Assessment - Euro STOXX 50 in Euro - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								Euro Stoxx 50	4,671.880	8/12/24	-0.07	4,929.990	-5.24	4,521.650	408.340	9.03		7.68
								ASML	784.600	8/12/24	0.08	954.300	-17.78	681.700	272.600	39.99		39.28
								Unicredit	34.570	8/12/24	0.38	36.205	-4.52	24.565	11.640	47.38		27.09
								Schneider Electric	211.250	8/12/24	0.38	225.350	-6.26	181.780	43.570	23.97		25.49
								SAP	189.300	8/12/24	-0.33	185.680	1.95	139.480	46.200	33.12		22.16
								Intesa Sanpaolo	3.471	8/12/24	0.54	3.582	-3.10	2.644	0.938	35.48		22.08
								Inditex	44.250	8/12/24	0.07	45.900	-3.59	39.430	6.470	16.41		22.07
								Safran	192.200	8/12/24	-0.18	202.100	-4.90	159.460	42.640	26.74		19.89
								Wolters Kluwer	150.000	8/12/24	0.20	153.550	-2.31	128.700	24.850	19.31		19.74
								Ferrari	385.700	8/12/24		382.200	0.92	305.200	77.000	25.23		18.71
						L		Münchener Rück	439.200	8/12/24	1.01	466.900	-5.93	375.100	91.800	24.47		18.31
								Adidas	212.400	8/12/24	-1.03	219.500	-3.23	184.160	35.340	19.19		17.93
								ING Groep	15.232	8/12/24	0.21	16.358	-6.88	13.526	2.832	20.94		17.84
								Saint-Gobain	73.560	8/12/24	-0.41	74.500	-1.26	66.660	7.840	11.76		16.74
						L		Prosus	32.850	8/12/24	1.77	33.115	-0.80	26.985	6.130	22.72		16.12
								Banco Santander	4.089	8/12/24	-0.24	4.448	-8.06	3.780	0.668	17.67		15.44
								EssilorLuxottica	207.300	8/12/24	-0.58	201.800	2.73	181.600	20.200	11.12		12.35
								Banco Bilbao Viz	8.924	8/12/24	0.27	9.500	-6.06	8.226	1.274	15.49		9.25
								Adyen	1,098.000	8/12/24	1.14	1,113.200	-1.37	1,166.600	-53.400	-4.58		9.22
								Siemens	157.200	8/12/24	0.01	177.120	-11.25	169.920	7.200	4.24		7.94
								Allianz	255.900	8/12/24		262.500	-2.51	241.950	20.550	8.49		7.44
						L		Infineon	30.280	8/12/24	0.36	34.365	-11.89	37.800	-3.435	-9.09		7.08
						L		Nordea Bank	10.420	8/12/24	-0.19	11.415	-8.72	11.226	0.189	1.68		6.97
						L		Iberdrola	12.105	8/12/24	0.29	12.320	-1.75	11.870	0.450	3.79		6.71
						L		Deutsche Telekom	24.730	8/12/24	0.49	23.680	4.43	21.750	1.930	8.87		6.60
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								Deutsche Börse	185.150	8/12/24	0.54	190.500	-2.81	186.500	4.000	2.14		6.10
								L´Oreal	376.650	8/12/24	-1.59	412.250	-8.64	450.650	-38.400	-8.52		5.47
								Vivendi	9.488	8/12/24	0.40	9.874	-3.91	9.676	0.198	2.05		4.40
								Airbus	133.760	8/12/24	-0.45	131.640	1.61	139.780	-8.140	-5.82		3.35
								Danone	60.140	8/12/24	0.07	57.700	4.23	58.680	-0.980	-1.67		2.97
								TotalEnergies	61.720	8/12/24	0.60	63.610	-2.97	61.600	2.010	3.26		2.12
								Enel	6.438	8/12/24	0.44	6.607	-2.56	6.730	-0.123	-1.83		2.05
						L		Nokia	3.518	8/12/24	1.05	3.670	-4.14	3.052	0.618	20.23		1.09
