Share-o-matic - Portfolio

Sat, Sep 30th, 2023, 7:12UTC

Assessment - DJ Global Titans 50 in Euro - 9/25/23 - RS = 30

		⇓instrument	freshest		Δday	9/25/23	⇓ Δwk	2/27/23	prc diff	⇓ Δ30	⇓∅-RS
		DJ Global Titans	469.971	Fri	0.12	473.511	-0.75	403.626	69.885	17.31	11.26
	L	Anheuser-Busch InBev	52.510	Fri	3.37	52.220	0.56	57.210	-4.990	-8.72	-2.93
	S	Pfizer	31.313	Fri	3.37	31.133	0.58	38.451	-7.318	-19.03	-19.45
		BHP	26.820	Fri	1.19	26.759	0.23	28.304	-1.545	-5.46	-3.60
	S	Walt Disney	76.511	Fri	1.15	76.474	0.05	94.714	-18.241	-19.26	-13.39
		Intel	33.559	Fri	1.05	32.370	3.67	23.478	8.892	37.87	14.13
		NVidia	410.631	Fri	0.95	398.576	3.02	221.590	176.986	79.87	85.47
		Amazon.com	120.002	Fri	0.90	123.919	-3.16	88.406	35.513	40.17	22.36
		Nestlé	107.429	Fri	0.82	110.950	-3.17	109.414	1.536	1.40	-0.41
	L	Sanofi	101.480	Fri	0.71	102.640	-1.13	90.550	12.090	13.35	11.25
		Microsoft	298.069	Fri	0.67	299.758	-0.56	235.875	63.883	27.08	14.99
		Boeing	180.946	Fri	0.66	187.649	-3.57	189.013	-1.365	-0.72	2.98
	S	Royal Bank CA	83.797	Fri	0.64	84.428	-0.75	95.954	-11.526	-12.01	-5.98
		Taiwan Semiconductor	82.034	Fri	0.57	81.411	0.77	82.315	-0.904	-1.10	1.16
		3M	88.377	Fri	0.39	89.482	-1.23	102.088	-12.606	-12.35	-13.16
		Apple	161.623	Fri	0.30	166.220	-2.77	139.473	26.746	19.18	10.98
	S	Coca-Cola	52.845	Fri	0.30	53.808	-1.79	56.404	-2.596	-4.60	-5.80
	S	Roche	259.356	Fri	0.30	258.424	0.36	276.001	-17.577	-6.37	-10.94
	L	BAT	2,971.770	Fri	0.25	3,023.663	-1.72	3,655.082	-631.419	-17.28	-10.18
		Novartis	97.208	Fri	0.17	95.789	1.48	80.952	14.837	18.33	10.67
		DuPont	70.413	Fri	0.07	69.252	1.68	68.860	0.392	0.57	7.12
	S	Siemens	135.660	Fri	0.06	132.480	2.40	143.800	-11.320	-7.87	-3.01
		HSBC	743.692	Fri		736.427	0.99	718.730	17.697	2.46	14.60
		PepsiCo	159.952	Fri	-0.04	164.568	-2.81	165.865	-1.297	-0.78	-2.72
	L	GSK	1,720.559	Fri	-0.13	1,771.069	-2.85	1,649.735	121.333	7.35	9.47
		⇓instrument	freshest		Δday	9/25/23	⇓ Δwk	2/27/23	prc diff	⇓ Δ30	⇓∅-RS
