Share-o-matic - Assessment Europe 50 (STOXX Europe 50)

Assessment - STOXX Europe 50 in Swiss Franc - 5/10/21 - RS = 22

		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	12/07/20	prc diff	⇓ Δ22	∅-RS
	L	Stoxx 50	3,729.481	Thu	0.71	3,772.533	-1.14	3,332.374	440.160	13.21	13.87
	L	ING Groep	11.818	Thu	0.43	12.048	-1.91	8.882	3.166	35.64	53.31
		Daimler	79.727	09:43	0.83	80.701	-1.21	62.266	18.434	29.61	53.15
	L	Banco Santander	3.571	Thu	-0.71	3.617	-1.27	2.942	0.675	22.96	49.60
	L	Lloyds Bank	60.191	Thu	1.32	60.904	-1.17	44.308	16.595	37.45	53.50
		Barclays	230.963	Thu	0.81	236.054	-2.16	173.579	62.475	35.99	52.85
		ASML	551.098	Thu	-2.14	575.168	-4.18	417.411	157.757	37.79	45.90
	L	BNP Paribas	61.926	Thu	1.43	61.073	1.40	48.027	13.046	27.16	44.31
	L	LVMH	667.620	Thu	-0.34	683.813	-2.37	532.771	151.041	28.35	40.52
		Rio Tinto	8,368.668	Thu	0.52	8,474.311	-1.25	6,481.011	1,993.300	30.76	38.76
	L	Intesa Sanpaolo	2.607	Thu	0.08	2.614	-0.29	2.127	0.487	22.90	31.85
		Airbus	105.865	09:45	0.79	107.616	-1.63	102.745	4.871	4.74	29.46
	L	Prudential	1,941.022	Thu	0.36	2,018.026	-3.82	1,500.685	517.342	34.47	32.72
		ABB	30.490	10:02	1.91	30.380	0.36	24.040	6.340	26.37	25.82
		Axa	24.831	Thu	0.55	25.214	-1.52	21.322	3.892	18.25	25.97
	L	AB InBev	67.484	Thu	1.33	67.922	-0.64	62.515	5.407	8.65	25.79
	L	Eni	11.442	Thu	2.07	11.387	0.48	9.461	1.927	20.36	25.69
		Siemens	155.581	09:42	1.34	157.332	-1.11	121.317	36.015	29.69	25.59
		BASF	75.657	09:42	0.35	77.419	-2.28	65.558	11.861	18.09	24.96
	L	Safran	132.846	Thu	-0.88	137.594	-3.45	131.925	5.669	4.30	24.42
	L	HSBC	564.996	Thu	0.89	578.361	-2.31	488.420	89.941	18.41	27.29
	L	L´Oreal	378.887	Thu	-0.03	385.561	-1.73	328.059	57.502	17.53	21.66
		Schneider Electric	139.892	Thu	-0.90	143.240	-2.34	123.454	19.786	16.03	20.28
		UBS	13.800	10:01		14.080	-1.99	12.880	1.200	9.32	17.47
		Royal Dutch Shell A	18.212	Thu	3.73	18.217	-0.02	16.826	1.391	8.27	18.07
		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	12/07/20	prc diff	⇓ Δ22	∅-RS
	L	Vodafone	178.370	Thu	0.89	181.272	-1.60	156.916	24.356	15.52	21.89
	L	Vinci	103.031	Thu	1.54	103.721	-0.66	93.734	9.987	10.65	16.71
		Allianz	237.310	09:43	0.79	235.450	0.79	212.332	23.119	10.89	16.63
	L	Diageo	4,198.335	Thu	3.40	4,155.696	1.03	3,531.267	624.430	17.68	21.02
	L	BP	401.314	Thu	3.51	401.823	-0.13	324.941	76.883	23.66	20.78
		Total	42.998	Thu	2.29	43.042	-0.10	40.101	2.941	7.33	16.16
	L	Deutsche Telekom	18.333	09:43	0.83	18.215	0.65	16.376	1.839	11.23	12.77
		Zurich Insurance	379.100	Thu	-0.34	387.000	-2.04	364.000	23.000	6.32	10.58
	L	Novo Nordisk	70.456	Thu	2.92	68.823	2.37	60.743	8.080	13.30	9.10
	L	Air Liquide	153.765	Thu	-0.41	156.785	-1.93	146.979	9.806	6.67	8.16
		Iberdrola	12.227	Thu	0.36	12.549	-2.57	12.097	0.452	3.74	7.86
		Enel	8.744	Thu	-0.89	9.053	-3.41	8.828	0.224	2.54	6.99
	L	National Grid	1,170.595	Thu	0.59	1,183.705	-1.11	1,020.632	163.074	15.98	9.87
	L	RELX	2,312.044	Thu	0.19	2,383.320	-2.99	2,121.371	261.949	12.35	9.94
	L	Nestlé	109.220	10:02	0.74	109.000	0.20	99.000	10.000	10.10	4.00
	L	Unilever	54.185	Thu	0.88	54.393	-0.38	51.432	2.961	5.76	4.07
	L	BAT	3,586.118	Thu	1.84	3,595.664	-0.27	3,381.139	214.525	6.34	7.61
	L	Sanofi	94.093	Thu	1.00	94.497	-0.43	89.374	5.123	5.73	3.44
	L	Bayer	61.707	09:42	-1.19	59.486	3.73	50.898	8.589	16.87	2.82
	L	SAP	123.283	09:42	0.46	126.478	-2.53	109.770	16.708	15.22	2.60
	S	Novartis	80.340	10:00	0.36	79.440	1.13	81.200	-1.760	-2.17	-1.44
		Unilever Plc	5,402.405	Thu	0.57	5,445.680	-0.79	5,144.695	300.985	5.85	3.07
		AstraZeneca	9,910.031	Thu	2.02	9,822.208	0.89	9,578.509	243.699	2.54	1.53
	S	Roche	300.900	10:01	-0.05	301.750	-0.28	302.250	-0.500	-0.17	-4.71
	L	GlaxoSmithKline	1,715.482	Thu	1.32	1,720.573	-0.30	1,658.882	61.690	3.72	-0.91
		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	12/07/20	prc diff	⇓ Δ22	∅-RS
		Reckitt Benckiser	7,961.372	Thu	0.08	8,082.288	-1.50	7,583.530	498.758	6.58	-3.03
Europe 50 - 50 out of 50 instruments rated - 5/10/21 / 12/07/20 - 48 did rise, Market-Ratio(22) in CHF = 96.00 %

