Share-o-matic - Portfolio

Fri, Oct 23rd, 2026, 13:14UTC

Assessment - STOXX Europe 50 in Renminbi yuán - 7/01/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		Stoxx 50	33,934.440	8/12/24	-0.16	35,213.166	-3.63	32,155.468	3,057.698	9.51	9.22
		ASML	6,128.824	8/12/24	0.08	7,454.419	-17.78	5,355.094	2,099.325	39.20	36.17
		Novo Nordisk	935.283	8/12/24	-2.80	1,052.285	-11.12	735.919	316.366	42.99	39.47
	L	ABB	366.775	8/12/24	0.55	406.024	-9.67	315.934	90.089	28.52	34.27
		Schneider Electric	1,650.158	8/12/24	0.38	1,760.299	-6.26	1,427.973	332.326	23.27	25.98
		SAP	1,478.698	8/12/24	-0.33	1,450.421	1.95	1,095.685	354.736	32.38	28.15
		Safran	1,501.351	8/12/24	-0.18	1,578.684	-4.90	1,252.638	326.046	26.03	20.34
		RELX	32,507.990	8/12/24	0.57	32,931.487	-1.29	28,104.737	4,826.749	17.17	19.94
	L	Münchener Rück	3,430.767	8/12/24	1.01	3,647.143	-5.93	2,946.598	700.545	23.77	19.70
		ING Groep	118.983	8/12/24	0.21	127.779	-6.88	106.253	21.525	20.26	21.65
		UBS	200.272	8/12/24	0.44	217.438	-7.89	221.069	-3.632	-1.64	13.30
	L	Prosus	256.604	8/12/24	1.77	258.675	-0.80	211.981	46.694	22.03	12.71
	L	AstraZeneca	117,658.485	8/12/24	0.63	113,276.212	3.87	95,791.066	17,485.147	18.25	15.78
		Banco Santander	31.941	8/12/24	-0.24	34.741	-8.06	29.690	5.051	17.01	15.64
	L	Richemont	1,033.192	8/12/24	1.22	1,132.723	-8.79	980.413	152.311	15.54	10.50
		EssilorLuxottica	1,619.303	8/12/24	-0.58	1,576.341	2.73	1,426.559	149.782	10.50	9.52
	L	Unilever Plc	43,399.225	8/12/24	-0.34	40,002.043	8.49	34,340.193	5,661.850	16.49	10.57
	L	HSBC	5,928.036	8/12/24	0.22	6,360.739	-6.80	5,742.946	617.794	10.76	11.40
	L	Zurich Insurance	3,745.120	8/12/24	0.85	3,890.992	-3.75	3,723.452	167.540	4.50	8.57
		Siemens	1,227.952	8/12/24	0.01	1,383.555	-11.25	1,334.807	48.749	3.65	13.64
		Allianz	1,998.937	8/12/24		2,050.493	-2.51	1,900.638	149.854	7.88	9.85
		Shell	257.971	8/12/24	0.93	264.650	-2.52	234.094	30.556	13.05	12.00
	L	Iberdrola	94.557	8/12/24	0.29	96.236	-1.75	93.245	2.992	3.21	9.86
	L	Deutsche Telekom	193.176	8/12/24	0.49	184.974	4.43	170.857	14.117	8.26	11.44
		Hermes International	15,669.668	8/12/24	-0.50	16,419.563	-4.57	15,073.133	1,346.429	8.93	4.99
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		GSK	14,472.546	8/12/24	0.42	14,049.049	3.01	13,105.302	943.747	7.20	1.65
		L´Oreal	2,942.164	8/12/24	-1.59	3,220.250	-8.64	3,540.081	-319.831	-9.03	-2.88
	L	Novartis	779.649	8/12/24	0.16	779.488	0.02	718.857	60.631	8.43	7.90
		Airbus	1,044.853	8/12/24	-0.45	1,028.293	1.61	1,098.042	-69.749	-6.35	-6.91
		TotalEnergies	482.120	8/12/24	0.60	496.883	-2.97	483.899	12.984	2.68	4.40
		Enel	50.290	8/12/24	0.44	51.610	-2.56	52.868	-1.258	-2.38	6.62
