Assessment - DJ Global Titans 50 in Euro - 1/07/24 - RS = mixed

 ⇐ 

								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								DJ Global Titans	601.928	12/08/24		631.845	-4.73	496.428	135.418	27.28		23.19
						L		3M	115.008	12/08/24	-0.65	93.798	22.61	98.738	-4.940	-5.00		3.12
								AbbVie	177.304	12/08/24	0.13	158.835	11.63	139.969	18.866	13.48		10.67
								Allianz	255.900	12/08/24		262.500	-2.51	241.950	20.550	8.49		7.44
						L		Alphabet A	151.302	12/08/24	-0.84	170.601	-11.31	126.169	44.432	35.22		31.23
								Amazon.com	155.507	12/08/24	-0.08	183.849	-15.42	137.233	46.616	33.97		30.74
						L		Amgen	298.335	12/08/24	-0.77	289.954	2.89	260.141	29.813	11.46		14.97
								Anheuser-Busch InBev	55.200	12/08/24	-0.47	54.440	1.40	58.420	-3.980	-6.81		1.03
						L		Apple	202.802	12/08/24	0.71	202.075	0.36	173.894	28.181	16.21		19.24
								BHP	25.197	12/08/24	-0.54	26.847	-6.14	31.046	-4.199	-13.53		-1.81
								Boeing	153.018	12/08/24	-2.25	174.060	-12.09	235.429	-61.369	-26.07		-7.20
								BP	518.109	12/08/24	1.35	563.956	-8.13	536.255	27.702	5.17		-0.29
						L		BAT	3,301.236	12/08/24		2,888.729	14.28	2,640.721	248.008	9.39		1.32
								Chevron	135.202	12/08/24	0.02	145.923	-7.35	134.722	11.201	8.31		1.55
						S		Cisco Systems	41.823	12/08/24	-1.34	44.303	-5.60	45.630	-1.327	-2.91		-5.13
								Citigroup	53.924	12/08/24		59.136	-8.81	46.461	12.675	27.28		28.74
						L		Coca-Cola	63.555	12/08/24	-0.74	58.996	7.73	53.226	5.770	10.84		7.28
						L		DuPont	73.027	12/08/24	-0.25	73.903	-1.19	69.483	4.420	6.36		8.59
								Exxon Mobil	110.943	12/08/24	0.13	107.177	3.51	90.302	16.875	18.69		7.02
								General Electric	155.572	12/08/24	-0.16	148.207	4.97	115.276	32.931	28.57		24.00
								GSK	1,852.747	12/08/24	0.42	1,798.532	3.01	1,668.296	130.235	7.81		1.72
						L		HSBC	758.895	12/08/24	0.22	814.289	-6.80	731.073	83.216	11.38		11.44
								IBM	176.652	12/08/24	-1.03	163.245	8.21	147.719	15.526	10.51		11.03
						S		Intel	18.049	12/08/24	-1.78	28.752	-37.22	45.386	-16.634	-36.65		-17.28
						S		Johnson & Johnson	149.056	12/08/24	-0.46	136.526	9.18	141.568	-5.043	-3.56		-5.70
								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								JP Morgan Chase	192.230	12/08/24	0.19	191.540	0.36	153.635	37.905	24.67		25.36
								Mastercard	424.838	12/08/24	-0.24	407.982	4.13	385.225	22.757	5.91		3.90
						S		McDonald´s	251.217	12/08/24	0.58	233.065	7.79	267.809	-34.744	-12.97		-9.46
								Merck (MSD)	105.797	12/08/24	-0.93	119.241	-11.27	98.467	20.773	21.10		12.61
								Meta Platforms	481.018	12/08/24	-0.35	470.511	2.23	319.698	150.813	47.17		39.06
								Microsoft	379.268	12/08/24	0.19	425.808	-10.93	339.641	86.167	25.37		24.01
						L		Nestlé	91.452	12/08/24	-0.40	94.795	-3.53	105.139	-10.344	-9.84		-8.29
						L		Novartis	99.809	12/08/24	0.16	99.788	0.02	91.510	8.279	9.05		7.93
						L		NVidia	101.639	12/08/24	4.08	115.884	-12.29	44.728	71.156	159.08		119.73
						L		Oracle	123.604	12/08/24	0.39	133.402	-7.35	95.225	38.178	40.09		25.14
								PepsiCo	159.814	12/08/24	-0.56	151.862	5.24	153.400	-1.538	-1.00		-4.67
						L		Pfizer	26.524	12/08/24	-0.35	26.309	0.82	26.003	0.306	1.18		-5.60
						L		Philip Morris	108.230	12/08/24	0.07	94.395	14.66	84.973	9.422	11.09		8.17
						L		Procter & Gamble	155.516	12/08/24	-2.19	151.703	2.51	132.355	19.348	14.62		6.26
						L		Roche	286.613	12/08/24	0.25	258.035	11.08	263.629	-5.594	-2.12		1.75
						L		Royal Bank CA	100.925	12/08/24	-0.72	98.815	2.14	91.549	7.266	7.94		12.44
								Samsung Electronics	50.900	12/08/24	1.07	55.147	-7.70	54.734	0.413	0.75		8.57
								Sanofi	95.670	12/08/24	-0.60	91.850	4.16	89.760	2.090	2.33		-4.86
								Shell	33.025	12/08/24	0.93	33.880	-2.52	29.800	4.080	13.69		7.36
								Siemens	157.200	12/08/24	0.01	177.120	-11.25	169.920	7.200	4.24		7.94
						L		Taiwan Semiconductor	156.281	12/08/24	0.31	160.663	-2.73	93.933	66.729	71.04		57.91
								TotalEnergies	61.720	12/08/24	0.60	63.610	-2.97	61.600	2.010	3.26		2.12
								Toyota	14.122	9/08/24	-0.14	18.949	-25.47	16.540	2.409	14.57		6.12
								Visa	242.295	12/08/24	0.05	245.418	-1.27	235.149	10.269	4.37		3.39
						L		Walmart	64.049	12/08/24	1.10	62.911	1.81	47.463	15.448	32.55		22.03
								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Walt Disney	80.131	12/08/24	-0.30	91.402	-12.33	81.550	9.852	12.08		4.16
DJ Global Titans - 50 out of 50 instruments rated - 1/07/24 / 1/01/24 - 39 did rise, Market-Ratio(26) in EUR = 78.00 %

