Assessment - Belgian 20 Index - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								BEL 20	4,040.470	8/12/24	-0.47	3,897.960	3.66	3,707.770	190.190	5.13		4.28
						L		UCB	153.850	8/12/24	-2.38	140.250	9.70	78.900	61.350	77.76		56.25
								D´Ieteren	206.000	8/12/24		199.200	3.41	176.900	22.300	12.61		10.98
								Ageas	42.380	8/12/24	0.33	43.100	-1.67	39.310	3.790	9.64		6.75
								KBC	66.580	8/12/24	-0.21	66.160	0.63	58.720	7.440	12.67		6.24
								Ackermans van Haaren	170.600	8/12/24	0.06	163.300	4.47	158.800	4.500	2.83		4.03
								Sofina	210.000	8/12/24	0.67	214.000	-1.87	225.400	-11.400	-5.06		3.58
						L		Melexis	78.400	8/12/24	1.49	80.750	-2.91	89.800	-9.050	-10.08		1.27
								Anheuser-Busch InBev	55.200	8/12/24	-0.47	54.440	1.40	58.420	-3.980	-6.81		1.03
								Warehouses De Pauw	24.340	8/12/24	-0.57	25.360	-4.02	28.500	-3.140	-11.02		-1.18
								Aedifica	61.050	8/12/24	0.66	56.750	7.58	63.650	-6.900	-10.84		-1.90
								Proximus	6.405	8/12/24	2.15	7.560	-15.28	8.510	-0.950	-11.16		-5.33
								GBL	66.050	8/12/24	0.08	66.700	-0.97	71.220	-4.520	-6.35		-6.14
								argenx	488.500	8/12/24	0.35	403.500	21.07	343.500	60.000	17.47		-9.30
								Cofinimmo	61.050	8/12/24	-0.57	56.650	7.77	71.400	-14.750	-20.66		-11.55
						S		Elia	93.850	8/12/24	-1.42	87.650	7.07	113.300	-25.650	-22.64		-12.34
						S		Aperam	25.060	8/12/24	-0.63	24.620	1.79	32.880	-8.260	-25.12		-12.57
						L		Solvay	30.590	8/12/24	-1.83	33.490	-8.66	27.730	5.760	20.77		-23.94
						S		Galapagos	22.400	8/12/24	-2.52	23.440	-4.44	36.990	-13.550	-36.63		-27.34
						S		Umicore	11.300	8/12/24	-0.88	13.740	-17.76	24.900	-11.160	-44.82		-39.56
								Syensqo	68.390	8/12/24	-1.70	83.990	-18.57	91.500	-7.510	-8.21		-na-
BEL 20 - 20 out of 20 instruments rated - 7/01/24 / 1/01/24 - 7 did rise, Market-Ratio(26) = 35.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions Belgian 20 Index * Mixed Straddles L23 - 85/85 (2) - S39 - 37/48 (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		2/13/06	42				- cash -
long	2/13/06	2/27/06	14				Ackermans van Haaren	50	96		51.900	52.000		0.100	0	10,010	5
							Umicore	50	468		10.700	12.180		1.480	14	10,702	2,830
2/27/06		4/10/06	42				- cash -
	4/10/06	4/17/06	7				Ackermans van Haaren	50	92		57.650	57.200		-0.450	-1	10,661	-34
							Umicore	50	442		12.200	12.280		0.080	1	10,696	41
4/17/06		4/24/06	7				- cash -
	4/24/06	5/01/06	7				Ackermans van Haaren	50	92		57.800	61.150		3.350	6	11,004	1,787
							Umicore	50	420		12.790	12.950		0.160	1	11,072	91
5/01/06		10/30/06	182				- cash -
	10/30/06	11/06/06	7				Proximus	50	172		32.030	32.760		0.730	2	11,197	224
							Telenet	50	266		20.850	20.380		-0.470	-2	11,072	-70
11/06/06		11/13/06	7				- cash -
	11/13/06	3/19/07	126				Anheuser-Busch InBev	50	188		29.389	34.290		4.901	17	11,994	56
							Telenet	50	266		20.850	23.780		2.930	14	12,773	46
3/19/07		4/02/07	14				- cash -
	4/02/07	4/16/07	14				Anheuser-Busch InBev	50	187		34.040	35.603		1.563	5	13,065	222
							Colruyt	50	184		34.718	35.352		0.634	2	13,182	60
4/16/07		4/23/07	7				- cash -
	4/23/07	4/30/07	7				Anheuser-Busch InBev	50	184		35.660	35.885		0.225	1	13,223	39
