Assessment - ASX 50 Index - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								ASX 50	7,692.300	8/12/24	0.41	7,636.400	0.73	7,465.600	170.800	2.29		4.73
						L		Pro Medicus	128.430	8/12/24	0.27	135.660	-5.33	96.300	39.360	40.87		53.79
						L		Goodman Group	33.800	8/12/24	1.29	35.010	-3.46	25.300	9.710	38.38		42.67
						L		Fisher & Paykel HC	29.950	8/12/24	0.23	27.420	9.23	21.830	5.590	25.61		27.93
								WiseTech Global	91.900	8/12/24	2.67	95.100	-3.36	75.370	19.730	26.18		19.60
								Wesfarmers	72.100	8/12/24	1.55	65.160	10.65	57.040	8.120	14.24		19.06
								Reece	26.100	8/12/24	1.16	24.900	4.82	22.390	2.510	11.21		18.74
						L		ResMed	33.030	8/12/24	1.13	28.600	15.49	25.440	3.160	12.42		18.50
								CAR Group	35.140	8/12/24	4.46	34.670	1.36	31.410	3.260	10.38		17.62
								Seven Group Holdings	37.130	8/12/24	0.90	37.240	-0.30	37.180	0.060	0.16		17.35
								Cochlear	339.370	8/12/24	0.26	322.560	5.21	298.670	23.890	8.00		17.08
								Westpac Banking	28.220	8/12/24	0.61	27.210	3.71	22.900	4.310	18.82		16.63
								National Australia B	35.990	8/12/24	1.01	36.070	-0.22	30.700	5.370	17.49		16.12
						L		Commonwealth Bank	130.530	8/12/24	0.76	126.200	3.43	111.800	14.400	12.88		15.92
								REA	200.880	8/12/24	-0.73	191.180	5.07	181.150	10.030	5.54		15.13
								Aristocrat Leisure	52.490	8/12/24	1.16	50.040	4.90	40.820	9.220	22.59		14.93
						L		QBE Insurance	16.190	8/12/24	0.87	17.060	-5.10	14.810	2.250	15.19		14.13
						L		Origin Energy	10.550	8/12/24	0.57	10.930	-3.48	8.470	2.460	29.04		14.12
								Suncorp-Metway	16.840	8/12/24	1.38	17.130	-1.69	13.850	3.280	23.68		13.90
								Insurance Australia	7.160	8/12/24	0.56	7.110	0.70	5.660	1.450	25.62		10.89
								Xero	133.620	8/12/24	1.37	134.700	-0.80	112.300	22.400	19.95		10.60
								ANZ Banking AU	28.220	8/12/24	0.93	28.450	-0.81	25.920	2.530	9.76		10.02
								Scentre Group	3.400	8/12/24	0.29	3.160	7.59	2.990	0.170	5.69		7.94
						L		SOUTH32	2.930	8/12/24	-0.34	3.710	-21.02	3.330	0.380	11.41		7.13
						L		CSL	308.930	8/12/24	0.13	292.600	5.58	286.650	5.950	2.08		6.64
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								Computershare	26.560	8/12/24	0.38	26.470	0.34	24.390	2.080	8.53		6.26
								Macquarie Group	204.330	8/12/24	1.30	203.160	0.58	183.630	19.530	10.64		6.18
								Lottery	4.930	8/12/24	2.28	5.080	-2.95	4.840	0.240	4.96		5.82
								Northern Star	14.060	8/12/24	0.64	12.900	8.99	13.650	-0.750	-5.49		5.57
								Medibank Private	3.880	8/12/24	0.52	3.690	5.15	3.560	0.130	3.65		4.93
								Stockland	4.490	8/12/24	-0.66	4.250	5.65	4.450	-0.200	-4.49		4.91
						L		Coles	18.120	8/12/24	-0.28	16.990	6.65	16.110	0.880	5.46		4.53
