Share-o-matic - Portfolio

Sun, Jan 23rd, 2022, 11:38UTC

Assessment - NZX 50 Index - 1/17/22 - RS = 51

		⇓instrument	freshest		⇓ Δday	1/17/22	⇓ Δwk	1/25/21	prc diff	⇓ Δ51	∅-RS
		NZX 50	12,348.000	Fri	-1.19	12,806.900	-3.58	13,399.100	-592.200	-4.42	0.32
	L	Sky Network Telev.	2.480	Fri	2.06	2.410	2.90	1.590	0.820	51.57	32.44
		Heartland	2.420	Fri	-3.59	2.590	-6.56	1.890	0.700	37.04	25.63
	L	Ebos	38.150	Fri	-2.43	40.000	-4.63	28.750	11.250	39.13	22.77
		Skellerup	5.960	Fri	-1.81	6.120	-2.61	3.890	2.230	57.33	22.43
		Z Energy	3.600	Fri	0.28	3.600		3.050	0.550	18.03	18.37
		Mainfreight	87.130	Fri	-0.54	92.150	-5.45	69.800	22.350	32.02	16.54
		Tourism	2.750	Fri	-2.83	2.810	-2.14	2.440	0.370	15.16	10.77
	L	Goodman Property	2.540	Fri		2.630	-3.42	2.230	0.400	17.94	10.44
		Scales	5.240	Fri	-3.50	5.400	-2.96	4.900	0.500	10.20	9.52
		Infratil	7.820	Fri	-2.86	8.170	-4.28	7.580	0.590	7.78	7.39
		Freightways	12.600	Fri	-0.79	12.720	-0.94	10.900	1.820	16.70	5.92
		Sanford	4.770	Fri	-0.21	5.050	-5.54	4.810	0.240	4.99	3.94
		ANZ Banking NZ	29.990	Fri	-0.93	30.400	-1.35	26.380	4.020	15.24	3.60
		Auckland Int Airport	7.415	Fri	0.07	7.760	-4.45	7.500	0.260	3.47	3.55
		Restaurant Brands	14.500	Fri	0.21	14.500		11.530	2.970	25.76	3.35
	L	Chorus	6.985	Fri	-0.50	7.040	-0.78	8.400	-1.360	-16.19	3.02
		Pacific Edge	1.220	Fri	-3.94	1.250	-2.40	1.010	0.240	23.76	2.89
		Argosy Property	1.530	Fri	-1.29	1.595	-4.08	1.545	0.050	3.24	2.77
	L	Vital Healthcare	3.170	Fri	0.48	3.150	0.63	3.370	-0.220	-6.53	2.67
		Vista	2.220	Fri	1.37	2.220		1.470	0.750	51.02	2.44
		Property for Indust.	2.900	Fri		2.960	-2.03	2.875	0.085	2.96	2.28
		Contact Energy	7.750	Fri	-0.90	8.020	-3.37	9.240	-1.220	-13.20	1.75
		Fletcher Building	7.070	Fri	-0.70	7.220	-2.08	6.280	0.940	14.97	1.41
	L	Precinct Properties	1.625	Fri	1.56	1.650	-1.52	1.710	-0.060	-3.51	0.58
		⇓instrument	freshest		⇓ Δday	1/17/22	⇓ Δwk	1/25/21	prc diff	⇓ Δ51	∅-RS
		Summerset	12.500	Fri	0.56	13.230	-5.52	12.400	0.830	6.69	0.21
	S	Arvida	1.810	Fri	-2.16	1.910	-5.24	1.740	0.170	9.77	-0.19
		Fisher & Paykel HC	29.350	Fri	-3.45	31.690	-7.38	35.370	-3.680	-10.40	-0.52
	L	Kiwi Income Property	1.150	Fri	-0.43	1.180	-2.54	1.260	-0.080	-6.35	-1.13
		Vector	3.880	Fri	-3.00	4.040	-3.96	4.300	-0.260	-6.05	-1.19
	L	Synlait Milk	3.480	Fri	0.58	3.500	-0.57	4.660	-1.160	-24.89	-1.76
	S	Katmandu	1.380	Fri	-3.50	1.410	-2.13	1.310	0.100	7.63	-2.21
		Spark New Zealand	4.520	Fri	0.78	4.510	0.22	4.840	-0.330	-6.82	-2.58
	L	New Zealand Exchange	1.760	Fri	0.57	1.820	-3.30	2.150	-0.330	-15.35	-4.45
		Mercury	5.930	Fri	-0.25	6.060	-2.15	7.370	-1.310	-17.77	-6.24
	S	Air New Zealand	1.460	Fri	-0.34	1.505	-2.99	1.650	-0.145	-8.79	-6.46
		Fonterra Shs Fund	3.780	Fri	1.07	3.750	0.80	4.500	-0.750	-16.67	-7.32
	S	Port of Tauranga	6.460	Fri	-0.92	6.600	-2.12	7.560	-0.960	-12.70	-7.60
		EROAD	4.940	Fri		4.880	1.23	5.470	-0.590	-10.79	-8.00
	L	Investore Property	1.840	Fri	0.55	1.860	-1.08	2.230	-0.370	-16.59	-8.20
		TrustPower	7.140	Fri	-0.97	7.250	-1.52	8.660	-1.410	-16.28	-8.73
	S	Skycity Entertainm.	2.910	Fri	-1.69	2.950	-1.36	3.050	-0.100	-3.28	-8.97
	S	Oceania Healthcare	1.200	Fri	-3.23	1.290	-6.98	1.530	-0.240	-15.69	-9.25
	S	Stride Property	2.040	Fri	-0.97	2.090	-2.39	2.390	-0.300	-12.55	-10.33
	S	Serko	5.850	Fri	-0.85	6.150	-4.88	5.620	0.530	9.43	-10.89
	S	Westpac Banking	22.390	Fri	-0.75	22.800	-1.80	23.220	-0.420	-1.81	-11.20
		Meridian Energy (NS)	4.640	Fri	-0.22	4.660	-0.43	8.100	-3.440	-42.47	-11.82
	S	Genesis Energy	2.810	Fri	-2.60	2.910	-3.44	3.780	-0.870	-23.02	-13.06
	S	Ryman Healthcare	11.160	Fri	0.72	11.780	-5.26	15.810	-4.030	-25.49	-15.77
	L	a2 Milk	5.480	Fri	-4.20	5.720	-4.20	10.970	-5.250	-47.86	-18.77
		⇓instrument	freshest		⇓ Δday	1/17/22	⇓ Δwk	1/25/21	prc diff	⇓ Δ51	∅-RS
	S	Pushpay	1.190	Fri	-2.46	1.240	-4.03	1.630	-0.390	-23.93	-26.16
NZX 50 - 50 out of 50 instruments rated - 1/17/22 / 1/25/21 - 24 did rise, Market-Ratio(51) = 48.00 %
Stock Exchange Currency: NZD $ New Zealand dollar

