Share-o-matic - Performance

Assessment - STOXX Europe 50 - 6/04/20 - RS = 22

		⇓instrument	freshest		⇓ Δday	6/04/20	⇓ Δwk	4/11/19	prc diff	⇓ Δ22	Curr	∅-RS
	S	Stoxx 50	2,775.050	15:50	0.80	2,753.120	0.80	3,315.360	-562.240	-16.96	EUR	-13.14
		Novo Nordisk	409.000	14:59	-2.09	417.750	-2.09	380.500	37.250	9.79	DKK	16.96
		ASML	252.050	15:35	2.71	245.400	2.71	244.850	0.550	0.22	EUR	14.24
		Roche	316.100	15:31	-3.13	326.300	-3.13	298.400	27.900	9.35	CHF	13.42
		Sanofi	84.000	15:37	-0.98	84.830	-0.98	82.700	2.130	2.58	EUR	5.25
		AstraZeneca	7,000.000	15:35	-2.56	7,184.000	-2.56	7,482.000	-298.000	-3.98	GBP	4.93
		Iberdrola	9.046	15:35	-0.44	9.086	-0.44	9.136	-0.050	-0.55	EUR	1.62
		Nestlé	103.900	15:31	-0.06	103.960	-0.06	104.680	-0.720	-0.69	CHF	1.06
		Schneider Electric	81.980	15:35	0.89	81.260	0.89	85.640	-4.380	-5.11	EUR	0.67
		Reckitt Benckiser	6,150.000	15:35	-0.16	6,160.000	-0.16	5,894.000	266.000	4.51	GBP	0.32
	S	BAT	2,941.500	15:35	-0.69	2,962.000	-0.69	2,787.000	175.000	6.28	GBP	-0.51
		National Grid	856.600	15:35	-1.09	866.000	-1.09	897.000	-31.000	-3.46	GBP	-1.85
	S	Air Liquide	120.050	15:35	3.05	116.500	3.05	119.100	-2.600	-2.18	EUR	-3.66
	S	Novartis	82.800	15:31	-0.60	83.300	-0.60	87.360	-4.060	-4.65	CHF	-3.80
	S	L´Oreal	240.000	15:36	1.95	235.400	1.95	260.500	-25.100	-9.64	EUR	-5.03
	S	Enel	6.375	15:40	3.83	6.140	3.83	6.968	-0.828	-11.88	EUR	-5.61
	S	RELX	1,718.000	15:35	-1.38	1,742.000	-1.38	1,842.500	-100.500	-5.45	GBP	-5.98
	S	LVMH	344.500	15:37	1.40	339.750	1.40	397.500	-57.750	-14.53	EUR	-8.03
	S	GlaxoSmithKline	1,514.800	15:35	0.36	1,509.400	0.36	1,754.000	-244.600	-13.95	GBP	-8.39
	S	SAP	103.680	15:35	2.25	101.400	2.25	120.820	-19.420	-16.07	EUR	-10.15
	S	Unilever Plc	4,163.000	15:35	0.65	4,136.000	0.65	4,595.000	-459.000	-9.99	GBP	-10.57
	S	Rio Tinto	3,776.500	15:35		3,776.500		4,294.000	-517.500	-12.05	GBP	-11.22
	S	Bayer	57.290	15:35	2.69	55.790	2.69	71.280	-15.490	-21.73	EUR	-11.29
	S	Unilever	46.010	15:38	0.66	45.710	0.66	52.500	-6.790	-12.93	EUR	-12.51
	S	ABB	17.605	15:31	3.07	17.080	3.07	21.240	-4.160	-19.59	CHF	-14.23
		⇓instrument	freshest		⇓ Δday	6/04/20	⇓ Δwk	4/11/19	prc diff	⇓ Δ22	Curr	∅-RS
	S	Zurich Insurance	315.700	15:31	2.67	307.500	2.67	388.400	-80.900	-20.83	CHF	-14.24
	S	Deutsche Telekom	12.385	15:35	1.64	12.185	1.64	15.666	-3.481	-22.22	EUR	-17.57
	S	Vodafone	115.680	15:35	-0.75	116.560	-0.75	160.280	-43.720	-27.28	GBP	-17.81
	S	Siemens	84.480	15:35	3.02	82.000	3.02	107.460	-25.460	-23.69	EUR	-18.30
	S	UBS	9.494	15:31	2.82	9.234	2.82	12.115	-2.881	-23.78	CHF	-18.96
	S	Diageo	2,569.000	15:35	0.61	2,553.500	0.61	3,130.500	-577.000	-18.43	GBP	-19.08
	S	Allianz	162.640	15:35	2.70	158.360	2.70	222.050	-63.690	-28.68	EUR	-22.71
	S	Vinci	71.920	15:38	2.25	70.340	2.25	102.400	-32.060	-31.31	EUR	-23.87
	S	Total	34.265	15:37	1.33	33.815	1.33	48.515	-14.700	-30.30	EUR	-24.80
	S	Prudential	1,082.500	15:39	6.02	1,021.000	6.02	1,383.000	-362.000	-26.17	GBP	-27.97
	S	BASF	46.065	15:35	4.16	44.225	4.16	70.290	-26.065	-37.08	EUR	-27.98
	S	Eni	9.428	15:39	1.21	9.315	1.21	13.974	-4.659	-33.34	EUR	-28.67
	S	Intesa Sanpaolo	1.469	15:41	0.74	1.458	0.74	2.306	-0.848	-36.76	EUR	-29.98
	S	BP	341.000	15:35	1.53	335.850	1.53	511.100	-175.250	-34.29	GBP	-30.02
	S	HSBC	419.600	15:44	1.18	414.700	1.18	596.000	-181.300	-30.42	GBP	-30.67
	S	Royal Dutch Shell A	17.570	15:38	3.22	17.022	3.22	26.760	-9.738	-36.39	EUR	-30.94
	S	Axa	15.372	15:38	4.10	14.766	4.10	24.080	-9.314	-38.68	EUR	-34.14
	S	Banco Santander	2.248	15:35	0.63	2.234	0.63	3.728	-1.494	-40.08	EUR	-38.45
	S	Daimler	28.140	15:35	2.91	27.345	2.91	53.150	-25.805	-48.55	EUR	-38.87
	S	AB InBev	43.500	15:35	4.04	41.810	4.04	71.030	-29.220	-41.14	EUR	-41.03
	S	BNP Paribas	26.750	15:38	4.31	25.645	4.31	48.450	-22.805	-47.07	EUR	-41.57
	S	Barclays	94.790	15:35	9.51	86.560	9.51	168.140	-81.580	-48.52	GBP	-43.11
	S	Lloyds Bank	31.220	15:35	4.28	29.940	4.28	57.790	-27.850	-48.19	GBP	-45.31
	S	ING Groep	5.287	15:39	4.69	5.050	4.69	10.378	-5.328	-51.34	EUR	-46.13
	S	Safran	72.000	15:38	6.89	67.360	6.89	143.500	-76.140	-53.06	EUR	-46.84
		⇓instrument	freshest		⇓ Δday	6/04/20	⇓ Δwk	4/11/19	prc diff	⇓ Δ22	Curr	∅-RS
	S	Airbus	57.040	15:38	6.56	53.530	6.56	130.840	-77.310	-59.09	EUR	-54.22
Europe 50 - 50 out of 50 instruments rated - 6/04/20 / 4/11/19 - 6 did rise, Market-Ratio(22) = 12.00 %

