Assessment - Indices - 7/01/24 - RS = 17
⇐
⇓ freshest
⇓ 7/01/24
⇓ 3/04/24
prc diff
⇓ Curr
∅-RS
Merval
1,588,910.000
8/12
0.32
1,594,730.000
-0.36
1,047,610.000
547,120.000
52.23
ARS
107.28
OMXC 20
2,670.230
8/12
-2.06
2,895.730
-7.79
2,653.220
242.510
9.14
DKK
22.89
DJ Global Titans
645.640
8/12
677.730
-4.73
609.710
68.020
11.16
USD
21.47
NASDAQ-100
18,542.000
8/12
0.16
19,812.200
-6.41
18,226.500
1,585.700
8.70
USD
21.25
L
S&P Global 100
3,757.070
8/12
0.32
3,950.270
-4.89
3,521.360
428.910
12.18
USD
20.37
S&P 100
2,566.840
8/12
0.17
2,663.800
-3.64
2,426.580
237.220
9.78
USD
19.22
S&P 500
5,344.390
8/12
5,475.090
-2.39
5,130.950
344.140
6.71
USD
15.95
L
AEX
885.650
8/12
0.26
923.050
-4.05
856.550
66.500
7.76
EUR
15.63
BSE Sensex
79,648.900
8/12
-0.07
79,476.200
0.22
73,872.300
5,603.900
7.59
INR
11.19
OMXS30
2,460.900
8/12
0.09
2,584.830
-4.79
2,455.360
129.470
5.27
SEK
10.06
IBEX 35
10,646.200
8/12
0.07
11,057.000
-3.72
10,069.800
987.200
9.80
EUR
9.95
Nikkei 225
35,025.000
8/09
0.56
39,631.100
-11.62
40,109.200
-478.100
-1.19
JPY
9.57
Stoxx 50
4,344.220
8/12
-0.16
4,507.920
-3.63
4,315.960
191.960
4.45
EUR
8.95
L
SLI® PR
1,919.120
8/12
0.02
1,951.640
-1.67
1,874.550
77.090
4.11
CHF
8.66
DAX
17,726.500
8/12
0.02
18,290.700
-3.08
17,716.200
574.500
3.24
EUR
8.65
Kospi 50
2,453.750
8/12
1.10
2,671.890
-8.16
2,523.190
148.700
5.89
KRW
8.25
MIB 40
31,928.300
8/12
0.46
33,716.500
-5.30
32,912.300
804.200
2.44
EUR
8.06
Euro Stoxx 50
4,671.880
8/12
-0.07
4,929.990
-5.24
4,912.920
17.070
0.35
EUR
7.68
CDAX
1,528.380
8/12
0.01
1,586.900
-3.69
1,530.350
56.550
3.70
EUR
7.60
L
SMI® PR
11,873.700
8/12
0.07
12,049.600
-1.46
11,477.800
571.800
4.98
CHF
7.15
ATX
3,568.200
8/12
0.19
3,648.520
-2.20
3,371.780
276.740
8.21
EUR
7.12
SDAX
13,627.900
8/12
0.02
14,421.500
-5.50
13,785.100
636.400
4.62
EUR
6.63
DJIA
39,357.000
8/12
-0.36
39,169.500
0.48
38,989.800
179.700
0.46
USD
6.52
Athex Large Cap
3,404.580
8/12
1.16
3,457.990
-1.54
3,490.830
-32.840
-0.94
EUR
6.23
FTSE
8,210.250
8/12
0.52
8,166.760
0.53
7,640.330
526.430
6.89
GBP
6.12
⇓ freshest
⇓ 7/01/24
⇓ 3/04/24
prc diff
⇓ Curr
∅-RS
ISEQ-Overall
9,378.820
8/12
-0.11
9,286.380
1.00
9,535.500
-249.120
-2.61
EUR
5.31
OBX Price
614.590
8/12
1.02
614.480
0.02
560.430
54.050
9.64
NOK
5.03
ASX 50
7,692.300
8/12
0.41
7,636.400
0.73
7,593.200
43.200
0.57
AUD
4.73
BEL 20
4,040.470
8/12
-0.47
3,897.960
3.66
3,672.250
225.710
6.15
EUR
4.28
PSI 20
6,556.340
8/12
0.09
6,593.850
-0.57
6,175.640
418.210
6.77
EUR
3.76
TSX 60
1,342.070
8/12
0.21
1,304.800
2.86
1,297.850
6.950
0.54
CAD
