Share-o-matic - Portfolio

Wed, 18th Sep 2024, 5:31UTC

Assessment - STOXX Europe 50 in Swiss Franc - 1/07/24 - RS = 22

		⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	29/01/24	prc diff	⇓ Δ22	⇓∅-RS
		Stoxx 50	4,210.635	12/08	-0.16	4,369.301	-3.63	3,936.009	433.293	11.01	10.37
	L	BAT	3,199.724	12/08		2,799.901	14.28	2,580.784	219.117	8.49	2.34
	L	Roche	277.800	12/08	0.25	250.100	11.08	246.750	3.350	1.36	0.61
	S	National Grid	1,117.676	12/08	-0.04	1,011.437	10.50	1,145.737	-134.300	-11.72	-10.43
	L	Unilever Plc	5,385.040	12/08	-0.34	4,963.513	8.49	4,192.815	770.697	18.38	11.71
	L	Deutsche Telekom	23.970	12/08	0.49	22.952	4.43	21.496	1.456	6.77	12.58
		Sanofi	92.728	12/08	-0.60	89.026	4.16	86.572	2.453	2.83	0.80
	L	AstraZeneca	14,599.238	12/08	0.63	14,055.479	3.87	11,581.200	2,474.279	21.36	17.00
		Axa	31.355	12/08	-0.77	30.299	3.49	28.988	1.311	4.52	5.69
		GSK	1,795.775	12/08	0.42	1,743.227	3.01	1,680.633	62.594	3.72	2.75
		EssilorLuxottica	200.926	12/08	-0.58	195.595	2.73	170.211	25.383	14.91	10.68
		SAP	183.479	12/08	-0.33	179.970	1.95	151.340	28.630	18.92	29.56
	S	Vinci	99.494	12/08	-0.77	97.797	1.73	109.208	-11.411	-10.45	-7.19
		Airbus	129.647	12/08	-0.45	127.592	1.61	139.271	-11.678	-8.39	-5.93
		Anheuser-Busch InBev	53.503	12/08	-0.47	52.766	1.40	53.660	-0.894	-1.67	-0.27
	L	Novartis	96.740	12/08	0.16	96.720	0.02	92.910	3.810	4.10	5.45
	S	Air Liquide	157.309	12/08	-0.79	157.619	-0.20	160.944	-3.325	-2.07	-4.25
	L	Bayer	25.162	12/08	-0.04	25.365	-0.80	28.722	-3.357	-11.69	-23.70
	L	Prosus	31.840	12/08	1.77	32.097	-0.80	26.190	5.906	22.55	13.91
	S	Diageo	2,800.472	12/08	1.03	2,833.029	-1.15	3,113.927	-280.898	-9.02	-14.24
		RELX	4,033.639	12/08	0.57	4,086.187	-1.29	3,579.126	507.062	14.17	21.22
	L	Iberdrola	11.733	12/08	0.29	11.941	-1.75	10.295	1.646	15.99	10.98
		Allianz	248.031	12/08		254.428	-2.51	230.327	24.101	10.46	11.02
		Shell	32.009	12/08	0.93	32.838	-2.52	27.190	5.648	20.77	13.21
		Reckitt Benckiser	4,775.025	12/08		4,899.541	-2.54	6,213.608	-1,314.067	-21.15	-16.64
		⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	29/01/24	prc diff	⇓ Δ22	⇓∅-RS