Technical Chart

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

4/01/16	scale up chart	6/04/20

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
2/01/06		12/06/06	161		- cash -
short	12/06/06	26/06/06	14		Vodafone	100	8,510	GBP	1.175	1.153	1.198	0.023	2	10,195	65
long	26/06/06	21/01/08	574		ABB	100	668	CHF	15.250	23.800		8.550	56	15,906	33
short	21/01/08	21/04/08	91		UBS	100	394	CHF	40.300	35.940	45.189	4.889	12	17,833	58
long	21/04/08	28/04/08	7		Rio Tinto	100	346	GBP	51.524	51.433		-0.091	0	17,801	-9
short	28/04/08	23/06/08	56		UBS	100	489	CHF	36.340	22.060	59.864	23.524	65	29,304	2,488
long	23/06/08	30/06/08	7		Rio Tinto	100	593	GBP	49.352	49.641		0.289	1	29,476	36
short	30/06/08	11/08/08	42		UBS	100	1,374	CHF	21.440	23.180	19.700	-1.740	-8	27,085	-52
long	11/08/08	8/09/08	28		AstraZeneca	100	1,049	GBP	25.810	26.090		0.280	1	27,379	15
short	8/09/08	30/03/09	203		UBS	100	1,128	CHF	24.260	10.140	58.042	33.782	139	65,485	380
long	30/03/09	6/04/09	7		AstraZeneca	100	2,784	GBP	23.520	23.750		0.230	1	66,125	66
short	6/04/09	13/04/09	7		Lloyds Bank	100	82,967	GBP	0.797	0.879	0.715	-0.082	-10	59,322	-100
long	13/04/09	30/08/10	504		Deutsche Bank	100	1,768	EUR	33.544	43.046		9.502	28	76,121	20
short	30/08/10	6/09/10	7		BP	100	20,000	GBP	3.806	4.065	3.547	-0.259	-7	70,941	-97
long	6/09/10	8/08/11	336		Novo Nordisk	100	700	DKK	101.300	114.100		12.800	13	79,901	14
short	8/08/11	19/12/11	133		Lloyds Bank	100	243,527	GBP	0.328	0.235	0.459	0.131	40	111,730	151
long	19/12/11	20/10/14	1036		Roche	100	705	CHF	158.400	268.600		110.200	70	189,421	20
short	20/10/14	10/11/14	21		Deutsche Bank	100	7,846	EUR	24.140	24.160	24.120	-0.020	0	189,265	-1
long	10/11/14	24/08/15	287		Novartis	100	2,541	CHF	74.460	74.670		0.210	0	189,798	0
short	24/08/15	26/10/15	63		Rio Tinto	100	8,809	GBP	21.545	24.875	18.215	-3.330	-15	160,464	-62
long	26/10/15	14/12/15	49		SAP	100	2,288	EUR	70.130	69.400		-0.730	-1	158,794	-7
short	14/12/15	28/12/15	14		Rio Tinto	100	8,592	GBP	18.480	20.065	16.895	-1.585	-9	145,176	-90
long	28/12/15	4/01/16	7		SAP	100	1,992	EUR	72.860	70.580		-2.280	-3	140,634	-81
short	4/01/16	25/01/16	21		Rio Tinto	100	7,392	GBP	19.025	16.090	22.495	3.470	18	166,287	1,740
long	25/01/16	28/03/16	63		SAP	100	2,287	EUR	72.680	70.840		-1.840	-3	162,079	-14
short	28/03/16	18/04/16	21		Credit Suisse	100	11,618	CHF	13.950	14.540	13.360	-0.590	-4	155,224	-53
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	18/04/16	25/04/16	7		BAT	100	3,626	GBP	42.805	41.625		-1.180	-3	150,946	-77
short	25/04/16	16/05/16	21		Credit Suisse	100	10,240	CHF	14.740	13.390	16.226	1.486	10	166,163	431
long	16/05/16	5/03/18	658		BAT	100	3,947	GBP	42.097	42.210		0.113	0	166,609	0
short	5/03/18	23/04/18	49		Imperial Brands	100	6,456	GBP	25.805	23.955	27.798	1.993	8	179,475	74
long	23/04/18	15/10/18	175		LVMH	100	638	EUR	281.050	260.450		-20.600	-7	166,332	-15
short	15/10/18	12/11/18	28		Intesa Sanpaolo	100	81,475	EUR	2.042	1.960	2.126	0.085	4	173,233	70
long	12/11/18	10/12/18	28		AstraZeneca	100	2,771	GBP	62.510	60.070		-2.440	-4	166,472	-40
short	10/12/18	11/02/19	63		Bayer	100	2,738	EUR	60.800	68.170	53.430	-7.370	-12	146,293	-53
long	11/02/19	2/03/20	385		Roche	100	536	CHF	272.550	314.700		42.150	15	168,885	15
short	2/03/20	7/04/20	36		AB InBev	100	3,247	EUR	52.000	43.500	62.161	10.161	20	201,878	511
accum	12/06/06	7/04/20	5048	days out of 5209 invested (97%)								1,919		201,878	24