 

 

Transactions DJ Global Titans 50 in Euro * Mixed Straddles L30 - 53/51 (1) - S30 - 50/54 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		26/06/06	175				- cash -
long	26/06/06	14/01/08	567				Gazprom	100	748		13.360	14.480		1.120	8	10,838	5
short	14/01/08	4/05/09	476				Citigroup	100	55		196.657	24.115	1,603.761	1,407.104	716	88,228	400
long	12/05/08	19/05/08	7				Apple	100	20,327		4.340	4.209		-0.131	-3	85,567	-80
	4/05/09	25/05/09	21				Qualcomm	100	2,619		32.668	30.924		-1.744	-5	80,999	-61
short	25/05/09	1/06/09	7				Citigroup	100	3,007		26.930	26.080	27.809	0.879	3	83,641	433
long	1/06/09	22/06/09	21				Qualcomm	100	2,665		31.380	31.855		0.475	2	84,907	30
22/06/09		29/06/09	7				- cash -
	29/06/09	6/07/09	7				Apple	100	23,541		3.607	3.541		-0.065	-2	83,366	-62
6/07/09		13/07/09	7				- cash -
	13/07/09	17/05/10	308				Apple	100	22,855		3.647	7.349		3.701	101	167,956	129
short	17/05/10	31/05/10	14				Qualcomm	100	5,553		30.243	28.580	32.003	1.760	6	177,730	337
long	31/05/10	7/06/10	7				Apple	100	23,412		7.591	7.490		-0.101	-1	175,363	-50
short	7/06/10	6/09/10	91				Qualcomm	100	5,993		29.260	31.462	27.059	-2.201	-8	162,170	-27
long	6/09/10	27/09/10	21				Apple	100	22,712		7.140	7.708		0.568	8	175,060	278
27/09/10		4/10/10	7				- cash -
short	4/10/10	22/11/10	49				Bank of America	100	18,360		9.535	8.261	11.004	1.469	15	202,037	191
long	22/11/10	25/07/11	245				Apple	100	24,693		8.182	9.909		1.728	21	244,696	33
short	25/07/11	26/12/11	154				Bank of America	100	35,108		6.970	4.201	11.562	4.592	66	405,923	232
long	26/12/11	23/01/12	28				Philip Morris	100	6,716		60.439	57.914		-2.524	-4	388,970	-43
23/01/12		30/01/12	7				- cash -
	30/01/12	21/05/12	112				Apple	100	31,781		12.239	15.695		3.456	28	498,802	125
21/05/12		28/05/12	7				- cash -
	28/05/12	22/10/12	147				Apple	100	30,587		16.307	17.386		1.079	7	531,799	17
short	22/10/12	29/10/12	7				Telefónica	100	50,647		10.500	10.070	10.948	0.448	4	554,509	785
long	29/10/12	16/12/13	413				Bank of America	100	76,976		7.204	11.075		3.871	54	852,498	46
16/12/13		23/12/13	7				- cash -
	23/12/13	27/10/14	308				Alphabet A	100	41,756		20.416	21.652		1.236	6	904,118	7
short	27/10/14	10/11/14	14				Samsung Electronics	100	55,174,285		0.016	0.019	0.014	-0.002	-15	772,440	-98
long	3/11/14	15/12/14	42				Apple	100	35,275		21.898	21.746		-0.152	-1	767,090	-6
short	15/12/14	27/04/15	133				Gazprom	100	229,874		3.337	5.420	1.254	-2.083	-62	288,263	-93
long	26/01/15	2/02/15	7				Toyota	100	2,469,042		0.117	0.115		-0.002	-2	283,409	-59
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
	23/02/15	30/03/15	35				Apple	100	9,664		29.326	29.169		-0.158	-1	281,886	-5
	13/04/15	20/04/15	7				Toyota	100	2,174,425		0.130	0.129		-0.001	-1	280,467	-23
	27/04/15	8/06/15	42				Mitsubishi UFJ	100	4,322,526		0.065	0.064		-0.001	-2	275,469	-14
short	8/06/15	13/07/15	35				BHP	100	14,483		19.020	17.787	20.338	1.318	7	294,560	101
