Share-o-matic - Portfolio

Mon, Aug 2nd, 2021, 4:09UTC

Assessment - SP Global 100 in Pound sterling - 7/26/21 - RS = 39

		⇓instrument	freshest		Δday	7/26/21	⇓ Δwk	10/26/20	prc diff	⇓ Δ39	⇓∅-RS
		S&P Global 100	2,124.283	Fri	-1.05	2,148.039	-1.11	1,755.430	392.609	22.37	13.90
		Saint-Gobain	51.467	Fri	3.11	50.570	1.77	30.925	19.645	63.52	34.21
		Telefónica	3.302	Fri	2.19	3.259	1.34	2.782	0.476	17.12	3.00
		Procter & Gamble	102.822	Fri	1.97	101.412	1.39	108.437	-7.024	-6.48	1.55
		Schneider Electric	120.701	Fri	1.80	119.591	0.93	96.993	22.598	23.30	13.05
	L	Nestlé	90.708	Fri	0.97	90.329	0.42	90.335	-0.006	-0.01	4.52
	S	Orange	8.025	Fri	0.88	8.220	-2.37	8.487	-0.267	-3.14	-6.18
		Diageo	3,570.500	Fri	0.86	3,461.500	3.15	2,600.000	861.500	33.13	17.32
	L	GlaxoSmithKline	1,417.800	Fri	0.81	1,399.800	1.29	1,344.800	55.000	4.09	1.23
	S	Philips	33.221	Fri	0.73	33.349	-0.38	37.410	-4.061	-10.86	-14.36
		Unilever	41.507	Fri	0.68	40.328	2.92	45.889	-5.561	-12.12	-6.73
		Bridgestone	31.463	Fri	0.59	31.279	0.59	26.333	4.946	18.78	14.45
		UnibailRodaWestfield	3.107	Fri	0.52	3.075	1.04	1.684	1.391	82.58	29.39
		Nissan Motor	4.135	Fri	0.48	3.669	12.70	2.862	0.807	28.19	6.40
	L	Novartis	66.277	Fri	0.43	65.985	0.44	64.574	1.410	2.18	0.91
	L	Sanofi	74.215	Fri	0.42	74.813	-0.80	75.109	-0.297	-0.40	0.88
		Texas Instruments	137.805	Fri	0.42	136.099	1.25	112.005	24.093	21.51	11.88
		HP	20.871	Fri	0.31	20.589	1.37	14.005	6.584	47.01	14.40
	L	Nike	121.098	Fri	0.31	119.348	1.47	98.514	20.834	21.15	23.55
	L	Marsh & McLennan	106.430	Fri	0.29	106.733	-0.28	85.253	21.480	25.20	20.18
	L	L´Oreal	329.643	Fri	0.26	327.593	0.63	258.739	68.855	26.61	18.17
		Walmart	103.054	Fri	0.22	103.111	-0.06	109.097	-5.985	-5.49	-0.26
		Toshiba	30.807	Fri	0.21	31.463	-2.08	20.594	10.869	52.78	30.17
	S	RWE	25.635	Fri	0.20	25.533	0.40	30.009	-4.477	-14.92	-12.06
		Apple	105.446	Fri	0.15	107.709	-2.10	88.292	19.417	21.99	17.50
		⇓instrument	freshest		Δday	7/26/21	⇓ Δwk	10/26/20	prc diff	⇓ Δ39	⇓∅-RS
	L	PepsiCo	113.464	Fri	0.09	113.550	-0.08	105.950	7.600	7.17	8.87
	L	Pfizer	30.949	Fri	0.05	30.226	2.39	29.101	1.125	3.87	9.02
		Intel	38.836	Fri	0.04	39.262	-1.09	35.854	3.408	9.51	-1.30
	L	Johnson & Johnson	124.488	Fri	0.01	124.250	0.19	110.486	13.764	12.46	7.44
		Total	33.904	Thu		33.904		24.536	9.368	38.18	8.64
		Vivendi	24.345	Fri		24.200	0.60	22.926	1.274	5.56	3.36
	L	Banco Bilbao Viz	4.622	Fri	-0.02	4.681	-1.26	2.209	2.472	111.89	46.25