								Anheuser-Busch InBev	55.200	8/12/24	-0.47	54.440	1.40	58.420	-3.980	-6.81		1.03
								Axa	32.350	8/12/24	-0.77	31.260	3.49	29.490	1.770	6.00		0.60
						L		Ahold Delhaize	29.720	8/12/24	-0.30	27.960	6.29	26.015	1.945	7.48		-0.42
								BNP Paribas	59.250	8/12/24		61.670	-3.92	62.590	-0.920	-1.47		-1.82
						S		BASF	41.280	8/12/24	-0.22	44.390	-7.01	48.780	-4.390	-9.00		-2.61
						S		Stellantis	13.980	8/12/24	-0.57	18.634	-24.98	21.150	-2.516	-11.90		-3.30
						S		Mercedes-Benz	57.480	8/12/24	-0.57	64.800	-11.30	62.550	2.250	3.60		-4.70
								Sanofi	95.670	8/12/24	-0.60	91.850	4.16	89.760	2.090	2.33		-4.86
						S		LVMH	635.100	8/12/24	-0.14	712.000	-10.80	733.600	-21.600	-2.94		-6.25
						S		Air Liquide	162.300	8/12/24	-0.79	162.620	-0.20	176.120	-13.500	-7.67		-6.52
						S		Eni	14.456	8/12/24	1.09	14.532	-0.52	15.348	-0.816	-5.32		-7.22
						S		Volkswagen	93.500	8/12/24	-0.47	106.050	-11.83	111.800	-5.750	-5.14		-8.53
								Deutsche Post	36.040	8/12/24	-0.36	38.520	-6.44	44.855	-6.335	-14.12		-9.28
						S		Vinci	102.650	8/12/24	-0.77	100.900	1.73	113.700	-12.800	-11.26		-10.60
						S		BMW	78.980	8/12/24	-0.90	89.140	-11.40	100.780	-11.640	-11.55		-12.27
						S		Pernod Ricard	121.800	8/12/24	-0.33	126.950	-4.06	159.750	-32.800	-20.53		-18.73
						S		Kering	249.850	8/12/24	-1.85	336.000	-25.64	399.000	-63.000	-15.79		-25.11
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						L		Bayer	25.960	8/12/24	-0.04	26.170	-0.80	33.630	-7.460	-22.18		-25.49
Euro 50 - 50 out of 50 instruments rated - 7/01/24 / 1/01/24 - 30 did rise, Market-Ratio(26) in EUR = 60.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions Euro STOXX 50 in Euro * Mixed Cut L13 - 60/54 (2) - S20 - 12/26 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		7/17/06	196				- cash -
short	7/17/06	7/24/06	7				Airbus	100	494		20.220	21.560	18.880	-1.340	-7	9,338	-97
7/24/06		8/14/06	21				- cash -
long	8/14/06	3/19/07	217				UnibailRodaWestfield	50	35		133.231	193.176		59.945	45	11,436	87
							Inditex	50	695		6.722	9.032		2.310	34	13,042	64
3/19/07		4/09/07	21				- cash -
	4/09/07	7/23/07	105				Mercedes-Benz	50	104		62.330	66.890		4.560	7	13,516	28
							Volkswagen	50	88		74.500	77.730		3.230	4	13,800	16
7/23/07		11/05/07	105				- cash -
	11/05/07	11/12/07	7				Volkswagen	50	56		121.770	115.330		-6.440	-5	13,439	-94
							Nokia	50	269		25.890	26.220		0.330	1	13,528	94
11/12/07		12/10/07	28				- cash -
	12/10/07	12/31/07	21				Telefónica	50	293		23.080	21.980		-1.100	-5	13,206	-57
							Nokia	50	256		26.360	24.920		-1.440	-5	12,837	-62
12/31/07		2/11/08	42				- cash -
short	2/11/08	6/09/08	119				Societe Generale	100	181		70.695	56.194	88.938	18.243	26	16,139	102
6/09/08		7/14/08	35				- cash -
