Share-o-matic - Portfolio

Fri, May 14th, 2021, 11:19UTC

Assessment - SP Global 100 in Pound sterling - 5/10/21 - RS = 39

		⇓instrument	freshest		Δday	5/10/21	⇓ Δwk	8/10/20	prc diff	⇓ Δ39	⇓∅-RS
		S&P Global 100	1,944.467	06:36	0.78	1,979.755	-1.78	1,748.608	231.148	13.22	9.04
		Aegon	3.611	Thu	7.52	3.417	5.69	2.571	0.846	32.88	31.34
		Royal Dutch Shell A	14.309	Thu	3.73	14.312	-0.02	11.926	2.387	20.01	12.17
	L	BP	315.300	Thu	3.51	315.700	-0.13	295.400	20.300	6.87	14.86
	L	Diageo	3,298.500	Thu	3.40	3,265.000	1.03	2,568.000	697.000	27.14	15.11
	L	JP Morgan Chase	114.142	Thu	2.57	113.944	0.17	76.895	37.049	48.18	31.15
		Total	33.782	Thu	2.29	33.817	-0.10	29.855	3.962	13.27	10.45
	L	3M	143.763	Thu	2.28	146.533	-1.89	123.349	23.184	18.80	14.32
		Fox A	27.380	Thu	2.12	27.444	-0.23	18.643	8.801	47.21	21.55
	L	Societe Generale	22.156	Thu	2.08	22.036	0.55	12.310	9.726	79.01	57.63
		Samsung Electronics	50.897	06:30	2.04	52.867	-3.73	37.264	15.603	41.87	23.61
	L	IBM	101.894	Thu	2.03	103.307	-1.37	97.119	6.188	6.37	9.78
		AstraZeneca	7,786.000	Thu	2.02	7,717.000	0.89	8,380.000	-663.000	-7.91	-3.13
	L	Carrefour	14.514	Thu	1.96	14.450	0.45	12.031	2.419	20.11	14.79
		Ford Motor	8.163	Thu	1.94	8.276	-1.37	5.417	2.859	52.78	33.40
		ABB	23.955	10:02	1.91	23.869	0.36	19.845	4.023	20.27	19.61
	L	Raytheon Tech	59.213	Thu	1.82	60.103	-1.48	49.075	11.028	22.47	18.79
		Apple	88.324	Thu	1.79	89.653	-1.48	86.131	3.522	4.09	5.02
		Microsoft	171.765	Thu	1.69	174.698	-1.68	159.115	15.583	9.79	6.54
		Walmart	97.703	Thu	1.69	99.526	-1.83	100.764	-1.238	-1.23	-3.56
		DuPont	57.686	Thu	1.63	57.728	-0.07	44.063	13.665	31.01	21.85
		Procter & Gamble	97.335	Thu	1.61	97.300	0.04	102.460	-5.160	-5.04	-2.06
	L	PepsiCo	103.449	Thu	1.48	103.696	-0.24	103.897	-0.200	-0.19	-0.71
		Colgate-Palmolive	58.845	Thu	1.47	58.944	-0.17	58.565	0.379	0.65	-0.14
	L	Citigroup	53.212	Thu	1.43	53.099	0.21	40.388	12.711	31.47	27.24
		⇓instrument	freshest		Δday	5/10/21	⇓ Δwk	8/10/20	prc diff	⇓ Δ39	⇓∅-RS
		Morgan Stanley	59.976	Thu	1.41	61.114	-1.86	38.646	22.468	58.14	38.60
	L	Philip Morris	68.945	Thu	1.40	69.305	-0.52	59.879	9.426	15.74	15.02
		Texas Instruments	126.503	Thu	1.35	128.666	-1.68	103.461	25.205	24.36	12.93
		Siemens	122.235	09:42	1.34	123.610	-1.11	103.952	19.659	18.91	19.34
		Volkswagen	179.141	09:43	1.34	182.149	-1.65	119.562	62.588	52.35	33.71
	L	GlaxoSmithKline	1,347.800	Thu	1.32	1,351.800	-0.30	1,553.200	-201.400	-12.97	-5.44
		Alphabet A	1,575.402	Thu	1.31	1,619.723	-2.74	1,143.657	476.066	41.63	26.25
	L	Orange	9.012	Thu	1.26	9.112	-1.09	8.805	0.306	3.48	1.75
	L	Goldman Sachs	253.593	Thu	1.24	260.569	-2.68	159.978	100.591	62.88	44.91
		Caterpillar	169.673	Thu	1.16	171.468	-1.05	108.511	62.956	58.02	38.65
