Fri, Dec 9th, 2022, 6:27UTC
 
RS Chart
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
real-time RS chart chart L add note Stoxx 50 3,716.357  Thu 0.01 3,752.463 -0.96 3,477.596 274.867 7.90   3.20 
real-time RS chart chart L add note BP 532.722  Thu -0.01 555.170 -4.04 467.203 87.967 18.83   15.94 
real-time RS chart chart L add note Novo Nordisk 119.345  Thu 0.94 119.784 -0.37 107.179 12.605 11.76   17.11 
real-time RS chart chart L add note TotalEnergies 56.196  Thu 0.48 58.125 -3.32 52.535 5.589 10.64   16.21 
real-time RS chart chart L add note Siemens 130.573  Thu -0.68 133.976 -2.54 97.516 36.460 37.39   13.06 
real-time RS chart chart add note AstraZeneca 12,993.388  Thu 0.52 12,929.087 0.50 12,578.223 350.864 2.79   10.50 
real-time RS chart chart add note Prosus 63.704  Thu 3.01 62.992 1.13 64.710 -1.718 -2.66   11.65 
real-time RS chart chart add note Shell 26.540  Thu -0.30 27.262 -2.65 25.692 1.571 6.11   9.94 
real-time RS chart chart L add note LVMH 711.228  Thu 0.87 706.776 0.63 586.476 120.300 20.51   9.46 
real-time RS chart chart L add note Axa 26.728  Thu -0.90 27.015 -1.06 21.829 5.186 23.76   9.10 
real-time RS chart chart L add note Linde 312.584  Thu 0.06 314.612 -0.64 271.745 42.867 15.77   8.59 
real-time RS chart chart L add note Deutsche Telekom 19.091  Thu -0.35 19.311 -1.14 19.305 0.006 0.03   8.17 
real-time RS chart chart L add note Unilever Plc 4,777.791  Thu 4,798.460 -0.43 4,425.305 373.155 8.43   6.59 
real-time RS chart chart L add note Eni 13.378  Thu 0.65 13.684 -2.24 11.521 2.163 18.78   7.81 
real-time RS chart chart L add note Rio Tinto 6,636.778  Thu 2.92 6,511.621 1.92 5,626.916 884.705 15.72   6.16 
real-time RS chart chart L add note SAP 101.273  Thu -0.06 104.102 -2.72 85.612 18.491 21.60   6.28 
real-time RS chart chart L add note AB InBev 55.929  Thu 0.32 55.810 0.21 51.644 4.167 8.07   5.81 
real-time RS chart chart L add note ASML 564.630  Thu 0.99 566.212 -0.28 429.361 136.851 31.87   5.66 
real-time RS chart chart L add note Vinci 96.881  Thu 0.09 96.654 0.24 86.574 10.080 11.64   5.37 
real-time RS chart chart L add note UBS 17.005  Thu -0.50 17.590 -3.33 15.670 1.920 12.25   7.31 
real-time RS chart chart add note Iberdrola 10.792  Thu -0.09 10.777 0.14 10.291 0.487 4.73   4.99 
real-time RS chart chart L add note Zurich Insurance 450.900  Thu 0.18 451.900 -0.22 422.200 29.700 7.03   6.37 
real-time RS chart chart add note Novartis 85.300  Thu -0.56 85.800 -0.58 81.650 4.150 5.08   6.11 
real-time RS chart chart L add note Prudential 1,215.403  Thu 0.33 1,246.405 -2.49 1,185.318 61.087 5.15   2.78 
real-time RS chart chart L add note 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
real-time RS chart chart add note BAT 3,794.905  Thu -3.09 3,939.008 -3.66 4,143.668 -204.660 -4.94   1.90 
real-time RS chart chart L add note Allianz 201.449  Thu 200.806 0.32 183.388 17.418 9.50   3.30 
real-time RS chart chart L add note Intesa Sanpaolo 2.035  Thu -0.19 2.056 -1.01 1.729 0.327 18.94   2.61 
real-time RS chart chart L add note Schneider Electric 134.609  Thu -1.06 137.992 -2.45 112.225 25.767 22.96   1.93 
real-time RS chart chart L add note Mercedes-Benz 62.438  Thu 63.565 -1.77 53.557 10.008 18.69   1.80 
real-time RS chart chart L add note BNP Paribas 51.438  Thu 51.754 -0.61 45.371 6.383 14.07   1.06 
