Share-o-matic - Assessment Europe 50 (STOXX Europe 50)

Assessment - STOXX Europe 50 in Euro - 1/07/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		Stoxx 50	4,344.220	12/08/24	-0.16	4,507.920	-3.63	4,093.370	414.550	10.13	8.95
		ASML	784.600	12/08/24	0.08	954.300	-17.78	681.700	272.600	39.99	39.28
		Novo Nordisk	119.733	12/08/24	-2.80	134.711	-11.12	93.682	41.029	43.80	39.62
	L	ABB	46.954	12/08/24	0.55	51.978	-9.67	40.218	11.760	29.24	34.33
		Schneider Electric	211.250	12/08/24	0.38	225.350	-6.26	181.780	43.570	23.97	25.49
		SAP	189.300	12/08/24	-0.33	185.680	1.95	139.480	46.200	33.12	22.16
		Safran	192.200	12/08/24	-0.18	202.100	-4.90	159.460	42.640	26.74	19.89
		RELX	4,161.609	12/08/24	0.57	4,215.824	-1.29	3,577.715	638.109	17.84	20.03
	L	Münchener Rück	439.200	12/08/24	1.01	466.900	-5.93	375.100	91.800	24.47	18.31
		ING Groep	15.232	12/08/24	0.21	16.358	-6.88	13.526	2.832	20.94	17.84
		UBS	25.638	12/08/24	0.44	27.836	-7.89	28.142	-0.306	-1.09	13.41
	L	Prosus	32.850	12/08/24	1.77	33.115	-0.80	26.985	6.130	22.72	16.12
	L	AstraZeneca	15,062.407	12/08/24	0.63	14,501.397	3.87	12,194.140	2,307.258	18.92	15.81
		Banco Santander	4.089	12/08/24	-0.24	4.448	-8.06	3.780	0.668	17.67	15.44
	L	Richemont	132.267	12/08/24	1.22	145.009	-8.79	124.806	20.203	16.19	10.49
		EssilorLuxottica	207.300	12/08/24	-0.58	201.800	2.73	181.600	20.200	11.12	12.35
	L	Unilever Plc	5,555.883	12/08/24	-0.34	5,120.983	8.49	4,371.484	749.499	17.15	10.59
	L	HSBC	758.895	12/08/24	0.22	814.289	-6.80	731.073	83.216	11.38	11.44
	L	Zurich Insurance	479.443	12/08/24	0.85	498.117	-3.75	473.993	24.124	5.09	8.61
		Siemens	157.200	12/08/24	0.01	177.120	-11.25	169.920	7.200	4.24	7.94
		Allianz	255.900	12/08/24		262.500	-2.51	241.950	20.550	8.49	7.44
		Shell	33.025	12/08/24	0.93	33.880	-2.52	29.800	4.080	13.69	7.36
	L	Iberdrola	12.105	12/08/24	0.29	12.320	-1.75	11.870	0.450	3.79	6.71
	L	Deutsche Telekom	24.730	12/08/24	0.49	23.680	4.43	21.750	1.930	8.87	6.60
		Hermes International	2,006.000	12/08/24	-0.50	2,102.000	-4.57	1,918.800	183.200	9.55	6.33
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		GSK	1,852.747	12/08/24	0.42	1,798.532	3.01	1,668.296	130.235	7.81	1.72
		L´Oreal	376.650	12/08/24	-1.59	412.250	-8.64	450.650	-38.400	-8.52	5.47
	L	Novartis	99.809	12/08/24	0.16	99.788	0.02	91.510	8.279	9.05	7.93
		Airbus	133.760	12/08/24	-0.45	131.640	1.61	139.780	-8.140	-5.82	3.35
		TotalEnergies	61.720	12/08/24	0.60	63.610	-2.97	61.600	2.010	3.26	2.12
		Enel	6.438	12/08/24	0.44	6.607	-2.56	6.730	-0.123	-1.83	2.05
		Glencore	483.517	12/08/24	1.27	544.156	-11.14	543.099	1.057	0.19	5.53
		Anheuser-Busch InBev	55.200	12/08/24	-0.47	54.440	1.40	58.420	-3.980	-6.81	1.03
	L	Roche	286.613	12/08/24	0.25	258.035	11.08	263.629	-5.594	-2.12	1.75
		Axa	32.350	12/08/24	-0.77	31.260	3.49	29.490	1.770	6.00	0.60
		Rio Tinto	5,824.602	12/08/24	0.56	6,168.751	-5.58	6,720.581	-551.830	-8.21	1.36
	L	BAT	3,301.236	12/08/24		2,888.729	14.28	2,640.721	248.008	9.39	1.32
		BNP Paribas	59.250	12/08/24		61.670	-3.92	62.590	-0.920	-1.47	-1.82
	S	BASF	41.280	12/08/24	-0.22	44.390	-7.01	48.780	-4.390	-9.00	-2.61
	L	Nestlé	91.452	12/08/24	-0.40	94.795	-3.53	105.139	-10.344	-9.84	-8.29
	S	Mercedes-Benz	57.480	12/08/24	-0.57	64.800	-11.30	62.550	2.250	3.60	-4.70
		Sanofi	95.670	12/08/24	-0.60	91.850	4.16	89.760	2.090	2.33	-4.86
