Assessment - Amsterdam Exchange index in Japanese yen - 1/07/24 - RS = mixed

 ⇐ 

								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						L		AEX	153,490.230	12/08/24	0.26	159,971.949	-4.05	123,234.109	36,737.841	29.81		24.38
								ABN AMRO	2,649.879	12/08/24	0.92	2,714.870	-2.39	2,128.507	586.363	27.55		19.46
								Adyen	190,292.184	12/08/24	1.14	192,926.466	-1.37	182,716.392	10,210.074	5.59		9.86
								Aegon	963.939	12/08/24	0.22	1,014.892	-5.02	821.958	192.934	23.47		22.43
						L		Ahold Delhaize	5,150.714	12/08/24	-0.30	4,845.692	6.29	4,074.547	771.144	18.93		6.90
								Akzo Nobel	9,244.249	12/08/24	-0.74	9,736.443	-5.06	11,718.533	-1,982.089	-16.91		-11.94
								ArcelorMittal	3,485.224	12/08/24	0.10	3,689.727	-5.54	4,021.296	-331.568	-8.25		-4.33
						L		ASM International	99,201.499	12/08/24	1.24	121,558.231	-18.39	73,604.979	47,953.252	65.15		59.23
								ASML	135,977.457	12/08/24	0.08	165,387.824	-17.78	106,769.899	58,617.925	54.90		47.29
								ASR	7,599.556	12/08/24	0.46	7,767.665	-2.16	6,687.802	1,079.862	16.15		15.86
								BE Semiconductor	20,034.405	12/08/24	3.03	26,923.398	-25.59	21,371.208	5,552.189	25.98		39.71
								DSM-Firmenich	20,320.363	12/08/24	-2.29	18,327.321	10.87	14,409.316	3,918.005	27.19		23.31
								Exor	15,883.678	12/08/24	0.94	16,932.192	-6.19	14,174.382	2,757.810	19.46		16.81
						L		Heineken	13,746.791	12/08/24	-0.50	15,563.058	-11.67	14,399.919	1,163.140	8.08		8.54
						S		IMCD	23,977.162	12/08/24	-0.54	22,478.048	6.67	24,675.954	-2,197.906	-8.91		2.29
								ING Groep	2,639.827	12/08/24	0.21	2,834.972	-6.88	2,118.483	716.490	33.82		31.37
						L		KPN	620.443	12/08/24	0.25	625.469	-0.80	488.351	137.118	28.08		19.23
								NN	7,739.935	12/08/24	0.74	7,615.154	1.64	5,599.272	2,015.881	36.00		29.63
						L		Philips	4,516.406	12/08/24	-0.91	4,064.073	11.13	3,302.396	761.677	23.06		26.27
						L		Prosus	5,693.168	12/08/24	1.77	5,739.094	-0.80	4,226.472	1,512.623	35.79		21.60
						S		Randstad	7,122.959	12/08/24	-0.22	7,419.315	-3.99	8,883.657	-1,464.341	-16.48		-9.88
								RELX	7,147.222	12/08/24	0.44	7,320.530	-2.37	5,610.236	1,710.294	30.49		29.88
								Shell	5,723.497	12/08/24	0.93	5,871.675	-2.52	4,667.365	1,204.310	25.80		20.90
						L		Unilever	9,549.271	12/08/24	-0.36	8,897.633	7.32	6,868.702	2,028.931	29.54		19.50
								Universal Music	3,838.772	12/08/24		4,753.838	-19.25	4,042.440	711.399	17.60		17.86
								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Wolters Kluwer	25,996.200	12/08/24	0.20	26,611.443	-2.31	20,157.380	6,454.063	32.02		29.21