		Enel	6.240	12/08	0.44	6.404	-2.56	5.814	0.590	10.15	7.68
		TotalEnergies	59.822	12/08	0.60	61.654	-2.97	56.248	5.406	9.61	5.53
	L	Nestlé	88.640	12/08	-0.40	91.880	-3.53	99.390	-7.510	-7.56	-4.40
	L	Zurich Insurance	464.700	12/08	0.85	482.800	-3.75	444.000	38.800	8.74	8.25
		BNP Paribas	57.428	12/08		59.774	-3.92	57.958	1.816	3.13	3.35
		Hermes International	1,944.316	12/08	-0.50	2,037.364	-4.57	1,837.198	200.166	10.90	6.12
		Safran	186.290	12/08	-0.18	195.885	-4.90	163.018	32.868	20.16	21.70
		Rio Tinto	5,645.496	12/08	0.56	5,979.062	-5.58	6,112.787	-133.725	-2.19	2.35
	L	Münchener Rück	425.695	12/08	1.01	452.543	-5.93	369.476	83.067	22.48	21.00
		Schneider Electric	204.754	12/08	0.38	218.420	-6.26	170.510	47.910	28.10	27.36
		Deutsche Post	34.932	12/08	-0.36	37.336	-6.44	41.871	-4.535	-10.83	-6.04
	L	HSBC	735.559	12/08	0.22	789.250	-6.80	676.154	113.095	16.73	12.58
		ING Groep	14.764	12/08	0.21	15.855	-6.88	12.212	3.643	29.83	22.97
	S	BASF	40.011	12/08	-0.22	43.025	-7.01	42.095	0.930	2.21	-2.64
		UBS	24.850	12/08	0.44	26.980	-7.89	25.670	1.310	5.10	17.63
		Banco Santander	3.963	12/08	-0.24	4.311	-8.06	3.337	0.974	29.18	16.91
		BP	502.177	12/08	1.35	546.615	-8.13	510.458	36.156	7.08	0.72
		L´Oreal	365.068	12/08	-1.59	399.573	-8.64	415.392	-15.819	-3.81	-1.90
	L	Richemont	128.200	12/08	1.22	140.550	-8.79	128.750	11.800	9.17	12.79
	L	ABB	45.510	12/08	0.55	50.380	-9.67	36.950	13.430	36.35	36.38
	S	LVMH	615.571	12/08	-0.14	690.106	-10.80	725.219	-35.113	-4.84	-5.70
		Novo Nordisk	116.051	12/08	-2.80	130.569	-11.12	93.456	37.113	39.71	41.04
		Glencore	468.649	12/08	1.27	527.423	-11.14	465.692	61.731	13.26	6.61
		Siemens	152.366	12/08	0.01	171.674	-11.25	156.329	15.345	9.82	14.82
	S	Mercedes-Benz	55.712	12/08	-0.57	62.807	-11.30	57.808	4.999	8.65	-1.56
		⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	29/01/24	prc diff	⇓ Δ22	⇓∅-RS
		ASML	760.474	12/08	0.08	924.955	-17.78	751.844	173.111	23.02	37.67
Europe 50 - 50 out of 50 instruments rated - 1/07/24 / 29/01/24 - 37 did rise, Market-Ratio(22) in CHF = 74.00 %

