Share-o-matic - Portfolio

Thu, Nov 21st, 2024, 11:21UTC

Assessment - NZX 50 Index - 7/01/24 - RS = 51

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	7/10/23	prc diff	⇓ Δ51	∅-RS
		NZX 50	12,281.200	8/12	0.31	11,789.400	4.17	11,912.700	-123.300	-1.04	0.59
		Gentrack	10.100	8/12	2.02	10.300	-1.94	4.110	6.190	150.61	69.30
	L	Vista	3.020	8/12	5.23	2.250	34.22	1.790	0.460	25.70	41.35
	L	a2 Milk	7.450	8/12	0.95	7.250	2.76	5.360	1.890	35.26	37.08
	L	Fisher & Paykel HC	32.790	8/12	0.89	29.950	9.48	24.000	5.950	24.79	26.97
	L	Fonterra Shs Fund	4.190	8/12	2.20	4.070	2.95	3.480	0.590	16.95	20.61
		Westpac Banking	30.520	8/12	0.07	29.300	4.16	22.530	6.770	30.05	15.98
	L	Meridian Energy (NS)	6.300	8/12	1.29	6.600	-4.55	5.580	1.020	18.28	13.20
	L	Contact Energy	8.380	8/12	0.84	9.120	-8.11	8.160	0.960	11.76	11.79
	L	Scales	3.350	8/12		3.500	-4.29	3.320	0.180	5.42	10.59
		ANZ Banking NZ	30.050	8/12	0.13	30.800	-2.44	25.350	5.450	21.50	9.73
		Infratil	10.570	8/12	-0.75	11.150	-5.20	10.230	0.920	8.99	5.77
	L	Sanford	4.100	8/12	-0.49	3.980	3.02	4.060	-0.080	-1.97	3.16
		Channel Infra	1.520	8/12	0.66	1.480	2.70	1.570	-0.090	-5.73	1.89
	L	Mainfreight	72.600	8/12	-0.55	69.250	4.84	72.630	-3.380	-4.65	1.72
		Mercury	6.440	8/12	-2.13	6.710	-4.02	6.510	0.200	3.07	1.05
	L	Manawa Energy	4.160	8/12	2.46	4.120	0.97	4.950	-0.830	-16.77	-1.88
	S	Goodman Property	2.030	8/12	-1.46	2.005	1.25	2.225	-0.220	-9.89	-2.56
		Turners Automotive	4.310	8/12	1.17	3.910	10.23	3.650	0.260	7.12	-2.67
	S	Property for Indust.	2.190	8/12	0.69	2.150	1.86	2.390	-0.240	-10.04	-3.26
		New Zealand Exchange	1.260	8/12	0.80	1.050	20.00	1.210	-0.160	-13.22	-3.76
		Chorus	7.900	8/12	0.13	7.730	2.20	8.205	-0.475	-5.79	-4.11
		Vector	3.670	8/12		3.700	-0.81	4.050	-0.350	-8.64	-4.20
	S	Freightways	8.950	8/12	1.24	7.820	14.45	8.530	-0.710	-8.32	-4.71
		Kiwi Property	0.900	8/12		0.820	9.76	0.920	-0.100	-10.87	-5.84
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	7/10/23	prc diff	⇓ Δ51	∅-RS
	S	Argosy Property	1.085	8/12	0.93	1.020	6.37	1.165	-0.145	-12.45	-5.94
	S	Precinct Properties	1.250	8/12	0.81	1.135	10.13	1.295	-0.160	-12.36	-6.38
	S	Hallenstein Glasson	5.750	8/12	0.70	5.450	5.50	6.050	-0.600	-9.92	-6.54
	S	Auckland Int Airport	7.430	8/12	0.68	7.650	-2.88	8.250	-0.600	-7.27	-8.17
		Stride Property	1.300	8/12		1.170	11.11	1.450	-0.280	-19.31	-8.30
	S	Vulcan Steel	7.020	8/12	0.14	7.100	-1.13	9.050	-1.950	-21.55	-8.39
	S	Summerset	10.900	8/12	-0.73	9.440	15.47	10.130	-0.690	-6.81	-8.99
	S	Sky Network Telev.	2.650	8/12	-1.85	2.440	8.61	2.390	0.050	2.09	-9.00
	S	Vital Healthcare	1.890	8/12	-1.05	1.775	6.48	2.370	-0.595	-25.11	-9.08
	S	Genesis Energy	2.230	8/12	-1.11	2.165	3.00	2.695	-0.530	-19.67	-10.47
	S	Ebos	36.110	8/12	0.11	32.150	12.32	37.450	-5.300	-14.15	-11.23
		Port of Tauranga	5.420	8/12	-0.91	4.810	12.68	6.200	-1.390	-22.42	-11.26
	S	Investore Property	1.160	8/12		1.020	13.73	1.420	-0.400	-28.17	-12.34
	S	Skellerup	4.500	8/12	3.21	3.690	21.95	4.610	-0.920	-19.96	-16.35
	S	Arvida	1.630	8/12	0.62	0.910	79.12	1.230	-0.320	-26.02	-17.05
	S	Spark New Zealand	4.320	8/12		4.090	5.62	5.010	-0.920	-18.36	-18.07
	S	Air New Zealand	0.555	8/12	0.91	0.535	3.74	0.785	-0.250	-31.85	-18.39
	S	Oceania Healthcare	0.770	8/12		0.540	42.59	0.760	-0.220	-28.95	-20.37
	S	Serko	3.650	8/12	0.27	3.250	12.31	3.970	-0.720	-18.14	-22.22
	S	Skycity Entertainm.	1.550	8/12	-0.64	1.480	4.73	2.280	-0.800	-35.09	-25.71
	S	Warehouse	1.190	8/12	-0.83	0.980	21.43	1.880	-0.900	-47.87	-30.44
	S	Ryman Healthcare	4.660	8/12	0.65	3.540	31.64	6.930	-3.390	-48.92	-31.33
	S	Heartland	1.060	8/12	0.95	0.970	9.28	1.760	-0.790	-44.89	-31.75
	S	Fletcher Building	3.120	8/12	0.65	3.010	3.65	5.360	-2.350	-43.84	-33.60
	S	KMD Brands	0.410	8/12	2.50	0.360	13.89	1.040	-0.680	-65.38	-37.71
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	7/10/23	prc diff	⇓ Δ51	∅-RS
	S	Tourism	2.080	8/12	1.96	1.790	16.20	3.570	-1.780	-49.86	-40.22
NZX 50 - 50 out of 50 instruments rated - 7/01/24 / 7/10/23 - 14 did rise, Market-Ratio(51) = 28.00 %
Stock Exchange Currency: NZD $ New Zealand dollar

