| | |
| | |
Assessment - STOXX Europe 50 - 1/07/24 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
Curr |
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Stoxx 50 |
4,344.220 |
12/08/24 |
-0.16 |
4,507.920 |
-3.63 |
4,093.370 |
414.550 |
10.13 |
EUR |
8.95 |
| |  |
 |
 |
 |
L |
 |
BAT |
2,801.000 |
12/08/24 |
|
2,451.000 |
14.28 |
2,295.500 |
155.500 |
6.77 |
GBP |
-1.76 |
| |  |
 |
 |
 |
L |
 |
Roche |
277.800 |
12/08/24 |
0.25 |
250.100 |
11.08 |
244.500 |
5.600 |
2.29 |
CHF |
0.61 |
| |  |
 |
 |
 |
S |
 |
National Grid |
978.400 |
12/08/24 |
-0.04 |
885.400 |
10.50 |
1,058.000 |
-172.600 |
-16.31 |
GBP |
-13.65 |
| |  |
 |
 |
 |
L |
 |
Unilever Plc |
4,714.000 |
12/08/24 |
-0.34 |
4,345.000 |
8.49 |
3,800.000 |
545.000 |
14.34 |
GBP |
11.64 |
| |  |
 |
 |
 |
L |
 |
Deutsche Telekom |
24.730 |
12/08/24 |
0.49 |
23.680 |
4.43 |
21.750 |
1.930 |
8.87 |
EUR |
6.60 |
| |  |
 |
 |
 |
|
 |
Sanofi |
95.670 |
12/08/24 |
-0.60 |
91.850 |
4.16 |
89.760 |
2.090 |
2.33 |
EUR |
-4.86 |
| |  |
 |
 |
 |
L |
 |
AstraZeneca |
12,780.000 |
12/08/24 |
0.63 |
12,304.000 |
3.87 |
10,600.000 |
1,704.000 |
16.08 |
GBP |
15.63 |
| |  |
 |
 |
 |
|
 |
Axa |
32.350 |
12/08/24 |
-0.77 |
31.260 |
3.49 |
29.490 |
1.770 |
6.00 |
EUR |
0.60 |
| |  |
 |
 |
 |
|
 |
GSK |
1,572.000 |
12/08/24 |
0.42 |
1,526.000 |
3.01 |
1,450.200 |
75.800 |
5.23 |
GBP |
5.65 |
| |  |
 |
 |
 |
|
 |
EssilorLuxottica |
207.300 |
12/08/24 |
-0.58 |
201.800 |
2.73 |
181.600 |
20.200 |
11.12 |
EUR |
12.35 |
| |  |
 |
 |
 |
|
 |
SAP |
189.300 |
12/08/24 |
-0.33 |
185.680 |
1.95 |
139.480 |
46.200 |
33.12 |
EUR |
22.16 |
| |  |
 |
 |
 |
S |
 |
Vinci |
102.650 |
12/08/24 |
-0.77 |
100.900 |
1.73 |
113.700 |
-12.800 |
-11.26 |
EUR |
-10.60 |
| |  |
 |
 |
 |
|
 |
Airbus |
133.760 |
12/08/24 |
-0.45 |
131.640 |
1.61 |
139.780 |
-8.140 |
-5.82 |
EUR |
3.35 |
| |  |
 |
 |
 |
|
 |
Anheuser-Busch InBev |
55.200 |
12/08/24 |
-0.47 |
54.440 |
1.40 |
58.420 |
-3.980 |
-6.81 |
EUR |
1.03 |
| |  |
 |
 |
 |
L |
 |
Novartis |
96.740 |
12/08/24 |
0.16 |
96.720 |
0.02 |
84.870 |
11.850 |
13.96 |
CHF |
5.45 |
| |  |
 |
 |
 |
S |
 |
Air Liquide |
162.300 |
12/08/24 |
-0.79 |
162.620 |
-0.20 |
176.120 |
-13.500 |
-7.67 |
EUR |
-6.52 |
| |  |
 |
 |
 |
L |
 |
Bayer |
25.960 |
12/08/24 |
-0.04 |
26.170 |
-0.80 |
33.630 |
-7.460 |
-22.18 |
EUR |
-25.49 |
| |  |
 |
 |
 |
L |
 |
Prosus |
32.850 |
12/08/24 |
1.77 |
33.115 |
-0.80 |
26.985 |
6.130 |
22.72 |
EUR |
16.12 |
| |  |
 |
 |
 |
S |
 |
Diageo |
2,451.500 |
12/08/24 |
1.03 |
2,480.000 |
-1.15 |
2,856.000 |
-376.000 |
-13.17 |
GBP |
-13.31 |
| |  |
 |
 |
 |
|
 |
RELX |
3,531.000 |
12/08/24 |
0.57 |
3,577.000 |
-1.29 |
3,110.000 |
467.000 |
15.02 |
GBP |
18.92 |
| |  |
 |
 |
 |
L |
 |
Iberdrola |
12.105 |
12/08/24 |
0.29 |
12.320 |
-1.75 |
11.870 |
0.450 |
3.79 |
EUR |
6.71 |