		Glencore	3,776.948	8/12/24	1.27	4,250.620	-11.14	4,266.317	-15.697	-0.37	5.51
		Anheuser-Busch InBev	431.189	8/12/24	-0.47	425.253	1.40	458.918	-33.666	-7.34	-1.27
	L	Roche	2,238.852	8/12/24	0.25	2,015.611	11.08	2,070.937	-55.326	-2.67	1.75
		Axa	252.699	8/12/24	-0.77	244.184	3.49	231.659	12.526	5.41	4.57
		Rio Tinto	45,498.297	8/12/24	0.56	48,186.581	-5.58	52,793.529	-4,606.948	-8.73	1.32
	L	BAT	25,787.278	8/12/24		22,565.019	14.28	20,744.188	1,820.831	8.78	1.31
		BNP Paribas	462.825	8/12/24		481.729	-3.92	491.676	-9.947	-2.02	2.27
	S	BASF	322.455	8/12/24	-0.22	346.748	-7.01	383.191	-36.443	-9.51	-3.63
	L	Nestlé	714.369	8/12/24	-0.40	740.481	-3.53	825.918	-85.437	-10.34	-8.30
	S	Mercedes-Benz	448.999	8/12/24	-0.57	506.179	-11.30	491.362	14.817	3.02	-2.58
		Sanofi	747.317	8/12/24	-0.60	717.477	4.16	705.110	12.367	1.75	-0.19
		BP	4,047.157	8/12/24	1.35	4,405.288	-8.13	4,212.548	192.741	4.58	-0.34
	S	LVMH	4,961.020	8/12/24	-0.14	5,561.717	-10.80	5,762.795	-201.078	-3.49	-6.65
	S	Air Liquide	1,267.790	8/12/24	-0.79	1,270.290	-0.20	1,383.511	-113.221	-8.18	-5.24
		Deutsche Post	281.523	8/12/24	-0.36	300.895	-6.44	352.358	-51.463	-14.61	-6.91
	S	Vinci	801.840	8/12/24	-0.77	788.170	1.73	893.170	-105.000	-11.76	-8.12
	S	Diageo	22,569.622	8/12/24	1.03	22,832.006	-1.15	25,809.366	-2,977.360	-11.54	-15.07
	S	National Grid	9,007.595	8/12/24	-0.04	8,151.395	10.50	9,561.033	-1,409.638	-14.74	-11.32
		Reckitt Benckiser	38,482.979	8/12/24		39,486.482	-2.54	48,979.960	-9,493.478	-19.38	-17.38
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
	L	Bayer	202.784	8/12/24	-0.04	204.424	-0.80	264.180	-59.756	-22.62	-24.37
Europe 50 - 50 out of 50 instruments rated - 7/01/24 / 1/01/24 - 31 did rise, Market-Ratio(26) in CNY = 62.00 %

Technical Chart

	Europe 50 RS = 26 - B/S = 60/40

1/03/22	scale up chart	7/01/24

Transactions STOXX Europe 50 in Renminbi yuán * 26 - 60/40 (2)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		7/17/06	196		- cash -
short	7/17/06	7/24/06	7		Deutsche Telekom	50	40	122.270	124.651	119.889	-2.381	-2	9,905	-64
					Vodafone	50	311	16.388	17.098	15.677	-0.710	-4	9,684	-90
100							-3						-81
long	7/24/06	8/20/07	392		ABB	50	50	95.855	167.226		71.371	74	13,252	68
					AstraZeneca	50	9	491.652	354.176		-137.476	-28	12,015	-26
100							25						23
short	8/20/07	9/03/07	14		UBS	50	15	397.319	394.283	400.378	3.059	1	12,061	22
					AstraZeneca	50	17	354.176	370.116	338.237	-15.940	-5	11,790	-70
100							-2						-39
long	9/03/07	11/19/07	77		Mercedes-Benz	50	8	689.283	703.260		13.978	2	11,902	10
					ABB	50	34	184.186	192.614		8.428	5	12,188	24
100							3						17
short	11/19/07	5/18/09	546		UBS	50	18	335.415	96.828	1,161.885	826.471	246	27,065	129
