| |
| |
Assessment - STOXX Europe 50 - 3/25/24 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
9/25/23 |
prc diff |
⇓ Δ26 |
Curr |
∅-RS |
| | |
|
|
|
L |
|
Stoxx 50 |
4,428.100 |
Thu |
0.29 |
4,405.190 |
0.52 |
3,926.530 |
478.660 |
12.19 |
EUR |
9.53 |
| | |
|
|
|
L |
|
ASML |
892.200 |
Thu |
-0.34 |
913.000 |
-2.28 |
554.700 |
358.300 |
64.59 |
EUR |
41.48 |
| | |
|
|
|
L |
|
Novo Nordisk |
881.300 |
Thu |
-0.79 |
894.500 |
-1.48 |
637.200 |
257.300 |
40.38 |
DKK |
39.57 |
| | |
|
|
|
L |
|
SAP |
180.460 |
Thu |
-0.87 |
180.740 |
-0.15 |
124.420 |
56.320 |
45.27 |
EUR |
36.52 |
| | |
|
|
|
L |
|
Safran |
210.050 |
Thu |
0.33 |
208.050 |
0.96 |
147.140 |
60.910 |
41.40 |
EUR |
36.46 |
| | |
|
|
|
L |
|
UBS |
27.740 |
Thu |
-1.81 |
28.350 |
-2.15 |
23.090 |
5.260 |
22.78 |
CHF |
33.28 |
| | |
|
|
|
L |
|
Schneider Electric |
209.650 |
Thu |
0.17 |
214.950 |
-2.47 |
155.380 |
59.570 |
38.34 |
EUR |
30.14 |
| | |
|
|
|
L |
|
Airbus |
170.720 |
Thu |
-0.51 |
170.120 |
0.35 |
122.960 |
47.160 |
38.35 |
EUR |
27.39 |
| | |
|
|
|
L |
|
Banco Santander |
4.522 |
Thu |
0.41 |
4.414 |
2.45 |
3.450 |
0.964 |
27.93 |
EUR |
24.61 |
| | |
|
|
|
L |
|
Hermes International |
2,366.000 |
Thu |
-0.92 |
2,403.000 |
-1.54 |
1,732.800 |
670.200 |
38.68 |
EUR |
24.50 |
| | |
|
|
|
L |
|
ABB |
41.890 |
Thu |
-0.33 |
41.810 |
0.19 |
32.470 |
9.340 |
28.77 |
CHF |
22.03 |
| | |
|
|
|
L |
|
RELX |
3,424.000 |
Thu |
-0.09 |
3,428.000 |
-0.12 |
2,773.000 |
655.000 |
23.62 |
GBP |
21.79 |
| | |
|
|
|
L |
|
Allianz |
277.800 |
Thu |
0.13 |
275.200 |
0.94 |
229.350 |
45.850 |
19.99 |
EUR |
21.69 |
| | |
|
|
|
L |
|
Axa |
34.815 |
Thu |
0.36 |
34.575 |
0.69 |
28.620 |
5.955 |
20.81 |
EUR |
20.99 |
| | |
|
|
|
L |
|
Münchener Rück |
452.300 |
Thu |
0.44 |
436.600 |
3.60 |
373.800 |
62.800 |
16.80 |
EUR |
20.31 |
| | |
|
|
|
L |
|
EssilorLuxottica |
209.700 |
Thu |
-0.55 |
209.650 |
0.02 |
165.780 |
43.870 |
26.46 |
EUR |
18.61 |
| | |
|
|
|
L |
|
ING Groep |
15.246 |
Thu |
2.05 |
14.698 |
3.73 |
12.374 |
2.324 |
18.78 |
EUR |
17.59 |
| | |
|
|
|
L |
|
BASF |
52.930 |
Thu |
-0.60 |
52.930 |
|
42.780 |
10.150 |
23.73 |
EUR |
16.23 |
| | |
|
|
|
L |
|
GSK |
1,708.600 |
Thu |
0.20 |
1,694.600 |
0.83 |
1,535.800 |
158.800 |
10.34 |
