| |
| |
Assessment - Amsterdam Exchange index - 4/15/24 - RS = 15
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/15/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ15 |
|
∅-RS |
| | |
|
|
|
L |
|
AEX |
865.350 |
Wed |
-1.07 |
884.070 |
-2.12 |
786.820 |
97.250 |
12.36 |
|
13.85 |
| | |
|
|
|
L |
|
ASM International |
580.200 |
Wed |
-3.43 |
603.200 |
-3.81 |
469.950 |
133.250 |
28.35 |
|
39.82 |
| | |
|
|
|
L |
|
ASML |
852.400 |
Wed |
-6.68 |
910.900 |
-6.42 |
681.700 |
229.200 |
33.62 |
|
38.33 |
| | |
|
|
|
|
|
BE Semiconductor |
142.350 |
Wed |
-0.87 |
142.600 |
-0.18 |
136.450 |
6.150 |
4.51 |
|
29.37 |
| | |
|
|
|
L |
|
Adyen |
1,434.800 |
Wed |
0.22 |
1,449.600 |
-1.02 |
1,166.600 |
283.000 |
24.26 |
|
28.71 |
| | |
|
|
|
L |
|
NN |
42.230 |
Wed |
-0.38 |
43.430 |
-2.76 |
35.750 |
7.680 |
21.48 |
|
24.13 |
| | |
|
|
|
|
|
RELX |
38.820 |
Wed |
0.10 |
39.400 |
-1.47 |
35.820 |
3.580 |
9.99 |
|
19.01 |
| | |
|
|
|
L |
|
ING Groep |
14.926 |
Wed |
1.54 |
15.050 |
-0.82 |
13.526 |
1.524 |
11.27 |
|
18.23 |
| | |
|
|
|
|
|
Exor |
100.800 |
Wed |
0.10 |
101.000 |
-0.20 |
90.500 |
10.500 |
11.60 |
|
17.71 |
| | |
|
|
|
L |
|
Aegon |
5.560 |
Wed |
0.54 |
5.650 |
-1.59 |
5.248 |
0.402 |
7.66 |
|
16.80 |
| | |
|
|
|
L |
|
Shell |
33.530 |
Wed |
0.15 |
34.060 |
-1.56 |
29.800 |
4.260 |
14.30 |
|
16.71 |
| | |
|
|
|
|
|
Universal Music |
26.890 |
Wed |
0.34 |
27.140 |
-0.92 |
25.810 |
1.330 |
5.15 |
|
16.31 |
| | |
|
|
|
|
|
Wolters Kluwer |
141.150 |
Wed |
-0.21 |
142.200 |
-0.74 |
128.700 |
13.500 |
10.49 |
|
16.19 |
| | |
|
|
|
L |
|
IMCD |
152.850 |
Wed |
-0.55 |
154.950 |
-1.36 |
157.550 |
-2.600 |
-1.65 |
|
13.73 |
| | |
|
|
|
L |
|
ABN AMRO |
15.555 |
Wed |
0.23 |
15.780 |
-1.43 |
13.590 |
2.190 |
16.11 |
|
13.34 |
| | |
|
|
|
L |
|
ASR |
44.950 |
Wed |
0.81 |
45.170 |
-0.49 |
42.700 |
2.470 |
5.78 |
|
11.48 |
| | |
|
|
|
L |
|
DSM-Firmenich |
101.600 |
Wed |
-1.02 |
100.800 |
0.79 |
92.000 |
8.800 |
9.57 |
|
7.84 |
| | |
|
|
|
L |
|
ArcelorMittal |
23.510 |
Wed |
-1.05 |
25.520 |
-7.88 |
25.675 |
-0.155 |
-0.60 |
|
5.41 |
| | |
|
|
|
L |
|
KPN |
3.378 |
Wed |
0.18 |
3.383 |
-0.15 |
3.118 |
0.265 |
8.50 |
|
4.80 |
| | |
|
|
|
|
|
Philips |
18.940 |
Wed |
-1.15 |
19.400 |
-2.37 |
21.085 |
-1.685 |
