Share-o-matic - Portfolio

Thu, Nov 21st, 2024, 9:26UTC

Assessment - SP Global 100 - 7/01/24 - RS = 39

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	10/02/23	prc diff	⇓ Δ39	Curr	∅-RS
	L	S&P Global 100	3,757.070	8/12	0.32	3,950.270	-4.89	2,975.600	974.670	32.76	USD	20.37
	L	ABB	45.510	8/12	0.55	50.380	-9.67	32.950	17.430	52.90	CHF	36.38
		Barclays	220.100	8/12	0.85	213.200	3.24	155.820	57.380	36.82	GBP	28.79
		General Electric	166.870	8/12	-0.16	158.970	4.97	108.790	50.180	46.13	USD	27.22
	L	Alphabet A	162.290	8/12	-0.84	182.990	-11.31	134.170	48.820	36.39	USD	26.77
		Deutsche Bank	13.308	8/12	0.14	15.406	-13.62	10.116	5.290	52.29	EUR	26.34
		Schneider Electric	211.250	8/12	0.38	225.350	-6.26	154.780	70.570	45.59	EUR	25.49
	L	Goldman Sachs	485.500	8/12	-0.97	463.660	4.71	318.500	145.160	45.58	USD	24.06
		UnibailRodaWestfield	5.550	8/12	0.73	6.020	-7.81	3.840	2.180	56.77	AUD	22.04
	L	HP	33.780	8/12	0.72	34.970	-3.40	25.670	9.300	36.23	USD	21.53
	L	Walmart	68.700	8/12	1.10	67.480	1.81	53.367	14.113	26.45	USD	21.39
		Citigroup	57.840	8/12		63.430	-8.81	40.500	22.930	56.62	USD	21.33
		Microsoft	406.810	8/12	0.19	456.730	-10.93	321.800	134.930	41.93	USD	21.25
	L	Philips	26.060	8/12	-0.91	23.450	11.13	18.828	4.622	24.55	EUR	19.61
	L	Colgate-Palmolive	101.280	8/12	-0.77	95.540	6.01	70.760	24.780	35.02	USD	19.60
		JP Morgan Chase	206.190	8/12	0.19	205.450	0.36	143.770	61.680	42.90	USD	18.62
	L	Apple	217.530	8/12	0.71	216.750	0.36	173.750	43.000	24.75	USD	18.50
	L	Münchener Rück	439.200	8/12	1.01	466.900	-5.93	368.400	98.500	26.74	EUR	18.31
	L	Raytheon Tech	116.600	8/12	0.39	99.550	17.13	71.340	28.210	39.54	USD	18.28
		ING Groep	15.232	8/12	0.21	16.358	-6.88	12.478	3.880	31.09	EUR	17.84
		UBS	24.850	8/12	0.44	26.980	-7.89	22.420	4.560	20.34	CHF	17.63
		Saint-Gobain	73.560	8/12	-0.41	74.500	-1.26	54.710	19.790	36.17	EUR	16.74
	L	Texas Instruments	192.060	8/12	-0.08	194.600	-1.31	159.950	34.650	21.66	USD	16.11
	L	AstraZeneca	12,780.000	8/12	0.63	12,304.000	3.87	10,950.000	1,354.000	12.37	GBP	15.63
		Banco Santander	4.089	8/12	-0.24	4.448	-8.06	3.573	0.875	24.49	EUR	15.44
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	10/02/23	prc diff	⇓ Δ39	Curr	∅-RS
	L	Unilever	55.100	8/12	-0.36	51.340	7.32	46.515	4.825	10.37	EUR	13.47
	L	Anglo American	2,232.500	8/12	0.29	2,432.500	-8.22	2,236.500	196.000	8.76	GBP	12.89
		Swiss Re	104.000	8/12	0.10	112.400	-7.47	92.920	19.480	20.96	CHF	12.30
	L	Morgan Stanley	94.840	8/12	0.13	99.160	-4.36	80.410	18.750	23.32	USD	12.20
		Merck (MSD)	113.480	8/12	-0.93	127.900	-11.27	102.550	25.350	24.72	USD	11.58
		Aegon	5.562	8/12	0.22	5.856	-5.02	4.566	1.290	28.25	EUR	11.53
