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

Assessment - STOXX Europe 50 in Dollar - 9/25/23 - RS = 22

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	4/24/23	prc diff	⇓ Δ22	∅-RS
		Stoxx 50	4,601.919	8/12/24	-0.16	4,159.452		4,500.700	-341.249	-7.58	2.12
		UBS	27.260	8/12/24	0.44	25.330		20.509	4.820	23.50	28.84
		Novo Nordisk	126.855	8/12/24	-2.80	90.527		85.472	5.056	5.92	26.73
	L	Münchener Rück	465.253	8/12/24	1.01	395.974		373.469	22.505	6.03	18.56
		Safran	203.601	8/12/24	-0.18	155.868		157.319	-1.450	-0.92	14.37
	L	HSBC	786.586	8/12/24	0.22	780.112		716.210	63.902	8.92	14.46
		RELX	4,313.459	8/12/24	0.57	3,387.488		3,396.782	-9.294	-0.27	13.00
		SAP	200.529	8/12/24	-0.33	131.801		132.421	-0.620	-0.47	12.26
		Sanofi	101.345	8/12/24	-0.60	108.729		113.576	-4.847	-4.27	10.98
		Allianz	271.080	8/12/24		242.955		247.156	-4.201	-1.70	10.72
		TotalEnergies	65.381	8/12/24	0.60	65.816		64.299	1.516	2.36	10.43
		Shell	34.984	8/12/24	0.93	32.240		30.973	1.267	4.09	10.18
		Banco Santander	4.332	8/12/24	-0.24	3.655		3.912	-0.257	-6.58	10.28
	L	Novartis	106.123	8/12/24	0.16	101.472		100.896	0.576	0.57	10.34
		Enel	6.820	8/12/24	0.44	6.329		6.659	-0.329	-4.94	8.98
		GSK	1,920.350	8/12/24	0.42	1,876.128		1,841.433	34.695	1.88	9.01
		BNP Paribas	62.765	8/12/24		64.004		65.327	-1.323	-2.02	8.53
	S	Air Liquide	171.928	8/12/24	-0.79	169.767		180.361	-10.594	-5.87	8.50
		BP	537.014	8/12/24	1.35	644.148		666.989	-22.841	-3.42	8.29
		ING Groep	16.136	8/12/24	0.21	13.108		13.061	0.047	0.36	5.71
		Axa	34.269	8/12/24	-0.77	30.318		32.387	-2.069	-6.39	5.49
		Schneider Electric	223.781	8/12/24	0.38	164.597		169.270	-4.673	-2.76	5.46
	L	ABB	49.924	8/12/24	0.55	35.619		35.698	-0.079	-0.22	6.28
	S	Vinci	108.739	8/12/24	-0.77	110.741		122.700	-11.959	-9.75	3.07
		Airbus	141.695	8/12/24	-0.45	130.254		141.655	-11.401	-8.05	3.07
		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	4/24/23	prc diff	⇓ Δ22	∅-RS
		Hermes International	2,124.996	8/12/24	-0.50	1,835.590		2,224.685	-389.095	-17.49	3.14