					Barclays	50	88	69.217	26.869	178.314	109.097	158	36,665	88
100							202						109
long	5/18/09	7/06/09	49		Deutsche Bank	50	59	307.952	306.456		-1.496	0	36,577	-4
					Barclays	50	688	26.869	30.176		3.307	12	38,852	137
100							6						54
short	7/06/09	7/20/09	14		Deutsche Telekom	50	243	79.652	79.475	79.830	0.178	0	38,896	6
					Lloyds Bank	50	2,643	7.376	8.035	6.716	-0.660	-9	37,152	-91
100							-4						-69
long	7/20/09	5/24/10	308		Deutsche Bank	50	50	367.400	316.964		-50.435	-14	34,630	-16
					Barclays	50	582	32.263	27.478		-4.785	-15	31,846	-17
100							-14						-17
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	5/24/10	8/02/10	70		Intesa Sanpaolo	50	941	16.905	21.824	11.986	-4.919	-29	27,217	-83
					Banco Bilbao Viz	50	230	69.284	89.425	49.143	-20.141	-29	22,585	-83
100							-29						-83
long	8/02/10	8/30/10	28		LVMH	50	13	842.788	794.740		-48.048	-6	21,960	-53
					Novo Nordisk	50	197	58.868	58.037		-0.831	-1	21,796	-17
100							-3						-37
short	8/30/10	11/01/10	63		Axa	50	102	106.414	121.985	90.843	-15.571	-15	20,208	-60
					BP	50	272	40.177	45.368	34.986	-5.191	-13	18,796	-55
100							-14						-58
long	11/01/10	6/27/11	238		LVMH	50	8	1,054.688	1,072.466		17.778	2	18,938	3
					Novo Nordisk	50	148	69.875	79.930		10.055	14	20,426	23
100							9						14
short	6/27/11	7/04/11	7		Credit Suisse	50	41	245.529	254.631	236.428	-9.101	-4	20,053	-86
					Lloyds Bank	50	2,310	4.483	5.181	3.786	-0.698	-16	18,441	-100
100							-10						-100
long	7/04/11	7/18/11	14		BASF	50	14	635.811	613.977		-21.834	-3	18,135	-60
					BT Group	50	457	20.830	19.471		-1.359	-7	17,514	-83
100							-5						-74
short	7/18/11	2/06/12	203		Lloyds Bank	50	2,040	4.291	3.512	5.243	0.952	22	19,457	43
					Intesa Sanpaolo	50	650	13.476	12.636	14.372	0.896	7	20,039	12
100							14						27
long	2/06/12	10/20/14	987		Anheuser-Busch InBev	50	24	404.244	654.425		250.181	62	26,043	20
					Novo Nordisk	50	122	84.155	137.286		53.131	63	32,525	20
100							63						20
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	10/20/14	12/29/14	70		Deutsche Bank	50	96	168.899	171.192	166.605	-2.294	-1	32,305	-7
					GSK	50	122	133.544	135.976	131.113	-2.432	-2	32,008	-9
100							-2						-8
long	12/29/14	8/24/15	238		Novartis	50	32	487.103	513.667		26.564	5	32,858	8
					Anheuser-Busch InBev	50	22	717.162	678.667		-38.495	-5	32,011	-8
100							0						0
short	8/24/15	8/08/16	350		BP	50	470	34.028	36.669	31.387	-2.641	-8	30,770	-8
					Rio Tinto	50	73	217.675	219.369	215.981	-1.694	-1	30,647	-1
100							-4						-4
long	8/08/16	3/12/18	581		AstraZeneca	50	33	450.811	422.168		-28.643	-6	29,701	-4