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
Deutsche Bank	long	13/04/09	30/08/10	504	33.54	43.05		9.50	28.33
	short	20/10/14	10/11/14	21	24.14	24.16	24.12	-0.02	-0.08	28.22
Lloyds Bank	short	6/04/09	13/04/09	7	0.80	0.88	0.72	-0.08	-10.29
	short	8/08/11	19/12/11	133	0.33	0.23	0.46	0.13	39.84	25.45
AB InBev	short	2/03/20	7/04/20	36	52.00	43.50	62.16	10.16	19.54	19.54
Novo Nordisk	long	6/09/10	8/08/11	336	101.30	114.10		12.80	12.64	12.64
Imperial Brands	short	5/03/18	23/04/18	49	25.81	23.96	27.80	1.99	7.72	7.72
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	2.04	1.96	2.13	0.08	4.15	4.15
Vodafone	short	12/06/06	26/06/06	14	1.18	1.15	1.20	0.02	1.95	1.95
Novartis	long	10/11/14	24/08/15	287	74.46	74.67		0.21	0.28	0.28
AstraZeneca	long	11/08/08	8/09/08	28	25.81	26.09		0.28	1.08
	long	30/03/09	6/04/09	7	23.52	23.75		0.23	0.98
	long	12/11/18	10/12/18	28	62.51	60.07		-2.44	-3.90	-1.91
BAT	long	18/04/16	25/04/16	7	42.81	41.63		-1.18	-2.76
	long	16/05/16	5/03/18	658	42.10	42.21		0.11	0.27	-2.50
SAP	long	26/10/15	14/12/15	49	70.13	69.40		-0.73	-1.04
	long	28/12/15	4/01/16	7	72.86	70.58		-2.28	-3.13
	long	25/01/16	28/03/16	63	72.68	70.84		-1.84	-2.53	-6.56
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
BP	short	30/08/10	6/09/10	7	3.81	4.07	3.55	-0.26	-6.81	-6.81
LVMH	long	23/04/18	15/10/18	175	281.05	260.45		-20.60	-7.33	-7.33
Rio Tinto	long	21/04/08	28/04/08	7	51.52	51.43		-0.09	-0.18
	long	23/06/08	30/06/08	7	49.35	49.64		0.29	0.59
	short	24/08/15	26/10/15	63	21.55	24.88	18.22	-3.33	-15.46
	short	14/12/15	28/12/15	14	18.48	20.07	16.90	-1.59	-8.58
	short	4/01/16	25/01/16	21	19.03	16.09	22.50	3.47	18.24	-8.23
Bayer	short	10/12/18	11/02/19	63	60.80	68.17	53.43	-7.37	-12.12	-12.12

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.


	is taking down something concerning