Assessment - Iberia Index - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								IBEX 35	10,646.200	8/12/24	0.07	11,057.000	-3.72	10,102.100	954.900	9.45		9.95
								Rovi	76.200	8/12/24	-0.59	86.800	-12.21	60.200	26.600	44.19		50.14
								Banco Sabadell	1.788	8/12/24	0.45	1.852	-3.43	1.113	0.739	66.35		41.15
								Indra Sistemas	16.610	8/12/24	-0.60	19.440	-14.56	14.000	5.440	38.86		35.78
								Inditex	44.250	8/12/24	0.07	45.900	-3.59	39.430	6.470	16.41		22.07
								Bankinter	7.294	8/12/24	0.19	7.694	-5.20	5.796	1.898	32.75		21.96
								Unicaja Banco	1.150	8/12/24	-0.86	1.306	-11.94	0.890	0.416	46.74		21.08
								Caixabank	4.979	8/12/24	0.52	5.044	-1.29	3.726	1.318	35.37		19.44
								Meliá Hotels	6.160	8/12/24		7.710	-20.10	5.960	1.750	29.36		17.82
								Merlin Properties	10.360	8/12/24	0.19	10.450	-0.86	10.060	0.390	3.88		17.38
								aena	173.300	8/12/24	0.29	188.200	-7.92	164.100	24.100	14.69		16.46
								Banco Santander	4.089	8/12/24	-0.24	4.448	-8.06	3.780	0.668	17.67		15.44
								Ferrovial	35.780	8/12/24		36.460	-1.87	33.020	3.440	10.42		11.24
								Fluidra	21.280	8/12/24	-0.28	19.350	9.97	18.850	0.500	2.65		11.07
								ACS	38.940	8/12/24	0.05	40.120	-2.94	40.160	-0.040	-0.10		10.86
						L		Redeia	16.410	8/12/24	0.61	16.350	0.37	14.910	1.440	9.66		10.44
								Banco Bilbao Viz	8.924	8/12/24	0.27	9.500	-6.06	8.226	1.274	15.49		9.25
								Telefónica	4.032	8/12/24	0.12	3.983	1.23	3.534	0.449	12.71		8.08
								Sacyr	3.090	8/12/24	0.85	3.324	-7.04	3.126	0.198	6.33		8.00
						L		Iberdrola	12.105	8/12/24	0.29	12.320	-1.75	11.870	0.450	3.79		6.71
								Mapfre	2.134	8/12/24		2.172	-1.75	1.943	0.229	11.79		6.36
								Intl. Cons. Airlines	1.949	8/12/24	0.03	1.932	0.88	1.781	0.151	8.45		6.28
						L		Colonial	5.365	8/12/24	-0.83	5.495	-2.37	6.550	-1.055	-16.11		6.26
								Logista	26.720	8/12/24	0.07	26.560	0.60	24.480	2.080	8.50		5.65
						L		Amadeus IT	56.700	8/12/24	-0.18	62.520	-9.31	64.880	-2.360	-3.64		1.83
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								Repsol	12.765	8/12/24	0.67	14.885	-14.24	13.450	1.435	10.67		0.36
						L		Endesa	17.920	8/12/24	0.84	17.815	0.59	18.460	-0.645	-3.49		0.15
						S		Acerinox	9.155	8/12/24	0.05	9.760	-6.20	10.655	-0.895	-8.40		-0.32
								Cellnex	34.040	8/12/24	-0.99	30.790	10.56	35.660	-4.870	-13.66		-5.75
						L		Solaria Energía	11.050	8/12/24	1.47	11.600	-4.74	18.610	-7.010	-37.67		-7.39
						L		Enágas	13.540	8/12/24		14.100	-3.97	15.265	-1.165	-7.63		-7.80
								ArcelorMittal	20.120	8/12/24	0.30	21.300	-5.54	25.665	-4.365	-17.01		-9.15
						L		Acciona	116.000	8/12/24	0.26	113.000	2.65	133.300	-20.300	-15.23		-9.18
						L		Acciona Energías	20.140	8/12/24	-0.30	19.630	2.60	28.080	-8.450	-30.09		-14.69
								Grifols	8.728	8/12/24	-0.48	8.126	7.41	15.455	-7.329	-47.42		-15.83
								Naturgy	22.240	8/12/24	0.36	20.680	7.54	27.000	-6.320	-23.41		-18.04
IBEX 35 - 35 out of 35 instruments rated - 7/01/24 / 1/01/24 - 22 did rise, Market-Ratio(26) = 62.86 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions Iberia Index * Mixed Straddles L42 - 79/62 (1) - S19 - 63/88 (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		6/12/06	161				- cash -
short	6/12/06	10/02/06	112				Abertis	100	713		14.025	16.101	11.949	-2.076	-15	8,520	-41
10/02/06		6/11/07	252				- cash -
	6/11/07	7/13/09	763				Banco Bilbao Viz	100	500		17.018	8.381	34.556	17.538	103	17,289	40
7/13/09		8/17/09	35				- cash -
long	8/17/09	10/26/09	70				Obrascón Huarte Lain	100	1,058		16.326	17.596		1.270	8	18,632	48
10/26/09		11/09/09	14				- cash -
	11/09/09	5/10/10	182				Obrascón Huarte Lain	100	1,063		17.526	21.375		3.849	22	22,724	49
short	12/14/09	10/18/10	308				Siemens Gamesa	100	1,907		11.915	4.637	30.616	18.701	157	58,387	206
10/18/10		11/29/10	42				- cash -
	11/29/10	10/15/12	686				Siemens Gamesa	100	11,258		5.186	1.514	17.764	12.578	243	199,989	93
long	3/07/11	5/16/11	70				Sacyr	100	28,199		7.092	6.916		-0.176	-2	195,026	-12
10/15/12		2/04/13	112				- cash -
short	2/04/13	10/21/13	259				Bankia	100	8,887		21.944	4.540	106.066	84.122	383	942,617	821
long	3/11/13	8/11/14	518				Siemens Gamesa	100	372,576		2.530	9.320		6.790	268	3,472,408	151
short	7/07/14	4/27/15	294				ArcelorMittal	100	105,081		33.045	29.580	36.916	3.871	12	3,879,166	15
long	9/08/14	10/13/14	35				Bankinter	100	574,691		6.750	6.519		-0.231	-3	3,746,413	-30
4/27/15		6/08/15	42				- cash -
short	6/08/15	11/07/16	518				Obrascón Huarte Lain	100	231,402		16.190	3.660	71.616	55.426	342	16,572,193	185
11/07/16		11/21/16	14				- cash -
	11/21/16	3/13/17	112				Banco Popular	100	19,473,786		0.851	0.932	0.770	-0.081	-10	14,994,816	-28
3/13/17		3/27/17	14				- cash -
long	3/27/17	1/15/18	294				Caixabank	100	3,834,991		3.910	4.272		0.362	9	16,383,083	12
short	7/31/17	12/16/19	868				Siemens Gamesa	100	1,182,894		13.850	15.800	11.900	-1.950	-14	14,076,439	-6
12/16/19		1/27/20	42				- cash -
	1/27/20	2/13/23	1113				DIA	100	134,445,457		0.105	0.018	0.623	0.518	495	83,732,631	79
long	1/04/21	2/01/21	28				Siemens Gamesa	100	2,465,625		33.960	32.840		-1.120	-3	80,971,131	-35
	3/08/21	11/29/21	266				ArcelorMittal	100	3,876,071		20.890	24.500		3.610	17	94,963,747	24
2/13/23		5/22/23	98				- cash -
short	5/22/23	8/12/24	448				Solaria Energía	100	6,652,451		14.275	11.050	18.441	4.166	29	123m	23
long	7/17/23	10/23/23	98				Inditex	100	3,490,161		35.150	34.030		-1.120	-3	119m	-11
	1/08/24	1/22/24	14				Rovi	100	1,923,404		61.750	64.250		2.500	4	124m	181
accum	6/12/06	1/22/24	6388	days out of 7214 invested (89%)										1,235,687		124m	71