long	13/07/15	27/07/15	14				Mitsubishi UFJ	100	4,689,416		0.063	0.064		0.002	2	301,766	88
short	27/07/15	3/08/15	7				ConocoPhilips	100	6,609		45.655	45.385	45.927	0.272	1	303,565	36
long	3/08/15	24/08/15	21				Mitsubishi UFJ	100	4,680,444		0.065	0.054		-0.011	-17	252,239	-96
short	24/08/15	21/03/16	210				ConocoPhilips	100	6,821		36.977	37.886	36.068	-0.909	-2	246,038	-4
long	21/03/16	28/03/16	7				McDonald´s	100	2,233		110.161	110.022		-0.139	0	245,728	-6
short	28/03/16	11/04/16	14				Mitsubishi UFJ	100	5,910,034		0.042	0.038	0.045	0.003	8	265,952	686
long	4/04/16	9/05/16	35				McDonald´s	100	2,374		111.982	114.955		2.973	3	273,009	31
short	9/05/16	4/07/16	56				Mitsubishi UFJ	100	6,789,038		0.040	0.040	0.041	0.000	1	275,635	6
long	4/07/16	5/03/18	609				BP	100	51,858		5.315	5.277		-0.038	-1	273,642	0
short	5/03/18	12/03/18	7				General Electric	100	2,925		93.522	97.980	89.065	-4.458	-5	260,602	-92
long	12/03/18	9/04/18	28				Intel	100	6,236		41.788	40.213		-1.575	-4	250,780	-39
9/04/18		23/04/18	14				- cash -
short	23/04/18	3/09/18	133				General Electric	100	2,634		95.174	89.079	101.687	6.513	7	267,934	20
long	30/07/18	6/08/18	7				ConocoPhilips	100	4,343		61.682	62.075		0.393	1	269,642	39
	3/09/18	26/11/18	84				Apple	100	5,506		48.969	38.491		-10.478	-21	211,950	-65
26/11/18		10/12/18	14				- cash -
short	10/12/18	1/04/19	112				General Electric	100	4,343		48.793	72.073	25.513	-23.280	-48	110,843	-88
long	1/04/19	22/04/19	21				Procter & Gamble	100	1,198		92.447	94.127		1.680	2	112,856	37
short	22/04/19	29/04/19	7				Schlumberger	100	2,772		40.710	38.835	42.676	1.966	5	118,305	1,069
long	29/04/19	3/06/19	35				Qualcomm	100	1,516		78.019	59.274		-18.745	-24	89,888	-94
short	3/06/19	10/06/19	7				Schlumberger	100	2,848		31.558	31.341	31.775	0.218	1	90,508	43
long	10/06/19	24/02/20	259				Gazprom	100	14,458		6.260	6.326		0.066	1	91,462	1
short	24/02/20	5/10/20	224				Exxon Mobil	100	1,761		51.928	28.615	94.235	42.307	81	165,965	164
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	5/10/20	7/03/22	518				Apple	100	1,679		98.803	146.445		47.642	48	245,956	32
short	7/03/22	28/03/22	21				Gazprom	100	91,094		2.700	2.700	2.700	0.000	0	245,956	0
long	21/03/22	13/06/22	84				ConocoPhilips	100	2,640		93.131	107.044		13.912	15	282,685	83
short	13/06/22	9/01/23	210				General Electric	100	4,358		64.862	67.576	62.148	-2.714	-4	270,857	-7
long	5/12/22	12/12/22	7				Schlumberger	100	5,533		48.945	46.596		-2.349	-5	257,862	-92
	9/01/23	13/03/23	63				Schlumberger	100	4,983		51.740	45.465		-6.275	-12	226,595	-53
short	13/03/23	27/03/23	14				3M	100	2,351		96.348	94.020	98.734	2.386	2	232,204	89
long	27/03/23	30/10/23	217				NVidia	100	9,447		24.578	38.782		14.203	58	366,384	115
short	30/10/23	4/12/23	35				Pfizer	100	12,728		28.784	27.037	30.644	1.860	6	390,055	92
long	20/11/23	12/08/24	266				NVidia	100	8,465		46.074	101.639		55.565	121	860,413	196
accum	26/06/06	12/08/24	7238	days out of 7483 invested (97%)										8,504		860,413	25

