Assessment - Oil, Gas, Coal in Swiss Franc - 7/01/24 - RS = 8

 ⇐ 

								⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	5/06/24	prc diff	⇓ Δ8		⇓∅-RS
								SOM Oil-Gas-Coal	992.175	8/12/24	0.88	391.978	153.12	392.584	-0.606	-0.15		15.34
								Tourmaline Oil	39.935	8/12/24	4.20	40.803	-2.13	44.371	-3.569	-8.04		-3.65
								Imperial Oil	67.915	8/12/24	3.95	61.339	10.72	62.780	-1.441	-2.30		16.50
								Idemitsu Kōsan	5.649	8/09/24	3.67	5.895	-4.17	6.176	-0.282	-4.56		26.56
								Cenovus Energy	17.169	8/12/24	3.28	17.682	-2.90	18.754	-1.072	-5.71		8.33
								Equinor	25.736	8/12/24	3.19	25.863	-0.49	25.566	0.296	1.16		-1.20
						L		Borr Drilling	5.740	8/12/24	2.88	5.744	-0.07	5.101	0.643	12.61		-2.71
								Cdn Nat Resources	32.287	8/12/24	2.68	32.044	0.76	34.441	-2.397	-6.96		9.69
								ONGC	3.697	8/12/24	2.63	2.957	25.04	3.059	-0.102	-3.34		29.57
								Suncor Energy	36.640	8/12/24	2.28	34.293	6.85	35.233	-0.940	-2.67		14.76
								Shaanxi Coal	2.865	8/12/24	2.12	3.334	-14.07	3.003	0.331	11.04		31.17
						S		Aker BP	21.943	8/12/24	2.05	23.314	-5.88	22.738	0.577	2.54		-0.75
								Vår Energi	2.968	8/12/24	1.89	3.228	-8.05	3.042	0.186	6.11		17.80
								YPF	27.186	8/12/24	1.85	27.102	0.31	27.371	-0.269	-0.98		9.49
						L		China Shenhua HK	3.737	8/12/24	1.57	4.160	-10.15	3.889	0.271	6.97		34.92
								OMV	37.781	8/12/24	1.56	39.507	-4.37	43.090	-3.584	-8.32		-1.43
						L		Eneos	3.836	8/09/24	1.55	4.711	-18.57	4.149	0.562	13.54		29.84
								Inpex	11.454	8/09/24	1.39	13.467	-14.95	13.759	-0.292	-2.12		8.61
								BP	502.177	8/12/24	1.35	546.615	-8.13	581.071	-34.456	-5.93		0.72
						L		Fortum	13.797	8/12/24	1.24	13.589	1.53	12.813	0.776	6.06		15.37
						S		Halliburton	28.356	8/12/24	1.23	30.208	-6.13	33.440	-3.231	-9.66		-8.89
						S		Motor Oil Hellas	21.149	8/12/24	1.21	22.545	-6.19	26.573	-4.028	-15.16		-4.38
								Shell	32.009	8/12/24	0.93	32.838	-2.52	32.967	-0.129	-0.39		13.21
								Subsea 7	16.246	8/12/24	0.79	17.067	-4.81	15.139	1.928	12.73		35.03
								Diamondback Energy	181.891	8/12/24	0.76	184.078	-1.19	184.942	-0.864	-0.47		27.07
								⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	5/06/24	prc diff	⇓ Δ8		⇓∅-RS
								Repsol	12.372	8/12/24	0.67	14.427	-14.24	14.150	0.277	1.96		5.47
								Channel Infra	0.834	8/12/24	0.66	0.812	2.70	0.828	-0.016	-1.97		-0.34
								Sinopec	0.574	8/12/24	0.61	0.585	-1.98	0.552	0.034	6.12		18.89
								Enbridge	35.299	8/12/24	0.60	32.004	10.29	33.250	-1.246	-3.75		2.57
								TotalEnergies	59.822	8/12/24	0.60	61.654	-2.97	65.661	-4.007	-6.10		5.53
								Naturgy	21.556	8/12/24	0.36	20.044	7.54	23.429	-3.385	-14.45		-15.83
								Rubis	26.616	8/12/24	0.22	26.053	2.16	32.000	-5.947	-18.58		12.07
								Galp Energia	18.474	8/12/24	0.16	19.230	-3.93	19.451	-0.221	-1.14		40.38
						S		China Petrol&Chem	0.815	8/12/24	0.15	0.793	2.82	0.794	-0.001	-0.18		7.52
								Hellenic Petroleum	6.853	8/12/24	0.14	7.580	-9.59	8.186	-0.606	-7.40		1.75
								Exxon Mobil	107.532	8/12/24	0.13	103.881	3.51	105.745	-1.864	-1.76		8.14
								Chevron	131.044	8/12/24	0.02	141.436	-7.35	147.001	-5.565	-3.79		2.58
								Bharat Petroleum	3.612	8/12/24		3.299	9.47	3.308	-0.009	-0.27		36.85
								PetroChina	0.772	8/12/24		0.914	-15.57	0.830	0.084	10.14		36.86
								Tokyo Gas	18.881	8/09/24	-0.03	19.434	-2.85	20.989	-1.555	-7.41		-4.02
						S		Woodside Energy	15.276	8/12/24	-0.27	16.977	-10.02	16.412	0.565	3.44		-9.11
								PetroChina	1.081	8/12/24	-0.34	1.294	-16.49	1.258	0.036	2.87		28.54
						S		S-Oil	42.670	8/12/24	-0.61	44.565	-4.25	47.012	-2.447	-5.21		-7.10
						L		CNOOC	2.284	8/12/24	-0.80	2.592	-11.88	2.286	0.306	13.39		57.87
						L		Viridien	35.930	8/12/24	-0.83	0.482	7,355.75	0.396	0.086	21.59		-8.26
								Santos	4.579	8/12/24	-0.91	4.585	-0.13	4.492	0.093	2.08		4.17
								Reliance Industries	31.646	8/12/24	-0.93	33.803	-6.38	30.781	3.021	9.82		19.92
								Coal India	5.676	8/12/24	-1.10	5.144	10.35	4.994	0.150	3.00		43.00
								Osaka Gas	18.825	8/09/24	-2.49	19.591	-3.91	20.495	-0.904	-4.41		16.70
Oil, Gas, Coal - 48 out of 48 instruments rated - 7/01/24 / 5/06/24 - 19 did rise, Market-Ratio(8) in CHF = 39.58 %

 

Technical Chart

	Oil, Gas, Coal RS = 8 - B/S = 15/57
1/03/22	scale up chart	7/01/24

 

Transactions Oil, Gas, Coal in Swiss Franc * S8 - 15/57 (2)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		6/12/06	161				- cash -
short	6/12/06	7/17/06	35				YPF	50	106		47.167	52.036	42.297	-4.869	-10	9,484	-68
							S-Oil	50	62,877		0.080	0.083	0.076	-0.003	-4	9,281	-35
100									-7							-54
7/17/06		7/14/08	728				- cash -
	7/14/08	1/12/09	182				Viridien	50	4		1,145.485	518.304	2,531.594	1,386.109	121	14,826	391
							China Petrol&Chem	50	3,666		1.281	0.962	1.706	0.425	33	16,383	78