Share-o-matic - Portfolio

Fri, May 14th, 2021, 9:51UTC

Assessment - NZX 50 Index - 5/10/21 - RS = 51

		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	5/18/20	prc diff	⇓ Δ51	∅-RS
		NZX 50	12,367.900	05:00	-0.48	12,659.000	-2.30	10,757.900	1,901.100	17.67	4.57
	L	Fletcher Building	7.340	05:00	0.14	7.450	-1.48	3.390	4.060	119.76	61.47
		Skellerup	4.470	05:00	0.45	4.680	-4.49	1.980	2.700	136.36	57.34
	L	Vista	2.320	04:59	-1.28	2.390	-2.93	1.450	0.940	64.83	47.33
		Mainfreight	73.400	05:00	-1.21	76.070	-3.51	36.070	40.000	110.90	45.15
	L	Westpac Banking	27.580	04:59	-2.02	28.500	-3.23	16.220	12.280	75.71	36.66
		Metro Perf Glass	0.395	04:09	2.60	0.385	2.60	0.155	0.230	148.39	35.44
		Summerset	12.350	05:00		12.350		5.900	6.450	109.32	33.23
		ANZ Banking NZ	29.630	04:41	0.75	29.610	0.07	16.600	13.010	78.37	31.35
		Freightways	11.250	05:00	0.45	11.300	-0.44	6.900	4.400	63.77	31.26
		Heartland	1.860	05:00	-0.53	1.880	-1.06	1.130	0.750	66.37	30.50
		Infratil	7.220	05:00	-0.69	7.455	-3.15	4.600	2.855	62.07	29.93
	L	Katmandu	1.530	05:00	1.32	1.570	-2.55	0.970	0.600	61.86	27.30
		Xero	112.500	06:10	-4.17	136.000	-17.28	77.150	58.850	76.28	24.48
		Ebos	30.300	05:00	1.00	31.000	-2.26	21.750	9.250	42.53	22.56
		Mercury	6.540	05:00	1.24	6.820	-4.11	4.750	2.070	43.58	22.11
		Tourism	2.560	04:59	-1.92	2.620	-2.29	1.490	1.130	75.84	20.24
		Skycity Entertainm.	3.490	05:00	-0.29	3.480	0.29	2.540	0.940	37.01	19.72
		New Zealand Exchange	1.990	05:00	-2.45	2.030	-1.97	1.350	0.680	50.37	18.33
		Stride Property	2.330	05:00	0.87	2.360	-1.27	1.490	0.870	58.39	14.75
	L	Restaurant Brands	13.300	05:00	-1.48	13.890	-4.25	12.400	1.490	12.02	13.79
		TrustPower	8.480	04:42	0.36	8.490	-0.12	6.820	1.670	24.49	12.52
		Kiwi Income Property	1.225	05:00	-0.41	1.260	-2.78	0.875	0.385	44.00	11.03
		Argosy Property	1.475	05:00	1.37	1.520	-2.96	1.035	0.485	46.86	10.83
		Air New Zealand	1.640	05:00	0.61	1.680	-2.38	1.240	0.440	35.48	9.93
		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	5/18/20	prc diff	⇓ Δ51	∅-RS