		BP	518.109	12/08/24	1.35	563.956	-8.13	536.255	27.702	5.17	-0.29
	S	LVMH	635.100	12/08/24	-0.14	712.000	-10.80	733.600	-21.600	-2.94	-6.25
	S	Air Liquide	162.300	12/08/24	-0.79	162.620	-0.20	176.120	-13.500	-7.67	-6.52
		Deutsche Post	36.040	12/08/24	-0.36	38.520	-6.44	44.855	-6.335	-14.12	-9.28
	S	Vinci	102.650	12/08/24	-0.77	100.900	1.73	113.700	-12.800	-11.26	-10.60
	S	Diageo	2,889.319	12/08/24	1.03	2,922.908	-1.15	3,285.515	-362.607	-11.04	-15.08
	S	National Grid	1,153.135	12/08/24	-0.04	1,043.525	10.50	1,217.113	-173.588	-14.26	-11.29
		Reckitt Benckiser	4,926.515	12/08/24		5,054.981	-2.54	6,235.117	-1,180.135	-18.93	-17.38
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
	L	Bayer	25.960	12/08/24	-0.04	26.170	-0.80	33.630	-7.460	-22.18	-25.49
Europe 50 - 50 out of 50 instruments rated - 1/07/24 / 1/01/24 - 32 did rise, Market-Ratio(26) in EUR = 64.00 %

Technical Chart

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

3/01/22	scale up chart	1/07/24

Transactions STOXX Europe 50 in Euro * 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
2/01/06		17/07/06	196		- cash -
short	17/07/06	24/07/06	7		Deutsche Telekom	50	413	12.090	12.300	11.880	-0.210	-2	9,913	-60
					Vodafone	50	3,089	1.620	1.687	1.554	-0.067	-4	9,707	-89
100							-3						-79
long	24/07/06	20/08/07	392		ABB	50	513	9.459	16.340		6.881	73	13,237	66
					AstraZeneca	50	100	48.514	34.607		-13.907	-29	11,846	-27
100							22						20
short	20/08/07	3/09/07	14		UBS	50	152	38.823	38.342	39.310	0.487	1	11,920	38
					AstraZeneca	50	171	34.607	35.992	33.223	-1.385	-4	11,684	-66
100							-1						-30
long	3/09/07	19/11/07	77		Mercedes-Benz	50	87	67.030	64.610		-2.420	-4	11,473	-16
					ABB	50	326	17.911	17.696		-0.215	-1	11,403	-6
100							-2						-11
short	19/11/07	18/05/09	546		UBS	50	185	30.815	10.514	90.314	59.499	193	22,410	105
					Barclays	50	896	6.359	2.918	13.861	7.501	118	29,131	68
100							156						87
long	18/05/09	6/07/09	49		Deutsche Bank	50	435	33.439	32.088		-1.352	-4	28,543	-26
					Barclays	50	4,999	2.918	3.160		0.242	8	29,753	81
100							2						17
short	6/07/09	20/07/09	14		Deutsche Telekom	50	1,783	8.340	8.250	8.431	0.091	1	29,915	33
					Lloyds Bank	50	19,271	0.772	0.834	0.710	-0.062	-8	28,723	-89
100							-3						-60
long	20/07/09	24/05/10	308		Deutsche Bank	50	376	38.139	36.919		-1.220	-3	28,264	-4
					Barclays	50	4,294	3.349	3.201		-0.149	-4	27,626	-5
100							-4						-5
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	24/05/10	2/08/10	70		Intesa Sanpaolo	50	7,015	1.969	2.468	1.470	-0.499	-25	24,126	-78
					Banco Bilbao Viz	50	1,711	8.070	10.113	6.027	-2.043	-25	20,630	-78
100							-25						-78
long	2/08/10	30/08/10	28		LVMH	50	108	95.310	91.600		-3.710	-4	20,230	-40
					Novo Nordisk	50	1,552	6.657	6.689		0.032	0	20,279	6
100							-2						-20
short	30/08/10	1/11/10	63		Axa	50	826	12.265	13.110	11.420	-0.845	-7	19,581	-34
					BP	50	2,191	4.631	4.876	4.386	-0.245	-5	19,044	-27
100							-6						-31
long	1/11/10	27/06/11	238		LVMH	50	84	113.350	116.750		3.400	3	19,330	5
					Novo Nordisk	50	1,268	7.510	8.701		1.192	16	20,841	25
100							9						15
short	27/06/11	4/07/11	7		Credit Suisse	50	389	26.729	27.113	26.345	-0.384	-1	20,692	-53
					Lloyds Bank	50	21,397	0.488	0.552	0.424	-0.064	-13	19,329	-100