AEX - 25 out of 25 instruments rated - 1/07/24 / 1/01/24 - 21 did rise, Market-Ratio(26) in JPY = 84.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions Amsterdam Exchange index in Japanese yen * Mixed Cut L17 - 82/80 (1) - S19 - 42/52 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		9/01/06	7				- cash -
long	9/01/06	16/01/06	7				Boskalis	100	3		2,633.770	2,530.363		-103.407	-4	9,690	-88
16/01/06		6/02/06	21				- cash -
	6/02/06	8/05/06	91				Boskalis	100	3		2,688.964	3,091.765		402.801	15	10,898	75
8/05/06		12/06/06	35				- cash -
short	12/06/06	28/08/06	77				Gemalto	100	3		2,989.038	2,954.008	3,024.483	35.445	1	11,005	6
28/08/06		4/09/06	7				- cash -
	4/09/06	25/09/06	21				Gemalto	100	3		3,006.000	2,237.980	4,037.586	1,031.586	34	14,099	16,768
25/09/06		2/10/06	7				- cash -
long	2/10/06	12/02/07	133				UnibailRodaWestfield	100	0		22,083.437	30,672.870		8,589.433	39	14,099	0
12/02/07		7/05/07	84				- cash -
	7/05/07	14/05/07	7				ArcelorMittal	100	0		20,783.021	20,483.820		-299.200	-1	14,099	0
14/05/07		2/07/07	49				- cash -
	2/07/07	30/07/07	28				ArcelorMittal	100	0		23,691.099	21,874.512		-1,816.587	-8	14,099	0
30/07/07		20/08/07	21				- cash -
short	20/08/07	1/10/07	42				Randstad	100	2		6,301.872	6,469.705	6,134.039	-167.833	-3	13,764	-21
1/10/07		15/10/07	14				- cash -
	15/10/07	17/12/07	63				Randstad	100	2		6,786.725	4,269.053	10,789.193	4,002.468	59	21,769	1,367
17/12/07		7/01/08	21				- cash -
	7/01/08	19/05/08	133				Randstad	100	5		4,281.609	4,657.436	3,905.782	-375.827	-9	19,889	-22
19/05/08		16/06/08	28				- cash -
	16/06/08	13/04/09	301				Aegon	100	12		1,533.652	458.004	5,135.526	3,601.873	235	63,112	333
13/04/09		29/06/09	77				- cash -
long	29/06/09	8/02/10	224				Randstad	100	23		2,660.342	4,076.366		1,416.024	53	95,680	100
8/02/10		29/03/10	49				- cash -
	29/03/10	19/04/10	21				Aalberts	100	64		1,482.613	1,542.560		59.947	4	99,517	99
19/04/10		26/04/10	7				- cash -
	26/04/10	3/05/10	7				Boskalis	100	23		4,282.704	4,283.417		0.712	0	99,533	1
3/05/10		24/05/10	21				- cash -
short	24/05/10	7/06/10	14				ArcelorMittal	100	12		8,079.084	7,455.760	8,754.520	675.436	8	107,639	711
7/06/10		16/08/10	70				- cash -
	16/08/10	20/09/10	35				ArcelorMittal	100	13		7,838.395	8,471.736	7,205.054	-633.341	-8	99,405	-58
20/09/10		1/11/10	42				- cash -
long	1/11/10	15/11/10	14				Aalberts	100	66		1,496.669	1,572.117		75.448	5	104,385	260
15/11/10		13/12/10	28				- cash -
	13/12/10	10/01/11	28				Aalberts	100	62		1,682.256	1,618.151		-64.106	-4	100,410	-40
10/01/11		31/01/11	21				- cash -
	31/01/11	7/03/11	35				ASML	100	29		3,407.765	3,655.695		247.930	7	107,600	108
7/03/11		28/03/11	21				- cash -
	28/03/11	11/04/11	14				Aalberts	100	56		1,915.205	2,096.772		181.567	9	117,768	961
11/04/11		23/05/11	42				- cash -