		Coca-Cola	41.229	Fri	-0.04	41.250	-0.05	38.218	3.033	7.94	8.18
	S	Credit Suisse	7.195	Fri	-0.04	7.446	-3.37	8.206	-0.760	-9.26	-11.92
		DuPont	54.256	Fri	-0.05	53.967	0.54	44.894	9.073	20.21	6.16
	L	Merck (MSD)	55.572	Fri	-0.08	55.839	-0.48	60.503	-4.664	-7.71	-4.19
	L	AstraZeneca	8,268.000	Fri	-0.11	8,292.000	-0.29	8,077.000	215.000	2.66	5.04
	S	Ericsson	8.288	Fri	-0.11	8.435	-1.74	9.237	-0.802	-8.69	-7.34
		3M	143.097	Fri	-0.12	145.793	-1.85	127.515	18.278	14.33	10.41
		Axa	18.690	Fri	-0.16	18.707	-0.09	13.282	5.425	40.84	8.68
		Canon	16.364	Fri	-0.18	17.177	-4.73	13.090	4.087	31.22	16.01
	S	Vodafone	116.180	Fri	-0.19	117.600	-1.21	109.740	7.860	7.16	-4.16
		Philip Morris	72.358	Fri	-0.20	71.599	1.06	56.521	15.078	26.68	14.19
		Morgan Stanley	69.387	Fri	-0.31	69.792	-0.58	38.617	31.175	80.73	41.23
	L	National Grid	924.100	Fri	-0.31	928.100	-0.43	945.600	-17.500	-1.85	4.29
		UBS	11.805	Fri	-0.40	11.741	0.54	9.471	2.271	23.97	12.52
	L	Bristol-Myers	49.065	Fri	-0.41	48.935	0.27	45.792	3.143	6.86	5.75
	L	Toyota	64.269	Fri	-0.52	64.427	-0.24	51.173	13.254	25.90	18.15
		McDonald´s	175.462	Fri	-0.54	176.380	-0.52	172.110	4.271	2.48	8.86
	L	Microsoft	205.970	Fri	-0.55	208.963	-1.43	161.220	47.743	29.61	22.92
		⇓instrument	freshest		Δday	7/26/21	⇓ Δwk	10/26/20	prc diff	⇓ Δ39	⇓∅-RS
		Samsung Electronics	49.302	Fri	-0.63	49.491	-0.38	40.942	8.549	20.88	5.68
		Seven & i	31.908	Fri	-0.63	32.839	-2.83	24.920	7.919	31.78	20.04
		IBM	101.904	Fri	-0.68	103.213	-1.27	86.120	17.093	19.85	8.72
		Allianz	179.386	Fri	-0.71	180.369	-0.54	145.594	34.775	23.88	4.34
		Goldman Sachs	271.012	Fri	-0.71	271.749	-0.27	154.359	117.390	76.05	36.92
		Chevron	73.601	Fri	-0.74	72.980	0.85	54.441	18.539	34.05	7.79
		Volkswagen	175.542	Fri	-0.75	176.738	-0.68	123.012	53.726	43.68	18.97
	L	Alphabet A	1,947.954	Fri	-0.77	1,937.955	0.52	1,215.818	722.138	59.40	39.58
	L	E.on	8.860	Fri	-0.78	8.841	0.21	8.587	0.255	2.97	5.42
		JP Morgan Chase	109.726	Fri	-0.80	109.632	0.09	77.694	31.938	41.11	16.73
		Raytheon Tech	62.859	Fri	-0.80	62.136	1.16	46.667	15.469	33.15	17.97
		BASF	56.566	Fri	-0.81	57.626	-1.84	46.433	11.192	24.10	6.20
	S	Münchener Rück	194.677	Fri	-0.83	195.446	-0.39	187.910	7.536	4.01	-6.65
		Societe Generale	21.121	Fri	-0.86	21.274	-0.72	11.412	9.862	86.41	38.06
		HSBC	397.450	Fri	-0.89	402.900	-1.35	319.350	83.550	26.16	5.21
		ABB	26.177	Fri	-0.93	26.620	-1.66	19.881	6.739	33.90	23.40
