Share-o-matic - Portfolio

Sat, Jul 27th, 2024, 4:22UTC

Assessment - SP Global 100 - 7/01/24 - RS = 39

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	10/02/23	prc diff	⇓ Δ39	Curr	∅-RS
	L	S&P Global 100	4,055.890	7/16	0.10	3,950.270	2.67	2,975.600	974.670	32.76	USD	20.37
	L	ABB	51.700	7/15	-0.27	50.380	2.62	32.950	17.430	52.90	CHF	36.38
		Barclays	225.750	7/15	1.48	213.200	5.89	155.820	57.380	36.82	GBP	28.79
		General Electric	159.560	7/15	0.35	158.970	0.37	108.790	50.180	46.13	USD	27.22
	L	Alphabet A	186.530	7/15	0.79	182.990	1.93	134.170	48.820	36.39	USD	26.77
		Deutsche Bank	15.254	7/15	-0.30	15.406	-0.99	10.116	5.290	52.29	EUR	26.34
		Schneider Electric	231.900	7/15	-1.28	225.350	2.91	154.780	70.570	45.59	EUR	25.49
	L	Goldman Sachs	492.230	7/15	2.57	463.660	6.16	318.500	145.160	45.58	USD	24.06
		UnibailRodaWestfield	6.140	7/15	-0.65	6.020	1.99	3.840	2.180	56.77	AUD	22.04
	L	HP	37.340	7/15	1.66	34.970	6.78	25.670	9.300	36.23	USD	21.53
	L	Walmart	69.610	7/15	0.53	67.480	3.16	53.367	14.113	26.45	USD	21.39
		Citigroup	65.140	7/15	0.96	63.430	2.70	40.500	22.930	56.62	USD	21.33
		Microsoft	453.960	7/15	0.09	456.730	-0.61	321.800	134.930	41.93	USD	21.25
	L	Philips	23.980	7/15	-2.56	23.450	2.26	18.828	4.622	24.55	EUR	19.61
	L	Colgate-Palmolive	97.250	7/15	-0.84	95.540	1.79	70.760	24.780	35.02	USD	19.60
		JP Morgan Chase	210.050	7/15	2.49	205.450	2.24	143.770	61.680	42.90	USD	18.62
	L	Apple	234.400	7/15	1.67	216.750	8.14	173.750	43.000	24.75	USD	18.50
	L	Münchener Rück	464.700	7/15	0.06	466.900	-0.47	368.400	98.500	26.74	EUR	18.31
	L	Raytheon Tech	101.620	7/15	0.34	99.550	2.08	71.340	28.210	39.54	USD	18.28
		ING Groep	16.638	7/15	-0.79	16.358	1.71	12.478	3.880	31.09	EUR	17.84
		UBS	27.910	7/15	-0.36	26.980	3.45	22.420	4.560	20.34	CHF	17.63
		Saint-Gobain	78.580	7/15	-0.51	74.500	5.48	54.710	19.790	36.17	EUR	16.74
	L	Texas Instruments	201.760	7/15	-0.05	194.600	3.68	159.950	34.650	21.66	USD	16.11
	L	AstraZeneca	12,104.000	7/15	-1.27	12,304.000	-1.63	10,950.000	1,354.000	12.37	GBP	15.63
		Banco Santander	4.451	7/15	-1.29	4.448	0.08	3.573	0.875	24.49	EUR	15.44
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	10/02/23	prc diff	⇓ Δ39	Curr	∅-RS
	L	Unilever	52.440	7/15	-0.64	51.340	2.14	46.515	4.825	10.37	EUR	13.47
	L	Anglo American	2,364.500	7/15	-1.31	2,432.500	-2.80	2,236.500	196.000	8.76	GBP	12.89
		Swiss Re	110.900	7/15	0.09	112.400	-1.33	92.920	19.480	20.96	CHF	12.30
	L	Morgan Stanley	105.260	7/15	1.12	99.160	6.15	80.410	18.750	23.32	USD	12.20
		Merck (MSD)	128.120	7/15	0.28	127.900	0.17	102.550	25.350	24.72	USD	11.58
		Aegon	5.824	7/15	-1.62	5.856	-0.55	4.566	1.290	28.25	EUR	11.53
