Assessment - Indices - 12/06/21 - RS = 17
⇐
⇓ freshest
⇓ 12/06/21
⇓ 8/09/21
prc diff
⇓ Curr
∅-RS
L
Merval
89,242.800
Tue
1.08
88,287.400
1.08
66,096.400
22,191.000
33.57
ARS
47.58
ATX
3,812.800
Wed
-0.24
3,745.000
1.81
3,577.090
167.910
4.69
EUR
13.14
NASDAQ-100
16,394.300
Wed
0.42
15,846.200
3.46
15,133.100
713.100
4.71
USD
12.34
S&P 100
2,170.380
Wed
0.29
2,120.010
2.38
2,030.040
89.970
4.43
USD
11.17
S&P 500
4,701.210
Wed
0.31
4,591.670
2.39
4,432.350
159.320
3.59
USD
10.11
OMXC 20
1,833.040
Wed
0.78
1,762.320
4.01
1,807.380
-45.060
-2.49
DKK
9.78
CAC 40
7,014.570
Wed
-0.72
6,865.780
2.17
6,813.180
52.600
0.77
EUR
9.66
DJ Global Titans
543.170
06:32
0.41
528.650
2.75
512.030
16.620
3.25
USD
9.53
S&P Global 100
3,132.640
06:33
0.38
3,061.280
2.33
2,965.960
95.320
3.21
USD
9.31
TSX 60
1,277.680
Wed
-0.29
1,264.320
1.06
1,230.100
34.220
2.78
CAD
8.62
AEX
797.720
Wed
-1.00
778.430
2.48
771.800
6.630
0.86
EUR
8.55
BSE Sensex
58,649.700
Wed
1.76
56,747.100
3.35
54,402.900
2,344.200
4.31
INR
8.24
SMI® PR
12,597.400
Wed
0.67
12,375.300
1.79
12,178.700
196.600
1.61
CHF
8.00
SLI® PR
2,033.540
Wed
0.40
1,992.120
2.08
1,980.080
12.040
0.61
CHF
7.80
MIB 40
26,751.900
Wed
-1.42
26,498.100
0.96
26,139.400
358.700
1.37
EUR
7.56
PSI 20
5,513.400
Wed
-0.97
5,510.330
0.06
5,151.980
358.350
6.96
EUR
7.43
RTX
2,143.630
Wed
-2.29
2,212.900
-3.13
2,138.260
74.640
3.49
USD
7.39
Stoxx 50
3,726.780
Wed
-0.59
3,663.110
1.74
3,624.990
38.120
1.05
EUR
7.33
OBX Price
564.530
Wed
-0.17
550.770
2.50
539.890
10.880
2.02
NOK
6.24
TecDAX
3,862.390
Wed
-0.75
3,752.950
2.92
3,832.260
-79.310
-2.07
EUR
6.16
DJIA
35,754.800
Wed
0.10
35,227.000
1.50
35,101.900
125.100
0.36
USD
5.16
Euro Stoxx 50
4,233.090
Wed
-1.01
4,137.110
2.32
4,177.150
-40.040
-0.96
EUR
4.79
FTSE
7,337.350
Wed
-0.03
7,232.280
1.45
7,132.300
99.980
1.40
GBP
4.40
OMXS30
2,326.550
Wed
-0.36
2,285.530
1.79
2,384.760
-99.230
-4.16
SEK
4.34
IPC
51,056.300
Wed
0.27
50,605.600
0.89
50,900.500
-294.900
-0.58
MXN
4.04
⇓ freshest
⇓ 12/06/21
⇓ 8/09/21
prc diff
⇓ Curr
∅-RS
BEL 20
4,186.860
Wed
-0.96
4,182.550
0.10
4,316.410
-133.860
-3.10
EUR
4.00
OMXH 25
5,504.750
Wed
-0.27
5,322.410
3.43
5,684.560
-362.150
-6.37
EUR
3.04
CAC Mid 60
15,232.700
Wed
-0.69
15,109.500
0.82
15,371.200
-261.700
-1.70
EUR
2.96
DAX
15,687.100
Wed
-0.80
15,380.800
1.99
15,745.400
-364.600
-2.32
EUR
2.69
MDAX
34,704.400
Wed
-0.39
33,996.900
2.08
35,606.700
-1,609.800
-4.52
EUR
2.24
Athex Large Cap
2,146.360
Wed
0.02
2,110.680
1.69
2,144.150
-33.470
-1.56
EUR
1.88
CDAX
1,467.550
Wed
-0.74
1,438.670
2.01
1,493.050
-54.380
-3.64
EUR
1.65
ASX 50
7,070.800
06:01
-0.22
6,947.600
1.77
7,305.200
-357.600
-4.90
AUD
1.58
STI
3,129.770
Wed
-0.16
3,116.320
0.43
3,177.180
-60.860
-1.92
SGD
1.05
SDAX
16,574.000
Wed
-0.60
16,113.400
2.86
16,731.800
-618.400
-3.70
EUR
0.98
ISEQ-Overall
8,231.330
Wed
-0.43
8,099.100
1.63
8,388.590
-289.490
-3.45
EUR
0.49
CAC Next 20
19,323.500
Wed
-0.40
19,153.400
0.89
19,712.600
-559.200
-2.84
EUR
0.31
S
NZX 50
12,771.800
04:51
-0.75
12,597.800
1.38
12,700.800
-103.000
-0.81
NZD
-1.37
S
IBEX 35
8,478.400
Wed
-0.95
8,439.700
0.46
8,865.900
-426.200
-4.81
EUR
-2.43
S
Nikkei 225
28,860.600
Wed
1.42
27,927.400
3.34
27,820.000
107.400
0.39
JPY
-2.69
L
SSE 50 ew
2,567.940
Wed
1.47
2,514.200
2.14
2,537.020
-22.820
-0.90
CNY
-4.05
S
Kospi 50
2,782.050
Wed
0.37
2,752.450
1.08
3,011.150
-258.700
-8.59
KRW
-4.33
S
HSI
23,996.900
Wed
0.06
23,349.400
2.77
26,283.400
-2,934.000
-11.16
HKD
-14.15
Indices - 43 out of 43 instruments rated - 12/06/21 / 8/09/21 - 21 did rise, Market-Ratio(17) = 48.84 %
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
12/08/21
16
HSI
100
4
HKD
24,951.300
23,996.900
25,943.658
992.358
4
116,622
143
accum 5/15/06
12/08/21 3482
days out of 5820 invested (60%)
1,066
116,622
29
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 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 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 12/08/21 16 24,951.30 23,996.90 25,943.66 992.36 3.98 -5.52 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
2/20/15 Indices Build and analyzed.
write an annotation