	7/14/08	8/04/08	21				Saint-Gobain	100	475		33.910	37.820	30.000	-3.910	-12	14,282	-88
8/04/08		8/25/08	21				- cash -
	8/25/08	3/16/09	203				Unicredit	100	143		99.486	27.010	366.437	266.951	268	52,456	943
3/16/09		3/23/09	7				- cash -
	3/23/09	4/06/09	14				ING Groep	100	13,436		3.904	4.069	3.739	-0.165	-4	50,239	-68
4/06/09		5/04/09	28				- cash -
long	5/04/09	2/08/10	280				Deutsche Bank	50	783		32.080	33.478		1.398	4	51,334	6
							ASML	50	1,548		16.220	22.510		6.290	39	61,071	53
2/08/10		3/15/10	35				- cash -
	3/15/10	5/17/10	63				Philips	50	1,282		23.800	24.960		1.160	5	62,558	32
							Safran	50	1,650		18.510	22.200		3.690	20	68,646	187
5/17/10		8/02/10	77				- cash -
	8/02/10	1/10/11	161				Volkswagen	50	406		84.490	126.950		42.460	50	85,885	152
							Safran	50	1,629		21.080	28.000		6.920	33	97,158	90
1/10/11		1/17/11	7				- cash -
	1/17/11	3/14/11	56				BMW	50	829		58.550	55.800		-2.750	-5	94,878	-27
							Volkswagen	50	390		124.420	113.010		-11.410	-9	90,428	-47
3/14/11		4/04/11	21				- cash -
	4/04/11	4/18/11	14				BMW	50	748		60.410	57.210		-3.200	-5	88,034	-76
							Volkswagen	50	386		116.950	111.300		-5.650	-5	85,854	-73
4/18/11		8/08/11	112				- cash -
short	8/08/11	12/26/11	140				Carrefour	100	4,745		18.090	17.085	19.154	1.064	6	90,903	16
12/26/11		1/23/12	28				- cash -
long	1/23/12	4/23/12	91				Airbus	50	1,772		25.645	29.250		3.605	14	97,291	69
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							ASML	50	1,351		33.630	36.690		3.060	9	101,425	42
4/23/12		8/06/12	105				- cash -
	8/06/12	3/25/13	231				ASML	50	1,116		45.415	53.060		7.645	17	109,957	28
							Anheuser-Busch InBev	50	768		66.000	75.430		9.430	14	117,199	23
3/25/13		5/06/13	42				- cash -
	5/06/13	6/10/13	35				Airbus	50	1,438		40.725	43.010		2.285	6	120,485	77
							L´Oreal	50	431		136.000	127.150		-8.850	-7	116,670	-50
6/10/13		7/08/13	28				- cash -
	7/08/13	1/27/14	203				Safran	50	1,381		42.225	52.280		10.055	24	130,556	47
							Nokia	50	18,242		3.199	5.045		1.846	58	164,231	127
1/27/14		2/24/14	28				- cash -
	2/24/14	3/03/14	7				Intesa Sanpaolo	50	36,757		2.234	2.156		-0.078	-3	161,364	-84
							Nokia	50	14,903		5.510	5.421		-0.089	-2	160,038	-57
3/03/14		4/07/14	35				- cash -
	4/07/14	4/14/14	7				Intesa Sanpaolo	50	31,330		2.554	2.396		-0.158	-6	155,088	-96
							Unicredit	50	2,381		33.600	31.671		-1.929	-6	150,495	-95
4/14/14		4/28/14	14				- cash -
	4/28/14	7/21/14	84				Enel	50	18,662		4.032	4.108		0.076	2	151,913	8
							Intesa Sanpaolo	50	31,146		2.416	2.202		-0.214	-9	145,248	-33
7/21/14		11/10/14	112				- cash -
	11/10/14	12/15/14	35				ASML	50	893		81.300	83.150		1.850	2	146,900	26
							Orange	50	5,825		12.470	13.250		0.780	6	151,443	88
12/15/14		12/29/14	14				- cash -