	L	Deutsche Bank	10.068	09:43	1.07	9.942	1.26	7.194	2.748	38.20	29.01
		Johnson & Johnson	120.121	Thu	1.05	120.340	-0.18	113.103	7.237	6.40	4.59
	L	Pfizer	28.341	Thu	1.03	28.172	0.60	29.332	-1.161	-3.96	1.44
		Toyota	55.085	06:15	1.02	55.267	-0.33	49.655	5.612	11.30	5.55
		General Electric	9.153	Thu	1.01	9.478	-3.43	5.096	4.381	85.97	45.97
	L	Sanofi	73.926	Thu	1.00	74.244	-0.43	77.888	-3.644	-4.68	-1.36
	L	HSBC	443.900	Thu	0.89	454.400	-2.31	331.000	123.400	37.28	20.94
	L	Toshiba	29.303	06:15	0.89	29.336	-0.11	24.329	5.007	20.58	27.37
	L	Vodafone	140.140	Thu	0.89	142.420	-1.60	116.620	25.800	22.12	15.93
		Merck (MSD)	55.615	Thu	0.88	55.248	0.67	61.820	-6.572	-10.63	-7.83
	L	Unilever	42.572	Thu	0.88	42.735	-0.38	44.378	-1.643	-3.70	-0.77
	L	Coca-Cola	38.526	Thu	0.87	38.808	-0.73	36.461	2.347	6.44	3.09
		Münchener Rück	207.464	09:41	0.86	212.794	-2.50	208.730	4.064	1.95	2.46
		Daimler	62.639	09:43	0.83	63.404	-1.21	36.712	26.692	72.71	45.08
	L	Deutsche Telekom	14.403	09:43	0.83	14.311	0.65	13.351	0.960	7.19	7.33
		⇓instrument	freshest		Δday	5/10/21	⇓ Δwk	8/10/20	prc diff	⇓ Δ39	⇓∅-RS
		Barclays	181.460	Thu	0.81	185.460	-2.16	106.640	78.820	73.91	44.84
	L	McDonald´s	162.393	Thu	0.80	167.580	-3.10	155.959	11.621	7.45	5.72
		Allianz	186.447	09:43	0.79	184.986	0.79	160.984	24.002	14.91	10.89
	L	Bristol-Myers	45.968	Thu	0.79	45.869	0.22	47.234	-1.365	-2.89	-1.11
	L	Aviva	403.500	Thu	0.75	413.200	-2.35	292.000	121.200	41.51	32.74
	L	Nestlé	85.811	10:02	0.74	85.638	0.20	90.161	-4.523	-5.02	-0.82
		Intel	38.172	Thu	0.73	39.558	-3.50	37.607	1.951	5.19	-4.06
	L	Bridgestone	29.901	06:15	0.72	30.070	-0.56	22.755	7.315	32.14	14.52
		BHP	2,344.500	Thu	0.64	2,375.500	-1.30	1,784.000	591.500	33.16	30.32
	L	National Grid	919.700	Thu	0.59	930.000	-1.11	901.800	28.200	3.13	4.69
	L	E.on	9.148	09:43	0.57	9.163	-0.17	8.913	0.250	2.81	8.95
		Axa	19.509	Thu	0.55	19.809	-1.52	15.578	4.232	27.17	19.67
		Rio Tinto	6,575.000	Thu	0.52	6,658.000	-1.25	4,693.000	1,965.000	41.87	31.82
		Engie	10.527	Thu	0.51	10.874	-3.19	10.585	0.289	2.73	3.36
		Swiss Re	68.777	10:02	0.44	69.217	-0.64	59.745	9.472	15.85	8.13
	L	ING Groep	9.285	Thu	0.43	9.466	-1.91	6.085	3.381	55.56	45.38
	S	Novartis	63.121	10:00	0.36	62.414	1.13	63.079	-0.666	-1.06	-6.04
	L	Prudential	1,525.000	Thu	0.36	1,585.500	-3.82	1,232.000	353.500	28.69	26.03
		BASF	59.441	09:42	0.35	60.825	-2.28	44.149	16.677	37.77	18.67
	L	Standard Chartered	509.200	Thu	0.24	521.400	-2.34	406.600	114.800	28.23	19.97
	L	Anglo American	3,401.000	Thu	0.19	3,408.500	-0.22	1,903.600	1,504.900	79.06	57.51
	L	Saint-Gobain	47.261	Thu	0.18	48.155	-1.86	30.268	17.887	59.10	44.48
		Nike	94.431	Thu	0.16	96.402	-2.05	80.539	15.863	19.70	5.89