		Canon	4,403.000	7/12	-3.44	4,407.000	-0.09	3,582.000	825.000	23.03	JPY	11.50
		Caterpillar	345.770	7/15	3.03	329.080	5.07	271.720	57.360	21.11	USD	11.20
		Aviva	486.000	7/15	-0.74	476.000	2.10	381.700	94.300	24.71	GBP	10.82
	L	Ericsson	68.900	7/15	-2.79	67.100	2.68	52.510	14.590	27.79	SEK	9.98
	L	DuPont	80.200	7/15	-0.84	79.270	1.17	73.320	5.950	8.12	USD	9.50
		Banco Bilbao Viz	9.814	7/15	0.25	9.500	3.31	7.692	1.808	23.50	EUR	9.25
	L	HSBC	663.800	7/15	-1.09	690.900	-3.92	639.800	51.100	7.99	GBP	9.01
	L	Procter & Gamble	164.580	7/15	-1.22	162.720	1.14	145.190	17.530	12.07	USD	8.63
	L	Philip Morris	105.070	7/15	-0.83	101.250	3.77	91.410	9.840	10.76	USD	8.21
		Telefónica	3.991	7/15	-1.07	3.983	0.20	3.823	0.160	4.19	EUR	8.08
		Siemens	180.880	7/15	-1.78	177.120	2.12	134.440	42.680	31.75	EUR	7.94
		Marsh & McLennan	218.470	7/15	0.05	210.250	3.91	188.770	21.480	11.38	USD	7.93
		Allianz	265.200	7/15	-0.56	262.500	1.03	222.700	39.800	17.87	EUR	7.44
		Shell	33.485	7/15	-0.19	33.880	-1.17	30.230	3.650	12.07	EUR	7.36
		Samsung Electronics	86,700.000	7/15	2.73	81,800.000	5.99	68,400.000	13,400.000	19.59	KRW	7.07
		IBM	182.880	7/15	0.03	175.100	4.44	140.800	34.300	24.36	USD	6.95
		Toyota	3,274.000	7/12	-0.30	3,284.000	-0.30	2,687.000	597.000	22.22	JPY	6.66
	L	Deutsche Telekom	23.800	7/15	-0.34	23.680	0.51	19.926	3.754	18.84	EUR	6.60
	L	Fox A	35.990	7/15	0.73	34.120	5.48	30.850	3.270	10.60	USD	6.22
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	10/02/23	prc diff	⇓ Δ39	Curr	∅-RS
		GSK	1,498.000	7/15	-1.25	1,526.000	-1.83	1,484.000	42.000	2.83	GBP	5.65
		Standard Chartered	727.400	7/15	0.55	732.200	-0.66	753.800	-21.600	-2.87	GBP	5.64
		L´Oreal	406.300	7/15	-1.53	412.250	-1.44	393.700	18.550	4.71	EUR	5.47
	L	Novartis	99.100	7/15	-0.96	96.720	2.46	93.370	3.350	3.59	CHF	5.45
		Bridgestone	6,238.000	7/12	-1.33	6,295.000	-0.91	5,840.000	455.000	7.79	JPY	5.28
	L	Coca-Cola	63.410	7/15	-0.46	63.280	0.21	55.480	7.800	14.06	USD	5.27
		E.on	12.275	7/15	-1.56	12.205	0.57	10.895	1.310	12.02	EUR	4.41
		Vivendi	11.080	7/15	0.91	9.874	12.21	8.352	1.522	18.22	EUR	4.40
		TotalEnergies	63.280	7/15	-0.35	63.610	-0.52	61.550	2.060	3.35	EUR	2.12
	L	3M	102.720	7/15	-1.27	100.610	2.10	90.220	10.390	11.52	USD	2.10
		Honda Motor	1,703.500	7/12	-1.16	1,760.500	-3.24	1,688.500	72.000	4.26	JPY	1.39
		Seven & i	1,814.000	7/12	-6.49	1,960.000	-7.45	1,925.000	35.000	1.82	JPY	0.73
		Axa	32.180	7/15	-0.22	31.260	2.94	27.685	3.575	12.91	EUR	0.60
		Repsol	13.660	7/15	-1.01	14.885	-8.23	15.345	-0.460	-3.00	EUR	0.36
		Exxon Mobil	115.210	7/15	1.71	114.960	0.22	115.630	-0.670	-0.58	USD	0.00