		L´Oreal	398.993	8/12/24	-1.59	414.724		482.935	-68.212	-14.12	2.82
	L	AstraZeneca	15,612.008	8/12/24	0.63	13,674.555		15,196.195	-1,521.640	-10.01	1.88
	L	Deutsche Telekom	26.197	8/12/24	0.49	21.393		24.368	-2.975	-12.21	0.77
	S	Mercedes-Benz	60.890	8/12/24	-0.57	70.318		77.201	-6.884	-8.92	-0.71
	L	Zurich Insurance	509.772	8/12/24	0.85	464.576		488.303	-23.727	-4.86	-0.07
	L	Unilever Plc	5,758.608	8/12/24	-0.34	4,985.337		5,481.824	-496.487	-9.06	-0.95
	L	Iberdrola	12.823	8/12/24	0.29	11.409		13.056	-1.648	-12.62	-1.74
	L	Nestlé	97.237	8/12/24	-0.40	117.532		129.245	-11.713	-9.06	-0.85
		Reckitt Benckiser	5,106.275	8/12/24		7,099.921		8,092.811	-992.890	-12.27	-2.05
	S	National Grid	1,195.210	8/12/24	-0.04	1,225.262		1,422.926	-197.664	-13.89	-2.14
		EssilorLuxottica	219.597	8/12/24	-0.58	175.614		204.110	-28.496	-13.96	-2.73
		Deutsche Post	38.178	8/12/24	-0.36	41.133		48.260	-7.127	-14.77	-2.91
		Anheuser-Busch InBev	58.474	8/12/24	-0.47	55.318		66.078	-10.760	-16.28	-3.24
		Siemens	166.525	8/12/24	0.01	140.339		160.897	-20.559	-12.78	-3.03
		Rio Tinto	6,037.132	8/12/24	0.56	6,211.820		6,422.529	-210.709	-3.28	-3.32
		ASML	831.142	8/12/24	0.08	587.605		633.273	-45.668	-7.21	-3.60
	L	Prosus	34.799	8/12/24	1.77	29.592		33.978	-4.386	-12.91	-4.74
		Glencore	501.160	8/12/24	1.27	553.383		607.585	-54.202	-8.92	-5.74
	S	LVMH	672.774	8/12/24	-0.14	755.613		996.358	-240.745	-24.16	-7.23
	S	BASF	43.729	8/12/24	-0.22	45.318		55.496	-10.178	-18.34	-9.48
	L	BAT	3,421.693	8/12/24		3,203.027		3,650.385	-447.358	-12.26	-10.83
	L	Richemont	140.634	8/12/24	1.22	125.331		171.052	-45.721	-26.73	-10.21
	S	Diageo	2,994.745	8/12/24	1.03	3,790.004		4,676.665	-886.661	-18.96	-12.20
	L	Roche	304.744	8/12/24	0.25	273.754		316.461	-42.707	-13.50	-11.53
		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	4/24/23	prc diff	⇓ Δ22	∅-RS
	L	Bayer	27.500	8/12/24	-0.04	49.068		66.752	-17.684	-26.49	-13.44
Europe 50 - 50 out of 50 instruments rated - 9/25/23 / 4/24/23 - 9 did rise, Market-Ratio(22) in USD = 18.00 %