Technical Chart

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

1/02/17	scale up chart	5/10/21

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	1,119	51.061	56.472		5.411	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	56,415	-6
short	8/08/11	12/19/11	133		Lloyds Bank	100	136,824	0.412	0.342	0.498	0.085	21	68,111	68
long	12/19/11	10/20/14	1036		Roche	100	429	158.400	268.600		110.200	70	115,387	20
short	10/20/14	11/10/14	21		Deutsche Bank	100	3,960	29.132	29.055	29.210	0.078	0	115,694	5
long	11/10/14	8/24/15	287		Novartis	100	1,553	74.460	74.670		0.210	0	116,020	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	84,040	-79
short	1/04/16	1/25/16	21		Rio Tinto	100	2,994	28.061	23.218	33.913	5.852	21	101,562	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	94,038	-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	93,760	-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	98,429	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	91,795	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	73,403	-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		AB InBev	100	1,525	55.553	47.962	64.345	8.792	16	98,150	61
long	6/22/20	6/29/20	7		ASML	100	285	344.161	344.477		0.316	0	98,240	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	5/13/21	290		ASML	100	283	350.384	551.098		200.714	57	156,153	77
accum	6/12/06	5/13/21	5450	days out of 5611 invested (97%)							1,462		156,153	20

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
ASML	long	6/22/20	6/29/20	7	344.16	344.48		0.32	0.09
	long	7/27/20	5/13/21	290	350.38	551.10		200.71	57.28	57.43
ABB	long	6/26/06	1/21/08	574	15.25	23.80		8.55	56.07	56.07
AB InBev	short	3/02/20	6/22/20	112	55.55	47.96	64.35	8.79	15.83	15.83
Deutsche Bank	long	4/13/09	8/30/10	504	51.06	56.47		5.41	10.60
	short	10/20/14	11/10/14	21	29.13	29.05	29.21	0.08	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
BP	short	8/30/10	9/06/10	7	6.08	6.38	5.77	-0.31	-5.10	-5.10
Novo Nordisk	long	9/06/10	8/08/11	336	17.84	16.78		-1.06	-5.95	-5.95
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
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	-7.59
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
LVMH	long	4/23/18	10/15/18	175	335.62	298.00		-37.62	-11.21	-11.21
Bayer	short	12/10/18	2/11/19	63	68.36	77.37	59.35	-9.01	-13.18	-13.18

Annotations

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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