-7.99 |
|
1.08 |
| | |
|
|
|
L |
|
Prosus |
28.475 |
Wed |
-0.37 |
29.230 |
-2.58 |
26.985 |
2.245 |
8.32 |
|
0.65 |
| | |
|
|
|
S |
|
Heineken |
87.160 |
Wed |
0.32 |
87.640 |
-0.55 |
91.940 |
-4.300 |
-4.68 |
|
-3.08 |
| | |
|
|
|
|
|
Unilever |
43.870 |
Wed |
-0.11 |
44.270 |
-0.90 |
43.855 |
0.415 |
0.95 |
|
-4.31 |
| | |
|
|
|
S |
|
Randstad |
47.100 |
Wed |
0.77 |
48.530 |
-2.95 |
56.720 |
-8.190 |
-14.44 |
|
-5.39 |
| | |
|
|
|
L |
|
Ahold Delhaize |
26.960 |
Wed |
0.63 |
26.980 |
-0.07 |
26.015 |
0.965 |
3.71 |
|
-5.56 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/15/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ15 |
|
∅-RS |
| | |
|
|
|
|
|
Akzo Nobel |
65.700 |
Wed |
0.71 |
65.940 |
-0.36 |
74.820 |
-8.880 |
-11.87 |
|
-6.79 |
AEX - 25 out of 25 instruments rated - 4/15/24 / 1/01/24 - 19 did rise, Market-Ratio(15) = 76.00 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions Amsterdam Exchange index * A15 - 87/70 (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 |
1/30/06 |
28 |
|
- cash - |
long |
1/30/06 |
5/15/06 |
105 |
|
|
|
Boskalis |
100 |
546 |
|
18.283 |
18.983 |
|
0.700 |
4 |
10,382 |
14 |
|
short |
5/15/06 |
9/04/06 |
112 |
|
|
|
Unilever Cert |
100 |
587 |
|
17.666 |
18.850 |
16.482 |
-1.184 |
-7 |
9,687 |
-20 |
|
long |
9/04/06 |
3/05/07 |
182 |
|
|
|
Aalberts |
100 |
598 |
|
16.188 |
17.533 |
|
1.345 |
8 |
10,492 |
17 |
|
short |
3/05/07 |
5/07/07 |
63 |
|
|
|
Shell |
100 |
4,338 |
|
2.418 |
2.648 |
2.188 |
-0.230 |
-10 |
9,494 |
-44 |
|
long |
5/07/07 |
5/14/07 |
7 |
|
|
|
ArcelorMittal |
100 |
74 |
|
127.230 |
126.000 |
|
-1.230 |
-1 |
9,403 |
-40 |
|
short |
5/14/07 |
6/18/07 |
35 |
|
|
|
Gemalto |
100 |
541 |
|
17.380 |
17.780 |
16.980 |
-0.400 |
-2 |
9,186 |
-22 |
|
long |
6/18/07 |
7/30/07 |
42 |
|
|
|
ArcelorMittal |
100 |
62 |
|
145.830 |
135.270 |
|
-10.560 |
-7 |
8,532 |
-48 |
|
short |
7/30/07 |
5/05/08 |
280 |
|
|
|
Aegon |
100 |
655 |
|
13.020 |
10.650 |
15.917 |
2.897 |
22 |
10,429 |
30 |
|
long |
5/05/08 |
6/09/08 |
35 |
|
|
|
ArcelorMittal |
100 |
59 |
|
174.300 |
198.540 |
|
24.240 |
14 |
11,860 |
289 |
|
short |
6/09/08 |
7/13/09 |
399 |
|
|
|
Aegon |
100 |
1,303 |
|
9.099 |
3.960 |
20.907 |
11.808 |
130 |
27,245 |
114 |
|
long |
7/13/09 |
