Assessment - FTSE/Athex Large Cap in Japanese yen - 1/07/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								Athex Large Cap	590,040.951	12/08/24	1.16	599,297.331	-1.54	489,100.738	110,196.593	22.53		16.15
								Titan Cement	5,285.894	12/08/24	2.01	4,999.936	5.72	3,359.563	1,640.372	48.83		46.35
						L		Cenergy	1,641.227	12/08/24	-0.53	1,705.351	-3.76	1,121.421	583.930	52.07		51.71
								Sarantis	1,861.328	12/08/24	-0.56	1,902.922	-2.19	1,312.501	590.421	44.98		34.91
								National Bank Greece	1,301.543	12/08/24	1.76	1,376.759	-5.46	985.159	391.600	39.75		32.25
								Eurobank Ergasias	349.909	12/08/24	1.53	363.427	-3.72	252.163	111.264	44.12		34.02
						L		Coca-Cola HBC	5,483.465	12/08/24	1.22	5,535.458	-0.94	4,137.980	1,397.478	33.77		26.18
								GEK Terna	2,977.431	12/08/24	0.23	2,859.582	4.12	2,061.159	798.423	38.74		24.78
								Terna Energy	3,329.247	12/08/24	0.16	3,381.239	-1.54	2,490.306	890.933	35.78		27.63
								Piraeus Financial	663.770	12/08/24	2.30	622.176	6.69	501.194	120.982	24.14		15.73
								Viohalco	944.529	12/08/24	0.37	1,020.784	-7.47	823.837	196.947	23.91		10.27
								Hellenic Petroleum	1,225.288	12/08/24	0.14	1,355.269	-9.59	1,140.215	215.053	18.86		8.62
								Lamda Development	1,239.152	12/08/24		1,169.829	5.93	1,058.771	111.058	10.49		8.35
						S		Alpha Services	268.627	12/08/24	0.58	275.733	-2.58	241.043	34.690	14.39		11.92
						S		Motor Oil Hellas	3,781.581	12/08/24	1.21	4,031.144	-6.19	3,721.362	309.782	8.32		2.14
						S		Mytilineos	5,895.938	12/08/24	0.06	6,128.171	-3.79	5,748.064	380.107	6.61		5.75
						S		Public Power	1,991.309	12/08/24	2.86	1,941.050	2.59	1,747.913	193.137	11.05		12.53
						S		Ellaktor	321.660	12/08/24	0.22	432.403	-25.61	399.389	33.015	8.27		13.06
						S		Jumbo	3,864.768	12/08/24	2.86	4,637.722	-16.67	3,934.370	703.352	17.88		9.20
								Hell Telecom OTE	2,518.165	12/08/24	0.83	2,341.391	7.55	2,020.437	320.954	15.89		6.60
						S		Aegean Airlines	1,859.595	12/08/24	0.75	2,001.707	-7.10	1,776.105	225.603	12.70		5.27
						S		OPAP	2,691.473	12/08/24	-0.26	2,554.560	5.36	2,407.296	147.264	6.12		1.19
								EYDAP	947.995	12/08/24	1.30	953.194	-0.55	953.834	-0.640	-0.07		-1.34
						S		Elvalhalcor	301.556	12/08/24	-0.91	328.592	-8.23	289.753	38.839	13.40		3.78
						S		Quest	899.469	12/08/24	0.19	916.799	-1.89	880.221	36.578	4.16		0.43
								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						S		Autohellas	1,951.448	12/08/24	-1.92	1,982.644	-1.57	2,001.642	-18.998	-0.95		-5.53
Athex LC - 25 out of 25 instruments rated - 1/07/24 / 1/01/24 - 23 did rise, Market-Ratio(26) in JPY = 92.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions FTSE/Athex Large Cap in Japanese yen * Mixed Cut L22 - 87/85 (1) - S15 - 73/84 (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		20/03/06	77				- cash -
long	20/03/06	22/05/06	63				Mytilineos	100	7		1,295.163	1,698.815		403.652	31	12,826	382
22/05/06		6/11/06	168				- cash -
	6/11/06	19/03/07	133				Lamda Development	100	10		1,198.633	1,755.514		556.881	46	18,394	185
19/03/07		2/04/07	14				- cash -
	2/04/07	9/04/07	7				Jumbo	100	10		1,771.494	1,869.394		97.900	6	19,373	1,552