							Colruyt	50	187		35.232	34.656		-0.576	-2	13,116	-58
4/30/07		5/07/07	7				- cash -
	5/07/07	5/14/07	7				Anheuser-Busch InBev	50	174		37.641	36.397		-1.244	-3	12,899	-83
							Umicore	50	423		15.514	15.419		-0.095	-1	12,859	-27
5/14/07		10/01/07	140				- cash -
short	10/01/07	12/03/07	63				Ageas	100	62		207.400	180.100	238.838	31.438	15	14,808	127
12/03/07		12/17/07	14				- cash -
	12/17/07	7/20/09	581				Ageas	100	83		178.100	26.500	1,196.966	1,018.866	572	99,374	231
7/20/09		8/10/09	21				- cash -
long	8/10/09	2/01/10	175				Galapagos	50	6,059		8.200	10.540		2.340	29	113,552	69
							Ageas	50	1,592		31.200	26.750		-4.450	-14	106,468	-27
2/01/10		4/05/10	63				- cash -
	4/05/10	4/19/10	14				Bekaert	50	1,156		46.050	45.050		-1.000	-2	105,312	-44
							KBC	50	1,421		37.455	36.375		-1.080	-3	103,777	-53
4/19/10		7/05/10	77				- cash -
short	7/05/10	7/26/10	21				Ageas	100	5,869		17.680	21.000	14.360	-3.320	-19	84,292	-97
7/26/10		10/18/10	84				- cash -
long	10/18/10	11/29/10	42				Bekaert	50	585		72.016	70.380		-1.636	-2	83,335	-18
							Umicore	50	2,423		17.400	18.085		0.685	4	84,995	40
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
11/29/10		12/13/10	14				- cash -
	12/13/10	12/20/10	7				Bekaert	50	509		83.350	83.940		0.590	1	85,295	44
							Umicore	50	2,160		19.703	19.613		-0.090	0	85,100	-21
12/20/10		7/11/11	203				- cash -
short	7/11/11	5/07/12	301				Bekaert	100	1,687		50.440	21.440	118.666	68.226	135	200,197	182
long	2/20/12	2/27/12	7				Galapagos	50	8,985		11.140	11.580		0.440	4	204,151	654
							Anheuser-Busch InBev	50	2,012		49.750	49.365		-0.385	-1	203,376	-33
5/07/12		5/14/12	7				- cash -
short	5/14/12	6/11/12	28				Bekaert	100	8,900		22.850	18.955	27.545	4.695	21	245,165	1,043
6/11/12		9/17/12	98				- cash -
long	9/17/12	10/01/12	14				Galapagos	50	8,215		14.920	16.980		2.060	14	262,088	2,813
							KBC	50	5,594		21.915	19.260		-2.655	-12	247,236	-97
10/01/12		10/22/12	21				- cash -
	10/22/12	12/10/12	49				Galapagos	50	7,314		16.900	16.540		-0.360	-2	244,603	-15
							Ageas	50	6,346		19.480	21.545		2.065	11	257,707	112
12/10/12		12/17/12	7				- cash -
	12/17/12	12/24/12	7				Ageas	50	5,830		22.100	22.310		0.210	1	258,932	64
							KBC	50	5,154		25.000	25.860		0.860	3	263,364	483
12/24/12		11/11/13	322				- cash -
	11/11/13	12/23/13	42				ING Groep	50	13,674		9.630	9.968		0.338	4	267,986	35
							KBC	50	3,255		40.445	40.805		0.360	1	269,158	8
12/23/13		3/17/14	84				- cash -
	3/17/14	3/31/14	14				Aperam	50	7,935		16.960	19.275		2.315	14	287,527	2,710
							KBC	50	3,058		44.000	44.650		0.650	1	289,515	47
3/31/14		4/28/14	28				- cash -
	4/28/14	6/16/14	49				Aperam	50	7,905		18.310	22.950		4.640	25	326,194	438
							UCB	50	2,443		59.250	60.410		1.160	2	329,028	16
6/16/14		2/23/15	252				- cash -
	2/23/15	7/06/15	133				Aperam	50	5,319		30.925	34.355		3.430	11	347,272	33
							Galapagos	50	8,411		19.560	46.595		27.035	138	574,664	983
7/06/15		12/14/15	161				- cash -
short	12/14/15	5/16/16	154				Solvay	100	6,252		91.910	87.120	96.963	5.053	5	606,257	14
5/16/16		5/01/17	350				- cash -
