Share-o-matic - Portfolio

Wed, Dec 4th, 2024, 16:31UTC

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

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	10/02/23	prc diff	⇓ Δ39	∅-RS
	L	S&P Global 100	27,361.018	8/12	0.32	28,768.005	-4.89	21,715.194	7,052.811	32.48	21.22
	L	ABB	366.775	8/12	0.55	406.024	-9.67	262.055	143.968	54.94	34.27
		Barclays	2,026.341	8/12	0.85	1,962.816	3.24	1,379.341	583.475	42.30	35.04
		General Electric	1,215.238	8/12	-0.16	1,157.706	4.97	793.923	363.783	45.82	23.92
	L	Alphabet A	1,181.884	8/12	-0.84	1,332.632	-11.31	979.140	353.493	36.10	31.14
		Deutsche Bank	103.954	8/12	0.14	120.342	-13.62	77.530	42.812	55.22	31.67
		Schneider Electric	1,650.158	8/12	0.38	1,760.299	-6.26	1,186.249	574.050	48.39	25.98
	L	Goldman Sachs	3,535.674	8/12	-0.97	3,376.623	4.71	2,324.334	1,052.289	45.27	28.17
		UnibailRodaWestfield	26.880	8/12	0.73	29.156	-7.81	17.866	11.290	63.19	27.17
	L	HP	246.004	8/12	0.72	254.670	-3.40	187.333	67.337	35.95	18.98
	L	Walmart	500.311	8/12	1.10	491.426	1.81	389.457	101.969	26.18	21.97
		Citigroup	421.222	8/12		461.932	-8.81	295.559	166.373	56.29	28.68
		Microsoft	2,962.611	8/12	0.19	3,326.155	-10.93	2,348.417	977.738	41.63	23.93
	L	Philips	203.565	8/12	-0.91	183.177	11.13	144.300	38.878	26.94	17.00
	L	Colgate-Palmolive	737.576	8/12	-0.77	695.774	6.01	516.389	179.385	34.74	19.65
		JP Morgan Chase	1,501.587	8/12	0.19	1,496.198	0.36	1,049.198	447.000	42.60	25.29
	L	Apple	1,584.171	8/12	0.71	1,578.491	0.36	1,267.985	310.506	24.49	19.21
	L	Münchener Rück	3,430.767	8/12	1.01	3,647.143	-5.93	2,823.454	823.688	29.17	19.70
	L	Raytheon Tech	849.144	8/12	0.39	724.977	17.13	520.622	204.355	39.25	13.53
		ING Groep	118.983	8/12	0.21	127.779	-6.88	95.633	32.146	33.61	21.65
		UBS	200.272	8/12	0.44	217.438	-7.89	178.309	39.129	21.94	13.30
		Saint-Gobain	574.607	8/12	-0.41	581.949	-1.26	419.303	162.646	38.79	18.05
	L	Texas Instruments	1,398.685	8/12	-0.08	1,417.183	-1.31	1,167.276	249.907	21.41	16.72
	L	AstraZeneca	117,658.485	8/12	0.63	113,276.212	3.87	96,931.006	16,345.206	16.86	15.78
		Banco Santander	31.941	8/12	-0.24	34.741	-8.06	27.380	7.361	26.89	15.64
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	10/02/23	prc diff	⇓ Δ39	∅-RS
	L	Unilever	430.408	8/12	-0.36	401.037	7.32	356.496	44.542	12.49	10.82
	L	Anglo American	20,553.409	8/12	0.29	22,394.700	-8.22	19,797.826	2,596.874	13.12	17.35
		Swiss Re	838.159	8/12	0.10	905.856	-7.47	739.004	166.853	22.58	12.90
	L	Morgan Stanley	690.676	8/12	0.13	722.137	-4.36	586.812	135.324	23.06	15.41
		Merck (MSD)	826.423	8/12	-0.93	931.437	-11.27	748.385	183.052	24.46	12.56