		Barclays	174.500	Fri	-0.98	169.440	2.99	110.520	58.920	53.31	21.25
		Citigroup	48.884	Fri	-1.00	48.993	-0.22	33.199	15.794	47.57	11.42
	L	Deutsche Telekom	14.954	Fri	-1.01	15.234	-1.84	12.016	3.218	26.78	11.00
		Aegon	3.070	Fri	-1.05	3.105	-1.13	2.258	0.847	37.50	11.33
	S	Standard Chartered	432.000	Fri	-1.10	433.500	-0.35	393.300	40.200	10.22	-2.74
		ING Groep	9.265	Fri	-1.11	9.302	-0.40	5.850	3.453	59.03	27.33
		Daimler	64.306	Fri	-1.14	64.451	-0.23	43.499	20.951	48.16	25.24
		Siemens	112.398	Fri	-1.20	114.824	-2.11	97.510	17.314	17.76	4.93
	S	Kimberly-Clark	1.166	Fri	-1.23	1.216	-4.13	1.225	-0.009	-0.73	-2.50
		⇓instrument	freshest		Δday	7/26/21	⇓ Δwk	10/26/20	prc diff	⇓ Δ39	⇓∅-RS
		Sony	74.560	Fri	-1.26	71.938	3.64	58.691	13.247	22.57	4.56
		Prudential	1,356.500	Fri	-1.31	1,366.500	-0.73	1,055.500	311.000	29.46	3.67
		Royal Dutch Shell A	14.600	Fri	-1.34	14.154	3.15	9.555	4.599	48.13	9.71
		Honda Motor	22.896	Fri	-1.38	22.548	1.54	18.924	3.624	19.15	8.65
		Aviva	387.300	Fri	-1.48	390.300	-0.77	276.500	113.800	41.16	14.76
		Deutsche Bank	9.104	Fri	-1.48	9.104		7.291	1.813	24.86	10.64
		LVMH	575.659	Fri	-1.48	575.232	0.07	382.485	192.747	50.39	28.92
		Banco Santander	2.637	Fri	-1.61	2.724	-3.18	1.562	1.162	74.35	26.47
	S	Bayer	42.959	Fri	-1.70	43.881	-2.10	38.593	5.288	13.70	-3.68
		Fox A	25.780	Fri	-1.76	26.430	-2.46	20.268	6.163	30.41	12.72
		BHP	2,324.000	Fri	-1.94	2,328.000	-0.17	1,580.000	748.000	47.34	19.80
		BP	289.200	Fri	-2.18	292.250	-1.04	200.000	92.250	46.13	6.52
		Exxon Mobil	41.619	Fri	-2.31	42.277	-1.56	25.593	16.683	65.19	22.72
		General Electric	9.362	Fri	-2.56	9.340	0.23	5.664	3.677	64.92	28.83
		Caterpillar	149.466	Fri	-2.73	152.560	-2.03	125.243	27.317	21.81	10.80
		Repsol	7.877	Fri	-2.87	8.065	-2.33	5.117	2.948	57.61	9.94
		Rio Tinto	6,101.000	Fri	-2.94	6,110.000	-0.15	4,486.500	1,623.500	36.19	13.00
	S	Engie	9.612	Fri	-3.00	9.812	-2.04	10.076	-0.264	-2.62	-8.19
		Ford Motor	10.085	Fri	-3.06	10.143	-0.57	6.162	3.980	64.59	40.88
		Anglo American	3,190.500	Fri	-3.11	3,058.500	4.32	1,954.800	1,103.700	56.46	25.54
		Swiss Re	64.807	Fri	-3.23	66.166	-2.05	56.275	9.891	17.58	0.71
		Panasonic	8.557	Fri	-3.30	8.656	-1.14	6.644	2.012	30.28	7.73
		Carrefour	13.377	Fri	-3.81	13.599	-1.63	12.610	0.989	7.84	4.54
		Colgate-Palmolive	57.473	Fri	-4.81	60.791	-5.46	60.388	0.403	0.67	2.55
SP Global 100 - 98 out of 98 instruments rated - 7/26/21 / 10/26/20 - 84 did rise, Market-Ratio(39) in GBP = 85.71 %