								Brambles Inds	15.190	8/12/24	0.60	14.240	6.67	13.600	0.640	4.71		0.60
						S		James Hardie Ind	49.800	8/12/24	-0.38	47.920	3.92	56.490	-8.570	-15.17		-0.07
						S		Washington H. Soul	34.840	8/12/24	0.43	32.920	5.83	32.770	0.150	0.46		-1.92
						S		Rio Tinto (AU)	114.880	8/12/24	-1.37	120.670	-4.80	135.660	-14.990	-11.05		-2.79
								Santos	7.620	8/12/24	-0.91	7.630	-0.13	7.600	0.030	0.39		-2.92
						L		APA Group	7.890	8/12/24	0.38	7.980	-1.13	8.540	-0.560	-6.56		-3.28
								Fortescue Metals	18.240	8/12/24	-1.35	21.760	-16.18	29.020	-7.260	-25.02		-4.01
						S		Bluescope Steel	20.560	8/12/24	-0.44	20.240	1.58	23.400	-3.160	-13.50		-4.86
						S		ASX	65.120	8/12/24	0.73	59.690	9.10	63.060	-3.370	-5.34		-5.73
								BHP	40.640	8/12/24	-0.54	43.300	-6.14	50.410	-7.110	-14.10		-5.86
								Transurban	13.040	8/12/24	0.54	12.390	5.25	13.710	-1.320	-9.63		-6.00
						L		Woolworths	33.810	8/12/24	-0.35	33.570	0.71	37.200	-3.630	-9.76		-6.97
						S		Ramsay Health Care	44.860	8/12/24	0.99	46.700	-3.94	52.610	-5.910	-11.23		-7.00
								Auckland Int Airport	6.770	8/12/24	-0.44	6.980	-3.01	8.130	-1.150	-14.15		-7.46
								Mineral Resources	49.740	8/12/24	-3.79	54.940	-9.46	70.000	-15.060	-21.51		-7.54
						S		Telstra	3.870	8/12/24	0.78	3.610	7.20	3.960	-0.350	-8.84		-8.90
								Sonic Healthcare	27.450	8/12/24	0.22	25.660	6.98	32.080	-6.420	-20.01		-14.37
						S		Woodside Energy	25.420	8/12/24	-0.27	28.250	-10.02	31.060	-2.810	-9.05		-16.35
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						S		Pilbara Minerals	2.980	8/12/24	-2.93	3.080	-3.25	3.950	-0.870	-22.03		-21.83
ASX 50 - 50 out of 50 instruments rated - 7/01/24 / 1/01/24 - 32 did rise, Market-Ratio(26) = 64.00 %
Stock Exchange Currency: AUD $ Australian dollar

 

 

Transactions ASX 50 Index * Mixed Straddles L11 - 79/64 (1) - S27 - 34/34 (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		11/27/06	329				- cash -
long	11/27/06	3/05/07	98				Incitec Pivot	100	6,097		1.640	2.400		0.760	46	14,634	313
3/05/07		3/19/07	14				- cash -
	3/19/07	6/18/07	91				Incitec Pivot	100	6,097		2.400	3.620		1.220	51	22,072	420
6/18/07		10/08/07	112				- cash -
	10/08/07	11/05/07	28				Incitec Pivot	100	4,937		4.470	4.380		-0.090	-2	21,628	-23
11/05/07		1/14/08	70				- cash -
short	1/14/08	1/28/08	14				Insurance Australia	100	5,721		3.780	3.810	3.750	-0.030	-1	21,456	-19
1/28/08		2/04/08	7				- cash -
	2/04/08	2/18/08	14				Insurance Australia	100	5,910		3.630	3.840	3.420	-0.210	-6	20,215	-79
2/18/08		2/25/08	7				- cash -
	2/25/08	5/19/08	84				Ampol	100	1,338		15.100	13.660	16.692	1.592	11	22,345	55