long	5/01/17	6/12/17	42				ING Groep	50	20,289		14.940	15.280		0.340	2	613,156	22
							Galapagos	50	3,767		80.460	69.550		-10.910	-14	572,058	-72
6/12/17		3/26/18	287				- cash -
short	3/26/18	5/21/18	56				Ontex	100	26,781		21.360	22.680	20.040	-1.320	-6	536,707	-34
5/21/18		6/11/18	21				- cash -
	6/11/18	4/01/19	294				bpost	100	36,585		14.670	9.868	21.809	7.139	49	797,880	64
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
4/01/19		4/29/19	28				- cash -
long	4/29/19	5/06/19	7				Galapagos	50	3,899		102.300	101.500		-0.800	-1	794,761	-34
							Colruyt	50	6,224		64.100	64.060		-0.040	0	794,512	-3
short	5/06/19	7/08/19	63				Umicore	100	23,597		33.670	27.140	41.771	8.101	24	985,673	249
7/08/19		3/16/20	252				- cash -
	3/16/20	5/04/20	49				Anheuser-Busch InBev	100	28,528		34.550	38.465	30.635	-3.915	-11	873,986	-59
5/04/20		6/01/20	28				- cash -
	6/01/20	12/07/20	189				Anheuser-Busch InBev	100	19,913		43.890	57.930	29.850	-14.040	-32	594,408	-53
12/07/20		5/03/21	147				- cash -
long	5/03/21	5/10/21	7				ING Groep	50	27,817		10.684	11.012		0.328	3	603,532	384
							Aperam	50	6,848		43.400	47.340		3.940	9	630,513	9,185
5/10/21		3/07/22	301				- cash -
short	3/07/22	6/26/23	476				ING Groep	100	74,335		8.482	11.844	5.120	-3.362	-40	380,598	-32
6/26/23		8/14/23	49				- cash -
	8/14/23	12/25/23	133				Proximus	100	57,164		6.658	8.566	4.750	-1.908	-29	271,530	-60
12/25/23		1/08/24	14				- cash -
	1/08/24	3/25/24	77				Solvay	100	9,697		28.000	25.060	31.285	3.285	12	303,383	69
3/25/24		4/29/24	35				- cash -
	4/29/24	5/06/24	7				Solvay	100	9,834		30.850	30.420	31.286	0.436	1	307,672	108
5/06/24		8/20/25	471				- cash -
accum	2/13/06	5/06/24	3283	days out of 7170 invested (46%)										2,977		307,672	46

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Ageas	short	10/01/07	12/03/07	63	207.40	180.10	238.84	31.44	15.16	100	15.16
	short	12/17/07	7/20/09	581	178.10	26.50	1,196.97	1,018.87	572.08		572.08
	long	8/10/09	2/01/10	175	31.20	26.75		-4.45	-14.26	50	-7.13
	short	7/05/10	7/26/10	21	17.68	21.00	14.36	-3.32	-18.78	100	-18.78
	long	10/22/12	12/10/12	49	19.48	21.55		2.07	10.60	50	5.30
	long	12/17/12	12/24/12	7	22.10	22.31		0.21	0.95		0.48	517.65
Bekaert	long	4/05/10	4/19/10	14	46.05	45.05		-1.00	-2.17		-1.09
	long	10/18/10	11/29/10	42	72.02	70.38		-1.64	-2.27		-1.14
	long	12/13/10	12/20/10	7	83.35	83.94		0.59	0.71		0.35
	short	7/11/11	5/07/12	301	50.44	21.44	118.67	68.23	135.26	100	135.26
	short	5/14/12	6/11/12	28	22.85	18.96	27.55	4.70	20.55		20.55	178.32
Galapagos	long	8/10/09	2/01/10	175	8.20	10.54		2.34	28.54	50	14.27
	long	2/20/12	2/27/12	7	11.14	11.58		0.44	3.95		1.97
	long	9/17/12	10/01/12	14	14.92	16.98		2.06	13.81		6.90
	long	10/22/12	12/10/12	49	16.90	16.54		-0.36	-2.13		-1.07
	long	2/23/15	7/06/15	133	19.56	46.60		27.04	138.22		69.11
	long	5/01/17	6/12/17	42	80.46	69.55		-10.91	-13.56		-6.78
	long	4/29/19	5/06/19	7	102.30	101.50		-0.80	-0.78		-0.39	93.52
bpost	short	6/11/18	4/01/19	294	14.67	9.87	21.81	7.14	48.66	100	48.66	48.66
Umicore	long	2/13/06	2/27/06	14	10.70	12.18		1.48	13.83	50	6.92
	long	4/10/06	4/17/06	7	12.20	12.28		0.08	0.66		0.33
	long	4/24/06	5/01/06	7	12.79	12.95		0.16	1.25		0.63
