| |
| |
Assessment - Euro STOXX 50 - 7/01/24 - RS = 20
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
2/12/24 |
prc diff |
⇓ Δ20 |
|
∅-RS |
| | |
|
|
|
|
|
Euro Stoxx 50 |
4,671.880 |
8/12 |
-0.07 |
4,929.990 |
-5.24 |
4,746.350 |
183.640 |
3.87 |
|
7.68 |
| | |
|
|
|
|
|
ASML |
784.600 |
8/12 |
0.08 |
954.300 |
-17.78 |
877.600 |
76.700 |
8.74 |
|
39.28 |
| | |
|
|
|
|
|
Unicredit |
34.570 |
8/12 |
0.38 |
36.205 |
-4.52 |
29.570 |
6.635 |
22.44 |
|
27.09 |
| | |
|
|
|
|
|
Schneider Electric |
211.250 |
8/12 |
0.38 |
225.350 |
-6.26 |
195.080 |
30.270 |
15.52 |
|
25.49 |
| | |
|
|
|
|
|
SAP |
189.300 |
8/12 |
-0.33 |
185.680 |
1.95 |
167.760 |
17.920 |
10.68 |
|
22.16 |
| | |
|
|
|
|
|
Intesa Sanpaolo |
3.471 |
8/12 |
0.54 |
3.582 |
-3.10 |
2.824 |
0.758 |
26.85 |
|
22.08 |
| | |
|
|
|
|
|
Inditex |
44.250 |
8/12 |
0.07 |
45.900 |
-3.59 |
39.420 |
6.480 |
16.44 |
|
22.07 |
| | |
|
|
|
|
|
Safran |
192.200 |
8/12 |
-0.18 |
202.100 |
-4.90 |
174.960 |
27.140 |
15.51 |
|
19.89 |
| | |
|
|
|
|
|
Wolters Kluwer |
150.000 |
8/12 |
0.20 |
153.550 |
-2.31 |
142.250 |
11.300 |
7.94 |
|
19.74 |
| | |
|
|
|
|
|
Ferrari |
385.700 |
8/12 |
|
382.200 |
0.92 |
360.400 |
21.800 |
6.05 |
|
18.71 |
| | |
|
|
|
L |
|
Münchener Rück |
439.200 |
8/12 |
1.01 |
466.900 |
-5.93 |
406.300 |
60.600 |
14.92 |
|
18.31 |
| | |
|
|
|
|
|
Adidas |
212.400 |
8/12 |
-1.03 |
219.500 |
-3.23 |
174.240 |
45.260 |
25.98 |
|
17.93 |
| | |
|
|
|
|
|
ING Groep |
15.232 |
8/12 |
0.21 |
16.358 |
-6.88 |
12.276 |
4.082 |
33.25 |
|
17.84 |
| | |
|
|
|
|
|
Saint-Gobain |
73.560 |
8/12 |
-0.41 |
74.500 |
-1.26 |
69.140 |
5.360 |
7.75 |
|
16.74 |
| | |
|
|
|
L |
|
Prosus |
32.850 |
8/12 |
1.77 |
33.115 |
-0.80 |
29.710 |
3.405 |
11.46 |
|
16.12 |
| | |
|
|
|
|
|
Banco Santander |
4.089 |
8/12 |
-0.24 |
4.448 |
-8.06 |
3.705 |
0.743 |
20.04 |
|
15.44 |
| | |
|
|
|
|
|
EssilorLuxottica |
207.300 |
8/12 |
-0.58 |
201.800 |
2.73 |
191.000 |
10.800 |
5.65 |
|
12.35 |
| | |
|
|
|
|
|
Banco Bilbao Viz |
8.924 |
8/12 |
0.27 |
9.500 |
-6.06 |
9.250 |
0.250 |
2.70 |
|
9.25 |
| | |
|
|
|
|
|
Adyen |
1,098.000 |
8/12 |
1.14 |
1,113.200 |
-1.37 |
1,507.000 |
-393.800 |
-26.13 |
|
9.22 |
| | |
|
|
|
|
|
Siemens |
157.200 |
8/12 |
0.01 |
177.120 |
-11.25 |
165.140 |
11.980 |
7.25 |
|
7.94 |
| | |
|
|
|
|
|
Allianz |
255.900 |
8/12 |
|
262.500 |
-2.51 |
246.250 |
16.250 |
6.60 |
|
7.44 |
| | |
|
|
|
L |
|
Infineon |
30.280 |
8/12 |
0.36 |
34.365 |
-11.89 |
34.265 |
0.100 |
0.29 |
|
7.08 |
| | |
|
|
|
L |
|