| |  |
 |
 |
 |
|
 |
Allianz |
255.900 |
12/08/24 |
|
262.500 |
-2.51 |
241.950 |
20.550 |
8.49 |
EUR |
7.44 |
| |  |
 |
 |
 |
|
 |
Shell |
33.025 |
12/08/24 |
0.93 |
33.880 |
-2.52 |
29.800 |
4.080 |
13.69 |
EUR |
7.36 |
| |  |
 |
 |
 |
|
 |
Reckitt Benckiser |
4,180.000 |
12/08/24 |
|
4,289.000 |
-2.54 |
5,420.000 |
-1,131.000 |
-20.87 |
GBP |
-16.63 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
Curr |
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Enel |
6.438 |
12/08/24 |
0.44 |
6.607 |
-2.56 |
6.730 |
-0.123 |
-1.83 |
EUR |
2.05 |
| |  |
 |
 |
 |
|
 |
TotalEnergies |
61.720 |
12/08/24 |
0.60 |
63.610 |
-2.97 |
61.600 |
2.010 |
3.26 |
EUR |
2.12 |
| |  |
 |
 |
 |
L |
 |
Nestlé |
88.640 |
12/08/24 |
-0.40 |
91.880 |
-3.53 |
97.510 |
-5.630 |
-5.77 |
CHF |
-4.40 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
464.700 |
12/08/24 |
0.85 |
482.800 |
-3.75 |
439.600 |
43.200 |
9.83 |
CHF |
8.25 |
| |  |
 |
 |
 |
|
 |
BNP Paribas |
59.250 |
12/08/24 |
|
61.670 |
-3.92 |
62.590 |
-0.920 |
-1.47 |
EUR |
-1.82 |
| |  |
 |
 |
 |
|
 |
Hermes International |
2,006.000 |
12/08/24 |
-0.50 |
2,102.000 |
-4.57 |
1,918.800 |
183.200 |
9.55 |
EUR |
6.33 |
| |  |
 |
 |
 |
|
 |
Safran |
192.200 |
12/08/24 |
-0.18 |
202.100 |
-4.90 |
159.460 |
42.640 |
26.74 |
EUR |
19.89 |
| |  |
 |
 |
 |
|
 |
Rio Tinto |
4,942.000 |
12/08/24 |
0.56 |
5,234.000 |
-5.58 |
5,842.000 |
-608.000 |
-10.41 |
GBP |
-0.91 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
439.200 |
12/08/24 |
1.01 |
466.900 |
-5.93 |
375.100 |
91.800 |
24.47 |
EUR |
18.31 |
| |  |
 |
 |
 |
|
 |
Schneider Electric |
211.250 |
12/08/24 |
0.38 |
225.350 |
-6.26 |
181.780 |
43.570 |
23.97 |
EUR |
25.49 |
| |  |
 |
 |
 |
|
 |
Deutsche Post |
36.040 |
12/08/24 |
-0.36 |
38.520 |
-6.44 |
44.855 |
-6.335 |
-14.12 |
EUR |
-9.28 |
| |  |
 |
 |
 |
L |
 |
HSBC |
643.900 |
12/08/24 |
0.22 |
690.900 |
-6.80 |
635.500 |
55.400 |
8.72 |
GBP |
9.01 |
| |  |
 |
 |
 |
|
 |
ING Groep |
15.232 |
12/08/24 |
0.21 |
16.358 |
-6.88 |
13.526 |
2.832 |
20.94 |
EUR |
17.84 |
| |  |
 |
 |
 |
S |
 |
BASF |
41.280 |
12/08/24 |
-0.22 |
44.390 |
-7.01 |
48.780 |
-4.390 |
-9.00 |
EUR |
-2.61 |
| |  |
 |
 |
 |
|
 |
UBS |
24.850 |
12/08/24 |
0.44 |
26.980 |
-7.89 |
26.100 |
0.880 |
3.37 |
CHF |
17.63 |
| |  |
 |
 |
 |
|
 |
Banco Santander |
4.089 |
12/08/24 |
-0.24 |
4.448 |
-8.06 |
3.780 |
0.668 |
17.67 |
EUR |
15.44 |
| |  |
 |
 |
 |
|
 |
BP |
439.600 |
12/08/24 |
1.35 |
478.500 |
-8.13 |
466.150 |
12.350 |
2.65 |
GBP |
-5.19 |
| |  |
 |
 |
 |
|
 |
L´Oreal |
376.650 |
12/08/24 |
-1.59 |
412.250 |
-8.64 |
450.650 |
-38.400 |
-8.52 |
EUR |
5.47 |
| |  |
 |
 |
 |
L |
 |
Richemont |
128.200 |
12/08/24 |
1.22 |
140.550 |
-8.79 |
115.750 |
24.800 |
21.43 |
CHF |
12.79 |
| |  |
 |
 |
 |
L |
 |
ABB |
45.510 |
12/08/24 |
0.55 |
50.380 |