GBP |
15.86 |
| | |
|
|
|
|
|
Siemens |
176.960 |
Thu |
0.02 |
174.060 |
1.67 |
132.480 |
41.580 |
31.39 |
EUR |
15.81 |
| | |
|
|
|
L |
|
Air Liquide |
192.840 |
Thu |
-0.25 |
191.220 |
0.85 |
160.260 |
30.960 |
19.32 |
EUR |
15.32 |
| | |
|
|
|
L |
|
Zurich Insurance |
486.300 |
Thu |
0.27 |
485.200 |
0.23 |
423.500 |
61.700 |
14.57 |
CHF |
12.41 |
| | |
|
|
|
L |
|
Mercedes-Benz |
73.810 |
Thu |
0.39 |
73.720 |
0.12 |
66.380 |
7.340 |
11.06 |
EUR |
10.80 |
| | |
|
|
|
|
|
TotalEnergies |
63.470 |
Thu |
0.68 |
63.230 |
0.38 |
62.130 |
1.100 |
1.77 |
EUR |
8.25 |
| | |
|
|
|
|
|
Shell |
30.955 |
Thu |
0.86 |
31.185 |
-0.74 |
30.435 |
0.750 |
2.46 |
EUR |
7.87 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
9/25/23 |
prc diff |
⇓ Δ26 |
Curr |
∅-RS |
| | |
|
|
|
L |
|
BNP Paribas |
65.860 |
Thu |
1.84 |
62.490 |
5.39 |
60.420 |
2.070 |
3.43 |
EUR |
7.60 |
| | |
|
|
|
|
|
Vinci |
118.760 |
Thu |
-1.08 |
115.960 |
2.41 |
104.540 |
11.420 |
10.92 |
EUR |
6.69 |
| | |
|
|
|
L |
|
LVMH |
833.700 |
Thu |
0.41 |
825.500 |
0.99 |
713.300 |
112.200 |
15.73 |
EUR |
5.86 |
| | |
|
|
|
L |
|
Richemont |
137.500 |
Thu |
0.73 |
134.750 |
2.04 |
114.250 |
20.500 |
17.94 |
CHF |
5.27 |
| | |
|
|
|
|
|
Deutsche Telekom |
22.500 |
Thu |
0.40 |
22.045 |
2.06 |
20.195 |
1.850 |
9.16 |
EUR |
4.77 |
| | |
|
|
|
L |
|
BP |
495.700 |
Thu |
0.59 |
505.900 |
-2.02 |
527.300 |
-21.400 |
-4.06 |
GBP |
4.11 |
| | |
|
|
|
|
|
L´Oreal |
438.650 |
Thu |
-0.08 |
435.450 |
0.73 |
391.500 |
43.950 |
11.23 |
EUR |
4.01 |
| | |
|
|
|
L |
|
National Grid |
1,066.000 |
Thu |
0.42 |
1,069.500 |
-0.33 |
1,003.000 |
66.500 |
6.63 |
GBP |
3.38 |
| | |
|
|
|
|
|
HSBC |
619.000 |
Thu |
0.65 |
624.600 |
-0.90 |
638.600 |
-14.000 |
-2.19 |
GBP |
2.80 |
| | |
|
|
|
|
|
Iberdrola |
11.495 |
Thu |
-0.99 |
11.380 |
1.01 |
10.770 |
0.610 |
5.66 |
EUR |
1.81 |
| | |
|
|
|
|
|
Anheuser-Busch InBev |
56.460 |
Thu |
0.37 |
55.520 |
1.69 |
52.220 |
3.300 |
6.32 |
EUR |
1.02 |
| | |
|
|
|
|
|
Enel |
6.119 |
Thu |
-0.83 |
6.067 |
0.86 |
5.975 |
0.092 |
1.54 |
EUR |
-0.49 |
| | |
|
|
|
L |
|
Unilever Plc |
3,975.500 |
Thu |
0.34 |
3,957.500 |
0.45 |
4,081.000 |
-123.500 |
-3.03 |
GBP |
-1.21 |
| | |
|
|
|
|
|
Novartis |
87.370 |
Thu |
0.82 |
86.410 |