Technical Chart

	Europe 50 RS = 22 - B/S = 28/27

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

Transactions STOXX Europe 50 in Dollar * A22 - 28/27 (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		6/12/06	161		- cash -
short	6/12/06	6/26/06	14		Vodafone	100	4,624	2.162	2.094	2.232	0.070	3	10,324	129
long	6/26/06	1/21/08	574		ABB	100	845	12.207	21.665		9.458	77	18,315	44
short	1/21/08	4/21/08	91		UBS	100	499	36.684	35.295	38.128	1.444	4	19,036	17
long	4/21/08	4/28/08	7		Rio Tinto	100	184	102.938	102.115		-0.823	-1	18,885	-34
short	4/28/08	6/23/08	56		UBS	100	537	35.126	21.301	57.924	22.798	65	31,127	2,505
long	6/23/08	6/30/08	7		Rio Tinto	100	319	97.522	99.043		1.521	2	31,612	124
short	6/30/08	8/11/08	42		UBS	100	1,501	21.051	21.417	20.684	-0.367	-2	31,062	-14
long	8/11/08	9/08/08	28		AstraZeneca	100	626	49.578	46.100		-3.478	-7	28,885	-61
short	9/08/08	3/30/09	203		UBS	100	1,331	21.687	8.860	53.082	31.395	145	70,671	400
long	3/30/09	4/06/09	7		AstraZeneca	100	2,099	33.664	35.243		1.580	5	73,987	993
short	4/06/09	4/13/09	7		Lloyds Bank	100	62,558	1.183	1.290	1.076	-0.107	-9	67,281	-99
long	4/13/09	8/30/10	504		Deutsche Bank	100	1,697	39.624	49.221		9.597	24	83,568	17
short	8/30/10	9/06/10	7		BP	100	14,139	5.910	6.281	5.540	-0.370	-6	78,331	-97
long	9/06/10	8/08/11	336		Novo Nordisk	100	8,928	8.773	10.958		2.184	25	97,832	27
short	8/08/11	12/19/11	133		Lloyds Bank	100	181,632	0.539	0.365	0.795	0.257	48	144,470	191
long	12/19/11	10/20/14	1036		Roche	100	853	169.180	284.848		115.668	68	243,135	20
short	10/20/14	11/10/14	21		Deutsche Bank	100	8,817	27.573	26.790	28.380	0.806	3	250,246	65
long	11/10/14	8/24/15	287		Novartis	100	3,253	76.924	80.211		3.287	4	260,937	5
short	8/24/15	10/26/15	63		Rio Tinto	100	7,676	33.991	38.176	29.805	-4.185	-12	228,811	-53
long	10/26/15	12/14/15	49		SAP	100	2,951	77.515	76.278		-1.237	-2	225,160	-11
short	12/14/15	12/28/15	14		Rio Tinto	100	8,049	27.973	29.853	26.094	-1.879	-7	210,033	-84
long	12/28/15	1/04/16	7		SAP	100	2,628	79.913	76.445		-3.468	-4	200,920	-90
short	1/04/16	1/25/16	21		Rio Tinto	100	7,175	28.001	22.920	34.208	6.207	22	245,457	3,146
long	1/25/16	3/28/16	63		SAP	100	3,112	78.851	79.305		0.455	1	246,872	3
short	3/28/16	4/18/16	21		Credit Suisse	100	17,232	14.326	15.076	13.577	-0.750	-5	233,956	-61
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	4/18/16	4/25/16	7		BAT	100	3,828	61.117	60.290		-0.827	-1	230,790	-51
short	4/25/16	5/16/16	21		Credit Suisse	100	15,262	15.121	13.694	16.697	1.576	10	254,845	460
long	5/16/16	3/05/18	658		BAT	100	4,204	60.615	58.436		-2.179	-4	245,683	-2
short	3/05/18	4/23/18	49		Imperial Brands	100	6,877	35.725	33.360	38.257	2.532	7	263,096	67
long	4/23/18	10/15/18	175		LVMH	100	766	343.022	302.075		-40.946	-12	231,731	-23
short	10/15/18	11/12/18	28		Intesa Sanpaolo	100	97,868	2.368	2.204	2.544	0.176	7	248,929	154
long	11/12/18	12/10/18	28		AstraZeneca	100	3,097	80.356	75.459		-4.897	-6	233,763	-56
short	12/10/18	2/11/19	63		Bayer	100	3,383	69.083	77.020	61.146	-7.937	-11	206,912	-51
long	2/11/19	3/02/20	385		Roche	100	762	271.318	328.913		57.595	21	250,799	20
short	3/02/20	6/22/20	112		Anheuser-Busch InBev	100	4,319	58.062	50.637	66.575	8.514	15	287,570	56
long	6/22/20	6/29/20	7		ASML	100	791	363.356	361.860		-1.496	0	286,387	-19
short	6/29/20	7/27/20	28		Airbus	100	4,025	71.148	72.847	69.449	-1.699	-2	279,547	-27
long	7/27/20	6/20/22	693		ASML	100	733	381.117	481.315		100.198	26	352,992	13
short	6/20/22	6/27/22	7		Adyen	100	270	1,303.788	1,504.988	1,102.587	-201.201	-15	298,668	-100
long	6/27/22	7/11/22	14		BAT	100	6,802	43.906	40.282		-3.624	-8	274,015	-89
short	7/11/22	7/25/22	14		Adidas	100	1,669	164.147	179.961	148.332	-15.815	-10	247,620	-93
long	7/25/22	9/05/22	42		Novo Nordisk	100	4,308	57.470	52.299		-5.171	-9	225,344	-56
short	9/05/22	11/07/22	63		Adidas	100	1,561	144.277	115.283	180.562	36.286	25	281,986	267
long	11/07/22	10/23/23	350		BP	100	48,762	5.783	6.513		0.730	13	317,581	13
short	10/23/23	10/30/23	7		Adyen	100	436	727.757	671.835	788.335	60.578	8	343,992	6,366
long	10/30/23	8/12/24	287		Novo Nordisk	100	3,569	96.364	128.428		32.064	33	458,430	44
accum	6/12/06	8/12/24	7367	days out of 7528 invested (98%)							4,484		458,430	21