		Aegon	43.447	8/12	0.22	45.744	-5.02	34.994	10.749	30.72	13.36
		Canon	203.952	8/09	1.64	198.634	2.68	174.540	24.094	13.80	4.19
		Caterpillar	2,447.152	8/12	-0.66	2,396.539	2.11	1,982.945	413.593	20.86	13.84
		Aviva	4,457.765	8/12	0.35	4,382.272	1.72	3,378.864	1,003.408	29.70	13.11
	L	Ericsson	48.680	8/12	1.14	45.955	5.93	34.774	11.181	32.15	20.16
	L	DuPont	570.441	8/12	-0.25	577.287	-1.19	535.071	42.216	7.89	8.57
		Banco Bilbao Viz	69.709	8/12	0.27	74.208	-6.06	58.952	15.256	25.88	13.61
	L	HSBC	5,928.036	8/12	0.22	6,360.739	-6.80	5,663.603	697.136	12.31	11.40
	L	Procter & Gamble	1,214.801	8/12	-2.19	1,185.015	2.51	1,059.561	125.454	11.84	6.22
	L	Philip Morris	845.430	8/12	0.07	737.357	14.66	667.088	70.270	10.53	8.15
		Telefónica	31.496	8/12	0.12	31.113	1.23	29.300	1.813	6.19	3.38
		Siemens	1,227.952	8/12	0.01	1,383.555	-11.25	1,030.362	353.194	34.28	13.64
		Marsh & McLennan	1,582.860	8/12	-1.23	1,531.154	3.38	1,377.597	153.558	11.15	7.88
		Allianz	1,998.937	8/12		2,050.493	-2.51	1,706.795	343.697	20.14	9.85
		Shell	257.971	8/12	0.93	264.650	-2.52	231.686	32.964	14.23	12.00
		Samsung Electronics	397.600	8/12	1.07	430.778	-7.70	367.903	62.875	17.09	8.53
		IBM	1,379.896	8/12	-1.03	1,275.173	8.21	1,027.524	247.649	24.10	10.94
		Toyota	110.315	8/09	-0.14	148.018	-25.47	130.929	17.089	13.05	6.02
	L	Deutsche Telekom	193.176	8/12	0.49	184.974	4.43	152.715	32.259	21.12	11.44
	L	Fox A	282.781	8/12	-1.27	248.480	13.80	225.136	23.345	10.37	9.33
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	10/02/23	prc diff	⇓ Δ39	∅-RS
		GSK	14,472.546	8/12	0.42	14,049.049	3.01	13,136.586	912.463	6.95	1.65
		Standard Chartered	6,647.060	8/12	0.92	6,740.966	-1.39	6,672.748	68.218	1.02	8.68
		L´Oreal	2,942.164	8/12	-1.59	3,220.250	-8.64	3,017.356	202.893	6.72	-2.88
	L	Novartis	779.649	8/12	0.16	779.488	0.02	742.582	36.905	4.97	7.90
		Bridgestone	251.594	8/09	-1.33	283.730	-11.33	284.565	-0.834	-0.29	-4.88
	L	Coca-Cola	496.451	8/12	-0.74	460.839	7.73	404.879	55.960	13.82	7.26
		E.on	96.276	8/12	0.78	95.338	0.98	83.500	11.838	14.18	2.77
		Vivendi	74.115	8/12	0.40	77.130	-3.91	64.011	13.119	20.50	7.97
		TotalEnergies	482.120	8/12	0.60	496.883	-2.97	471.725	25.158	5.33	4.40
	L	3M	898.374	8/12	-0.65	732.697	22.61	658.403	74.293	11.28	3.12
		Honda Motor	64.003	8/09	-0.14	79.350	-19.34	82.275	-2.925	-3.56	0.47
		Seven & i	75.384	8/09	-0.54	88.342	-14.67	93.799	-5.457	-5.82	-8.25
		Axa	252.699	8/12	-0.77	244.184	3.49	212.181	32.004	15.08	4.57
		Repsol	99.713	8/12	0.67	116.273	-14.24	117.606	-1.333	-1.13	4.35
		Exxon Mobil	866.622	8/12	0.13	837.201	3.51	843.839	-6.638	-0.79	6.97