	12/29/14	1/05/15	7				ASML	50	842		89.880	87.490		-2.390	-3	149,431	-75
							Orange	50	5,248		14.435	13.520		-0.915	-6	144,629	-97
1/05/15		1/12/15	7				- cash -
	1/12/15	6/01/15	140				ASML	50	822		87.890	101.850		13.960	16	156,104	47
							Orange	50	5,030		14.390	14.540		0.150	1	156,859	3
6/01/15		8/10/15	70				- cash -
	8/10/15	8/17/15	7				Fresenius	50	1,218		64.350	65.540		1.190	2	158,308	160
							Intesa Sanpaolo	50	22,512		3.486	3.428		-0.058	-2	157,002	-58
8/17/15		8/24/15	7				- cash -
short	8/24/15	10/26/15	63				E.on	100	18,046		8.700	8.993	8.407	-0.293	-3	151,720	-18
10/26/15		11/23/15	28				- cash -
long	11/23/15	12/14/15	21				Fresenius	50	1,106		68.580	61.950		-6.630	-10	144,387	-83
							Airbus	50	1,140		66.530	61.300		-5.230	-8	138,425	-76
12/14/15		12/28/15	14				- cash -
	12/28/15	1/04/16	7				Fresenius	50	1,064		64.990	62.570		-2.420	-4	135,850	-86
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							SAP	50	950		72.860	70.580		-2.280	-3	133,684	-81
1/04/16		3/21/16	77				- cash -
short	3/21/16	5/02/16	42				Deutsche Bank	100	8,855		15.097	14.307	15.930	0.834	6	141,065	60
5/02/16		5/09/16	7				- cash -
long	5/09/16	5/23/16	14				Fresenius	50	1,088		64.770	64.970		0.200	0	141,283	8
							Vinci	50	1,104		63.920	66.350		2.430	4	143,965	165
5/23/16		5/30/16	7				- cash -
	5/30/16	6/13/16	14				Fresenius	50	1,053		68.300	62.450		-5.850	-9	137,805	-90
							Vinci	50	1,057		68.150	63.650		-4.500	-7	133,049	-83
6/13/16		8/15/16	63				- cash -
	8/15/16	8/29/16	14				Siemens	50	621		107.100	107.600		0.500	0	133,359	13
							ASML	50	669		99.350	95.490		-3.860	-4	130,777	-64
8/29/16		9/05/16	7				- cash -
	9/05/16	11/14/16	70				Adidas	50	443		147.350	149.400		2.050	1	131,685	7
							CRH	50	2,119		30.903	29.665		-1.238	-4	129,062	-19
11/14/16		11/21/16	7				- cash -
	11/21/16	7/10/17	231				Adidas	50	462		139.500	175.050		35.550	25	145,486	43
							CRH	50	2,024		31.910	31.420		-0.490	-2	144,494	-2
7/10/17		7/17/17	7				- cash -
	7/17/17	7/24/17	7				Safran	50	869		83.050	81.030		-2.020	-2	142,739	-72
							Intesa Sanpaolo	50	25,199		2.870	2.864		-0.006	0	142,587	-10
7/24/17		10/02/17	70				- cash -
	10/02/17	1/01/18	91				E.on	50	7,360		9.686	9.061		-0.625	-6	137,987	-23
							ASML	50	489		145.600	145.150		-0.450	0	137,767	-1
1/01/18		3/26/18	84				- cash -
short	3/26/18	4/09/18	14				Deutsche Bank	100	12,316		11.186	11.484	10.888	-0.298	-3	134,097	-51
4/09/18		5/07/18	28				- cash -
long	5/07/18	7/02/18	56				Airbus	50	667		100.420	97.710		-2.710	-3	132,290	-16
							LVMH	50	230		290.950	281.450		-9.500	-3	130,105	-19
7/02/18		2/18/19	231				- cash -
	2/18/19	6/03/19	105				Airbus	50	584		111.260	117.160		5.900	5	133,550	20
							Nokia	50	11,756		5.540	4.457		-1.084	-20	120,813	-53
