Assessment - Amsterdam Exchange index - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						L		AEX	885.650	8/12/24	0.26	923.050	-4.05	786.820	136.230	17.31		15.63
						L		ASM International	572.400	8/12/24	1.24	701.400	-18.39	469.950	231.450	49.25		46.49
								ASML	784.600	8/12/24	0.08	954.300	-17.78	681.700	272.600	39.99		39.28
								BE Semiconductor	115.600	8/12/24	3.03	155.350	-25.59	136.450	18.900	13.85		29.14
								RELX	41.240	8/12/24	0.44	42.240	-2.37	35.820	6.420	17.92		21.05
								Wolters Kluwer	150.000	8/12/24	0.20	153.550	-2.31	128.700	24.850	19.31		19.74
						L		Philips	26.060	8/12/24	-0.91	23.450	11.13	21.085	2.365	11.22		19.61
								ING Groep	15.232	8/12/24	0.21	16.358	-6.88	13.526	2.832	20.94		17.84
						L		Prosus	32.850	8/12/24	1.77	33.115	-0.80	26.985	6.130	22.72		16.12
								NN	44.660	8/12/24	0.74	43.940	1.64	35.750	8.190	22.91		14.52
								Universal Music	22.150	8/12/24		27.430	-19.25	25.810	1.620	6.28		13.82
						L		Unilever	55.100	8/12/24	-0.36	51.340	7.32	43.855	7.485	17.07		13.47
								Aegon	5.562	8/12/24	0.22	5.856	-5.02	5.248	0.608	11.59		11.53
								Adyen	1,098.000	8/12/24	1.14	1,113.200	-1.37	1,166.600	-53.400	-4.58		9.22
								ABN AMRO	15.290	8/12/24	0.92	15.665	-2.39	13.590	2.075	15.27		8.42
								Exor	91.650	8/12/24	0.94	97.700	-6.19	90.500	7.200	7.96		7.93
								Shell	33.025	8/12/24	0.93	33.880	-2.52	29.800	4.080	13.69		7.36
						L		KPN	3.580	8/12/24	0.25	3.609	-0.80	3.118	0.491	15.75		7.11
								DSM-Firmenich	117.250	8/12/24	-2.29	105.750	10.87	92.000	13.750	14.95		6.83
								ASR	43.850	8/12/24	0.46	44.820	-2.16	42.700	2.120	4.96		5.38
						L		Heineken	79.320	8/12/24	-0.50	89.800	-11.67	91.940	-2.140	-2.33		5.27
						L		Ahold Delhaize	29.720	8/12/24	-0.30	27.960	6.29	26.015	1.945	7.48		-0.42
						S		IMCD	138.350	8/12/24	-0.54	129.700	6.67	157.550	-27.850	-17.68		-1.71
								ArcelorMittal	20.110	8/12/24	0.10	21.290	-5.54	25.675	-4.385	-17.08		-9.22
						S		Randstad	41.100	8/12/24	-0.22	42.810	-3.99	56.720	-13.910	-24.52		-11.24
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								Akzo Nobel	53.340	8/12/24	-0.74	56.180	-5.06	74.820	-18.640	-24.91		-14.76
AEX - 25 out of 25 instruments rated - 7/01/24 / 1/01/24 - 19 did rise, Market-Ratio(26) = 76.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions Amsterdam Exchange index * 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
1/02/06		1/09/06	7				- cash -
long	1/09/06	1/16/06	7				Boskalis	100	528		18.933	18.250		-0.683	-4	9,639	-85
1/16/06		2/06/06	21				- cash -
	2/06/06	5/08/06	91				Boskalis	100	512		18.800	21.583		2.783	15	11,064	74
5/08/06		6/12/06	35				- cash -
short	6/12/06	8/28/06	77				Gemalto	100	533		20.750	19.750	21.801	1.051	5	11,624	26
8/28/06		9/04/06	7				- cash -
	9/04/06	9/25/06	21				Gemalto	100	581		20.000	15.020	26.631	6.631	33	15,477	14,405
9/25/06		10/02/06	7				- cash -