real-time RS chart chart add note L´Oreal 351.162  Thu -0.41 352.943 -0.50 332.367 20.576 6.19   0.32 
real-time RS chart chart add note Diageo 4,335.722  Thu -1.13 4,387.967 -1.19 4,067.440 320.527 7.88   -1.11 
real-time RS chart chart add note RELX 2,658.156  Thu -0.86 2,675.379 -0.64 2,602.230 73.149 2.81   -1.44 
real-time RS chart chart L add note Banco Santander 2.743  Thu -0.88 2.779 -1.32 2.688 0.091 3.38   -0.25 
real-time RS chart chart L add note ABB 28.770  Thu -0.76 29.500 -2.47 25.570 3.930 15.37   1.43 
real-time RS chart chart L add note Kering 516.951  Thu 540.296 -4.32 491.386 48.910 9.95   -0.89 
real-time RS chart chart L add note Air Liquide 136.508  Thu -0.09 138.724 -1.60 128.257 10.467 8.16   -1.84 
real-time RS chart chart S add note HSBC 568.719  Thu 0.29 574.116 -0.94 628.096 -53.981 -8.59   -3.61 
real-time RS chart chart S add note Reckitt Benckiser 6,751.601  Thu -0.54 6,875.610 -1.80 7,252.728 -377.118 -5.20   -5.54 
real-time RS chart chart add note Bayer 52.160  Thu -0.13 52.516 -0.68 57.355 -4.839 -8.44   -4.54 
real-time RS chart chart L add note BASF 46.591  Thu -0.69 47.451 -1.81 41.969 5.482 13.06   -4.96 
real-time RS chart chart add note Nestlé 109.420  Thu 0.15 111.300 -1.69 113.520 -2.220 -1.96   -4.14 
real-time RS chart chart L add note Enel 5.118  Thu -0.96 5.221 -1.97 5.292 -0.071 -1.34   -5.74 
real-time RS chart chart L add note Deutsche Post 37.446  Thu -0.90 38.084 -1.68 35.722 2.362 6.61   -5.91 
real-time RS chart chart add note Sanofi 88.038  Thu -1.77 85.011 3.56 98.538 -13.527 -13.73   -7.05 
real-time RS chart chart add note Roche 302.950  Thu 0.58 309.550 -2.13 322.600 -13.050 -4.05   -8.38 
real-time RS chart chart add note Adyen 1,389.021  Thu 0.50 1,435.513 -3.24 1,378.365 57.148 4.15   -10.44 
real-time RS chart chart add note GlaxoSmithKline 1,703.516  Thu -0.59 1,633.015 4.32 2,113.276 -480.262 -22.73   -11.98 
real-time RS chart chart S add note 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
real-time RS chart chart add note 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
Market Chart
1/01/18 scale up chart 12/05/22
 


Transactions STOXX Europe 50 in Swiss Franc * A22 - 28/27 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 6/12/06 161    - cash -
short 6/12/06   6/26/06 14  RT RS QC  Vodafone 100  3,756   2.662  2.617 2.709  0.046 2  10,174 57  
long 6/26/06   1/21/08 574  RT RS QC  ABB 100  667   15.250  23.800    8.550 56  15,877 33  
short 1/21/08   4/21/08 91  RT RS QC  UBS 100  393   40.300  35.940 45.189  4.889 12  17,798 58  
long 4/21/08   4/28/08 7  RT RS QC  Rio Tinto 100  169   104.818  105.644    0.825 1  17,938 51  
short 4/28/08   6/23/08 56  RT RS QC  UBS 100  493   36.340  22.060 59.864  23.524 65  29,535 2,488  
long 6/23/08   6/30/08 7  RT RS QC  Rio Tinto 100  292   100.996  100.874    -0.122 0  29,499 -6  
short 6/30/08   8/11/08 42  RT RS QC  UBS 100  1,375   21.440  23.180 19.700  -1.740 -8  27,107 -52  
long 8/11/08   9/08/08 28  RT RS QC  AstraZeneca 100  505   53.659  51.569    -2.089 -4  26,052 -40  
short 9/08/08   3/30/09 203  RT RS QC  UBS 100  1,073   24.260  10.140 58.042  33.782 139  62,300 380  
long 3/30/09   4/06/09 7  RT RS QC  AstraZeneca 100  1,617   38.525  39.859    1.333 3  64,456 489  