		Genesis Energy	3.520	05:00	-0.42	3.530	-0.28	2.860	0.670	23.43	9.64
		Arvida	1.820	05:00	0.55	1.800	1.11	1.320	0.480	36.36	9.34
		Contact Energy	7.560	05:00	-0.53	7.650	-1.18	6.130	1.520	24.80	8.59
		Auckland Int Airport	7.370	05:00	-0.67	7.520	-1.99	5.600	1.920	34.29	7.21
	L	Sky Network Telev.	0.171	04:43	-1.16	0.170	0.59	0.178	-0.007	-4.23	6.92
		Property for Indust.	2.850	05:00	0.35	2.875	-0.87	2.400	0.475	19.79	6.84
		Comvita	3.300	05:00	1.23	3.360	-1.79	4.530	-1.170	-25.83	5.24
		Fisher & Paykel HC	32.900	05:00	-1.94	33.900	-2.95	30.500	3.400	11.15	3.00
		Vital Healthcare	3.030	04:59	1.00	2.950	2.71	2.440	0.510	20.90	2.86
		Investore Property	2.070	05:00	-0.48	2.120	-2.36	1.710	0.410	23.98	2.43
		Vector	4.080	04:59	-0.73	4.140	-1.45	3.710	0.430	11.59	1.36
	L	Goodman Property	2.250	05:00	-0.44	2.300	-2.17	2.205	0.095	4.31	1.23
		Port of Tauranga	7.290	05:00	-1.22	7.510	-2.93	6.990	0.520	7.44	1.12
		Ryman Healthcare	14.650	05:00	-0.68	14.250	2.81	12.450	1.800	14.46	0.76
		Z Energy	2.800	04:59	-1.75	2.890	-3.11	2.900	-0.010	-0.34	0.56
		Precinct Properties	1.610	05:00	-0.62	1.675	-3.88	1.560	0.115	7.37	0.11
	S	Spark New Zealand	4.455	05:00	-0.34	4.540	-1.87	4.520	0.020	0.44	-1.98
	S	Fonterra Shs Fund	4.010	04:42	-2.43	4.100	-2.20	3.600	0.500	13.89	-2.60
	S	Meridian Energy (NS)	5.260	05:00	-0.38	5.320	-1.13	4.700	0.620	13.19	-3.12
	S	Scales	4.390	05:00	-2.23	4.590	-4.36	5.000	-0.410	-8.20	-5.93
	L	New Zealand Refining	0.570	04:04		0.550	3.64	0.780	-0.230	-29.49	-5.94
	S	Pushpay	1.620	05:00	-0.61	1.700	-4.71	1.783	-0.083	-4.63	-11.08
	L	Sanford	4.640	04:42	-0.64	4.740	-2.11	6.910	-2.170	-31.40	-11.91
	S	Chorus	6.250	05:00	-0.32	6.520	-4.14	7.410	-0.890	-12.01	-16.79
	S	Synlait Milk	3.220	05:00	3.54	3.210	0.31	6.950	-3.740	-53.81	-37.88
		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	5/18/20	prc diff	⇓ Δ51	∅-RS
	S	a2 Milk	6.030	05:00	1.17	6.620	-8.91	19.950	-13.330	-66.82	-51.11
NZX 50 - 50 out of 50 instruments rated - 5/10/21 / 5/18/20 - 40 did rise, Market-Ratio(51) = 80.00 %
Stock Exchange Currency: NZD $ New Zealand dollar