long	10/02/06	2/12/07	133				UnibailRodaWestfield	100	104		147.449	193.703		46.254	31	20,287	111
2/12/07		5/07/07	84				- cash -
	5/07/07	5/14/07	7				ArcelorMittal	100	159		127.230	126.000		-1.230	-1	20,092	-40
5/14/07		7/02/07	49				- cash -
	7/02/07	7/30/07	28				ArcelorMittal	100	141		142.050	135.270		-6.780	-5	19,136	-47
7/30/07		8/20/07	21				- cash -
short	8/20/07	10/01/07	42				Randstad	100	467		40.900	39.500	42.350	1.450	4	19,813	35
10/01/07		10/15/07	14				- cash -
	10/15/07	12/17/07	63				Randstad	100	486		40.700	26.120	63.419	22.719	56	30,854	1,206
12/17/07		1/07/08	21				- cash -
	1/07/08	5/19/08	133				Randstad	100	1,153		26.740	28.700	24.780	-1.960	-7	28,594	-19
5/19/08		6/16/08	28				- cash -
	6/16/08	4/13/09	301				Aegon	100	3,102		9.215	3.465	24.507	15.292	166	76,029	227
4/13/09		6/29/09	77				- cash -
long	6/29/09	2/08/10	224				Randstad	100	3,824		19.880	33.380		13.500	68	127,653	133
2/08/10		3/29/10	49				- cash -
	3/29/10	4/19/10	21				Aalberts	100	10,686		11.945	12.400		0.455	4	132,515	92
4/19/10		4/26/10	7				- cash -
	4/26/10	5/03/10	7				Boskalis	100	3,890		34.060	34.325		0.265	1	133,546	50
5/03/10		5/24/10	21				- cash -
short	5/24/10	6/07/10	14				ArcelorMittal	100	1,871		71.370	67.755	75.178	3.808	5	140,671	288
6/07/10		8/16/10	70				- cash -
	8/16/10	9/20/10	35				ArcelorMittal	100	1,972		71.310	75.600	67.020	-4.290	-6	132,211	-48
9/20/10		11/01/10	42				- cash -
long	11/01/10	11/15/10	14				Aalberts	100	9,903		13.350	13.915		0.565	4	137,806	195
11/15/10		12/13/10	28				- cash -
	12/13/10	1/10/11	28				Aalberts	100	9,096		15.150	15.075		-0.075	0	137,124	-6
1/10/11		1/31/11	21				- cash -
	1/31/11	3/07/11	35				ASML	100	4,495		30.500	31.750		1.250	4	142,743	52
3/07/11		3/28/11	21				- cash -
	3/28/11	4/11/11	14				Aalberts	100	8,539		16.715	17.090		0.375	2	145,945	78
4/11/11		5/23/11	42				- cash -
short	5/23/11	12/19/11	210				Philips	100	7,665		19.040	14.650	24.746	5.706	30	189,677	58
12/19/11		1/02/12	14				- cash -
long	1/02/12	4/09/12	98				Vopak	100	4,615		41.095	44.780		3.685	9	206,684	38
4/09/12		5/14/12	35				- cash -
short	5/14/12	8/20/12	98				ArcelorMittal	100	5,712		36.180	38.115	34.245	-1.935	-5	195,631	-19
long	8/20/12	8/27/12	7				ASML	100	4,171		46.900	46.300		-0.600	-1	193,128	-49
8/27/12		9/10/12	14				- cash -
	9/10/12	10/29/12	49				Gemalto	100	3,066		62.980	69.820		6.840	11	214,100	116
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
10/29/12		12/24/12	56				- cash -
	12/24/12	1/14/13	21				Gemalto	100	3,130		68.400	66.090		-2.310	-3	206,870	-45
1/14/13		10/21/13	280				- cash -
	10/21/13	11/11/13	21				Randstad	100	4,910		42.125	46.870		4.745	11	230,168	539
11/11/13		11/25/13	14				- cash -
	11/25/13	12/09/13	14				Randstad	100	5,165		44.555	43.835		-0.720	-2	226,449	-35
12/09/13		12/30/13	21				- cash -
	12/30/13	1/06/14	7				Randstad	100	4,822		46.955	47.650		0.695	1	229,800	115
1/06/14		4/14/14	98				- cash -