short	23/05/11	19/12/11	210				Philips	100	53		2,202.547	1,486.096	3,264.402	1,061.854	48	174,046	98
19/12/11		2/01/12	14				- cash -
long	2/01/12	9/04/12	98				Vopak	100	42		4,094.706	4,786.982		692.276	17	203,122	79
9/04/12		14/05/12	35				- cash -
short	14/05/12	20/08/12	98				ArcelorMittal	100	54		3,735.947	3,740.606	3,731.288	-4.659	0	202,870	0
long	20/08/12	27/08/12	7				ASML	100	44		4,602.766	4,555.920		-46.846	-1	200,809	-41
27/08/12		10/09/12	14				- cash -
	10/09/12	29/10/12	49				Gemalto	100	31		6,313.745	7,194.253		880.508	14	228,105	164
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
29/10/12		24/12/12	56				- cash -
	24/12/12	14/01/13	21				Gemalto	100	30		7,598.556	7,865.371		266.815	4	236,109	82
14/01/13		21/10/13	280				- cash -
	21/10/13	11/11/13	21				Randstad	100	41		5,657.851	6,232.585		574.734	10	259,673	437
11/11/13		25/11/13	14				- cash -
	25/11/13	9/12/13	14				Randstad	100	42		6,127.426	6,220.406		92.979	2	263,578	48
9/12/13		30/12/13	21				- cash -
	30/12/13	6/01/14	7				Randstad	100	38		6,809.649	6,768.540		-41.109	-1	262,016	-27
6/01/14		14/04/14	98				- cash -
short	14/04/14	21/04/14	7				DSM-Firmenich	100	37		6,938.518	7,115.970	6,761.066	-177.452	-3	255,451	-74
21/04/14		5/05/14	14				- cash -
	5/05/14	9/06/14	35				Vopak	100	50		5,077.656	5,329.385	4,825.927	-251.729	-5	242,864	-41
9/06/14		30/06/14	21				- cash -
	30/06/14	8/09/14	70				Vopak	100	49		4,955.945	5,613.725	4,298.166	-657.779	-13	210,633	-52
8/09/14		6/10/14	28				- cash -
	6/10/14	24/11/14	49				TNT Express	100	307		684.296	753.810	614.783	-69.513	-10	189,292	-55
24/11/14		1/12/14	7				- cash -
long	1/12/14	15/12/14	14				ASML	100	15		12,510.341	12,190.206		-320.135	-3	184,490	-49
15/12/14		29/12/14	14				- cash -
	29/12/14	5/01/15	7				ASML	100	13		13,182.250	12,455.076		-727.174	-6	175,037	-95
5/01/15		9/02/15	35				- cash -
	9/02/15	25/05/15	105				Altice	100	453		386.352	649.283		262.931	68	294,145	508
25/05/15		6/07/15	42				- cash -
short	6/07/15	13/07/15	7				Delta Lloyd	100	147		1,995.989	2,074.314	1,917.663	-78.326	-4	282,631	-88
13/07/15		27/07/15	14				- cash -
	27/07/15	4/01/16	161				ArcelorMittal	100	88		3,202.435	1,444.101	7,101.710	3,899.275	122	625,767	508
4/01/16		11/01/16	7				- cash -
	11/01/16	25/01/16	14				Delta Lloyd	100	952		657.206	643.142	671.578	14.372	2	639,449	76
25/01/16		15/02/16	21				- cash -
	15/02/16	18/04/16	63				Delta Lloyd	100	1,177		542.970	557.643	528.298	-14.673	-3	622,179	-15
18/04/16		9/05/16	21				- cash -
	9/05/16	16/05/16	7				Delta Lloyd	100	1,207		515.365	480.189	553.117	37.752	7	667,746	3,889
16/05/16		6/06/16	21				- cash -
long	6/06/16	13/06/16	7				DSM-Firmenich	100	96		6,918.098	6,509.464		-408.634	-6	628,517	-96