Technical Chart

	NZX 50 RS = 51 - B/S = 60/55

1/02/17	scale up chart	5/10/21

Transactions NZX 50 Index * A51 - 60/55 (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		1/23/06	21		- cash -
short	1/23/06	3/20/06	56		a2 Milk	100	125,000	0.080	0.060	0.107	0.027	33	13,338	553
long	3/20/06	12/10/07	630		Mainfreight	100	2,977	4.480	7.090		2.610	58	21,107	30
short	12/10/07	10/05/09	665		Comvita	100	7,538	2.800	1.160	6.759	3.959	141	50,947	62
long	10/05/09	10/12/09	7		Restaurant Brands	100	41,760	1.220	1.340		0.120	10	55,959	13,222
short	10/12/09	10/19/09	7		New Zealand Refining	100	11,080	5.050	5.080	5.020	-0.030	-1	55,626	-27
long	10/19/09	11/30/09	42		Restaurant Brands	100	38,100	1.460	1.460		0.000	0	55,626	0
short	11/30/09	12/07/09	7		New Zealand Refining	100	12,361	4.500	4.150	4.880	0.380	8	60,317	6,715
long	12/07/09	7/19/10	224		Restaurant Brands	100	37,698	1.600	2.270		0.670	42	85,575	77
short	7/19/10	11/01/10	105		New Zealand Exchange	100	133,710	0.640	0.670	0.610	-0.030	-5	81,564	-15
long	11/01/10	11/08/10	7		Restaurant Brands	100	29,129	2.800	2.730		-0.070	-2	79,525	-73
short	11/08/10	1/31/11	84		Fisher & Paykel HC	100	27,234	2.920	3.180	2.660	-0.260	-9	72,444	-33
long	1/31/11	2/28/11	28		Xero	100	26,830	2.700	2.620		-0.080	-3	70,297	-32
short	2/28/11	4/25/11	56		Heartland	100	90,124	0.780	0.710	0.857	0.077	10	77,228	85
long	4/25/11	10/03/11	161		a2 Milk	100	551,627	0.140	0.210		0.070	50	115,842	151
short	10/03/11	10/17/11	14		Heartland	100	236,411	0.490	0.510	0.470	-0.020	-4	111,113	-66
long	10/17/11	10/31/11	14		a2 Milk	100	462,972	0.240	0.240		0.000	0	111,113	0
short	10/31/11	3/05/12	126		Heartland	100	213,679	0.520	0.440	0.615	0.095	18	131,306	62
long	3/05/12	5/21/12	77		a2 Milk	100	354,881	0.370	0.450		0.080	22	159,697	153
short	5/21/12	7/30/12	70		Katmandu	100	99,190	1.610	1.510	1.717	0.107	7	170,270	40
long	7/30/12	1/20/14	539		Xero	100	31,826	5.350	42.350		37.000	692	1,347,832	306
short	1/20/14	6/02/14	133		Chorus	100	880,936	1.530	1.710	1.350	-0.180	-12	1,189,264	-29
long	6/02/14	7/21/14	49		Tourism	100	1,061,842	1.120	1.180		0.060	5	1,252,974	48
short	7/21/14	7/28/14	7		a2 Milk	100	2,054,056	0.610	0.630	0.590	-0.020	-3	1,211,893	-82
long	7/28/14	2/22/16	574		Tourism	100	1,035,806	1.170	2.540		1.370	117	2,630,947	64
short	2/22/16	2/29/16	7		ANZ Banking NZ	100	104,402	25.200	24.220	26.220	1.020	4	2,737,406	691
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	2/29/16	5/22/17	448		a2 Milk	100	1,555,344	1.760	3.490		1.730	98	5,428,151	75
short	5/22/17	6/12/17	21		Comvita	100	965,863	5.620	5.200	6.074	0.454	8	5,866,556	286
long	6/12/17	7/17/17	35		a2 Milk	100	1,705,394	3.440	4.030		0.590	17	6,872,739	421
short	7/17/17	10/02/17	77		Comvita	100	1,137,870	6.040	7.500	4.580	-1.460	-24	5,211,449	-73
long	10/02/17	3/05/18	154		a2 Milk	100	781,326	6.670	12.820		6.150	92	10,016,604	370
short	3/05/18	3/12/18	7		Metro Perf Glass	100	12,068,197	0.830	0.800	0.861	0.031	4	10,391,925	581
long	3/12/18	4/16/18	35		a2 Milk	100	748,158	13.890	12.470		-1.420	-10	9,329,540	-68
short	4/16/18	5/21/18	35		Tegel	100	11,377,488	0.820	1.130	0.510	-0.310	-38	5,802,519	-99
long	5/21/18	7/16/18	56		a2 Milk	100	525,590	11.040	11.290		0.250	2	5,933,916	16
short	7/16/18	8/20/18	35		Comvita	100	993,955	5.970	5.700	6.253	0.283	5	6,215,007	62
long	8/20/18	12/10/18	112		Xero	100	130,924	47.470	37.200		-10.270	-22	4,870,417	-55
short	12/10/18	1/28/19	49		Metro Perf Glass	100	9,189,466	0.530	0.510	0.551	0.021	4	5,061,558	33
long	1/28/19	3/16/20	413		Vista	100	1,240,578	4.080	1.740		-2.340	-57	2,158,606	-53
short	3/16/20	10/26/20	224		Sky Network Telev.	100	7,077,396	0.305	0.155	0.600	0.295	97	4,247,853	201
long	10/26/20	11/02/20	7		Pushpay	100	1,827,033	2.325	2.200		-0.125	-5	4,019,474	-94
short	11/02/20	11/09/20	7		New Zealand Refining	100	7,443,470	0.540	0.540	0.540	0.000	0	4,019,474	0
long	11/09/20	12/14/20	35		Metro Perf Glass	100	10,863,443	0.370	0.415		0.045	12	4,508,329	231
short	12/14/20	1/25/21	42		New Zealand Refining	100	7,641,235	0.590	0.510	0.683	0.093	16	5,215,143	255
long	1/25/21	2/08/21	14		Metro Perf Glass	100	13,037,857	0.400	0.420		0.020	5	5,475,900	257
short	2/08/21	2/22/21	14		a2 Milk	100	494,661	11.070	11.340	10.800	-0.270	-2	5,342,342	-47
long	2/22/21	5/14/21	81		Skellerup	100	1,174,141	4.550	4.470		-0.080	-2	5,248,411	-8
accum	1/23/06	5/14/21	5590	days out of 5611 invested (100%)							52,384		5,248,411	51

