Share-o-matic - Portfolio

Thu, Nov 21st, 2024, 9:51UTC

Assessment - STOXX Europe 50 - 7/01/24 - RS = 30

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	12/04/23	prc diff	⇓ Δ30	Curr	∅-RS
		Stoxx 50	4,344.220	8/12	-0.16	4,507.920	-3.63	4,019.450	488.470	12.15	EUR	8.95
		ASML	784.600	8/12	0.08	954.300	-17.78	630.600	323.700	51.33	EUR	39.28
		Novo Nordisk	892.900	8/12	-2.80	1,004.600	-11.12	692.200	312.400	45.13	DKK	37.87
	L	ABB	45.510	8/12	0.55	50.380	-9.67	34.860	15.520	44.52	CHF	36.38
		Schneider Electric	211.250	8/12	0.38	225.350	-6.26	168.080	57.270	34.07	EUR	25.49
		SAP	189.300	8/12	-0.33	185.680	1.95	146.320	39.360	26.90	EUR	22.16
		Safran	192.200	8/12	-0.18	202.100	-4.90	161.260	40.840	25.33	EUR	19.89
		RELX	3,531.000	8/12	0.57	3,577.000	-1.29	3,047.000	530.000	17.39	GBP	18.92
	L	Münchener Rück	439.200	8/12	1.01	466.900	-5.93	392.000	74.900	19.11	EUR	18.31
		ING Groep	15.232	8/12	0.21	16.358	-6.88	12.944	3.414	26.38	EUR	17.84
		UBS	24.850	8/12	0.44	26.980	-7.89	24.790	2.190	8.83	CHF	17.63
	L	Prosus	32.850	8/12	1.77	33.115	-0.80	30.450	2.665	8.75	EUR	16.12
	L	AstraZeneca	12,780.000	8/12	0.63	12,304.000	3.87	10,266.000	2,038.000	19.85	GBP	15.63
		Banco Santander	4.089	8/12	-0.24	4.448	-8.06	3.848	0.600	15.58	EUR	15.44
	L	Richemont	128.200	8/12	1.22	140.550	-8.79	110.500	30.050	27.19	CHF	12.79
		EssilorLuxottica	207.300	8/12	-0.58	201.800	2.73	178.060	23.740	13.33	EUR	12.35
	L	Unilever Plc	4,714.000	8/12	-0.34	4,345.000	8.49	3,817.000	528.000	13.83	GBP	11.64
	L	HSBC	643.900	8/12	0.22	690.900	-6.80	604.100	86.800	14.37	GBP	9.01
	L	Zurich Insurance	464.700	8/12	0.85	482.800	-3.75	441.000	41.800	9.48	CHF	8.25
		Siemens	157.200	8/12	0.01	177.120	-11.25	156.980	20.140	12.83	EUR	7.94
		Allianz	255.900	8/12		262.500	-2.51	235.100	27.400	11.65	EUR	7.44
		Shell	33.025	8/12	0.93	33.880	-2.52	30.020	3.860	12.86	EUR	7.36
	L	Iberdrola	12.105	8/12	0.29	12.320	-1.75	11.515	0.805	6.99	EUR	6.71
	L	Deutsche Telekom	24.730	8/12	0.49	23.680	4.43	22.350	1.330	5.95	EUR	6.60
		Hermes International	2,006.000	8/12	-0.50	2,102.000	-4.57	1,917.400	184.600	9.63	EUR	6.33
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	12/04/23	prc diff	⇓ Δ30	Curr	∅-RS
		GSK	1,572.000	8/12	0.42	1,526.000	3.01	1,455.400	70.600	4.85	GBP	5.65
		L´Oreal	376.650	8/12	-1.59	412.250	-8.64	436.900	-24.650	-5.64	EUR	5.47
	L	Novartis	96.740	8/12	0.16	96.720	0.02	86.140	10.580	12.28	CHF	5.45
		Airbus	133.760	8/12	-0.45	131.640	1.61	137.020	-5.380	-3.93	EUR	3.35
		TotalEnergies	61.720	8/12	0.60	63.610	-2.97	61.390	2.220	3.62	EUR	2.12
		Enel	6.438	8/12	0.44	6.607	-2.56	6.535	0.072	1.10	EUR	2.05
		Glencore	410.250	8/12	1.27	461.700	-11.14	443.650	18.050	4.07	GBP	1.18
		Anheuser-Busch InBev	55.200	8/12	-0.47	54.440	1.40	58.360	-3.920	-6.72	EUR	1.03
	L	Roche	277.800	8/12	0.25	250.100	11.08	246.300	3.800	1.54	CHF	0.61
		Axa	32.350	8/12	-0.77	31.260	3.49	29.045	2.215	7.63	EUR	0.60
		Rio Tinto	4,942.000	8/12	0.56	5,234.000	-5.58	5,448.000	-214.000	-3.93	GBP	-0.91
	L	BAT	2,801.000	8/12		2,451.000	14.28	2,523.500	-72.500	-2.87	GBP	-1.76
		BNP Paribas	59.250	8/12		61.670	-3.92	58.470	3.200	5.47	EUR	-1.82
	S	BASF	41.280	8/12	-0.22	44.390	-7.01	43.410	0.980	2.26	EUR	-2.61
	L	Nestlé	88.640	8/12	-0.40	91.880	-3.53	99.970	-8.090	-8.09	CHF	-4.40
	S	Mercedes-Benz	57.480	8/12	-0.57	64.800	-11.30	60.520	4.280	7.07	EUR	-4.70
		Sanofi	95.670	8/12	-0.60	91.850	4.16	86.590	5.260	6.07	EUR	-4.86
		BP	439.600	8/12	1.35	478.500	-8.13	471.950	6.550	1.39	GBP	-5.19
	S	LVMH	635.100	8/12	-0.14	712.000	-10.80	698.700	13.300	1.90	EUR	-6.25
	S	Air Liquide	162.300	8/12	-0.79	162.620	-0.20	172.280	-9.660	-5.61	EUR	-6.52
		Deutsche Post	36.040	8/12	-0.36	38.520	-6.44	43.845	-5.325	-12.15	EUR	-9.28
	S	Vinci	102.650	8/12	-0.77	100.900	1.73	113.380	-12.480	-11.01	EUR	-10.60
	S	Diageo	2,451.500	8/12	1.03	2,480.000	-1.15	2,804.000	-324.000	-11.55	GBP	-13.31
	S	National Grid	978.400	8/12	-0.04	885.400	10.50	1,036.000	-150.600	-14.54	GBP	-13.65
		Reckitt Benckiser	4,180.000	8/12		4,289.000	-2.54	5,450.000	-1,161.000	-21.30	GBP	-16.63
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	12/04/23	prc diff	⇓ Δ30	Curr	∅-RS
	L	Bayer	25.960	8/12	-0.04	26.170	-0.80	30.825	-4.655	-15.10	EUR	-25.49
Europe 50 - 50 out of 50 instruments rated - 7/01/24 / 12/04/23 - 37 did rise, Market-Ratio(30) = 74.00 %