					BAT	50	38	413.418	374.235		-39.183	-9	28,213	-6
100							-8						-5
short	3/12/18	9/24/18	196		Imperial Brands	50	62	224.541	234.791	214.291	-10.250	-5	27,577	-8
					Reckitt Benckiser	50	28	501.061	614.982	387.140	-113.921	-23	24,387	-38
100							-14						-24
long	9/24/18	10/15/18	21		LVMH	50	4	2,467.488	2,087.976		-379.513	-15	22,869	-95
					Safran	50	15	964.556	861.806		-102.750	-11	21,328	-86
100							-13						-90
short	10/15/18	4/08/19	175		Vodafone	50	762	13.982	12.326	15.861	1.879	13	22,759	30
					Intesa Sanpaolo	50	652	16.366	16.894	15.839	-0.528	-3	22,415	-7
100							5						11
long	4/08/19	3/02/20	329		Airbus	50	12	913.471	836.014		-77.457	-8	21,486	-9
					Rio Tinto	50	27	413.734	330.823		-82.911	-20	19,247	-22
100							-14						-16
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	3/02/20	9/07/20	189		Shell	50	625	15.387	10.066	23.522	8.134	53	24,331	127
					Anheuser-Busch InBev	50	23	403.946	398.194	409.782	5.835	1	24,465	3
100							28						60
long	9/07/20	3/07/22	546		Siemens	50	12	946.241	781.737		-164.504	-17	22,491	-12
					Schneider Electric	50	15	851.343	897.575		46.232	5	23,185	4
100							-5						-4
short	3/07/22	3/21/22	14		Adidas	50	9	1,215.409	1,498.801	932.018	-283.392	-23	20,634	-100
					Prosus	50	80	152.390	164.373	140.407	-11.983	-8	19,676	-88
100							-15						-99
long	3/21/22	5/09/22	49		Shell	50	580	16.950	18.521		1.571	9	20,587	94
					Novo Nordisk	50	27	351.864	361.474		9.610	3	20,846	22
100							6						55
short	5/09/22	12/12/22	217		Prosus	50	79	130.776	215.487	46.064	-84.712	-65	14,154	-83
					Kering	50	3	3,148.076	3,806.306	2,489.846	-658.230	-21	12,179	-33
100							-44						-62
long	12/12/22	8/21/23	252		AstraZeneca	50	6	972.768	991.006		18.238	2	12,289	3
					Novo Nordisk	50	14	451.005	671.410		220.404	49	15,374	78
100							26						40
short	8/21/23	12/11/23	112		Adyen	50	1	6,323.318	9,386.113	3,260.524	-3,062.795	-48	12,312	-88
					BAT	50	38	233.872	206.277	265.157	31.286	13	13,500	51
100							-12						-35
long	12/11/23	8/12/24	245		SAP	50	5	1,135.800	1,478.698		342.898	30	15,215	48
					UBS	50	38	204.167	200.272		-3.896	-2	15,067	-3
100							12						18
accum	7/17/06	8/12/24	7403	days out of 7599 invested (97%)							51		15,067	2

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
UBS	short	8/20/07	9/03/07	14	397.32	394.28	400.38	3.06	0.77	50	0.38
	short	11/19/07	5/18/09	546	335.41	96.83	1,161.89	826.47	246.40		123.20
	long	12/11/23	8/12/24	245	204.17	200.27		-3.90	-1.91		-0.95	121.92
Novo Nordisk	long	8/02/10	8/30/10	28	58.87	58.04		-0.83	-1.41		-0.71
	long	11/01/10	6/27/11	238	69.87	79.93		10.05	14.39		7.19
	long	2/06/12	10/20/14	987	84.15	137.29		53.13	63.14		31.57