3.43
TecDAX
3,260.580
8/12
-0.27
3,289.010
-0.86
3,439.560
-150.550
-4.38
EUR
3.25
L
STI
3,235.380
8/12
-0.81
3,338.570
-3.09
3,122.210
216.360
6.93
SGD
3.13
L
HSI
17,111.700
8/12
0.13
17,718.600
-3.43
16,596.000
1,122.600
6.76
HKD
2.65
OMXH 25
4,421.210
8/12
0.07
4,555.660
-2.95
4,398.410
157.250
3.58
EUR
2.38
CAC 40
7,250.670
8/12
-0.26
7,561.130
-4.11
7,956.410
-395.280
-4.97
EUR
0.61
NZX 50
12,281.200
8/12
0.31
11,789.400
4.17
11,724.200
65.200
0.56
NZD
0.59
L
SSE 50 ew
1,788.480
8/12
-0.09
1,866.650
-4.19
1,859.060
7.590
0.41
CNY
0.51
CAC Next 20
17,034.800
8/12
-0.27
17,020.200
0.09
17,411.400
-391.200
-2.25
EUR
-1.75
CAC Mid 60
13,272.000
8/12
-0.08
13,571.100
-2.20
14,115.900
-544.800
-3.86
EUR
-1.95
S
IPC
53,040.400
8/12
-0.02
52,884.000
0.30
55,458.600
-2,574.600
-4.64
MXN
-3.46
MDAX
24,152.900
8/12
-0.40
25,244.700
-4.32
25,987.400
-742.700
-2.86
EUR
-3.85
Indices - 42 out of 42 instruments rated - 7/01/24 / 3/04/24 - 33 did rise, Market-Ratio(17) = 78.57 %
Technical Chart
Transactions Indices * S17 - 86/86 (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 5/15/06 133 - cash -
short
5/15/06
10/02/06
140
NASDAQ-100
100
6
USD
1,634.780
1,632.810
1,636.752
1.972
0
10,012
0
10/02/06 3/05/07 154 - cash -
3/05/07
3/26/07
21
RTX
100
4
USD
2,379.500
2,660.730
2,098.270
-281.230
-12
8,887
-89
3/26/07 6/04/07 70 - cash -
6/04/07
7/02/07
28
RTX
100
3
USD
2,487.040
2,608.160
2,365.920
-121.120
-5
8,524
-48
7/02/07 7/23/07 21 - cash -
7/23/07
5/11/09
658
ISEQ-Overall
100
1
EUR
8,357.400
2,632.660
26,530.632
18,173.232
217
26,697
90
5/11/09 12/21/09 224 - cash -
12/21/09
12/28/09
7
Athex Large Cap
100
2
EUR
10,826.200
11,362.600
10,289.800
-536.400
-5
25,624
-93
12/28/09 1/25/10 28 - cash -
1/25/10
4/12/10
77
Athex Large Cap
100
2
EUR
10,649.600
10,245.800
11,069.314
419.714
4
26,463
20
4/12/10 4/19/10 7 - cash -
4/19/10
9/20/10
154
Athex Large Cap
100
2
EUR
9,573.500
7,229.300
12,677.839
3,104.339
32
32,672
95
9/20/10 10/18/10 28 - cash -
10/18/10
10/25/10
7
Athex Large Cap
100
4
EUR
7,588.000
7,980.100
7,195.900
-392.100
-5
31,104
-94
10/25/10 11/22/10 28 - cash -
11/22/10
12/06/10
14
Athex Large Cap
100
4
EUR
6,893.600
7,117.100
6,670.100
-223.500
-3
30,210
-58
12/06/10 1/10/11 35 - cash -
1/10/11
1/17/11
7
Athex Large Cap
100
4
EUR
6,245.100
6,808.600
5,681.600
-563.500
-9
27,956
-99
1/17/11 2/14/11 28 - cash -
2/14/11
4/04/11
49
Athex Large Cap
100
3
EUR
7,689.300
6,825.800
8,662.037
972.737
13
30,874
143
4/04/11 4/11/11 7 - cash -
4/11/11
1/23/12
287
Athex Large Cap
100
4
EUR
6,815.500
2,949.400
