Assessment - Indices - 4/19/21 - RS = 17
⇐
⇓ freshest
⇓ 4/19/21
⇓ 12/21/20
prc diff
⇓ Curr
∅-RS
Kospi 50
2,982.620
06:30
0.09
3,027.190
-1.47
2,596.560
430.630
16.58
KRW
32.15
L
ATX
3,183.990
15:50
1.01
3,227.690
-1.35
2,656.930
570.760
21.48
EUR
31.26
L
Athex Large Cap
2,164.470
14:19
2.09
2,117.490
2.22
1,838.080
279.410
15.20
EUR
28.13
L
OMXS30
2,232.420
15:34
0.19
2,257.600
-1.12
1,845.110
412.490
22.36
SEK
23.65
SDAX
16,044.300
15:55
1.99
15,927.400
0.73
14,258.000
1,669.400
11.71
EUR
23.39
L
ISEQ-Overall
8,020.250
16:05
0.42
8,148.540
-1.57
7,302.060
846.480
11.59
EUR
22.51
NASDAQ-100
13,946.500
16:50
0.08
13,907.700
0.28
12,690.300
1,217.400
9.59
USD
21.88
L
CAC 40
6,267.280
16:05
0.91
6,296.690
-0.47
5,393.340
903.350
16.75
EUR
21.62
Nikkei 225
29,188.200
06:15
2.38
29,685.400
-1.67
26,714.400
2,971.000
11.12
JPY
21.36
L
AEX
712.940
16:05
0.50
711.940
0.14
609.390
102.550
16.83
EUR
21.09
L
S&P 500
4,177.630
16:50
0.10
4,163.260
0.35
3,694.920
468.340
12.68
USD
21.01
L
MIB 40
24,398.400
15:35
0.98
24,691.500
-1.19
21,410.500
3,281.000
15.32
EUR
20.54
L
DJIA
34,020.100
14:10
-0.34
34,077.600
-0.17
30,216.400
3,861.200
12.78
USD
20.29
L
CAC Mid 60
14,700.700
16:05
0.73
14,905.000
-1.37
13,076.500
1,828.500
13.98
EUR
20.19
L
S&P 100
1,899.390
16:50
0.03
1,899.050
0.02
1,693.020
206.030
12.17
USD
20.16
L
S&P Global 100
2,797.840
16:46
0.06
2,806.680
-0.31
2,505.500
301.180
12.02
USD
19.82
L
IPC
48,952.400
16:32
0.17
48,072.600
1.83
43,246.200
4,826.400
11.16
MXN
19.76
L
Euro Stoxx 50
4,014.800
15:50
0.97
4,019.910
-0.13
3,448.680
571.230
16.56
EUR
19.67
L
DAX
15,320.500
15:51
0.82
15,368.400
-0.31
13,246.300
2,122.100
16.02
EUR
19.14
L
CDAX
1,439.570
15:55
0.96
1,445.110
-0.38
1,255.660
189.450
15.09
EUR
18.97
DJ Global Titans
480.370
16:46
0.03
480.670
-0.06
432.090
48.580
11.24
USD
18.83
BSE Sensex
48,080.700
10:10
0.79
47,949.400
0.27
45,554.000
2,395.400
5.26
INR
18.78
L
OMXH 25
5,118.960
15:36
1.19
5,127.730
-0.17
4,468.940
658.790
14.74
EUR
18.62
L
OBX Price
509.250
15:05
1.08
514.370
-1.00
447.600
66.770
14.92
NOK
18.60
L
STI
3,187.780
09:20
1.04
3,209.720
-0.68
2,846.520
363.200
12.76
SGD
18.32
⇓ freshest
⇓ 4/19/21
⇓ 12/21/20
prc diff
⇓ Curr
∅-RS
MDAX
32,872.900
15:52
1.01
33,098.500
-0.68
29,866.500
3,232.000
10.82
EUR
18.26
L
IBEX 35
8,656.800
15:38
1.61
8,711.400
-0.63
7,789.800
921.600
11.83
EUR
16.37
L
CAC Next 20
19,153.800
16:05
0.67
19,287.600
-0.69
17,656.700
1,630.900
9.24
EUR
16.19
L
BEL 20
4,032.010
16:05
1.23
3,996.900
0.88
3,570.160
426.740
11.95
EUR
15.46
L
TSX 60
1,136.410
16:52
-0.29
1,145.180
-0.77
1,042.400
102.780
9.86
CAD
14.78
L
SLI® PR
1,813.100
15:30
0.03
1,824.190
-0.61
1,623.850
200.340
12.34
CHF
14.34
RTX
1,939.230
15:51
2.18
1,913.410
1.35
1,722.840
190.570
11.06
USD
14.08
L
ASX 50
6,797.800
06:16
0.88
6,798.700
-0.01
6,407.900
390.800
6.10
AUD
13.11
L
Stoxx 50
3,407.580
15:50
0.63
3,412.000
-0.13
3,018.020
393.980
13.05
EUR
12.46
HSI
28,755.300
08:08
0.47
29,106.200
-1.21
26,306.700
2,799.500
10.64
HKD
12.28
OMXC 20
1,546.470
15:05
1.93
1,512.270
2.26
1,441.990
70.280
4.87
DKK
12.17
L
FTSE
6,938.240
15:35
0.62
7,000.080
-0.88
6,416.320
583.760
9.10
GBP
11.91
TecDAX
3,531.880
15:54
1.47
3,511.390
0.58
3,136.290
375.100
11.96
EUR
11.77
L
PSI 20
5,010.650
16:05
1.16
5,012.570
-0.04
4,658.490
354.080
7.60
EUR
11.60
L
SMI® PR
11,224.900
15:30
0.14
11,209.800
0.13
10,305.500
904.300
8.77
CHF
8.20
NZX 50
12,577.500
05:00
0.34
12,767.800
-1.49
12,607.700
160.100
1.27
NZD
6.66
Merval
47,616.500
Wed
1.54
48,026.300
-0.85
50,159.900
-2,133.600
-4.25
ARS
5.09
SSE 50 ew
2,593.410
07:00
-0.42
2,616.110
-0.87
2,718.080
-101.970
-3.75
CNY
0.63
Indices - 43 out of 43 instruments rated - 4/19/21 / 12/21/20 - 41 did rise, Market-Ratio(17) = 95.35 %
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 4/22/21 157 - cash -
accum 5/15/06
11/16/20 3430
days out of 5589 invested (61%)
1,114
121,370
30
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 5.99 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 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
