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

4/01/16	scale up chart	29/06/20

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	1,119	51.061	56.472		5.411	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	56,415	-6
short	8/08/11	19/12/11	133		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		Roche	100	429	158.400	268.600		110.200	70	115,387	20
short	20/10/14	10/11/14	21		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		Novartis	100	1,553	74.460	74.670		0.210	0	116,020	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	84,040	-79
short	4/01/16	25/01/16	21		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		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	94,038	-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	93,760	-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	98,429	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	91,795	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	73,403	-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	98,150	61
long	22/06/20	29/06/20	7		ASML	100	285	344.161	344.477		0.316	0	98,240	5
short	29/06/20	2/07/20	3		Airbus	100	1,450	67.730	71.002	64.459	-3.272	-5	93,497	-100
accum	12/06/06	2/07/20	5134	days out of 5295 invested (97%)							835		93,497	17

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
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	51.06	56.47		5.41	10.60
	short	20/10/14	10/11/14	21	29.13	29.05	29.21	0.08	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
Novartis	long	10/11/14	24/08/15	287	74.46	74.67		0.21	0.28	0.28
ASML	long	22/06/20	29/06/20	7	344.16	344.48		0.32	0.09	0.09
Airbus	short	29/06/20	2/07/20	3	67.73	71.00	64.46	-3.27	-4.83	-4.83
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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