Technical Chart

	NZX 50 RS = 51 - B/S = 60/55

1/06/20	scale up chart	7/01/24

Transactions NZX 50 Index * A51 - 60/55 (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		1/23/06	21		- cash -
short	1/23/06	3/20/06	56		a2 Milk	100	125,000	0.080	0.060	0.107	0.027	33	13,338	553
long	3/20/06	12/10/07	630		Mainfreight	100	2,977	4.480	7.090		2.610	58	21,107	30
short	12/10/07	10/05/09	665		Comvita	100	7,538	2.800	1.160	6.759	3.959	141	50,947	62
long	10/05/09	10/12/09	7		Restaurant Brands	100	41,760	1.220	1.340		0.120	10	55,959	13,222
short	10/12/09	10/19/09	7		Channel Infra	100	11,080	5.050	5.080	5.020	-0.030	-1	55,626	-27
long	10/19/09	11/30/09	42		Restaurant Brands	100	38,100	1.460	1.460		0.000	0	55,626	0
short	11/30/09	12/07/09	7		Channel Infra	100	12,361	4.500	4.150	4.880	0.380	8	60,317	6,715
long	12/07/09	7/19/10	224		Restaurant Brands	100	37,698	1.600	2.270		0.670	42	85,575	77
short	7/19/10	11/01/10	105		New Zealand Exchange	100	133,710	0.640	0.670	0.610	-0.030	-5	81,564	-15
long	11/01/10	11/08/10	7		Restaurant Brands	100	29,129	2.800	2.730		-0.070	-2	79,525	-73
short	11/08/10	1/31/11	84		Fisher & Paykel HC	100	27,234	2.920	3.180	2.660	-0.260	-9	72,444	-33
long	1/31/11	2/28/11	28		Xero	100	26,830	2.700	2.620		-0.080	-3	70,297	-32
short	2/28/11	4/25/11	56		Heartland	100	90,124	0.780	0.710	0.857	0.077	10	77,228	85
long	4/25/11	10/03/11	161		a2 Milk	100	551,627	0.140	0.210		0.070	50	115,842	151
short	10/03/11	10/17/11	14		Heartland	100	236,411	0.490	0.510	0.470	-0.020	-4	111,113	-66
long	10/17/11	10/31/11	14		a2 Milk	100	462,972	0.240	0.240		0.000	0	111,113	0
short	10/31/11	3/05/12	126		Heartland	100	213,679	0.520	0.440	0.615	0.095	18	131,306	62
long	3/05/12	5/21/12	77		a2 Milk	100	354,881	0.370	0.450		0.080	22	159,697	153
short	5/21/12	7/30/12	70		KMD Brands	100	99,190	1.610	1.510	1.717	0.107	7	170,270	40
long	7/30/12	1/20/14	539		Xero	100	31,826	5.350	42.350		37.000	692	1,347,832	306
short	1/20/14	6/02/14	133		Chorus	100	880,936	1.530	1.710	1.350	-0.180	-12	1,189,264	-29
long	6/02/14	7/21/14	49		Tourism	100	1,061,842	1.120	1.180		0.060	5	1,252,974	48
short	7/21/14	7/28/14	7		a2 Milk	100	2,054,056	0.610	0.630	0.590	-0.020	-3	1,211,893	-82
long	7/28/14	2/22/16	574		Tourism	100	1,035,806	1.170	2.540		1.370	117	2,630,947	64
