Share-o-matic - Portfolio

Sat, Sep 30th, 2023, 7:24UTC

Assessment - SP Global 100 in Japanese yen - 9/25/23 - RS = 39

		⇓instrument	freshest		Δday	9/25/23	⇓ Δwk	12/26/22	prc diff	⇓ Δ39	⇓∅-RS
		S&P Global 100	442,046.964	Fri	0.13	446,065.343	-0.90	347,207.838	98,857.504	28.47	14.42
	S	Nike	14,225.745	Fri	6.68	13,478.901	5.54	15,441.289	-1,962.388	-12.71	-11.69
	S	Pfizer	4,934.825	Fri	3.37	4,906.558	0.58	6,884.490	-1,977.932	-28.73	-14.49
	L	Vivendi	1,307.441	Fri	1.92	1,306.496	0.07	1,262.605	43.891	3.48	0.51
	L	Ericsson	717.901	Fri	1.60	749.401	-4.20	782.095	-32.694	-4.18	-3.25
	S	LVMH	112,903.924	Fri	1.47	112,415.367	0.43	95,161.448	17,253.919	18.13	-0.80
		National Grid	178,106.711	Fri	1.41	182,286.766	-2.29	158,701.656	23,585.109	14.86	4.73
		RWE	5,539.605	Fri	1.36	5,646.772	-1.90	5,862.499	-215.727	-3.68	-3.79
		Aegon	722.119	Fri	1.35	738.194	-2.18	689.772	48.422	7.02	9.81
		E.on	1,765.109	Fri	1.08	1,813.176	-2.65	1,287.462	525.715	40.83	20.30
		Intel	5,288.907	Fri	1.05	5,101.452	3.67	3,465.490	1,635.962	47.21	22.07
		Engie	2,289.913	Fri	0.97	2,339.084	-2.10	1,918.199	420.885	21.94	13.61
		AstraZeneca	2,017,694.592	Fri	0.87	2,034,414.814	-0.82	1,802,232.433	232,182.381	12.88	9.05
		Nestlé	16,930.722	Fri	0.82	17,485.613	-3.17	15,372.489	2,113.124	13.75	6.20
	S	Prudential	161,531.882	Fri	0.77	159,350.983	1.37	179,052.546	-19,701.562	-11.00	-11.73
	S	HP	3,833.156	Fri	0.76	3,912.749	-2.03	3,554.485	358.264	10.08	-3.40
		L´Oreal	61,967.927	Fri	0.74	61,700.009	0.43	47,065.231	14,634.778	31.09	10.07
	L	Sanofi	15,993.147	Fri	0.71	16,175.961	-1.13	12,849.196	3,326.765	25.89	18.87
		BASF	6,768.877	Fri	0.70	6,742.085	0.40	6,529.815	212.270	3.25	-3.17
		Deutsche Bank	1,646.910	Fri	0.67	1,582.924	4.04	1,512.019	70.905	4.69	7.60
		Microsoft	46,975.310	Fri	0.67	47,241.615	-0.56	31,710.098	15,531.517	48.98	23.17
		Unilever	7,389.029	Fri	0.57	7,420.549	-0.42	6,770.614	649.935	9.60	6.17
	L	Orange	1,711.525	Fri	0.56	1,732.328	-1.20	1,321.781	410.547	31.06	14.30
		Philips	2,989.023	Fri	0.56	3,048.910	-1.96	1,987.403	1,061.508	53.41	25.59
		Societe Generale	3,631.869	Fri	0.55	3,619.261	0.35	3,328.815	290.446	8.73	3.81
		⇓instrument	freshest		Δday	9/25/23	⇓ Δwk	12/26/22	prc diff	⇓ Δ39	⇓∅-RS
		3M	13,928.198	Fri	0.39	14,102.263	-1.23	15,957.991	-1,855.728	-11.63	-7.64
		Schneider Electric	24,739.891	Fri	0.31	24,487.733	1.03	18,526.683	5,961.050	32.18	12.92
		Apple	25,471.553	Fri	0.30	26,196.081	-2.77	17,514.738	8,681.343	49.57	18.79
	S	Coca-Cola	8,328.354	Fri	0.30	8,480.103	-1.79	8,477.102	3.002	0.04	0.39
		Kimberly-Clark	319.817	Wed	0.30	322.300	-0.77	233.493	88.807	38.03	20.38
		Banco Bilbao Viz	1,215.088	Fri	0.26	1,164.657	4.33	800.215	364.442	45.54	26.91
		Bayer	7,162.875	Fri	0.22	7,299.986	-1.88	6,866.651	433.334	6.31	-7.41