Technical Chart

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

1/01/18	scale up chart	1/17/22

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	707,739	3.050	1.550	6.002	2.952	97	4,247,568	201
long	10/26/20	11/02/20	7		Pushpay	100	1,826,911	2.325	2.200		-0.125	-5	4,019,204	-94
short	11/02/20	11/09/20	7		New Zealand Refining	100	7,442,971	0.540	0.540	0.540	0.000	0	4,019,204	0
long	11/09/20	12/14/20	35		Metro Perf Glass	100	10,862,714	0.370	0.415		0.045	12	4,508,026	231
short	12/14/20	1/25/21	42		New Zealand Refining	100	7,640,722	0.590	0.510	0.683	0.093	16	5,214,793	255
long	1/25/21	2/08/21	14		Metro Perf Glass	100	13,036,983	0.400	0.420		0.020	5	5,475,533	257
short	2/08/21	2/22/21	14		a2 Milk	100	494,628	11.070	11.340	10.800	-0.270	-2	5,341,983	-47
long	2/22/21	11/22/21	273		Skellerup	100	1,174,062	4.550	5.950		1.400	31	6,985,670	43
short	11/22/21	1/21/22	60		Pushpay	100	4,885,084	1.430	1.190	1.718	0.288	20	8,394,528	206
accum	1/23/06	1/21/22	5844	days out of 5865 invested (100%)							83,845		8,394,528	52

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	3.05	1.55	6.00	2.95	96.77	96.77
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
Skellerup	long	2/22/21	11/22/21	273	4.55	5.95		1.40	30.77	30.77
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
Pushpay	long	10/26/20	11/02/20	7	2.33	2.20		-0.13	-5.38
	short	11/22/21	1/21/22	60	1.43	1.19	1.72	0.29	20.17	13.71
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
New Zealand Exchange	short	7/19/10	11/01/10	105	0.64	0.67	0.61	-0.03	-4.69	-4.69
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

9/17/21	Sky Network Telev.	reverse stock split 10:1 (one for ten)
11/30/20	Pushpay	splits 1:4 (four for one)
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


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