short	4/14/14	4/21/14	7				DSM-Firmenich	100	4,661		49.295	50.270	48.320	-0.975	-2	225,256	-65
4/21/14		5/05/14	14				- cash -
	5/05/14	6/09/14	35				Vopak	100	6,287		35.825	38.235	33.415	-2.410	-7	210,104	-52
6/09/14		6/30/14	21				- cash -
	6/30/14	9/08/14	70				Vopak	100	5,885		35.700	41.045	30.355	-5.345	-15	178,649	-57
9/08/14		10/06/14	28				- cash -
	10/06/14	11/24/14	49				TNT Express	100	35,930		4.972	5.122	4.822	-0.150	-3	173,259	-20
11/24/14		12/01/14	7				- cash -
long	12/01/14	12/15/14	14				ASML	100	2,043		84.790	83.150		-1.640	-2	169,909	-40
12/15/14		12/29/14	14				- cash -
	12/29/14	1/05/15	7				ASML	100	1,890		89.880	87.490		-2.390	-3	165,391	-75
1/05/15		2/09/15	35				- cash -
	2/09/15	5/25/15	105				Altice	100	57,487		2.877	4.865		1.988	69	279,676	521
5/25/15		7/06/15	42				- cash -
short	7/06/15	7/13/15	7				Delta Lloyd	100	18,986		14.730	15.275	14.185	-0.545	-4	269,328	-86
7/13/15		7/27/15	14				- cash -
	7/27/15	1/04/16	161				ArcelorMittal	100	11,500		23.418	11.163	49.127	25.709	110	564,979	436
1/04/16		1/11/16	7				- cash -
	1/11/16	1/25/16	14				Delta Lloyd	100	109,939		5.139	5.011	5.270	0.131	3	579,414	93
1/25/16		2/15/16	21				- cash -
	2/15/16	4/18/16	63				Delta Lloyd	100	136,429		4.247	4.530	3.964	-0.283	-7	540,805	-33
4/18/16		5/09/16	21				- cash -
	5/09/16	5/16/16	7				Delta Lloyd	100	129,379		4.180	3.890	4.492	0.312	7	581,119	4,148
5/16/16		6/06/16	21				- cash -
long	6/06/16	6/13/16	7				DSM-Firmenich	100	10,258		56.650	54.260		-2.390	-4	556,603	-89
6/13/16		2/27/17	259				- cash -
	2/27/17	4/17/17	49				ArcelorMittal	100	22,061		25.230	21.390		-3.840	-15	471,889	-71
4/17/17		8/21/17	126				- cash -
short	8/21/17	10/02/17	42				Gemalto	100	10,702		44.090	37.600	51.700	7.610	17	553,333	299
10/02/17		2/12/18	133				- cash -
	2/12/18	2/19/18	7				Altice	100	478,248		1.157	1.179	1.135	-0.022	-2	542,812	-63
2/19/18		3/05/18	14				- cash -
	3/05/18	4/09/18	35				Altice	100	482,499		1.125	1.042	1.215	0.090	8	586,043	122
4/09/18		7/30/18	112				- cash -
long	7/30/18	8/06/18	7				Altice	100	212,027		2.764	2.390		-0.374	-14	506,745	-100
8/06/18		10/08/18	63				- cash -
short	10/08/18	2/18/19	133				ING Groep	100	47,016		10.778	11.100	10.456	-0.322	-3	491,606	-8
2/18/19		4/08/19	49				- cash -
long	4/08/19	5/13/19	35				Galapagos	100	4,420		111.200	99.620		-11.580	-10	440,423	-68
5/13/19		8/26/19	105				- cash -
short	8/26/19	9/09/19	14				ArcelorMittal	100	35,512		12.402	14.274	10.530	-1.872	-15	373,944	-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		12/02/19	84				- cash -
long	12/02/19	1/13/20	42				Galapagos	100	2,124		176.000	183.400		7.400	4	389,662	43
1/13/20		1/20/20	7				- cash -
	1/20/20	1/27/20	7				Galapagos	100	2,124		183.400	206.000		22.600	12	437,664	42,709
1/27/20		3/02/20	35				- cash -
short	3/02/20	7/20/20	140				ABN AMRO	100	35,295		12.400	8.220	18.706	6.306	51	660,220	192
7/20/20		12/28/20	161				- cash -
