Share-o-matic - Portfolio

Tue, Mar 21st, 2023, 0:55UTC

Assessment - NZX 50 Index - 3/13/23 - RS = 51

		⇓instrument	freshest		⇓ Δday	3/13/23	⇓ Δwk	3/21/22	prc diff	⇓ Δ51	∅-RS
		NZX 50	11,564.800	Mon	-1.37	11,672.900	-0.93	12,177.800	-504.900	-4.15	1.56
	L	Tourism	3.990	Mon	-1.72	4.000	-0.25	2.880	1.120	38.89	34.16
		a2 Milk	6.430	Mon	-5.16	7.080	-9.18	5.850	1.230	21.03	21.61
	L	Fisher & Paykel HC	24.880	Mon	-0.72	25.250	-1.47	27.930	-2.680	-9.60	16.76
	L	Ebos	44.910	Mon	-1.94	45.390	-1.06	38.310	7.080	18.48	12.54
	L	Auckland Int Airport	8.700	Mon	-1.81	8.565	1.58	7.615	0.950	12.48	11.00
	L	Mercury	6.160	Mon	0.16	6.350	-2.99	5.700	0.650	11.40	9.47
	L	Air New Zealand	0.765	Mon	-2.55	0.790	-3.16	1.435	-0.645	-44.95	6.51
		Meridian Energy (NS)	5.150	Mon	-1.34	5.210	-1.15	5.150	0.060	1.17	6.02
		Infratil	8.650	Mon	-3.14	8.610	0.46	7.920	0.690	8.71	1.89
	L	Sky Network Telev.	2.430	Mon	-1.22	2.450	-0.82	2.690	-0.240	-8.92	1.60
	L	Genesis Energy	2.760	Mon	-0.54	2.800	-1.43	2.850	-0.050	-1.75	1.27
		Chorus	7.940	Mon	-0.75	7.820	1.53	7.340	0.480	6.54	1.12
		Pushpay	1.380	Mon		1.240	11.29	1.180	0.060	5.08	0.28
	S	Spark New Zealand	4.900	Mon	0.93	4.955	-1.11	4.760	0.195	4.10	-1.64
		Contact Energy	7.580	Mon	-1.43	7.500	1.07	7.870	-0.370	-4.70	-1.87
		Port of Tauranga	6.120	Mon	-1.45	6.230	-1.77	6.100	0.130	2.13	-2.28
	L	Goodman Property	2.060	Mon	-2.37	2.060		2.355	-0.295	-12.53	-2.64
		Synlait Milk	2.710	Mon	-4.91	3.230	-16.10	3.400	-0.170	-5.00	-2.98
	L	New Zealand Exchange	1.170	Mon	-0.85	1.220	-4.10	1.420	-0.200	-14.08	-3.01
		Vulcan Steel	8.230	Mon	-2.60	8.680	-5.18	9.350	-0.670	-7.17	-3.71
		Fonterra Shs Fund	3.550	Mon	5.03	3.000	18.33	3.480	-0.480	-13.79	-4.06
	L	Mainfreight	69.000	Mon	-0.36	69.900	-1.29	80.400	-10.500	-13.06	-4.20
		ANZ Banking NZ	24.130	Mon	-2.31	25.350	-4.81	29.660	-4.310	-14.53	-5.33
	S	Sanford	4.050	Mon		4.030	0.50	4.700	-0.670	-14.26	-5.69
		⇓instrument	freshest		⇓ Δday	3/13/23	⇓ Δwk	3/21/22	prc diff	⇓ Δ51	∅-RS
	L	KMD Brands	0.980	Mon	-2.00	1.050	-6.67	1.330	-0.280	-21.05	-6.01
	L	Precinct Properties	1.240	Mon	-0.80	1.255	-1.20	1.570	-0.315	-20.06	-6.20
	L	Freightways	9.400	Mon	-1.05	9.550	-1.57	12.300	-2.750	-22.36	-6.58
	L	Argosy Property	1.110	Mon	-3.06	1.155	-3.90	1.370	-0.215	-15.69	-6.80
	S	Westpac Banking	22.520	Mon	-1.75	23.150	-2.72	25.250	-2.100	-8.32	-6.86
	S	Vector	3.890	Mon	-1.52	3.950	-1.52	4.020	-0.070	-1.74	-6.99
	S	Skellerup	4.820	Mon	-0.62	5.000	-3.60	5.840	-0.840	-14.38	-7.36
		Kiwi Property	0.870	Mon	-4.40	0.895	-2.79	1.070	-0.175	-16.36	-7.52
