Share-o-matic - Assessment SP Global 100

Assessment - SP Global 100 in Swiss Franc - 11/18/19 - RS = 39

		⇓instrument	freshest		⇓ Δday	11/18/19	⇓ Δwk	2/18/19	prc diff	⇓ Δ39	∅-RS
	L	S&P Global 100	2,073.175	17:32	-0.13	2,075.792	-0.13	1,866.714	209.078	11.20	9.27
	L	Apple	262.612	17:51	-0.44	263.777	-0.44	171.006	92.772	54.25	39.34
	L	LVMH	435.921	16:36	-1.01	440.355	-1.01	335.160	105.195	31.39	22.28
	L	General Electric	11.194	15:27	-0.92	11.298	-0.92	10.125	1.173	11.59	23.19
	L	Schneider Electric	95.548	16:39	-0.89	96.402	-0.89	77.322	19.080	24.68	20.87
	L	Microsoft	149.082	17:51	0.41	148.470	0.41	108.592	39.878	36.72	22.32
	L	Sony	61.449	06:15	-1.30	62.259	-1.30	46.115	16.144	35.01	21.81
	L	Münchener Rück	281.017	16:35	-0.08	281.236	-0.08	231.352	49.884	21.56	17.78
	L	JP Morgan Chase	128.916	17:51	-0.06	128.995	-0.06	105.913	23.082	21.79	18.57
	L	Samsung Electronics	45.388	06:30		45.388		41.251	4.136	10.03	17.78
	L	Bristol-Myers	56.814	15:27	-0.21	56.933	-0.21	51.848	5.085	9.81	17.01
	L	Volkswagen	194.118	16:35	0.78	192.607	0.78	162.117	30.490	18.81	14.74
	L	Intel	57.313	17:51	-0.37	57.525	-0.37	51.838	5.688	10.97	16.33
		RWE	28.912	16:35	-0.94	29.186	-0.94	25.282	3.904	15.44	14.24
	L	United Technologies	146.631	17:51	-0.42	147.255	-0.42	128.199	19.056	14.86	15.94
	L	AstraZeneca	9,366.236	16:52	-0.96	9,457.182	-0.96	7,989.667	1,467.516	18.37	17.76
	L	Walmart	118.369	17:51	-0.32	118.754	-0.32	100.334	18.420	18.36	14.68
	L	Siemens	125.281	16:35	0.03	125.237	0.03	106.647	18.590	17.43	13.02
		Procter & Gamble	119.895	17:51	-0.40	120.374	-0.40	98.818	21.555	21.81	14.44
	L	Alphabet A	1,301.397	15:28	-0.16	1,303.421	-0.16	1,123.478	179.943	16.02	14.29
	L	Toyota	70.537	06:15	-1.05	71.283	-1.05	60.412	10.870	17.99	14.54
	L	Citigroup	73.860	15:27	0.52	73.474	0.52	64.491	8.984	13.93	13.56
	L	Axa	27.511	16:36	-0.08	27.532	-0.08	23.601	3.932	16.66	11.92
	L	Morgan Stanley	48.781	15:28	0.74	48.420	0.74	42.134	6.286	14.92	13.16
		Marsh & McLennan	105.728	17:45	0.77	104.918	0.77	91.473	13.445	14.70	12.99
		⇓instrument	freshest		⇓ Δday	11/18/19	⇓ Δwk	2/18/19	prc diff	⇓ Δ39	∅-RS
	L	L´Oreal	285.506	16:39	-0.57	287.148	-0.57	255.203	31.945	12.52	11.13
	L	Nike	92.189	17:51	-0.88	93.008	-0.88	85.673	7.335	8.56	12.74
	L	ABB	21.710	16:31	-0.41	21.800	-0.41	19.720	2.080	10.55	13.07
	L	Bayer	76.839	16:35	-0.09	76.905	-0.09	77.413	-0.508	-0.66	10.30
	L	Saint-Gobain	40.472	16:39	-0.24	40.571	-0.24	37.184	3.386	9.11	9.86
		Philips	44.999	16:38	0.37	44.835	0.37	39.581	5.254	13.27	9.67
		Kimberly-Clark	1.965	17:28	-0.42	1.968	-0.13	1.638	0.330	20.12	11.27
	L	Goldman Sachs	216.542	17:50	-0.21	216.997	-0.21	199.182	17.814	8.94	10.40
	L	Societe Generale	31.063	16:35	0.37	30.948	0.37	28.587	2.361	8.26	8.41
		Novartis	89.210	16:31	0.01	89.200	0.01	75.030	14.170	18.89	10.36
	L	Caterpillar	141.231	17:50	-0.40	141.804	-0.40	136.668	5.136	3.76	9.33
	L	Sanofi	90.983	16:39	-1.54	92.406	-1.54	85.624	6.782	7.92	7.59
	L	Swiss Re	106.600	16:31	0.38	106.200	0.38	97.180	9.020	9.28	9.52
	L	BASF	76.390	16:35	-0.11	76.478	-0.11	75.119	1.359	1.81	7.13
	L	Barclays	218.298	16:35	0.06	218.170	0.06	205.219	12.951	6.31	10.77
	L	Allianz	239.417	16:35	0.30	238.706	0.30	215.247	23.459	10.90	6.83
		Nestlé	104.080	16:31	-0.23	104.320	-0.23	90.020	14.300	15.89	8.98
	L	National Grid	1,151.309	16:36	-0.88	1,161.557	-0.88	1,093.193	68.364	6.25	9.75
	L	Honda Motor	28.509	06:15	-0.73	28.719	-0.73	27.260	1.458	5.35	8.37
		GlaxoSmithKline	2,198.606	16:57	0.13	2,195.788	0.13	2,038.948	156.840	7.69	9.43
		PepsiCo	132.758	15:30	0.28	132.392	0.28	116.308	16.084	13.83	7.23
	L	Credit Suisse	12.955	16:31	0.50	12.890	0.50	11.960	0.930	7.78	7.79
	L	Standard Chartered	892.303	16:35	-0.14	893.584	-0.14	815.709	77.875	9.55	8.86
		Coca-Cola	52.252	17:51	-0.23	52.370	-0.23	45.395	6.975	15.36	5.93