13/06/16		27/02/17	259				- cash -
	27/02/17	17/04/17	49				ArcelorMittal	100	208		3,013.194	2,479.058		-534.135	-18	517,417	-77
17/04/17		21/08/17	126				- cash -
short	21/08/17	2/10/17	42				Gemalto	100	91		5,675.618	4,973.352	6,477.047	801.429	14	590,347	215
2/10/17		12/02/18	133				- cash -
	12/02/18	19/02/18	7				Altice	100	3,832		154.052	155.858	152.247	-1.806	-1	583,428	-46
19/02/18		5/03/18	14				- cash -
	5/03/18	9/04/18	35				Altice	100	3,957		147.408	137.069	158.526	11.119	8	627,424	113
9/04/18		30/07/18	112				- cash -
long	30/07/18	6/08/18	7				Altice	100	1,746		359.179	307.593		-51.586	-14	537,355	-100
6/08/18		8/10/18	63				- cash -
short	8/10/18	18/02/19	133				ING Groep	100	384		1,397.023	1,388.765	1,405.329	8.306	1	540,545	2
18/02/19		8/04/19	49				- cash -
long	8/04/19	13/05/19	35				Galapagos	100	38		13,963.718	12,225.765		-1,737.953	-12	474,502	-75
13/05/19		26/08/19	105				- cash -
short	26/08/19	9/09/19	14				ArcelorMittal	100	324		1,461.663	1,689.842	1,233.483	-228.179	-16	400,572	-99
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
9/09/19		2/12/19	84				- cash -
long	2/12/19	13/01/20	42				Galapagos	100	18		21,253.936	22,241.468		987.532	5	418,348	48
13/01/20		20/01/20	7				- cash -
	20/01/20	27/01/20	7				Galapagos	100	18		22,241.468	24,738.334		2,496.866	11	463,291	25,566
27/01/20		2/03/20	35				- cash -
short	2/03/20	20/07/20	140				ABN AMRO	100	310		1,494.101	1,008.561	2,213.388	719.287	48	686,271	179
20/07/20		28/12/20	161				- cash -
long	28/12/20	25/01/21	28				Adyen	100	2		244,833.421	236,338.125		-8,495.296	-3	669,280	-37
25/01/21		5/04/21	70				- cash -
	5/04/21	24/05/21	49				ArcelorMittal	100	211		3,166.178	3,395.748		229.570	7	717,719	68
24/05/21		28/02/22	280				- cash -
short	28/02/22	14/11/22	259				Just Eat Takeaway	100	153		4,671.656	3,388.791	6,440.164	1,768.508	38	988,301	57
14/11/22		19/12/22	35				- cash -
	19/12/22	9/01/23	21				Philips	100	532		1,855.318	2,176.548	1,534.088	-321.230	-17	817,407	-96
9/01/23		23/01/23	14				- cash -
long	23/01/23	13/03/23	49				Prosus	100	164		4,957.056	4,255.263		-701.793	-14	702,313	-68
13/03/23		10/07/23	119				- cash -
short	10/07/23	24/07/23	14				DSM-Firmenich	100	45		15,503.310	15,795.992	15,210.627	-292.683	-2	689,142	-39
24/07/23		9/10/23	77				- cash -
	9/10/23	20/11/23	42				Adyen	100	6		110,148.438	168,466.638	51,830.239	-58,318.199	-53	339,233	-100
20/11/23		25/12/23	35				- cash -
long	25/12/23	8/01/24	14				BE Semiconductor	100	15		21,606.213	20,399.786		-1,206.427	-6	321,137	-78
8/01/24		29/01/24	21				- cash -
	29/01/24	22/04/24	84				BE Semiconductor	100	14		22,596.759	21,720.670		-876.089	-4	308,871	-16