Nordea Bank |
10.420 |
8/12 |
-0.19 |
11.415 |
-8.72 |
10.736 |
0.679 |
6.32 |
|
6.97 |
| | |
|
|
|
L |
|
Iberdrola |
12.105 |
8/12 |
0.29 |
12.320 |
-1.75 |
10.785 |
1.535 |
14.23 |
|
6.71 |
| | |
|
|
|
L |
|
Deutsche Telekom |
24.730 |
8/12 |
0.49 |
23.680 |
4.43 |
22.260 |
1.420 |
6.38 |
|
6.60 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
2/12/24 |
prc diff |
⇓ Δ20 |
|
∅-RS |
| | |
|
|
|
|
|
Deutsche Börse |
185.150 |
8/12 |
0.54 |
190.500 |
-2.81 |
187.600 |
2.900 |
1.55 |
|
6.10 |
| | |
|
|
|
|
|
L´Oreal |
376.650 |
8/12 |
-1.59 |
412.250 |
-8.64 |
428.650 |
-16.400 |
-3.83 |
|
5.47 |
| | |
|
|
|
|
|
Vivendi |
9.488 |
8/12 |
0.40 |
9.874 |
-3.91 |
10.445 |
-0.571 |
-5.47 |
|
4.40 |
| | |
|
|
|
|
|
Airbus |
133.760 |
8/12 |
-0.45 |
131.640 |
1.61 |
149.960 |
-18.320 |
-12.22 |
|
3.35 |
| | |
|
|
|
|
|
Danone |
60.140 |
8/12 |
0.07 |
57.700 |
4.23 |
61.010 |
-3.310 |
-5.43 |
|
2.97 |
| | |
|
|
|
|
|
TotalEnergies |
61.720 |
8/12 |
0.60 |
63.610 |
-2.97 |
59.820 |
3.790 |
6.34 |
|
2.12 |
| | |
|
|
|
|
|
Enel |
6.438 |
8/12 |
0.44 |
6.607 |
-2.56 |
5.917 |
0.690 |
11.66 |
|
2.05 |
| | |
|
|
|
L |
|
Nokia |
3.518 |
8/12 |
1.05 |
3.670 |
-4.14 |
3.363 |
0.307 |
9.13 |
|
1.09 |
| | |
|
|
|
|
|
Anheuser-Busch InBev |
55.200 |
8/12 |
-0.47 |
54.440 |
1.40 |
59.850 |
-5.410 |
-9.04 |
|
1.03 |
| | |
|
|
|
|
|
Axa |
32.350 |
8/12 |
-0.77 |
31.260 |
3.49 |
30.630 |
0.630 |
2.06 |
|
0.60 |
| | |
|
|
|
L |
|
Ahold Delhaize |
29.720 |
8/12 |
-0.30 |
27.960 |
6.29 |
26.325 |
1.635 |
6.21 |
|
-0.42 |
| | |
|
|
|
|
|
BNP Paribas |
59.250 |
8/12 |
|
61.670 |
-3.92 |
54.170 |
7.500 |
13.85 |
|
-1.82 |
| | |
|
|
|
S |
|
BASF |
41.280 |
8/12 |
-0.22 |
44.390 |
-7.01 |
44.820 |
-0.430 |
-0.96 |
|
-2.61 |
| | |
|
|
|
S |
|
Stellantis |
13.980 |
8/12 |
-0.57 |
18.634 |
-24.98 |
22.640 |
-4.006 |
-17.69 |
|
-3.30 |
| | |
|
|
|
S |
|
Mercedes-Benz |
57.480 |
8/12 |
-0.57 |
64.800 |
-11.30 |
65.650 |
-0.850 |
-1.29 |
|
-4.70 |
| | |
|
|
|
|
|
Sanofi |
95.670 |
8/12 |
-0.60 |
91.850 |
4.16 |
86.070 |
5.780 |
6.72 |
|
-4.86 |
| | |
|
|
|
S |
|
LVMH |
635.100 |
8/12 |
-0.14 |
712.000 |
-10.80 |
821.900 |
-109.900 |
-13.37 |
|
-6.25 |
| | |
|
|
|
S |
|
Air Liquide |
162.300 |
8/12 |
-0.79 |
162.620 |
-0.20 |
168.200 |
-5.580 |
-3.32 |
|
-6.52 |
| | |
|
|
|
S |
|
Eni |
14.456 |
8/12 |
1.09 |
14.532 |
-0.52 |
14.438 |
0.094 |
0.65 |
|
-7.22 |
| | |
|
|
|
S |
|
Volkswagen |
93.500 |
8/12 |
-0.47 |
106.050 |
-11.83 |
119.760 |
-13.710 |
-11.45 |
|
-8.53 |
| | |
|
|
|
|
|