-9.67 |
37.300 |
13.080 |
35.07 |
CHF |
36.38 |
| |  |
 |
 |
 |
S |
 |
LVMH |
635.100 |
12/08/24 |
-0.14 |
712.000 |
-10.80 |
733.600 |
-21.600 |
-2.94 |
EUR |
-6.25 |
| |  |
 |
 |
 |
|
 |
Novo Nordisk |
892.900 |
12/08/24 |
-2.80 |
1,004.600 |
-11.12 |
698.100 |
306.500 |
43.90 |
DKK |
37.87 |
| |  |
 |
 |
 |
|
 |
Glencore |
410.250 |
12/08/24 |
1.27 |
461.700 |
-11.14 |
472.100 |
-10.400 |
-2.20 |
GBP |
1.18 |
| |  |
 |
 |
 |
|
 |
Siemens |
157.200 |
12/08/24 |
0.01 |
177.120 |
-11.25 |
169.920 |
7.200 |
4.24 |
EUR |
7.94 |
| |  |
 |
 |
 |
S |
 |
Mercedes-Benz |
57.480 |
12/08/24 |
-0.57 |
64.800 |
-11.30 |
62.550 |
2.250 |
3.60 |
EUR |
-4.70 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
Curr |
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
ASML |
784.600 |
12/08/24 |
0.08 |
954.300 |
-17.78 |
681.700 |
272.600 |
39.99 |
EUR |
39.28 |
| Europe 50 - 50 out of 50 instruments rated - 1/07/24 / 1/01/24 - 33 did rise, Market-Ratio(26) = 66.00 % |
Technical Chart
Transactions STOXX Europe 50 * 26 - 60/40 (2)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 2/01/06 |
17/07/06 |
196 |
|
- cash - |
| short |
17/07/06 |
24/07/06 |
7 |
 |
 |
 |
Deutsche Telekom |
50 |
413 |
EUR |
12.090 |
12.300 |
11.880 |
-0.210 |
-2 |
9,913 |
-60 |
|
| |
|
|
|
 |
 |
 |
Vodafone |
50 |
4,490 |
GBP |
1.115 |
1.153 |
1.078 |
-0.038 |
-3 |
9,745 |
-83 |
|
| 100 |
-3 |
-74 | |
| long |
24/07/06 |
20/08/07 |
392 |
 |
 |
 |
ABB |
50 |
328 |
CHF |
14.850 |
26.600 |
|
11.750 |
79 |
13,599 |
72 |
|
| |
|
|
|
 |
 |
 |
AstraZeneca |
50 |
147 |
GBP |
33.140 |
23.540 |
|
-9.600 |
-29 |
12,188 |
-27 |
|
| 100 |
25 |
23 | |
| short |
20/08/07 |
3/09/07 |
14 |
 |
 |
 |
UBS |
50 |
96 |
CHF |
63.200 |
63.150 |
63.250 |
0.050 |
0 |
12,192 |
2 |
|
| |
|
|
|
 |
 |
 |
AstraZeneca |
50 |
260 |
GBP |
23.540 |
24.320 |
22.760 |
-0.780 |
-3 |
11,990 |
-58 |
|
| 100 |
-2 |
-35 | |
| long |
3/09/07 |
19/11/07 |
77 |
 |
 |
 |
Mercedes-Benz |
50 |
89 |
EUR |
67.030 |
64.610 |
|
-2.420 |
-4 |
11,774 |
-16 |
|
| |
|
|
|
 |
 |
 |
ABB |
50 |
204 |
CHF |
29.500 |
29.000 |
|
-0.500 |
-2 |
11,672 |
-8 |
|
| 100 |
-3 |
-12 | |
| short |
19/11/07 |
18/05/09 |
546 |
 |
 |
 |
UBS |
50 |
115 |
CHF |
50.500 |
15.910 |
160.292 |
109.792 |
217 |
24,298 |
116 |
|
| |
|
|
|
 |
 |
 |
Barclays |
50 |
1,292 |
GBP |
4.538 |
2.593 |
7.940 |
3.402 |
75 |
28,694 |
45 |
|
| 100 |
146 |
82 | |
| long |
18/05/09 |
6/07/09 |
49 |
 |
 |
 |
Deutsche Bank |
50 |
429 |
EUR |
33.439 |
32.088 |
|
-1.352 |
-4 |
28,115 |
-26 |
|
| |
|
|
|
 |
 |
 |
Barclays |
50 |
5,532 |
GBP |
2.593 |
2.704 |
|
0.111 |
4 |
28,728 |
37 |
|
| 100 |
0 |
1 | |
| short |
6/07/09 |
20/07/09 |
14 |
 |
 |
 |
Deutsche Telekom |
50 |
1,722 |
EUR |
8.340 |
8.250 |
8.431 |
0.091 |
1 |
28,884 |
33 |
|
| |
|
|
|
 |
 |
 |
Lloyds Bank |
50 |
21,734 |
GBP |
0.661 |