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Citigroup	short	14/01/08	4/05/09	476	196.66	24.11	1,603.76	1,407.10	715.51
	short	25/05/09	1/06/09	7	26.93	26.08	27.81	0.88	3.26			742.12
Apple	long	12/05/08	19/05/08	7	4.34	4.21		-0.13	-3.02
	long	29/06/09	6/07/09	7	3.61	3.54		-0.07	-1.81
	long	13/07/09	17/05/10	308	3.65	7.35		3.70	101.47
	long	31/05/10	7/06/10	7	7.59	7.49		-0.10	-1.33
	long	6/09/10	27/09/10	21	7.14	7.71		0.57	7.95
	long	22/11/10	25/07/11	245	8.18	9.91		1.73	21.11
	long	30/01/12	21/05/12	112	12.24	15.69		3.46	28.24
	long	28/05/12	22/10/12	147	16.31	17.39		1.08	6.62
	long	3/11/14	15/12/14	42	21.90	21.75		-0.15	-0.69
	long	23/02/15	30/03/15	35	29.33	29.17		-0.16	-0.54
	long	3/09/18	26/11/18	84	48.97	38.49		-10.48	-21.40
	long	5/10/20	7/03/22	518	98.80	146.45		47.64	48.22			289.37
NVidia	long	27/03/23	30/10/23	217	24.58	38.78		14.20	57.79
	long	20/11/23	12/08/24	266	46.07	101.64		55.57	120.60			248.08
Bank of America	short	4/10/10	22/11/10	49	9.53	8.26	11.00	1.47	15.41
	short	25/07/11	26/12/11	154	6.97	4.20	11.56	4.59	65.89
	long	29/10/12	16/12/13	413	7.20	11.07		3.87	53.74			194.34
Exxon Mobil	short	24/02/20	5/10/20	224	51.93	28.61	94.24	42.31	81.47			81.47
ConocoPhilips	short	27/07/15	3/08/15	7	45.66	45.38	45.93	0.27	0.60
	short	24/08/15	21/03/16	210	36.98	37.89	36.07	-0.91	-2.46
	long	30/07/18	6/08/18	7	61.68	62.08		0.39	0.64
	long	21/03/22	13/06/22	84	93.13	107.04		13.91	14.94			13.50
BHP	short	8/06/15	13/07/15	35	19.02	17.79	20.34	1.32	6.93			6.93
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Pfizer	short	30/10/23	4/12/23	35	28.78	27.04	30.64	1.86	6.46			6.46
Alphabet A	long	23/12/13	27/10/14	308	20.42	21.65		1.24	6.06			6.06
Telefónica	short	22/10/12	29/10/12	7	10.50	10.07	10.95	0.45	4.27			4.27
McDonald´s	long	21/03/16	28/03/16	7	110.16	110.02		-0.14	-0.13
	long	4/04/16	9/05/16	35	111.98	114.95		2.97	2.65			2.53
3M	short	13/03/23	27/03/23	14	96.35	94.02	98.73	2.39	2.48			2.48
Procter & Gamble	long	1/04/19	22/04/19	21	92.45	94.13		1.68	1.82			1.82
BP	long	4/07/16	5/03/18	609	5.32	5.28		-0.04	-0.72			-0.72
Toyota	long	26/01/15	2/02/15	7	0.12	0.11		-0.00	-1.68
	long	13/04/15	20/04/15	7	0.13	0.13		-0.00	-0.50			-2.18
Intel	long	12/03/18	9/04/18	28	41.79	40.21		-1.58	-3.77			-3.77