Deutsche Post |
36.040 |
8/12 |
-0.36 |
38.520 |
-6.44 |
42.235 |
-3.715 |
-8.80 |
|
-9.28 |
| | |
|
|
|
S |
|
Vinci |
102.650 |
8/12 |
-0.77 |
100.900 |
1.73 |
116.180 |
-15.280 |
-13.15 |
|
-10.60 |
| | |
|
|
|
S |
|
BMW |
78.980 |
8/12 |
-0.90 |
89.140 |
-11.40 |
102.140 |
-13.000 |
-12.73 |
|
-12.27 |
| | |
|
|
|
S |
|
Pernod Ricard |
121.800 |
8/12 |
-0.33 |
126.950 |
-4.06 |
155.050 |
-28.100 |
-18.12 |
|
-18.73 |
| | |
|
|
|
S |
|
Kering |
249.850 |
8/12 |
-1.85 |
336.000 |
-25.64 |
411.900 |
-75.900 |
-18.43 |
|
-25.11 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
2/12/24 |
prc diff |
⇓ Δ20 |
|
∅-RS |
| | |
|
|
|
L |
|
Bayer |
25.960 |
8/12 |
-0.04 |
26.170 |
-0.80 |
28.325 |
-2.155 |
-7.61 |
|
-25.49 |
Euro 50 - 50 out of 50 instruments rated - 7/01/24 / 2/12/24 - 32 did rise, Market-Ratio(20) = 64.00 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions Euro STOXX 50 * S20 - 12/26 (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 |
7/17/06 |
196 |
|
- cash - |
short |
7/17/06 |
7/24/06 |
7 |
|
|
|
Airbus |
100 |
494 |
|
20.220 |
21.560 |
18.880 |
-1.340 |
-7 |
9,338 |
-97 |
|
7/24/06 |
2/11/08 |
567 |
|
- cash - |
|
2/11/08 |
6/09/08 |
119 |
|
|
|
Societe Generale |
100 |
132 |
|
70.695 |
56.194 |
88.938 |
18.243 |
26 |
11,746 |
102 |
|
6/09/08 |
7/14/08 |
35 |
|
- cash - |
|
7/14/08 |
8/04/08 |
21 |
|
|
|
Saint-Gobain |
100 |
346 |
|
33.910 |
37.820 |
30.000 |
-3.910 |
-12 |
10,393 |
-88 |
|
8/04/08 |
8/25/08 |
21 |
|
- cash - |
|
8/25/08 |
3/16/09 |
203 |
|
|
|
Unicredit |
100 |
104 |
|
99.486 |
27.010 |
366.437 |
266.951 |
268 |
38,156 |
943 |
|
3/16/09 |
3/23/09 |
7 |
|
- cash - |
|
3/23/09 |
4/06/09 |
14 |
|
|
|
ING Groep |
100 |
9,773 |
|
3.904 |
4.069 |
3.739 |
-0.165 |
-4 |
36,544 |
-68 |
|
4/06/09 |
8/08/11 |
854 |
|
- cash - |
|
8/08/11 |
12/26/11 |
140 |
|
|
|
Carrefour |
100 |
2,020 |
|
18.090 |
17.085 |
19.154 |
1.064 |
6 |
38,693 |
16 |
|
12/26/11 |
8/24/15 |
1337 |
|
- cash - |
|
8/24/15 |
10/26/15 |
63 |
|
|
|
E.on |
100 |
4,447 |
|
8.700 |
8.993 |
8.407 |
-0.293 |
-3 |
37,391 |
-18 |
|
10/26/15 |
3/21/16 |
147 |
|
- cash - |
|
3/21/16 |
5/02/16 |
42 |
|
|
|
Deutsche Bank |
100 |
2,476 |
|
15.097 |
14.307 |
15.930 |
0.834 |
6 |
39,455 |
60 |
|
5/02/16 |
3/26/18 |
693 |
|
- cash - |
|
3/26/18 |
4/09/18 |
14 |
|
|
|
Deutsche Bank |
100 |
3,527 |
|
11.186 |
11.484 |
10.888 |
-0.298 |
-3 |
38,404 |
-51 |
|
4/09/18 |
3/09/20 |
700 |
|
- cash - |
|
3/09/20 |
7/20/20 |
133 |
|
|
|
Anheuser-Busch InBev |
100 |
899 |
|
42.705 |