9/04/07		30/04/07	21				- cash -
short	30/04/07	18/06/07	49				OPAP	100	4		4,555.791	4,515.176	4,596.771	40.980	1	19,537	7
18/06/07		2/07/07	14				- cash -
	2/07/07	13/04/09	651				Eurobank Ergasias	100	0		3,955,354.480	699,496.560	22,365,841.317	18,410,486.837	465	19,537	0
13/04/09		11/05/09	28				- cash -
long	11/05/09	14/09/09	126				Helex	100	17		1,095.725	1,041.578		-54.146	-5	18,617	-14
14/09/09		28/09/09	14				- cash -
	28/09/09	26/10/09	28				Piraeus Financial	100	0		276,145,711.200	298,512,743.000		22,367,031.800	8	18,617	0
26/10/09		16/11/09	21				- cash -
short	16/11/09	14/03/11	483				OPAP	100	8		2,250.823	1,844.694	2,746.366	495.543	22	22,581	16
14/03/11		4/04/11	21				- cash -
	4/04/11	2/04/12	364				Piraeus Financial	100	0		51,737,664.000	9,160,169.700	292,220,118.605	240,482,454.605	465	22,581	0
2/04/12		16/04/12	14				- cash -
	16/04/12	3/09/12	140				Public Power	100	137		164.021	131.085	205.233	41.212	25	28,227	79
3/09/12		1/10/12	28				- cash -
long	1/10/12	3/12/12	63				Alpha Services	100	3		8,866.815	8,728.650		-138.165	-2	27,813	-9
3/12/12		10/12/12	7				- cash -
	10/12/12	11/02/13	63				Terna Energy	100	96		287.161	402.415		115.254	40	38,877	606
11/02/13		25/03/13	42				- cash -
short	25/03/13	30/09/13	189				Eurobank Ergasias	100	1		31,902.000	6,607.400	154,029.967	122,127.967	383	161,005	1,992
30/09/13		4/11/13	35				- cash -
long	4/11/13	13/01/14	70				Aegean Airlines	100	190		846.417	1,049.519		203.102	24	199,594	207
13/01/14		20/01/14	7				- cash -
	20/01/14	24/02/14	35				Aegean Airlines	100	202		987.233	1,005.134		17.901	2	203,210	21
24/02/14		3/03/14	7				- cash -
	3/03/14	10/03/14	7				Aegean Airlines	100	191		1,058.946	1,136.813		77.867	7	218,083	3,944
10/03/14		17/03/14	7				- cash -
	17/03/14	24/03/14	7				Aegean Airlines	100	202		1,076.601	1,124.726		48.125	4	227,804	878
24/03/14		20/06/16	819				- cash -
short	20/06/16	10/10/16	112				National Bank Greece	100	817		278.629	229.660	338.040	59.411	21	276,343	88
10/10/16		24/10/16	14				- cash -
	24/10/16	9/01/17	77				Piraeus Financial	100	50		5,468.059	8,647.348	2,288.769	-3,179.290	-58	117,378	-98
9/01/17		6/02/17	28				- cash -
	6/02/17	8/05/17	91				Ellaktor	100	896		130.962	173.211	88.714	-42.248	-32	79,524	-79
long	8/05/17	18/09/17	133				GEK Terna	100	200		395.910	520.038		124.127	31	104,349	111
18/09/17		26/02/18	161				- cash -
	26/02/18	5/03/18	7				GEK Terna	100	148		704.579	694.454		-10.125	-1	102,851	-53
5/03/18		2/04/18	28				- cash -
short	2/04/18	25/02/19	329				Attica Bank	100	25,978		3.959	16.023	0.000	-3.959	-100	1	-100
25/02/19		18/03/19	21				- cash -
long	18/03/19	6/05/19	49				Grivalia	100	0		1,263.009	1,432.656		169.647	13	1	0
6/05/19		27/05/19	21				- cash -
	27/05/19	23/09/19	119				Piraeus Financial	100	0		4,465.142	5,828.042		1,362.900	31	1	0
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
23/09/19		30/09/19	7				- cash -
short	30/09/19	20/01/20	112				Motor Oil Hellas	100	0		2,524.197	2,529.755	2,518.639	-5.558	0	1	0
20/01/20		3/02/20	14				- cash -
	3/02/20	29/06/20	147				Motor Oil Hellas	100	0		2,241.767	1,528.331	3,288.241	1,046.474	47	1	0
29/06/20		27/07/20	28				- cash -