	long	3/21/22	5/09/22	49	351.86	361.47		9.61	2.73		1.37
	long	12/12/22	8/21/23	252	451.01	671.41		220.40	48.87		24.43	76.64
Barclays	short	11/19/07	5/18/09	546	69.22	26.87	178.31	109.10	157.61		78.81
	long	5/18/09	7/06/09	49	26.87	30.18		3.31	12.31		6.15
	long	7/20/09	5/24/10	308	32.26	27.48		-4.78	-14.83		-7.42	75.74
ABB	long	7/24/06	8/20/07	392	95.86	167.23		71.37	74.46		37.23
	long	9/03/07	11/19/07	77	184.19	192.61		8.43	4.58		2.29	40.37
Shell	short	3/02/20	9/07/20	189	15.39	10.07	23.52	8.13	52.86		26.43
	long	3/21/22	5/09/22	49	16.95	18.52		1.57	9.27		4.63	32.29
Anheuser-Busch InBev	long	2/06/12	10/20/14	987	404.24	654.42		250.18	61.89		30.94
	long	12/29/14	8/24/15	238	717.16	678.67		-38.50	-5.37		-2.68
	short	3/02/20	9/07/20	189	403.95	398.19	409.78	5.84	1.44		0.72	28.35
SAP	long	12/11/23	8/12/24	245	1,135.80	1,478.70		342.90	30.19		15.10	15.10
Vodafone	short	7/17/06	7/24/06	7	16.39	17.10	15.68	-0.71	-4.34		-2.17
	short	10/15/18	4/08/19	175	13.98	12.33	15.86	1.88	13.44		6.72	4.40
Novartis	long	12/29/14	8/24/15	238	487.10	513.67		26.56	5.45		2.73	2.73
Schneider Electric	long	9/07/20	3/07/22	546	851.34	897.58		46.23	5.43		2.72	2.72
BAT	long	8/08/16	3/12/18	581	413.42	374.23		-39.18	-9.48		-4.74
	short	8/21/23	12/11/23	112	233.87	206.28	265.16	31.29	13.38		6.69	1.63
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Mercedes-Benz	long	9/03/07	11/19/07	77	689.28	703.26		13.98	2.03		1.01	1.01
Deutsche Telekom	short	7/17/06	7/24/06	7	122.27	124.65	119.89	-2.38	-1.95		-0.97
	short	7/06/09	7/20/09	14	79.65	79.47	79.83	0.18	0.22		0.11	-0.86
GSK	short	10/20/14	12/29/14	70	133.54	135.98	131.11	-2.43	-1.82		-0.91	-0.91
BASF	long	7/04/11	7/18/11	14	635.81	613.98		-21.83	-3.43		-1.72	-1.72
Credit Suisse	short	6/27/11	7/04/11	7	245.53	254.63	236.43	-9.10	-3.71		-1.85	-1.85
Lloyds Bank	short	7/06/09	7/20/09	14	7.38	8.04	6.72	-0.66	-8.94		-4.47
	short	6/27/11	7/04/11	7	4.48	5.18	3.79	-0.70	-15.57		-7.78
	short	7/18/11	2/06/12	203	4.29	3.51	5.24	0.95	22.19		11.10	-2.13
Imperial Brands	short	3/12/18	9/24/18	196	224.54	234.79	214.29	-10.25	-4.56		-2.28	-2.28
BT Group	long	7/04/11	7/18/11	14	20.83	19.47		-1.36	-6.52		-3.26	-3.26
Airbus	long	4/08/19	3/02/20	329	913.47	836.01		-77.46	-8.48		-4.24	-4.24
Safran	long	9/24/18	10/15/18	21	964.56	861.81		-102.75	-10.65		-5.33	-5.33
Axa	short	8/30/10	11/01/10	63	106.41	121.98	90.84	-15.57	-14.63		-7.32	-7.32
Deutsche Bank	long	5/18/09	7/06/09	49	307.95	306.46		-1.50	-0.49		-0.24
	long	7/20/09	5/24/10	308	367.40	316.96		-50.44	-13.73		-6.86
	short	10/20/14	12/29/14	70	168.90	171.19	166.60	-2.29	-1.36		-0.68	-7.72
Siemens	long	9/07/20	3/07/22	546	946.24	781.74		-164.50	-17.39		-8.69	-8.69
