Share-o-matic - Portfolio

Mon, Aug 2nd, 2021, 3:27UTC

Assessment - STOXX Europe 50 in Swiss Franc - 7/26/21 - RS = 22

		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	2/22/21	prc diff	⇓ Δ22	∅-RS
		Stoxx 50	3,844.186	Fri	-0.39	3,835.873	0.22	3,478.872	357.000	10.26	11.45
		ASML	690.823	Fri	-0.58	689.742	0.16	526.846	162.896	30.92	54.70
		LVMH	728.553	Fri	-1.48	728.013	0.07	591.327	136.686	23.12	33.28
		ING Groep	11.726	Fri	-1.11	11.773	-0.40	9.761	2.012	20.61	31.81
		Banco Santander	3.338	Fri	-1.61	3.448	-3.18	3.154	0.294	9.32	30.97
		Lloyds Bank	57.756	Fri	-1.22	58.920	-1.98	48.445	10.475	21.62	35.32
		Airbus	125.083	Fri	-0.26	121.083	3.30	104.345	16.738	16.04	30.04
		Daimler	81.385	Fri	-1.14	81.569	-0.23	72.759	8.810	12.11	29.66
		ABB	33.130	Fri	-0.93	33.690	-1.66	26.840	6.850	25.52	27.30
	L	Novo Nordisk	84.314	Fri	1.42	81.552	3.39	65.443	16.109	24.61	24.77
	L	L´Oreal	417.196	Fri	0.26	414.602	0.63	338.632	75.970	22.43	21.86
		Barclays	220.847	Fri	-0.98	214.443	2.99	194.513	19.930	10.25	25.64
		BNP Paribas	55.623	Fri	-1.19	55.904	-0.50	53.698	2.206	4.11	19.19
		Intesa Sanpaolo	2.521	Fri	-0.66	2.527	-0.26	2.287	0.240	10.48	17.48
		Diageo	4,518.821	Fri	0.86	4,380.871	3.15	3,714.099	666.772	17.95	21.06
		Schneider Electric	152.759	Fri	1.80	151.354	0.93	137.021	14.333	10.46	16.58
		UBS	14.940	Fri	-0.40	14.860	0.54	14.090	0.770	5.46	16.09
	L	Deutsche Telekom	18.926	Fri	-1.01	19.280	-1.84	16.126	3.155	19.56	14.40
		Eni	10.837	Fri	0.10	10.666	1.60	10.191	0.476	4.67	13.49
		Royal Dutch Shell A	18.478	Fri	-1.34	17.914	3.15	18.205	-0.291	-1.60	13.33
		Rio Tinto	7,721.420	Fri	-2.94	7,732.810	-0.15	7,969.141	-236.331	-2.97	16.65
	L	RELX	2,675.476	Fri	0.67	2,571.697	4.04	2,192.775	378.922	17.28	16.42
		Axa	23.654	Fri	-0.16	23.676	-0.09	21.708	1.968	9.07	12.23
		Total	42.909	Thu		42.909		40.812	2.097	5.14	12.09
		BASF	71.590	Fri	-0.81	72.931	-1.84	75.144	-2.213	-2.94	9.61
		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	2/22/21	prc diff	⇓ Δ22	∅-RS
	L	Roche	350.350	Fri	0.79	344.550	1.68	302.850	41.700	13.77	9.22
		Siemens	142.251	Fri	-1.20	145.321	-2.11	143.230	2.092	1.46	8.23
		AB InBev	57.731	Fri	-2.64	62.877	-8.18	57.924	4.953	8.55	7.79
	L	Air Liquide	158.468	Fri	0.66	161.257	-1.73	142.794	18.463	12.93	7.53
		Allianz	227.031	Fri	-0.71	228.274	-0.54	212.307	15.967	7.52	7.60
	L	Nestlé	114.800	Fri	0.97	114.320	0.42	98.220	16.100	16.39	7.48
		Vinci	96.445	Fri	-1.44	97.310	-0.89	93.170	4.140	4.44	6.47
		BP	366.011	Fri	-2.18	369.871	-1.04	353.000	16.871	4.78	10.00
		Safran	119.245	Fri	-2.39	125.645	-5.09	125.040	0.605	0.48	5.73
		HSBC	503.012	Fri	-0.89	509.910	-1.35	544.285	-34.375	-6.32	8.68
	L	AstraZeneca	10,463.973	Fri	-0.11	10,494.347	-0.29	9,073.725	1,420.623	15.66	8.01
	L	National Grid	1,169.540	Fri	-0.31	1,174.602	-0.43	1,042.041	132.562	12.72	7.35
	L	Sanofi	93.926	Fri	0.42	94.683	-0.80	83.106	11.577	13.93	3.77
	L	Novartis	83.880	Fri	0.43	83.510	0.44	79.100	4.410	5.58	3.78
		Prudential	1,716.785	Fri	-1.31	1,729.441	-0.73	1,798.731	-69.290	-3.85	7.08
	L	SAP	130.640	Fri	-0.35	127.137	2.76	113.168	13.969	12.34	2.98
	L	BAT	3,392.438	Fri	-1.56	3,500.647	-3.09	3,247.551	253.096	7.79	5.25
		Zurich Insurance	365.800	Fri	-0.44	368.600	-0.76	375.000	-6.400	-1.71	2.01
	L	GlaxoSmithKline	1,794.366	Fri	0.81	1,771.586	1.29	1,519.937	251.648	16.56	4.07
		Enel	8.411	Fri	-2.93	8.736	-3.72	8.797	-0.061	-0.69	0.24
	S	Bayer	54.369	Fri	-1.70	55.536	-2.10	58.566	-3.030	-5.17	-0.85
		Unilever	52.531	Fri	0.68	51.039	2.92	48.252	2.787	5.78	-4.14
	S	Vodafone	147.037	Fri	-0.19	148.834	-1.21	164.452	-15.617	-9.50	-1.17
	S	Iberdrola	10.984	Fri	-1.79	11.195	-1.88	11.208	-0.013	-0.12	-6.15
	S	Reckitt Benckiser	6,989.904	Fri	-0.88	7,878.354	-11.28	7,381.543	496.811	6.73	-4.56
		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	2/22/21	prc diff	⇓ Δ22	∅-RS
		Unilever Plc	5,253.502	Fri	1.07	5,101.630	2.98	4,828.140	273.490	5.66	-4.70
Europe 50 - 50 out of 50 instruments rated - 7/26/21 / 2/22/21 - 40 did rise, Market-Ratio(22) in CHF = 80.00 %

Technical Chart

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

1/02/17	scale up chart	7/26/21

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	1,249	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		AB 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	7/30/21	368		ASML	100	283	350.384	690.823		340.439	97	195,695	96
accum	6/12/06	7/30/21	5530	days out of 5691 invested (97%)							1,857		195,695	22

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
ASML	long	6/22/20	6/29/20	7	344.16	344.48		0.32	0.09
	long	7/27/20	7/30/21	368	350.38	690.82		340.44	97.16	97.34
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
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	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
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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