15,749.319
8,933.819
131
66,609
190
1/23/12 2/20/12 28 - cash -
2/20/12
3/12/12
21
Athex Large Cap
100
19
EUR
3,483.800
2,958.100
4,102.925
619.125
18
78,373
1,617
3/12/12 4/16/12 35 - cash -
4/16/12
9/10/12
147
Athex Large Cap
100
28
EUR
2,797.900
2,671.700
2,930.061
132.161
5
82,073
12
9/10/12 11/12/12 63 - cash -
11/12/12
11/19/12
7
SSE 50 ew
100
51
CNY
1,600.920
1,600.920
1,600.920
0.000
0
82,073
0
11/19/12 4/01/13 133 - cash -
4/01/13
8/12/13
133
RTX
100
39
USD
2,056.990
1,850.700
2,286.274
229.284
11
91,015
34
8/12/13 8/19/13 7 - cash -
8/19/13
9/30/13
42
RTX
100
49
USD
1,852.020
1,998.720
1,705.320
-146.700
-8
83,827
-51
9/30/13 12/16/13 77 - cash -
12/16/13
12/23/13
7
SSE 50 ew
100
53
CNY
1,561.750
1,504.230
1,621.470
59.719
4
86,992
608
12/23/13 2/03/14 42 - cash -
2/03/14
5/26/14
112
SSE 50 ew
100
60
CNY
1,427.380
1,424.050
1,430.718
3.338
0
87,192
1
5/26/14 6/16/14 21 - cash -
6/16/14
6/30/14
14
SSE 50 ew
100
60
CNY
1,442.820
1,416.670
1,469.453
26.633
2
88,790
61
6/30/14 7/21/14 21 - cash -
7/21/14
2/09/15
203
RTX
100
51
USD
1,726.940
1,168.560
2,552.134
825.194
48
130,875
102
2/09/15 3/23/15 42 - cash -
3/23/15
3/30/15
7
Athex Large Cap
100
56
EUR
2,301.300
2,282.900
2,319.848
18.548
1
131,914
52
3/30/15 6/08/15 70 - cash -
6/08/15
12/21/15
196
Athex Large Cap
100
57
EUR
2,291.300
1,819.000
2,886.232
594.932
26
165,825
54
12/21/15 12/28/15 7 - cash -
12/28/15
5/16/16
140
Athex Large Cap
100
92
EUR
1,795.000
1,737.800
1,854.083
59.083
3
171,261
9
5/16/16 5/23/16 7 - cash -
5/23/16
5/30/16
7
MIB 40
100
9
EUR
17,325.100
18,291.400
16,358.800
-966.300
-6
162,564
-95
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield
5/30/16 6/20/16 21 - cash -
6/20/16
8/08/16
49
MIB 40
100
9
EUR
17,353.400
16,743.800
17,985.194
631.794
4
168,250
31
8/08/16 8/15/16 7 - cash -
8/15/16
9/05/16
21
MIB 40
100
9
EUR
16,997.800
17,190.400
16,805.200
-192.600
-1
166,517
-18
9/05/16 9/12/16 7 - cash -
9/12/16
10/10/16
28
MIB 40
100
9
EUR
16,840.300
16,632.400
17,050.799
210.499
1
168,411
18
10/10/16 11/07/16 28 - cash -
11/07/16
12/19/16
42
OMXC 20
100
194
DKK
866.414
872.301
860.527
-5.887
-1
167,269
-6
12/19/16 1/02/17 14 - cash -
1/02/17
1/09/17
7
OMXC 20
100
185
DKK
899.960
896.268
903.667
3.707
0
167,955
24
1/09/17 7/31/17 203 - cash -
7/31/17
8/07/17
7
RTX
100
123
USD
1,364.220
1,401.970
1,326.470
-37.750
-3
163,312
-77
8/07/17 8/14/17 7 - cash -
8/14/17
10/09/17
56
RTX
100
117
USD
1,394.510
1,540.620
1,248.400
-146.110
-10
146,217
-51
10/09/17 10/16/17 7 - cash -
10/16/17
10/23/17
7
IBEX 35
100
14
EUR
10,181.400