2/01/10 |
203 |
|
|
|
Vopak |
100 |
1,505 |
|
18.100 |
27.760 |
|
9.660 |
53 |
41,784 |
116 |
|
short |
2/01/10 |
1/17/11 |
350 |
|
|
|
Aegon |
100 |
9,260 |
|
4.512 |
5.279 |
3.745 |
-0.767 |
-17 |
34,681 |
-18 |
|
long |
1/17/11 |
3/28/11 |
70 |
|
|
|
Aalberts |
100 |
2,304 |
|
15.050 |
16.715 |
|
1.665 |
11 |
38,517 |
73 |
|
short |
3/28/11 |
1/02/12 |
280 |
|
|
|
Philips |
100 |
1,736 |
|
22.180 |
16.490 |
29.833 |
7.653 |
35 |
51,804 |
47 |
|
long |
1/02/12 |
4/09/12 |
98 |
|
|
|
Vopak |
100 |
1,260 |
|
41.095 |
44.780 |
|
3.685 |
9 |
56,447 |
38 |
|
short |
4/09/12 |
9/03/12 |
147 |
|
|
|
ArcelorMittal |
100 |
1,457 |
|
38.730 |
35.565 |
42.177 |
3.447 |
9 |
61,469 |
24 |
|
long |
9/03/12 |
10/15/12 |
42 |
|
|
|
Gemalto |
100 |
956 |
|
64.240 |
67.250 |
|
3.010 |
5 |
64,346 |
49 |
|
short |
10/15/12 |
2/02/15 |
840 |
|
|
|
KPN |
100 |
17,745 |
|
3.626 |
2.756 |
4.771 |
1.145 |
32 |
84,657 |
13 |
|
long |
2/02/15 |
6/08/15 |
126 |
|
|
|
Altice |
100 |
31,730 |
|
2.668 |
4.147 |
|
1.479 |
55 |
131,586 |
259 |
|
short |
6/08/15 |
5/30/16 |
357 |
|
|
|
Delta Lloyd |
100 |
8,668 |
|
15.180 |
4.599 |
50.105 |
34.925 |
230 |
434,315 |
239 |
|
long |
5/30/16 |
6/13/16 |
14 |
|
|
|
Wolters Kluwer |
100 |
12,042 |
|
36.065 |
33.620 |
|
-2.445 |
-7 |
404,872 |
-84 |
|
short |
6/13/16 |
10/10/16 |
119 |
|
|
|
Delta Lloyd |
100 |
103,020 |
|
3.930 |
5.349 |
2.511 |
-1.419 |
-36 |
258,687 |
-75 |
|
long |
10/10/16 |
10/24/16 |
14 |
|
|
|
ArcelorMittal |
100 |
14,815 |
|
17.460 |
17.163 |
|
-0.297 |
-2 |
254,287 |
-36 |
|
short |
10/24/16 |
2/20/17 |
119 |
|
|
|
Aegon |
100 |
67,972 |
|
3.741 |
5.084 |
2.398 |
-1.343 |
-36 |
163,000 |
-74 |
|
long |
2/20/17 |
4/17/17 |
56 |
|
|
|
ArcelorMittal |
100 |
6,257 |
|
26.049 |
21.390 |
|
-4.659 |
-18 |
133,849 |
-72 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
4/17/17 |
4/01/19 |
714 |
|
|
|
KPN |
100 |
47,974 |
|
2.790 |
2.785 |
2.795 |
0.005 |
0 |
134,089 |
0 |
|
long |
4/01/19 |
5/13/19 |
42 |
|
|
|
Galapagos |
100 |
1,277 |
|
104.950 |
99.620 |
|
-5.330 |
-5 |
127,282 |
-36 |
|
short |
5/13/19 |
11/18/19 |
189 |
|
|
|
ArcelorMittal |
100 |
8,265 |
|
15.400 |
14.664 |
16.173 |
0.773 |
5 |
133,670 |
10 |
|
long |
11/18/19 |
1/27/20 |
70 |
|
|
|
Galapagos |
100 |
