| Sat, Apr 26th, 2025, 18:16UTC |
| |
Assessment - STOXX Europe 50 in Euro - 7/01/24 - RS = 22
⇐
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
1/29/24 |
prc diff |
⇓ Δ22 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Stoxx 50 |
4,344.220 |
8/12/24 |
-0.16 |
4,507.920 |
-3.63 |
4,213.240 |
294.680 |
6.99 |
|
8.95 |
| |  |
 |
 |
 |
L |
 |
Prosus |
32.850 |
8/12/24 |
1.77 |
33.115 |
-0.80 |
28.035 |
5.080 |
18.12 |
|
16.12 |
| |  |
 |
 |
 |
|
 |
BP |
518.109 |
8/12/24 |
1.35 |
563.956 |
-8.13 |
546.412 |
17.544 |
3.21 |
|
-0.29 |
| |  |
 |
 |
 |
|
 |
Glencore |
483.517 |
8/12/24 |
1.27 |
544.156 |
-11.14 |
498.493 |
45.663 |
9.16 |
|
5.53 |
| |  |
 |
 |
 |
L |
 |
Richemont |
132.267 |
8/12/24 |
1.22 |
145.009 |
-8.79 |
137.818 |
7.191 |
5.22 |
|
10.49 |
| |  |
 |
 |
 |
S |
 |
Diageo |
2,889.319 |
8/12/24 |
1.03 |
2,922.908 |
-1.15 |
3,333.255 |
-410.347 |
-12.31 |
|
-15.08 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
439.200 |
8/12/24 |
1.01 |
466.900 |
-5.93 |
395.500 |
71.400 |
18.05 |
|
18.31 |
| |  |
 |
 |
 |
|
 |
Shell |
33.025 |
8/12/24 |
0.93 |
33.880 |
-2.52 |
29.105 |
4.775 |
16.41 |
|
7.36 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
479.443 |
8/12/24 |
0.85 |
498.117 |
-3.75 |
475.273 |
22.844 |
4.81 |
|
8.61 |
| |  |
 |
 |
 |
L |
 |
AstraZeneca |
15,062.407 |
8/12/24 |
0.63 |
14,501.397 |
3.87 |
12,396.917 |
2,104.480 |
16.98 |
|
15.81 |
| |  |
 |
 |
 |
|
 |
TotalEnergies |
61.720 |
8/12/24 |
0.60 |
63.610 |
-2.97 |
60.210 |
3.400 |
5.65 |
|
2.12 |
| |  |
 |
 |
 |
|
 |
RELX |
4,161.609 |
8/12/24 |
0.57 |
4,215.824 |
-1.29 |
3,831.220 |
384.604 |
10.04 |
|
20.03 |
| |  |
 |
 |
 |
|
 |
Rio Tinto |
5,824.602 |
8/12/24 |
0.56 |
6,168.751 |
-5.58 |
6,543.339 |
-374.588 |
-5.72 |
|
1.36 |
| |  |
 |
 |
 |
L |
 |
ABB |
46.954 |
8/12/24 |
0.55 |
51.978 |
-9.67 |
39.553 |
12.426 |
31.42 |
|
34.33 |
| |  |
 |
 |
 |
L |
 |
Deutsche Telekom |
24.730 |
8/12/24 |
0.49 |
23.680 |
4.43 |
23.010 |
0.670 |
2.91 |
|
6.60 |
| |  |
 |
 |
 |
|
 |
Enel |
6.438 |
8/12/24 |
0.44 |
6.607 |
-2.56 |
6.223 |
0.384 |
6.17 |
|
2.05 |
| |  |
 |
 |
 |
|
 |
UBS |
25.638 |
8/12/24 |
0.44 |
27.836 |
-7.89 |
27.478 |
0.358 |
1.30 |
|
13.41 |
| |  |
 |
 |
 |
|
 |
GSK |
1,852.747 |
8/12/24 |
0.42 |
1,798.532 |
3.01 |
1,799.008 |
-0.476 |
-0.03 |
|
1.72 |
| |  |
 |
 |
 |
|
 |
Schneider Electric |
211.250 |
8/12/24 |
0.38 |
225.350 |
-6.26 |
182.520 |
42.830 |
23.47 |
|
25.49 |
| |  |
 |
 |
 |
L |
 |
Iberdrola |
12.105 |
8/12/24 |
0.29 |
12.320 |
-1.75 |
11.020 |
1.300 |
11.80 |
|
6.71 |
| |  |
 |
 |
 |
L |