		Rio Tinto	5,192.000	7/15	-1.29	5,234.000	-0.80	5,120.000	114.000	2.23	GBP	-0.91
		Chevron	158.040	7/15	1.57	156.520	0.97	166.540	-10.020	-6.02	USD	-1.57
	S	Sony	15,135.000	7/12	-1.59	13,750.000	10.07	12,205.000	1,545.000	12.66	JPY	-2.02
	S	Ford Motor	14.230	7/15	1.43	12.760	11.52	12.310	0.450	3.66	USD	-2.45
	L	Vodafone	69.700	7/15	-1.16	70.240	-0.77	76.820	-6.580	-8.57	GBP	-2.49
	S	BASF	43.640	7/15	-2.26	44.390	-1.69	41.890	2.500	5.97	EUR	-2.61
		PepsiCo	163.860	7/15	-1.51	162.890	0.60	169.170	-6.280	-3.71	USD	-3.82
	L	Nestlé	93.140	7/15	-1.61	91.880	1.37	102.760	-10.880	-10.59	CHF	-4.40
	S	Mercedes-Benz	64.460	7/15	-0.49	64.800	-0.52	65.610	-0.810	-1.23	EUR	-4.70
		Sanofi	92.430	7/15	-2.09	91.850	0.63	101.820	-9.970	-9.79	EUR	-4.86
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	10/02/23	prc diff	⇓ Δ39	Curr	∅-RS
		BP	449.400	7/15	-0.90	478.500	-6.08	519.100	-40.600	-7.82	GBP	-5.19
		Societe Generale	23.535	7/15	-0.28	22.600	4.14	22.855	-0.255	-1.12	EUR	-5.83
	S	LVMH	705.600	7/15	-2.65	712.000	-0.90	714.900	-2.900	-0.41	EUR	-6.25
		BHP	2,250.000	7/15	-1.66	2,286.000	-1.57	2,310.000	-24.000	-1.04	GBP	-6.26
		Nike	71.310	7/15	-2.87	76.830	-7.18	94.560	-17.730	-18.75	USD	-6.53
	S	Johnson & Johnson	149.240	7/15	-0.43	146.440	1.91	155.150	-8.710	-5.61	USD	-7.04
	L	RWE	32.730	7/15	-3.42	32.600	0.40	34.040	-1.440	-4.23	EUR	-7.27
	S	Volkswagen	108.200	7/15	-0.32	106.050	2.03	109.000	-2.950	-2.71	EUR	-8.53
	S	McDonald´s	251.530	7/15	-0.93	249.990	0.62	257.750	-7.760	-3.01	USD	-9.22
	L	Pfizer	29.100	7/15	0.62	28.220	3.12	33.940	-5.720	-16.85	USD	-11.15
	S	Nissan Motor	556.400	7/12	-0.93	552.400	0.72	663.000	-110.600	-16.68	JPY	-11.22
		Carrefour	14.145	7/15	-0.60	13.395	5.60	16.125	-2.730	-16.93	EUR	-11.75
	S	Orange	9.988	7/15	0.48	9.426	5.96	10.896	-1.470	-13.49	EUR	-12.71
	S	Engie	13.900	7/15	-1.07	13.730	1.24	14.278	-0.548	-3.84	EUR	-12.95
	S	Kimberly-Clark	33.030	7/15	-0.21	31.270	5.63	34.700	-3.430	-9.88	MXN	-13.01
	S	Diageo	2,488.000	7/15	-2.03	2,480.000	0.32	3,008.000	-528.000	-17.55	GBP	-13.31
	S	National Grid	929.400	7/15	-2.25	885.400	4.97	949.800	-64.400	-6.78	GBP	-13.65
		Panasonic	1,340.000	7/12	-1.03	1,318.000	1.67	1,680.000	-362.000	-21.55	JPY	-15.72
	S	Intel	34.460	7/15	-0.09	30.840	11.74	35.460	-4.620	-13.03	USD	-17.91
		Prudential	715.000	7/15	-2.32	714.200	0.11	860.200	-146.000	-16.97	GBP	-18.98
	S	Bristol-Myers	40.150	7/15	-0.77	41.300	-2.78	57.850	-16.550	-28.61	USD	-22.23
	L	Bayer	26.385	7/15	-2.02	26.170	0.82	44.865	-18.695	-41.67	EUR	-25.49
SP Global 100 - 96 out of 96 instruments rated - 7/01/24 / 10/02/23 - 65 did rise, Market-Ratio(39) = 67.71 %

