Share-o-matic - Portfolio

Sun, 17th Oct 2021, 16:56UTC

Assessment - SP Global 100 in Pound sterling - 11/10/21 - RS = 39

		instrument	freshest		⇓ Δday	11/10/21	⇓ Δwk	11/01/21	prc diff	⇓ Δ39	⇓∅-RS
		S&P Global 100	2,188.028	Fri	0.89	2,145.451	1.98	1,905.310	240.141	12.60	9.14
	S	3M	133.629	Fri	0.90	129.472	3.21	122.119	7.354	6.02	-4.20
		ABB	25.282	Fri	0.73	24.180	4.55	22.219	1.961	8.83	5.78
	L	Aegon	3.795	Fri	0.61	3.889	-2.40	3.123	0.766	24.53	25.35
	S	Allianz	168.729	Fri	1.12	169.017	-0.17	182.893	-13.875	-7.59	-3.21
		Alphabet A	2,076.609	Fri	0.15	2,040.561	1.77	1,298.280	742.282	57.17	31.32
		Anglo American	2,912.000	Fri	1.13	2,831.000	2.86	2,758.500	72.500	2.63	4.89
		Apple	106.381	Fri	0.75	104.890	1.42	95.344	9.545	10.01	9.83
	L	AstraZeneca	8,795.000	Fri	-0.22	9,003.000	-2.31	7,556.000	1,447.000	19.15	14.19
		Aviva	399.700	Fri	0.43	405.400	-1.41	345.700	59.700	17.27	10.44
	L	Axa	20.326	Fri	0.95	20.581	-1.24	18.217	2.364	12.98	13.00
		Banco Bilbao Viz	4.901	Fri	2.34	5.024	-2.45	3.824	1.200	31.38	32.42
		Banco Santander	2.842	Fri	1.97	2.845	-0.10	2.528	0.317	12.55	17.81
		Barclays	197.820	Fri	1.76	197.680	0.07	151.200	46.480	30.74	24.42
		BASF	55.223	Fri	-0.14	54.535	1.26	60.769	-6.234	-10.26	-3.70
		Bayer	40.683	Fri	0.22	41.303	-1.50	45.872	-4.569	-9.96	-5.30
	S	BHP	1,989.200	Fri	-0.14	1,974.400	0.75	2,164.500	-190.100	-8.78	-2.85
	L	BP	363.600	Fri	1.65	360.300	0.92	298.800	61.500	20.58	27.26
		Bridgestone	34.439	Fri	1.30	34.160	0.82	25.814	8.346	32.33	16.70
	S	Bristol-Myers	42.864	Fri	1.14	42.173	1.64	48.027	-5.854	-12.19	-9.19
		Canon	18.065	Fri	2.97	17.884	1.01	14.160	3.724	26.30	13.77
		Carrefour	13.164	Fri	1.01	13.224	-0.45	13.787	-0.563	-4.08	-0.52
		Caterpillar	146.174	Fri	2.41	141.672	3.18	143.305	-1.633	-1.14	-4.17
		Chevron	80.505	Fri	0.74	78.684	2.31	67.712	10.971	16.20	12.86
		Citigroup	53.095	Fri	2.10	52.647	0.85	49.114	3.533	7.19	11.92
		instrument	freshest		⇓ Δday	11/10/21	⇓ Δwk	11/01/21	prc diff	⇓ Δ39	⇓∅-RS
		Coca-Cola	40.014	Fri	-0.24	39.830	0.46	37.109	2.722	7.33	2.79
	S	Colgate-Palmolive	56.003	Fri	-0.46	55.673	0.59	60.719	-5.047	-8.31	-5.22
		Credit Suisse	7.758	Fri	1.92	7.658	1.30	10.128	-2.470	-24.39	-7.28
		Daimler	71.068	Fri	0.52	70.516	0.78	51.413	19.103	37.16	22.71
		Deutsche Bank	9.696	Fri	3.16	9.784	-0.90	8.567	1.217	14.20	12.16
		Deutsche Telekom	14.040	Fri	-0.02	14.202	-1.14	13.665	0.537	3.93	0.82
		Diageo	3,615.500	Fri	-0.65	3,552.500	1.77	2,956.500	596.000	20.16	13.17