Technical Chart

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

6/01/20	scale up chart	1/07/24

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
2/01/06		12/06/06	161		- cash -
short	12/06/06	26/06/06	14		Vodafone	100	3,756	2.662	2.617	2.709	0.046	2	10,174	57
long	26/06/06	21/01/08	574		ABB	100	667	15.250	23.800		8.550	56	15,877	33
short	21/01/08	21/04/08	91		UBS	100	393	40.300	35.940	45.189	4.889	12	17,798	58
long	21/04/08	28/04/08	7		Rio Tinto	100	169	104.818	105.644		0.825	1	17,938	51
short	28/04/08	23/06/08	56		UBS	100	493	36.340	22.060	59.864	23.524	65	29,535	2,488
long	23/06/08	30/06/08	7		Rio Tinto	100	292	100.996	100.874		-0.122	0	29,499	-6
short	30/06/08	11/08/08	42		UBS	100	1,375	21.440	23.180	19.700	-1.740	-8	27,107	-52
long	11/08/08	8/09/08	28		AstraZeneca	100	505	53.659	51.569		-2.089	-4	26,052	-40
short	8/09/08	30/03/09	203		UBS	100	1,073	24.260	10.140	58.042	33.782	139	62,300	380
long	30/03/09	6/04/09	7		AstraZeneca	100	1,617	38.525	39.859		1.333	3	64,456	489
short	6/04/09	13/04/09	7		Lloyds Bank	100	48,188	1.338	1.489	1.186	-0.152	-11	57,152	-100
long	13/04/09	30/08/10	504		Deutsche Bank	100	1,249	45.746	50.594		4.848	11	63,208	8
short	30/08/10	6/09/10	7		BP	100	10,404	6.075	6.385	5.765	-0.310	-5	59,985	-93
long	6/09/10	8/08/11	336		Novo Nordisk	100	6,725	8.919	8.388		-0.531	-6	56,415	-6
short	8/08/11	19/12/11	133		Lloyds Bank	100	136,824	0.412	0.342	0.498	0.085	21	68,111	68
long	19/12/11	20/10/14	1036		Roche	100	429	158.400	268.600		110.200	70	115,387	20
short	20/10/14	10/11/14	21		Deutsche Bank	100	4,437	26.001	25.932	26.070	0.069	0	115,694	5
long	10/11/14	24/08/15	287		Novartis	100	1,553	74.460	74.670		0.210	0	116,020	0
short	24/08/15	26/10/15	63		Rio Tinto	100	3,666	31.643	37.527	25.759	-5.884	-19	94,449	-70
long	26/10/15	14/12/15	49		SAP	100	1,239	76.196	75.160		-1.036	-1	93,166	-10
short	14/12/15	28/12/15	14		Rio Tinto	100	3,380	27.563	29.499	25.628	-1.935	-7	86,625	-85
long	28/12/15	4/01/16	7		SAP	100	1,096	78.966	76.608		-2.358	-3	84,040	-79
short	4/01/16	25/01/16	21		Rio Tinto	100	2,994	28.061	23.218	33.913	5.852	21	101,562	2,591
long	25/01/16	28/03/16	63		SAP	100	1,271	79.875	77.223		-2.653	-3	98,191	-18
short	28/03/16	18/04/16	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	18/04/16	25/04/16	7		BAT	100	1,595	58.945	58.770		-0.174	0	93,760	-14
short	25/04/16	16/05/16	21		Credit Suisse	100	6,360	14.740	13.390	16.226	1.486	10	103,212	431
long	16/05/16	5/03/18	658		BAT	100	1,741	59.271	54.935		-4.336	-7	95,663	-4
short	5/03/18	23/04/18	49		Imperial Brands	100	2,848	33.584	32.640	34.556	0.971	3	98,429	24
long	23/04/18	15/10/18	175		LVMH	100	293	335.619	297.996		-37.622	-11	87,406	-22
short	15/10/18	12/11/18	28		Intesa Sanpaolo	100	37,419	2.336	2.224	2.453	0.117	5	91,795	89
long	12/11/18	10/12/18	28		AstraZeneca	100	1,132	81.080	74.670		-6.410	-8	84,538	-66
short	10/12/18	11/02/19	63		Bayer	100	1,236	68.360	77.370	59.351	-9.009	-13	73,403	-56
long	11/02/19	2/03/20	385		Roche	100	269	272.550	314.700		42.150	15	84,741	15
short	2/03/20	22/06/20	112		Anheuser-Busch InBev	100	1,525	55.553	47.962	64.345	8.792	16	98,150	61
long	22/06/20	29/06/20	7		ASML	100	285	344.161	344.477		0.316	0	98,240	5
short	29/06/20	27/07/20	28		Airbus	100	1,450	67.730	66.973	68.496	0.766	1	99,350	16
long	27/07/20	20/06/22	693		ASML	100	283	350.384	465.343		114.959	33	131,884	16
short	20/06/22	27/06/22	7		Adyen	100	104	1,260.523	1,436.710	1,084.337	-176.187	-14	113,560	-100
long	27/06/22	11/07/22	14		BAT	100	2,709	41.915	39.467		-2.447	-6	106,931	-79
short	11/07/22	25/07/22	14		Adidas	100	664	160.826	173.663	147.989	-12.837	-8	98,407	-89
long	25/07/22	5/09/22	42		Novo Nordisk	100	1,774	55.459	51.244		-4.215	-8	90,930	-50
short	5/09/22	7/11/22	63		Adidas	100	643	141.367	113.922	175.423	34.056	24	112,829	249
long	7/11/22	23/10/23	350		BP	100	19,744	5.715	5.805		0.090	2	114,606	2
short	23/10/23	30/10/23	7		Adyen	100	176	648.615	606.085	694.130	45.515	7	122,616	3,334
long	30/10/23	12/08/24	287		Novo Nordisk	100	1,410	86.933	116.051		29.118	33	163,673	44
accum	12/06/06	12/08/24	6673	days out of 6834 invested (98%)							1,537		163,673	17