Technical Chart

	SP Global 100 RS = 39 - B/S = 55/40

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

Transactions SP Global 100 in Pound sterling * A39 - 55/40 (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		1/14/08	742		- cash -
short	1/14/08	7/06/09	539		Citigroup	100	67	148.515	17.082	1,291.194	1,142.679	769	86,559	333
long	7/06/09	8/01/11	756		Ford Motor	100	24,586	3.521	7.518		3.998	114	184,851	44
short	8/01/11	4/30/12	273		Carrefour	100	10,504	17.598	12.366	25.044	7.446	42	263,059	60
long	4/30/12	10/20/14	903		Apple	100	20,511	12.825	15.430		2.605	20	316,491	8
short	10/20/14	11/03/14	14		Deutsche Bank	100	18,552	17.059	17.302	16.817	-0.243	-1	311,985	-31
long	11/03/14	8/24/15	294		Apple	100	18,226	17.117	16.345		-0.772	-5	297,917	-6
short	8/24/15	9/12/16	385		RWE	100	30,622	9.729	12.340	7.117	-2.611	-27	217,953	-26
long	9/12/16	7/02/18	658		Anglo American	100	26,595	8.195	16.440		8.245	101	437,229	47
short	7/02/18	7/15/19	378		Deutsche Bank	100	54,076	8.085	6.195	10.552	2.467	31	570,637	29
long	7/15/19	3/09/20	238		LVMH	100	1,668	341.969	295.304		-46.665	-14	492,799	-20
short	3/09/20	12/07/20	273		DuPont	100	18,400	26.782	49.066	4.498	-22.284	-83	82,774	-91
long	12/07/20	7/30/21	235		Daimler	100	1,577	52.467	64.306		11.839	23	101,444	37
accum	1/14/08	7/30/21	4949	days out of 5691 invested (87%)							914		101,444	19

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	7/06/09	539	148.52	17.08	1,291.19	1,142.68	769.40	769.40
Ford Motor	long	7/06/09	8/01/11	756	3.52	7.52		4.00	113.56	113.56
Anglo American	long	9/12/16	7/02/18	658	8.20	16.44		8.25	100.61	100.61
Carrefour	short	8/01/11	4/30/12	273	17.60	12.37	25.04	7.45	42.31	42.31
Deutsche Bank	short	10/20/14	11/03/14	14	17.06	17.30	16.82	-0.24	-1.42
	short	7/02/18	7/15/19	378	8.09	6.20	10.55	2.47	30.51	28.65
Daimler	long	12/07/20	7/30/21	235	52.47	64.31		11.84	22.56	22.56
Apple	long	4/30/12	10/20/14	903	12.83	15.43		2.61	20.31
	long	11/03/14	8/24/15	294	17.12	16.35		-0.77	-4.51	14.89
LVMH	long	7/15/19	3/09/20	238	341.97	295.30		-46.67	-13.65	-13.65
RWE	short	8/24/15	9/12/16	385	9.73	12.34	7.12	-2.61	-26.84	-26.84
DuPont	short	3/09/20	12/07/20	273	26.78	49.07	4.50	-22.28	-83.21	-83.21

Annotations

4/03/20	Raytheon Tech	spin-off Carrier and Otis = split 1000:1589 due to UTX-RTN merger
5/04/18	Samsung Electronics	stock split 1:50 (fifty for one)
10/04/16	SP Global 100	EMC² removed (acquired by Dell)
9/12/16	E.on	demerger of Uniper (power plants) 10 + 1 (one additional Uniper for ten E.on)
12/24/15	Nike	stock split 1:2 (two for one)
11/02/15	Hewlett-Packard	forward stock split 1000:2202 (two thousand two hundred and two for one thousand)
	Hewlett-Packard	spin-off of HP Enterprise
10/02/15	Google A	changes name to Alphabet
4/24/15	GDF Suez	changes name to Engie


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