	long	5/07/07	5/14/07	7	15.51	15.42		-0.09	-0.61		-0.31
	long	10/18/10	11/29/10	42	17.40	18.09		0.69	3.94		1.97
	long	12/13/10	12/20/10	7	19.70	19.61		-0.09	-0.46		-0.23
	short	5/06/19	7/08/19	63	33.67	27.14	41.77	8.10	24.06	100	24.06	35.81
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Aperam	long	3/17/14	3/31/14	14	16.96	19.28		2.32	13.65	50	6.82
	long	4/28/14	6/16/14	49	18.31	22.95		4.64	25.34		12.67
	long	2/23/15	7/06/15	133	30.93	34.36		3.43	11.09		5.55
	long	5/03/21	5/10/21	7	43.40	47.34		3.94	9.08		4.54	32.80
Solvay	short	12/14/15	5/16/16	154	91.91	87.12	96.96	5.05	5.50	100	5.50
	short	1/08/24	3/25/24	77	28.00	25.06	31.28	3.28	11.73		11.73
	short	4/29/24	5/06/24	7	30.85	30.42	31.29	0.44	1.41		1.41	19.54
Telenet	long	10/30/06	11/06/06	7	20.85	20.38		-0.47	-2.25	50	-1.13
	long	11/13/06	3/19/07	126	20.85	23.78		2.93	14.05		7.03	5.82
Ackermans van Haaren	long	2/13/06	2/27/06	14	51.90	52.00		0.10	0.19		0.10
	long	4/10/06	4/17/06	7	57.65	57.20		-0.45	-0.78		-0.39
	long	4/24/06	5/01/06	7	57.80	61.15		3.35	5.80		2.90	2.60
UCB	long	4/28/14	6/16/14	49	59.25	60.41		1.16	1.96		0.98	0.98
Colruyt	long	4/02/07	4/16/07	14	34.72	35.35		0.63	1.83		0.91
	long	4/23/07	4/30/07	7	35.23	34.66		-0.58	-1.63		-0.82
	long	4/29/19	5/06/19	7	64.10	64.06		-0.04	-0.06		-0.03	0.06
KBC	long	4/05/10	4/19/10	14	37.46	36.38		-1.08	-2.88		-1.44
	long	9/17/12	10/01/12	14	21.92	19.26		-2.66	-12.11		-6.06
	long	12/17/12	12/24/12	7	25.00	25.86		0.86	3.44		1.72
	long	11/11/13	12/23/13	42	40.45	40.81		0.36	0.89		0.45
	long	3/17/14	3/31/14	14	44.00	44.65		0.65	1.48		0.74	-4.70
Ontex	short	3/26/18	5/21/18	56	21.36	22.68	20.04	-1.32	-6.18	100	-6.18	-6.18
Proximus	long	10/30/06	11/06/06	7	32.03	32.76		0.73	2.28	50	1.14
	short	8/14/23	12/25/23	133	6.66	8.57	4.75	-1.91	-28.66	100	-28.66	-27.84
Anheuser-Busch InBev	long	11/13/06	3/19/07	126	29.39	34.29		4.90	16.68	50	8.34
	long	4/02/07	4/16/07	14	34.04	35.60		1.56	4.59		2.30
	long	4/23/07	4/30/07	7	35.66	35.89		0.23	0.63		0.32
	long	5/07/07	5/14/07	7	37.64	36.40		-1.24	-3.30		-1.65
	long	2/20/12	2/27/12	7	49.75	49.37		-0.38	-0.77		-0.39
	short	3/16/20	5/04/20	49	34.55	38.47	30.64	-3.92	-11.33	100	-11.33
	short	6/01/20	12/07/20	189	43.89	57.93	29.85	-14.04	-31.99		-31.99	-34.32
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
ING Groep	long	11/11/13	12/23/13	42	9.63	9.97		0.34	3.51	50	1.75
	long	5/01/17	6/12/17	42	14.94	15.28		0.34	2.28		1.14
	long	5/03/21	5/10/21	7	10.68	11.01		0.33	3.07		1.54
	short	3/07/22	6/26/23	476	8.48	11.84	5.12	-3.36	-39.64	100	-39.64	-36.93

Annotations

2/19/24	BEL 20			Component update: Melexis and Syensqo replace Colruyt and VGP
1/02/20	Warehouses De Pauw			splits 1:7 (seven for one)
3/30/17	BEL 20			machine learning processed for all techniques
3/20/17	BEL 20			Aperam and Sofina replace Ahold Delhaize and Elia System Operator
10/04/16	AB InBev			acquisition of SAB Miller completed
7/08/16	BEL 20			Galapagos, ING and Ontex replace Befimmo, D'Ieteren and Delta Lloyd
9/09/15	BEL 20			complete analysis (scheduled)
6/22/15	Belgacom			changes name to Proximus

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