	S	Fox A	4,641.741	Fri	0.19	4,643.229	-0.03	4,085.798	557.430	13.64	3.60
	L	UBS	3,703.085	Fri	0.18	3,768.367	-1.73	2,466.556	1,301.811	52.78	37.98
		Novartis	15,319.904	Fri	0.17	15,096.315	1.48	12,078.995	3,017.320	24.98	18.28
	S	Volkswagen	17,168.835	Fri	0.17	17,849.663	-3.81	16,334.777	1,514.885	9.27	-3.31
	L	Standard Chartered	137,760.088	Fri	0.16	136,124.414	1.20	100,230.937	35,893.477	35.81	23.93
	S	Carrefour	2,566.500	Fri	0.15	2,557.044	0.37	2,266.051	290.992	12.84	1.70
		Sony	12,240.000	Fri	0.12	12,390.000	-1.21	10,230.000	2,160.000	21.11	6.07
	L	Deutsche Telekom	3,131.177	Fri	0.09	3,182.712	-1.62	2,664.747	517.965	19.44	7.82
		DuPont	11,097.034	Fri	0.07	10,914.042	1.68	9,129.288	1,784.753	19.55	14.36
	S	Siemens	21,379.880	Fri	0.06	20,878.716	2.40	18,153.833	2,724.883	15.01	3.65
		Saint-Gobain	8,964.231	Fri	0.02	8,861.792	1.16	6,516.398	2,345.393	35.99	18.90
		HSBC	117,205.120	Fri		116,060.148	0.99	81,836.555	34,223.593	41.82	22.54
		ING Groep	1,977.867	Fri		1,950.130	1.42	1,628.111	322.019	19.78	13.14
	S	Mercedes-Benz	10,384.198	Fri		10,461.422	-0.74	8,664.522	1,796.900	20.74	6.21
	L	Telefónica	609.593	Fri		624.880	-2.45	477.784	147.096	30.79	14.77
		BHP	425,184.336	Fri	-0.02	418,278.157	1.65	411,427.950	6,850.207	1.66	1.86
		PepsiCo	25,208.223	Fri	-0.04	25,935.727	-2.81	24,209.284	1,726.443	7.13	3.76
	S	Raytheon Tech	10,707.246	Fri	-0.04	10,719.148	-0.11	13,189.849	-2,470.701	-18.73	-17.98
		⇓instrument	freshest		Δday	9/25/23	⇓ Δwk	12/26/22	prc diff	⇓ Δ39	⇓∅-RS
	L	Toshiba	4,603.000	Fri	-0.04	4,601.000	0.04	4,627.000	-26.000	-0.56	0.37
	S	Texas Instruments	23,656.513	Fri	-0.05	23,937.695	-1.17	21,834.314	2,103.381	9.63	0.40
		Anglo American	411,735.462	Fri	-0.07	403,193.609	2.12	521,120.688	-117,927.078	-22.63	-10.58
	L	Barclays	28,886.001	Fri	-0.09	27,922.770	3.45	25,296.685	2,626.086	10.38	5.33
		Aviva	70,842.853	Fri	-0.10	71,624.341	-1.09	71,204.058	420.284	0.59	1.63
	S	Diageo	551,403.836	Fri	-0.13	563,853.132	-2.21	584,947.749	-21,094.617	-3.61	-5.98
	L	GSK	271,158.380	Fri	-0.13	279,118.659	-2.85	232,984.809	46,133.851	19.80	16.76
		Bristol-Myers	8,634.828	Fri	-0.17	8,801.455	-1.89	9,681.854	-880.399	-9.09	-7.68
	S	Citigroup	6,119.064	Fri	-0.17	6,102.699	0.27	5,878.980	223.719	3.81	-4.90
	L	Rio Tinto	940,330.735	Fri	-0.23	924,155.738	1.75	931,426.052	-7,270.314	-0.78	3.34
	S	Colgate-Palmolive	10,579.301	Fri	-0.28	10,744.440	-1.54	10,553.208	191.232	1.81	2.46
		Samsung Electronics	7,603.705	Fri	-0.29	7,714.870	-1.44	6,037.563	1,677.307	27.78	15.34
		Procter & Gamble	21,700.138	Fri	-0.33	22,414.252	-3.19	20,272.254	2,141.999	10.57	10.54
		ABB	5,353.072	Fri	-0.36	5,299.215	1.02	4,016.352	1,282.863	31.94	13.88
		Goldman Sachs	48,138.721	Fri	-0.50	48,922.758	-1.60	45,893.503	3,029.255	6.60	4.13
		Philip Morris	13,773.473	Fri	-0.51	13,943.075	-1.22	13,507.309	435.766	3.23	4.28