	S	Citigroup	38.827	Fri	-0.17	38.723	0.27	47.588	-8.865	-18.63	-10.70
		Cisco Systems	50.750	Fri	-0.22	50.485	0.52	45.947	4.538	9.88	9.88
		Oracle	99.989	Fri	-0.22	102.235	-2.20	82.937	19.298	23.27	18.14
		Samsung Electronics	48.247	Fri	-0.29	48.953	-1.44	43.360	5.593	12.90	7.92
		Procter & Gamble	137.692	Fri	-0.33	142.223	-3.19	131.195	11.028	8.41	3.59
		Philip Morris	87.396	Fri	-0.51	88.472	-1.22	92.564	-4.092	-4.42	-2.14
		Visa	217.130	Fri	-0.71	220.292	-1.44	207.768	12.525	6.03	5.99
		Johnson & Johnson	147.028	Fri	-0.72	151.286	-2.81	146.743	4.543	3.10	-2.37
	L	Amgen	253.710	Fri	-0.76	251.916	0.71	221.062	30.854	13.96	8.80
	S	McDonald´s	248.688	Fri	-0.81	254.673	-2.35	249.661	5.012	2.01	-1.71
		Mastercard	373.740	Fri	-0.88	379.951	-1.63	335.181	44.770	13.36	11.46
	L	IBM	132.443	Fri	-0.90	138.277	-4.22	123.039	15.239	12.39	8.97
	L	Toyota	16.989	Fri	-1.05	17.522	-3.04	12.863	4.659	36.22	27.92
	L	Alphabet A	123.532	Fri	-1.10	123.768	-0.19	84.738	39.030	46.06	24.12
	L	Chevron	159.178	Fri	-1.15	159.263	-0.05	153.523	5.740	3.74	2.85
		Meta	283.399	Fri	-1.23	283.984	-0.21	159.859	124.125	77.65	69.32
	L	Allianz	225.700	Fri	-1.25	229.350	-1.59	219.050	10.300	4.70	10.91
	S	Merck (MSD)	97.185	Fri	-1.29	99.913	-2.73	103.115	-3.202	-3.11	-1.02
	L	Exxon Mobil	110.996	Fri	-1.58	109.721	1.16	104.237	5.484	5.26	8.13
		General Electric	104.359	Fri	-1.59	105.464	-1.05	79.053	26.411	33.41	23.45
		Walmart	150.974	Fri	-1.61	153.938	-1.93	133.364	20.575	15.43	10.81
		JP Morgan Chase	136.899	Fri	-1.74	138.249	-0.98	134.042	4.207	3.14	7.99
	L	BP	612.805	Fri	-1.79	608.077	0.78	635.004	-26.927	-4.24	8.69
	L	TotalEnergies	62.310	Fri	-2.06	62.130	0.29	59.220	2.910	4.91	10.86
	L	Shell	30.505	Fri	-2.07	30.435	0.23	28.815	1.620	5.62	10.63
		⇓instrument	freshest		Δday	9/25/23	⇓ Δwk	2/27/23	prc diff	⇓ Δ30	⇓∅-RS
	L	AbbVie	140.713	Fri	-2.10	145.990	-3.61	145.470	0.520	0.36	4.04
DJ Global Titans - 50 out of 50 instruments rated - 9/25/23 / 2/27/23 - 33 did rise, Market-Ratio(30) in EUR = 66.00 %

