Share-o-matic - Portfolio

Sat, Jul 27th, 2024, 8:16UTC

Assessment - STOXX Europe 50 - 7/01/24 - RS = 22

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/29/24	prc diff	⇓ Δ22	Curr	∅-RS
		Stoxx 50	4,526.910	7/15	-1.11	4,507.920	0.42	4,213.240	294.680	6.99	EUR	8.95
		ASML	989.200	7/15	-1.30	954.300	3.66	804.800	149.500	18.58	EUR	39.28
		Novo Nordisk	973.300	7/15	-0.71	1,004.600	-3.12	745.700	258.900	34.72	DKK	37.87
	L	ABB	51.700	7/15	-0.27	50.380	2.62	36.950	13.430	36.35	CHF	36.38
		Schneider Electric	231.900	7/15	-1.28	225.350	2.91	182.520	42.830	23.47	EUR	25.49
		SAP	187.760	7/15	-0.52	185.680	1.12	162.000	23.680	14.62	EUR	22.16
		Safran	201.200	7/15	-1.76	202.100	-0.45	174.500	27.600	15.82	EUR	19.89
		RELX	3,540.000	7/15	-1.01	3,577.000	-1.03	3,266.000	311.000	9.52	GBP	18.92
	L	Münchener Rück	464.700	7/15	0.06	466.900	-0.47	395.500	71.400	18.05	EUR	18.31
		ING Groep	16.638	7/15	-0.79	16.358	1.71	13.072	3.286	25.14	EUR	17.84
		UBS	27.910	7/15	-0.36	26.980	3.45	25.670	1.310	5.10	CHF	17.63
	L	Prosus	33.640	7/15	-2.12	33.115	1.59	28.035	5.080	18.12	EUR	16.12
	L	AstraZeneca	12,104.000	7/15	-1.27	12,304.000	-1.63	10,568.000	1,736.000	16.43	GBP	15.63
		Banco Santander	4.451	7/15	-1.29	4.448	0.08	3.572	0.876	24.51	EUR	15.44
	L	Richemont	137.050	7/15	-4.16	140.550	-2.49	128.750	11.800	9.17	CHF	12.79
		EssilorLuxottica	199.600	7/15	-1.87	201.800	-1.09	182.200	19.600	10.76	EUR	12.35
	L	Unilever Plc	4,406.000	7/15	-0.63	4,345.000	1.40	3,826.000	519.000	13.57	GBP	11.64
	L	HSBC	663.800	7/15	-1.09	690.900	-3.92	617.000	73.900	11.98	GBP	9.01
	L	Zurich Insurance	480.500	7/15	-0.29	482.800	-0.48	444.000	38.800	8.74	CHF	8.25
		Siemens	180.880	7/15	-1.78	177.120	2.12	167.340	9.780	5.84	EUR	7.94
		Allianz	265.200	7/15	-0.56	262.500	1.03	246.550	15.950	6.47	EUR	7.44
		Shell	33.485	7/15	-0.19	33.880	-1.17	29.105	4.775	16.41	EUR	7.36
	L	Iberdrola	11.830	7/15	-1.83	12.320	-3.98	11.020	1.300	11.80	EUR	6.71
	L	Deutsche Telekom	23.800	7/15	-0.34	23.680	0.51	23.010	0.670	2.91	EUR	6.60
		Hermes International	2,114.000	7/15	-2.58	2,102.000	0.57	1,966.600	135.400	6.88	EUR	6.33
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/29/24	prc diff	⇓ Δ22	Curr	∅-RS
