| Thu, Jun 8th, 2023, 15:50UTC |
| |
Assessment - STOXX Europe 50 in Swiss Franc - 6/05/23 - RS = 22
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/05/23 |
⇓ Δwk |
1/02/23 |
prc diff |
⇓ Δ22 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Stoxx 50 |
3,858.427 |
13:05 |
-0.01 |
3,862.889 |
-0.12 |
3,635.535 |
227.354 |
6.25 |
|
5.72 |
| |  |
 |
 |
 |
|
 |
Hermes International |
1,829.808 |
08:19 |
-0.26 |
1,861.236 |
-1.69 |
1,452.967 |
408.269 |
28.10 |
|
30.70 |
| |  |
 |
 |
 |
L |
 |
Siemens |
153.958 |
08:15 |
0.16 |
153.764 |
0.13 |
128.054 |
25.710 |
20.08 |
|
27.19 |
| |  |
 |
 |
 |
L |
 |
ASML |
636.126 |
08:19 |
-1.81 |
654.944 |
-2.87 |
509.870 |
145.074 |
28.45 |
|
24.26 |
| |  |
 |
 |
 |
L |
 |
SAP |
118.592 |
08:15 |
-1.00 |
119.388 |
-0.67 |
96.095 |
23.293 |
24.24 |
|
21.49 |
| |  |
 |
 |
 |
|
 |
Richemont |
143.950 |
08:15 |
0.03 |
144.950 |
-0.69 |
119.900 |
25.050 |
20.89 |
|
21.33 |
| |  |
 |
 |
 |
L |
 |
Schneider Electric |
158.226 |
08:19 |
-0.43 |
159.080 |
-0.54 |
130.935 |
28.145 |
21.50 |
|
19.11 |
| |  |
 |
 |
 |
|
 |
Novo Nordisk |
143.118 |
14:59 |
0.64 |
140.774 |
1.67 |
124.935 |
15.839 |
12.68 |
|
18.72 |
| |  |
 |
 |
 |
|
 |
Safran |
129.999 |
08:19 |
-0.99 |
133.123 |
-2.35 |
116.928 |
16.195 |
13.85 |
|
17.28 |
| |  |
 |
 |
 |
L |
 |
ABB |
34.280 |
08:17 |
0.53 |
33.930 |
1.03 |
28.060 |
5.870 |
20.92 |
|
17.25 |
| |  |
 |
 |
 |
L |
 |
Airbus |
122.123 |
08:18 |
-0.43 |
122.918 |
-0.65 |
112.312 |
10.607 |
9.44 |
|
13.70 |
| |  |
 |
 |
 |
L |
 |
Enel |
5.872 |
08:22 |
0.73 |
5.817 |
0.95 |
5.101 |
0.716 |
14.05 |
|
13.71 |
| |  |
 |
 |
 |
|
 |
LVMH |
791.035 |
08:19 |
0.34 |
789.580 |
0.18 |
684.660 |
104.920 |
15.32 |
|
13.27 |
| |  |
 |
 |
 |
|
 |
Mercedes-Benz |
70.703 |
08:14 |
0.58 |
69.879 |
1.18 |
62.913 |
6.966 |
11.07 |
|
12.99 |
| |  |
 |
 |
 |
L |
 |
Air Liquide |
152.271 |
08:18 |
0.05 |
153.493 |
-0.80 |
133.164 |
20.329 |
15.27 |
|
12.65 |
| |  |
 |
 |
 |
|
 |
HSBC |
691.892 |
08:07 |
-0.28 |
682.545 |
1.37 |
575.053 |
107.492 |
18.69 |
|
12.03 |
| |  |
 |
 |
 |
|
 |
L´Oreal |
386.642 |
08:18 |
-0.46 |
392.899 |
-1.59 |
332.515 |
60.383 |
18.16 |
|
10.77 |
| |  |
 |
 |
 |
L |
 |
Deutsche Post |
41.094 |
08:13 |
0.73 |
41.225 |
-0.32 |
35.515 |
5.710 |
16.08 |
|
10.09 |
| |  |
 |
 |
 |
|
 |
Banco Santander |
3.143 |
08:05 |
0.90 |
3.088 |
1.79 |
2.811 |
0.277 |
9.85 |
|
9.39 |
| |  |
 |
 |
 |