47.000 |
38.410 |
-4.295 |
-10 |
34,543 |
-25 |
|
7/20/20 |
3/07/22 |
595 |
|
- cash - |
|
3/07/22 |
3/14/22 |
7 |
|
|
|
Vivendi |
100 |
3,216 |
|
10.740 |
11.735 |
9.745 |
-0.995 |
-9 |
31,343 |
-99 |
|
3/14/22 |
6/20/22 |
98 |
|
- cash - |
|
6/20/22 |
7/25/22 |
35 |
|
|
|
Philips |
100 |
1,590 |
|
19.704 |
20.075 |
19.333 |
-0.371 |
-2 |
30,753 |
-18 |
|
7/25/22 |
11/21/24 |
850 |
|
- cash - |
accum | 7/17/06 |
7/25/22 | 798 |
days out of 6898 invested (12%) |
208 |
30,753 |
67 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Unicredit | short | 8/25/08 | 3/16/09 | 203 | 99.49 | 27.01 | 366.44 | 266.95 | 268.33 | | | 268.33 |
Societe Generale | | 2/11/08 | 6/09/08 | 119 | 70.70 | 56.19 | 88.94 | 18.24 | 25.81 | | | 25.81 |
Carrefour | | 8/08/11 | 12/26/11 | 140 | 18.09 | 17.09 | 19.15 | 1.06 | 5.88 | | | 5.88 |
Deutsche Bank | | 3/21/16 | 5/02/16 | 42 | 15.10 | 14.31 | 15.93 | 0.83 | 5.52 | | | |
| | 3/26/18 | 4/09/18 | 14 | 11.19 | 11.48 | 10.89 | -0.30 | -2.66 | | | 2.71 |
Philips | | 6/20/22 | 7/25/22 | 35 | 19.70 | 20.08 | 19.33 | -0.37 | -1.88 | | | -1.88 |
E.on | | 8/24/15 | 10/26/15 | 63 | 8.70 | 8.99 | 8.41 | -0.29 | -3.36 | | | -3.36 |
ING Groep | | 3/23/09 | 4/06/09 | 14 | 3.90 | 4.07 | 3.74 | -0.17 | -4.23 | | | -4.23 |
Airbus | | 7/17/06 | 7/24/06 | 7 | 20.22 | 21.56 | 18.88 | -1.34 | -6.63 | | | -6.63 |
Vivendi | | 3/07/22 | 3/14/22 | 7 | 10.74 | 11.74 | 9.75 | -1.00 | -9.26 | | | -9.26 |
Anheuser-Busch InBev | | 3/09/20 | 7/20/20 | 133 | 42.71 | 47.00 | 38.41 | -4.30 | -10.06 | | | -10.06 |
Saint-Gobain | | 7/14/08 | 8/04/08 | 21 | 33.91 | 37.82 | 30.00 | -3.91 | -11.53 | | | -11.53 |
Annotations
2/19/24 | Euro 50 | | | Component update: Ferrari, Saint-Gobain, Vivendi and Wolters Kluwer replace CRH, Flutter,
Hermes and Vonovia |
9/14/23 | Prosus | | | stock split 1:2.1796 (two-point-onesevenninesix for one) |
9/24/18 | Euro 50 | | | Amadeus, Kering and Linde replace Deutsche Bank, E.ON and Saint-Gobain |
1/23/17 | Unicredit | | | reverse stock split 10:1 (one for ten) |
10/04/16 | AB InBev | | | acquisition of SAB Miller completed |
9/19/16 | Euro 50 | | | Adidas, Ahold Delhaize and CRH replace Carrefour, Generali and Unicredit |
7/24/16 | Ahold Delhaize | | | merger |
9/21/15 | Euro 50 | | | Fresenius and Safran replace Repsol and RWE |
9/12/15 | Euro 50 | | | complete analysis
ex Repsol, RWE - in Fresenius, Safran |
8/22/15 | Euro 50 | | | complete analysis - difficult market |
9/22/14 | €-Stoxx 50 | | | Nokia replaces CRH. |
|