Technical Chart

	Europe 50 RS = 30 - B/S = 66/54

1/06/20	scale up chart	7/01/24

Transactions STOXX Europe 50 * L30 - 66/65 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
1/02/06		7/24/06	203		- cash -
long	7/24/06	9/11/06	49		ABB	100	673	CHF	14.850	16.350	1.500	10	11,010	105
9/11/06		10/09/06	28		- cash -
	10/09/06	7/30/07	294		ABB	100	636	CHF	17.300	28.600	11.300	65	18,196	87
7/30/07		10/01/07	63		- cash -
	10/01/07	11/12/07	42		Rio Tinto	100	508	GBP	35.762	46.741	10.979	31	23,774	924
11/12/07		5/25/09	560		- cash -
	5/25/09	6/01/09	7		Barclays	100	8,897	GBP	2.672	2.921	0.249	9	25,993	10,393
6/01/09		7/27/09	56		- cash -
	7/27/09	5/10/10	287		Barclays	100	9,256	GBP	2.808	3.045	0.236	8	28,181	11
5/10/10		9/06/10	119		- cash -
	9/06/10	10/04/10	28		Novo Nordisk	100	556	DKK	50.650	52.900	2.250	4	29,432	76
10/04/10		12/13/10	70		- cash -
	12/13/10	6/06/11	175		Mercedes-Benz	100	537	EUR	54.760	47.200	-7.560	-14	25,373	-27
6/06/11		7/04/11	28		- cash -
	7/04/11	7/11/11	7		BASF	100	374	EUR	67.700	66.950	-0.750	-1	25,092	-44
7/11/11		3/05/12	238		- cash -
	3/05/12	5/21/12	77		Novo Nordisk	100	315	DKK	79.450	84.150	4.700	6	26,573	31
5/21/12		6/18/12	28		- cash -
	6/18/12	10/15/12	119		Anheuser-Busch InBev	100	473	EUR	56.110	67.100	10.990	20	31,771	73
10/15/12		11/05/12	21		- cash -
	11/05/12	12/16/13	406		Lloyds Bank	100	74,144	GBP	0.429	0.766	0.338	79	56,817	69
12/16/13		12/30/13	14		- cash -
	12/30/13	8/04/14	217		ING Groep	100	5,664	EUR	10.030	9.625	-0.405	-4	54,523	-7
8/04/14		8/25/14	21		- cash -
	8/25/14	10/13/14	49		AstraZeneca	100	1,220	GBP	44.675	43.555	-1.120	-3	53,157	-17
10/13/14		2/09/15	119		- cash -
	2/09/15	8/24/15	196		Deutsche Telekom	100	3,417	EUR	15.555	14.040	-1.515	-10	47,980	-17
8/24/15		9/05/16	378		- cash -
	9/05/16	11/21/16	77		HSBC	100	8,249	GBP	5.816	6.336	0.520	9	52,271	50
11/21/16		12/19/16	28		- cash -
	12/19/16	12/04/17	350		Rio Tinto	100	1,714	GBP	30.482	35.400	4.918	16	60,700	17
12/04/17		4/15/19	497		- cash -
	4/15/19	6/03/19	49		LVMH	100	176	EUR	342.950	340.500	-2.450	-1	60,269	-5
6/03/19		7/08/19	35		- cash -
	7/08/19	8/12/19	35		LVMH	100	157	EUR	383.000	343.250	-39.750	-10	54,028	-68
8/12/19		9/30/19	49		- cash -
	9/30/19	3/02/20	154		ASML	100	237	EUR	227.250	250.250	23.000	10	59,479	26
3/02/20		10/12/20	224		- cash -
	10/12/20	12/13/21	427		Mercedes-Benz	100	1,213	EUR	49.010	74.000	24.990	51	89,792	42
12/13/21		12/05/22	357		- cash -
	12/05/22	12/19/22	14		BP	100	18,571	GBP	4.835	4.666	-0.169	-3	86,653	-60
12/19/22		1/09/23	21		- cash -
	1/09/23	8/21/23	224		Prosus	100	2,543	EUR	34.070	28.920	-5.150	-15	73,557	-23
8/21/23		3/11/24	203		- cash -
	3/11/24	8/12/24	154		Novo Nordisk	100	82	DKK	895.100	892.900	-2.200	0	73,377	-1
accum	7/24/06	8/12/24	3538	days out of 6898 invested (51%)							634		73,377	23