		Canon	4,525.000	8/09	1.64	4,407.000	2.68	3,582.000	825.000	23.03	JPY	11.50
		Caterpillar	336.030	8/12	-0.66	329.080	2.11	271.720	57.360	21.11	USD	11.20
		Aviva	484.200	8/12	0.35	476.000	1.72	381.700	94.300	24.71	GBP	10.82
	L	Ericsson	71.080	8/12	1.14	67.100	5.93	52.510	14.590	27.79	SEK	9.98
	L	DuPont	78.330	8/12	-0.25	79.270	-1.19	73.320	5.950	8.12	USD	9.50
		Banco Bilbao Viz	8.924	8/12	0.27	9.500	-6.06	7.692	1.808	23.50	EUR	9.25
	L	HSBC	643.900	8/12	0.22	690.900	-6.80	639.800	51.100	7.99	GBP	9.01
	L	Procter & Gamble	166.810	8/12	-2.19	162.720	2.51	145.190	17.530	12.07	USD	8.63
	L	Philip Morris	116.090	8/12	0.07	101.250	14.66	91.410	9.840	10.76	USD	8.21
		Telefónica	4.032	8/12	0.12	3.983	1.23	3.823	0.160	4.19	EUR	8.08
		Siemens	157.200	8/12	0.01	177.120	-11.25	134.440	42.680	31.75	EUR	7.94
		Marsh & McLennan	217.350	8/12	-1.23	210.250	3.38	188.770	21.480	11.38	USD	7.93
		Allianz	255.900	8/12		262.500	-2.51	222.700	39.800	17.87	EUR	7.44
		Shell	33.025	8/12	0.93	33.880	-2.52	30.230	3.650	12.07	EUR	7.36
		Samsung Electronics	75,500.000	8/12	1.07	81,800.000	-7.70	68,400.000	13,400.000	19.59	KRW	7.07
		IBM	189.480	8/12	-1.03	175.100	8.21	140.800	34.300	24.36	USD	6.95
		Toyota	2,447.500	8/09	-0.14	3,284.000	-25.47	2,687.000	597.000	22.22	JPY	6.66
	L	Deutsche Telekom	24.730	8/12	0.49	23.680	4.43	19.926	3.754	18.84	EUR	6.60
	L	Fox A	38.830	8/12	-1.27	34.120	13.80	30.850	3.270	10.60	USD	6.22
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	10/02/23	prc diff	⇓ Δ39	Curr	∅-RS
		GSK	1,572.000	8/12	0.42	1,526.000	3.01	1,484.000	42.000	2.83	GBP	5.65
		Standard Chartered	722.000	8/12	0.92	732.200	-1.39	753.800	-21.600	-2.87	GBP	5.64
		L´Oreal	376.650	8/12	-1.59	412.250	-8.64	393.700	18.550	4.71	EUR	5.47
	L	Novartis	96.740	8/12	0.16	96.720	0.02	93.370	3.350	3.59	CHF	5.45
		Bridgestone	5,582.000	8/09	-1.33	6,295.000	-11.33	5,840.000	455.000	7.79	JPY	5.28
	L	Coca-Cola	68.170	8/12	-0.74	63.280	7.73	55.480	7.800	14.06	USD	5.27
		E.on	12.325	8/12	0.78	12.205	0.98	10.895	1.310	12.02	EUR	4.41
		Vivendi	9.488	8/12	0.40	9.874	-3.91	8.352	1.522	18.22	EUR	4.40
		TotalEnergies	61.720	8/12	0.60	63.610	-2.97	61.550	2.060	3.35	EUR	2.12
	L	3M	123.360	8/12	-0.65	100.610	22.61	90.220	10.390	11.52	USD	2.10
		Honda Motor	1,420.000	8/09	-0.14	1,760.500	-19.34	1,688.500	72.000	4.26	JPY	1.39
		Seven & i	1,672.500	8/09	-0.54	1,960.000	-14.67	1,925.000	35.000	1.82	JPY	0.73
		Axa	32.350	8/12	-0.77	31.260	3.49	27.685	3.575	12.91	EUR	0.60
		Repsol	12.765	8/12	0.67	14.885	-14.24	15.345	-0.460	-3.00	EUR	0.36
		Exxon Mobil	119.000	8/12	0.13	114.960	3.51	115.630	-0.670	-0.58	USD	0.00