Technical Chart

	DJ Global Titans RS = 30 - B/S = 54/52

1/07/19	scale up chart	9/25/23

Transactions DJ Global Titans 50 in Euro * A30 - 54/52 (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		6/19/06	168		- cash -
short	6/19/06	6/26/06	7		Intel	100	693	14.425	14.616	14.234	-0.191	-1	9,868	-50
long	6/26/06	1/14/08	567		Gazprom	100	738	13.360	14.480		1.120	8	10,694	5
short	1/14/08	5/04/09	476		Citigroup	100	54	196.657	24.115	1,603.761	1,407.104	716	86,678	400
long	5/04/09	5/25/09	21		Qualcomm	100	2,653	32.668	30.924		-1.744	-5	82,051	-61
short	5/25/09	6/01/09	7		Citigroup	100	3,046	26.930	26.080	27.809	0.879	3	84,727	433
long	6/01/09	6/22/09	21		Qualcomm	100	2,700	31.380	31.855		0.475	2	86,010	30
short	6/22/09	6/29/09	7		Citigroup	100	3,996	21.524	21.482	21.565	0.042	0	86,176	11
long	6/29/09	7/06/09	7		Apple	100	23,893	3.607	3.541		-0.065	-2	84,612	-62
short	7/06/09	7/13/09	7		Citigroup	100	4,239	19.959	19.947	19.970	0.012	0	84,661	3
long	7/13/09	5/17/10	308		Apple	100	23,210	3.647	7.349		3.701	101	170,565	129
short	5/17/10	5/31/10	14		Qualcomm	100	5,639	30.243	28.580	32.003	1.760	6	180,490	337
long	5/31/10	6/07/10	7		Apple	100	23,775	7.591	7.490		-0.101	-1	178,086	-50
short	6/07/10	9/06/10	91		Qualcomm	100	6,086	29.260	31.462	27.059	-2.201	-8	164,688	-27
long	9/06/10	9/27/10	21		Apple	100	23,065	7.140	7.708		0.568	8	177,779	278
short	9/27/10	11/22/10	56		BP	100	37,523	4.738	5.036	4.440	-0.298	-6	166,604	-35
long	11/22/10	7/25/11	245		Apple	100	20,362	8.182	9.909		1.728	21	201,781	33
short	7/25/11	12/26/11	154		Bank of America	100	28,950	6.970	4.201	11.562	4.592	66	334,728	232
long	12/26/11	1/23/12	28		Philip Morris	100	5,538	60.439	57.914		-2.524	-4	320,749	-43
short	1/23/12	2/06/12	14		Bank of America	100	57,186	5.609	6.060	5.157	-0.452	-8	294,927	-89
long	2/06/12	5/21/12	105		Apple	100	23,406	12.600	15.695		3.095	25	367,367	115
short	5/21/12	5/28/12	7		Telefónica	100	37,425	9.816	9.440	10.207	0.391	4	382,000	667
long	5/28/12	10/22/12	147		Apple	100	23,425	16.307	17.386		1.079	7	407,270	17
short	10/22/12	10/29/12	7		Telefónica	100	38,787	10.500	10.070	10.948	0.448	4	424,662	785
long	10/29/12	12/16/13	413		Bank of America	100	58,951	7.204	11.075		3.871	54	652,873	46
short	12/16/13	12/23/13	7		IBM	100	5,051	129.242	133.044	125.440	-3.802	-3	633,671	-79
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	12/23/13	10/27/14	308		Alphabet A	100	31,037	20.416	21.652		1.236	6	672,039	7
short	10/27/14	11/10/14	14		Samsung Electronics	100	41,011,584	0.016	0.019	0.014	-0.002	-15	574,162	-98
long	11/10/14	12/15/14	35		Apple	100	26,218	21.899	21.746		-0.153	-1	570,143	-7
short	12/15/14	3/02/15	77		Gazprom	100	170,855	3.337	4.494	2.180	-1.157	-35	372,464	-87
long	3/02/15	3/30/15	28		Apple	100	12,907	28.856	29.169		0.313	1	376,499	15