		Rio Tinto	45,498.297	8/12	0.56	48,186.581	-5.58	45,322.991	2,863.590	6.32	1.32
		Chevron	1,056.114	8/12	0.02	1,139.863	-7.35	1,215.368	-75.504	-6.21	1.51
	S	Sony	555.517	8/09	0.28	619.745	-10.36	594.711	25.034	4.21	-1.34
	S	Ford Motor	71.806	8/12	-2.38	92.925	-22.73	89.835	3.090	3.44	6.31
	L	Vodafone	685.328	8/12	0.87	646.661	5.98	680.022	-33.361	-4.91	-0.54
	S	BASF	322.455	8/12	-0.22	346.748	-7.01	321.049	25.699	8.00	-3.63
		PepsiCo	1,248.373	8/12	-0.56	1,186.253	5.24	1,234.561	-48.308	-3.91	-4.68
	L	Nestlé	714.369	8/12	-0.40	740.481	-3.53	817.262	-76.781	-9.39	-8.30
	S	Mercedes-Benz	448.999	8/12	-0.57	506.179	-11.30	502.842	3.337	0.66	-2.58
		Sanofi	747.317	8/12	-0.60	717.477	4.16	780.359	-62.882	-8.06	-0.19
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	10/02/23	prc diff	⇓ Δ39	∅-RS
		BP	4,047.157	8/12	1.35	4,405.288	-8.13	4,595.149	-189.861	-4.13	-0.34
		Societe Generale	160.290	8/12	0.44	176.538	-9.20	175.163	1.375	0.78	-4.95
	S	LVMH	4,961.020	8/12	-0.14	5,561.717	-10.80	5,479.065	82.652	1.51	-6.65
		BHP	19,278.315	8/12	-0.14	21,045.954	-8.40	20,448.459	597.495	2.92	-1.34
		Nike	543.569	8/12	0.40	559.518	-2.85	690.076	-130.558	-18.92	-23.51
	S	Johnson & Johnson	1,164.333	8/12	-0.46	1,066.455	9.18	1,132.246	-65.791	-5.81	-5.71
	L	RWE	252.777	8/12	1.70	254.652	-0.74	260.886	-6.234	-2.39	-8.16
	S	Volkswagen	730.366	8/12	-0.47	828.399	-11.83	835.387	-6.988	-0.84	-7.41
	S	McDonald´s	1,962.354	8/12	0.58	1,820.563	7.79	1,880.996	-60.433	-3.21	-9.47
	L	Pfizer	207.188	8/12	-0.35	205.513	0.82	247.686	-42.172	-17.03	-5.58
	S	Nissan Motor	18.489	8/09	-0.56	24.898	-25.74	32.306	-7.408	-22.93	-12.27
		Carrefour	107.251	8/12	-0.36	104.634	2.50	123.584	-18.950	-15.33	-18.52
	S	Orange	79.012	8/12	-0.25	73.630	7.31	83.508	-9.878	-11.83	-11.79
	S	Engie	119.788	8/12	0.49	107.251	11.69	109.428	-2.177	-1.99	-9.37
	S	Kimberly-Clark	13.515	8/12	-1.01	12.379	9.18	14.433	-2.053	-14.23	-19.68
	S	Diageo	22,569.622	8/12	1.03	22,832.006	-1.15	26,627.257	-3,795.251	-14.25	-15.07
	S	National Grid	9,007.595	8/12	-0.04	8,151.395	10.50	8,407.769	-256.374	-3.05	-11.32
		Panasonic	47.709	8/09	1.34	59.405	-19.69	81.861	-22.456	-27.43	-17.47
	S	Intel	140.990	8/12	-1.78	224.594	-37.22	258.778	-34.185	-13.21	-17.33
		Prudential	5,849.781	8/12	0.41	6,575.250	-11.03	7,614.617	-1,039.367	-13.65	-15.20
	S	Bristol-Myers	342.716	8/12	0.73	300.769	13.95	422.175	-121.406	-28.76	-20.17
	L	Bayer	202.784	8/12	-0.04	204.424	-0.80	343.850	-139.426	-40.55	-24.37
SP Global 100 - 96 out of 96 instruments rated - 7/01/24 / 10/02/23 - 67 did rise, Market-Ratio(39) in CNY = 69.79 %