22/04/24		13/05/24	21				- cash -
	13/05/24	3/06/24	21				ASM International	100	2		104,669.363	109,943.711		5,274.348	5	319,420	135
3/06/24		3/07/25	395				- cash -
accum	9/01/06	3/06/24	3458	days out of 7122 invested (49%)										3,094		319,420	44

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Aegon	short	16/06/08	13/04/09	301	1,533.65	458.00	5,135.53	3,601.87	234.86			234.86
Randstad	short	20/08/07	1/10/07	42	6,301.87	6,469.71	6,134.04	-167.83	-2.66
	short	15/10/07	17/12/07	63	6,786.73	4,269.05	10,789.19	4,002.47	58.97
	short	7/01/08	19/05/08	133	4,281.61	4,657.44	3,905.78	-375.83	-8.78
	long	29/06/09	8/02/10	224	2,660.34	4,076.37		1,416.02	53.23
	long	21/10/13	11/11/13	21	5,657.85	6,232.59		574.73	10.16
	long	25/11/13	9/12/13	14	6,127.43	6,220.41		92.98	1.52
	long	30/12/13	6/01/14	7	6,809.65	6,768.54		-41.11	-0.60			140.42
Gemalto	short	12/06/06	28/08/06	77	2,989.04	2,954.01	3,024.48	35.45	1.19
	short	4/09/06	25/09/06	21	3,006.00	2,237.98	4,037.59	1,031.59	34.32
	long	10/09/12	29/10/12	49	6,313.75	7,194.25		880.51	13.95
	long	24/12/12	14/01/13	21	7,598.56	7,865.37		266.81	3.51
	short	21/08/17	2/10/17	42	5,675.62	4,973.35	6,477.05	801.43	14.12			82.94
Altice	long	9/02/15	25/05/15	105	386.35	649.28		262.93	68.05
	short	12/02/18	19/02/18	7	154.05	155.86	152.25	-1.81	-1.17
	short	5/03/18	9/04/18	35	147.41	137.07	158.53	11.12	7.54
	long	30/07/18	6/08/18	7	359.18	307.59		-51.59	-14.36			52.96
ArcelorMittal	long	7/05/07	14/05/07	7	20,783.02	20,483.82		-299.20	-1.44
	long	2/07/07	30/07/07	28	23,691.10	21,874.51		-1,816.59	-7.67
	short	24/05/10	7/06/10	14	8,079.08	7,455.76	8,754.52	675.44	8.36
	short	16/08/10	20/09/10	35	7,838.40	8,471.74	7,205.05	-633.34	-8.08
	short	14/05/12	20/08/12	98	3,735.95	3,740.61	3,731.29	-4.66	-0.12
	short	27/07/15	4/01/16	161	3,202.43	1,444.10	7,101.71	3,899.27	121.76
	long	27/02/17	17/04/17	49	3,013.19	2,479.06		-534.14	-17.73
	short	26/08/19	9/09/19	14	1,461.66	1,689.84	1,233.48	-228.18	-15.61
	long	5/04/21	24/05/21	49	3,166.18	3,395.75		229.57	7.25			49.49
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
ABN AMRO	short	2/03/20	20/07/20	140	1,494.10	1,008.56	2,213.39	719.29	48.14			48.14
UnibailRodaWestfield	long	2/10/06	12/02/07	133	22,083.44	30,672.87		8,589.43	38.90			38.90
Just Eat Takeaway	short	28/02/22	14/11/22	259	4,671.66	3,388.79	6,440.16	1,768.51	37.86			37.86
Philips	short	23/05/11	19/12/11	210	2,202.55	1,486.10	3,264.40	1,061.85	48.21
	short	19/12/22	9/01/23	21	1,855.32	2,176.55	1,534.09	-321.23	-17.31			22.55
Aalberts	long	29/03/10	19/04/10	21	1,482.61	1,542.56		59.95	4.04
	long	1/11/10	15/11/10	14	1,496.67	1,572.12		75.45	5.04
	long	13/12/10	10/01/11	28	1,682.26	1,618.15		-64.11	-3.81
