Assessment - DJ Global Titans 50 - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	⇓∅-RS
								DJ Global Titans	645.640	8/12/24		677.730	-4.73	549.630	128.100	23.31	USD	21.47
						L		NVidia	109.020	8/12/24	4.08	124.300	-12.29	49.522	74.778	151.00	USD	133.39
								BP	439.600	8/12/24	1.35	478.500	-8.13	466.150	12.350	2.65	GBP	-5.19
						L		Walmart	68.700	8/12/24	1.10	67.480	1.81	52.550	14.930	28.41	USD	21.39
								Samsung Electronics	75,500.000	8/12/24	1.07	81,800.000	-7.70	78,500.000	3,300.000	4.20	KRW	7.07
								Shell	33.025	8/12/24	0.93	33.880	-2.52	29.800	4.080	13.69	EUR	7.36
						L		Apple	217.530	8/12/24	0.71	216.750	0.36	192.530	24.220	12.58	USD	18.50
								TotalEnergies	61.720	8/12/24	0.60	63.610	-2.97	61.600	2.010	3.26	EUR	2.12
						S		McDonald´s	269.460	8/12/24	0.58	249.990	7.79	296.510	-46.520	-15.69	USD	-9.22
								GSK	1,572.000	8/12/24	0.42	1,526.000	3.01	1,450.200	75.800	5.23	GBP	5.65
						L		Oracle	132.580	8/12/24	0.39	143.090	-7.35	105.430	37.660	35.72	USD	22.73
						L		Taiwan Semiconductor	167.630	8/12/24	0.31	172.330	-2.73	104.000	68.330	65.70	USD	62.33
						L		Roche	277.800	8/12/24	0.25	250.100	11.08	244.500	5.600	2.29	CHF	0.61
						L		HSBC	643.900	8/12/24	0.22	690.900	-6.80	635.500	55.400	8.72	GBP	9.01
								JP Morgan Chase	206.190	8/12/24	0.19	205.450	0.36	170.100	35.350	20.78	USD	18.62
								Microsoft	406.810	8/12/24	0.19	456.730	-10.93	376.040	80.690	21.46	USD	21.25
						L		Novartis	96.740	8/12/24	0.16	96.720	0.02	84.870	11.850	13.96	CHF	5.45
								AbbVie	190.180	8/12/24	0.13	170.370	11.63	154.970	15.400	9.94	USD	9.65
								Exxon Mobil	119.000	8/12/24	0.13	114.960	3.51	99.980	14.980	14.98	USD	0.00
						L		Philip Morris	116.090	8/12/24	0.07	101.250	14.66	94.080	7.170	7.62	USD	8.21
								Visa	259.890	8/12/24	0.05	263.240	-1.27	260.350	2.890	1.11	USD	5.92
								Chevron	145.020	8/12/24	0.02	156.520	-7.35	149.160	7.360	4.93	USD	-1.57
								Siemens	157.200	8/12/24	0.01	177.120	-11.25	169.920	7.200	4.24	EUR	7.94
								Allianz	255.900	8/12/24		262.500	-2.51	241.950	20.550	8.49	EUR	7.44
						L		BAT	2,801.000	8/12/24		2,451.000	14.28	2,295.500	155.500	6.77	GBP	-1.76
								⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	⇓∅-RS
								Citigroup	57.840	8/12/24		63.430	-8.81	51.440	11.990	23.31	USD	21.33
								Amazon.com	166.800	8/12/24	-0.08	197.200	-15.42	151.940	45.260	29.79	USD	21.83
								Toyota	2,447.500	8/09/24	-0.14	3,284.000	-25.47	2,590.500	693.500	26.77	JPY	6.66
								General Electric	166.870	8/12/24	-0.16	158.970	4.97	127.630	31.340	24.56	USD	27.22
								Mastercard	455.690	8/12/24	-0.24	437.610	4.13	426.510	11.100	2.60	USD	5.80
						L		DuPont	78.330	8/12/24	-0.25	79.270	-1.19	76.930	2.340	3.04	USD	9.50
