Share-o-matic - Portfolio

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

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

1/04/21	scale up chart	7/01/24

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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