short 4/06/09   4/13/09 7  RT RS QC  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  RT RS QC  Deutsche Bank 100  1,249   45.746  50.594    4.848 11  63,208 8  
short 8/30/10   9/06/10 7  RT RS QC  BP 100  10,404   6.075  6.385 5.765  -0.310 -5  59,985 -93  
long 9/06/10   8/08/11 336  RT RS QC  Novo Nordisk 100  3,362   17.838  16.776    -1.062 -6  56,416 -6  
short 8/08/11  12/19/11 133  RT RS QC  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  RT RS QC  Roche 100  429   158.400  268.600    110.200 70  115,388 20  
short 10/20/14  11/10/14 21  RT RS QC  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  RT RS QC  Novartis 100  1,553   74.460  74.670    0.210 0  116,021 0  
short 8/24/15  10/26/15 63  RT RS QC  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  RT RS QC  SAP 100  1,239   76.196  75.160    -1.036 -1  93,166 -10  
short 12/14/15  12/28/15 14  RT RS QC  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  RT RS QC  SAP 100  1,096   78.966  76.608    -2.358 -3  84,041 -79  
short 1/04/16   1/25/16 21  RT RS QC  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  RT RS QC  SAP 100  1,271   79.875  77.223    -2.653 -3  98,191 -18  
short 3/28/16   4/18/16 21  RT RS QC  Credit Suisse 100  7,038   13.950  14.540 13.360  -0.590 -4  94,039 -53  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
long 4/18/16   4/25/16 7  RT RS QC  BAT 100  1,595   58.945  58.770    -0.174 0  93,761 -14  
short 4/25/16   5/16/16 21  RT RS QC  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  RT RS QC  BAT 100  1,741   59.271  54.935    -4.336 -7  95,663 -4  
short 3/05/18   4/23/18 49  RT RS QC  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  RT RS QC  LVMH 100  293   335.619  297.996    -37.622 -11  87,406 -22  
short 10/15/18  11/12/18 28  RT RS QC  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  RT RS QC  AstraZeneca 100  1,132   81.080  74.670    -6.410 -8  84,539 -66  
short 12/10/18   2/11/19 63  RT RS QC  Bayer 100  1,236   68.360  77.370 59.351  -9.009 -13  73,404 -56  
long 2/11/19   3/02/20 385  RT RS QC  Roche 100  269   272.550  314.700    42.150 15  84,742 15  
short 3/02/20   6/22/20 112  RT RS QC  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  RT RS QC  ASML 100  285   344.161  344.477    0.316 0  98,241 5  
short 6/29/20   7/27/20 28  RT RS QC  Airbus 100  1,450   67.730  66.973 68.496  0.766 1  99,351 16  
long 7/27/20   6/20/22 693  RT RS QC  ASML 100  283   350.384  465.343    114.959 33  131,885 16  
short 6/20/22   6/27/22 7  RT RS QC  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  RT RS QC  BAT 100  2,709   41.915  39.467    -2.447 -6  106,931 -79  
short 7/11/22   7/25/22 14  RT RS QC  Adidas 100  664   160.826  173.663 147.989  -12.837 -8  98,408 -89  
long 7/25/22   9/05/22 42  RT RS QC  Novo Nordisk 100  887   110.917  102.488    -8.429 -8  90,931 -50  
short 9/05/22  11/07/22 63  RT RS QC  Adidas 100  643   141.367  113.922 175.423  34.056 24  112,829 249  
long 11/07/22  12/08/22 31  RT RS QC  BP 100  19,744   5.715  5.327    -0.387 -7  105,182 -56  
accum 6/12/06 12/08/226024 days out of 6185 invested (97%) 952 105,182 15  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 UBSshort  1/21/08  4/21/089140.3035.9445.194.89 12.13 