	S	Credit Suisse	7.256	10:02	0.11	7.212	0.61	8.565	-1.352	-15.79	-15.52
		Panasonic	7.898	06:15		8.385	-5.81	6.434	1.951	30.32	8.30
		⇓instrument	freshest		Δday	5/10/21	⇓ Δwk	8/10/20	prc diff	⇓ Δ39	⇓∅-RS
		UBS	10.842	10:01		11.062	-1.99	9.334	1.729	18.52	11.61
	L	UnibailRodaWestfield	2.941	06:10		3.102	-5.20	1.937	1.165	60.15	38.67
	L	L´Oreal	297.679	Thu	-0.03	302.923	-1.73	247.889	55.034	22.20	15.74
	S	RWE	26.966	09:42	-0.13	27.146	-0.66	30.160	-3.014	-9.99	-6.97
	L	Banco Bilbao Viz	4.205	Thu	-0.22	4.236	-0.73	2.315	1.921	82.95	45.39
	L	LVMH	524.528	Thu	-0.34	537.250	-2.37	333.708	203.542	60.99	33.40
	L	Telefónica	3.368	Thu	-0.46	3.496	-3.68	3.187	0.310	9.72	7.81
		Philips	38.923	Thu	-0.54	40.092	-2.92	39.662	0.429	1.08	2.90
	L	Kimberly-Clark	1.241	Thu	-0.63	1.267	-1.99	1.233	0.034	2.72	2.10
	L	Chevron	75.397	Thu	-0.64	77.440	-2.64	68.559	8.881	12.95	15.07
	L	Banco Santander	2.806	Thu	-0.71	2.842	-1.27	1.695	1.147	67.66	41.92
		Schneider Electric	109.908	Thu	-0.90	112.539	-2.34	92.015	20.523	22.30	14.30
		Sony	66.923	06:15	-0.96	70.042	-4.45	61.545	8.497	13.81	7.77
	L	Bayer	48.481	09:42	-1.19	46.736	3.73	50.817	-4.081	-8.03	-2.00
	L	Seven & i	29.836	06:15	-1.20	30.557	-2.36	23.918	6.640	27.76	15.81
	L	Exxon Mobil	41.911	Thu	-1.23	44.229	-5.24	34.008	10.221	30.05	32.39
	L	Honda Motor	21.350	06:15	-1.38	22.293	-4.23	18.395	3.898	21.19	9.49
	L	Marsh & McLennan	93.893	Thu	-1.42	97.385	-3.59	88.944	8.441	9.49	12.72
		Ericsson	9.317	10:39	-1.47	9.748	-4.43	8.861	0.887	10.01	12.40
	L	Repsol	9.323	Thu	-1.60	9.383	-0.64	6.109	3.274	53.59	32.63
	L	Canon	16.601	06:15	-1.71	17.033	-2.54	12.948	4.085	31.55	15.42
	L	Vivendi	24.636	Thu	-2.52	25.805	-4.53	20.972	4.833	23.05	15.98
	L	HP	22.567	Thu	-4.94	24.913	-9.42	14.502	10.412	71.79	53.31
		Nissan Motor	3.382	06:15	-10.04	3.784	-10.63	2.758	1.026	37.21	14.06
SP Global 100 - 98 out of 98 instruments rated - 5/10/21 / 8/10/20 - 83 did rise, Market-Ratio(39) in GBP = 84.69 %

Technical Chart

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

1/02/17	scale up chart	5/10/21

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	16,558	19.114	19.386	18.842	-0.272	-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	217,954	-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	5/14/21	158		Daimler	100	1,577	52.467	62.639		10.172	19	98,816	51
accum	1/14/08	5/14/21	4869	days out of 5611 invested (87%)							888		98,816	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	19.11	19.39	18.84	-0.27	-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	5/14/21	158	52.47	62.64		10.17	19.39	19.39
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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