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Siemens Gamesa	short	12/14/09	10/18/10	308	11.92	4.64	30.62	18.70	156.96
	short	11/29/10	10/15/12	686	5.19	1.51	17.76	12.58	242.54
	long	3/11/13	8/11/14	518	2.53	9.32		6.79	268.38
	short	7/31/17	12/16/19	868	13.85	15.80	11.90	-1.95	-14.08
	long	1/04/21	2/01/21	28	33.96	32.84		-1.12	-3.30			2,593.96
DIA	short	1/27/20	2/13/23	1113	0.10	0.02	0.62	0.52	494.84			494.84
Obrascón Huarte Lain	long	8/17/09	10/26/09	70	16.33	17.60		1.27	7.78
	long	11/09/09	5/10/10	182	17.53	21.38		3.85	21.96
	short	6/08/15	11/07/16	518	16.19	3.66	71.62	55.43	342.35			481.46
Bankia	short	2/04/13	10/21/13	259	21.94	4.54	106.07	84.12	383.35			383.35
Banco Bilbao Viz	short	6/11/07	7/13/09	763	17.02	8.38	34.56	17.54	103.05			103.05
ArcelorMittal	short	7/07/14	4/27/15	294	33.05	29.58	36.92	3.87	11.71
	long	3/08/21	11/29/21	266	20.89	24.50		3.61	17.28			31.02
Solaria Energía	short	5/22/23	8/12/24	448	14.28	11.05	18.44	4.17	29.19			29.19
Caixabank	long	3/27/17	1/15/18	294	3.91	4.27		0.36	9.26			9.26
Rovi	long	1/08/24	1/22/24	14	61.75	64.25		2.50	4.05			4.05
Sacyr	long	3/07/11	5/16/11	70	7.09	6.92		-0.18	-2.48			-2.48
Inditex	long	7/17/23	10/23/23	98	35.15	34.03		-1.12	-3.19			-3.19
Bankinter	long	9/08/14	10/13/14	35	6.75	6.52		-0.23	-3.42			-3.42
Banco Popular	short	11/21/16	3/13/17	112	0.85	0.93	0.77	-0.08	-9.52			-9.52
Abertis	short	6/12/06	10/02/06	112	14.03	16.10	11.95	-2.08	-14.80			-14.80

Annotations

8/03/18	IBEX 35			CIE Automotive replaces Abertis Infraestructuras (acquired by Hochtief)
7/03/18	Gas Natural			renames Naturgy Energy
6/19/17	IBEX 35			Inmobiliaria Colonial replaces Banco Popular
6/07/17	IBEX 35			Banco Popular was excluded from the index
5/18/17	ArcelorMittal			reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
11/03/16	IBEX 35			Cellnex, Melia Hotels and Viscofan replace FFC, OHL and Sacyr
7/11/16	Red Eléctrica			forward stock split 1:4 (four for one)
1/04/16	Grifols			forward stock split 1:2 (two for one)
12/29/15	IBEX 35			complete analysis
12/21/15	IBEX 35			Merlin Properties replaces Abengoa
	Merlin Properties			recording started
8/26/15	IBEX 35			complete analysis
8/24/15	IBEX 35			Acerinox and aena replace BME and Jazztel
	aena			recording started

write an annotation