long	5/19/08	6/02/08	14				Incitec Pivot	100	2,533		8.820	9.460		0.640	7	23,966	521
short	5/26/08	9/15/08	112				GPT	100	1,664		14.400	9.500	21.827	7.427	52	36,325	288
9/15/08		9/29/08	14				- cash -
	9/29/08	5/04/09	217				Goodman Group	100	3,272		11.100	1.700	72.477	61.377	553	237,149	2,248
5/04/09		5/11/09	7				- cash -
	5/11/09	5/18/09	7				Goodman Group	100	158,099		1.500	1.200	1.875	0.375	25	296,436	> 999,999
long		6/29/09	49				Ampol	100	21,736		10.910	13.020		2.110	19	342,299	273
6/29/09		7/27/09	28				- cash -
	7/27/09	11/09/09	105				Macquarie Group	100	7,775		44.020	48.850		4.830	11	379,852	44
11/09/09		5/17/10	189				- cash -
short	5/17/10	6/14/10	28				Lend Lease	100	49,203		7.720	7.630	7.811	0.091	1	384,335	17
6/14/10		6/28/10	14				- cash -
	6/28/10	8/02/10	35				Sonic Healthcare	100	36,257		10.600	10.530	10.671	0.071	1	386,891	7
8/02/10		9/13/10	42				- cash -
long	9/13/10	11/15/10	63				Ramsay Health Care	100	25,655		15.080	15.800		0.720	5	405,362	31
11/15/10		2/14/11	91				- cash -
	2/14/11	2/28/11	14				Incitec Pivot	100	90,685		4.470	4.620		0.150	3	418,965	136
2/28/11		7/25/11	147				- cash -
short	7/25/11	1/16/12	175				Macquarie Group	100	15,196		27.570	24.500	31.025	3.455	13	471,463	28
long	11/07/11	11/14/11	7				Sydney Airport	100	136,655		3.450	3.440		-0.010	0	470,096	-14
	12/05/11	12/26/11	21				James Hardie Ind	100	67,349		6.980	6.720		-0.260	-4	452,586	-48
1/16/12		1/23/12	7				- cash -
short	1/23/12	1/30/12	7				QBE Insurance	100	38,289		11.820	11.840	11.800	-0.020	0	451,820	-8
1/30/12		4/30/12	91				- cash -
long	4/30/12	5/21/12	21				CSL	100	11,968		37.750	36.990		-0.760	-2	442,724	-30
5/21/12		8/13/12	84				- cash -
	8/13/12	11/12/12	91				CSL	100	11,084		39.940	48.010		8.070	20	532,172	109
11/12/12		1/07/13	56				- cash -
	1/07/13	5/27/13	140				CSL	100	10,187		52.240	59.120		6.880	13	602,259	38
5/27/13		9/09/13	105				- cash -
	9/09/13	9/30/13	21				Seek	100	51,475		11.700	11.880		0.180	2	611,524	30
9/30/13		10/21/13	21				- cash -
	10/21/13	12/09/13	49				Seek	100	48,380		12.640	12.760		0.120	1	617,330	7
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
12/09/13		2/24/14	77				- cash -
	2/24/14	3/17/14	21				Seek	100	38,012		16.240	17.600		1.360	8	669,026	305
3/17/14		4/21/14	35				- cash -
	4/21/14	5/05/14	14				Seek	100	39,965		16.740	16.880		0.140	1	674,621	24
5/05/14		9/01/14	119				- cash -
	9/01/14	9/22/14	21				Ampol	100	23,588		28.600	28.670		0.070	0	676,272	4
9/22/14		12/29/14	98				- cash -
	12/29/14	1/12/15	14				Ampol	100	19,316		35.010	34.930		-0.080	0	674,727	-6
1/12/15		2/09/15	28				- cash -
	2/09/15	5/04/15	84				Ampol	100	19,665		34.310	35.750		1.440	4	703,045	20