	27/07/20	30/11/20	126				Alpha Services	100	0		69.840	90.001	49.679	-20.161	-29	1	0
30/11/20		21/12/20	21				- cash -
	21/12/20	4/01/21	14				Piraeus Financial	100	0		2,260.367	2,589.561	1,931.173	-329.194	-15	1	0
4/01/21		1/03/21	56				- cash -
long	1/03/21	8/03/21	7				Public Power	100	0		1,141.217	1,178.047		36.829	3	1	0
8/03/21		15/03/21	7				- cash -
	15/03/21	3/05/21	49				Public Power	100	0		1,185.912	1,238.826		52.913	4	1	0
3/05/21		14/06/21	42				- cash -
	14/06/21	21/06/21	7				Eurobank Ergasias	100	0		115.348	111.579		-3.769	-3	1	0
21/06/21		28/06/21	7				- cash -
	28/06/21	19/07/21	21				Eurobank Ergasias	100	0		113.152	97.680		-15.472	-14	1	0
19/07/21		24/01/22	189				- cash -
short	24/01/22	9/01/23	350				Piraeus Financial	100	0		181.679	220.969	142.388	-39.291	-22	1	0
9/01/23		6/02/23	28				- cash -
long	6/02/23	15/05/23	98				Piraeus Financial	100	0		278.182	338.706		60.524	22	1	0
15/05/23		22/05/23	7				- cash -
	22/05/23	26/06/23	35				Piraeus Financial	100	0		402.801	418.617		15.816	4	1	0
26/06/23		3/07/23	7				- cash -
	3/07/23	17/07/23	14				Piraeus Financial	100	0		489.558	521.091		31.533	6	1	0
17/07/23		7/08/23	21				- cash -
	7/08/23	11/09/23	35				Piraeus Financial	100	0		559.733	466.343		-93.390	-17	1	0
11/09/23		25/09/23	14				- cash -
	25/09/23	9/10/23	14				Aegean Airlines	100	0		1,746.197	1,493.618		-252.579	-14	1	0
9/10/23		26/02/24	140				- cash -
	26/02/24	27/05/24	91				Titan Cement	100	0		4,242.799	5,342.365		1,099.566	26	1	0
27/05/24		8/11/26	895				- cash -
accum	20/03/06	27/05/24	4515	days out of 7615 invested (59%)										-100		1	-54

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Eurobank Ergasias	short	2/07/07	13/04/09	651	3,955,354.48	699,496.56	22,365,841.32	18,410,486.84	465.46
	short	25/03/13	30/09/13	189	31,902.00	6,607.40	154,029.97	122,127.97	382.82
	long	14/06/21	21/06/21	7	115.35	111.58		-3.77	-3.27
	long	28/06/21	19/07/21	21	113.15	97.68		-15.47	-13.67			2,179.84
Piraeus Financial	long	28/09/09	26/10/09	28	276,145,711.20	298,512,743.00		22,367,031.80	8.10
	short	4/04/11	2/04/12	364	51,737,664.00	9,160,169.70	292,220,118.61	240,482,454.61	464.81
	short	24/10/16	9/01/17	77	5,468.06	8,647.35	2,288.77	-3,179.29	-58.14
	long	27/05/19	23/09/19	119	4,465.14	5,828.04		1,362.90	30.52
	short	21/12/20	4/01/21	14	2,260.37	2,589.56	1,931.17	-329.19	-14.56
	short	24/01/22	9/01/23	350	181.68	220.97	142.39	-39.29	-21.63
	long	6/02/23	15/05/23	98	278.18	338.71		60.52	21.76
	long	22/05/23	26/06/23	35	402.80	418.62		15.82	3.93
	long	3/07/23	17/07/23	14	489.56	521.09		31.53	6.44
	long	7/08/23	11/09/23	35	559.73	466.34		-93.39	-16.68			150.64
Lamda Development	long	6/11/06	19/03/07	133	1,198.63	1,755.51		556.88	46.46			46.46
Motor Oil Hellas	short	30/09/19	20/01/20	112	2,524.20	2,529.75	2,518.64	-5.56	-0.22
	short	3/02/20	29/06/20	147	2,241.77	1,528.33	3,288.24	1,046.47	46.68			46.36
Terna Energy	long	10/12/12	11/02/13	63	287.16	402.42		115.25	40.14			40.14
Public Power	short	16/04/12	3/09/12	140	164.02	131.08	205.23	41.21	25.13
	long	1/03/21	8/03/21	7	1,141.22	1,178.05		36.83	3.23
	long	15/03/21	3/05/21	49	1,185.91	1,238.83		52.91	4.46			34.93
Mytilineos	long	20/03/06	22/05/06	63	1,295.16	1,698.81		403.65	31.17			31.17
