Assessment - FTSE/Athex Large Cap - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Athex Large Cap	3,404.580	8/12/24	1.16	3,457.990	-1.54	3,122.790	335.200	10.73		6.23
						S		Jumbo	22.300	8/12/24	2.86	26.760	-16.67	25.120	1.640	6.53		-1.31
						S		Public Power	11.490	8/12/24	2.86	11.200	2.59	11.160	0.040	0.36		-0.90
								Piraeus Financial	3.830	8/12/24	2.30	3.590	6.69	3.200	0.390	12.19		5.35
								Titan Cement	30.500	8/12/24	2.01	28.850	5.72	21.450	7.400	34.50		37.27
								National Bank Greece	7.510	8/12/24	1.76	7.944	-5.46	6.290	1.654	26.30		21.54
								Eurobank Ergasias	2.019	8/12/24	1.53	2.097	-3.72	1.610	0.487	30.25		20.98
								EYDAP	5.470	8/12/24	1.30	5.500	-0.55	6.090	-0.590	-9.69		-6.55
						L		Coca-Cola HBC	31.640	8/12/24	1.22	31.940	-0.94	26.420	5.520	20.89		16.80
						S		Motor Oil Hellas	21.820	8/12/24	1.21	23.260	-6.19	23.760	-0.500	-2.10		-0.72
								Hell Telecom OTE	14.530	8/12/24	0.83	13.510	7.55	12.900	0.610	4.73		-1.45
						S		Aegean Airlines	10.730	8/12/24	0.75	11.550	-7.10	11.340	0.210	1.85		-5.84
						S		Alpha Services	1.550	8/12/24	0.58	1.591	-2.58	1.539	0.052	3.38		-0.62
								Viohalco	5.450	8/12/24	0.37	5.890	-7.47	5.260	0.630	11.98		3.49
								GEK Terna	17.180	8/12/24	0.23	16.500	4.12	13.160	3.340	25.38		14.49
						S		Ellaktor	1.856	8/12/24	0.22	2.495	-25.61	2.550	-0.055	-2.16		-1.31
						S		Quest	5.190	8/12/24	0.19	5.290	-1.89	5.620	-0.330	-5.87		-8.71
								Terna Energy	19.210	8/12/24	0.16	19.510	-1.54	15.900	3.610	22.70		12.75
								Hellenic Petroleum	7.070	8/12/24	0.14	7.820	-9.59	7.280	0.540	7.42		3.14
						S		Mytilineos	34.020	8/12/24	0.06	35.360	-3.79	36.700	-1.340	-3.65		-0.89
								Lamda Development	7.150	8/12/24		6.750	5.93	6.760	-0.010	-0.15		0.11
						S		OPAP	15.530	8/12/24	-0.26	14.740	5.36	15.370	-0.630	-4.10		-5.85
						L		Cenergy	9.470	8/12/24	-0.53	9.840	-3.76	7.160	2.680	37.43		28.93
								Sarantis	10.740	8/12/24	-0.56	10.980	-2.19	8.380	2.600	31.03		26.12
						S		Elvalhalcor	1.740	8/12/24	-0.91	1.896	-8.23	1.850	0.046	2.49		-8.13
								⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						S		Autohellas	11.260	8/12/24	-1.92	11.440	-1.57	12.780	-1.340	-10.49		-12.00
Athex LC - 25 out of 25 instruments rated - 7/01/24 / 1/01/24 - 17 did rise, Market-Ratio(26) = 68.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions FTSE/Athex Large Cap * Mixed Straddles L22 - 87/85 (1) - S15 - 73/84 (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		3/20/06	77				- cash -
long	3/20/06	5/22/06	63				Mytilineos	100	1,090		9.167	11.905		2.738	30	12,985	355
short	5/01/06	9/25/06	147				Folli Follie	100	380		34.086	29.900	38.858	4.772	14	14,798	38
9/25/06		11/06/06	42				- cash -
long	11/06/06	3/19/07	133				Lamda Development	100	1,852		7.987	11.298		3.312	41	20,931	159
short	12/04/06	12/25/06	21				Hellenic Petroleum	100	2,072		10.100	10.260	9.940	-0.160	-2	20,599	-24
	3/05/07	3/12/07	7				Motor Oil Hellas	100	1,103		18.660	19.400	17.920	-0.740	-4	19,783	-88
3/19/07		4/02/07	14				- cash -