		GSK	1,498.000	7/15	-1.25	1,526.000	-1.83	1,533.600	-7.600	-0.50	GBP	5.65
		L´Oreal	406.300	7/15	-1.53	412.250	-1.44	444.650	-32.400	-7.29	EUR	5.47
	L	Novartis	99.100	7/15	-0.96	96.720	2.46	92.910	3.810	4.10	CHF	5.45
		Airbus	133.000	7/15	-0.27	131.640	1.03	149.080	-17.440	-11.70	EUR	3.35
		TotalEnergies	63.280	7/15	-0.35	63.610	-0.52	60.210	3.400	5.65	EUR	2.12
		Enel	6.791	7/15	-1.44	6.607	2.78	6.223	0.384	6.17	EUR	2.05
		Glencore	471.300	7/15	-1.47	461.700	2.08	424.950	36.750	8.65	GBP	1.18
		Anheuser-Busch InBev	55.340	7/15	-2.16	54.440	1.65	57.440	-3.000	-5.22	EUR	1.03
	L	Roche	258.700	7/15	1.53	250.100	3.44	246.750	3.350	1.36	CHF	0.61
		Axa	32.180	7/15	-0.22	31.260	2.94	31.030	0.230	0.74	EUR	0.60
		Rio Tinto	5,192.000	7/15	-1.29	5,234.000	-0.80	5,578.000	-344.000	-6.17	GBP	-0.91
	L	BAT	2,476.000	7/15	-1.24	2,451.000	1.02	2,355.000	96.000	4.08	GBP	-1.76
		BNP Paribas	62.740	7/15	0.48	61.670	1.74	62.040	-0.370	-0.60	EUR	-1.82
	S	BASF	43.640	7/15	-2.26	44.390	-1.69	45.060	-0.670	-1.49	EUR	-2.61
	L	Nestlé	93.140	7/15	-1.61	91.880	1.37	99.390	-7.510	-7.56	CHF	-4.40
	S	Mercedes-Benz	64.460	7/15	-0.49	64.800	-0.52	61.880	2.920	4.72	EUR	-4.70
		Sanofi	92.430	7/15	-2.09	91.850	0.63	92.670	-0.820	-0.88	EUR	-4.86
		BP	449.400	7/15	-0.90	478.500	-6.08	465.800	12.700	2.73	GBP	-5.19
	S	LVMH	705.600	7/15	-2.65	712.000	-0.90	776.300	-64.300	-8.28	EUR	-6.25
	S	Air Liquide	163.160	7/15	-1.77	162.620	0.33	172.280	-9.660	-5.61	EUR	-6.52
		Deutsche Post	40.870	7/15	0.10	38.520	6.10	44.820	-6.300	-14.06	EUR	-9.28
	S	Vinci	105.400	7/15	-0.33	100.900	4.46	116.900	-16.000	-13.69	EUR	-10.60
	S	Diageo	2,488.000	7/15	-2.03	2,480.000	0.32	2,841.500	-361.500	-12.72	GBP	-13.31
	S	National Grid	929.400	7/15	-2.25	885.400	4.97	1,045.500	-160.100	-15.31	GBP	-13.65
		Reckitt Benckiser	4,279.000	7/15	-1.93	4,289.000	-0.23	5,670.000	-1,381.000	-24.36	GBP	-16.63
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/29/24	prc diff	⇓ Δ22	Curr	∅-RS
	L	Bayer	26.385	7/15	-2.02	26.170	0.82	30.745	-4.575	-14.88	EUR	-25.49
Europe 50 - 50 out of 50 instruments rated - 7/01/24 / 1/29/24 - 33 did rise, Market-Ratio(22) = 66.00 %