	L	Property for Indust.	2.245	Mon	-0.88	2.255	-0.44	2.720	-0.465	-17.10	-8.32
		Investore Property	1.450	Mon	-2.68	1.410	2.84	1.760	-0.350	-19.89	-10.43
		Vital Healthcare	2.225	Mon	-2.63	2.280	-2.41	3.220	-0.940	-29.19	-13.18
		Heartland	1.580	Mon	-1.25	1.660	-4.82	2.300	-0.640	-27.83	-13.63
		Skycity Entertainm.	2.310	Mon	-2.12	2.340	-1.28	2.950	-0.610	-20.68	-14.07
		Fletcher Building	4.240	Mon	-2.53	4.520	-6.19	6.400	-1.880	-29.38	-14.52
		Summerset	8.820	Mon	0.11	8.700	1.38	11.780	-3.080	-26.15	-14.60
	L	Manawa Energy	4.890	Mon	-0.20	4.940	-1.01	6.790	-1.850	-27.25	-14.88
	S	Vista	1.380	Mon	0.73	1.340	2.99	1.850	-0.510	-27.57	-17.08
	S	Stride Property	1.340	Mon	-1.47	1.350	-0.74	2.020	-0.670	-33.17	-17.71
		Oceania Healthcare	0.730	Mon	-1.35	0.740	-1.35	1.060	-0.320	-30.19	-18.62
		Warehouse	2.380	Mon	-0.42	2.480	-4.03	2.960	-0.480	-16.22	-18.95
		Pacific Edge	0.435	Mon		0.455	-4.40	0.940	-0.485	-51.60	-19.83
	S	Arvida	0.990	Mon	-1.00	1.050	-5.71	1.650	-0.600	-36.36	-22.85
	L	Restaurant Brands	6.400	Mon	6.67	6.240	2.56	14.030	-7.790	-55.52	-24.93
	S	Scales	3.100	Mon	-0.32	3.250	-4.62	4.960	-1.710	-34.48	-26.44
	L	Serko	2.400	Mon		2.320	3.45	4.500	-2.180	-48.44	-27.39
		⇓instrument	freshest		⇓ Δday	3/13/23	⇓ Δwk	3/21/22	prc diff	⇓ Δ51	∅-RS
	S	Ryman Healthcare	5.120	Mon	-1.16	5.250	-2.48	9.750	-4.500	-46.15	-32.52
NZX 50 - 50 out of 50 instruments rated - 3/13/23 / 3/21/22 - 11 did rise, Market-Ratio(51) = 22.00 %
Stock Exchange Currency: NZD $ New Zealand dollar

Technical Chart

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

1/07/19	scale up chart	3/13/23

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		Channel Infra	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		Channel Infra	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		KMD Brands	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		Channel Infra	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		Channel Infra	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	3/20/23	483		Pushpay	100	4,885,084	1.430	1.380	1.482	0.052	4	7,238,718	3
accum	1/23/06	3/20/23	6266	days out of 6287 invested (100%)							72,287		7,238,718	47

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
Channel Infra	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
KMD Brands	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
Pushpay	long	10/26/20	11/02/20	7	2.33	2.20		-0.13	-5.38
	short	11/22/21	3/20/23	483	1.43	1.38	1.48	0.05	3.62	-1.95
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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