								Walt Disney	85.950	8/12/24	-0.30	98.040	-12.33	90.290	7.750	8.58	USD	7.11
								Meta Platforms	515.950	8/12/24	-0.35	504.680	2.23	353.960	150.720	42.58	USD	39.87
						L		Pfizer	28.450	8/12/24	-0.35	28.220	0.82	28.790	-0.570	-1.98	USD	-11.15
						L		Nestlé	88.640	8/12/24	-0.40	91.880	-3.53	97.510	-5.630	-5.77	CHF	-4.40
						S		Johnson & Johnson	159.880	8/12/24	-0.46	146.440	9.18	156.740	-10.300	-6.57	USD	-7.04
								Anheuser-Busch InBev	55.200	8/12/24	-0.47	54.440	1.40	58.420	-3.980	-6.81	EUR	1.03
								BHP	40.640	8/12/24	-0.54	43.300	-6.14	50.410	-7.110	-14.10	AUD	-5.86
								PepsiCo	171.420	8/12/24	-0.56	162.890	5.24	169.840	-6.950	-4.09	USD	-3.82
								Sanofi	95.670	8/12/24	-0.60	91.850	4.16	89.760	2.090	2.33	EUR	-4.86
						L		3M	123.360	8/12/24	-0.65	100.610	22.61	109.320	-8.710	-7.97	USD	2.10
						L		Royal Bank CA	148.760	8/12/24	-0.72	145.650	2.14	134.000	11.650	8.69	CAD	10.91
						L		Coca-Cola	68.170	8/12/24	-0.74	63.280	7.73	58.930	4.350	7.38	USD	5.27
						L		Amgen	320.000	8/12/24	-0.77	311.010	2.89	288.020	22.990	7.98	USD	11.69
						L		Alphabet A	162.290	8/12/24	-0.84	182.990	-11.31	139.690	43.300	31.00	USD	26.77
								Merck (MSD)	113.480	8/12/24	-0.93	127.900	-11.27	109.020	18.880	17.32	USD	11.58
								IBM	189.480	8/12/24	-1.03	175.100	8.21	163.550	11.550	7.06	USD	6.95
						S		Cisco Systems	44.860	8/12/24	-1.34	47.520	-5.60	50.520	-3.000	-5.94	USD	-9.84
						S		Intel	19.360	8/12/24	-1.78	30.840	-37.22	50.250	-19.410	-38.63	USD	-17.91
						L		Procter & Gamble	166.810	8/12/24	-2.19	162.720	2.51	146.540	16.180	11.04	USD	8.63
								⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	⇓∅-RS
								Boeing	164.130	8/12/24	-2.25	186.700	-12.09	260.660	-73.960	-28.37	USD	-12.42
DJ Global Titans - 50 out of 50 instruments rated - 7/01/24 / 1/01/24 - 39 did rise, Market-Ratio(26) = 78.00 %

 

 

Transactions DJ Global Titans 50 * Mixed Cut L30 - 53/51 (1) - S30 - 50/54 (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		6/26/06	175				- cash -
long	6/26/06	1/14/08	567				Gazprom	100	748	EUR	13.360	14.480		1.120	8	10,838	5
short	1/14/08	5/04/09	476				Citigroup	100	37	USD	290.600	32.000	2,639.011	2,348.411	808	97,729	443
long	5/04/09	5/25/09	21				Qualcomm	100	2,254	USD	43.350	43.290		-0.060	0	97,594	-2
short	5/25/09	6/01/09	7				Citigroup	100	2,588	USD	37.700	36.900	38.517	0.817	2	99,709	206
long	6/01/09	6/22/09	21				Qualcomm	100	2,245	USD	44.400	44.400		0.000	0	99,709	0
6/22/09		6/29/09	7				- cash -
	6/29/09	7/06/09	7				Apple	100	19,665	USD	5.070	4.950		-0.120	-2	97,349	-71
7/06/09		7/13/09	7				- cash -
	7/13/09	5/17/10	308				Apple	100	19,150	USD	5.084	9.079		3.996	79	173,868	99
short	5/17/10	5/31/10	14				Qualcomm	100	4,653	USD	37.365	35.070	39.810	2.445	7	185,245	422