	long	28/03/11	11/04/11	14	1,915.20	2,096.77		181.57	9.48			15.09
Boskalis	long	9/01/06	16/01/06	7	2,633.77	2,530.36		-103.41	-3.93
	long	6/02/06	8/05/06	91	2,688.96	3,091.76		402.80	14.98
	long	26/04/10	3/05/10	7	4,282.70	4,283.42		0.71	0.02			10.48
ASM International	long	13/05/24	3/06/24	21	104,669.36	109,943.71		5,274.35	5.04			5.04
Delta Lloyd	short	6/07/15	13/07/15	7	1,995.99	2,074.31	1,917.66	-78.33	-3.92
	short	11/01/16	25/01/16	14	657.21	643.14	671.58	14.37	2.19
	short	15/02/16	18/04/16	63	542.97	557.64	528.30	-14.67	-2.70
	short	9/05/16	16/05/16	7	515.36	480.19	553.12	37.75	7.33			2.52
Galapagos	long	8/04/19	13/05/19	35	13,963.72	12,225.76		-1,737.95	-12.45
	long	2/12/19	13/01/20	42	21,253.94	22,241.47		987.53	4.65
	long	20/01/20	27/01/20	7	22,241.47	24,738.33		2,496.87	11.23			1.91
ING Groep	short	8/10/18	18/02/19	133	1,397.02	1,388.77	1,405.33	8.31	0.59			0.59
ASML	long	31/01/11	7/03/11	35	3,407.77	3,655.70		247.93	7.28
	long	20/08/12	27/08/12	7	4,602.77	4,555.92		-46.85	-1.02
	long	1/12/14	15/12/14	14	12,510.34	12,190.21		-320.13	-2.56
	long	29/12/14	5/01/15	7	13,182.25	12,455.08		-727.17	-5.52			-2.24
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Vopak	long	2/01/12	9/04/12	98	4,094.71	4,786.98		692.28	16.91
	short	5/05/14	9/06/14	35	5,077.66	5,329.39	4,825.93	-251.73	-4.96
	short	30/06/14	8/09/14	70	4,955.95	5,613.72	4,298.17	-657.78	-13.27			-3.64
BE Semiconductor	long	25/12/23	8/01/24	14	21,606.21	20,399.79		-1,206.43	-5.58
	long	29/01/24	22/04/24	84	22,596.76	21,720.67		-876.09	-3.88			-9.24
DSM-Firmenich	short	14/04/14	21/04/14	7	6,938.52	7,115.97	6,761.07	-177.45	-2.56
	long	6/06/16	13/06/16	7	6,918.10	6,509.46		-408.63	-5.91
	short	10/07/23	24/07/23	14	15,503.31	15,795.99	15,210.63	-292.68	-1.89			-10.04
TNT Express	short	6/10/14	24/11/14	49	684.30	753.81	614.78	-69.51	-10.16			-10.16
Prosus	long	23/01/23	13/03/23	49	4,957.06	4,255.26		-701.79	-14.16			-14.16
Adyen	long	28/12/20	25/01/21	28	244,833.42	236,338.13		-8,495.30	-3.47
	short	9/10/23	20/11/23	42	110,148.44	168,466.64	51,830.24	-58,318.20	-52.95			-54.58

Annotations

21/02/24	AEX			Component update: ABN Amro and ASR Nederland replace Signify and Unibail-Rodamco-Westfield
14/09/23	Prosus			stock split 1:2.1796 (two-point-onesevenninesix for one)
18/05/17	ArcelorMittal			reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
24/07/16	Ahold Delhaize			merger
7/07/16	AEX			ABN AMRO, Galapagos and SBM Offshore replace Delta Lloyd, OCI and TNT Express
25/08/15	AEX			complete analysis
	AEX			NN Group and Vopak replace Fugro and SBM Offshore
	NN			recording started
1/07/15	RELX			stock split 1,000:1,538 (1,538 for one thousand)

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