1.11 |
92.500 |
-6.090 |
-6.58 |
CHF |
-2.45 |
| | |
|
|
|
S |
|
Rio Tinto |
5,017.000 |
Thu |
0.78 |
5,013.000 |
0.08 |
5,085.000 |
-72.000 |
-1.42 |
GBP |
-3.05 |
| | |
|
|
|
|
|
Glencore |
435.300 |
Thu |
1.53 |
423.600 |
2.76 |
453.000 |
-29.400 |
-6.49 |
GBP |
-3.56 |
| | |
|
|
|
L |
|
AstraZeneca |
10,678.000 |
Thu |
-0.60 |
10,394.000 |
2.73 |
11,194.000 |
-800.000 |
-7.15 |
GBP |
-3.61 |
| | |
|
|
|
S |
|
Sanofi |
90.960 |
Thu |
-0.87 |
89.650 |
1.46 |
102.640 |
-12.990 |
-12.66 |
EUR |
-4.96 |
| | |
|
|
|
|
|
Prosus |
29.075 |
Thu |
1.38 |
27.630 |
5.23 |
27.935 |
-0.305 |
-1.09 |
EUR |
-5.40 |
| | |
|
|
|
S |
|
Deutsche Post |
39.915 |
Thu |
-1.42 |
39.840 |
0.19 |
38.830 |
1.010 |
2.60 |
EUR |
-5.74 |
| | |
|
|
|
L |
|
BAT |
2,406.000 |
Thu |
0.71 |
2,375.500 |
1.28 |
2,622.000 |
-246.500 |
-9.40 |
GBP |
-6.33 |
| | |
|
|
|
L |
|
Diageo |
2,925.500 |
Thu |
-0.43 |
2,887.500 |
1.32 |
3,102.500 |
-215.000 |
-6.93 |
GBP |
-8.14 |
| | |
|
|
|
S |
|
Nestlé |
95.750 |
Thu |
-0.26 |
94.750 |
1.06 |
107.140 |
-12.390 |
-11.56 |
CHF |
-8.55 |
| | |
|
|
|
S |
|
Roche |
229.700 |
Thu |
1.30 |
225.500 |
1.86 |
249.550 |
-24.050 |
-9.64 |
CHF |
-11.78 |
| | |
|
|
|
S |
|
Reckitt Benckiser |
4,512.000 |
Thu |
1.67 |
4,296.000 |
5.03 |
5,812.000 |
-1,516.000 |
-26.08 |
GBP |
-25.57 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
9/25/23 |
prc diff |
⇓ Δ26 |
Curr |
∅-RS |
| | |
|
|
|
S |
|
Bayer |
28.430 |
Thu |
0.04 |
26.840 |
5.92 |
46.320 |
-19.480 |
-42.06 |
EUR |
-34.74 |
Europe 50 - 50 out of 50 instruments rated - 3/25/24 / 9/25/23 - 35 did rise, Market-Ratio(26) = 70.00 % |
Technical Chart
Transactions STOXX Europe 50 * S26 - 20/39 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
1/21/08 |
749 |
|
- cash - |
short |
1/21/08 |
8/11/08 |
203 |
|
|
|
UBS |
100 |
248 |
CHF |
40.300 |
23.180 |
70.064 |
29.764 |
74 |
17,382 |
170 |
|
8/11/08 |
8/25/08 |
14 |
|
- cash - |
|
8/25/08 |
9/15/08 |
21 |
|
|
|
UBS |
100 |
762 |
CHF |
22.800 |
20.100 |
25.863 |
3.063 |
13 |
19,715 |
794 |
|
9/15/08 |
9/29/08 |
14 |
|
- cash - |
|
9/29/08 |
4/27/09 |
210 |
|
|
|
Lloyds Bank |
100 |
9,074 |
GBP |
2.173 |
1.005 |
4.696 |
2.524 |
116 |
42,616 |
282 |
|
4/27/09 |
8/08/11 |
833 |
|
- cash - |
|
8/08/11 |