 |
Roche |
286.613 |
8/12/24 |
0.25 |
258.035 |
11.08 |
264.130 |
-6.095 |
-2.31 |
|
1.75 |
| |  |
 |
 |
 |
L |
 |
HSBC |
758.895 |
8/12/24 |
0.22 |
814.289 |
-6.80 |
723.779 |
90.510 |
12.51 |
|
11.44 |
| |  |
 |
 |
 |
|
 |
ING Groep |
15.232 |
8/12/24 |
0.21 |
16.358 |
-6.88 |
13.072 |
3.286 |
25.14 |
|
17.84 |
| |  |
 |
 |
 |
L |
 |
Novartis |
99.809 |
8/12/24 |
0.16 |
99.788 |
0.02 |
99.454 |
0.334 |
0.34 |
|
7.93 |
| |  |
 |
 |
 |
|
 |
ASML |
784.600 |
8/12/24 |
0.08 |
954.300 |
-17.78 |
804.800 |
149.500 |
18.58 |
|
39.28 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
1/29/24 |
prc diff |
⇓ Δ22 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Siemens |
157.200 |
8/12/24 |
0.01 |
177.120 |
-11.25 |
167.340 |
9.780 |
5.84 |
|
7.94 |
| |  |
 |
 |
 |
|
 |
Allianz |
255.900 |
8/12/24 |
|
262.500 |
-2.51 |
246.550 |
15.950 |
6.47 |
|
7.44 |
| |  |
 |
 |
 |
L |
 |
BAT |
3,301.236 |
8/12/24 |
|
2,888.729 |
14.28 |
2,762.561 |
126.169 |
4.57 |
|
1.32 |
| |  |
 |
 |
 |
|
 |
BNP Paribas |
59.250 |
8/12/24 |
|
61.670 |
-3.92 |
62.040 |
-0.370 |
-0.60 |
|
-1.82 |
| |  |
 |
 |
 |
|
 |
Reckitt Benckiser |
4,926.515 |
8/12/24 |
|
5,054.981 |
-2.54 |
6,651.261 |
-1,596.279 |
-24.00 |
|
-17.38 |
| |  |
 |
 |
 |
L |
 |
Bayer |
25.960 |
8/12/24 |
-0.04 |
26.170 |
-0.80 |
30.745 |
-4.575 |
-14.88 |
|
-25.49 |
| |  |
 |
 |
 |
S |
 |
National Grid |
1,153.135 |
8/12/24 |
-0.04 |
1,043.525 |
10.50 |
1,226.436 |
-182.911 |
-14.91 |
|
-11.29 |
| |  |
 |
 |
 |
S |
 |
LVMH |
635.100 |
8/12/24 |
-0.14 |
712.000 |
-10.80 |
776.300 |
-64.300 |
-8.28 |
|
-6.25 |
| |  |
 |
 |
 |
|
 |
Safran |
192.200 |
8/12/24 |
-0.18 |
202.100 |
-4.90 |
174.500 |
27.600 |
15.82 |
|
19.89 |
| |  |
 |
 |
 |
S |
 |
BASF |
41.280 |
8/12/24 |
-0.22 |
44.390 |
-7.01 |
45.060 |
-0.670 |
-1.49 |
|
-2.61 |
| |  |
 |
 |
 |
|
 |
Banco Santander |
4.089 |
8/12/24 |
-0.24 |
4.448 |
-8.06 |
3.572 |
0.876 |
24.51 |
|
15.44 |
| |  |
 |
 |
 |
|
 |
SAP |
189.300 |
8/12/24 |
-0.33 |
185.680 |
1.95 |
162.000 |
23.680 |
14.62 |
|
22.16 |
| |  |
 |
 |
 |
L |
 |
Unilever Plc |
5,555.883 |
8/12/24 |
-0.34 |
5,120.983 |
8.49 |
4,488.135 |
632.848 |
14.10 |
|
10.59 |
| |  |
 |
 |
 |
|
 |
Deutsche Post |
36.040 |
8/12/24 |
-0.36 |
38.520 |
-6.44 |
44.820 |
-6.300 |
-14.06 |
|
-9.28 |
| |  |
 |
 |
 |
L |
 |
Nestlé |
91.452 |
8/12/24 |
-0.40 |
94.795 |
-3.53 |
106.390 |
-11.596 |
-10.90 |
|
-8.29 |
| |  |
 |
 |
 |
|
 |
Airbus |
133.760 |
8/12/24 |
-0.45 |
131.640 |
1.61 |
149.080 |
-17.440 |
-11.70 |
|
3.35 |
| |  |
 |
 |
 |
|
 |
Anheuser-Busch InBev |
55.200 |
8/12/24 |