0.720 |
0.602 |
-0.059 |
-9 |
27,600 |
-91 |
|
| 100 |
-4 |
-65 | |
| long |
20/07/09 |
24/05/10 |
308 |
 |
 |
 |
Deutsche Bank |
50 |
361 |
EUR |
38.139 |
36.919 |
|
-1.220 |
-3 |
27,160 |
-4 |
|
| |
|
|
|
 |
 |
 |
Barclays |
50 |
4,783 |
GBP |
2.891 |
2.779 |
|
-0.112 |
-4 |
26,623 |
-5 |
|
| 100 |
-4 |
-4 | |
| L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | | short |
24/05/10 |
2/08/10 |
70 |
 |
 |
 |
Intesa Sanpaolo |
50 |
6,760 |
EUR |
1.969 |
2.468 |
1.470 |
-0.499 |
-25 |
23,250 |
-78 |
|
| |
|
|
|
 |
 |
 |
Banco Bilbao Viz |
50 |
1,649 |
EUR |
8.070 |
10.113 |
6.027 |
-2.043 |
-25 |
19,881 |
-78 |
|
| 100 |
-25 |
-78 | |
| long |
2/08/10 |
30/08/10 |
28 |
 |
 |
 |
LVMH |
50 |
104 |
EUR |
95.310 |
91.600 |
|
-3.710 |
-4 |
19,495 |
-40 |
|
| |
|
|
|
 |
 |
 |
Novo Nordisk |
50 |
200 |
DKK |
49.610 |
49.820 |
|
0.210 |
0 |
19,537 |
6 |
|
| 100 |
-2 |
-20 | |
| short |
30/08/10 |
1/11/10 |
63 |
 |
 |
 |
Axa |
50 |
796 |
EUR |
12.265 |
13.110 |
11.420 |
-0.845 |
-7 |
18,864 |
-34 |
|
| |
|
|
|
 |
 |
 |
BP |
50 |
2,568 |
GBP |
3.806 |
4.240 |
3.372 |
-0.434 |
-11 |
17,750 |
-50 |
|
| 100 |
-9 |
-43 | |
| long |
1/11/10 |
27/06/11 |
238 |
 |
 |
 |
LVMH |
50 |
78 |
EUR |
113.350 |
116.750 |
|
3.400 |
3 |
18,015 |
5 |
|
| |
|
|
|
 |
 |
 |
Novo Nordisk |
50 |
159 |
DKK |
56.000 |
64.900 |
|
8.900 |
16 |
19,430 |
25 |
|
| 100 |
9 |
15 | |
| short |
27/06/11 |
4/07/11 |
7 |
 |
 |
 |
Credit Suisse |
50 |
307 |
CHF |
31.620 |
33.400 |
29.840 |
-1.780 |
-6 |
18,884 |
-95 |
|
| |
|
|
|
 |
 |
 |
Lloyds Bank |
50 |
22,405 |
GBP |
0.434 |
0.499 |
0.369 |
-0.065 |
-15 |
17,433 |
-100 |
|
| 100 |
-10 |
-100 | |
| long |
4/07/11 |
18/07/11 |
14 |
 |
 |
 |
BASF |
50 |
128 |
EUR |
67.700 |
67.430 |
|
-0.270 |
0 |
17,398 |
-10 |
|
| |
|
|
|
 |
 |
 |
BT Group |
50 |
4,372 |
GBP |
2.005 |
1.876 |
|
-0.129 |
-6 |
16,834 |
-82 |
|
| 100 |
-3 |
-60 | |
| short |
18/07/11 |
6/02/12 |
203 |
 |
 |
 |
Lloyds Bank |
50 |
20,358 |
GBP |
0.413 |
0.353 |
0.484 |
0.071 |
17 |
18,277 |
33 |
|
| |
|
|
|
 |
 |
 |
Intesa Sanpaolo |
50 |
5,687 |
EUR |
1.480 |
1.527 |
1.433 |
-0.047 |
-3 |
18,009 |
-6 |
|
| 100 |
7 |
13 | |
| long |
6/02/12 |
20/10/14 |
987 |
 |
 |
 |
Anheuser-Busch InBev |
50 |
184 |
EUR |
48.850 |
83.480 |
|
34.630 |
71 |
24,381 |
22 |
|
| |
|
|
|
 |
 |
 |
Novo Nordisk |
50 |
119 |
DKK |
75.600 |
130.400 |
|
54.800 |
72 |
30,903 |
22 |
|
| 100 |
72 |
22 | |
| L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | | short |
20/10/14 |
29/12/14 |
70 |
 |
 |
 |
Deutsche Bank |
50 |
717 |
EUR |
21.545 |
22.630 |
20.461 |
-1.084 |
-5 |
30,125 |
-24 |
|
| |
|
|
|
 |
 |
 |
GSK |
50 |
1,145 |
GBP |
13.489 |
14.083 |
12.894 |
-0.594 |
-4 |
29,444 |
-21 |
|
| 100 |
-5 |
-22 | |
| long |
29/12/14 |
24/08/15 |
238 |
 |
 |
 |
Novartis |
50 |
190 |
CHF |
77.460 |
74.670 |
|
-2.790 |
-4 |