12/26/11 |
140 |
|
|
|
Lloyds Bank |
100 |
129,888 |
GBP |
0.328 |
0.250 |
0.430 |
0.102 |
31 |
55,891 |
103 |
|
12/26/11 |
8/24/15 |
1337 |
|
- cash - |
|
8/24/15 |
2/22/16 |
182 |
|
|
|
Rio Tinto |
100 |
2,594 |
GBP |
21.545 |
20.510 |
22.632 |
1.087 |
5 |
58,711 |
10 |
|
2/22/16 |
5/23/16 |
91 |
|
- cash - |
|
5/23/16 |
7/04/16 |
42 |
|
|
|
Credit Suisse |
100 |
4,285 |
CHF |
13.700 |
10.350 |
18.134 |
4.434 |
32 |
77,712 |
1,044 |
|
7/04/16 |
1/07/19 |
917 |
|
- cash - |
|
1/07/19 |
3/04/19 |
56 |
|
|
|
BAT |
100 |
3,140 |
GBP |
24.745 |
28.715 |
20.775 |
-3.970 |
-16 |
65,246 |
-68 |
|
3/04/19 |
3/09/20 |
371 |
|
- cash - |
|
3/09/20 |
9/07/20 |
182 |
|
|
|
Anheuser-Busch InBev |
100 |
1,527 |
EUR |
42.705 |
49.345 |
36.065 |
-6.640 |
-16 |
55,107 |
-29 |
|
9/07/20 |
10/03/22 |
756 |
|
- cash - |
|
10/03/22 |
11/07/22 |
35 |
|
|
|
Adidas |
100 |
463 |
EUR |
119.000 |
114.960 |
123.182 |
4.182 |
4 |
57,043 |
43 |
|
11/07/22 |
10/23/23 |
350 |
|
- cash - |
|
10/23/23 |
11/27/23 |
35 |
|
|
|
Adyen |
100 |
83 |
EUR |
682.200 |
1,090.400 |
274.000 |
-408.200 |
-60 |
23,163 |
-100 |
|
11/27/23 |
3/29/24 |
123 |
|
- cash - |
accum | 1/21/08 |
11/27/23 | 1106 |
days out of 6661 invested (17%) |
132 |
23,163 |
32 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Lloyds Bank | short | 9/29/08 | 4/27/09 | 210 | 2.17 | 1.01 | 4.70 | 2.52 | 116.17 | | | |
| | 8/08/11 | 12/26/11 | 140 | 0.33 | 0.25 | 0.43 | 0.10 | 31.15 | | | 183.51 |
UBS | | 1/21/08 | 8/11/08 | 203 | 40.30 | 23.18 | 70.06 | 29.76 | 73.86 | | | |
| | 8/25/08 | 9/15/08 | 21 | 22.80 | 20.10 | 25.86 | 3.06 | 13.43 | | | 97.21 |
Credit Suisse | | 5/23/16 | 7/04/16 | 42 | 13.70 | 10.35 | 18.13 | 4.43 | 32.37 | | | 32.37 |
Rio Tinto | | 8/24/15 | 2/22/16 | 182 | 21.55 | 20.51 | 22.63 | 1.09 | 5.05 | | | 5.05 |
Adidas | | 10/03/22 | 11/07/22 | 35 | 119.00 | 114.96 | 123.18 | 4.18 | 3.51 | | | 3.51 |
Anheuser-Busch InBev | | 3/09/20 | 9/07/20 | 182 | 42.71 | 49.35 | 36.07 | -6.64 | -15.55 | | | -15.55 |
BAT | | 1/07/19 | 3/04/19 | 56 | 24.75 | 28.72 | 20.78 | -3.97 | -16.04 | | | -16.04 |
Adyen | | 10/23/23 | 11/27/23 | 35 | 682.20 | 1,090.40 | 274.00 | -408.20 | -59.84 | | | -59.84 |
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. |
|
|