		UnibailRodaWestfield	349.602	Fri	-0.54	371.572	-5.91	347.613	23.959	6.89	1.75
	L	Axa	4,441.140	Fri	-0.60	4,510.483	-1.54	3,732.735	777.748	20.84	12.89
		Morgan Stanley	12,150.352	Fri	-0.63	12,352.684	-1.64	11,437.844	914.840	8.00	1.89
		Johnson & Johnson	23,171.511	Fri	-0.72	23,842.480	-2.81	23,574.365	268.115	1.14	4.04
		Swiss Re	15,393.345	Fri	-0.72	15,452.099	-0.38	12,469.652	2,982.446	23.92	17.65
	S	McDonald´s	39,192.955	Fri	-0.81	40,136.181	-2.35	35,540.866	4,595.315	12.93	4.92
		Banco Santander	570.272	Fri	-0.86	543.717	4.88	399.260	144.457	36.18	18.01
	L	IBM	20,872.956	Fri	-0.90	21,792.378	-4.22	18,815.127	2,977.251	15.82	16.21
	L	Repsol	2,453.816	Fri	-1.02	2,462.484	-0.35	2,093.043	369.441	17.65	19.88
		⇓instrument	freshest		Δday	9/25/23	⇓ Δwk	12/26/22	prc diff	⇓ Δ39	⇓∅-RS
	L	Toyota	2,677.500	Fri	-1.05	2,761.500	-3.04	1,823.000	938.500	51.48	36.71
	L	Alphabet A	19,468.532	Fri	-1.10	19,505.726	-0.19	11,852.268	7,653.457	64.57	32.93
	S	Ford Motor	1,847.770	Fri	-1.11	1,871.574	-1.27	1,508.929	362.644	24.03	6.72
	L	Chevron	25,086.229	Fri	-1.15	25,099.618	-0.05	23,563.739	1,535.880	6.52	9.52
		Caterpillar	40,615.232	Fri	-1.17	40,804.175	-0.46	31,861.522	8,942.653	28.07	26.48
	L	Vodafone	13,961.385	Fri	-1.20	14,539.323	-3.98	13,455.001	1,084.322	8.06	-1.07
	L	Allianz	35,570.094	Fri	-1.25	36,145.331	-1.59	28,556.908	7,588.422	26.57	18.45
	S	Merck (MSD)	15,316.257	Fri	-1.29	15,746.213	-2.73	14,858.173	888.041	5.98	5.57
		Münchener Rück	58,169.791	Fri	-1.39	58,910.506	-1.26	42,863.609	16,046.898	37.44	26.89
	L	Exxon Mobil	17,492.817	Fri	-1.58	17,291.972	1.16	14,435.779	2,856.194	19.79	15.28
		Bridgestone	5,829.000	Fri	-1.59	6,025.000	-3.25	4,835.000	1,190.000	24.61	13.59
		General Electric	16,446.937	Fri	-1.59	16,621.003	-1.05	10,864.026	5,756.977	52.99	32.33
	L	Marsh & McLennan	28,311.644	Fri	-1.60	29,070.390	-2.61	21,995.037	7,075.353	32.17	21.10
		Canon	3,605.000	Fri	-1.61	3,679.000	-2.01	2,938.500	740.500	25.20	14.34
		Walmart	23,793.385	Fri	-1.61	24,260.535	-1.93	19,096.723	5,163.811	27.04	18.33
		JP Morgan Chase	21,575.168	Fri	-1.74	21,787.915	-0.98	17,437.698	4,350.217	24.95	15.36
	L	BP	96,577.455	Fri	-1.79	95,832.315	0.78	76,800.953	19,031.362	24.78	15.95
		Seven & i	5,855.000	Fri	-1.83	5,981.000	-2.11	5,629.000	352.000	6.25	1.50
	L	TotalEnergies	9,819.994	Fri	-2.06	9,791.626	0.29	8,362.288	1,429.338	17.09	18.23
	L	Shell	4,807.557	Fri	-2.07	4,796.526	0.23	3,821.005	975.521	25.53	18.09
	L	Honda Motor	1,682.000	Fri	-2.80	1,751.330	-3.96	1,026.330	725.000	70.64	44.12
		Panasonic	1,682.000	Fri	-3.11	1,778.000	-5.40	1,131.000	647.000	57.21	36.39
	L	Nissan Motor	660.300	Fri	-3.17	692.200	-4.61	420.800	271.400	64.50	36.39
SP Global 100 - 97 out of 97 instruments rated - 9/25/23 / 12/26/22 - 85 did rise, Market-Ratio(39) in JPY = 87.63 %