Technical Chart

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

1/06/20	scale up chart	7/01/24

Transactions STOXX Europe 50 * A22 - 28/27 (1)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	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	8,510	GBP	1.175	1.153	1.198	0.023	2	10,195	65
long	6/26/06	1/21/08	574		ABB	100	668	CHF	15.250	23.800		8.550	56	15,906	33
short	1/21/08	4/21/08	91		UBS	100	394	CHF	40.300	35.940	45.189	4.889	12	17,833	58
long	4/21/08	4/28/08	7		Rio Tinto	100	346	GBP	51.524	51.433		-0.091	0	17,801	-9
short	4/28/08	6/23/08	56		UBS	100	489	CHF	36.340	22.060	59.864	23.524	65	29,304	2,488
long	6/23/08	6/30/08	7		Rio Tinto	100	593	GBP	49.352	49.641		0.289	1	29,476	36
short	6/30/08	8/11/08	42		UBS	100	1,374	CHF	21.440	23.180	19.700	-1.740	-8	27,085	-52
long	8/11/08	9/08/08	28		AstraZeneca	100	1,049	GBP	25.810	26.090		0.280	1	27,379	15
short	9/08/08	3/30/09	203		UBS	100	1,128	CHF	24.260	10.140	58.042	33.782	139	65,485	380
long	3/30/09	4/06/09	7		AstraZeneca	100	2,784	GBP	23.520	23.750		0.230	1	66,125	66
short	4/06/09	4/13/09	7		Lloyds Bank	100	82,967	GBP	0.797	0.879	0.715	-0.082	-10	59,322	-100
long	4/13/09	8/30/10	504		Deutsche Bank	100	1,973	EUR	30.053	38.566		8.513	28	76,118	20
short	8/30/10	9/06/10	7		BP	100	19,999	GBP	3.806	4.065	3.547	-0.259	-7	70,939	-97
long	9/06/10	8/08/11	336		Novo Nordisk	100	1,400	DKK	50.650	57.050		6.400	13	79,899	14
short	8/08/11	12/19/11	133		Lloyds Bank	100	243,519	GBP	0.328	0.235	0.459	0.131	40	111,727	151
long	12/19/11	10/20/14	1036		Roche	100	705	CHF	158.400	268.600		110.200	70	189,418	20
short	10/20/14	11/10/14	21		Deutsche Bank	100	8,791	EUR	21.545	21.563	21.527	-0.018	0	189,260	-1
long	11/10/14	8/24/15	287		Novartis	100	2,541	CHF	74.460	74.670		0.210	0	189,794	0
short	8/24/15	10/26/15	63		Rio Tinto	100	8,809	GBP	21.545	24.875	18.215	-3.330	-15	160,460	-62
long	10/26/15	12/14/15	49		SAP	100	2,288	EUR	70.130	69.400		-0.730	-1	158,790	-7
short	12/14/15	12/28/15	14		Rio Tinto	100	8,592	GBP	18.480	20.065	16.895	-1.585	-9	145,171	-90
long	12/28/15	1/04/16	7		SAP	100	1,992	EUR	72.860	70.580		-2.280	-3	140,630	-81
short	1/04/16	1/25/16	21		Rio Tinto	100	7,391	GBP	19.025	16.090	22.495	3.470	18	166,279	1,740
long	1/25/16	3/28/16	63		SAP	100	2,287	EUR	72.680	70.840		-1.840	-3	162,071	-14
short	3/28/16	4/18/16	21		Credit Suisse	100	11,618	CHF	13.950	14.540	13.360	-0.590	-4	155,217	-53
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	4/18/16	4/25/16	7		BAT	100	3,626	GBP	42.805	41.625		-1.180	-3	150,938	-77
short	4/25/16	5/16/16	21		Credit Suisse	100	10,240	CHF	14.740	13.390	16.226	1.486	10	166,156	431
long	5/16/16	3/05/18	658		BAT	100	3,946	GBP	42.097	42.210		0.113	0	166,601	0
short	3/05/18	4/23/18	49		Imperial Brands	100	6,456	GBP	25.805	23.955	27.798	1.993	8	179,467	74
long	4/23/18	10/15/18	175		LVMH	100	638	EUR	281.050	260.450		-20.600	-7	166,325	-15
short	10/15/18	11/12/18	28		Intesa Sanpaolo	100	81,471	EUR	2.042	1.960	2.126	0.085	4	173,225	70
long	11/12/18	12/10/18	28		AstraZeneca	100	2,771	GBP	62.510	60.070		-2.440	-4	166,464	-40
short	12/10/18	2/11/19	63		Bayer	100	2,737	EUR	60.800	68.170	53.430	-7.370	-12	146,292	-53
long	2/11/19	3/02/20	385		Roche	100	536	CHF	272.550	314.700		42.150	15	168,885	15
short	3/02/20	6/22/20	112		Anheuser-Busch InBev	100	3,247	EUR	52.000	44.950	60.156	8.156	16	195,366	61
long	6/22/20	6/29/20	7		ASML	100	605	EUR	322.550	322.200		-0.350	0	195,154	-6
short	6/29/20	7/27/20	28		Airbus	100	3,080	EUR	63.350	61.920	64.813	1.463	2	199,660	35
long	7/27/20	6/20/22	693		ASML	100	616	EUR	323.950	457.250		133.300	41	281,773	20
short	6/20/22	6/27/22	7		Adyen	100	227	EUR	1,238.600	1,419.800	1,057.400	-181.200	-15	240,641	-100
long	6/27/22	7/11/22	14		BAT	100	6,737	GBP	35.715	33.890		-1.825	-5	228,346	-75
short	7/11/22	7/25/22	14		Adidas	100	1,400	EUR	163.080	176.020	150.140	-12.940	-8	210,230	-88
long	7/25/22	9/05/22	42		Novo Nordisk	100	502	DKK	418.450	391.400		-27.050	-6	196,651	-44
short	9/05/22	11/07/22	63		Adidas	100	1,354	EUR	145.200	114.960	183.395	38.195	26	248,366	287
long	11/07/22	10/23/23	350		BP	100	49,495	GBP	5.018	5.322		0.304	6	263,413	6
short	10/23/23	10/30/23	7		Adyen	100	386	EUR	682.200	633.000	735.224	53.024	8	283,880	4,855
long	10/30/23	7/15/24	259		Novo Nordisk	100	418	DKK	677.700	973.300		295.600	44	407,441	67
accum	6/12/06	7/15/24	6620	days out of 6781 invested (98%)								3,974		407,441	23