long	4/02/07	4/09/07	7				Jumbo	100	1,757		11.258	11.717		0.459	4	20,590	704
4/09/07		4/30/07	21				- cash -
short	4/30/07	6/18/07	49				OPAP	100	737		27.900	27.320	28.492	0.592	2	21,026	17
long	5/07/07	5/14/07	7				Jumbo	100	1,870		11.239	11.650		0.411	4	21,795	551
6/18/07		7/02/07	14				- cash -
short	7/02/07	4/13/09	651				Eurobank Ergasias	100	0		23,716.000	5,292.000	106,282.815	82,566.815	348	21,795	0
4/13/09		5/11/09	28				- cash -
long	5/11/09	9/14/09	126				Helex	100	2,671		8.160	7.880		-0.280	-3	21,048	-10
short	9/07/09	10/12/09	35				OPAP	100	1,218		17.280	18.600	15.960	-1.320	-8	19,440	-56
long	9/28/09	10/26/09	28				Piraeus Financial	100	0		2,096,460.000	2,161,100.000		64,640.000	3	19,440	0
10/26/09		11/16/09	21				- cash -
short	11/16/09	3/14/11	483				OPAP	100	1,153		16.850	16.200	17.526	0.676	4	20,219	3
3/14/11		4/04/11	21				- cash -
	4/04/11	4/02/12	364				Piraeus Financial	100	0		432,300.000	82,830.000	2,256,227.092	1,823,927.092	422	20,219	0
4/02/12		4/16/12	14				- cash -
	4/16/12	9/03/12	140				Public Power	100	13,044		1.550	1.330	1.806	0.256	17	23,564	49
9/03/12		10/01/12	28				- cash -
long	10/01/12	12/03/12	63				Alpha Services	100	266		88.500	81.500		-7.000	-8	21,702	-38
12/03/12		12/10/12	7				- cash -
	12/10/12	2/11/13	63				Terna Energy	100	8,060		2.692	3.250		0.558	21	26,197	198
2/11/13		3/25/13	42				- cash -
short	3/25/13	9/30/13	189				Eurobank Ergasias	100	100		260.000	50.000	1,352.000	1,092.000	420	135,397	2,314
long	5/20/13	5/27/13	7				Public Power	100	32,625		4.150	4.090		-0.060	-1	133,439	-53
9/30/13		11/04/13	35				- cash -
	11/04/13	1/13/14	70				Aegean Airlines	100	21,014		6.350	7.450		1.100	17	156,555	130
1/13/14		1/20/14	7				- cash -
	1/20/14	2/24/14	35				Aegean Airlines	100	22,396		6.990	7.140		0.150	2	159,914	25
short	1/27/14	5/09/16	833				Eurobank Ergasias	100	3,263		49.000	0.875	2,744.000	2,695.000	5,500	8,953,699	483
long	3/03/14	3/10/14	7				Aegean Airlines	100	1,178,118		7.600	7.930		0.330	4	9,342,478	817
	3/17/14	3/24/14	7				Aegean Airlines	100	1,229,273		7.600	7.950		0.350	5	9,772,724	946
5/09/16		6/20/16	42				- cash -
short	6/20/16	10/10/16	112				National Bank Greece	100	4,123,512		2.370	1.990	2.823	0.453	19	11,639,025	77
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	7/11/16	8/01/16	21				Jumbo	100	1,058,093		11.000	10.690		-0.310	-3	11,311,016	-39
10/10/16		10/24/16	14				- cash -
short	10/24/16	1/09/17	77				Piraeus Financial	100	236,384		47.850	70.620	25.080	-22.770	-48	5,928,553	-95
long	11/28/16	12/05/16	7				Mytilineos	100	1,004,839		5.900	6.050		0.150	3	6,079,279	270
	12/12/16	12/19/16	7				Mytilineos	100	990,110		6.140	6.240		0.100	2	6,178,290	132
1/09/17		2/06/17	28				- cash -
short	2/06/17	5/08/17	91				Ellaktor	100	5,668,155		1.090	1.400	0.780	-0.310	-28	4,421,162	-74
long	2/27/17	3/13/17	14				Mytilineos	100	633,404		6.980	6.950		-0.030	0	4,402,159	-11
	4/10/17	4/24/17	14				Mytilineos	100	620,022		7.100	6.980		-0.120	-2	4,327,757	-36
	5/08/17	9/18/17	133				GEK Terna	100	1,352,423		3.200	3.900		0.700	22	5,274,453	72