	S	DuPont	52.933	Fri	0.50	51.237	3.31	62.079	-10.843	-17.47	-3.63
		E.on	9.011	Fri	2.00	8.793	2.47	8.116	0.677	8.34	4.07
	S	Engie	9.901	Fri	0.95	9.830	0.73	11.843	-2.014	-17.00	-7.23
		Ericsson	8.875	Fri	0.28	8.788	0.99	8.805	-0.018	-0.20	-2.89
		Exxon Mobil	45.970	Fri	0.95	45.214	1.67	34.625	10.589	30.58	22.89
		Ford Motor	11.531	Fri	1.62	11.083	4.04	6.875	4.208	61.22	33.80
		Fox A	30.561	Fri	-1.98	30.921	-1.16	22.420	8.501	37.91	24.30
		General Electric	76.686	Fri	1.63	76.444	0.32	67.712	8.731	12.89	12.23
		GlaxoSmithKline	1,399.600	Fri	-0.16	1,392.800	0.49	1,395.000	-2.200	-0.16	1.80
		Goldman Sachs	298.246	Fri	3.80	282.947	5.41	217.204	65.743	30.27	25.05
		HP	20.771	Fri	2.87	20.330	2.17	19.057	1.273	6.68	3.57
		Honda Motor	22.529	Fri	1.37	22.244	1.28	20.821	1.423	6.84	3.41
		HSBC	434.200	Fri	1.92	430.800	0.79	408.200	22.600	5.54	7.66
		ING Groep	11.014	Fri	1.76	10.851	1.50	7.244	3.607	49.80	33.06
		Intel	39.999	Fri	1.04	39.250	1.91	38.099	1.151	3.02	-1.78
		IBM	106.212	Fri	0.85	104.610	1.53	95.049	9.562	10.06	8.62
	S	Johnson & Johnson	118.470	Fri	0.74	117.699	0.66	117.809	-0.110	-0.09	0.11
		JP Morgan Chase	122.370	Fri	1.92	122.392	-0.02	102.049	20.343	19.93	18.81
		instrument	freshest		⇓ Δday	11/10/21	⇓ Δwk	11/01/21	prc diff	⇓ Δ39	⇓∅-RS
	S	Kimberly-Clark	1.168	Fri	1.19	1.151	1.47	1.319	-0.167	-12.69	-7.04
		L´Oreal	313.966	Fri	-0.11	302.242	3.88	274.474	27.768	10.12	2.99
		LVMH	564.807	Fri	-0.36	536.686	5.24	469.961	66.725	14.20	8.98
		Marsh & McLennan	118.984	Fri	0.83	115.179	3.30	83.228	31.951	38.39	23.99
	L	McDonald´s	177.925	Fri	-0.94	181.105	-1.76	158.363	22.743	14.36	10.12
	L	Merck (MSD)	57.531	Fri		58.706	-2.00	62.833	-4.127	-6.57	3.69
		Microsoft	223.433	Fri	0.48	216.103	3.39	160.772	55.331	34.42	20.30
		Morgan Stanley	75.019	Fri	1.12	71.457	4.99	56.225	15.232	27.09	26.26
	L	Münchener Rück	207.597	Fri	1.05	205.601	0.97	216.359	-10.758	-4.97	-1.18
	S	National Grid	897.200	Fri	-0.47	886.900	1.16	877.600	9.300	1.06	-1.72
		Nestlé	90.969	Fri	0.35	88.830	2.41	83.655	5.175	6.19	3.14
		Nike	116.053	Fri	0.55	110.376	5.14	108.702	1.674	1.54	6.66
		Nissan Motor	3.809	Fri	1.27	3.657	4.15	3.862	-0.205	-5.30	-0.10
	S	Novartis	60.950	Fri	0.61	60.768	0.30	69.684	-8.917	-12.80	-6.50
	S	Orange	8.081	Fri	0.39	8.027	0.68	9.055	-1.028	-11.35	-7.08
		Panasonic	9.101	Fri	2.03	8.812	3.27	9.152	-0.340	-3.72	3.37
		PepsiCo	116.641	Fri	-0.28	114.753	1.64	105.035	9.718	9.25	8.50