10,161.400
10,201.439
20.039
0
146,497
11
10/23/17 11/13/17 21 - cash -
11/13/17
11/20/17
7
IPC
100
3
MXN
48,002.400
47,857.100
48,148.141
145.741
0
146,934
17
11/20/17 2/05/18 77 - cash -
2/05/18
2/25/19
385
OMXS30
100
95
SEK
1,546.330
1,586.550
1,506.110
-40.220
-3
143,114
-2
2/25/19 6/03/19 98 - cash -
6/03/19
11/04/19
154
ATX
100
49
EUR
2,898.400
3,225.410
2,571.390
-327.010
-11
127,090
-25
11/04/19 3/02/20 119 - cash -
3/02/20
7/06/20
126
Athex Large Cap
100
69
EUR
1,823.290
1,587.790
2,093.719
270.429
15
145,750
49
7/06/20 9/21/20 77 - cash -
9/21/20
11/16/20
56
ATX
100
68
EUR
2,125.310
2,483.840
1,766.780
-358.530
-17
121,370
-70
11/16/20 7/19/21 245 - cash -
7/19/21
7/26/21
7
SSE 50 ew
100
47
CNY
2,555.120
2,506.910
2,604.257
49.137
2
123,679
170
7/26/21 9/20/21 56 - cash -
9/20/21
9/27/21
7
HSI
100
5
HKD
24,099.100
24,208.800
23,989.400
-109.700
0
123,131
-21
9/27/21 10/04/21 7 - cash -
10/04/21
10/25/21
21
HSI
100
5
HKD
24,036.400
26,132.000
21,940.800
-2,095.600
-9
112,653
-80
10/25/21 11/22/21 28 - cash -
11/22/21
1/16/23
420
HSI
100
4
HKD
24,951.300
21,746.700
28,628.131
3,676.831
15
127,360
13
1/16/23 3/13/23 56 - cash -
3/13/23
4/10/23
28
SMI® PR
100
11
CHF
10,632.000
11,230.100
10,033.900
-598.100
-6
120,781
-53
4/10/23 5/08/23 28 - cash -
5/08/23
7/17/23
70
OBX Price
100
220
NOK
546.940
530.880
563.486
16.546
3
124,421
17
7/17/23 7/31/23 14 - cash -
7/31/23
1/01/24
154
OMXH 25
100
28
EUR
4,388.240
4,515.970
4,260.510
-127.730
-3
120,844
-7
1/01/24 1/08/24 7 - cash -
1/08/24
1/29/24
21
HSI
100
7
HKD
16,224.500
16,077.200
16,373.150
148.650
1
121,885
17
1/29/24 6/17/24 140 - cash -
6/17/24
8/12/24
56
MDAX
100
4
EUR
25,483.500
24,152.900
26,887.404
1,403.904
6
127,501
42
accum 5/15/06
8/12/24 4315
days out of 6898 invested (63%)
1,175
127,501
24
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Athex Large Cap short 12/21/09 12/28/09 7 10,826.20 11,362.60 10,289.80 -536.40 -4.95 1/25/10 4/12/10 77 10,649.60 10,245.80 11,069.31 419.71 3.94 4/19/10 9/20/10 154 9,573.50 7,229.30 12,677.84 3,104.34 32.43 10/18/10 10/25/10 7 7,588.00 7,980.10 7,195.90 -392.10 -5.17 11/22/10 12/06/10 14 6,893.60 7,117.10 6,670.10 -223.50 -3.24 1/10/11 1/17/11 7 6,245.10 6,808.60 5,681.60 -563.50 -9.02 2/14/11 4/04/11 49 7,689.30 6,825.80 8,662.04 972.74 12.65 4/11/11 1/23/12 287 6,815.50 2,949.40 15,749.32 8,933.82 131.08 2/20/12 3/12/12 21 3,483.80 2,958.10 4,102.93 619.13 17.77 4/16/12 9/10/12 147 2,797.90 2,671.70 2,930.06 132.16 4.72 3/23/15 3/30/15 7 2,301.30 2,282.90 2,319.85 18.55 0.81 6/08/15 12/21/15 196 