short	8/28/17	1/08/18	133				Jumbo	100	374,074		14.100	15.280	12.920	-1.180	-8	4,833,046	-21
1/08/18		2/26/18	49				- cash -
long	2/26/18	3/05/18	7				GEK Terna	100	903,372		5.350	5.300		-0.050	-1	4,787,877	-39
3/05/18		4/02/18	28				- cash -
short	4/02/18	2/25/19	329				Attica Bank	100	157,495,952		0.030	0.127	0.000	-0.030	-100	0	-100
long	4/16/18	4/30/18	14				Public Power	100	0		2.884	2.734		-0.150	-5	0	0
	5/14/18	5/21/18	7				Eurobank Ergasias	100	0		1.025	0.900		-0.125	-12	0	0
2/25/19		3/18/19	21				- cash -
	3/18/19	5/06/19	49				Grivalia	100	0		9.980	11.540		1.560	16	0	0
5/06/19		5/27/19	21				- cash -
	5/27/19	9/23/19	119				Piraeus Financial	100	0		36.432	49.335		12.903	35	0	0
short	9/16/19		7				Motor Oil Hellas	100	0		21.520	20.980	22.074	0.554	3	0	0
9/23/19		9/30/19	7				- cash -
	9/30/19	1/20/20	112				Motor Oil Hellas	100	0		21.420	20.860	21.995	0.575	3	0	0
long	10/14/19	10/28/19	14				Piraeus Financial	100	0		49.500	50.952		1.452	3	0	0
1/20/20		2/03/20	14				- cash -
short	2/03/20	6/29/20	147				Motor Oil Hellas	100	0		18.650	12.630	27.539	8.889	48	0	0
6/29/20		7/27/20	28				- cash -
	7/27/20	11/30/20	126				Alpha Services	100	0		0.564	0.722	0.406	-0.158	-28	0	0
long	8/17/20	8/31/20	14				Terna Energy	100	0		11.780	11.860		0.080	1	0	0
11/30/20		12/21/20	21				- cash -
short	12/21/20	1/04/21	14				Piraeus Financial	100	0		17.870	20.477	15.263	-2.607	-15	0	0
long	12/28/20	1/18/21	21				Public Power	100	0		7.500	7.150		-0.350	-5	0	0
1/18/21		3/01/21	42				- cash -
	3/01/21	3/08/21	7				Public Power	100	0		8.840	9.125		0.285	3	0	0
3/08/21		3/15/21	7				- cash -
short	3/15/21	4/05/21	21				Piraeus Financial	100	0		12.293	7.098	21.288	8.995	73	0	0
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
long		5/03/21	49				Public Power	100	0		9.110	9.415		0.305	3	0	0
short	4/19/21	5/17/21	28				Piraeus Financial	100	0		3.350	1.616	6.945	3.595	107	0	0
5/17/21		6/14/21	28				- cash -
long	6/14/21	6/21/21	7				Eurobank Ergasias	100	0		0.865	0.850		-0.015	-2	0	0
6/21/21		6/28/21	7				- cash -
short	6/28/21	1/17/22	203				Piraeus Financial	100	0		1.489	1.440	1.540	0.051	3	0	0
long		7/19/21	21				Eurobank Ergasias	100	0		0.858	0.757		-0.102	-12	0	0
1/17/22		1/24/22	7				- cash -
short	1/24/22	1/09/23	350				Piraeus Financial	100	0		1.410	1.560	1.260	-0.150	-11	0	0
1/09/23		2/06/23	28				- cash -
long	2/06/23	5/15/23	98				Piraeus Financial	100	0		1.956	2.288		0.332	17	0	0
short	4/24/23	6/12/23	49				Hell Telecom OTE	100	0		13.540	14.900	12.180	-1.360	-10	0	0
long	5/22/23	6/26/23	35				Piraeus Financial	100	0		2.690	2.672		-0.018	-1	0	0
6/26/23		7/03/23	7				- cash -
	7/03/23	7/17/23	14				Piraeus Financial	100	0		3.100	3.342		0.242	8	0	0
7/17/23		8/07/23	21				- cash -
	8/07/23	9/11/23	35				Piraeus Financial	100	0		3.570	2.962		-0.608	-17	0	0
short	9/04/23	1/22/24	140				Terna Energy	100	0		16.630	15.180	18.219	1.589	10	0	0
long	9/25/23	10/09/23	14				Aegean Airlines	100	0		11.080	9.530		-1.550	-14	0	0
1/22/24		2/26/24	35				- cash -