5/04/15		8/17/15	105				- cash -
short	8/17/15	11/23/15	98				Santos	100	117,565		5.980	4.000	8.940	2.960	50	1,051,049	347
11/23/15		11/30/15	7				- cash -
	11/30/15	1/04/16	35				Origin Energy	100	187,687		5.600	4.900	6.400	0.800	14	1,201,198	303
1/04/16		1/11/16	7				- cash -
	1/11/16	2/22/16	42				Origin Energy	100	282,634		4.250	4.250	4.250	0.000	0	1,201,198	0
2/22/16		5/02/16	70				- cash -
long	5/02/16	7/11/16	70				Newcrest Mining	100	60,544		19.840	26.630		6.790	34	1,612,292	364
7/11/16		8/01/16	21				- cash -
	8/01/16	9/05/16	35				Newcrest Mining	100	63,651		25.330	23.070		-2.260	-9	1,468,441	-62
9/05/16		1/09/17	126				- cash -
	1/09/17	2/27/17	49				SOUTH32	100	530,123		2.770	2.480		-0.290	-10	1,314,705	-56
2/27/17		4/10/17	42				- cash -
	4/10/17	6/12/17	63				AGL Energy	100	46,227		28.440	25.320		-3.120	-11	1,170,477	-49
6/12/17		11/13/17	154				- cash -
	11/13/17	1/15/18	63				Qantas Airways	100	197,215		5.935	5.180		-0.755	-13	1,021,580	-55
1/15/18		6/25/18	161				- cash -
	6/25/18	7/16/18	21				CSL	100	5,163		197.840	198.640		0.800	0	1,025,710	7
7/16/18		8/06/18	21				- cash -
	8/06/18	9/03/18	28				Aristocrat Leisure	100	32,073		31.980	31.600		-0.380	-1	1,013,522	-14
9/03/18		11/19/18	77				- cash -
short	11/19/18	2/11/19	84				AMP	100	392,838		2.580	2.180	3.053	0.473	18	1,199,492	108
2/11/19		2/18/19	7				- cash -
long	2/18/19	6/03/19	105				Fortescue Metals	100	188,303		6.370	7.760		1.390	22	1,461,233	99
6/03/19		6/24/19	21				- cash -
	6/24/19	8/26/19	63				Fortescue Metals	100	165,672		8.820	7.170		-1.650	-19	1,187,874	-70
8/26/19		3/09/20	196				- cash -
short	3/09/20	9/21/20	196				Oil Search	100	359,961		3.300	2.830	3.848	0.548	17	1,385,169	33
long	6/01/20	8/10/20	70				Fortescue Metals	100	93,655		14.790	18.490		3.700	25	1,731,692	220
9/21/20		11/23/20	63				- cash -
	11/23/20	1/25/21	63				James Hardie Ind	100	43,951		39.400	37.980		-1.420	-4	1,669,282	-19
1/25/21		5/10/21	105				- cash -
	5/10/21	6/28/21	49				Westpac Banking	100	63,182		26.420	25.820		-0.600	-2	1,631,373	-16
6/28/21		3/07/22	252				- cash -
short	3/07/22	3/21/22	14				Xero	100	17,052		95.670	101.490	89.850	-5.820	-6	1,532,130	-81
3/21/22		4/18/22	28				- cash -
long	4/18/22	6/06/22	49				SOUTH32	100	296,350		5.170	5.040		-0.130	-3	1,493,604	-17
6/06/22		6/20/22	14				- cash -
short	6/20/22	6/27/22	7				Tabcorp	100	1,415,738		1.055	1.065	1.045	-0.010	-1	1,479,447	-39
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
6/27/22		7/04/22	7				- cash -
	7/04/22	7/18/22	14				Tabcorp	100	1,389,152		1.065	1.010	1.123	0.058	5	1,560,018	299
7/18/22		7/25/22	7				- cash -
	7/25/22	8/01/22	7				Tabcorp	100	1,552,256		1.005	0.990	1.020	0.015	2	1,583,612	119
