Share-o-matic - Portfolio

Sat, Sep 30th, 2023, 5:43UTC

Assessment - NZX 50 Index - 9/25/23 - RS = 51

		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	10/03/22	prc diff	⇓ Δ51	∅-RS
	S	NZX 50	11,296.400	Fri	1.06	11,377.100	-0.71	10,959.500	417.600	3.81	-2.35
	L	Serko	4.300	Fri	-1.15	4.250	1.18	3.100	1.150	37.10	52.86
		Infratil	10.210	Fri	1.09	10.290	-0.78	8.670	1.620	18.69	12.32
		Fonterra Shs Fund	3.020	Fri	-0.98	3.590	-15.88	3.090	0.500	16.18	8.79
	L	Summerset	10.200	Fri	2.41	9.970	2.31	10.380	-0.410	-3.95	6.49
	L	Arvida	1.220	Fri		1.240	-1.61	1.430	-0.190	-13.29	6.31
		Contact Energy	8.040	Fri		8.200	-1.95	7.270	0.930	12.79	5.20
	L	Heartland	1.780	Fri	2.89	1.780		1.660	0.120	7.23	4.12
		Ryman Healthcare	6.310	Fri	0.96	6.450	-2.17	8.490	-2.040	-24.03	2.67
		Hallenstein Glasson	6.090	Fri	6.10	5.810	4.82	5.200	0.610	11.73	2.47
		ANZ Banking NZ	27.800	Fri	1.91	26.800	3.73	26.220	0.580	2.21	2.04
		Mercury	6.100	Fri	0.66	6.140	-0.65	5.570	0.570	10.23	1.71
		Goodman Property	2.115	Fri	1.68	2.145	-1.40	1.990	0.155	7.79	1.42
		Vista	1.440	Fri	0.70	1.520	-5.26	1.530	-0.010	-0.65	1.26
		Meridian Energy (NS)	5.140	Fri	0.59	5.230	-1.72	4.780	0.450	9.41	0.62
		Sky Network Telev.	2.480	Fri	0.40	2.420	2.48	2.150	0.270	12.56	0.52
		Tourism	3.700	Fri	2.49	3.650	1.37	2.730	0.920	33.70	0.16
		Vulcan Steel	8.100	Fri	1.25	8.500	-4.71	7.770	0.730	9.40	-0.71
		Air New Zealand	0.730	Fri		0.755	-3.31	0.700	0.055	7.86	-2.53
		Argosy Property	1.120	Fri	0.90	1.125	-0.44	1.175	-0.050	-4.26	-2.66
	L	Skellerup	4.650	Fri	2.42	4.790	-2.92	5.190	-0.400	-7.71	-3.23
	S	Property for Indust.	2.250	Fri	1.35	2.265	-0.66	2.415	-0.150	-6.21	-3.28
	L	Oceania Healthcare	0.710	Fri	-2.74	0.750	-5.33	0.900	-0.150	-16.67	-3.77
	S	Sanford	3.890	Fri	1.83	3.950	-1.52	4.180	-0.230	-5.50	-4.32
		Vector	3.950	Fri	1.28	3.890	1.54	4.170	-0.280	-6.71	-4.49
		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	10/03/22	prc diff	⇓ Δ51	∅-RS
	S	Auckland Int Airport	7.910	Fri	0.64	7.800	1.41	7.155	0.645	9.01	-5.20
	S	Fisher & Paykel HC	21.580	Fri	1.74	22.080	-2.26	18.570	3.510	18.90	-5.22
	S	Mainfreight	65.180	Fri	3.79	65.790	-0.93	66.200	-0.410	-0.62	-5.48
	S	Fletcher Building	4.700	Fri	1.29	4.660	0.86	4.850	-0.190	-3.92	-5.55
		Westpac Banking	22.810	Fri	1.06	22.690	0.53	23.500	-0.810	-3.45	-6.00
	S	Chorus	7.585	Fri	-0.85	7.700	-1.49	7.560	0.140	1.85	-6.05
	L	Freightways	8.160	Fri	-2.04	8.700	-6.21	9.740	-1.040	-10.68	-6.07
		New Zealand Exchange	1.060	Fri	1.92	1.120	-5.36	1.180	-0.060	-5.08	-6.28
	S	Port of Tauranga	5.880	Fri	0.34	5.820	1.03	6.360	-0.540	-8.49	-6.48
	S	Kiwi Property	0.845	Fri	3.05	0.845		0.880	-0.035	-3.98	-6.80
	S	Precinct Properties	1.150	Fri	1.77	1.170	-1.71	1.250	-0.080	-6.40	-6.93
		Stride Property	1.270	Fri	0.79	1.310	-3.05	1.600	-0.290	-18.13	-7.53
	S	Spark New Zealand	4.810	Fri	1.48	4.740	1.48	4.995	-0.255	-5.11	-7.61
	S	Vital Healthcare	2.120	Fri	1.44	2.120		2.430	-0.310	-12.76	-8.86
	S	Investore Property	1.270	Fri	1.60	1.300	-2.31	1.530	-0.230	-15.03	-9.75
	S	Manawa Energy	4.520	Fri	0.89	4.430	2.03	5.630	-1.200	-21.31	-10.62
	S	Genesis Energy	2.440	Fri	1.24	2.390	2.09	2.720	-0.330	-12.13	-11.29
		Ebos	34.200	Fri	-1.16	34.650	-1.30	37.300	-2.650	-7.10	-14.33
	L	Scales	3.010	Fri	0.33	3.060	-1.63	4.760	-1.700	-35.71	-14.81
	S	KMD Brands	0.870	Fri	3.57	0.860	1.16	1.020	-0.160	-15.69	-15.72
	S	Skycity Entertainm.	1.930	Fri	1.58	1.950	-1.03	2.700	-0.750	-27.78	-19.39
	L	Warehouse	1.730	Fri		1.730		3.040	-1.310	-43.09	-19.78
	S	a2 Milk	4.560	Fri	1.33	4.640	-1.72	6.110	-1.470	-24.06	-23.59
	S	Restaurant Brands	4.300	Fri	1.18	4.390	-2.05	7.650	-3.260	-42.61	-29.61
	S	Synlait Milk	1.430	Fri	3.62	1.280	11.72	3.500	-2.220	-63.43	-40.96
		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	10/03/22	prc diff	⇓ Δ51	∅-RS
		Pacific Edge	0.121	Fri	-4.72	0.128	-5.47	0.470	-0.342	-72.77	-48.23
NZX 50 - 50 out of 50 instruments rated - 9/25/23 / 10/03/22 - 17 did rise, Market-Ratio(51) = 34.00 %
Stock Exchange Currency: NZD $ New Zealand dollar

Technical Chart

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

1/07/19	scale up chart	9/25/23

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	5/29/23	553		Pushpay	100	4,885,084	1.430	1.410	1.450	0.020	1	7,084,837	1
5/29/23		9/30/23	124		- cash -
accum	1/23/06	5/29/23	6335	days out of 6480 invested (98%)							70,748		7,084,837	46

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	5/29/23	553	1.43	1.41	1.45	0.02	1.42	-4.03
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

6/05/23	NZX 50	Hallenstein Glasson replaces Pushpay
9/17/21	Sky Network Telev.	reverse stock split 10:1 (one for ten)
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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