28,914 |
-5 |
|
| |
|
|
|
 |
 |
 |
Anheuser-Busch InBev |
50 |
155 |
EUR |
94.800 |
91.280 |
|
-3.520 |
-4 |
28,369 |
-6 |
|
| 100 |
-4 |
-6 | |
| short |
24/08/15 |
8/08/16 |
350 |
 |
 |
 |
BP |
50 |
4,211 |
GBP |
3.368 |
4.222 |
2.515 |
-0.854 |
-25 |
24,775 |
-26 |
|
| |
|
|
|
 |
 |
 |
Rio Tinto |
50 |
658 |
GBP |
21.545 |
25.255 |
17.835 |
-3.710 |
-17 |
22,333 |
-18 |
|
| 100 |
-21 |
-22 | |
| long |
8/08/16 |
12/03/18 |
581 |
 |
 |
 |
AstraZeneca |
50 |
215 |
GBP |
51.900 |
48.000 |
|
-3.900 |
-8 |
21,495 |
-5 |
|
| |
|
|
|
 |
 |
 |
BAT |
50 |
234 |
GBP |
47.595 |
42.550 |
|
-5.045 |
-11 |
20,314 |
-7 |
|
| 100 |
-9 |
-6 | |
| short |
12/03/18 |
24/09/18 |
196 |
 |
 |
 |
Imperial Brands |
50 |
397 |
GBP |
25.530 |
26.095 |
24.965 |
-0.565 |
-2 |
20,090 |
-4 |
|
| |
|
|
|
 |
 |
 |
Reckitt Benckiser |
50 |
178 |
GBP |
56.970 |
68.350 |
45.590 |
-11.380 |
-20 |
18,064 |
-34 |
|
| 100 |
-11 |
-20 | |
| long |
24/09/18 |
15/10/18 |
21 |
 |
 |
 |
LVMH |
50 |
29 |
EUR |
305.700 |
260.450 |
|
-45.250 |
-15 |
16,752 |
-94 |
|
| |
|
|
|
 |
 |
 |
Safran |
50 |
76 |
EUR |
119.500 |
107.500 |
|
-12.000 |
-10 |
15,840 |
-84 |
|
| 100 |
-12 |
-90 | |
| short |
15/10/18 |
8/04/19 |
175 |
 |
 |
 |
Vodafone |
50 |
5,156 |
GBP |
1.536 |
1.406 |
1.679 |
0.143 |
9 |
16,575 |
20 |
|
| |
|
|
|
 |
 |
 |
Intesa Sanpaolo |
50 |
3,879 |
EUR |
2.042 |
2.233 |
1.850 |
-0.192 |
-9 |
15,832 |
-19 |
|
| 100 |
0 |
0 | |
| long |
8/04/19 |
2/03/20 |
329 |
 |
 |
 |
Airbus |
50 |
65 |
EUR |
120.740 |
107.620 |
|
-13.120 |
-11 |
14,979 |
-12 |
|
| |
|
|
|
 |
 |
 |
Rio Tinto |
50 |
169 |
GBP |
47.180 |
37.200 |
|
-9.980 |
-21 |
13,293 |
-23 |
|
| 100 |
-16 |
-18 | |
| L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | | short |
2/03/20 |
7/09/20 |
189 |
 |
 |
 |
Shell |
50 |
3,355 |
EUR |
1.981 |
1.247 |
3.145 |
1.165 |
59 |
17,200 |
144 |
|
| |
|
|
|
 |
 |
 |
Anheuser-Busch InBev |
50 |
127 |
EUR |
52.000 |
49.345 |
54.798 |
2.798 |
5 |
17,555 |
11 |
|
| 100 |
32 |
71 | |
| long |
7/09/20 |
7/03/22 |
546 |
 |
 |
 |
Siemens |
50 |
74 |
EUR |
117.260 |
113.780 |
|
-3.480 |
-3 |
17,298 |
-2 |
|
| |
|
|
|
 |
 |
 |
Schneider Electric |
50 |
84 |
EUR |
105.500 |
130.640 |
|
25.140 |
24 |
19,410 |
15 |
|
| 100 |
11 |
7 | |
| short |
7/03/22 |
21/03/22 |
14 |
 |
 |
 |
Adidas |
50 |
54 |
EUR |
176.900 |
213.550 |
140.250 |
-36.650 |
-21 |
17,430 |
-100 |
|
| |
|
|
|
 |
 |
 |
Prosus |
50 |
444 |
EUR |
22.180 |
23.420 |
20.940 |
-1.240 |
-6 |
16,880 |
-78 |
|
| 100 |
-13 |
-97 | |
| long |
21/03/22 |
9/05/22 |
49 |
 |
 |
 |
Shell |
50 |
3,494 |
EUR |
2.415 |
2.603 |
|
0.188 |
8 |
17,537 |
75 |
|
| |
|
|
|
 |
 |
 |
Novo Nordisk |
50 |
22 |
DKK |
373.000 |
377.900 |
|
4.900 |
1 |
17,645 |
10 |
|
| 100 |
5 |
40 | |
| short |
9/05/22 |
12/12/22 |
217 |
 |
 |
 |
Prosus |
50 |
479 |
EUR |
18.380 |