8/01/22		9/26/22	56				- cash -
	9/26/22	11/28/22	63				Tabcorp	100	1,693,702		0.935	1.050	0.820	-0.115	-12	1,388,836	-53
11/28/22		12/05/22	7				- cash -
long	12/05/22	2/13/23	70				Origin Energy	100	177,147		7.840	7.030		-0.810	-10	1,245,347	-43
2/13/23		3/06/23	21				- cash -
	3/06/23	3/20/23	14				Mineral Resources	100	13,975		89.110	77.130		-11.980	-13	1,077,927	-98
3/20/23		10/23/23	217				- cash -
short	10/23/23	11/06/23	14				Mineral Resources	100	19,098		56.440	60.660	52.220	-4.220	-7	997,333	-87
11/06/23		1/15/24	70				- cash -
long	1/15/24	4/22/24	98				James Hardie Ind	100	17,583		56.720	53.140		-3.580	-6	934,386	-22
4/22/24		7/31/25	465				- cash -
accum	11/27/06	4/22/24	3031	days out of 7150 invested (42%)										9,244		934,386	73

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Goodman Group	short	9/29/08	5/04/09	217	11.10	1.70	72.48	61.38	552.94
	short	5/11/09	5/18/09	7	1.50	1.20	1.88	0.38	25.00			716.18
Incitec Pivot	long	11/27/06	3/05/07	98	1.64	2.40		0.76	46.34
	long	3/19/07	6/18/07	91	2.40	3.62		1.22	50.83
	long	10/08/07	11/05/07	28	4.47	4.38		-0.09	-2.01
	long	5/19/08	6/02/08	14	8.82	9.46		0.64	7.26
	long	2/14/11	2/28/11	14	4.47	4.62		0.15	3.36			139.77
GPT	short	5/26/08	9/15/08	112	14.40	9.50	21.83	7.43	51.58			51.58
Santos	short	8/17/15	11/23/15	98	5.98	4.00	8.94	2.96	49.50			49.50
Ampol	short	2/25/08	5/19/08	84	15.10	13.66	16.69	1.59	10.54
	long	5/11/09	6/29/09	49	10.91	13.02		2.11	19.34
	long	9/01/14	9/22/14	21	28.60	28.67		0.07	0.24
	long	12/29/14	1/12/15	14	35.01	34.93		-0.08	-0.23
	long	2/09/15	5/04/15	84	34.31	35.75		1.44	4.20			37.48
CSL	long	4/30/12	5/21/12	21	37.75	36.99		-0.76	-2.01
	long	8/13/12	11/12/12	91	39.94	48.01		8.07	20.21
	long	1/07/13	5/27/13	140	52.24	59.12		6.88	13.17
	long	6/25/18	7/16/18	21	197.84	198.64		0.80	0.40			33.84
Macquarie Group	long	7/27/09	11/09/09	105	44.02	48.85		4.83	10.97
	short	7/25/11	1/16/12	175	27.57	24.50	31.02	3.45	12.53			24.88
Fortescue Metals	long	2/18/19	6/03/19	105	6.37	7.76		1.39	21.82
	long	6/24/19	8/26/19	63	8.82	7.17		-1.65	-18.71
	long	6/01/20	8/10/20	70	14.79	18.49		3.70	25.02			23.81
Newcrest Mining	long	5/02/16	7/11/16	70	19.84	26.63		6.79	34.22
	long	8/01/16	9/05/16	35	25.33	23.07		-2.26	-8.92			22.25
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
AMP	short	11/19/18	2/11/19	84	2.58	2.18	3.05	0.47	18.35			18.35
Oil Search	short	3/09/20	9/21/20	196	3.30	2.83	3.85	0.55	16.61			16.61
Seek	long	9/09/13	9/30/13	21	11.70	11.88		0.18	1.54
	long	10/21/13	12/09/13	49	12.64	12.76		0.12	0.95
	long	2/24/14	3/17/14	21	16.24	17.60		1.36	8.37
	long	4/21/14	5/05/14	14	16.74	16.88		0.14	0.84			12.02