short	2/22/16	2/29/16	7		ANZ Banking NZ	100	104,402	25.200	24.220	26.220	1.020	4	2,737,406	691
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	2/29/16	5/22/17	448		a2 Milk	100	1,555,344	1.760	3.490		1.730	98	5,428,151	75
short	5/22/17	6/12/17	21		Comvita	100	965,863	5.620	5.200	6.074	0.454	8	5,866,556	286
long	6/12/17	7/17/17	35		a2 Milk	100	1,705,394	3.440	4.030		0.590	17	6,872,739	421
short	7/17/17	10/02/17	77		Comvita	100	1,137,870	6.040	7.500	4.580	-1.460	-24	5,211,449	-73
long	10/02/17	3/05/18	154		a2 Milk	100	781,326	6.670	12.820		6.150	92	10,016,604	370
short	3/05/18	3/12/18	7		Metro Perf Glass	100	12,068,197	0.830	0.800	0.861	0.031	4	10,391,925	581
long	3/12/18	4/16/18	35		a2 Milk	100	748,158	13.890	12.470		-1.420	-10	9,329,540	-68
short	4/16/18	5/21/18	35		Tegel	100	11,377,488	0.820	1.130	0.510	-0.310	-38	5,802,519	-99
long	5/21/18	7/16/18	56		a2 Milk	100	525,590	11.040	11.290		0.250	2	5,933,916	16
short	7/16/18	8/20/18	35		Comvita	100	993,955	5.970	5.700	6.253	0.283	5	6,215,007	62
long	8/20/18	12/10/18	112		Xero	100	130,924	47.470	37.200		-10.270	-22	4,870,417	-55
short	12/10/18	1/28/19	49		Metro Perf Glass	100	9,189,466	0.530	0.510	0.551	0.021	4	5,061,558	33
long	1/28/19	3/16/20	413		Vista	100	1,240,578	4.080	1.740		-2.340	-57	2,158,606	-53
short	3/16/20	10/26/20	224		Sky Network Telev.	100	707,739	3.050	1.550	6.002	2.952	97	4,247,568	201
long	10/26/20	11/02/20	7		Pushpay	100	1,826,911	2.325	2.200		-0.125	-5	4,019,204	-94
short	11/02/20	11/09/20	7		Channel Infra	100	7,442,971	0.540	0.540	0.540	0.000	0	4,019,204	0
long	11/09/20	12/14/20	35		Metro Perf Glass	100	10,862,714	0.370	0.415		0.045	12	4,508,026	231
short	12/14/20	1/25/21	42		Channel Infra	100	7,640,722	0.590	0.510	0.683	0.093	16	5,214,793	255
long	1/25/21	2/08/21	14		Metro Perf Glass	100	13,036,983	0.400	0.420		0.020	5	5,475,533	257
short	2/08/21	2/22/21	14		a2 Milk	100	494,628	11.070	11.340	10.800	-0.270	-2	5,341,983	-47
long	2/22/21	11/22/21	273		Skellerup	100	1,174,062	4.550	5.950		1.400	31	6,985,670	43
short	11/22/21	5/29/23	553		Pushpay	100	4,885,084	1.430	1.410	1.450	0.020	1	7,084,837	1
5/29/23		11/21/24	542		- cash -
accum	1/23/06	5/29/23	6335	days out of 6898 invested (92%)							70,748		7,084,837	46