6/03/19		9/02/19	91				- cash -
	9/02/19	10/07/19	35				Enel	50	9,042		6.680	6.845		0.165	2	122,305	29
							Iberdrola	50	6,398		9.442	9.424		-0.018	0	122,189	-2
10/07/19		10/21/19	14				- cash -
	10/21/19	2/03/20	105				ASML	50	262		232.950	260.000		27.050	12	129,277	47
							Enel	50	8,956		6.828	7.966		1.138	17	139,468	71
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/03/20		2/10/20	7				- cash -
	2/10/20	2/24/20	14				ASML	50	248		281.000	270.650		-10.350	-4	136,902	-62
							Enel	50	8,509		8.200	8.030		-0.170	-2	135,455	-42
2/24/20		3/09/20	14				- cash -
short	3/09/20	7/20/20	133				Anheuser-Busch InBev	100	3,171		42.705	47.000	38.410	-4.295	-10	121,836	-25
7/20/20		9/14/20	56				- cash -
long	9/14/20	9/21/20	7				Deutsche Post	50	1,584		38.440	37.700		-0.740	-2	120,664	-64
							Schneider Electric	50	569		107.050	101.050		-6.000	-6	117,250	-95
9/21/20		11/09/20	49				- cash -
	11/09/20	7/19/21	252				Mercedes-Benz	50	1,156		50.700	69.630		18.930	37	139,133	58
							Schneider Electric	50	493		118.800	131.660		12.860	11	145,473	16
7/19/21		10/18/21	91				- cash -
	10/18/21	10/25/21	7				ASML	50	107		674.900	685.600		10.700	2	146,617	127
							Societe Generale	50	2,555		28.670	28.710		0.040	0	146,720	8
10/25/21		11/01/21	7				- cash -
	11/01/21	11/29/21	28				ING Groep	50	5,477		13.392	12.158		-1.234	-9	139,961	-72
							Societe Generale	50	2,493		29.430	27.485		-1.945	-7	135,112	-59
11/29/21		1/03/22	35				- cash -
	1/03/22	1/24/22	21				Societe Generale	50	2,218		30.455	31.115		0.660	2	136,576	45
							Nokia	50	12,116		5.576	4.797		-0.780	-14	127,132	-93
1/24/22		3/07/22	42				- cash -
short	3/07/22	3/14/22	7				Vivendi	100	11,837		10.740	11.735	9.745	-0.995	-9	115,354	-99
3/14/22		6/06/22	84				- cash -
long	6/06/22	6/13/22	7				Bayer	50	864		66.680	63.470		-3.210	-5	112,580	-92
							TotalEnergies	50	1,040		55.490	53.350		-2.140	-4	110,355	-87
6/13/22		6/20/22	7				- cash -
short	6/20/22	7/25/22	35				Philips	100	5,600		19.704	20.075	19.333	-0.371	-2	108,277	-18
7/25/22		8/08/22	14				- cash -
long	8/08/22	8/22/22	14				Deutsche Börse	50	309		174.750	170.950		-3.800	-2	107,103	-44
							TotalEnergies	50	1,089		49.820	53.040		3.220	6	110,610	412
8/22/22		9/12/22	21				- cash -
	9/12/22	9/26/22	14				Deutsche Börse	50	321		172.000	165.900		-6.100	-4	108,651	-61
							Deutsche Telekom	50	2,858		19.382	17.834		-1.548	-8	104,227	-89
9/26/22		11/21/22	56				- cash -
	11/21/22	6/05/23	196				Münchener Rück	50	177		294.000	338.600		44.600	15	112,121	30
							Flutter	50	398		131.050	182.800		51.750	39	132,718	86
6/05/23		6/12/23	7				- cash -
	6/12/23	7/10/23	28				Flutter	50	370		178.900	177.350		-1.550	-1	132,144	-11
							Unicredit	50	3,594		18.510	21.295		2.785	15	142,154	522