long	12/28/20	1/25/21	28				Adyen	100	341		1,931.000	1,875.000		-56.000	-3	641,124	-32
1/25/21		4/05/21	70				- cash -
	4/05/21	5/24/21	49				ArcelorMittal	100	26,345		24.335	25.555		1.220	5	673,265	44
5/24/21		2/28/22	280				- cash -
short	2/28/22	11/14/22	259				Just Eat Takeaway	100	18,588		36.220	23.385	56.100	19.880	55	1,042,787	85
11/14/22		12/19/22	35				- cash -
	12/19/22	1/09/23	21				Philips	100	81,671		12.768	15.366	10.170	-2.598	-20	830,606	-98
1/09/23		1/23/23	14				- cash -
long	1/23/23	3/13/23	49				Prosus	100	23,779		34.930	29.760		-5.170	-15	707,669	-70
3/13/23		7/10/23	119				- cash -
short	7/10/23	7/24/23	14				DSM-Firmenich	100	7,097		99.710	100.880	98.540	-1.170	-1	699,365	-26
7/24/23		10/09/23	77				- cash -
	10/09/23	11/20/23	42				Adyen	100	995		702.800	1,038.200	367.400	-335.400	-48	365,642	-100
11/20/23		12/25/23	35				- cash -
long	12/25/23	1/08/24	14				BE Semiconductor	100	2,653		137.800	129.250		-8.550	-6	342,959	-81
1/08/24		1/29/24	21				- cash -
	1/29/24	4/22/24	84				BE Semiconductor	100	2,422		141.550	131.650		-9.900	-7	318,981	-27
4/22/24		5/13/24	21				- cash -
	5/13/24	6/03/24	21				ASM International	100	513		620.800	646.800		26.000	4	332,319	104
6/03/24		8/19/25	442				- cash -
accum	1/09/06	6/03/24	3458	days out of 7169 invested (48%)										3,223		332,319	45

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Randstad	short	8/20/07	10/01/07	42	40.90	39.50	42.35	1.45	3.54
	short	10/15/07	12/17/07	63	40.70	26.12	63.42	22.72	55.82
	short	1/07/08	5/19/08	133	26.74	28.70	24.78	-1.96	-7.33
	long	6/29/09	2/08/10	224	19.88	33.38		13.50	67.91
	long	10/21/13	11/11/13	21	42.13	46.87		4.75	11.26
	long	11/25/13	12/09/13	14	44.56	43.84		-0.72	-1.62
	long	12/30/13	1/06/14	7	46.96	47.65		0.70	1.48			178.88
Aegon	short	6/16/08	4/13/09	301	9.22	3.47	24.51	15.29	165.94			165.94
Gemalto	short	6/12/06	8/28/06	77	20.75	19.75	21.80	1.05	5.06
	short	9/04/06	9/25/06	21	20.00	15.02	26.63	6.63	33.16
	long	9/10/12	10/29/12	49	62.98	69.82		6.84	10.86
	long	12/24/12	1/14/13	21	68.40	66.09		-2.31	-3.38
	short	8/21/17	10/02/17	42	44.09	37.60	51.70	7.61	17.26			75.72
Just Eat Takeaway	short	2/28/22	11/14/22	259	36.22	23.39	56.10	19.88	54.89			54.89
Altice	long	2/09/15	5/25/15	105	2.88	4.87		1.99	69.10
	short	2/12/18	2/19/18	7	1.16	1.18	1.14	-0.02	-1.90
	short	3/05/18	4/09/18	35	1.13	1.04	1.21	0.09	7.96
	long	7/30/18	8/06/18	7	2.76	2.39		-0.37	-13.53			54.86
ABN AMRO	short	3/02/20	7/20/20	140	12.40	8.22	18.71	6.31	50.85			50.85
ArcelorMittal	long	5/07/07	5/14/07	7	127.23	126.00		-1.23	-0.97
	long	7/02/07	7/30/07	28	142.05	135.27		-6.78	-4.77
	short	5/24/10	6/07/10	14	71.37	67.76	75.18	3.81	5.34
	short	8/16/10	9/20/10	35	71.31	75.60	67.02	-4.29	-6.02
	short	5/14/12	8/20/12	98	36.18	38.12	34.25	-1.94	-5.35
	short	7/27/15	1/04/16	161	23.42	11.16	49.13	25.71	109.78
	long	2/27/17	4/17/17	49	25.23	21.39		-3.84	-15.22
	short	8/26/19	9/09/19	14	12.40	14.27	10.53	-1.87	-15.09
