Share-o-matic - Portfolio

Mon, Aug 2nd, 2021, 2:10UTC

Assessment - NZX 50 Index - 7/26/21 - RS = 51

		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	8/03/20	prc diff	⇓ Δ51	∅-RS
		NZX 50	12,594.500	Fri	-1.06	12,673.200	-0.62	11,666.100	1,007.100	8.63	1.95
	L	New Zealand Refining	0.830	Fri	-1.19	0.830		0.710	0.120	16.90	46.03
		Skellerup	5.100	Fri	0.99	4.970	2.62	2.480	2.490	100.40	39.25
		Fletcher Building	7.640	Fri	1.06	7.400	3.24	3.380	4.020	118.93	37.03
		Freightways	12.800	Fri	-1.08	12.620	1.43	6.950	5.670	81.58	30.69
		Vista	2.330	Fri	2.19	2.300	1.30	1.280	1.020	79.69	30.36
		Mainfreight	82.000	Fri	-1.20	78.500	4.46	46.800	31.700	67.74	29.17
		Metro Perf Glass	0.450	Fri	1.12	0.445	1.12	0.215	0.230	106.98	28.39
		Heartland	2.050	Fri		2.040	0.49	1.300	0.740	56.92	28.10
	L	Restaurant Brands	16.000	Fri	0.69	15.730	1.72	11.900	3.830	32.18	25.07
		Summerset	12.900	Fri	-1.00	13.210	-2.35	7.780	5.430	69.79	20.58
		Xero	140.280	Fri	-0.54	143.730	-2.40	91.750	51.980	56.65	19.15
	L	Arvida	2.060	Fri	-2.83	2.090	-1.44	1.600	0.490	30.63	19.02
		ANZ Banking NZ	29.340	Fri	-0.10	29.140	0.69	18.570	10.570	56.92	17.42
		Infratil	7.310	Fri	-1.22	7.310		4.810	2.500	51.98	15.62
		Ebos	31.020	Fri	-1.84	31.330	-0.99	21.650	9.680	44.71	14.33
		Westpac Banking	25.980	Fri	0.31	25.890	0.35	17.750	8.140	45.86	14.17
		Mercury	6.610	Fri	-1.05	6.820	-3.08	4.640	2.180	46.98	13.68
	L	Contact Energy	8.160	Fri	-2.51	8.370	-2.51	5.850	2.520	43.08	12.37
		Stride Property	2.480	Fri	-0.40	2.510	-1.20	1.950	0.560	28.72	12.37
	L	Argosy Property	1.630	Fri	0.31	1.645	-0.91	1.255	0.390	31.08	12.10
		Katmandu	1.370	Fri	-2.14	1.400	-2.14	1.110	0.290	26.13	5.95
	L	Goodman Property	2.435	Fri	-0.41	2.440	-0.20	2.230	0.210	9.42	5.93
	L	Vital Healthcare	3.170	Fri	0.32	3.180	-0.31	2.600	0.580	22.31	5.74
		Property for Indust.	2.890	Fri	-0.34	2.930	-1.37	2.445	0.485	19.84	4.39
		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	8/03/20	prc diff	⇓ Δ51	∅-RS
		Genesis Energy	3.430	Fri	-1.15	3.460	-0.87	2.910	0.550	18.90	4.00
	L	Spark New Zealand	4.735	Fri	-0.73	4.815	-1.66	4.940	-0.125	-2.53	3.13
		Sky Network Telev.	0.165	Fri		0.165		0.127	0.038	29.92	2.45
		Comvita	3.270	Fri	-0.30	3.300	-0.91	2.940	0.360	12.24	2.29
		Skycity Entertainm.	3.220	Fri	-2.13	3.150	2.22	2.400	0.750	31.25	1.62
		Tourism	2.350	Fri	-0.84	2.370	-0.84	1.860	0.510	27.42	1.14
		Kiwi Income Property	1.165	Fri		1.190	-2.10	1.060	0.130	12.26	0.91
		New Zealand Exchange	1.920	Fri		1.880	2.13	1.450	0.430	29.66	0.74
		TrustPower	7.850	Fri	-0.38	7.850		6.650	1.200	18.05	0.59
	L	Precinct Properties	1.600	Fri	-3.03	1.660	-3.61	1.700	-0.040	-2.35	-0.90
		Fisher & Paykel HC	31.550	Fri	-1.90	32.450	-2.77	36.050	-3.600	-9.99	-1.27
	L	Z Energy	2.950	Fri	-1.67	2.790	5.73	2.790	0.000	0.00	-1.79
	L	Sanford	4.990	Fri	1.84	4.960	0.60	6.490	-1.530	-23.57	-2.20
	S	Investore Property	2.030	Fri	0.50	2.080	-2.40	1.970	0.110	5.58	-2.61
	S	Vector	4.070	Fri	0.99	4.050	0.49	3.840	0.210	5.47	-2.90
	S	Port of Tauranga	7.140	Fri	-0.14	7.150	-0.14	7.620	-0.470	-6.17	-3.09
	S	Auckland Int Airport	7.240	Fri	0.21	7.050	2.70	6.355	0.695	10.94	-3.14
		Scales	4.560	Fri	-0.65	4.660	-2.15	4.930	-0.270	-5.48	-3.30
	S	Meridian Energy (NS)	5.220	Fri	-2.06	5.340	-2.25	4.780	0.560	11.72	-4.81
		Pushpay	1.700	Fri	-2.30	1.750	-2.86	1.888	-0.138	-7.28	-6.12
		Air New Zealand	1.500	Fri	-1.64	1.485	1.01	1.320	0.165	12.50	-6.26
	S	Ryman Healthcare	13.180	Fri	1.78	12.800	2.97	13.200	-0.400	-3.03	-10.25
	S	Fonterra Shs Fund	3.740	Fri	-0.27	3.800	-1.58	3.820	-0.020	-0.52	-10.45
	L	Synlait Milk	3.730	Fri	-0.80	3.710	0.54	6.850	-3.140	-45.84	-16.41
		Chorus	6.160	Fri	-0.65	6.170	-0.16	7.400	-1.230	-16.62	-18.27
		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	8/03/20	prc diff	⇓ Δ51	∅-RS
	L	a2 Milk	6.220	Fri	-4.60	6.680	-6.89	20.800	-14.120	-67.88	-36.02
NZX 50 - 50 out of 50 instruments rated - 7/26/21 / 8/03/20 - 37 did rise, Market-Ratio(51) = 74.00 %
Stock Exchange Currency: NZD $ New Zealand dollar

Technical Chart

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

1/02/17	scale up chart	7/26/21

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	7/30/21	158		Skellerup	100	1,174,141	4.550	5.100		0.550	12	5,988,119	30
accum	1/23/06	7/30/21	5670	days out of 5691 invested (100%)							59,781		5,988,119	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
Skellerup	long	2/22/21	7/30/21	158	4.55	5.10		0.55	12.09	12.09
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
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


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