790 |
|
169.050 |
206.000 |
|
36.950 |
22 |
162,861 |
180 |
|
short |
1/27/20 |
6/29/20 |
154 |
|
|
|
ABN AMRO |
100 |
10,463 |
|
15.565 |
7.744 |
31.285 |
15.720 |
101 |
327,337 |
423 |
|
long |
6/29/20 |
9/07/20 |
70 |
|
|
|
Adyen |
100 |
253 |
|
1,293.000 |
1,340.000 |
|
47.000 |
4 |
339,228 |
20 |
|
short |
9/07/20 |
3/29/21 |
203 |
|
|
|
UnibailRodaWestfield |
100 |
8,698 |
|
39.000 |
66.520 |
11.480 |
-27.520 |
-71 |
99,859 |
-89 |
|
long |
3/29/21 |
5/31/21 |
63 |
|
|
|
ArcelorMittal |
100 |
4,186 |
|
23.855 |
26.895 |
|
3.040 |
13 |
112,585 |
100 |
|
short |
5/31/21 |
1/09/23 |
588 |
|
|
|
Galapagos |
100 |
1,842 |
|
61.100 |
41.880 |
89.141 |
28.041 |
46 |
164,236 |
26 |
|
long |
1/09/23 |
3/13/23 |
63 |
|
|
|
Prosus |
100 |
4,820 |
|
34.070 |
29.760 |
|
-4.310 |
-13 |
143,461 |
-54 |
|
short |
3/13/23 |
2/12/24 |
336 |
|
|
|
NN |
100 |
4,049 |
|
35.430 |
37.190 |
33.670 |
-1.760 |
-5 |
136,335 |
-5 |
|
long |
2/12/24 |
4/17/24 |
65 |
|
|
|
BE Semiconductor |
100 |
859 |
|
158.650 |
142.350 |
|
-16.300 |
-10 |
122,333 |
-46 |
|
accum | 1/30/06 |
4/17/24 | 6653 |
days out of 6681 invested (100%) |
1,123 |
122,333 |
15 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Delta Lloyd | short | 6/08/15 | 5/30/16 | 357 | 15.18 | 4.60 | 50.10 | 34.92 | 230.07 | | | |
| short | 6/13/16 | 10/10/16 | 119 | 3.93 | 5.35 | 2.51 | -1.42 | -36.11 | | | 110.89 |
ABN AMRO | short | 1/27/20 | 6/29/20 | 154 | 15.57 | 7.74 | 31.28 | 15.72 | 100.99 | | | 100.99 |
Galapagos | long | 4/01/19 | 5/13/19 | 42 | 104.95 | 99.62 | | -5.33 | -5.08 | | | |
| long | 11/18/19 | 1/27/20 | 70 | 169.05 | 206.00 | | 36.95 | 21.86 | | | |
| short | 5/31/21 | 1/09/23 | 588 | 61.10 | 41.88 | 89.14 | 28.04 | 45.89 | | | 68.75 |
Vopak | long | 7/13/09 | 2/01/10 | 203 | 18.10 | 27.76 | | 9.66 | 53.37 | | | |
| long | 1/02/12 | 4/09/12 | 98 | 41.10 | 44.78 | | 3.69 | 8.97 | | | 67.12 |
Altice | long | 2/02/15 | 6/08/15 | 126 | 2.67 | 4.15 | | 1.48 | 55.43 | | | 55.43 |
Aegon | short | 7/30/07 | 5/05/08 | 280 | 13.02 | 10.65 | 15.92 | 2.90 | 22.25 | | | |
| short | 6/09/08 | 7/13/09 | 399 | 9.10 | 3.96 | 20.91 | 11.81 | 129.77 | | | |
| short | 2/01/10 | 1/17/11 | 350 | 4.51 | 5.28 | 3.75 | -0.77 | -17.00 | | | |