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
a2 Milk	short	1/23/06	3/20/06	56	0.08	0.06	0.11	0.03	33.38
	long	4/25/11	10/03/11	161	0.14	0.21		0.07	50.00
	long	10/17/11	10/31/11	14	0.24	0.24		0.00	0.00
	long	3/05/12	5/21/12	77	0.37	0.45		0.08	21.62
	short	7/21/14	7/28/14	7	0.61	0.63	0.59	-0.02	-3.28
	long	2/29/16	5/22/17	448	1.76	3.49		1.73	98.30
	long	6/12/17	7/17/17	35	3.44	4.03		0.59	17.15
	long	10/02/17	3/05/18	154	6.67	12.82		6.15	92.20
	long	3/12/18	4/16/18	35	13.89	12.47		-1.42	-10.22
	long	5/21/18	7/16/18	56	11.04	11.29		0.25	2.26
	short	2/08/21	2/22/21	14	11.07	11.34	10.80	-0.27	-2.44	841.21
Xero	long	1/31/11	2/28/11	28	2.70	2.62		-0.08	-2.96
	long	7/30/12	1/20/14	539	5.35	42.35		37.00	691.59	668.13
Tourism	long	6/02/14	7/21/14	49	1.12	1.18		0.06	5.36
	long	7/28/14	2/22/16	574	1.17	2.54		1.37	117.09	128.72
Comvita	short	12/10/07	10/05/09	665	2.80	1.16	6.76	3.96	141.38
	short	5/22/17	6/12/17	21	5.62	5.20	6.07	0.45	8.08
	short	7/17/17	10/02/17	77	6.04	7.50	4.58	-1.46	-24.17
	short	7/16/18	8/20/18	35	5.97	5.70	6.25	0.28	4.74	107.19
Sky Network Telev.	short	3/16/20	10/26/20	224	3.05	1.55	6.00	2.95	96.77	96.77
Mainfreight	long	3/20/06	12/10/07	630	4.48	7.09		2.61	58.26	58.26
Restaurant Brands	long	10/05/09	10/12/09	7	1.22	1.34		0.12	9.84
	long	10/19/09	11/30/09	42	1.46	1.46		0.00	0.00
	long	12/07/09	7/19/10	224	1.60	2.27		0.67	41.88
	long	11/01/10	11/08/10	7	2.80	2.73		-0.07	-2.50	51.93
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Skellerup	long	2/22/21	11/22/21	273	4.55	5.95		1.40	30.77	30.77
Metro Perf Glass	short	3/05/18	3/12/18	7	0.83	0.80	0.86	0.03	3.75
	short	12/10/18	1/28/19	49	0.53	0.51	0.55	0.02	3.92
	long	11/09/20	12/14/20	35	0.37	0.42		0.05	12.16
	long	1/25/21	2/08/21	14	0.40	0.42		0.02	5.00	26.98
Channel Infra	short	10/12/09	10/19/09	7	5.05	5.08	5.02	-0.03	-0.59
	short	11/30/09	12/07/09	7	4.50	4.15	4.88	0.38	8.43
	short	11/02/20	11/09/20	7	0.54	0.54	0.54	0.00	0.00
	short	12/14/20	1/25/21	42	0.59	0.51	0.68	0.09	15.68	24.69
Heartland	short	2/28/11	4/25/11	56	0.78	0.71	0.86	0.08	9.86
	short	10/03/11	10/17/11	14	0.49	0.51	0.47	-0.02	-4.08
	short	10/31/11	3/05/12	126	0.52	0.44	0.61	0.09	18.17	24.52
KMD Brands	short	5/21/12	7/30/12	70	1.61	1.51	1.72	0.11	6.62	6.62
ANZ Banking NZ	short	2/22/16	2/29/16	7	25.20	24.22	26.22	1.02	4.05	4.05
Pushpay	long	10/26/20	11/02/20	7	2.33	2.20		-0.13	-5.38
	short	11/22/21	5/29/23	553	1.43	1.41	1.45	0.02	1.42	-4.03
New Zealand Exchange	short	7/19/10	11/01/10	105	0.64	0.67	0.61	-0.03	-4.69	-4.69
Fisher & Paykel HC	short	11/08/10	1/31/11	84	2.92	3.18	2.66	-0.26	-8.90	-8.90
Chorus	short	1/20/14	6/02/14	133	1.53	1.71	1.35	-0.18	-11.76	-11.76
Xero	long	8/20/18	12/10/18	112	47.47	37.20		-10.27	-21.63	-21.63
Tegel	short	4/16/18	5/21/18	35	0.82	1.13	0.51	-0.31	-37.80	-37.80
Vista	long	1/28/19	3/16/20	413	4.08	1.74		-2.34	-57.35	-57.35