-0.47 |
54.440 |
1.40 |
57.440 |
-3.000 |
-5.22 |
|
1.03 |
| |  |
 |
 |
 |
|
 |
Hermes International |
2,006.000 |
8/12/24 |
-0.50 |
2,102.000 |
-4.57 |
1,966.600 |
135.400 |
6.88 |
|
6.33 |
| |  |
 |
 |
 |
S |
 |
Mercedes-Benz |
57.480 |
8/12/24 |
-0.57 |
64.800 |
-11.30 |
61.880 |
2.920 |
4.72 |
|
-4.70 |
| |  |
 |
 |
 |
|
 |
EssilorLuxottica |
207.300 |
8/12/24 |
-0.58 |
201.800 |
2.73 |
182.200 |
19.600 |
10.76 |
|
12.35 |
| |  |
 |
 |
 |
|
 |
Sanofi |
95.670 |
8/12/24 |
-0.60 |
91.850 |
4.16 |
92.670 |
-0.820 |
-0.88 |
|
-4.86 |
| |  |
 |
 |
 |
|
 |
Axa |
32.350 |
8/12/24 |
-0.77 |
31.260 |
3.49 |
31.030 |
0.230 |
0.74 |
|
0.60 |
| |  |
 |
 |
 |
S |
 |
Vinci |
102.650 |
8/12/24 |
-0.77 |
100.900 |
1.73 |
116.900 |
-16.000 |
-13.69 |
|
-10.60 |
| |  |
 |
 |
 |
S |
 |
Air Liquide |
162.300 |
8/12/24 |
-0.79 |
162.620 |
-0.20 |
172.280 |
-9.660 |
-5.61 |
|
-6.52 |
| |  |
 |
 |
 |
|
 |
L´Oreal |
376.650 |
8/12/24 |
-1.59 |
412.250 |
-8.64 |
444.650 |
-32.400 |
-7.29 |
|
5.47 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
1/29/24 |
prc diff |
⇓ Δ22 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Novo Nordisk |
119.733 |
8/12/24 |
-2.80 |
134.711 |
-11.12 |
100.038 |
34.673 |
34.66 |
|
39.62 |
Europe 50 - 50 out of 50 instruments rated - 7/01/24 / 1/29/24 - 32 did rise, Market-Ratio(22) in EUR = 64.00 % |
Technical Chart
Transactions STOXX Europe 50 in Euro * 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 |
5,845 |
|
1.711 |
1.675 |
1.748 |
0.037 |
2 |
10,216 |
75 |
|
long |
6/26/06 |
1/21/08 |
574 |
 |
 |
 |
ABB |
100 |
1,046 |
|
9.760 |
14.819 |
|
5.059 |
52 |
15,507 |
30 |
|
short |
1/21/08 |
4/21/08 |
91 |
 |
 |
 |
UBS |
100 |
618 |
|
25.092 |
22.315 |
28.215 |
3.123 |
12 |
17,437 |
60 |
|
long |
4/21/08 |
4/28/08 |
7 |
 |
 |
 |
Rio Tinto |
100 |
267 |
|
65.080 |
65.345 |
|
0.265 |
0 |
17,508 |
24 |
|
short |
4/28/08 |
6/23/08 |
56 |
 |
 |
 |
UBS |
100 |
778 |
|
22.478 |
13.648 |
37.019 |
14.541 |
65 |
28,821 |
2,484 |
|
long |
6/23/08 |
6/30/08 |
7 |
 |
 |
 |
Rio Tinto |
100 |
461 |
|
62.486 |
62.709 |
|
0.223 |
0 |
28,924 |
20 |
|
short |
6/30/08 |
8/11/08 |
42 |
 |
 |
 |
UBS |
100 |
2,170 |
|
13.328 |
14.273 |
12.384 |
-0.944 |
-7 |
26,875 |
-47 |
|
long |
8/11/08 |
9/08/08 |
28 |
 |
 |
 |
AstraZeneca |
100 |
813 |
|
33.039 |
32.306 |
|
-0.733 |
-2 |
26,279 |
-25 |
|
short |
9/08/08 |
3/30/09 |
203 |
 |
 |
 |
UBS |
100 |
1,729 |
|
15.198 |
6.668 |
34.638 |
19.441 |
128 |
59,892 |
340 |
|
long |
3/30/09 |
4/06/09 |
7 |
 |
 |
 |
AstraZeneca |
100 |
2,364 |
|
25.334 |
26.133 |
|