29.320 |
7.440 |
-10.940 |
-60 |
12,404 |
-78 |
|
| |
|
|
|
 |
 |
 |
Kering |
50 |
19 |
EUR |
442.450 |
517.900 |
367.000 |
-75.450 |
-17 |
10,971 |
-27 |
|
| 100 |
-39 |
-56 | |
| long |
12/12/22 |
21/08/23 |
252 |
 |
 |
 |
AstraZeneca |
50 |
48 |
GBP |
113.500 |
106.740 |
|
-6.760 |
-6 |
10,646 |
-9 |
|
| |
|
|
|
 |
 |
 |
Novo Nordisk |
50 |
12 |
DKK |
456.400 |
630.600 |
|
174.200 |
38 |
12,737 |
60 |
|
| 100 |
16 |
24 | |
| short |
21/08/23 |
11/12/23 |
112 |
 |
 |
 |
Adyen |
50 |
7 |
EUR |
797.000 |
1,217.600 |
376.400 |
-420.600 |
-53 |
9,792 |
-91 |
|
| |
|
|
|
 |
 |
 |
BAT |
50 |
284 |
GBP |
25.190 |
22.925 |
27.679 |
2.489 |
10 |
10,499 |
36 |
|
| 100 |
-18 |
-47 | |
| long |
11/12/23 |
12/08/24 |
245 |
 |
 |
 |
SAP |
50 |
35 |
EUR |
147.340 |
189.300 |
|
41.960 |
28 |
11,968 |
45 |
|
| |
|
|
|
 |
 |
 |
UBS |
50 |
213 |
CHF |
25.040 |
24.850 |
|
-0.190 |
-1 |
11,927 |
-1 |
|
| 100 |
14 |
21 | |
| accum | 17/07/06 |
12/08/24 | 7216 |
days out of 7412 invested (97%) |
19 |
11,927 |
1 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
| UBS | short | 20/08/07 | 3/09/07 | 14 | 63.20 | 63.15 | 63.25 | 0.05 | 0.08 | 50 | 0.04 | |
| | short | 19/11/07 | 18/05/09 | 546 | 50.50 | 15.91 | 160.29 | 109.79 | 217.41 | | 108.71 | |
| | long | 11/12/23 | 12/08/24 | 245 | 25.04 | 24.85 | | -0.19 | -0.76 | | -0.38 | 108.00 |
| Novo Nordisk | long | 2/08/10 | 30/08/10 | 28 | 49.61 | 49.82 | | 0.21 | 0.42 | | 0.21 | |
| | long | 1/11/10 | 27/06/11 | 238 | 56.00 | 64.90 | | 8.90 | 15.89 | | 7.95 | |
| | long | 6/02/12 | 20/10/14 | 987 | 75.60 | 130.40 | | 54.80 | 72.49 | | 36.24 | |
| | long | 21/03/22 | 9/05/22 | 49 | 373.00 | 377.90 | | 4.90 | 1.31 | | 0.66 | |
| | long | 12/12/22 | 21/08/23 | 252 | 456.40 | 630.60 | | 174.20 | 38.17 | | 19.08 | 76.66 |
| ABB | long | 24/07/06 | 20/08/07 | 392 | 14.85 | 26.60 | | 11.75 | 79.12 | | 39.56 | |
| | long | 3/09/07 | 19/11/07 | 77 | 29.50 | 29.00 | | -0.50 | -1.69 | | -0.85 | 38.38 |
| Barclays | short | 19/11/07 | 18/05/09 | 546 | 4.54 | 2.59 | 7.94 | 3.40 | 74.98 | | 37.49 | |
| | long | 18/05/09 | 6/07/09 | 49 | 2.59 | 2.70 | | 0.11 | 4.27 | | 2.14 | |
| | long | 20/07/09 | 24/05/10 | 308 | 2.89 | 2.78 | | -0.11 | -3.88 | | -1.94 | 37.70 |
| Anheuser-Busch InBev | long | 6/02/12 | 20/10/14 | 987 | 48.85 | 83.48 | | 34.63 | 70.89 | | 35.45 | |
| | long | 29/12/14 | 24/08/15 | 238 | 94.80 | 91.28 | | -3.52 | -3.71 | | -1.86 | |
| | short | 2/03/20 | 7/09/20 | 189 | 52.00 | 49.35 | 54.80 | 2.80 | 5.38 | | 2.69 | 36.51 |
| Shell | short | 2/03/20 | 7/09/20 | 189 | 1.98 | 1.25 | 3.15 | 1.16 | 58.79 | | 29.40 | |
| | long | 21/03/22 | 9/05/22 | 49 | 2.42 | 2.60 | | 0.19 | 7.78 | | 3.89 | 34.43 |
| SAP | long | 11/12/23 | 12/08/24 | 245 | 147.34 | 189.30 | | 41.96 | 28.48 | | 14.24 | 14.24 |