		Pfizer	30.473	Fri	-0.43	30.892	-1.36	27.920	2.972	10.64	8.58
		Philip Morris	72.250	Fri	-0.49	69.863	3.42	60.845	9.018	14.82	6.99
	S	Philips	32.641	Fri	1.37	32.157	1.51	40.537	-8.380	-20.67	-14.88
		Procter & Gamble	106.072	Fri	0.26	104.530	1.48	101.901	2.629	2.58	4.82
		Prudential	1,454.500	Fri	0.21	1,488.000	-2.25	1,420.500	67.500	4.75	7.96
		Raytheon Tech	66.778	Fri	1.96	66.021	1.15	51.597	14.424	27.96	17.93
		Repsol	9.838	Fri	0.47	9.735	1.06	7.769	1.965	25.30	21.98
	S	Rio Tinto	5,038.000	Fri	-1.43	5,101.000	-1.24	6,194.000	-1,093.000	-17.65	-8.28
		instrument	freshest		⇓ Δday	11/10/21	⇓ Δwk	11/01/21	prc diff	⇓ Δ39	⇓∅-RS
	L	Royal Dutch Shell A	17.905	Fri	2.01	17.463	2.53	14.734	2.729	18.52	26.92
		RWE	27.263	Fri	4.49	25.607	6.47	34.392	-8.786	-25.55	-10.26
		Saint-Gobain	52.335	Fri	0.31	50.992	2.63	38.621	12.372	32.03	21.61
	S	Samsung Electronics	43.094	Fri	1.01	43.955	-1.96	61.359	-17.404	-28.36	-11.60
		Sanofi	71.230	Fri	-0.34	71.960	-1.02	71.286	0.674	0.95	-1.49
		Schneider Electric	122.579	Fri	0.08	117.855	4.01	114.072	3.783	3.32	4.67
		Seven & i	31.186	Fri	1.13	30.881	0.99	28.334	2.548	8.99	5.93
		Siemens	120.013	Fri	0.14	115.867	3.58	111.535	4.332	3.88	2.56
		Societe Generale	24.460	Fri	1.77	24.077	1.59	15.778	8.300	52.61	35.61
	L	Sony	83.521	Fri	2.67	80.249	4.08	76.051	4.198	5.52	10.60
		Standard Chartered	492.500	Fri	1.46	491.700	0.16	506.800	-15.100	-2.98	6.79
	S	Swiss Re	64.380	Fri	1.09	63.667	1.12	69.901	-6.233	-8.92	-4.65
		Telefónica	3.226	Fri	-3.67	3.390	-4.84	3.197	0.193	6.02	3.92
		Texas Instruments	142.818	Fri	1.02	142.024	0.56	126.635	15.389	12.15	10.04
		Toshiba	31.750	Fri	1.98	31.750		21.399	10.350	48.37	23.08
	L	TotalEnergies	37.769	Fri	1.50	37.569	0.53	33.209	4.359	13.13	17.69
		Toyota	12.917	Fri	0.40	12.875	0.33	11.271	1.604	14.23	12.05
		UBS	12.577	Fri	0.60	12.379	1.60	11.201	1.178	10.52	12.07
		UnibailRodaWestfield	2.710	Fri	1.01	2.699	0.40	2.817	-0.118	-4.19	-0.27
	S	Unilever	38.869	Fri	-0.13	38.673	0.51	44.108	-5.435	-12.32	-8.26
	S	Vivendi	9.464	Fri	1.27	9.388	0.81	23.516	-14.128	-60.08	-59.09
	S	Vodafone	110.440	Fri	-0.61	111.760	-1.18	128.300	-16.540	-12.89	-10.09
		Volkswagen	168.780	Fri	1.33	162.119	4.11	130.355	31.764	24.37	2.11
	S	Walmart	103.230	Fri	0.49	102.481	0.73	108.879	-6.399	-5.88	-1.05
SP Global 100 - 98 out of 98 instruments rated - 11/10/21 / 11/01/21 - 66 did rise, Market-Ratio(39) in GBP = 67.35 %