|
 |
Vinci |
104.469 |
08:16 |
0.02 |
103.732 |
0.71 |
93.659 |
10.073 |
10.76 |
|
8.99 |
| |  |
 |
 |
 |
L |
 |
Adyen |
1,502.142 |
08:19 |
-2.91 |
1,532.794 |
-2.00 |
1,288.633 |
244.161 |
18.95 |
|
8.85 |
| |  |
 |
 |
 |
L |
 |
Adidas |
154.327 |
08:12 |
-0.10 |
153.551 |
0.51 |
125.963 |
27.588 |
21.90 |
|
8.76 |
| |  |
 |
 |
 |
L |
 |
Novartis |
89.940 |
08:18 |
0.49 |
90.380 |
-0.49 |
83.590 |
6.790 |
8.12 |
|
9.71 |
| |  |
 |
 |
 |
|
 |
RELX |
2,894.764 |
08:04 |
0.06 |
2,906.532 |
-0.40 |
2,551.332 |
355.199 |
13.92 |
|
8.30 |
| |  |
 |
 |
 |
L |
 |
Iberdrola |
11.233 |
08:05 |
0.43 |
11.223 |
0.09 |
10.860 |
0.363 |
3.34 |
|
6.59 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/05/23 |
⇓ Δwk |
1/02/23 |
prc diff |
⇓ Δ22 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Allianz |
204.234 |
08:12 |
0.81 |
203.652 |
0.29 |
200.289 |
3.363 |
1.68 |
|
6.25 |
| |  |
 |
 |
 |
L |
 |
AstraZeneca |
13,182.433 |
08:05 |
-0.41 |
13,281.532 |
-0.75 |
12,509.111 |
772.420 |
6.17 |
|
7.11 |
| |  |
 |
 |
 |
|
 |
BNP Paribas |
55.639 |
08:18 |
1.06 |
54.242 |
2.58 |
54.183 |
0.059 |
0.11 |
|
5.82 |
| |  |
 |
 |
 |
|
 |
UBS |
18.530 |
08:18 |
1.42 |
18.130 |
2.21 |
17.205 |
0.925 |
5.38 |
|
6.71 |
| |  |
 |
 |
 |
|
 |
Axa |
26.481 |
08:19 |
0.55 |
26.360 |
0.46 |
26.125 |
0.235 |
0.90 |
|
4.49 |
| |  |
 |
 |
 |
|
 |
Prosus |
63.642 |
08:20 |
-0.12 |
63.700 |
-0.09 |
65.260 |
-1.560 |
-2.39 |
|
4.31 |
| |  |
 |
 |
 |
|
 |
Sanofi |
92.140 |
08:18 |
0.04 |
92.470 |
-0.36 |
90.433 |
2.037 |
2.25 |
|
3.65 |
| |  |
 |
 |
 |
L |
 |
Reckitt Benckiser |
6,864.865 |
08:07 |
-2.09 |
7,092.342 |
-3.21 |
6,416.244 |
676.098 |
10.54 |
|
2.66 |
| |  |
 |
 |
 |
|
 |
EssilorLuxottica |
161.738 |
08:17 |
-0.62 |
162.203 |
-0.29 |
168.625 |
-6.422 |
-3.81 |
|
1.39 |
| |  |
 |
 |
 |
|
 |
BP |
538.119 |
08:05 |
0.87 |
532.601 |
1.04 |
529.558 |
3.044 |
0.57 |
|
0.64 |
| |  |
 |
 |
 |
|
 |
National Grid |
1,187.500 |
08:07 |
-0.05 |
1,195.946 |
-0.71 |
1,112.194 |
83.752 |
7.53 |
|
0.28 |
| |  |
 |
 |
 |
|
 |
Zurich Insurance |
432.200 |
08:18 |
0.49 |
431.700 |
0.12 |
442.300 |
-10.600 |
-2.40 |
|
0.64 |
| |  |
 |
 |
 |
|
 |
TotalEnergies |
53.719 |
08:19 |
1.08 |
53.205 |
0.97 |
59.204 |
-5.999 |
-10.13 |
|
-1.09 |
| |  |
 |
 |
 |
|
 |
Unilever Plc |
4,497.478 |
08:08 |
-0.78 |
4,584.460 |
-1.90 |
4,663.318 |
-78.859 |
-1.69 |
|
-0.40 |
| |  |
 |
 |
 |
|
 |
Shell |
26.389 |