short	3/30/15	4/27/15	28		ConocoPhilips	100	6,371	59.090	61.591	56.589	-2.501	-4	360,565	-43
long	4/27/15	6/08/15	42		Mitsubishi UFJ	100	5,556,989	0.065	0.064		-0.001	-2	354,140	-14
short	6/08/15	7/13/15	35		BHP	100	18,619	19.020	17.787	20.338	1.318	7	378,683	101
long	7/13/15	7/27/15	14		Mitsubishi UFJ	100	6,028,655	0.063	0.064		0.002	2	387,947	88
short	7/27/15	8/03/15	7		ConocoPhilips	100	8,497	45.655	45.385	45.927	0.272	1	390,259	36
long	8/03/15	8/24/15	21		Mitsubishi UFJ	100	6,017,123	0.065	0.054		-0.011	-17	324,275	-96
short	8/24/15	3/21/16	210		ConocoPhilips	100	8,769	36.977	37.886	36.068	-0.909	-2	316,303	-4
long	3/21/16	3/28/16	7		McDonald´s	100	2,871	110.161	110.022		-0.139	0	315,905	-6
short	3/28/16	4/11/16	14		Mitsubishi UFJ	100	7,597,869	0.042	0.038	0.045	0.003	8	341,904	686
long	4/11/16	5/09/16	28		McDonald´s	100	3,057	111.826	114.955		3.129	3	351,469	43
short	5/09/16	7/04/16	56		Mitsubishi UFJ	100	8,740,138	0.040	0.040	0.041	0.000	1	354,850	6
long	7/04/16	3/05/18	609		BP	100	66,761	5.315	5.277		-0.038	-1	352,283	0
short	3/05/18	3/12/18	7		General Electric	100	3,766	93.522	97.980	89.065	-4.458	-5	335,495	-92
long	3/12/18	4/09/18	28		Intel	100	8,028	41.788	40.213		-1.575	-4	322,851	-39
short	4/09/18	9/03/18	147		General Electric	100	3,875	83.298	89.079	77.518	-5.780	-7	300,451	-16
long	9/03/18	11/26/18	84		Apple	100	6,135	48.969	38.491		-10.478	-21	236,169	-65
short	11/26/18	4/01/19	126		General Electric	100	4,417	53.466	72.073	34.860	-18.607	-35	153,982	-71
long	4/01/19	4/22/19	21		Procter & Gamble	100	1,665	92.447	94.127		1.680	2	156,779	37
short	4/22/19	4/29/19	7		Schlumberger	100	3,851	40.710	38.835	42.676	1.966	5	164,350	1,069
long	4/29/19	6/03/19	35		Qualcomm	100	2,106	78.019	59.274		-18.745	-24	124,873	-94
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	6/03/19	6/10/19	7		Schlumberger	100	3,956	31.558	31.341	31.775	0.218	1	125,734	43
long	6/10/19	2/24/20	259		Gazprom	100	20,085	6.260	6.326		0.066	1	127,060	1
short	2/24/20	10/05/20	224		Exxon Mobil	100	2,446	51.928	28.615	94.235	42.307	81	230,543	164
long	10/05/20	3/07/22	518		Apple	100	2,333	98.803	146.445		47.642	48	341,691	32
short	3/07/22	3/28/22	21		Gazprom	100	126,552	2.700	2.700	2.700	0.000	0	341,691	0
long	3/28/22	6/13/22	77		ConocoPhilips	100	3,627	94.195	107.044		12.848	14	388,292	83
short	6/13/22	1/09/23	210		General Electric	100	5,986	64.862	67.576	62.148	-2.714	-4	372,046	-7
long	1/09/23	3/13/23	63		Schlumberger	100	7,190	51.740	45.465		-6.275	-12	326,931	-53
short	3/13/23	3/27/23	14		3M	100	3,393	96.348	94.020	98.734	2.386	2	335,025	89
long	3/27/23	9/29/23	186		NVidia	100	1,363	245.783	410.631		164.849	67	559,714	174
accum	6/19/06	9/29/23	6312	days out of 6480 invested (97%)							5,497		559,714	26