Ramsay Health Care	long	9/13/10	11/15/10	63	15.08	15.80		0.72	4.77			4.77
Origin Energy	short	11/30/15	1/04/16	35	5.60	4.90	6.40	0.80	14.29
	short	1/11/16	2/22/16	42	4.25	4.25	4.25	0.00	0.00
	long	12/05/22	2/13/23	70	7.84	7.03		-0.81	-10.33			2.48
Lend Lease	short	5/17/10	6/14/10	28	7.72	7.63	7.81	0.09	1.18			1.18
Sonic Healthcare	short	6/28/10	8/02/10	35	10.60	10.53	10.67	0.07	0.67			0.67
QBE Insurance	short	1/23/12	1/30/12	7	11.82	11.84	11.80	-0.02	-0.17			-0.17
Sydney Airport	long	11/07/11	11/14/11	7	3.45	3.44		-0.01	-0.29			-0.29
Aristocrat Leisure	long	8/06/18	9/03/18	28	31.98	31.60		-0.38	-1.19			-1.19
Westpac Banking	long	5/10/21	6/28/21	49	26.42	25.82		-0.60	-2.27			-2.27
Xero	short	3/07/22	3/21/22	14	95.67	101.49	89.85	-5.82	-6.08			-6.08
Insurance Australia	short	1/14/08	1/28/08	14	3.78	3.81	3.75	-0.03	-0.79
	short	2/04/08	2/18/08	14	3.63	3.84	3.42	-0.21	-5.79			-6.53
Tabcorp	short	6/20/22	6/27/22	7	1.06	1.07	1.05	-0.01	-0.95
	short	7/04/22	7/18/22	14	1.07	1.01	1.12	0.06	5.45
	short	7/25/22	8/01/22	7	1.01	0.99	1.02	0.02	1.51
	short	9/26/22	11/28/22	63	0.94	1.05	0.82	-0.12	-12.30			-7.01
AGL Energy	long	4/10/17	6/12/17	63	28.44	25.32		-3.12	-10.97			-10.97
SOUTH32	long	1/09/17	2/27/17	49	2.77	2.48		-0.29	-10.47
	long	4/18/22	6/06/22	49	5.17	5.04		-0.13	-2.51			-12.72
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Qantas Airways	long	11/13/17	1/15/18	63	5.94	5.18		-0.76	-12.72			-12.72
James Hardie Ind	long	12/05/11	12/26/11	21	6.98	6.72		-0.26	-3.72
	long	11/23/20	1/25/21	63	39.40	37.98		-1.42	-3.60
	long	1/15/24	4/22/24	98	56.72	53.14		-3.58	-6.31			-13.05
Mineral Resources	long	3/06/23	3/20/23	14	89.11	77.13		-11.98	-13.44
	short	10/23/23	11/06/23	14	56.44	60.66	52.22	-4.22	-7.48			-19.92

Annotations

2/22/24	ASX 50			Component update: Bluescope Steel, CAR, Medibank, Pro Medicus, Seven and Stockland replace Amcor, Endevour, IGO, Newmont, Qantas and Treasury Wine
6/01/22	Woodside Petroleum			mergered with OilGas business of BHP
11/19/18	Wesfarmers			demerger of Coles
9/10/18	ASX 50			Cochlear replaced Incitec Pivot
4/05/18	Xero			this is the instrument traded at the ASX in AUD
3/09/17	ASX 50			Aristocrat Leisure and Fortescue Metals replace Coca-Cola Amatil and Seek
	Fortescue Metals			returns to the ASX 50
	Aristocrat Leisure			recording started
7/29/16	ASX 50			Asciano drops out due to takeover by Qube and Brookfield
3/28/16	ASX 50			Quantas replaces Crown
8/27/15	ASX 50			complete analysis
6/01/15	ASX 50			exchange of Fortescue Metal, Iluka, Novion, Toll and Worley Parsons by Caltex Australia, Federation Centres, Medibank Private, SOUTH32 and Seek

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