74
	S	National Grid	1,132.433	Fri	-0.47	1,119.432	1.16	1,183.705	-64.273	-5.43	-0.42
		Nestlé	114.820	Fri	0.35	112.120	2.41	109.000	3.120	2.86	4.47
	S	Novartis	76.930	Fri	0.61	76.700	0.30	79.440	-2.740	-3.45	-5.33
		Novo Nordisk	94.837	Fri	1.75	91.522	3.62	68.823	22.698	32.98	29.69
		Prudential	1,835.849	Fri	0.21	1,878.132	-2.25	2,018.026	-139.895	-6.93	9.66
		Reckitt Benckiser	6,876.386	Fri	-0.73	6,881.434	-0.07	8,082.288	-1,200.854	-14.86	-12.77
		RELX	2,760.399	Fri	-0.23	2,720.009	1.48	2,383.320	336.689	14.13	16.22
	S	Rio Tinto	6,358.890	Fri	-1.43	6,438.407	-1.24	8,474.311	-2,035.904	-24.02	-6.92
		Roche	360.250	Fri	0.87	362.600	-0.65	301.750	60.850	20.17	12.82
	L	Royal Dutch Shell A	22.600	Fri	2.01	22.042	2.53	18.217	3.825	21.00	28.92
		Safran	124.370	Fri	1.81	124.113	0.21	137.594	-13.481	-9.80	0.64
		Sanofi	89.905	Fri	-0.34	90.827	-1.02	94.497	-3.670	-3.88	-0.22
		SAP	135.415	Fri	1.06	125.614	7.80	126.478	-0.864	-0.68	3.67
		Schneider Electric	154.717	Fri	0.08	148.755	4.01	143.240	5.515	3.85	6.19
		Siemens	151.479	Fri	0.14	146.246	3.58	157.332	-11.086	-7.05	4.10
	L	TotalEnergies	47.671	Fri	1.50	47.419	0.53	43.042	4.377	10.17	19.42
		UBS	15.875	Fri	0.60	15.625	1.60	14.080	1.545	10.97	13.72
	S	Unilever	49.060	Fri	-0.13	48.813	0.51	54.393	-5.580	-10.26	-7.17
	S	Unilever Plc	4,863.831	Fri	-0.68	4,878.346	-0.30	5,445.680	-567.334	-10.42	-7.38
		Vinci	97.143	Fri	1.26	97.293	-0.15	103.721	-6.427	-6.20	2.96
	S	Vodafone	139.396	Fri	-0.61	141.062	-1.18	181.272	-40.211	-22.18	-8.84
		instrument	freshest		⇓ Δday	11/10/21	⇓ Δwk	10/05/21	prc diff	⇓ Δ22	⇓∅-RS
		Zurich Insurance	392.100	Fri	0.44	386.900	1.34	387.000	-0.100	-0.03	3.90
Europe 50 - 50 out of 50 instruments rated - 11/10/21 / 10/05/21 - 22 did rise, Market-Ratio(22) in CHF = 44.00 %

Technical Chart

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

2/01/17	scale up chart	11/10/21

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
2/01/06		12/06/06	161		- cash -
short	12/06/06	26/06/06	14		Vodafone	100	3,756	2.662	2.617	2.709	0.046	2	10,174	57
long	26/06/06	21/01/08	574		ABB	100	667	15.250	23.800		8.550	56	15,877	33
short	21/01/08	21/04/08	91		UBS	100	393	40.300	35.940	45.189	4.889	12	17,798	58
long	21/04/08	28/04/08	7		Rio Tinto	100	169	104.818	105.644		0.825	1	17,938	51
short	28/04/08	23/06/08	56		UBS	100	493	36.340	22.060	59.864	23.524	65	29,535	2,488
long	23/06/08	30/06/08	7		Rio Tinto	100	292	100.996	100.874		-0.122	0	29,499	-6
short	30/06/08	11/08/08	42		UBS	100	1,375	21.440	23.180	19.700	-1.740	-8	27,107	-52
long	11/08/08	8/09/08	28		AstraZeneca	100	505	53.659	51.569		-2.089	-4	26,052	-40
short	8/09/08	30/03/09	203		UBS	100	1,073	24.260	10.140	58.042	33.782	139	62,300	380
long	30/03/09	6/04/09	7		AstraZeneca	100	1,617	38.525	39.859		1.333	3	64,456	489
short	6/04/09	13/04/09	7		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		Deutsche Bank	100	1,249	45.746	50.594		4.848	11	63,208	8
short	30/08/10	6/09/10	7		BP	100	10,404	6.075	6.385	5.765	-0.310	-5	59,985	-93
long	6/09/10	8/08/11	336		Novo Nordisk	100	3,362	17.838	16.776		-1.062	-6	56,416	-6
short	8/08/11	19/12/11	133		Lloyds Bank	100	136,825	0.412	0.342	0.498	0.085	21	68,112	68
long	19/12/11	20/10/14	1036		Roche	100	429	158.400	268.600		110.200	70	115,388	20
short	20/10/14	10/11/14	21		Deutsche Bank	100	4,437	26.001	25.932	26.070	0.069	0	115,695	5
long	10/11/14	24/08/15	287		Novartis	100	1,553	74.460	74.670		0.210	0	116,021	0
short	24/08/15	26/10/15	63		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		SAP	100	1,239	76.196	75.160		-1.036	-1	93,166	-10
short	14/12/15	28/12/15	14		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		SAP	100	1,096	78.966	76.608		-2.358	-3	84,041	-79
short	4/01/16	25/01/16	21		Rio Tinto	100	2,994	28.061	23.218	33.913	5.852	21	101,563	2,591
long	25/01/16	28/03/16	63		SAP	100	1,271	79.875	77.223		-2.653	-3	98,191	-18
short	28/03/16	18/04/16	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	18/04/16	25/04/16	7		BAT	100	1,595	58.945	58.770		-0.174	0	93,761	-14
short	25/04/16	16/05/16	21		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		BAT	100	1,741	59.271	54.935		-4.336	-7	95,663	-4
short	5/03/18	23/04/18	49		Imperial Brands	100	2,848	33.584	32.640	34.556	0.971	3	98,430	24
long	23/04/18	15/10/18	175		LVMH	100	293	335.619	297.996		-37.622	-11	87,406	-22
short	15/10/18	12/11/18	28		Intesa Sanpaolo	100	37,420	2.336	2.224	2.453	0.117	5	91,796	89
long	12/11/18	10/12/18	28		AstraZeneca	100	1,132	81.080	74.670		-6.410	-8	84,539	-66
short	10/12/18	11/02/19	63		Bayer	100	1,236	68.360	77.370	59.351	-9.009	-13	73,404	-56
long	11/02/19	2/03/20	385		Roche	100	269	272.550	314.700		42.150	15	84,742	15
short	2/03/20	22/06/20	112		AB InBev	100	1,525	55.553	47.962	64.345	8.792	16	98,151	61
long	22/06/20	29/06/20	7		ASML	100	285	344.161	344.477		0.316	0	98,241	5
short	29/06/20	27/07/20	28		Airbus	100	1,450	67.730	66.973	68.496	0.766	1	99,351	16
long	27/07/20	15/10/21	445		ASML	100	283	350.384	725.224		374.839	107	205,431	82
accum	12/06/06	15/10/21	5606	days out of 5767 invested (97%)							1,954		205,431	22