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
7/10/23		7/31/23	21				- cash -
	7/31/23	8/07/23	7				CRH	50	1,311		54.180	54.180		0.000	0	142,154	0
							Unicredit	50	3,092		23.000	22.625		-0.375	-2	140,994	-58
8/07/23		11/20/23	105				- cash -
	11/20/23	6/17/24	210				Unicredit	50	2,796		25.210	33.155		7.945	32	163,208	61
							Banco Bilbao Viz	50	8,509		8.286	9.074		0.788	10	169,914	17
6/17/24		6/20/26	733				- cash -
accum	7/17/06	6/17/24	4144	days out of 7474 invested (55%)										1,599		169,914	28

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Unicredit	short	8/25/08	3/16/09	203	99.49	27.01	366.44	266.95	268.33	100	268.33
	long	4/07/14	4/14/14	7	33.60	31.67		-1.93	-5.74	50	-2.87
	long	6/12/23	7/10/23	28	18.51	21.30		2.79	15.05		7.52
	long	7/31/23	8/07/23	7	23.00	22.63		-0.38	-1.63		-0.82
	long	11/20/23	6/17/24	210	25.21	33.16		7.95	31.52		15.76	341.66
ASML	long	5/04/09	2/08/10	280	16.22	22.51		6.29	38.78		19.39
	long	1/23/12	4/23/12	91	33.63	36.69		3.06	9.10		4.55
	long	8/06/12	3/25/13	231	45.42	53.06		7.65	16.83		8.42
	long	11/10/14	12/15/14	35	81.30	83.15		1.85	2.28		1.14
	long	12/29/14	1/05/15	7	89.88	87.49		-2.39	-2.66		-1.33
	long	1/12/15	6/01/15	140	87.89	101.85		13.96	15.88		7.94
	long	8/15/16	8/29/16	14	99.35	95.49		-3.86	-3.89		-1.94
	long	10/02/17	1/01/18	91	145.60	145.15		-0.45	-0.31		-0.15
	long	10/21/19	2/03/20	105	232.95	260.00		27.05	11.61		5.81
	long	2/10/20	2/24/20	14	281.00	270.65		-10.35	-3.68		-1.84
	long	10/18/21	10/25/21	7	674.90	685.60		10.70	1.59		0.79	49.40
Safran	long	3/15/10	5/17/10	63	18.51	22.20		3.69	19.94		9.97
	long	8/02/10	1/10/11	161	21.08	28.00		6.92	32.83		16.41
	long	7/08/13	1/27/14	203	42.23	52.28		10.06	23.81		11.91
	long	7/17/17	7/24/17	7	83.05	81.03		-2.02	-2.43		-1.22	41.52
Societe Generale	short	2/11/08	6/09/08	119	70.70	56.19	88.94	18.24	25.81	100	25.81
	long	10/18/21	10/25/21	7	28.67	28.71		0.04	0.14	50	0.07
	long	11/01/21	11/29/21	28	29.43	27.49		-1.95	-6.61		-3.30
	long	1/03/22	1/24/22	21	30.46	31.12		0.66	2.17		1.08	23.05
Mercedes-Benz	long	4/09/07	7/23/07	105	62.33	66.89		4.56	7.32		3.66
	long	11/09/20	7/19/21	252	50.70	69.63		18.93	37.34		18.67	23.01
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
UnibailRodaWestfield	long	8/14/06	3/19/07	217	133.23	193.18		59.95	44.99		22.50	22.50
Flutter	long	11/21/22	6/05/23	196	131.05	182.80		51.75	39.49		19.74
	long	6/12/23	7/10/23	28	178.90	177.35		-1.55	-0.87		-0.43	19.23
Inditex	long	8/14/06	3/19/07	217	6.72	9.03		2.31	34.36		17.18	17.18
Volkswagen	long	4/09/07	7/23/07	105	74.50	77.73		3.23	4.34		2.17
	long	11/05/07	11/12/07	7	121.77	115.33		-6.44	-5.29		-2.64
	long	8/02/10	1/10/11	161	84.49	126.95		42.46	50.25		25.13
	long	1/17/11	3/14/11	56	124.42	113.01		-11.41	-9.17		-4.59