| Schneider Electric | long | 7/09/20 | 7/03/22 | 546 | 105.50 | 130.64 | | 25.14 | 23.83 | | 11.91 | 11.91 |
| Vodafone | short | 17/07/06 | 24/07/06 | 7 | 1.12 | 1.15 | 1.08 | -0.04 | -3.36 | | -1.68 | |
| | short | 15/10/18 | 8/04/19 | 175 | 1.54 | 1.41 | 1.68 | 0.14 | 9.28 | | 4.64 | 2.88 |
| BASF | long | 4/07/11 | 18/07/11 | 14 | 67.70 | 67.43 | | -0.27 | -0.40 | | -0.20 | -0.20 |
| Deutsche Telekom | short | 17/07/06 | 24/07/06 | 7 | 12.09 | 12.30 | 11.88 | -0.21 | -1.74 | | -0.87 | |
| | short | 6/07/09 | 20/07/09 | 14 | 8.34 | 8.25 | 8.43 | 0.09 | 1.09 | | 0.55 | -0.33 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
| BAT | long | 8/08/16 | 12/03/18 | 581 | 47.60 | 42.55 | | -5.04 | -10.60 | | -5.30 | |
| | short | 21/08/23 | 11/12/23 | 112 | 25.19 | 22.93 | 27.68 | 2.49 | 9.88 | | 4.94 | -0.62 |
| Imperial Brands | short | 12/03/18 | 24/09/18 | 196 | 25.53 | 26.10 | 24.97 | -0.57 | -2.21 | | -1.11 | -1.11 |
| Siemens | long | 7/09/20 | 7/03/22 | 546 | 117.26 | 113.78 | | -3.48 | -2.97 | | -1.48 | -1.48 |
| Novartis | long | 29/12/14 | 24/08/15 | 238 | 77.46 | 74.67 | | -2.79 | -3.60 | | -1.80 | -1.80 |
| Mercedes-Benz | long | 3/09/07 | 19/11/07 | 77 | 67.03 | 64.61 | | -2.42 | -3.61 | | -1.81 | -1.81 |
| GSK | short | 20/10/14 | 29/12/14 | 70 | 13.49 | 14.08 | 12.89 | -0.59 | -4.41 | | -2.20 | -2.20 |
| Credit Suisse | short | 27/06/11 | 4/07/11 | 7 | 31.62 | 33.40 | 29.84 | -1.78 | -5.63 | | -2.81 | -2.81 |
| BT Group | long | 4/07/11 | 18/07/11 | 14 | 2.01 | 1.88 | | -0.13 | -6.43 | | -3.22 | -3.22 |
| Axa | short | 30/08/10 | 1/11/10 | 63 | 12.27 | 13.11 | 11.42 | -0.85 | -6.89 | | -3.44 | -3.44 |
| Lloyds Bank | short | 6/07/09 | 20/07/09 | 14 | 0.66 | 0.72 | 0.60 | -0.06 | -8.94 | | -4.47 | |
| | short | 27/06/11 | 4/07/11 | 7 | 0.43 | 0.50 | 0.37 | -0.06 | -14.92 | | -7.46 | |
| | short | 18/07/11 | 6/02/12 | 203 | 0.41 | 0.35 | 0.48 | 0.07 | 17.14 | | 8.57 | -4.02 |
| Safran | long | 24/09/18 | 15/10/18 | 21 | 119.50 | 107.50 | | -12.00 | -10.04 | | -5.02 | -5.02 |
| Airbus | long | 8/04/19 | 2/03/20 | 329 | 120.74 | 107.62 | | -13.12 | -10.87 | | -5.43 | -5.43 |
| Deutsche Bank | long | 18/05/09 | 6/07/09 | 49 | 33.44 | 32.09 | | -1.35 | -4.04 | | -2.02 | |
| | long | 20/07/09 | 24/05/10 | 308 | 38.14 | 36.92 | | -1.22 | -3.20 | | -1.60 | |
| | short | 20/10/14 | 29/12/14 | 70 | 21.55 | 22.63 | 20.46 | -1.08 | -5.03 | | -2.52 | -6.01 |
| LVMH | long | 2/08/10 | 30/08/10 | 28 | 95.31 | 91.60 | | -3.71 | -3.89 | | -1.95 | |
| | long | 1/11/10 | 27/06/11 | 238 | 113.35 | 116.75 | | 3.40 | 3.00 | | 1.50 | |
| | long | 24/09/18 | 15/10/18 | 21 | 305.70 | 260.45 | | -45.25 | -14.80 | | -7.40 | -7.84 |
| Kering | short | 9/05/22 | 12/12/22 | 217 | 442.45 | 517.90 | 367.00 | -75.45 | -17.05 | | -8.53 | -8.53 |
| Reckitt Benckiser | short | 12/03/18 | 24/09/18 | 196 | 56.97 | 68.35 | 45.59 | -11.38 | -19.98 | | -9.99 | -9.99 |