08:19 |
0.50 |
26.069 |
1.23 |
26.835 |
-0.766 |
-2.86 |
|
-1.29 |
| |  |
 |
 |
 |
|
 |
BASF |
45.862 |
08:12 |
1.79 |
45.139 |
1.60 |
47.332 |
-2.193 |
-4.63 |
|
-1.33 |
| |  |
 |
 |
 |
S |
 |
Deutsche Telekom |
18.250 |
08:13 |
-0.98 |
18.853 |
-3.20 |
18.676 |
0.176 |
0.94 |
|
-3.04 |
| |  |
 |
 |
 |
|
 |
Nestlé |
107.400 |
08:18 |
-0.39 |
108.780 |
-1.27 |
107.140 |
1.640 |
1.53 |
|
-2.31 |
| |  |
 |
 |
 |
L |
 |
Roche |
286.100 |
08:17 |
-0.61 |
291.450 |
-1.84 |
290.500 |
0.950 |
0.33 |
|
-2.82 |
| |  |
 |
 |
 |
S |
 |
Rio Tinto |
5,815.315 |
08:08 |
1.20 |
5,692.568 |
2.16 |
6,465.308 |
-772.741 |
-11.95 |
|
-4.42 |
| |  |
 |
 |
 |
S |
 |
Kering |
487.328 |
08:19 |
-0.48 |
486.843 |
0.10 |
477.023 |
9.820 |
2.06 |
|
-5.88 |
| |  |
 |
 |
 |
S |
 |
Anheuser-Busch InBev |
49.480 |
08:19 |
-1.26 |
49.383 |
0.20 |
56.126 |
-6.743 |
-12.01 |
|
-6.66 |
| |  |
 |
 |
 |
S |
 |
Bayer |
50.518 |
08:13 |
-0.10 |
50.556 |
-0.08 |
48.822 |
1.735 |
3.55 |
|
-6.64 |
| |  |
 |
 |
 |
|
 |
GSK |
1,545.270 |
08:06 |
-0.29 |
1,556.306 |
-0.71 |
1,603.057 |
-46.751 |
-2.92 |
|
-6.31 |
| |  |
 |
 |
 |
S |
 |
Diageo |
3,732.545 |
08:05 |
-0.57 |
3,752.252 |
-0.53 |
4,070.089 |
-317.837 |
-7.81 |
|
-9.65 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/05/23 |
⇓ Δwk |
1/02/23 |
prc diff |
⇓ Δ22 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
BAT |
2,923.987 |
08:06 |
0.37 |
2,894.707 |
1.01 |
3,659.177 |
-764.470 |
-20.89 |
|
-20.34 |
Europe 50 - 50 out of 50 instruments rated - 6/05/23 / 1/02/23 - 38 did rise, Market-Ratio(22) in CHF = 76.00 % |
Technical Chart
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 |
 |
 |
 |
Anheuser-Busch 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 |
6/08/23 |
213 |
 |
 |
 |
BP |
100 |
19,744 |
|
5.715 |
5.381 |
|
-0.333 |
-6 |
106,248 |
-10 |
|
accum | 6/12/06 |
6/08/23 | 6205 |
days out of 6366 invested (97%) |
962 |
106,248 |
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 |
Anheuser-Busch 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 |
BP | short | 8/30/10 | 9/06/10 | 7 | 6.08 | 6.38 | 5.77 | -0.31 | -5.10 | | | |
| long | 11/07/22 | 6/08/23 | 213 | 5.71 | 5.38 | | -0.33 | -5.83 | | | -10.63 |
LVMH | long | 4/23/18 | 10/15/18 | 175 | 335.62 | 298.00 | | -37.62 | -11.21 | | | -11.21 |
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. |
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