	long	4/04/11	4/18/11	14	116.95	111.30		-5.65	-4.83		-2.42	15.88
Adidas	long	9/05/16	11/14/16	70	147.35	149.40		2.05	1.39		0.70
	long	11/21/16	7/10/17	231	139.50	175.05		35.55	25.48		12.74	13.53
Enel	long	4/28/14	7/21/14	84	4.03	4.11		0.08	1.88		0.94
	long	9/02/19	10/07/19	35	6.68	6.85		0.17	2.47		1.24
	long	10/21/19	2/03/20	105	6.83	7.97		1.14	16.67		8.33
	long	2/10/20	2/24/20	14	8.20	8.03		-0.17	-2.07		-1.04	9.56
Münchener Rück	long	11/21/22	6/05/23	196	294.00	338.60		44.60	15.17		7.59	7.59
Carrefour	short	8/08/11	12/26/11	140	18.09	17.09	19.15	1.06	5.88	100	5.88	5.88
Nokia	long	11/05/07	11/12/07	7	25.89	26.22		0.33	1.27	50	0.64
	long	12/10/07	12/31/07	21	26.36	24.92		-1.44	-5.46		-2.73
	long	7/08/13	1/27/14	203	3.20	5.05		1.85	57.71		28.85
	long	2/24/14	3/03/14	7	5.51	5.42		-0.09	-1.62		-0.81
	long	2/18/19	6/03/19	105	5.54	4.46		-1.08	-19.56		-9.78
	long	1/03/22	1/24/22	21	5.58	4.80		-0.78	-13.98		-6.99	4.99
Deutsche Bank	long	5/04/09	2/08/10	280	32.08	33.48		1.40	4.36		2.18
	short	3/21/16	5/02/16	42	15.10	14.31	15.93	0.83	5.52	100	5.52
	short	3/26/18	4/09/18	14	11.19	11.48	10.89	-0.30	-2.66		-2.66	4.95
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Banco Bilbao Viz	long	11/20/23	6/17/24	210	8.29	9.07		0.79	9.51	50	4.76	4.76
Schneider Electric	long	9/14/20	9/21/20	7	107.05	101.05		-6.00	-5.60		-2.80
	long	11/09/20	7/19/21	252	118.80	131.66		12.86	10.82		5.41	2.46
TotalEnergies	long	6/06/22	6/13/22	7	55.49	53.35		-2.14	-3.86		-1.93
	long	8/08/22	8/22/22	14	49.82	53.04		3.22	6.46		3.23	1.24
Philips	long	3/15/10	5/17/10	63	23.80	24.96		1.16	4.87		2.44
	short	6/20/22	7/25/22	35	19.70	20.08	19.33	-0.37	-1.88	100	-1.88	0.51
Orange	long	11/10/14	12/15/14	35	12.47	13.25		0.78	6.26	50	3.13
	long	12/29/14	1/05/15	7	14.44	13.52		-0.92	-6.34		-3.17
	long	1/12/15	6/01/15	140	14.39	14.54		0.15	1.04		0.52	0.38
Siemens	long	8/15/16	8/29/16	14	107.10	107.60		0.50	0.47		0.23	0.23
Airbus	short	7/17/06	7/24/06	7	20.22	21.56	18.88	-1.34	-6.63	100	-6.63
	long	1/23/12	4/23/12	91	25.65	29.25		3.61	14.06	50	7.03
	long	5/06/13	6/10/13	35	40.73	43.01		2.29	5.61		2.81
	long	11/23/15	12/14/15	21	66.53	61.30		-5.23	-7.86		-3.93
	long	5/07/18	7/02/18	56	100.42	97.71		-2.71	-2.70		-1.35
	long	2/18/19	6/03/19	105	111.26	117.16		5.90	5.30		2.65	-0.05
Iberdrola	long	9/02/19	10/07/19	35	9.44	9.42		-0.02	-0.19		-0.10	-0.10
Deutsche Post	long	9/14/20	9/21/20	7	38.44	37.70		-0.74	-1.93		-0.96	-0.96
Vinci	long	5/09/16	5/23/16	14	63.92	66.35		2.43	3.80		1.90
	long	5/30/16	6/13/16	14	68.15	63.65		-4.50	-6.60		-3.30	-1.46
SAP	long	12/28/15	1/04/16	7	72.86	70.58		-2.28	-3.13		-1.56	-1.56
LVMH	long	5/07/18	7/02/18	56	290.95	281.45		-9.50	-3.27		-1.63	-1.63
Telefónica	long	12/10/07	12/31/07	21	23.08	21.98		-1.10	-4.77		-2.38	-2.38