	long	4/05/21	5/24/21	49	24.34	25.56		1.22	5.01			40.13
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
UnibailRodaWestfield	long	10/02/06	2/12/07	133	147.45	193.70		46.25	31.37			31.37
Boskalis	long	1/09/06	1/16/06	7	18.93	18.25		-0.68	-3.61
	long	2/06/06	5/08/06	91	18.80	21.58		2.78	14.80
	long	4/26/10	5/03/10	7	34.06	34.33		0.27	0.78			11.52
Aalberts	long	3/29/10	4/19/10	21	11.95	12.40		0.46	3.81
	long	11/01/10	11/15/10	14	13.35	13.92		0.57	4.23
	long	12/13/10	1/10/11	28	15.15	15.08		-0.08	-0.50
	long	3/28/11	4/11/11	14	16.72	17.09		0.38	2.24			10.08
Galapagos	long	4/08/19	5/13/19	35	111.20	99.62		-11.58	-10.41
	long	12/02/19	1/13/20	42	176.00	183.40		7.40	4.20
	long	1/20/20	1/27/20	7	183.40	206.00		22.60	12.32			4.86
ASM International	long	5/13/24	6/03/24	21	620.80	646.80		26.00	4.19			4.19
Philips	short	5/23/11	12/19/11	210	19.04	14.65	24.75	5.71	29.97
	short	12/19/22	1/09/23	21	12.77	15.37	10.17	-2.60	-20.35			3.52
Delta Lloyd	short	7/06/15	7/13/15	7	14.73	15.28	14.19	-0.55	-3.70
	short	1/11/16	1/25/16	14	5.14	5.01	5.27	0.13	2.55
	short	2/15/16	4/18/16	63	4.25	4.53	3.96	-0.28	-6.66
	short	5/09/16	5/16/16	7	4.18	3.89	4.49	0.31	7.45			-0.95
ASML	long	1/31/11	3/07/11	35	30.50	31.75		1.25	4.10
	long	8/20/12	8/27/12	7	46.90	46.30		-0.60	-1.28
	long	12/01/14	12/15/14	14	84.79	83.15		-1.64	-1.93
	long	12/29/14	1/05/15	7	89.88	87.49		-2.39	-2.66			-1.90
ING Groep	short	10/08/18	2/18/19	133	10.78	11.10	10.46	-0.32	-2.99			-2.99
TNT Express	short	10/06/14	11/24/14	49	4.97	5.12	4.82	-0.15	-3.02			-3.02
DSM-Firmenich	short	4/14/14	4/21/14	7	49.30	50.27	48.32	-0.98	-1.98
	long	6/06/16	6/13/16	7	56.65	54.26		-2.39	-4.22
	short	7/10/23	7/24/23	14	99.71	100.88	98.54	-1.17	-1.17			-7.22
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
BE Semiconductor	long	12/25/23	1/08/24	14	137.80	129.25		-8.55	-6.20
	long	1/29/24	4/22/24	84	141.55	131.65		-9.90	-6.99			-12.76
Vopak	long	1/02/12	4/09/12	98	41.10	44.78		3.69	8.97
	short	5/05/14	6/09/14	35	35.83	38.24	33.42	-2.41	-6.73
	short	6/30/14	9/08/14	70	35.70	41.05	30.36	-5.35	-14.97			-13.58
Prosus	long	1/23/23	3/13/23	49	34.93	29.76		-5.17	-14.80			-14.80
Adyen	long	12/28/20	1/25/21	28	1,931.00	1,875.00		-56.00	-2.90
	short	10/09/23	11/20/23	42	702.80	1,038.20	367.40	-335.40	-47.72			-49.24

Annotations

2/21/24	AEX			Component update: ABN Amro and ASR Nederland replace Signify and Unibail-Rodamco-Westfield
9/14/23	Prosus			stock split 1:2.1796 (two-point-onesevenninesix for one)
5/18/17	ArcelorMittal			reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
7/24/16	Ahold Delhaize			merger
7/07/16	AEX			ABN AMRO, Galapagos and SBM Offshore replace Delta Lloyd, OCI and TNT Express
8/25/15	AEX			complete analysis
	AEX			NN Group and Vopak replace Fugro and SBM Offshore
	NN			recording started
7/01/15	RELX			stock split 1,000:1,538 (1,538 for one thousand)

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