Technical Chart

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

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

Transactions SP Global 100 in Japanese yen * 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	0	31,630.306	2,679.629	373,363.670	341,733.364	1,080	10,000	0
long	7/06/09	8/01/11	756		Ford Motor	100	18	552.253	948.469		396.216	72	17,132	30
short	8/01/11	4/30/12	273		Carrefour	100	7	2,220.045	1,614.468	3,052.769	832.724	38	22,961	53
long	4/30/12	10/20/14	903		Apple	100	13	1,674.390	2,667.457		993.067	59	35,871	21
short	10/20/14	11/03/14	14		Deutsche Bank	100	12	2,949.115	3,146.709	2,751.521	-197.594	-7	33,500	-84
long	11/03/14	8/24/15	294		Apple	100	10	3,113.061	3,054.008		-59.052	-2	32,909	-2
short	8/24/15	9/12/16	385		RWE	100	18	1,817.710	1,676.208	1,971.158	153.448	8	35,671	8
long	9/12/16	7/02/18	658		Anglo American	100	32	1,113.182	2,398.109		1,284.927	115	76,789	53
short	7/02/18	7/15/19	378		Deutsche Bank	100	65	1,179.415	836.190	1,663.522	484.107	41	108,256	39
long	7/15/19	3/09/20	238		LVMH	100	2	46,157.453	39,573.378		-6,584.075	-14	95,088	-21
short	3/09/20	12/07/20	273		DuPont	100	26	3,589.030	6,804.977	373.084	-3,215.946	-90	11,473	-95
long	12/07/20	3/07/22	455		Mercedes-Benz	100	1	7,276.605	7,201.297		-75.308	-1	11,398	-1
short	3/07/22	3/21/22	14		Vivendi	100	8	1,347.655	1,546.664	1,148.646	-199.009	-15	9,806	-98
long	3/21/22	6/13/22	84		Chevron	100	0	19,641.041	22,446.895		2,805.854	14	9,806	0
short	6/13/22	12/05/22	175		Philips	100	3	2,976.933	2,044.205	4,335.244	1,358.311	46	13,881	119
long	12/05/22	12/19/22	14		Merck (MSD)	100	0	15,033.212	14,962.907		-70.306	0	13,881	0
short	12/19/22	1/23/23	35		Credit Suisse	100	33	408.858	445.781	371.935	-36.923	-9	12,662	-63
long	1/23/23	9/29/23	249		Münchener Rück	100	0	46,221.390	58,169.791		11,948.401	26	12,662	0
accum	1/14/08	9/29/23	5738	days out of 6480 invested (89%)							27		12,662	2

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	31,630.31	2,679.63	373,363.67	341,733.36	1,080.40	1,080.40
Anglo American	long	9/12/16	7/02/18	658	1,113.18	2,398.11		1,284.93	115.43	115.43
Ford Motor	long	7/06/09	8/01/11	756	552.25	948.47		396.22	71.75	71.75
Apple	long	4/30/12	10/20/14	903	1,674.39	2,667.46		993.07	59.31
	long	11/03/14	8/24/15	294	3,113.06	3,054.01		-59.05	-1.90	56.29
Philips	short	6/13/22	12/05/22	175	2,976.93	2,044.21	4,335.24	1,358.31	45.63	45.63
Carrefour	short	8/01/11	4/30/12	273	2,220.04	1,614.47	3,052.77	832.72	37.51	37.51
Deutsche Bank	short	10/20/14	11/03/14	14	2,949.11	3,146.71	2,751.52	-197.59	-6.70
	short	7/02/18	7/15/19	378	1,179.42	836.19	1,663.52	484.11	41.05	31.60
Münchener Rück	long	1/23/23	9/29/23	249	46,221.39	58,169.79		11,948.40	25.85	25.85
Chevron	long	3/21/22	6/13/22	84	19,641.04	22,446.89		2,805.85	14.29	14.29
RWE	short	8/24/15	9/12/16	385	1,817.71	1,676.21	1,971.16	153.45	8.44	8.44
Merck (MSD)	long	12/05/22	12/19/22	14	15,033.21	14,962.91		-70.31	-0.47	-0.47
Mercedes-Benz	long	12/07/20	3/07/22	455	7,276.60	7,201.30		-75.31	-1.03	-1.03
Credit Suisse	short	12/19/22	1/23/23	35	408.86	445.78	371.93	-36.92	-9.03	-9.03
LVMH	long	7/15/19	3/09/20	238	46,157.45	39,573.38		-6,584.07	-14.26	-14.26
Vivendi	short	3/07/22	3/21/22	14	1,347.66	1,546.66	1,148.65	-199.01	-14.77	-14.77
DuPont	short	3/09/20	12/07/20	273	3,589.03	6,804.98	373.08	-3,215.95	-89.60	-89.60

Annotations

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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