long	5/31/10	6/07/10	7				Apple	100	19,886	USD	9.315	8.962		-0.353	-4	178,221	-87
short	6/07/10	9/06/10	91				Qualcomm	100	5,090	USD	35.010	40.570	29.450	-5.560	-16	149,920	-50
long	9/06/10	9/27/10	21				Apple	100	16,282	USD	9.207	10.399		1.191	13	169,316	729
9/27/10		10/04/10	7				- cash -
short	10/04/10	11/22/10	49				Bank of America	100	12,875	USD	13.150	11.300	15.303	2.153	16	197,035	209
long	11/22/10	7/25/11	245				Apple	100	17,606	USD	11.191	14.232		3.041	27	250,571	43
short	7/25/11	12/26/11	154				Bank of America	100	25,032	USD	10.010	5.480	18.285	8.275	83	457,703	317
long	12/26/11	1/23/12	28				Philip Morris	100	5,806	USD	78.830	74.860		-3.970	-5	434,653	-49
1/23/12		1/30/12	7				- cash -
	1/30/12	5/21/12	112				Apple	100	26,865	USD	16.179	20.046		3.867	24	538,535	101
5/21/12		5/28/12	7				- cash -
	5/28/12	10/22/12	147				Apple	100	26,349	USD	20.438	22.644		2.206	11	596,653	29
short	10/22/12	10/29/12	7				Telefónica	100	56,824	EUR	10.500	10.070	10.948	0.448	4	622,133	785
long	10/29/12	12/16/13	413				Bank of America	100	66,752	USD	9.320	15.240		5.920	64	1,017,305	54
12/16/13		12/23/13	7				- cash -
	12/23/13	10/27/14	308				Alphabet A	100	36,379	USD	27.964	27.494		-0.470	-2	1,000,214	-2
short	10/27/14	11/10/14	14				Samsung Electronics	100	45,671	KRW	21.900	25.360	18.440	-3.460	-16	842,192	-99
11/10/14		12/15/14	35				- cash -
	12/15/14	4/27/15	133				Gazprom	100	252,380	EUR	3.337	5.420	1.254	-2.083	-62	316,485	-93
long	4/27/15	6/08/15	42				Mitsubishi UFJ	100	37,631	JPY	8.410	8.960		0.550	7	337,182	73
short	6/08/15	7/13/15	35				BHP	100	12,085	AUD	27.900	26.410	29.474	1.574	6	356,205	77
long	7/13/15	7/27/15	14				Mitsubishi UFJ	100	41,759	JPY	8.530	8.800		0.270	3	367,480	125
L/S	date buy	date sell	days				instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	7/27/15	8/03/15	7				ConocoPhilips	100	7,255	USD	50.650	49.710	51.608	0.958	2	374,428	166
long	8/03/15	8/24/15	21				Mitsubishi UFJ	100	42,500	JPY	8.810	7.410		-1.400	-16	314,928	-95
short	8/24/15	3/21/16	210				ConocoPhilips	100	7,335	USD	42.930	42.580	43.283	0.353	1	317,517	1
long	3/21/16	3/28/16	7				McDonald´s	100	2,564	USD	123.810	123.170		-0.640	-1	315,876	-24
short	3/28/16	4/11/16	14				Mitsubishi UFJ	100	59,825	JPY	5.280	4.730	5.894	0.614	12	352,609	1,660
4/11/16		5/09/16	28				- cash -
	5/09/16	7/04/16	56				Mitsubishi UFJ	100	71,119	JPY	4.958	4.553	5.399	0.441	9	383,972	74
long	7/04/16	3/05/18	609				BP	100	86,073	GBP	4.461	4.702		0.241	5	404,673	3
short	3/05/18	3/12/18	7				General Electric	100	3,507	USD	115.360	120.800	109.920	-5.440	-5	385,595	-92
long	3/12/18	4/09/18	28				Intel	100	7,484	USD	51.520	49.550		-1.970	-4	370,851	-40
4/09/18		4/23/18	14				- cash -