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	40.30	35.94	45.19	4.89	12.13
	short	28/04/08	23/06/08	56	36.34	22.06	59.86	23.52	64.73
	short	30/06/08	11/08/08	42	21.44	23.18	19.70	-1.74	-8.12
	short	8/09/08	30/03/09	203	24.26	10.14	58.04	33.78	139.25	306.07
ASML	long	22/06/20	29/06/20	7	344.16	344.48		0.32	0.09
	long	27/07/20	15/10/21	445	350.38	725.22		374.84	106.98	107.17
Roche	long	19/12/11	20/10/14	1036	158.40	268.60		110.20	69.57
	long	11/02/19	2/03/20	385	272.55	314.70		42.15	15.47	95.79
ABB	long	26/06/06	21/01/08	574	15.25	23.80		8.55	56.07	56.07
AB InBev	short	2/03/20	22/06/20	112	55.55	47.96	64.35	8.79	15.83	15.83
Deutsche Bank	long	13/04/09	30/08/10	504	45.75	50.59		4.85	10.60
	short	20/10/14	10/11/14	21	26.00	25.93	26.07	0.07	0.27	10.89
Lloyds Bank	short	6/04/09	13/04/09	7	1.34	1.49	1.19	-0.15	-11.33
	short	8/08/11	19/12/11	133	0.41	0.34	0.50	0.09	20.73	7.05
Credit Suisse	short	28/03/16	18/04/16	21	13.95	14.54	13.36	-0.59	-4.23
	short	25/04/16	16/05/16	21	14.74	13.39	16.23	1.49	10.08	5.43
Intesa Sanpaolo	short	15/10/18	12/11/18	28	2.34	2.22	2.45	0.12	5.02	5.02
Imperial Brands	short	5/03/18	23/04/18	49	33.58	32.64	34.56	0.97	2.89	2.89
Vodafone	short	12/06/06	26/06/06	14	2.66	2.62	2.71	0.05	1.74	1.74
Airbus	short	29/06/20	27/07/20	28	67.73	66.97	68.50	0.77	1.13	1.13
Novartis	long	10/11/14	24/08/15	287	74.46	74.67		0.21	0.28	0.28
BP	short	30/08/10	6/09/10	7	6.08	6.38	5.77	-0.31	-5.10	-5.10
Novo Nordisk	long	6/09/10	8/08/11	336	17.84	16.78		-1.06	-5.95	-5.95
SAP	long	26/10/15	14/12/15	49	76.20	75.16		-1.04	-1.36
	long	28/12/15	4/01/16	7	78.97	76.61		-2.36	-2.99
	long	25/01/16	28/03/16	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
BAT	long	18/04/16	25/04/16	7	58.94	58.77		-0.17	-0.30
	long	16/05/16	5/03/18	658	59.27	54.94		-4.34	-7.32	-7.59
Rio Tinto	long	21/04/08	28/04/08	7	104.82	105.64		0.83	0.79
	long	23/06/08	30/06/08	7	101.00	100.87		-0.12	-0.12
	short	24/08/15	26/10/15	63	31.64	37.53	25.76	-5.88	-18.60
	short	14/12/15	28/12/15	14	27.56	29.50	25.63	-1.94	-7.02
	short	4/01/16	25/01/16	21	28.06	23.22	33.91	5.85	20.86	-7.92
AstraZeneca	long	11/08/08	8/09/08	28	53.66	51.57		-2.09	-3.89
	long	30/03/09	6/04/09	7	38.53	39.86		1.33	3.46
	long	12/11/18	10/12/18	28	81.08	74.67		-6.41	-7.91	-8.43
LVMH	long	23/04/18	15/10/18	175	335.62	298.00		-37.62	-11.21	-11.21
Bayer	short	10/12/18	11/02/19	63	68.36	77.37	59.35	-9.01	-13.18	-13.18

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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