100							-7						-98
long	4/07/11	18/07/11	14		BASF	50	142	67.700	67.430		-0.270	0	19,291	-10
					BT Group	50	4,380	2.218	2.138		-0.080	-4	18,942	-61
100							-2						-41
short	18/07/11	6/02/12	203		Lloyds Bank	50	20,096	0.471	0.424	0.523	0.052	11	19,990	21
					Intesa Sanpaolo	50	6,399	1.480	1.527	1.433	-0.047	-3	19,689	-6
100							4						7
long	6/02/12	20/10/14	987		Anheuser-Busch InBev	50	201	48.850	83.480		34.630	71	26,650	22
					Novo Nordisk	50	970	10.169	17.513		7.343	72	33,772	22
100							72						22
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	20/10/14	29/12/14	70		Deutsche Bank	50	783	21.545	22.630	20.461	-1.084	-5	32,923	-24
					GSK	50	992	17.035	17.974	16.096	-0.939	-6	31,992	-26
100							-5						-25
long	29/12/14	24/08/15	238		Novartis	50	248	64.389	69.088		4.699	7	33,157	11
					Anheuser-Busch InBev	50	169	94.800	91.280		-3.520	-4	32,562	-6
100							2						3
short	24/08/15	8/08/16	350		BP	50	3,557	4.577	4.966	4.188	-0.389	-9	31,178	-9
					Rio Tinto	50	556	29.277	29.708	28.846	-0.431	-1	30,938	-2
100							-5						-5
long	8/08/16	12/03/18	581		AstraZeneca	50	253	61.052	54.101		-6.950	-11	29,179	-7
					BAT	50	276	55.988	47.959		-8.029	-14	26,964	-9
100							-13						-8
short	12/03/18	24/09/18	196		Imperial Brands	50	468	28.775	29.088	28.462	-0.313	-1	26,817	-2
					Reckitt Benckiser	50	210	64.212	76.191	52.232	-11.979	-19	24,301	-32
100							-10						-18
long	24/09/18	15/10/18	21		LVMH	50	39	305.700	260.450		-45.250	-15	22,537	-94
					Safran	50	103	119.500	107.500		-12.000	-10	21,301	-84
100							-12						-90
short	15/10/18	8/04/19	175		Vodafone	50	6,106	1.744	1.629	1.867	0.123	7	22,052	15
					Intesa Sanpaolo	50	5,217	2.042	2.233	1.850	-0.192	-9	21,052	-19
100							-1						-2
long	8/04/19	2/03/20	329		Airbus	50	87	120.740	107.620		-13.120	-11	19,911	-12
					Rio Tinto	50	192	54.686	42.587		-12.099	-22	17,588	-24
100							-16						-18
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	2/03/20	7/09/20	189		Shell	50	4,439	1.981	1.247	3.145	1.165	59	22,758	144
					Anheuser-Busch InBev	50	169	52.000	49.345	54.798	2.798	5	23,230	11
100							32						71
long	7/09/20	7/03/22	546		Siemens	50	99	117.260	113.780		-3.480	-3	22,886	-2
					Schneider Electric	50	110	105.500	130.640		25.140	24	25,651	15
100							10						7
short	7/03/22	21/03/22	14		Adidas	50	72	176.900	213.550	140.250	-36.650	-21	23,013	-100
					Prosus	50	582	22.180	23.420	20.940	-1.240	-6	22,291	-78
100							-13						-97
long	21/03/22	9/05/22	49		Shell	50	4,615	2.415	2.603		0.188	8	23,158	75
					Novo Nordisk	50	222	50.134	50.804		0.670	1	23,307	10
100							5						39
short	9/05/22	12/12/22	217		Prosus	50	634	18.380	29.320	7.440	-10.940	-60	16,371	-78
					Kering	50	26	442.450	517.900	367.000	-75.450	-17	14,410	-27
100							-38						-56
long	12/12/22	21/08/23	252		AstraZeneca	50	54	132.358	124.908		-7.451	-6	14,007	-8
					Novo Nordisk	50	118	61.365	84.625		23.260	38	16,752	59
100							16						24
short	21/08/23	11/12/23	112		Adyen	50	10	797.000	1,217.600	376.400	-420.600	-53	12,546	-91
					BAT	50	297	29.478	26.759	32.472	2.995	10	13,435	37
100							-20						-51
long	11/12/23	12/08/24	245		SAP	50	45	147.340	189.300		41.960	28	15,323	45
					UBS	50	256	26.485	25.638		-0.847	-3	15,107	-5
100							12						19