Technical Chart

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

1/06/20	scale up chart	7/01/24

Transactions SP Global 100 * A39 - 55/40 (1)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	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	34	USD	290.600	27.900	3,026.823	2,736.223	942	103,032	389
long	7/06/09	8/01/11	756		Ford Motor	100	17,918	USD	5.750	12.350		6.600	115	221,290	45
short	8/01/11	4/30/12	273		Carrefour	100	11,020	EUR	20.080	15.175	26.570	6.490	32	292,815	45
long	4/30/12	10/20/14	903		Apple	100	14,039	USD	20.856	24.940		4.084	20	350,146	7
short	10/20/14	11/03/14	14		Deutsche Bank	100	16,251	EUR	21.545	22.134	20.956	-0.589	-3	340,572	-51
long	11/03/14	8/24/15	294		Apple	100	12,452	USD	27.350	25.788		-1.563	-6	321,116	-7
short	8/24/15	9/12/16	385		RWE	100	24,290	EUR	13.220	14.645	11.795	-1.425	-11	286,503	-10
long	9/12/16	7/02/18	658		Anglo American	100	34,960	GBP	8.195	16.440		8.245	101	574,748	47
short	7/02/18	7/15/19	378		Deutsche Bank	100	62,889	EUR	9.139	6.885	12.131	2.992	33	762,905	31
long	7/15/19	3/09/20	238		LVMH	100	2,007	EUR	380.050	338.000		-42.050	-11	678,511	-16
short	3/09/20	12/07/20	273		DuPont	100	19,303	USD	35.150	65.430	4.870	-30.280	-86	94,016	-93
long	12/07/20	3/07/22	455		Mercedes-Benz	100	1,629	EUR	57.700	57.390		-0.310	-1	93,511	0
short	3/07/22	3/21/22	14		Vivendi	100	8,706	EUR	10.740	11.750	9.730	-1.010	-9	84,718	-92
long	3/21/22	6/13/22	84		Chevron	100	514	USD	164.640	167.330		2.690	2	86,101	7
short	6/13/22	12/05/22	175		Philips	100	4,050	EUR	21.255	14.250	31.704	10.449	49	128,417	130
long	12/05/22	12/19/22	14		Merck (MSD)	100	1,167	USD	110.010	109.440		-0.570	-1	127,752	-13
short	12/19/22	1/23/23	35		Credit Suisse	100	45,970	CHF	2.779	3.150	2.408	-0.371	-13	110,697	-78
long	1/23/23	10/23/23	273		Münchener Rück	100	339	EUR	325.700	372.100		46.400	14	126,427	19
short	10/23/23	12/11/23	49		Pfizer	100	4,099	USD	30.840	28.640	33.209	2.369	8	136,137	74
long	12/11/23	7/15/24	217		Intel	100	3,056	USD	44.540	34.460		-10.080	-23	105,333	-35
accum	1/14/08	7/15/24	6039	days out of 6781 invested (89%)								953		105,333	15

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	290.60	27.90	3,026.82	2,736.22	941.58	941.58
Ford Motor	long	7/06/09	8/01/11	756	5.75	12.35		6.60	114.78	114.78
Anglo American	long	9/12/16	7/02/18	658	8.20	16.44		8.25	100.61	100.61
Philips	short	6/13/22	12/05/22	175	21.26	14.25	31.70	10.45	49.16	49.16
Carrefour	short	8/01/11	4/30/12	273	20.08	15.18	26.57	6.49	32.32	32.32
Deutsche Bank	short	10/20/14	11/03/14	14	21.55	22.13	20.96	-0.59	-2.73
	short	7/02/18	7/15/19	378	9.14	6.89	12.13	2.99	32.74	29.11
Münchener Rück	long	1/23/23	10/23/23	273	325.70	372.10		46.40	14.25	14.25
Apple	long	4/30/12	10/20/14	903	20.86	24.94		4.08	19.58
	long	11/03/14	8/24/15	294	27.35	25.79		-1.56	-5.71	12.75
Pfizer	short	10/23/23	12/11/23	49	30.84	28.64	33.21	2.37	7.68	7.68
Chevron	long	3/21/22	6/13/22	84	164.64	167.33		2.69	1.63	1.63
Merck (MSD)	long	12/05/22	12/19/22	14	110.01	109.44		-0.57	-0.52	-0.52
Mercedes-Benz	long	12/07/20	3/07/22	455	57.70	57.39		-0.31	-0.54	-0.54
Vivendi	short	3/07/22	3/21/22	14	10.74	11.75	9.73	-1.01	-9.40	-9.40
RWE	short	8/24/15	9/12/16	385	13.22	14.65	11.80	-1.43	-10.78	-10.78
LVMH	long	7/15/19	3/09/20	238	380.05	338.00		-42.05	-11.06	-11.06
Credit Suisse	short	12/19/22	1/23/23	35	2.78	3.15	2.41	-0.37	-13.35	-13.35
Intel	long	12/11/23	7/15/24	217	44.54	34.46		-10.08	-22.63	-22.63
DuPont	short	3/09/20	12/07/20	273	35.15	65.43	4.87	-30.28	-86.15	-86.15

Annotations

2/28/24	Seven & i	stock split 1:3 (three for one)
2/26/24	Walmart	stock split 1:3 (three for one)
9/28/23	Honda Motor	stock split 1:3 (three for one)
7/18/22	Alphabet A	stock split 1:20 (twenty for one)
	GlaxoSmithKline	demergers OTC business -> Haleon
9/29/21	Toyota	stock split 1:5 (five for one)
8/02/21	General Electric	reverse stock split 8:1 (eight become one)
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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