2,291.30 1,819.00 2,886.23 594.93 25.96 12/28/15 5/16/16 140 1,795.00 1,737.80 1,854.08 59.08 3.29 3/02/20 7/06/20 126 1,823.29 1,587.79 2,093.72 270.43 14.83 428.10 ISEQ-Overall 7/23/07 5/11/09 658 8,357.40 2,632.66 26,530.63 18,173.23 217.45 217.45 RTX 3/05/07 3/26/07 21 2,379.50 2,660.73 2,098.27 -281.23 -11.82 6/04/07 7/02/07 28 2,487.04 2,608.16 2,365.92 -121.12 -4.87 4/01/13 8/12/13 133 2,056.99 1,850.70 2,286.27 229.28 11.15 8/19/13 9/30/13 42 1,852.02 1,998.72 1,705.32 -146.70 -7.92 7/21/14 2/09/15 203 1,726.94 1,168.56 2,552.13 825.19 47.78 7/31/17 8/07/17 7 1,364.22 1,401.97 1,326.47 -37.75 -2.77 8/14/17 10/09/17 56 1,394.51 1,540.62 1,248.40 -146.11 -10.48 10.44 SSE 50 ew 11/12/12 11/19/12 7 1,600.92 1,600.92 1,600.92 0.00 0.00 12/16/13 12/23/13 7 1,561.75 1,504.23 1,621.47 59.72 3.82 2/03/14 5/26/14 112 1,427.38 1,424.05 1,430.72 3.34 0.23 6/16/14 6/30/14 14 1,442.82 1,416.67 1,469.45 26.63 1.85 7/19/21 7/26/21 7 2,555.12 2,506.91 2,604.26 49.14 1.92 8.03 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total MDAX 6/17/24 8/12/24 56 25,483.50 24,152.90 26,887.40 1,403.90 5.51 5.51 HSI 9/20/21 9/27/21 7 24,099.10 24,208.80 23,989.40 -109.70 -0.46 10/04/21 10/25/21 21 24,036.40 26,132.00 21,940.80 -2,095.60 -8.72 11/22/21 1/16/23 420 24,951.30 21,746.70 28,628.13 3,676.83 14.74 1/08/24 1/29/24 21 16,224.50 16,077.20 16,373.15 148.65 0.92 5.21 OBX Price 5/08/23 7/17/23 70 546.94 530.88 563.49 16.55 3.03 3.03 IPC 11/13/17 11/20/17 7 48,002.40 47,857.10 48,148.14 145.74 0.30 0.30 IBEX 35 10/16/17 10/23/17 7 10,181.40 10,161.40 10,201.44 20.04 0.20 0.20 NASDAQ-100 5/15/06 10/02/06 140 1,634.78 1,632.81 1,636.75 1.97 0.12 0.12 OMXC 20 11/07/16 12/19/16 42 866.41 872.30 860.53 -5.89 -0.68 1/02/17 1/09/17 7 899.96 896.27 903.67 3.71 0.41 -0.27 MIB 40 5/23/16 5/30/16 7 17,325.10 18,291.40 16,358.80 -966.30 -5.58 6/20/16 8/08/16 49 17,353.40 16,743.80 17,985.19 631.79 3.64 8/15/16 9/05/16 21 16,997.80 17,190.40 16,805.20 -192.60 -1.13 9/12/16 10/10/16 28 16,840.30 16,632.40 17,050.80 210.50 1.25 -2.04 OMXS30 2/05/18 2/25/19 385 1,546.33 1,586.55 1,506.11 -40.22 -2.60 -2.60 OMXH 25 7/31/23 1/01/24 154 4,388.24 4,515.97 4,260.51 -127.73 -2.91 -2.91 SMI® PR 3/13/23 4/10/23 28 10,632.00 11,230.10 10,033.90 -598.10 -5.63 -5.63 ATX 6/03/19 11/04/19 154 2,898.40 3,225.41 2,571.39 -327.01 -11.28 9/21/20 11/16/20 56 2,125.31 2,483.84 1,766.78 -358.53 -16.87 -26.25
Annotations
9/28/23 Nikkei 225 stock split 1:4 (four for one) 2/20/15 Indices Build and analyzed.
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