| short | 10/24/16 | 2/20/17 | 119 | 3.74 | 5.08 | 2.40 | -1.34 | -35.90 | | | 49.45 |
Philips | short | 3/28/11 | 1/02/12 | 280 | 22.18 | 16.49 | 29.83 | 7.65 | 34.51 | | | 34.51 |
KPN | short | 10/15/12 | 2/02/15 | 840 | 3.63 | 2.76 | 4.77 | 1.14 | 31.57 | | | |
| short | 4/17/17 | 4/01/19 | 714 | 2.79 | 2.79 | 2.80 | 0.00 | 0.18 | | | 31.80 |
Aalberts | long | 9/04/06 | 3/05/07 | 182 | 16.19 | 17.53 | | 1.35 | 8.31 | | | |
| long | 1/17/11 | 3/28/11 | 70 | 15.05 | 16.72 | | 1.67 | 11.06 | | | 20.29 |
ArcelorMittal | long | 5/07/07 | 5/14/07 | 7 | 127.23 | 126.00 | | -1.23 | -0.97 | | | |
| long | 6/18/07 | 7/30/07 | 42 | 145.83 | 135.27 | | -10.56 | -7.24 | | | |
| long | 5/05/08 | 6/09/08 | 35 | 174.30 | 198.54 | | 24.24 | 13.91 | | | |
| short | 4/09/12 | 9/03/12 | 147 | 38.73 | 35.57 | 42.18 | 3.45 | 8.90 | | | |
| long | 10/10/16 | 10/24/16 | 14 | 17.46 | 17.16 | | -0.30 | -1.70 | | | |
| long | 2/20/17 | 4/17/17 | 56 | 26.05 | 21.39 | | -4.66 | -17.89 | | | |
| short | 5/13/19 | 11/18/19 | 189 | 15.40 | 14.66 | 16.17 | 0.77 | 5.02 | | | |
| long | 3/29/21 | 5/31/21 | 63 | 23.86 | 26.90 | | 3.04 | 12.74 | | | 8.90 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Boskalis | long | 1/30/06 | 5/15/06 | 105 | 18.28 | 18.98 | | 0.70 | 3.83 | | | 3.83 |
Adyen | long | 6/29/20 | 9/07/20 | 70 | 1,293.00 | 1,340.00 | | 47.00 | 3.63 | | | 3.63 |
Gemalto | short | 5/14/07 | 6/18/07 | 35 | 17.38 | 17.78 | 16.98 | -0.40 | -2.30 | | | |
| long | 9/03/12 | 10/15/12 | 42 | 64.24 | 67.25 | | 3.01 | 4.69 | | | 2.28 |
NN | short | 3/13/23 | 2/12/24 | 336 | 35.43 | 37.19 | 33.67 | -1.76 | -4.97 | | | -4.97 |
Unilever Cert | short | 5/15/06 | 9/04/06 | 112 | 17.67 | 18.85 | 16.48 | -1.18 | -6.70 | | | -6.70 |
Wolters Kluwer | long | 5/30/16 | 6/13/16 | 14 | 36.07 | 33.62 | | -2.45 | -6.78 | | | -6.78 |
Shell | short | 3/05/07 | 5/07/07 | 63 | 2.42 | 2.65 | 2.19 | -0.23 | -9.51 | | | -9.51 |
BE Semiconductor | long | 2/12/24 | 4/17/24 | 65 | 158.65 | 142.35 | | -16.30 | -10.27 | | | -10.27 |
Prosus | long | 1/09/23 | 3/13/23 | 63 | 34.07 | 29.76 | | -4.31 | -12.65 | | | -12.65 |
UnibailRodaWestfield | short | 9/07/20 | 3/29/21 | 203 | 39.00 | 66.52 | 11.48 | -27.52 | -70.56 | | | -70.56 |
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) |
|
|