	2/26/24	5/27/24	91				Titan Cement	100	0		25.950	31.400		5.450	21	0	0
short	4/15/24	8/12/24	119				EYDAP	100	0		5.600	5.470	5.733	0.133	2	0	0
accum	3/20/06	8/12/24	6399	days out of 7225 invested (89%)										-100		0	-55

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Eurobank Ergasias	short	7/02/07	4/13/09	651	23,716.00	5,292.00	106,282.81	82,566.81	348.15
	short	3/25/13	9/30/13	189	260.00	50.00	1,352.00	1,092.00	420.00
	short	1/27/14	5/09/16	833	49.00	0.88	2,744.00	2,695.00	5,500.00
	long	5/14/18	5/21/18	7	1.03	0.90		-0.13	-12.20
	long	6/14/21	6/21/21	7	0.87	0.85		-0.02	-1.76
	long	6/28/21	7/19/21	21	0.86	0.76		-0.10	-11.84			99,148.43
Piraeus Financial	long	9/28/09	10/26/09	28	2,096,460.00	2,161,100.00		64,640.00	3.08
	short	4/04/11	4/02/12	364	432,300.00	82,830.00	2,256,227.09	1,823,927.09	421.91
	short	10/24/16	1/09/17	77	47.85	70.62	25.08	-22.77	-47.59
	long	5/27/19	9/23/19	119	36.43	49.34		12.90	35.42
	long	10/14/19	10/28/19	14	49.50	50.95		1.45	2.93
	short	12/21/20	1/04/21	14	17.87	20.48	15.26	-2.61	-14.59
	short	3/15/21	4/05/21	21	12.29	7.10	21.29	9.00	73.18
	short	4/19/21	5/17/21	28	3.35	1.62	6.94	3.59	107.30
	short	6/28/21	1/17/22	203	1.49	1.44	1.54	0.05	3.40
	short	1/24/22	1/09/23	350	1.41	1.56	1.26	-0.15	-10.64
	long	2/06/23	5/15/23	98	1.96	2.29		0.33	16.97
	long	5/22/23	6/26/23	35	2.69	2.67		-0.02	-0.67
	long	7/03/23	7/17/23	14	3.10	3.34		0.24	7.81
	long	8/07/23	9/11/23	35	3.57	2.96		-0.61	-17.03			1,057.41
Motor Oil Hellas	short	3/05/07	3/12/07	7	18.66	19.40	17.92	-0.74	-3.97
	short	9/16/19	9/23/19	7	21.52	20.98	22.07	0.55	2.57
	short	9/30/19	1/20/20	112	21.42	20.86	22.00	0.57	2.68
	short	2/03/20	6/29/20	147	18.65	12.63	27.54	8.89	47.66			49.36
Lamda Development	long	11/06/06	3/19/07	133	7.99	11.30		3.31	41.46			41.46
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Terna Energy	long	12/10/12	2/11/13	63	2.69	3.25		0.56	20.71
	long	8/17/20	8/31/20	14	11.78	11.86		0.08	0.68
	short	9/04/23	1/22/24	140	16.63	15.18	18.22	1.59	9.55			33.14
Mytilineos	long	3/20/06	5/22/06	63	9.17	11.90		2.74	29.87
	long	11/28/16	12/05/16	7	5.90	6.05		0.15	2.54
	long	12/12/16	12/19/16	7	6.14	6.24		0.10	1.63
	long	2/27/17	3/13/17	14	6.98	6.95		-0.03	-0.43
	long	4/10/17	4/24/17	14	7.10	6.98		-0.12	-1.69			32.48
Titan Cement	long	2/26/24	5/27/24	91	25.95	31.40		5.45	21.00			21.00
GEK Terna	long	5/08/17	9/18/17	133	3.20	3.90		0.70	21.88
	long	2/26/18	3/05/18	7	5.35	5.30		-0.05	-0.93			20.74
National Bank Greece	short	6/20/16	10/10/16	112	2.37	1.99	2.82	0.45	19.10			19.10
Grivalia	long	3/18/19	5/06/19	49	9.98	11.54		1.56	15.63			15.63
Folli Follie	short	5/01/06	9/25/06	147	34.09	29.90	38.86	4.77	14.00			14.00
Aegean Airlines	long	11/04/13	1/13/14	70	6.35	7.45		1.10	17.32
	long	1/20/14	2/24/14	35	6.99	7.14		0.15	2.15
	long	3/03/14	3/10/14	7	7.60	7.93		0.33	4.34
	long	3/17/14	3/24/14	7	7.60	7.95		0.35	4.61
	long	9/25/23	10/09/23	14	11.08	9.53		-1.55	-13.99			12.50
Public Power	short	4/16/12	9/03/12	140	1.55	1.33	1.81	0.26	16.54
	long	5/20/13	5/27/13	7	4.15	4.09		-0.06	-1.45