accum	17/07/06	12/08/24	7360	days out of 7556 invested (97%)							51		15,107	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	20/08/07	3/09/07	14	38.82	38.34	39.31	0.49	1.25	50	0.63
	short	19/11/07	18/05/09	546	30.82	10.51	90.31	59.50	193.08		96.54
	long	11/12/23	12/08/24	245	26.49	25.64		-0.85	-3.20		-1.60	94.61
Novo Nordisk	long	2/08/10	30/08/10	28	6.66	6.69		0.03	0.48		0.24
	long	1/11/10	27/06/11	238	7.51	8.70		1.19	15.87		7.93
	long	6/02/12	20/10/14	987	10.17	17.51		7.34	72.21		36.10
	long	21/03/22	9/05/22	49	50.13	50.80		0.67	1.34		0.67
	long	12/12/22	21/08/23	252	61.37	84.63		23.26	37.90		18.95	76.33
Barclays	short	19/11/07	18/05/09	546	6.36	2.92	13.86	7.50	117.96		58.98
	long	18/05/09	6/07/09	49	2.92	3.16		0.24	8.29		4.15
	long	20/07/09	24/05/10	308	3.35	3.20		-0.15	-4.44		-2.22	61.90
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
ABB	long	24/07/06	20/08/07	392	9.46	16.34		6.88	72.75		36.38
	long	3/09/07	19/11/07	77	17.91	17.70		-0.22	-1.20		-0.60	35.56
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
Novartis	long	29/12/14	24/08/15	238	64.39	69.09		4.70	7.30		3.65	3.65
Vodafone	short	17/07/06	24/07/06	7	1.62	1.69	1.55	-0.07	-4.12		-2.06
	short	15/10/18	8/04/19	175	1.74	1.63	1.87	0.12	7.05		3.53	1.39
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	d_i %	total
Imperial Brands	short	12/03/18	24/09/18	196	28.78	29.09	28.46	-0.31	-1.09		-0.54	-0.54
Credit Suisse	short	27/06/11	4/07/11	7	26.73	27.11	26.34	-0.38	-1.44		-0.72	-0.72
Siemens	long	7/09/20	7/03/22	546	117.26	113.78		-3.48	-2.97		-1.48	-1.48
BT Group	long	4/07/11	18/07/11	14	2.22	2.14		-0.08	-3.59		-1.79	-1.79
Mercedes-Benz	long	3/09/07	19/11/07	77	67.03	64.61		-2.42	-3.61		-1.81	-1.81
BAT	long	8/08/16	12/03/18	581	55.99	47.96		-8.03	-14.34		-7.17
	short	21/08/23	11/12/23	112	29.48	26.76	32.47	2.99	10.16		5.08	-2.46
GSK	short	20/10/14	29/12/14	70	17.04	17.97	16.10	-0.94	-5.51		-2.76	-2.76
Axa	short	30/08/10	1/11/10	63	12.27	13.11	11.42	-0.85	-6.89		-3.44	-3.44
Safran	long	24/09/18	15/10/18	21	119.50	107.50		-12.00	-10.04		-5.02	-5.02
Lloyds Bank	short	6/07/09	20/07/09	14	0.77	0.83	0.71	-0.06	-8.01		-4.01
	short	27/06/11	4/07/11	7	0.49	0.55	0.42	-0.06	-13.05		-6.52
	short	18/07/11	6/02/12	203	0.47	0.42	0.52	0.05	11.06		5.53	-5.31
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
BP	short	30/08/10	1/11/10	63	4.63	4.88	4.39	-0.25	-5.29		-2.65
	short	24/08/15	8/08/16	350	4.58	4.97	4.19	-0.39	-8.50		-4.25	-6.79
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	64.21	76.19	52.23	-11.98	-18.66		-9.33	-9.33
Adidas	short	7/03/22	21/03/22	14	176.90	213.55	140.25	-36.65	-20.72		-10.36	-10.36
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Rio Tinto	short	24/08/15	8/08/16	350	29.28	29.71	28.85	-0.43	-1.47		-0.74
	long	8/04/19	2/03/20	329	54.69	42.59		-12.10	-22.13		-11.06	-11.72
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
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
AstraZeneca	long	24/07/06	20/08/07	392	48.51	34.61		-13.91	-28.67		-14.33
	short	20/08/07	3/09/07	14	34.61	35.99	33.22	-1.38	-4.00		-2.00
	long	8/08/16	12/03/18	581	61.05	54.10		-6.95	-11.38		-5.69
	long	12/12/22	21/08/23	252	132.36	124.91		-7.45	-5.63		-2.81	-23.05
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.


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