0.799 |
3 |
61,782 |
405 |
|
short |
4/06/09 |
4/13/09 |
7 |
 |
 |
 |
Lloyds Bank |
100 |
70,448 |
|
0.877 |
0.978 |
0.776 |
-0.101 |
-12 |
54,647 |
-100 |
|
long |
4/13/09 |
8/30/10 |
504 |
 |
 |
 |
Deutsche Bank |
100 |
1,818 |
|
30.053 |
38.566 |
|
8.513 |
28 |
70,124 |
20 |
|
short |
8/30/10 |
9/06/10 |
7 |
 |
 |
 |
BP |
100 |
15,143 |
|
4.631 |
4.871 |
4.391 |
-0.240 |
-5 |
66,492 |
-94 |
|
long |
9/06/10 |
8/08/11 |
336 |
 |
 |
 |
Novo Nordisk |
100 |
9,772 |
|
6.804 |
7.659 |
|
0.855 |
13 |
74,850 |
14 |
|
short |
8/08/11 |
12/19/11 |
133 |
 |
 |
 |
Lloyds Bank |
100 |
198,815 |
|
0.376 |
0.280 |
0.507 |
0.130 |
35 |
100,760 |
126 |
|
long |
12/19/11 |
10/20/14 |
1036 |
 |
 |
 |
Roche |
100 |
776 |
|
129.719 |
222.572 |
|
92.853 |
72 |
172,814 |
21 |
|
short |
10/20/14 |
11/10/14 |
21 |
 |
 |
 |
Deutsche Bank |
100 |
8,021 |
|
21.545 |
21.563 |
21.527 |
-0.018 |
0 |
172,670 |
-1 |
|
long |
11/10/14 |
8/24/15 |
287 |
 |
 |
 |
Novartis |
100 |
2,788 |
|
61.916 |
69.088 |
|
7.172 |
12 |
192,665 |
15 |
|
short |
8/24/15 |
10/26/15 |
63 |
 |
 |
 |
Rio Tinto |
100 |
6,580 |
|
29.277 |
34.539 |
24.015 |
-5.262 |
-18 |
158,041 |
-68 |
|
long |
10/26/15 |
12/14/15 |
49 |
 |
 |
 |
SAP |
100 |
2,253 |
|
70.130 |
69.400 |
|
-0.730 |
-1 |
156,397 |
-7 |
|
short |
12/14/15 |
12/28/15 |
14 |
 |
 |
 |
Rio Tinto |
100 |
6,145 |
|
25.451 |
27.218 |
23.684 |
-1.767 |
-7 |
145,540 |
-85 |
|
long |
12/28/15 |
1/04/16 |
7 |
 |
 |
 |
SAP |
100 |
1,997 |
|
72.860 |
70.580 |
|
-2.280 |
-3 |
140,986 |
-81 |
|
short |
1/04/16 |
1/25/16 |
21 |
 |
 |
 |
Rio Tinto |
100 |
5,453 |
|
25.853 |
21.127 |
31.636 |
5.783 |
22 |
172,523 |
3,241 |
|
long |
1/25/16 |
3/28/16 |
63 |
 |
 |
 |
SAP |
100 |
2,373 |
|
72.680 |
70.840 |
|
-1.840 |
-3 |
168,157 |
-14 |
|
short |
3/28/16 |
4/18/16 |
21 |
 |
 |
 |
Credit Suisse |
100 |
13,140 |
|
12.797 |
13.328 |
12.266 |
-0.531 |
-4 |
161,173 |
-52 |
|
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 |
2,982 |
|
54.033 |
53.496 |
|
-0.537 |
-1 |
159,571 |
-41 |
|
short |
4/25/16 |
5/16/16 |
21 |
 |
 |
 |
Credit Suisse |
100 |
11,893 |
|
13.417 |
12.098 |
14.880 |
1.463 |
11 |
176,969 |
504 |
|
long |
5/16/16 |
3/05/18 |
658 |
 |
 |
 |
BAT |
100 |
3,304 |
|
53.552 |
47.374 |
|
-6.178 |
-12 |
156,558 |
-7 |
|
short |
3/05/18 |
4/23/18 |
49 |
 |
 |
 |
Imperial Brands |
100 |
5,405 |
|
28.962 |
27.333 |
30.688 |
1.726 |
6 |
165,886 |
54 |
|
long |
4/23/18 |
10/15/18 |
175 |
 |
 |
 |
LVMH |
100 |
590 |
|
281.050 |
260.450 |
|
-20.600 |
-7 |
153,732 |
-15 |
|
short |
10/15/18 |
11/12/18 |
28 |
 |
 |