Bayer	long	6/06/22	6/13/22	7	66.68	63.47		-3.21	-4.81		-2.41	-2.41
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
CRH	long	9/05/16	11/14/16	70	30.90	29.67		-1.24	-4.01		-2.00
	long	11/21/16	7/10/17	231	31.91	31.42		-0.49	-1.54		-0.77
	long	7/31/23	8/07/23	7	54.18	54.18		0.00	0.00		0.00	-2.76
Deutsche Börse	long	8/08/22	8/22/22	14	174.75	170.95		-3.80	-2.17		-1.09
	long	9/12/22	9/26/22	14	172.00	165.90		-6.10	-3.55		-1.77	-2.84
L´Oreal	long	5/06/13	6/10/13	35	136.00	127.15		-8.85	-6.51		-3.25	-3.25
Anheuser-Busch InBev	long	8/06/12	3/25/13	231	66.00	75.43		9.43	14.29		7.14
	short	3/09/20	7/20/20	133	42.71	47.00	38.41	-4.30	-10.06	100	-10.06	-3.63
Deutsche Telekom	long	9/12/22	9/26/22	14	19.38	17.83		-1.55	-7.99	50	-3.99	-3.99
BMW	long	1/17/11	3/14/11	56	58.55	55.80		-2.75	-4.70		-2.35
	long	4/04/11	4/18/11	14	60.41	57.21		-3.20	-5.30		-2.65	-4.93
E.on	short	8/24/15	10/26/15	63	8.70	8.99	8.41	-0.29	-3.36	100	-3.36
	long	10/02/17	1/01/18	91	9.69	9.06		-0.63	-6.45	50	-3.23	-6.48
ING Groep	short	3/23/09	4/06/09	14	3.90	4.07	3.74	-0.17	-4.23	100	-4.23
	long	11/01/21	11/29/21	28	13.39	12.16		-1.23	-9.21	50	-4.61	-8.64
Vivendi	short	3/07/22	3/14/22	7	10.74	11.74	9.75	-1.00	-9.26	100	-9.26	-9.26
Fresenius	long	8/10/15	8/17/15	7	64.35	65.54		1.19	1.85	50	0.92
	long	11/23/15	12/14/15	21	68.58	61.95		-6.63	-9.67		-4.83
	long	12/28/15	1/04/16	7	64.99	62.57		-2.42	-3.72		-1.86
	long	5/09/16	5/23/16	14	64.77	64.97		0.20	0.31		0.15
	long	5/30/16	6/13/16	14	68.30	62.45		-5.85	-8.57		-4.28	-9.64
Intesa Sanpaolo	long	2/24/14	3/03/14	7	2.23	2.16		-0.08	-3.49		-1.75
	long	4/07/14	4/14/14	7	2.55	2.40		-0.16	-6.19		-3.09
	long	4/28/14	7/21/14	84	2.42	2.20		-0.21	-8.86		-4.43
	long	8/10/15	8/17/15	7	3.49	3.43		-0.06	-1.66		-0.83
	long	7/17/17	7/24/17	7	2.87	2.86		-0.01	-0.21		-0.10	-9.85
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Saint-Gobain	short	7/14/08	8/04/08	21	33.91	37.82	30.00	-3.91	-11.53	100	-11.53	-11.53

Annotations

2/19/24	Euro 50			Component update: Ferrari, Saint-Gobain, Vivendi and Wolters Kluwer replace CRH, Flutter, Hermes and Vonovia
9/14/23	Prosus			stock split 1:2.1796 (two-point-onesevenninesix for one)
9/24/18	Euro 50			Amadeus, Kering and Linde replace Deutsche Bank, E.ON and Saint-Gobain
1/23/17	Unicredit			reverse stock split 10:1 (one for ten)
10/04/16	AB InBev			acquisition of SAB Miller completed
9/19/16	Euro 50			Adidas, Ahold Delhaize and CRH replace Carrefour, Generali and Unicredit
7/24/16	Ahold Delhaize			merger
9/21/15	Euro 50			Fresenius and Safran replace Repsol and RWE
9/12/15	Euro 50			complete analysis ex Repsol, RWE - in Fresenius, Safran
8/22/15	Euro 50			complete analysis - difficult market
9/22/14	€-Stoxx 50			Nokia replaces CRH.

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