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
Novo Nordisk	long	9/06/10	8/08/11	336	50.65	57.05		6.40	12.64
	long	7/25/22	9/05/22	42	418.45	391.40		-27.05	-6.46
	long	10/30/23	7/15/24	259	677.70	973.30		295.60	43.62	51.31
ASML	long	6/22/20	6/29/20	7	322.55	322.20		-0.35	-0.11
	long	7/27/20	6/20/22	693	323.95	457.25		133.30	41.15	41.00
Deutsche Bank	long	4/13/09	8/30/10	504	30.05	38.57		8.51	28.33
	short	10/20/14	11/10/14	21	21.55	21.56	21.53	-0.02	-0.08	28.22
Lloyds Bank	short	4/06/09	4/13/09	7	0.80	0.88	0.72	-0.08	-10.29
	short	8/08/11	12/19/11	133	0.33	0.23	0.46	0.13	39.84	25.45
Adidas	short	7/11/22	7/25/22	14	163.08	176.02	150.14	-12.94	-7.93
	short	9/05/22	11/07/22	63	145.20	114.96	183.39	38.19	26.30	16.28
Anheuser-Busch InBev	short	3/02/20	6/22/20	112	52.00	44.95	60.16	8.16	15.68	15.68
Imperial Brands	short	3/05/18	4/23/18	49	25.81	23.96	27.80	1.99	7.72	7.72
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	2.04	1.96	2.13	0.08	4.15	4.15
Airbus	short	6/29/20	7/27/20	28	63.35	61.92	64.81	1.46	2.31	2.31
Vodafone	short	6/12/06	6/26/06	14	1.18	1.15	1.20	0.02	1.95	1.95
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Novartis	long	11/10/14	8/24/15	287	74.46	74.67		0.21	0.28	0.28
BP	short	8/30/10	9/06/10	7	3.81	4.07	3.55	-0.26	-6.81
	long	11/07/22	10/23/23	350	5.02	5.32		0.30	6.06	-1.16
AstraZeneca	long	8/11/08	9/08/08	28	25.81	26.09		0.28	1.08
	long	3/30/09	4/06/09	7	23.52	23.75		0.23	0.98
	long	11/12/18	12/10/18	28	62.51	60.07		-2.44	-3.90	-1.91
SAP	long	10/26/15	12/14/15	49	70.13	69.40		-0.73	-1.04
	long	12/28/15	1/04/16	7	72.86	70.58		-2.28	-3.13
	long	1/25/16	3/28/16	63	72.68	70.84		-1.84	-2.53	-6.56
LVMH	long	4/23/18	10/15/18	175	281.05	260.45		-20.60	-7.33	-7.33
BAT	long	4/18/16	4/25/16	7	42.81	41.63		-1.18	-2.76
	long	5/16/16	3/05/18	658	42.10	42.21		0.11	0.27
	long	6/27/22	7/11/22	14	35.72	33.89		-1.83	-5.11	-7.48
Adyen	short	6/20/22	6/27/22	7	1,238.60	1,419.80	1,057.40	-181.20	-14.63
	short	10/23/23	10/30/23	7	682.20	633.00	735.22	53.02	7.77	-7.99
Rio Tinto	long	4/21/08	4/28/08	7	51.52	51.43		-0.09	-0.18
	long	6/23/08	6/30/08	7	49.35	49.64		0.29	0.59
	short	8/24/15	10/26/15	63	21.55	24.88	18.22	-3.33	-15.46
	short	12/14/15	12/28/15	14	18.48	20.07	16.90	-1.59	-8.58
	short	1/04/16	1/25/16	21	19.03	16.09	22.50	3.47	18.24	-8.23
Bayer	short	12/10/18	2/11/19	63	60.80	68.17	53.43	-7.37	-12.12	-12.12

Annotations

2/19/24	Stoxx 50	Component update: Glencore, ING and Munich Re replace Adidas, Adyen and Kering
9/14/23	Prosus	stock split 1:2.1796 (two-point-onesevenninesix for one)
9/13/23	Novo Nordisk	stock split 1:2 (two for one)
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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