 |
Intesa Sanpaolo |
100 |
75,303 |
|
2.042 |
1.960 |
2.126 |
0.085 |
4 |
160,110 |
70 |
|
long |
11/12/18 |
12/10/18 |
28 |
 |
 |
 |
AstraZeneca |
100 |
2,240 |
|
71.460 |
66.412 |
|
-5.049 |
-7 |
148,801 |
-62 |
|
short |
12/10/18 |
2/11/19 |
63 |
 |
 |
 |
Bayer |
100 |
2,447 |
|
60.800 |
68.170 |
53.430 |
-7.370 |
-12 |
130,767 |
-53 |
|
long |
2/11/19 |
3/02/20 |
385 |
 |
 |
 |
Roche |
100 |
544 |
|
240.143 |
294.575 |
|
54.432 |
23 |
160,378 |
21 |
|
short |
3/02/20 |
6/22/20 |
112 |
 |
 |
 |
Anheuser-Busch InBev |
100 |
3,084 |
|
52.000 |
44.950 |
60.156 |
8.156 |
16 |
185,530 |
61 |
|
long |
6/22/20 |
6/29/20 |
7 |
 |
 |
 |
ASML |
100 |
575 |
|
322.550 |
322.200 |
|
-0.350 |
0 |
185,329 |
-6 |
|
short |
6/29/20 |
7/27/20 |
28 |
 |
 |
 |
Airbus |
100 |
2,925 |
|
63.350 |
61.920 |
64.813 |
1.463 |
2 |
189,608 |
35 |
|
long |
7/27/20 |
6/20/22 |
693 |
 |
 |
 |
ASML |
100 |
585 |
|
323.950 |
457.250 |
|
133.300 |
41 |
267,588 |
20 |
|
short |
6/20/22 |
6/27/22 |
7 |
 |
 |
 |
Adyen |
100 |
216 |
|
1,238.600 |
1,419.800 |
1,057.400 |
-181.200 |
-15 |
228,449 |
-100 |
|
long |
6/27/22 |
7/11/22 |
14 |
 |
 |
 |
BAT |
100 |
5,515 |
|
41.421 |
40.020 |
|
-1.401 |
-3 |
220,723 |
-59 |
|
short |
7/11/22 |
7/25/22 |
14 |
 |
 |
 |
Adidas |
100 |
1,353 |
|
163.080 |
176.020 |
150.140 |
-12.940 |
-8 |
203,216 |
-88 |
|
long |
7/25/22 |
9/05/22 |
42 |
 |
 |
 |
Novo Nordisk |
100 |
3,615 |
|
56.211 |
52.634 |
|
-3.578 |
-6 |
190,282 |
-44 |
|
short |
9/05/22 |
11/07/22 |
63 |
 |
 |
 |
Adidas |
100 |
1,310 |
|
145.200 |
114.960 |
183.395 |
38.195 |
26 |
240,317 |
287 |
|
long |
11/07/22 |
10/23/23 |
350 |
 |
 |
 |
BP |
100 |
41,673 |
|
5.767 |
6.105 |
|
0.338 |
6 |
254,423 |
6 |
|
short |
10/23/23 |
10/30/23 |
7 |
 |
 |
 |
Adyen |
100 |
372 |
|
682.200 |
633.000 |
735.224 |
53.024 |
8 |
274,148 |
4,855 |
|
long |
10/30/23 |
8/12/24 |
287 |
 |
 |
 |
Novo Nordisk |
100 |
3,019 |
|
90.794 |
119.733 |
|
28.940 |
32 |
361,516 |
42 |
|
accum | 6/12/06 |
8/12/24 | 6893 |
days out of 7054 invested (98%) |
3,515 |
361,516 |
21 |
|
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 | 25.09 | 22.31 | 28.21 | 3.12 | 12.45 | | | |
| short | 4/28/08 | 6/23/08 | 56 | 22.48 | 13.65 | 37.02 | 14.54 | 64.69 | | | |
| short | 6/30/08 | 8/11/08 | 42 | 13.33 | 14.27 | 12.38 | -0.94 | -7.08 | | | |
| short | 9/08/08 | 3/30/09 | 203 | 15.20 | 6.67 | 34.64 | 19.44 | 127.92 | | | 292.18 |
Roche | long | 12/19/11 | 10/20/14 | 1036 | 129.72 | 222.57 | | 92.85 | 71.58 | | | |
| long | 2/11/19 | 3/02/20 | 385 | 240.14 | 294.57 | | 54.43 | 22.67 | | | 110.47 |