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
ASML	long	22/06/20	29/06/20	7	344.16	344.48		0.32	0.09
	long	27/07/20	20/06/22	693	350.38	465.34		114.96	32.81	32.93
Novo Nordisk	long	6/09/10	8/08/11	336	8.92	8.39		-0.53	-5.95
	long	25/07/22	5/09/22	42	55.46	51.24		-4.21	-7.60
	long	30/10/23	12/08/24	287	86.93	116.05		29.12	33.50	16.01
Anheuser-Busch InBev	short	2/03/20	22/06/20	112	55.55	47.96	64.35	8.79	15.83	15.83
Adidas	short	11/07/22	25/07/22	14	160.83	173.66	147.99	-12.84	-7.98
	short	5/09/22	7/11/22	63	141.37	113.92	175.42	34.06	24.09	14.19
Deutsche Bank	long	13/04/09	30/08/10	504	45.75	50.59		4.85	10.60
	short	20/10/14	10/11/14	21	26.00	25.93	26.07	0.07	0.27	10.89
Lloyds Bank	short	6/04/09	13/04/09	7	1.34	1.49	1.19	-0.15	-11.33
	short	8/08/11	19/12/11	133	0.41	0.34	0.50	0.09	20.73	7.05
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	2.34	2.22	2.45	0.12	5.02	5.02
Imperial Brands	short	5/03/18	23/04/18	49	33.58	32.64	34.56	0.97	2.89	2.89
Vodafone	short	12/06/06	26/06/06	14	2.66	2.62	2.71	0.05	1.74	1.74
Airbus	short	29/06/20	27/07/20	28	67.73	66.97	68.50	0.77	1.13	1.13
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Novartis	long	10/11/14	24/08/15	287	74.46	74.67		0.21	0.28	0.28
BP	short	30/08/10	6/09/10	7	6.08	6.38	5.77	-0.31	-5.10
	long	7/11/22	23/10/23	350	5.71	5.80		0.09	1.57	-3.60
SAP	long	26/10/15	14/12/15	49	76.20	75.16		-1.04	-1.36
	long	28/12/15	4/01/16	7	78.97	76.61		-2.36	-2.99
	long	25/01/16	28/03/16	63	79.88	77.22		-2.65	-3.32	-7.48
Rio Tinto	long	21/04/08	28/04/08	7	104.82	105.64		0.83	0.79
	long	23/06/08	30/06/08	7	101.00	100.87		-0.12	-0.12
	short	24/08/15	26/10/15	63	31.64	37.53	25.76	-5.88	-18.60
	short	14/12/15	28/12/15	14	27.56	29.50	25.63	-1.94	-7.02
	short	4/01/16	25/01/16	21	28.06	23.22	33.91	5.85	20.86	-7.92
Adyen	short	20/06/22	27/06/22	7	1,260.52	1,436.71	1,084.34	-176.19	-13.98
	short	23/10/23	30/10/23	7	648.62	606.08	694.13	45.51	7.02	-7.94
AstraZeneca	long	11/08/08	8/09/08	28	53.66	51.57		-2.09	-3.89
	long	30/03/09	6/04/09	7	38.53	39.86		1.33	3.46
	long	12/11/18	10/12/18	28	81.08	74.67		-6.41	-7.91	-8.43
LVMH	long	23/04/18	15/10/18	175	335.62	298.00		-37.62	-11.21	-11.21
BAT	long	18/04/16	25/04/16	7	58.94	58.77		-0.17	-0.30
	long	16/05/16	5/03/18	658	59.27	54.94		-4.34	-7.32
	long	27/06/22	11/07/22	14	41.91	39.47		-2.45	-5.84	-12.99
Bayer	short	10/12/18	11/02/19	63	68.36	77.37	59.35	-9.01	-13.18	-13.18

Annotations

19/02/24	Stoxx 50	Component update: Glencore, ING and Munich Re replace Adidas, Adyen and Kering
14/09/23	Prosus	stock split 1:2.1796 (two-point-onesevenninesix for one)
13/09/23	Novo Nordisk	stock split 1:2 (two for one)
18/07/22	GlaxoSmithKline	demergers OTC business -> Haleon
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.


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