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Citigroup	short	1/14/08	5/04/09	476	196.66	24.11	1,603.76	1,407.10	715.51
	short	5/25/09	6/01/09	7	26.93	26.08	27.81	0.88	3.26
	short	6/22/09	6/29/09	7	21.52	21.48	21.57	0.04	0.19
	short	7/06/09	7/13/09	7	19.96	19.95	19.97	0.01	0.06	744.23
Apple	long	6/29/09	7/06/09	7	3.61	3.54		-0.07	-1.81
	long	7/13/09	5/17/10	308	3.65	7.35		3.70	101.47
	long	5/31/10	6/07/10	7	7.59	7.49		-0.10	-1.33
	long	9/06/10	9/27/10	21	7.14	7.71		0.57	7.95
	long	11/22/10	7/25/11	245	8.18	9.91		1.73	21.11
	long	2/06/12	5/21/12	105	12.60	15.69		3.09	24.56
	long	5/28/12	10/22/12	147	16.31	17.39		1.08	6.62
	long	11/10/14	12/15/14	35	21.90	21.75		-0.15	-0.70
	long	3/02/15	3/30/15	28	28.86	29.17		0.31	1.08
	long	9/03/18	11/26/18	84	48.97	38.49		-10.48	-21.40
	long	10/05/20	3/07/22	518	98.80	146.45		47.64	48.22	296.31
Bank of America	short	7/25/11	12/26/11	154	6.97	4.20	11.56	4.59	65.89
	short	1/23/12	2/06/12	14	5.61	6.06	5.16	-0.45	-8.05
	long	10/29/12	12/16/13	413	7.20	11.07		3.87	53.74	134.51
Exxon Mobil	short	2/24/20	10/05/20	224	51.93	28.61	94.24	42.31	81.47	81.47
NVidia	long	3/27/23	9/29/23	186	245.78	410.63		164.85	67.07	67.07
Telefónica	short	5/21/12	5/28/12	7	9.82	9.44	10.21	0.39	3.98
	short	10/22/12	10/29/12	7	10.50	10.07	10.95	0.45	4.27	8.42
BHP	short	6/08/15	7/13/15	35	19.02	17.79	20.34	1.32	6.93	6.93
ConocoPhilips	short	3/30/15	4/27/15	28	59.09	61.59	56.59	-2.50	-4.23
	short	7/27/15	8/03/15	7	45.66	45.38	45.93	0.27	0.60
	short	8/24/15	3/21/16	210	36.98	37.89	36.07	-0.91	-2.46
	long	3/28/22	6/13/22	77	94.20	107.04		12.85	13.64	6.79
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Alphabet A	long	12/23/13	10/27/14	308	20.42	21.65		1.24	6.06	6.06
McDonald´s	long	3/21/16	3/28/16	7	110.16	110.02		-0.14	-0.13
	long	4/11/16	5/09/16	28	111.83	114.95		3.13	2.80	2.67
3M	short	3/13/23	3/27/23	14	96.35	94.02	98.73	2.39	2.48	2.48
Procter & Gamble	long	4/01/19	4/22/19	21	92.45	94.13		1.68	1.82	1.82
IBM	short	12/16/13	12/23/13	7	129.24	133.04	125.44	-3.80	-2.94	-2.94
Philip Morris	long	12/26/11	1/23/12	28	60.44	57.91		-2.52	-4.18	-4.18
Intel	short	6/19/06	6/26/06	7	14.42	14.62	14.23	-0.19	-1.33
	long	3/12/18	4/09/18	28	41.79	40.21		-1.58	-3.77	-5.04
BP	short	9/27/10	11/22/10	56	4.74	5.04	4.44	-0.30	-6.29
	long	7/04/16	3/05/18	609	5.32	5.28		-0.04	-0.72	-6.96
Schlumberger	short	4/22/19	4/29/19	7	40.71	38.84	42.68	1.97	4.83
	short	6/03/19	6/10/19	7	31.56	31.34	31.78	0.22	0.69
	long	1/09/23	3/13/23	63	51.74	45.47		-6.27	-12.13	-7.25
Mitsubishi UFJ	long	4/27/15	6/08/15	42	0.06	0.06		-0.00	-1.78
	long	7/13/15	7/27/15	14	0.06	0.06		0.00	2.45
	long	8/03/15	8/24/15	21	0.06	0.05		-0.01	-16.91
	short	3/28/16	4/11/16	14	0.04	0.04	0.05	0.00	8.23
	short	5/09/16	7/04/16	56	0.04	0.04	0.04	0.00	0.96	-8.64
Samsung Electronics	short	10/27/14	11/10/14	14	0.02	0.02	0.01	-0.00	-14.56	-14.56
Gazprom	long	6/26/06	1/14/08	567	13.36	14.48		1.12	8.38
	short	12/15/14	3/02/15	77	3.34	4.49	2.18	-1.16	-34.67
	long	6/10/19	2/24/20	259	6.26	6.33		0.07	1.05
	short	3/07/22	3/28/22	21	2.70	2.70	2.70	0.00	0.00	-28.45
Qualcomm	long	5/04/09	5/25/09	21	32.67	30.92		-1.74	-5.34
	long	6/01/09	6/22/09	21	31.38	31.86		0.48	1.51
	short	5/17/10	5/31/10	14	30.24	28.58	32.00	1.76	5.82
	short	6/07/10	9/06/10	91	29.26	31.46	27.06	-2.20	-7.52
	long	4/29/19	6/03/19	35	78.02	59.27		-18.74	-24.03	-28.56
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
General Electric	short	3/05/18	3/12/18	7	93.52	97.98	89.06	-4.46	-4.77
	short	4/09/18	9/03/18	147	83.30	89.08	77.52	-5.78	-6.94
	short	11/26/18	4/01/19	126	53.47	72.07	34.86	-18.61	-34.80
	short	6/13/22	1/09/23	210	64.86	67.58	62.15	-2.71	-4.18	-44.64

Annotations

7/18/22	Alphabet A	stock split 1:20 (twenty for one)
	GlaxoSmithKline	demergers OTC business -> Haleon
6/06/22	Amazon.com	stock split 1:20 (twenty for one)
9/29/21	Toyota	stock split 1:5 (five for one)
8/02/21	General Electric	reverse stock split 8:1 (eight become one)
7/20/21	NVidia	stock split 1:4 (four for one)
5/04/18	Samsung Electronics	stock split 1:50 (fifty for one)
10/04/16	AB InBev	acquisition of SAB Miller completed
10/02/15	Google A	changes name to Alphabet
3/19/15	Visa	forward stock split 1:4 (four for one)


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