Technical Chart

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

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

Transactions SP Global 100 in Renminbi yuán * 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	4	2,110.503	190.616	23,367.549	21,257.046	1,007	95,028	409
long	7/06/09	8/01/11	756		Ford Motor	100	2,418	39.285	79.434		40.150	102	192,110	40
short	8/01/11	4/30/12	273		Carrefour	100	1,033	185.929	126.863	272.495	86.566	47	281,533	67
long	4/30/12	10/20/14	903		Apple	100	2,139	131.572	152.768		21.196	16	326,871	6
short	10/20/14	11/03/14	14		Deutsche Bank	100	1,935	168.899	169.072	168.725	-0.174	0	326,535	-3
long	11/03/14	8/24/15	294		Apple	100	1,952	167.264	165.142		-2.122	-1	322,393	-2
short	8/24/15	9/12/16	385		RWE	100	3,279	98.291	109.944	86.637	-11.654	-12	284,181	-11
long	9/12/16	7/02/18	658		Anglo American	100	3,892	73.015	144.155		71.140	97	561,056	46
short	7/02/18	7/15/19	378		Deutsche Bank	100	7,913	70.897	53.300	94.303	23.406	33	746,266	32
long	7/15/19	3/09/20	238		LVMH	100	253	2,942.157	2,691.697		-250.460	-9	682,900	-13
short	3/09/20	12/07/20	273		DuPont	100	2,797	244.118	427.047	61.190	-182.928	-75	171,249	-84
long	12/07/20	3/07/22	455		Mercedes-Benz	100	375	456.644	394.304		-62.340	-14	147,872	-11
short	3/07/22	3/21/22	14		Vivendi	100	2,003	73.790	82.467	65.113	-8.677	-12	130,491	-96
long	3/21/22	6/13/22	84		Chevron	100	124	1,047.251	1,129.557		82.306	8	140,697	39
short	6/13/22	12/05/22	175		Philips	100	939	149.803	104.092	215.588	65.785	44	202,469	114
long	12/05/22	12/19/22	14		Merck (MSD)	100	264	765.499	763.241		-2.258	0	201,873	-7
short	12/19/22	1/23/23	35		Credit Suisse	100	9,679	20.855	23.142	18.569	-2.286	-11	179,742	-70
long	1/23/23	10/23/23	273		Münchener Rück	100	74	2,399.497	2,902.231		502.734	21	216,945	29
short	10/23/23	12/11/23	49		Pfizer	100	962	225.482	205.433	247.487	22.005	10	238,114	100
long	12/11/23	8/12/24	245		Intel	100	745	319.483	140.990		-178.493	-56	105,136	-70
accum	1/14/08	8/12/24	6169	days out of 6911 invested (89%)							951		105,136	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	2,110.50	190.62	23,367.55	21,257.05	1,007.20	1,007.20
Ford Motor	long	7/06/09	8/01/11	756	39.28	79.43		40.15	102.20	102.20
Anglo American	long	9/12/16	7/02/18	658	73.01	144.15		71.14	97.43	97.43
Carrefour	short	8/01/11	4/30/12	273	185.93	126.86	272.49	86.57	46.56	46.56
Philips	short	6/13/22	12/05/22	175	149.80	104.09	215.59	65.78	43.91	43.91
Deutsche Bank	short	10/20/14	11/03/14	14	168.90	169.07	168.72	-0.17	-0.10
	short	7/02/18	7/15/19	378	70.90	53.30	94.30	23.41	33.01	32.88
Münchener Rück	long	1/23/23	10/23/23	273	2,399.50	2,902.23		502.73	20.95	20.95
Apple	long	4/30/12	10/20/14	903	131.57	152.77		21.20	16.11
	long	11/03/14	8/24/15	294	167.26	165.14		-2.12	-1.27	14.64
Pfizer	short	10/23/23	12/11/23	49	225.48	205.43	247.49	22.01	9.76	9.76
Chevron	long	3/21/22	6/13/22	84	1,047.25	1,129.56		82.31	7.86	7.86
Merck (MSD)	long	12/05/22	12/19/22	14	765.50	763.24		-2.26	-0.29	-0.29
LVMH	long	7/15/19	3/09/20	238	2,942.16	2,691.70		-250.46	-8.51	-8.51
Credit Suisse	short	12/19/22	1/23/23	35	20.86	23.14	18.57	-2.29	-10.96	-10.96
Vivendi	short	3/07/22	3/21/22	14	73.79	82.47	65.11	-8.68	-11.76	-11.76
RWE	short	8/24/15	9/12/16	385	98.29	109.94	86.64	-11.65	-11.86	-11.86
Mercedes-Benz	long	12/07/20	3/07/22	455	456.64	394.30		-62.34	-13.65	-13.65
Intel	long	12/11/23	8/12/24	245	319.48	140.99		-178.49	-55.87	-55.87
DuPont	short	3/09/20	12/07/20	273	244.12	427.05	61.19	-182.93	-74.93	-74.93

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


	is taking down something concerning