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
a2 Milk	short	1/23/06	3/20/06	56	0.08	0.06	0.11	0.03	33.38
	long	4/25/11	10/03/11	161	0.14	0.21		0.07	50.00
	long	10/17/11	10/31/11	14	0.24	0.24		0.00	0.00
	long	3/05/12	5/21/12	77	0.37	0.45		0.08	21.62
	short	7/21/14	7/28/14	7	0.61	0.63	0.59	-0.02	-3.28
	long	2/29/16	5/22/17	448	1.76	3.49		1.73	98.30
	long	6/12/17	7/17/17	35	3.44	4.03		0.59	17.15
	long	10/02/17	3/05/18	154	6.67	12.82		6.15	92.20
	long	3/12/18	4/16/18	35	13.89	12.47		-1.42	-10.22
	long	5/21/18	7/16/18	56	11.04	11.29		0.25	2.26
	short	2/08/21	2/22/21	14	11.07	11.34	10.80	-0.27	-2.44	841.21
Xero	long	1/31/11	2/28/11	28	2.70	2.62		-0.08	-2.96
	long	7/30/12	1/20/14	539	5.35	42.35		37.00	691.59	668.13
Tourism	long	6/02/14	7/21/14	49	1.12	1.18		0.06	5.36
	long	7/28/14	2/22/16	574	1.17	2.54		1.37	117.09	128.72
Comvita	short	12/10/07	10/05/09	665	2.80	1.16	6.76	3.96	141.38
	short	5/22/17	6/12/17	21	5.62	5.20	6.07	0.45	8.08
	short	7/17/17	10/02/17	77	6.04	7.50	4.58	-1.46	-24.17
	short	7/16/18	8/20/18	35	5.97	5.70	6.25	0.28	4.74	107.19
Sky Network Telev.	short	3/16/20	10/26/20	224	0.31	0.16	0.60	0.30	96.79	96.79
Mainfreight	long	3/20/06	12/10/07	630	4.48	7.09		2.61	58.26	58.26
Restaurant Brands	long	10/05/09	10/12/09	7	1.22	1.34		0.12	9.84
	long	10/19/09	11/30/09	42	1.46	1.46		0.00	0.00
	long	12/07/09	7/19/10	224	1.60	2.27		0.67	41.88
	long	11/01/10	11/08/10	7	2.80	2.73		-0.07	-2.50	51.93
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Metro Perf Glass	short	3/05/18	3/12/18	7	0.83	0.80	0.86	0.03	3.75
	short	12/10/18	1/28/19	49	0.53	0.51	0.55	0.02	3.92
	long	11/09/20	12/14/20	35	0.37	0.42		0.05	12.16
	long	1/25/21	2/08/21	14	0.40	0.42		0.02	5.00	26.98
New Zealand Refining	short	10/12/09	10/19/09	7	5.05	5.08	5.02	-0.03	-0.59
	short	11/30/09	12/07/09	7	4.50	4.15	4.88	0.38	8.43
	short	11/02/20	11/09/20	7	0.54	0.54	0.54	0.00	0.00
	short	12/14/20	1/25/21	42	0.59	0.51	0.68	0.09	15.68	24.69
Heartland	short	2/28/11	4/25/11	56	0.78	0.71	0.86	0.08	9.86
	short	10/03/11	10/17/11	14	0.49	0.51	0.47	-0.02	-4.08
	short	10/31/11	3/05/12	126	0.52	0.44	0.61	0.09	18.17	24.52
Katmandu	short	5/21/12	7/30/12	70	1.61	1.51	1.72	0.11	6.62	6.62
ANZ Banking NZ	short	2/22/16	2/29/16	7	25.20	24.22	26.22	1.02	4.05	4.05
Skellerup	long	2/22/21	5/14/21	81	4.55	4.47		-0.08	-1.76	-1.76
New Zealand Exchange	short	7/19/10	11/01/10	105	0.64	0.67	0.61	-0.03	-4.69	-4.69
Pushpay	long	10/26/20	11/02/20	7	2.33	2.20		-0.13	-5.38	-5.38
Fisher & Paykel HC	short	11/08/10	1/31/11	84	2.92	3.18	2.66	-0.26	-8.90	-8.90
Chorus	short	1/20/14	6/02/14	133	1.53	1.71	1.35	-0.18	-11.76	-11.76
Xero	long	8/20/18	12/10/18	112	47.47	37.20		-10.27	-21.63	-21.63
Tegel	short	4/16/18	5/21/18	35	0.82	1.13	0.51	-0.31	-37.80	-37.80
Vista	long	1/28/19	3/16/20	413	4.08	1.74		-2.34	-57.35	-57.35