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
UBS	short	1/21/08	4/21/08	91	36.68	35.30	38.13	1.44	3.94
	short	4/28/08	6/23/08	56	35.13	21.30	57.92	22.80	64.90
	short	6/30/08	8/11/08	42	21.05	21.42	20.68	-0.37	-1.74
	short	9/08/08	3/30/09	203	21.69	8.86	53.08	31.39	144.76	312.20
Roche	long	12/19/11	10/20/14	1036	169.18	284.85		115.67	68.37
	long	2/11/19	3/02/20	385	271.32	328.91		57.60	21.23	104.11
ABB	long	6/26/06	1/21/08	574	12.21	21.66		9.46	77.48	77.48
Novo Nordisk	long	9/06/10	8/08/11	336	8.77	10.96		2.18	24.90
	long	7/25/22	9/05/22	42	57.47	52.30		-5.17	-9.00
	long	10/30/23	8/12/24	287	96.36	128.43		32.06	33.27	51.48
Lloyds Bank	short	4/06/09	4/13/09	7	1.18	1.29	1.08	-0.11	-9.06
	short	8/08/11	12/19/11	133	0.54	0.36	0.80	0.26	47.67	34.29
Deutsche Bank	long	4/13/09	8/30/10	504	39.62	49.22		9.60	24.22
	short	10/20/14	11/10/14	21	27.57	26.79	28.38	0.81	2.92	27.85
ASML	long	6/22/20	6/29/20	7	363.36	361.86		-1.50	-0.41
	long	7/27/20	6/20/22	693	381.12	481.32		100.20	26.29	25.77
Anheuser-Busch InBev	short	3/02/20	6/22/20	112	58.06	50.64	66.58	8.51	14.66	14.66
Adidas	short	7/11/22	7/25/22	14	164.15	179.96	148.33	-15.81	-9.63
	short	9/05/22	11/07/22	63	144.28	115.28	180.56	36.29	25.15	13.09
Intesa Sanpaolo	short	10/15/18	11/12/18	28	2.37	2.20	2.54	0.18	7.42	7.42
Imperial Brands	short	3/05/18	4/23/18	49	35.72	33.36	38.26	2.53	7.09	7.09
BP	short	8/30/10	9/06/10	7	5.91	6.28	5.54	-0.37	-6.27
	long	11/07/22	10/23/23	350	5.78	6.51		0.73	12.62	5.56
Credit Suisse	short	3/28/16	4/18/16	21	14.33	15.08	13.58	-0.75	-5.23
	short	4/25/16	5/16/16	21	15.12	13.69	16.70	1.58	10.42	4.65
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Novartis	long	11/10/14	8/24/15	287	76.92	80.21		3.29	4.27	4.27
Vodafone	short	6/12/06	6/26/06	14	2.16	2.09	2.23	0.07	3.24	3.24
Rio Tinto	long	4/21/08	4/28/08	7	102.94	102.11		-0.82	-0.80
	long	6/23/08	6/30/08	7	97.52	99.04		1.52	1.56
	short	8/24/15	10/26/15	63	33.99	38.18	29.81	-4.19	-12.31
	short	12/14/15	12/28/15	14	27.97	29.85	26.09	-1.88	-6.72
	short	1/04/16	1/25/16	21	28.00	22.92	34.21	6.21	22.17	0.68
Airbus	short	6/29/20	7/27/20	28	71.15	72.85	69.45	-1.70	-2.39	-2.39
SAP	long	10/26/15	12/14/15	49	77.51	76.28		-1.24	-1.60
	long	12/28/15	1/04/16	7	79.91	76.45		-3.47	-4.34
	long	1/25/16	3/28/16	63	78.85	79.31		0.45	0.58	-5.32
Adyen	short	6/20/22	6/27/22	7	1,303.79	1,504.99	1,102.59	-201.20	-15.43
	short	10/23/23	10/30/23	7	727.76	671.83	788.34	60.58	8.32	-8.39
AstraZeneca	long	8/11/08	9/08/08	28	49.58	46.10		-3.48	-7.02
	long	3/30/09	4/06/09	7	33.66	35.24		1.58	4.69
	long	11/12/18	12/10/18	28	80.36	75.46		-4.90	-6.09	-8.58
Bayer	short	12/10/18	2/11/19	63	69.08	77.02	61.15	-7.94	-11.49	-11.49
LVMH	long	4/23/18	10/15/18	175	343.02	302.08		-40.95	-11.94	-11.94
BAT	long	4/18/16	4/25/16	7	61.12	60.29		-0.83	-1.35
	long	5/16/16	3/05/18	658	60.62	58.44		-2.18	-3.60
	long	6/27/22	7/11/22	14	43.91	40.28		-3.62	-8.25	-12.75

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.


	is taking down something concerning