Philip Morris	long	26/12/11	23/01/12	28	60.44	57.91		-2.52	-4.18			-4.18
Mitsubishi UFJ	long	27/04/15	8/06/15	42	0.06	0.06		-0.00	-1.78
	long	13/07/15	27/07/15	14	0.06	0.06		0.00	2.45
	long	3/08/15	24/08/15	21	0.06	0.05		-0.01	-16.91
	short	28/03/16	11/04/16	14	0.04	0.04	0.05	0.00	8.23
	short	9/05/16	4/07/16	56	0.04	0.04	0.04	0.00	0.96			-8.64
Schlumberger	short	22/04/19	29/04/19	7	40.71	38.84	42.68	1.97	4.83
	short	3/06/19	10/06/19	7	31.56	31.34	31.78	0.22	0.69
	long	5/12/22	12/12/22	7	48.94	46.60		-2.35	-4.80
	long	9/01/23	13/03/23	63	51.74	45.47		-6.27	-12.13			-11.70
Samsung Electronics	short	27/10/14	10/11/14	14	0.02	0.02	0.01	-0.00	-14.56			-14.56
Qualcomm	long	4/05/09	25/05/09	21	32.67	30.92		-1.74	-5.34
	long	1/06/09	22/06/09	21	31.38	31.86		0.48	1.51
	short	17/05/10	31/05/10	14	30.24	28.58	32.00	1.76	5.82
	short	7/06/10	6/09/10	91	29.26	31.46	27.06	-2.20	-7.52
	long	29/04/19	3/06/19	35	78.02	59.27		-18.74	-24.03			-28.56
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
General Electric	short	5/03/18	12/03/18	7	93.52	97.98	89.06	-4.46	-4.77
	short	23/04/18	3/09/18	133	95.17	89.08	101.69	6.51	6.84
	short	10/12/18	1/04/19	112	48.79	72.07	25.51	-23.28	-47.71
	short	13/06/22	9/01/23	210	64.86	67.58	62.15	-2.71	-4.18			-49.02
Gazprom	long	26/06/06	14/01/08	567	13.36	14.48		1.12	8.38
	short	15/12/14	27/04/15	133	3.34	5.42	1.25	-2.08	-62.42
	long	10/06/19	24/02/20	259	6.26	6.33		0.07	1.05
	short	7/03/22	28/03/22	21	2.70	2.70	2.70	0.00	0.00			-58.84

Annotations

10/06/24	NVidia			stock split 1:10 (ten for one)
26/02/24	Walmart			stock split 1:3 (three for one)
18/07/22	Alphabet A			stock split 1:20 (twenty for one)
	GlaxoSmithKline			demergers OTC business -> Haleon
6/06/22	Amazon.com			stock split 1:20 (twenty for one)
29/09/21	Toyota			stock split 1:5 (five for one)
2/08/21	General Electric			reverse stock split 8:1 (eight become one)
20/07/21	NVidia			stock split 1:4 (four for one)
4/05/18	Samsung Electronics			stock split 1:50 (fifty for one)
4/10/16	AB InBev			acquisition of SAB Miller completed
2/10/15	Google A			changes name to Alphabet
19/03/15	Visa			forward stock split 1:4 (four for one)

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