Annotations

11/30/20	Pushpay	splits 1:4 (four for one)
4/05/18	Xero	this is the instrument traded at the ASX in AUD
11/27/17	Vista	stock split 1:2 (two for one)
4/05/17	NZX 50	machine learning processed for all techniques
4/03/17	NZX 50	9 constituents exchanged since last analysis - the market has to be re-learnt.
	NZX 50	index adaption: Arvida, Sanford, Scales, Tourism and Vista replace Orion Health, Skellerup, Steel & Tube, Warehouse and Tower
10/18/16	Port of Tauranga	stock split 1:5 (five for one)
9/13/16	NZX 50	index adaption: Investore and NZ Refining for Nuplex and Pacific Edge
7/29/16	Mighty River Power	renames to Mercury NZ Limited
7/12/16	Stride Property	demerger of Investore 4:1 (one new Investore for four old Stride)
6/17/16	NZX 50	Tegel replaces Coats
4/14/16	NZX 50	Comvita replaces Diligent
4/11/16	NZX 50	instrument Diligent (DIL, NZDILE0001S9) deleted (acquisition by Insight Venture Partners)
12/31/15	Heartland	name change from Heartland New Zealand to Heartland Bank, ticker changes from HNZ to HBL
9/25/15	DNZ Property Fund	changes name to Stride Property
8/29/15	NZX 50	The alternating technique got caught in some traps recently, the dedicated techniques are operating more careful.
	NZX 50	complete analysis
7/14/15	NZX 50	Metro Performance Glass and Orion Health replace NZ Oil & Gas and OceanaGold
4/30/15	Meridian Energy (NS)	replaces MELCA.NZ


	is taking down something concerning