| Adidas | short | 7/03/22 | 21/03/22 | 14 | 176.90 | 213.55 | 140.25 | -36.65 | -20.72 | | -10.36 | -10.36 |
| Banco Bilbao Viz | short | 24/05/10 | 2/08/10 | 70 | 8.07 | 10.11 | 6.03 | -2.04 | -25.32 | | -12.66 | -12.66 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
| BP | short | 30/08/10 | 1/11/10 | 63 | 3.81 | 4.24 | 3.37 | -0.43 | -11.40 | | -5.70 | |
| | short | 24/08/15 | 8/08/16 | 350 | 3.37 | 4.22 | 2.51 | -0.85 | -25.34 | | -12.67 | -17.65 |
| Intesa Sanpaolo | short | 24/05/10 | 2/08/10 | 70 | 1.97 | 2.47 | 1.47 | -0.50 | -25.34 | | -12.67 | |
| | short | 18/07/11 | 6/02/12 | 203 | 1.48 | 1.53 | 1.43 | -0.05 | -3.18 | | -1.59 | |
| | short | 15/10/18 | 8/04/19 | 175 | 2.04 | 2.23 | 1.85 | -0.19 | -9.38 | | -4.69 | -18.09 |
| Rio Tinto | short | 24/08/15 | 8/08/16 | 350 | 21.55 | 25.26 | 17.84 | -3.71 | -17.22 | | -8.61 | |
| | long | 8/04/19 | 2/03/20 | 329 | 47.18 | 37.20 | | -9.98 | -21.15 | | -10.58 | -18.28 |
| AstraZeneca | long | 24/07/06 | 20/08/07 | 392 | 33.14 | 23.54 | | -9.60 | -28.97 | | -14.48 | |
| | short | 20/08/07 | 3/09/07 | 14 | 23.54 | 24.32 | 22.76 | -0.78 | -3.31 | | -1.66 | |
| | long | 8/08/16 | 12/03/18 | 581 | 51.90 | 48.00 | | -3.90 | -7.51 | | -3.76 | |
| | long | 12/12/22 | 21/08/23 | 252 | 113.50 | 106.74 | | -6.76 | -5.96 | | -2.98 | -21.47 |
| Adyen | short | 21/08/23 | 11/12/23 | 112 | 797.00 | 1,217.60 | 376.40 | -420.60 | -52.77 | | -26.39 | -26.39 |
| Prosus | short | 7/03/22 | 21/03/22 | 14 | 22.18 | 23.42 | 20.94 | -1.24 | -5.59 | | -2.80 | |
| | short | 9/05/22 | 12/12/22 | 217 | 18.38 | 29.32 | 7.44 | -10.94 | -59.52 | | -29.76 | -31.72 |
Annotations
| 19/02/24 | Stoxx 50 | | | Component update: Glencore, ING and Munich Re replace Adidas, Adyen and Kering |
| 14/09/23 | Prosus | | | stock split 1:2.1796 (two-point-onesevenninesix for one) |
| 13/09/23 | Novo Nordisk | | | stock split 1:2 (two for one) |
| 18/07/22 | GlaxoSmithKline | | | demergers OTC business -> Haleon |
| 24/09/18 | Europe 50 | | | Safran replaces Imperial Brands |
| 31/05/17 | Europe 50 | | | Glencore replaces Syngenta (acquired by ChemChina) |
| 4/10/16 | AB InBev | | | acquisition of SAB Miller completed |
| 19/09/16 | Europe 50 | | | Syngenta replaces Richemont |
| 8/08/16 | Europe 50 | | | ASML and Vinci replace Credit Suisse and Deutsche Bank |
| 21/09/15 | Europe 50 | | | Imperial Tobacco and Intesa Sanpaolo replace BHP Biliton and Glencore |
| 14/09/15 | Europe 50 | | | complete analysis
ex BHP Biliton, Glencore - in Imperial Tobacco, Intesa Sanpaolo |
| 5/09/15 | Europe 50 | | | complete analysis |
| 9/07/15 | Europe 50 | | | market adjustment to index: Novo Nordisk replaces Standard Chartered |
| 22/09/14 | Europe 50 | | | BT Group and Prudential replace Ericsson and Tesco. |
|
|