 short  4/28/08  6/23/085636.3422.0659.8623.52 64.73 
 short  6/30/08  8/11/084221.4423.1819.70-1.74 -8.12 
 short  9/08/08  3/30/0920324.2610.1458.0433.78 139.25306.07 
 Rochelong 12/19/11 10/20/141036158.40268.60110.20 69.57 
 long  2/11/19  3/02/20385272.55314.7042.15 15.4795.79 
 ABBlong  6/26/06  1/21/0857415.2523.808.55 56.0756.07 
 ASMLlong  6/22/20  6/29/207344.16344.480.32 0.09 
 long  7/27/20  6/20/22693350.38465.34114.96 32.8132.93 
 AB InBevshort  3/02/20  6/22/2011255.5547.9664.358.79 15.8315.83 
 Adidasshort  7/11/22  7/25/2214160.83173.66147.99-12.84 -7.98 
 short  9/05/22 11/07/2263141.37113.92175.4234.06 24.0914.19 
 Deutsche Banklong  4/13/09  8/30/1050445.7550.594.85 10.60 
 short 10/20/14 11/10/142126.0025.9326.070.07 0.2710.89 
 Lloyds Bankshort  4/06/09  4/13/0971.341.491.19-0.15 -11.33 
 short  8/08/11 12/19/111330.410.340.500.09 20.737.05 
 Credit Suisseshort  3/28/16  4/18/162113.9514.5413.36-0.59 -4.23 
 short  4/25/16  5/16/162114.7413.3916.231.49 10.085.43 
 Intesa Sanpaoloshort 10/15/18 11/12/18282.342.222.450.12 5.025.02 
 Imperial Brandsshort  3/05/18  4/23/184933.5832.6434.560.97 2.892.89 
 Vodafoneshort  6/12/06  6/26/06142.662.622.710.05 1.741.74 
 Airbusshort  6/29/20  7/27/202867.7366.9768.500.77 1.131.13 
 Novartislong 11/10/14  8/24/1528774.4674.670.21 0.280.28 
 SAPlong 10/26/15 12/14/154976.2075.16-1.04 -1.36 
 long 12/28/15  1/04/16778.9776.61-2.36 -2.99 
 long  1/25/16  3/28/166379.8877.22-2.65 -3.32-7.48 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Rio Tintolong  4/21/08  4/28/087104.82105.640.83 0.79 
 long  6/23/08  6/30/087101.00100.87-0.12 -0.12 
 short  8/24/15 10/26/156331.6437.5325.76-5.88 -18.60 
 short 12/14/15 12/28/151427.5629.5025.63-1.94 -7.02 
 short  1/04/16  1/25/162128.0623.2233.915.85 20.86-7.92 
 AstraZenecalong  8/11/08  9/08/082853.6651.57-2.09 -3.89 
 long  3/30/09  4/06/09738.5339.861.33 3.46 
 long 11/12/18 12/10/182881.0874.67-6.41 -7.91-8.43 
 LVMHlong  4/23/18 10/15/18175335.62298.00-37.62 -11.21-11.21 
 BPshort  8/30/10  9/06/1076.086.385.77-0.31 -5.10 
 long 11/07/22 12/08/22315.715.33-0.39 -6.78-11.53 
 BATlong  4/18/16  4/25/16758.9458.77-0.17 -0.30 
 long  5/16/16  3/05/1865859.2754.94-4.34 -7.32 
 long  6/27/22  7/11/221441.9139.47-2.45 -5.84-12.99 
 Novo Nordisklong  9/06/10  8/08/1133617.8416.78-1.06 -5.95 
 long  7/25/22  9/05/2242110.92102.49-8.43 -7.60-13.10 
 Bayershort 12/10/18  2/11/196368.3677.3759.35-9.01 -13.18-13.18 
 Adyenshort  6/20/22  6/27/2271,260.521,436.711,084.34-176.19 -13.98-13.98 


Annotations
7/18/22GlaxoSmithKlinedemergers OTC business -> Haleon
9/24/18Europe 50Safran replaces Imperial Brands
5/31/17Europe 50Glencore replaces Syngenta (acquired by ChemChina)
10/04/16AB InBevacquisition of SAB Miller completed
9/19/16Europe 50Syngenta replaces Richemont
8/08/16Europe 50ASML and Vinci replace Credit Suisse and Deutsche Bank
9/21/15Europe 50Imperial Tobacco and Intesa Sanpaolo replace BHP Biliton and Glencore
9/14/15Europe 50complete analysis
ex BHP Biliton, Glencore - in Imperial Tobacco, Intesa Sanpaolo
9/05/15Europe 50complete analysis
7/09/15Europe 50market adjustment to index: Novo Nordisk replaces Standard Chartered
9/22/14Europe 50BT Group and Prudential replace Ericsson and Tesco.