	long	4/16/18	4/30/18	14	2.88	2.73		-0.15	-5.20
	long	12/28/20	1/18/21	21	7.50	7.15		-0.35	-4.67
	long	3/01/21	3/08/21	7	8.84	9.13		0.29	3.22
	long	3/15/21	5/03/21	49	9.11	9.42		0.31	3.35			10.74
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
EYDAP	short	4/15/24	8/12/24	119	5.60	5.47	5.73	0.13	2.38			2.38
Hellenic Petroleum	short	12/04/06	12/25/06	21	10.10	10.26	9.94	-0.16	-1.58			-1.58
OPAP	short	4/30/07	6/18/07	49	27.90	27.32	28.49	0.59	2.12
	short	9/07/09	10/12/09	35	17.28	18.60	15.96	-1.32	-7.64
	short	11/16/09	3/14/11	483	16.85	16.20	17.53	0.68	4.01			-1.89
Helex	long	5/11/09	9/14/09	126	8.16	7.88		-0.28	-3.43			-3.43
Jumbo	long	4/02/07	4/09/07	7	11.26	11.72		0.46	4.08
	long	5/07/07	5/14/07	7	11.24	11.65		0.41	3.66
	long	7/11/16	8/01/16	21	11.00	10.69		-0.31	-2.82
	short	8/28/17	1/08/18	133	14.10	15.28	12.92	-1.18	-8.37			-3.93
Hell Telecom OTE	short	4/24/23	6/12/23	49	13.54	14.90	12.18	-1.36	-10.04			-10.04
Ellaktor	short	2/06/17	5/08/17	91	1.09	1.40	0.78	-0.31	-28.44			-28.44
Alpha Services	long	10/01/12	12/03/12	63	88.50	81.50		-7.00	-7.91
	short	7/27/20	11/30/20	126	0.56	0.72	0.41	-0.16	-28.01			-33.71
Attica Bank	short	4/02/18	2/25/19	329	0.03	0.13	0.00	-0.03	-99.67			-99.67

Annotations

2/21/24	Athex LC			Component update: Cenergy replaces Piraeus Port Authority
5/20/19	Athex LC			Cenergy replaces Grivalia (acquired by Eurobank)
8/28/18	National Bank Greece			reverse stock split 10:1 (one for ten)
6/27/18	Athex LC			Fourlis replaces Folli-Follie
4/30/18	Athex LC			index adaption: Attica Bank, Ellaktor and Fourlis drop out, EYDAP and Trena Energy join in again
7/31/17	Piraeus Bank			reverse stock split 20:1 (give twenty for one new)
	Piraeus Bank			suspended
7/10/17	Athex LC			index adaption: Terna Energy and Metka (absorbed by Mytilineos) drop out, ADMIE (IPTO), Attica Bank and Fourlis are included
6/19/17	Public Power			1:1 spin-off of IPTO Holding
12/17/16	Athex LC			index adaption: Sarantis replaces EYDAP
11/30/15	National Bank Greece			reverse split 15:1 (one for fifteen)
11/27/15	Piraeus Bank			reverse split 100:1 (one for one hundred)
	Eurobank Ergasias			reverse split 100:1 (one for one hundred)
	Alpha Bank			reverse split 50:1 (one for fifty)
8/31/15	Athex LC			complete analysis
6/01/15	Athex LC			Lamda Development replaces Marfin Investment
3/05/14	Jumbo			forward stock split 22:23 (twenty-three for twenty-two)
10/24/13	Terna Energy			forward stock split 25:26 (twenty-six for twenty-five)
6/13/13	Eurobank Ergasias			reverse stock split 10:1 (one for ten)
6/05/13	Piraeus Bank			reverse stock split 10:1 (one for ten)
5/24/13	National Bank Greece			reverse stock split 10:1 (one for ten)
9/05/12	Terna Energy			forward stock split 20:21 (twenty-one for twenty)
7/06/11	Mytilineos			forward stock split 20:21 (twenty-one for twenty)
8/12/09	Eurobank Ergasias			forward stock split 98:100 (one hundred for ninety-eight)
6/01/09	Piraeus Bank			forward stock split 47:48 (forty-eight for forty-seven)

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