		Rio Tinto	4,942.000	8/12	0.56	5,234.000	-5.58	5,120.000	114.000	2.23	GBP	-0.91
		Chevron	145.020	8/12	0.02	156.520	-7.35	166.540	-10.020	-6.02	USD	-1.57
	S	Sony	12,325.000	8/09	0.28	13,750.000	-10.36	12,205.000	1,545.000	12.66	JPY	-2.02
	S	Ford Motor	9.860	8/12	-2.38	12.760	-22.73	12.310	0.450	3.66	USD	-2.45
	L	Vodafone	74.440	8/12	0.87	70.240	5.98	76.820	-6.580	-8.57	GBP	-2.49
	S	BASF	41.280	8/12	-0.22	44.390	-7.01	41.890	2.500	5.97	EUR	-2.61
		PepsiCo	171.420	8/12	-0.56	162.890	5.24	169.170	-6.280	-3.71	USD	-3.82
	L	Nestlé	88.640	8/12	-0.40	91.880	-3.53	102.760	-10.880	-10.59	CHF	-4.40
	S	Mercedes-Benz	57.480	8/12	-0.57	64.800	-11.30	65.610	-0.810	-1.23	EUR	-4.70
		Sanofi	95.670	8/12	-0.60	91.850	4.16	101.820	-9.970	-9.79	EUR	-4.86
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	10/02/23	prc diff	⇓ Δ39	Curr	∅-RS
		BP	439.600	8/12	1.35	478.500	-8.13	519.100	-40.600	-7.82	GBP	-5.19
		Societe Generale	20.520	8/12	0.44	22.600	-9.20	22.855	-0.255	-1.12	EUR	-5.83
	S	LVMH	635.100	8/12	-0.14	712.000	-10.80	714.900	-2.900	-0.41	EUR	-6.25
		BHP	2,094.000	8/12	-0.14	2,286.000	-8.40	2,310.000	-24.000	-1.04	GBP	-6.26
		Nike	74.640	8/12	0.40	76.830	-2.85	94.560	-17.730	-18.75	USD	-6.53
	S	Johnson & Johnson	159.880	8/12	-0.46	146.440	9.18	155.150	-8.710	-5.61	USD	-7.04
	L	RWE	32.360	8/12	1.70	32.600	-0.74	34.040	-1.440	-4.23	EUR	-7.27
	S	Volkswagen	93.500	8/12	-0.47	106.050	-11.83	109.000	-2.950	-2.71	EUR	-8.53
	S	McDonald´s	269.460	8/12	0.58	249.990	7.79	257.750	-7.760	-3.01	USD	-9.22
	L	Pfizer	28.450	8/12	-0.35	28.220	0.82	33.940	-5.720	-16.85	USD	-11.15
	S	Nissan Motor	410.200	8/09	-0.56	552.400	-25.74	663.000	-110.600	-16.68	JPY	-11.22
		Carrefour	13.730	8/12	-0.36	13.395	2.50	16.125	-2.730	-16.93	EUR	-11.75
	S	Orange	10.115	8/12	-0.25	9.426	7.31	10.896	-1.470	-13.49	EUR	-12.71
	S	Engie	15.335	8/12	0.49	13.730	11.69	14.278	-0.548	-3.84	EUR	-12.95
	S	Kimberly-Clark	34.140	8/12	-1.01	31.270	9.18	34.700	-3.430	-9.88	MXN	-13.01
	S	Diageo	2,451.500	8/12	1.03	2,480.000	-1.15	3,008.000	-528.000	-17.55	GBP	-13.31
	S	National Grid	978.400	8/12	-0.04	885.400	10.50	949.800	-64.400	-6.78	GBP	-13.65
		Panasonic	1,058.500	8/09	1.34	1,318.000	-19.69	1,680.000	-362.000	-21.55	JPY	-15.72
	S	Intel	19.360	8/12	-1.78	30.840	-37.22	35.460	-4.620	-13.03	USD	-17.91
		Prudential	635.400	8/12	0.41	714.200	-11.03	860.200	-146.000	-16.97	GBP	-18.98
	S	Bristol-Myers	47.060	8/12	0.73	41.300	13.95	57.850	-16.550	-28.61	USD	-22.23
	L	Bayer	25.960	8/12	-0.04	26.170	-0.80	44.865	-18.695	-41.67	EUR	-25.49
SP Global 100 - 96 out of 96 instruments rated - 7/01/24 / 10/02/23 - 65 did rise, Market-Ratio(39) = 67.71 %