Annotations

2/22/24	NZX 50	Component update: Channel Infrastructure, Gentrack and Turners Automotive replace Pacific Edge, Restaurant Brands and Synlait Milk
6/05/23	NZX 50	Hallenstein Glasson replaces Pushpay
9/17/21	Sky Network Telev.	reverse stock split 10:1 (one for ten)
11/27/17	Vista	stock split 1:2 (two for one)
4/05/17	NZX 50	machine learning processed for all techniques
4/03/17	NZX 50	9 constituents exchanged since last analysis - the market has to be re-learnt.
	NZX 50	index adaption: Arvida, Sanford, Scales, Tourism and Vista replace Orion Health, Skellerup, Steel & Tube, Warehouse and Tower
10/18/16	Port of Tauranga	stock split 1:5 (five for one)
9/13/16	NZX 50	index adaption: Investore and NZ Refining for Nuplex and Pacific Edge
7/29/16	Mighty River Power	renames to Mercury NZ Limited
7/12/16	Stride Property	demerger of Investore 4:1 (one new Investore for four old Stride)
6/17/16	NZX 50	Tegel replaces Coats
4/14/16	NZX 50	Comvita replaces Diligent
4/11/16	NZX 50	instrument Diligent (DIL, NZDILE0001S9) deleted (acquisition by Insight Venture Partners)
12/31/15	Heartland	name change from Heartland New Zealand to Heartland Bank, ticker changes from HNZ to HBL
9/25/15	DNZ Property Fund	changes name to Stride Property
8/29/15	NZX 50	The alternating technique got caught in some traps recently, the dedicated techniques are operating more careful.
	NZX 50	complete analysis
7/14/15	NZX 50	Metro Performance Glass and Orion Health replace NZ Oil & Gas and OceanaGold
4/30/15	Meridian Energy (NS)	replaces MELCA.NZ


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