		Texas Instruments	115.870	15:30	-0.48	116.423	-0.48	107.940	8.484	7.86	5.95
		⇓instrument	freshest		⇓ Δday	11/18/19	⇓ Δwk	2/18/19	prc diff	⇓ Δ39	∅-RS
		Engie	15.545	16:36	-0.98	15.698	-0.98	15.980	-0.282	-1.76	4.21
	L	Philip Morris	82.481	15:28	-1.50	83.735	-1.50	83.747	-0.012	-0.01	5.26
	L	Orange	16.021	16:38	-0.91	16.169	-0.91	15.446	0.723	4.68	3.66
		Anglo American	2,620.163	16:36	0.91	2,596.466	0.91	2,520.457	76.009	3.02	7.11
		Vodafone	196.291	16:38	0.74	194.857	0.74	184.479	10.378	5.63	6.50
	L	Toshiba	31.975	06:15	-3.03	32.976	-3.03	30.864	2.112	6.84	5.22
		Merck (MSD)	83.271	17:51	0.23	83.083	0.23	80.084	2.999	3.74	4.05
		Unilever	58.612	16:36	-0.24	58.754	-0.24	55.845	2.909	5.21	2.46
	L	UnibailRodaWestfield	7.903	05:10	1.38	7.796	1.38	8.206	-0.410	-5.00	1.32
	L	Ericsson	9.042	16:29	0.66	8.983	0.66	9.313	-0.330	-3.54	1.10
	L	Panasonic	9.110	06:15	1.12	9.009	1.12	9.459	-0.449	-4.75	4.14
		Vivendi	27.127	16:35	-0.48	27.259	-0.48	27.178	0.080	0.30	1.19
	L	ING Groep	11.530	16:35	0.42	11.482	0.42	12.607	-1.125	-8.93	1.26
	L	Bridgestone	39.562	06:15	-1.20	40.044	-1.20	39.960	0.084	0.21	3.07
	L	Total	53.489	16:38	-0.34	53.669	-0.34	56.231	-2.562	-4.56	0.36
	L	Aviva	535.817	16:36	0.92	530.950	0.92	548.349	-17.399	-3.17	3.69
	L	Daimler	54.912	16:35	-0.14	54.988	-0.14	57.242	-2.254	-3.94	0.10
		Deutsche Telekom	16.592	16:35	-0.34	16.649	-0.34	16.332	0.317	1.94	-0.76
	L	Repsol	15.999	16:35	-0.10	16.016	-0.10	17.252	-1.236	-7.17	-0.93
	L	Johnson & Johnson	132.580	17:51	-0.43	133.153	-0.43	136.849	-3.696	-2.70	-0.18
		DuPont	65.159	17:50	-1.30	66.018	-1.30	67.581	-1.563	-2.31	-0.38
	L	HP	19.751	17:45	-0.05	19.761	-0.05	23.360	-3.599	-15.41	-0.43
	L	UBS	11.995	16:31	-0.29	12.030	-0.29	12.950	-0.920	-7.10	0.15
		IBM	133.287	17:50	0.49	132.639	0.49	138.504	-5.865	-4.23	-0.50
		Chevron	115.925	17:51	-0.98	117.075	-0.98	119.760	-2.685	-2.24	-0.81
		⇓instrument	freshest		⇓ Δday	11/18/19	⇓ Δwk	2/18/19	prc diff	⇓ Δ39	∅-RS
	S	McDonald´s	191.468	17:51	-0.21	191.863	-0.21	180.589	11.275	6.24	-1.07
	S	Diageo	3,994.612	16:35	0.37	3,979.882	0.37	3,950.706	29.176	0.74	0.70
	L	Seven & i	37.224	06:15	-1.68	37.861	-1.68	44.989	-7.128	-15.84	-0.47
		E.on	9.982	16:35	-0.53	10.035	-0.53	10.949	-0.913	-8.34	-2.76
	L	Canon	27.500	06:15	-0.26	27.572	-0.26	29.031	-1.458	-5.02	-0.72
	L	Royal Dutch Shell A	29.279	16:38	-0.41	29.399	-0.41	31.358	-1.959	-6.25	-2.92
	S	Colgate-Palmolive	66.137	15:27	-0.24	66.295	-0.24	66.708	-0.414	-0.62	-1.93
	L	Aegon	4.562	16:35	-0.22	4.572	-0.22	5.295	-0.723	-13.66	-3.76
		Rio Tinto	5,398.523	16:36	1.15	5,337.038	1.15	5,668.432	-331.394	-5.85	-0.81
		Ford Motor	8.824	15:27	-0.17	8.839	-0.17	8.569	0.269	3.14	-2.74
	L	Banco Bilbao Viz	5.213	16:35	0.56	5.184	0.56	5.940	-0.756	-12.73	-5.55
	S	BHP	2,182.978	16:38	1.07	2,159.922	1.07	2,335.641	-175.719	-7.52	-2.89
	L	BP	642.904	16:57	0.02	642.776	0.02	698.252	-55.476	-7.95	-3.38
	L	3M	167.757	17:50	-0.39	168.418	-0.39	209.578	-41.159	-19.64	-6.65
	S	Carrefour	16.706	16:39	-0.42	16.777	-0.42	20.432	-3.655	-17.89	-8.65
		Telefónica	7.365	16:35	0.48	7.330	0.48	8.586	-1.256	-14.63	-9.07
		Deutsche Bank	7.212	16:35	-0.45	7.245	-0.45	8.813	-1.568	-17.80	-9.23
		Exxon Mobil	67.144	17:51	-0.77	67.668	-0.77	77.977	-10.309	-13.22	-8.35
		Pfizer	36.994	17:51	0.64	36.757	0.64	42.546	-5.789	-13.61	-8.64
	S	HSBC	743.842	16:36	0.99	736.541	0.99	861.394	-124.853	-14.49	-8.42
	L	21st Century Fox	35.077	15:28	0.94	34.752	0.94	50.573	-15.821	-31.28	-10.17
		Banco Santander	3.890	16:35	0.37	3.875	0.37	4.679	-0.804	-17.18	-13.38
	S	Prudential	1,688.920	16:35	1.27	1,667.784	1.27	1,989.629	-321.845	-16.18	-13.78
	L	Nissan Motor	6.189	06:15	-0.06	6.192	-0.06	8.607	-2.414	-28.05	-15.45
SP Global 100 - 98 out of 98 instruments rated - 11/18/19 / 2/18/19 - 60 did rise, Market-Ratio(39) in CHF = 61.22 %