Technical Chart

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

2/01/17	scale up chart	11/10/21

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
2/01/06		14/01/08	742		- cash -
short	14/01/08	6/07/09	539		Citigroup	100	67	148.515	17.082	1,291.194	1,142.679	769	86,559	333
long	6/07/09	1/08/11	756		Ford Motor	100	24,586	3.521	7.518		3.998	114	184,851	44
short	1/08/11	30/04/12	273		Carrefour	100	10,504	17.598	12.366	25.044	7.446	42	263,059	60
long	30/04/12	20/10/14	903		Apple	100	20,511	12.825	15.430		2.605	20	316,491	8
short	20/10/14	3/11/14	14		Deutsche Bank	100	18,552	17.059	17.302	16.817	-0.243	-1	311,985	-31
long	3/11/14	24/08/15	294		Apple	100	18,226	17.117	16.345		-0.772	-5	297,917	-6
short	24/08/15	12/09/16	385		RWE	100	30,622	9.729	12.340	7.117	-2.611	-27	217,953	-26
long	12/09/16	2/07/18	658		Anglo American	100	26,595	8.195	16.440		8.245	101	437,229	47
short	2/07/18	15/07/19	378		Deutsche Bank	100	54,076	8.085	6.195	10.552	2.467	31	570,637	29
long	15/07/19	9/03/20	238		LVMH	100	1,668	341.969	295.304		-46.665	-14	492,799	-20
short	9/03/20	7/12/20	273		DuPont	100	18,400	26.782	49.066	4.498	-22.284	-83	82,774	-91
long	7/12/20	15/10/21	312		Daimler	100	1,577	52.467	71.068		18.602	35	112,108	43
accum	14/01/08	15/10/21	5025	days out of 5767 invested (87%)							1,021		112,108	19

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Citigroup	short	14/01/08	6/07/09	539	148.52	17.08	1,291.19	1,142.68	769.40	769.40
Ford Motor	long	6/07/09	1/08/11	756	3.52	7.52		4.00	113.56	113.56
Anglo American	long	12/09/16	2/07/18	658	8.20	16.44		8.25	100.61	100.61
Carrefour	short	1/08/11	30/04/12	273	17.60	12.37	25.04	7.45	42.31	42.31
Daimler	long	7/12/20	15/10/21	312	52.47	71.07		18.60	35.45	35.45
Deutsche Bank	short	20/10/14	3/11/14	14	17.06	17.30	16.82	-0.24	-1.42
	short	2/07/18	15/07/19	378	8.09	6.20	10.55	2.47	30.51	28.65
Apple	long	30/04/12	20/10/14	903	12.83	15.43		2.61	20.31
	long	3/11/14	24/08/15	294	17.12	16.35		-0.77	-4.51	14.89
LVMH	long	15/07/19	9/03/20	238	341.97	295.30		-46.67	-13.65	-13.65
RWE	short	24/08/15	12/09/16	385	9.73	12.34	7.12	-2.61	-26.84	-26.84
DuPont	short	9/03/20	7/12/20	273	26.78	49.07	4.50	-22.28	-83.21	-83.21

Annotations

29/09/21	Toyota	stock split 1:5 (five for one)
2/08/21	General Electric	reverse stock split 8:1 (eight become one)
3/04/20	Raytheon Tech	spin-off Carrier and Otis = split 1000:1589 due to UTX-RTN merger
4/05/18	Samsung Electronics	stock split 1:50 (fifty for one)
4/10/16	SP Global 100	EMC² removed (acquired by Dell)
12/09/16	E.on	demerger of Uniper (power plants) 10 + 1 (one additional Uniper for ten E.on)
24/12/15	Nike	stock split 1:2 (two for one)
2/11/15	Hewlett-Packard	forward stock split 1000:2202 (two thousand two hundred and two for one thousand)
	Hewlett-Packard	spin-off of HP Enterprise
2/10/15	Google A	changes name to Alphabet
24/04/15	GDF Suez	changes name to Engie


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