Technical Chart

	SP Global 100 RS = 39 - B/S = 44/68

1/06/20	scale up chart	7/01/24

Transactions SP Global 100 * S39 - 44/68 (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		1/14/08	742		- cash -
short	1/14/08	7/20/09	553		Citigroup	100	34	USD	290.600	27.900	3,026.823	2,736.223	942	103,032	370
7/20/09		8/01/11	742		- cash -
	8/01/11	5/14/12	287		Carrefour	100	5,131	EUR	20.080	14.000	28.801	8.721	43	147,776	58
5/14/12		10/20/14	889		- cash -
	10/20/14	11/03/14	14		Deutsche Bank	100	6,858	EUR	21.545	22.134	20.956	-0.589	-3	143,736	-51
11/03/14		8/24/15	294		- cash -
	8/24/15	11/07/16	441		RWE	100	10,872	EUR	13.220	14.460	11.980	-1.240	-9	130,255	-8
11/07/16		6/25/18	595		- cash -
	6/25/18	9/16/19	448		Deutsche Bank	100	14,067	EUR	9.259	7.496	11.437	2.178	24	160,887	19
9/16/19		3/09/20	175		- cash -
	3/09/20	12/07/20	273		DuPont	100	4,577	USD	35.150	65.430	4.870	-30.280	-86	22,296	-93
12/07/20		3/07/22	455		- cash -
	3/07/22	4/03/23	392		Vivendi	100	2,075	EUR	10.740	9.282	12.427	1.687	16	25,796	15
4/03/23		10/23/23	203		- cash -
	10/23/23	12/18/23	56		Pfizer	100	836	USD	30.840	28.640	33.209	2.369	8	27,777	62
12/18/23		11/21/24	339		- cash -
accum	1/14/08	12/18/23	2464	days out of 6898 invested (36%)								178		27,777	16

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Citigroup	short	1/14/08	7/20/09	553	290.60	27.90	3,026.82	2,736.22	941.58	941.58
Carrefour		8/01/11	5/14/12	287	20.08	14.00	28.80	8.72	43.43	43.43
Deutsche Bank		10/20/14	11/03/14	14	21.55	22.13	20.96	-0.59	-2.73
		6/25/18	9/16/19	448	9.26	7.50	11.44	2.18	23.52	20.14
Vivendi		3/07/22	4/03/23	392	10.74	9.28	12.43	1.69	15.71	15.71
Pfizer		10/23/23	12/18/23	56	30.84	28.64	33.21	2.37	7.68	7.68
RWE		8/24/15	11/07/16	441	13.22	14.46	11.98	-1.24	-9.38	-9.38
DuPont		3/09/20	12/07/20	273	35.15	65.43	4.87	-30.28	-86.15	-86.15

Annotations

2/28/24	Seven & i	stock split 1:3 (three for one)
2/26/24	Walmart	stock split 1:3 (three for one)
9/28/23	Honda Motor	stock split 1:3 (three for one)
7/18/22	Alphabet A	stock split 1:20 (twenty for one)
	GlaxoSmithKline	demergers OTC business -> Haleon
9/29/21	Toyota	stock split 1:5 (five for one)
8/02/21	General Electric	reverse stock split 8:1 (eight become one)
4/03/20	Raytheon Tech	spin-off Carrier and Otis = split 1000:1589 due to UTX-RTN merger
5/04/18	Samsung Electronics	stock split 1:50 (fifty for one)
10/04/16	SP Global 100	EMC² removed (acquired by Dell)
9/12/16	E.on	demerger of Uniper (power plants) 10 + 1 (one additional Uniper for ten E.on)
12/24/15	Nike	stock split 1:2 (two for one)
11/02/15	Hewlett-Packard	forward stock split 1000:2202 (two thousand two hundred and two for one thousand)
	Hewlett-Packard	spin-off of HP Enterprise
10/02/15	Google A	changes name to Alphabet
4/24/15	GDF Suez	changes name to Engie


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