Technical Chart

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

1/05/15	scale up chart	11/18/19

Transactions SP Global 100 in Swiss Franc * 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	31	320.059	30.319	3,378.674	3,058.614	956	104,817	393
long	7/06/09	8/01/11	756		Ford Motor	100	16,774	6.249	9.710		3.462	55	162,885	24
short	8/01/11	4/30/12	273		Carrefour	100	7,166	22.729	18.231	28.335	5.607	25	203,063	34
long	4/30/12	10/20/14	903		Apple	100	2,684	75.631	94.070		18.438	24	252,551	9
short	10/20/14	11/03/14	14		Deutsche Bank	100	8,669	29.132	29.904	28.361	-0.772	-3	245,862	-50
long	11/03/14	8/24/15	294		Apple	100	2,327	105.616	96.025		-9.592	-9	223,542	-11
short	8/24/15	9/12/16	385		RWE	100	15,645	14.288	15.992	12.584	-1.704	-12	196,880	-11
long	9/12/16	7/02/18	658		Anglo American	100	18,537	10.621	21.481		10.861	102	398,203	48
short	7/02/18	7/15/19	378		Deutsche Bank	100	37,691	10.565	7.634	14.621	4.056	38	551,086	37
long	7/15/19	11/19/19	127		LVMH	100	1,307	421.380	435.921		14.541	3	570,091	10
accum	1/14/08	11/19/19	4327	days out of 5069 invested (85%)							5,601		570,091	41

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	320.06	30.32	3,378.67	3,058.61	955.64	955.64
Anglo American	long	9/12/16	7/02/18	658	10.62	21.48		10.86	102.26	102.26
Ford Motor	long	7/06/09	8/01/11	756	6.25	9.71		3.46	55.40	55.40
Deutsche Bank	short	10/20/14	11/03/14	14	29.13	29.90	28.36	-0.77	-2.65
	short	7/02/18	7/15/19	378	10.56	7.63	14.62	4.06	38.39	34.73
Carrefour	short	8/01/11	4/30/12	273	22.73	18.23	28.34	5.61	24.67	24.67
Apple	long	4/30/12	10/20/14	903	75.63	94.07		18.44	24.38
	long	11/03/14	8/24/15	294	105.62	96.02		-9.59	-9.08	13.08
LVMH	long	7/15/19	11/19/19	127	421.38	435.92		14.54	3.45	3.45
RWE	short	8/24/15	9/12/16	385	14.29	15.99	12.58	-1.70	-11.93	-11.93

Annotations

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