LVMH	long	8/02/10	8/30/10	28	842.79	794.74		-48.05	-5.70		-2.85
	long	11/01/10	6/27/11	238	1,054.69	1,072.47		17.78	1.69		0.84
	long	9/24/18	10/15/18	21	2,467.49	2,087.98		-379.51	-15.38		-7.69	-9.57
BP	short	8/30/10	11/01/10	63	40.18	45.37	34.99	-5.19	-12.92		-6.46
	short	8/24/15	8/08/16	350	34.03	36.67	31.39	-2.64	-7.76		-3.88	-10.09
Rio Tinto	short	8/24/15	8/08/16	350	217.68	219.37	215.98	-1.69	-0.78		-0.39
	long	4/08/19	3/02/20	329	413.73	330.82		-82.91	-20.04		-10.02	-10.37
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Kering	short	5/09/22	12/12/22	217	3,148.08	3,806.31	2,489.85	-658.23	-20.91		-10.45	-10.45
Reckitt Benckiser	short	3/12/18	9/24/18	196	501.06	614.98	387.14	-113.92	-22.74		-11.37	-11.37
Adidas	short	3/07/22	3/21/22	14	1,215.41	1,498.80	932.02	-283.39	-23.32		-11.66	-11.66
Intesa Sanpaolo	short	5/24/10	8/02/10	70	16.90	21.82	11.99	-4.92	-29.10		-14.55
	short	7/18/11	2/06/12	203	13.48	12.64	14.37	0.90	6.65		3.32
	short	10/15/18	4/08/19	175	16.37	16.89	15.84	-0.53	-3.22		-1.61	-13.13
Banco Bilbao Viz	short	5/24/10	8/02/10	70	69.28	89.43	49.14	-20.14	-29.07		-14.54	-14.54
AstraZeneca	long	7/24/06	8/20/07	392	491.65	354.18		-137.48	-27.96		-13.98
	short	8/20/07	9/03/07	14	354.18	370.12	338.24	-15.94	-4.50		-2.25
	long	8/08/16	3/12/18	581	450.81	422.17		-28.64	-6.35		-3.18
	long	12/12/22	8/21/23	252	972.77	991.01		18.24	1.87		0.94	-17.82
Adyen	short	8/21/23	12/11/23	112	6,323.32	9,386.11	3,260.52	-3,062.79	-48.44		-24.22	-24.22
Prosus	short	3/07/22	3/21/22	14	152.39	164.37	140.41	-11.98	-7.86		-3.93
	short	5/09/22	12/12/22	217	130.78	215.49	46.06	-84.71	-64.78		-32.39	-35.05

Annotations

2/19/24	Stoxx 50	Component update: Glencore, ING and Munich Re replace Adidas, Adyen and Kering
9/14/23	Prosus	stock split 1:2.1796 (two-point-onesevenninesix for one)
9/13/23	Novo Nordisk	stock split 1:2 (two for one)
7/18/22	GlaxoSmithKline	demergers OTC business -> Haleon
9/24/18	Europe 50	Safran replaces Imperial Brands
5/31/17	Europe 50	Glencore replaces Syngenta (acquired by ChemChina)
10/04/16	AB InBev	acquisition of SAB Miller completed
9/19/16	Europe 50	Syngenta replaces Richemont
8/08/16	Europe 50	ASML and Vinci replace Credit Suisse and Deutsche Bank
9/21/15	Europe 50	Imperial Tobacco and Intesa Sanpaolo replace BHP Biliton and Glencore
9/14/15	Europe 50	complete analysis ex BHP Biliton, Glencore - in Imperial Tobacco, Intesa Sanpaolo
9/05/15	Europe 50	complete analysis
7/09/15	Europe 50	market adjustment to index: Novo Nordisk replaces Standard Chartered
9/22/14	Europe 50	BT Group and Prudential replace Ericsson and Tesco.


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