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
ABB	long	7/24/06	9/11/06	49	14.85	16.35	1.50	10.10
		10/09/06	7/30/07	294	17.30	28.60	11.30	65.32	82.02
Lloyds Bank		11/05/12	12/16/13	406	0.43	0.77	0.34	78.83	78.83
Rio Tinto		10/01/07	11/12/07	42	35.76	46.74	10.98	30.70
		12/19/16	12/04/17	350	30.48	35.40	4.92	16.13	51.79
Mercedes-Benz		12/13/10	6/06/11	175	54.76	47.20	-7.56	-13.81
		10/12/20	12/13/21	427	49.01	74.00	24.99	50.99	30.14
Anheuser-Busch InBev		6/18/12	10/15/12	119	56.11	67.10	10.99	19.59	19.59
Barclays		5/25/09	6/01/09	7	2.67	2.92	0.25	9.33
		7/27/09	5/10/10	287	2.81	3.04	0.24	8.42	18.54
Novo Nordisk		9/06/10	10/04/10	28	50.65	52.90	2.25	4.44
		3/05/12	5/21/12	77	79.45	84.15	4.70	5.92
		3/11/24	8/12/24	154	895.10	892.90	-2.20	-0.25	10.35
ASML		9/30/19	3/02/20	154	227.25	250.25	23.00	10.12	10.12
HSBC		9/05/16	11/21/16	77	5.82	6.34	0.52	8.94	8.94
BASF		7/04/11	7/11/11	7	67.70	66.95	-0.75	-1.11	-1.11
AstraZeneca		8/25/14	10/13/14	49	44.68	43.56	-1.12	-2.51	-2.51
BP		12/05/22	12/19/22	14	4.84	4.67	-0.17	-3.50	-3.50
ING Groep		12/30/13	8/04/14	217	10.03	9.63	-0.40	-4.04	-4.04
Deutsche Telekom		2/09/15	8/24/15	196	15.56	14.04	-1.52	-9.74	-9.74
LVMH		4/15/19	6/03/19	49	342.95	340.50	-2.45	-0.71
		7/08/19	8/12/19	35	383.00	343.25	-39.75	-10.38	-11.02
Prosus		1/09/23	8/21/23	224	34.07	28.92	-5.15	-15.12	-15.12

Annotations

2/19/24	Stoxx 50	Component update: Glencore, ING and Munich Re replace Adidas, Adyen and Kering
9/14/23	Prosus	stock split 1:2.1796 (two-point-onesevenninesix for one)
9/13/23	Novo Nordisk	stock split 1:2 (two for one)
7/18/22	GlaxoSmithKline	demergers OTC business -> Haleon
9/24/18	Europe 50	Safran replaces Imperial Brands
5/31/17	Europe 50	Glencore replaces Syngenta (acquired by ChemChina)
10/04/16	AB InBev	acquisition of SAB Miller completed
9/19/16	Europe 50	Syngenta replaces Richemont
8/08/16	Europe 50	ASML and Vinci replace Credit Suisse and Deutsche Bank
9/21/15	Europe 50	Imperial Tobacco and Intesa Sanpaolo replace BHP Biliton and Glencore
9/14/15	Europe 50	complete analysis ex BHP Biliton, Glencore - in Imperial Tobacco, Intesa Sanpaolo
9/05/15	Europe 50	complete analysis
7/09/15	Europe 50	market adjustment to index: Novo Nordisk replaces Standard Chartered
9/22/14	Europe 50	BT Group and Prudential replace Ericsson and Tesco.


	is taking down something concerning