GEK Terna	long	8/05/17	18/09/17	133	395.91	520.04		124.13	31.35
	long	26/02/18	5/03/18	7	704.58	694.45		-10.13	-1.44			29.46
Titan Cement	long	26/02/24	27/05/24	91	4,242.80	5,342.36		1,099.57	25.92			25.92
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
OPAP	short	30/04/07	18/06/07	49	4,555.79	4,515.18	4,596.77	40.98	0.90
	short	16/11/09	14/03/11	483	2,250.82	1,844.69	2,746.37	495.54	22.02			23.11
National Bank Greece	short	20/06/16	10/10/16	112	278.63	229.66	338.04	59.41	21.32			21.32
Aegean Airlines	long	4/11/13	13/01/14	70	846.42	1,049.52		203.10	24.00
	long	20/01/14	24/02/14	35	987.23	1,005.13		17.90	1.81
	long	3/03/14	10/03/14	7	1,058.95	1,136.81		77.87	7.35
	long	17/03/14	24/03/14	7	1,076.60	1,124.73		48.13	4.47
	long	25/09/23	9/10/23	14	1,746.20	1,493.62		-252.58	-14.46			21.11
Grivalia	long	18/03/19	6/05/19	49	1,263.01	1,432.66		169.65	13.43			13.43
Jumbo	long	2/04/07	9/04/07	7	1,771.49	1,869.39		97.90	5.53			5.53
Helex	long	11/05/09	14/09/09	126	1,095.72	1,041.58		-54.15	-4.94			-4.94
Alpha Services	long	1/10/12	3/12/12	63	8,866.82	8,728.65		-138.17	-1.56
	short	27/07/20	30/11/20	126	69.84	90.00	49.68	-20.16	-28.87			-29.98
Ellaktor	short	6/02/17	8/05/17	91	130.96	173.21	88.71	-42.25	-32.26			-32.26
Attica Bank	short	2/04/18	25/02/19	329	3.96	16.02	0.00	-3.96	-100.00			-100.00

Annotations

21/02/24	Athex LC			Component update: Cenergy replaces Piraeus Port Authority
20/05/19	Athex LC			Cenergy replaces Grivalia (acquired by Eurobank)
28/08/18	National Bank Greece			reverse stock split 10:1 (one for ten)
27/06/18	Athex LC			Fourlis replaces Folli-Follie
30/04/18	Athex LC			index adaption: Attica Bank, Ellaktor and Fourlis drop out, EYDAP and Trena Energy join in again
31/07/17	Piraeus Bank			reverse stock split 20:1 (give twenty for one new)
	Piraeus Bank			suspended
10/07/17	Athex LC			index adaption: Terna Energy and Metka (absorbed by Mytilineos) drop out, ADMIE (IPTO), Attica Bank and Fourlis are included
19/06/17	Public Power			1:1 spin-off of IPTO Holding
17/12/16	Athex LC			index adaption: Sarantis replaces EYDAP
30/11/15	National Bank Greece			reverse split 15:1 (one for fifteen)
27/11/15	Piraeus Bank			reverse split 100:1 (one for one hundred)
	Eurobank Ergasias			reverse split 100:1 (one for one hundred)
	Alpha Bank			reverse split 50:1 (one for fifty)
31/08/15	Athex LC			complete analysis
1/06/15	Athex LC			Lamda Development replaces Marfin Investment
5/03/14	Jumbo			forward stock split 22:23 (twenty-three for twenty-two)
24/10/13	Terna Energy			forward stock split 25:26 (twenty-six for twenty-five)
13/06/13	Eurobank Ergasias			reverse stock split 10:1 (one for ten)
5/06/13	Piraeus Bank			reverse stock split 10:1 (one for ten)
24/05/13	National Bank Greece			reverse stock split 10:1 (one for ten)
5/09/12	Terna Energy			forward stock split 20:21 (twenty-one for twenty)
6/07/11	Mytilineos			forward stock split 20:21 (twenty-one for twenty)
12/08/09	Eurobank Ergasias			forward stock split 98:100 (one hundred for ninety-eight)
1/06/09	Piraeus Bank			forward stock split 47:48 (forty-eight for forty-seven)

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