ABB | long | 6/26/06 | 1/21/08 | 574 | 9.76 | 14.82 | | 5.06 | 51.83 | | | 51.83 |
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 |
Novo Nordisk | long | 9/06/10 | 8/08/11 | 336 | 6.80 | 7.66 | | 0.86 | 12.57 | | | |
| long | 7/25/22 | 9/05/22 | 42 | 56.21 | 52.63 | | -3.58 | -6.36 | | | |
| long | 10/30/23 | 8/12/24 | 287 | 90.79 | 119.73 | | 28.94 | 31.87 | | | 39.00 |
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 | 0.88 | 0.98 | 0.78 | -0.10 | -11.55 | | | |
| short | 8/08/11 | 12/19/11 | 133 | 0.38 | 0.28 | 0.51 | 0.13 | 34.62 | | | 19.07 |
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 |
Novartis | long | 11/10/14 | 8/24/15 | 287 | 61.92 | 69.09 | | 7.17 | 11.58 | | | 11.58 |
Credit Suisse | short | 3/28/16 | 4/18/16 | 21 | 12.80 | 13.33 | 12.27 | -0.53 | -4.15 | | | |
| short | 4/25/16 | 5/16/16 | 21 | 13.42 | 12.10 | 14.88 | 1.46 | 10.90 | | | 6.30 |
Imperial Brands | short | 3/05/18 | 4/23/18 | 49 | 28.96 | 27.33 | 30.69 | 1.73 | 5.96 | | | 5.96 |
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 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Vodafone | short | 6/12/06 | 6/26/06 | 14 | 1.71 | 1.67 | 1.75 | 0.04 | 2.16 | | | 2.16 |
BP | short | 8/30/10 | 9/06/10 | 7 | 4.63 | 4.87 | 4.39 | -0.24 | -5.18 | | | |
| long | 11/07/22 | 10/23/23 | 350 | 5.77 | 6.11 | | 0.34 | 5.87 | | | 0.39 |
Rio Tinto | long | 4/21/08 | 4/28/08 | 7 | 65.08 | 65.35 | | 0.26 | 0.41 | | | |
| long | 6/23/08 | 6/30/08 | 7 | 62.49 | 62.71 | | 0.22 | 0.36 | | | |
| short | 8/24/15 | 10/26/15 | 63 | 29.28 | 34.54 | 24.02 | -5.26 | -17.97 | | | |
| short | 12/14/15 | 12/28/15 | 14 | 25.45 | 27.22 | 23.68 | -1.77 | -6.94 | | | |
| short | 1/04/16 | 1/25/16 | 21 | 25.85 | 21.13 | 31.64 | 5.78 | 22.37 | | | -5.88 |
AstraZeneca | long | 8/11/08 | 9/08/08 | 28 | 33.04 | 32.31 | | -0.73 | -2.22 | | | |
| long | 3/30/09 | 4/06/09 | 7 | 25.33 | 26.13 | | 0.80 | 3.16 | | | |
| long | 11/12/18 | 12/10/18 | 28 | 71.46 | 66.41 | | -5.05 | -7.07 | | | -6.26 |
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 |
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 |
Bayer | short | 12/10/18 | 2/11/19 | 63 | 60.80 | 68.17 | 53.43 | -7.37 | -12.12 | | | -12.12 |
BAT | long | 4/18/16 | 4/25/16 | 7 | 54.03 | 53.50 | | -0.54 | -0.99 | | | |
| long | 5/16/16 | 3/05/18 | 658 | 53.55 | 47.37 | | -6.18 | -11.54 | | | |
| long | 6/27/22 | 7/11/22 | 14 | 41.42 | 40.02 | | -1.40 | -3.38 | | | -15.38 |
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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