short	4/23/18	9/03/18	133				General Electric	100	3,192	USD	116.160	103.520	130.343	14.183	12	416,124	37
long	9/03/18	11/26/18	84				Apple	100	7,312	USD	56.908	43.655		-13.253	-23	319,222	-68
11/26/18		12/10/18	14				- cash -
short	12/10/18	4/01/19	112				General Electric	100	5,757	USD	55.440	80.800	30.080	-25.360	-46	173,225	-86
long	4/01/19	4/22/19	21				Procter & Gamble	100	1,671	USD	103.640	106.010		2.370	2	177,185	48
short	4/22/19	4/29/19	7				Schlumberger	100	3,864	USD	45.850	43.430	48.405	2.555	6	187,057	1,590
long	4/29/19	6/03/19	35				Qualcomm	100	2,143	USD	87.250	66.660		-20.590	-24	142,932	-94
short	6/03/19	6/10/19	7				Schlumberger	100	4,027	USD	35.490	35.470	35.510	0.020	0	143,013	3
long	6/10/19	2/24/20	259				Gazprom	100	22,845	EUR	6.260	6.326		0.066	1	144,521	1
short	2/24/20	10/05/20	224				Exxon Mobil	100	2,563	USD	56.370	33.740	94.178	37.808	67	241,423	131
long	10/05/20	3/07/22	518				Apple	100	2,072	USD	116.500	159.300		42.800	37	330,105	25
short	3/07/22	3/28/22	21				Gazprom	100	122,261	EUR	2.700	2.700	2.700	0.000	0	330,105	0
3/28/22		6/13/22	77				- cash -
	6/13/22	1/09/23	210				General Electric	100	4,874	USD	67.720	72.670	62.770	-4.950	-7	305,979	-12
long	1/09/23	3/13/23	63				Schlumberger	100	5,499	USD	55.640	48.840		-6.800	-12	268,585	-53
short	3/13/23	3/27/23	14				3M	100	2,595	USD	103.500	101.490	105.550	2.050	2	273,905	67
long	3/27/23	10/30/23	217				NVidia	100	10,323	USD	26.531	41.161		14.630	55	424,930	109
short	10/30/23	12/04/23	35				Pfizer	100	13,909	USD	30.550	29.280	31.875	1.325	4	443,361	56
12/04/23		10/11/25	677				- cash -
accum	6/26/06	12/04/23	6160	days out of 7222 invested (85%)										4,334		443,361	25

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Citigroup	short	1/14/08	5/04/09	476	290.60	32.00	2,639.01	2,348.41	808.13
	short	5/25/09	6/01/09	7	37.70	36.90	38.52	0.82	2.17			827.81
Bank of America	short	10/04/10	11/22/10	49	13.15	11.30	15.30	2.15	16.37
	short	7/25/11	12/26/11	154	10.01	5.48	18.28	8.27	82.66
	long	10/29/12	12/16/13	413	9.32	15.24		5.92	63.52			247.59
Apple	long	6/29/09	7/06/09	7	5.07	4.95		-0.12	-2.37
	long	7/13/09	5/17/10	308	5.08	9.08		4.00	78.60
	long	5/31/10	6/07/10	7	9.32	8.96		-0.35	-3.79
	long	9/06/10	9/27/10	21	9.21	10.40		1.19	12.94
	long	11/22/10	7/25/11	245	11.19	14.23		3.04	27.17
	long	1/30/12	5/21/12	112	16.18	20.05		3.87	23.90
	long	5/28/12	10/22/12	147	20.44	22.64		2.21	10.79
	long	9/03/18	11/26/18	84	56.91	43.66		-13.25	-23.29
	long	10/05/20	3/07/22	518	116.50	159.30		42.80	36.74			246.95
Exxon Mobil	short	2/24/20	10/05/20	224	56.37	33.74	94.18	37.81	67.07			67.07
NVidia	long	3/27/23	10/30/23	217	26.53	41.16		14.63	55.14			55.14
Mitsubishi UFJ	long	4/27/15	6/08/15	42	8.41	8.96		0.55	6.54
	long	7/13/15	7/27/15	14	8.53	8.80		0.27	3.17
	long	8/03/15	8/24/15	21	8.81	7.41		-1.40	-15.89
	short	3/28/16	4/11/16	14	5.28	4.73	5.89	0.61	11.63
	short	5/09/16	7/04/16	56	4.96	4.55	5.40	0.44	8.89			12.38
BHP	short	6/08/15	7/13/15	35	27.90	26.41	29.47	1.57	5.64			5.64
BP	long	7/04/16	3/05/18	609	4.46	4.70		0.24	5.39			5.39
Pfizer	short	10/30/23	12/04/23	35	30.55	29.28	31.88	1.33	4.34			4.34
Telefónica	short	10/22/12	10/29/12	7	10.50	10.07	10.95	0.45	4.27			4.27
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
ConocoPhilips	short	7/27/15	8/03/15	7	50.65	49.71	51.61	0.96	1.89
	short	8/24/15	3/21/16	210	42.93	42.58	43.28	0.35	0.82			2.73
Procter & Gamble	long	4/01/19	4/22/19	21	103.64	106.01		2.37	2.29			2.29
3M	short	3/13/23	3/27/23	14	103.50	101.49	105.55	2.05	1.98			1.98
McDonald´s	long	3/21/16	3/28/16	7	123.81	123.17		-0.64	-0.52			-0.52
Alphabet A	long	12/23/13	10/27/14	308	27.96	27.49		-0.47	-1.68			-1.68
Intel	long	3/12/18	4/09/18	28	51.52	49.55		-1.97	-3.82			-3.82
Philip Morris	long	12/26/11	1/23/12	28	78.83	74.86		-3.97	-5.04			-5.04
Schlumberger	short	4/22/19	4/29/19	7	45.85	43.43	48.40	2.55	5.57
	short	6/03/19	6/10/19	7	35.49	35.47	35.51	0.02	0.06
	long	1/09/23	3/13/23	63	55.64	48.84		-6.80	-12.22			-7.28
Samsung Electronics	short	10/27/14	11/10/14	14	21.90	25.36	18.44	-3.46	-15.80			-15.80
Qualcomm	long	5/04/09	5/25/09	21	43.35	43.29		-0.06	-0.14
	long	6/01/09	6/22/09	21	44.40	44.40		0.00	0.00
	short	5/17/10	5/31/10	14	37.37	35.07	39.81	2.45	6.54
	short	6/07/10	9/06/10	91	35.01	40.57	29.45	-5.56	-15.88
	long	4/29/19	6/03/19	35	87.25	66.66		-20.59	-23.60			-31.62
General Electric	short	3/05/18	3/12/18	7	115.36	120.80	109.92	-5.44	-4.72
	short	4/23/18	9/03/18	133	116.16	103.52	130.34	14.18	12.21
	short	12/10/18	4/01/19	112	55.44	80.80	30.08	-25.36	-45.74
	short	6/13/22	1/09/23	210	67.72	72.67	62.77	-4.95	-7.31			-46.23
Gazprom	long	6/26/06	1/14/08	567	13.36	14.48		1.12	8.38
	short	12/15/14	4/27/15	133	3.34	5.42	1.25	-2.08	-62.42
	long	6/10/19	2/24/20	259	6.26	6.33		0.07	1.05
	short	3/07/22	3/28/22	21	2.70	2.70	2.70	0.00	0.00			-58.84

Annotations

6/10/24	NVidia			stock split 1:10 (ten for one)
2/26/24	Walmart			stock split 1:3 (three for one)
7/18/22	Alphabet A			stock split 1:20 (twenty for one)
	GlaxoSmithKline			demergers OTC business -> Haleon
6/06/22	Amazon.com			stock split 1:20 (twenty for one)
9/29/21	Toyota			stock split 1:5 (five for one)
8/02/21	General Electric			reverse stock split 8:1 (eight become one)
7/20/21	NVidia			stock split 1:4 (four for one)
5/04/18	Samsung Electronics			stock split 1:50 (fifty for one)
10/04/16	AB InBev			acquisition of SAB Miller completed
10/02/15	Google A			changes name to Alphabet
3/19/15	Visa			forward stock split 1:4 (four for one)

write an annotation