Assessment - Indices in Renminbi yuán - 6/27/22 - RS = 21
⇐
⇓ freshest
⇓ 6/27/22
⇓ 1/31/22
prc diff
⇓
∅-RS
PSI 20
43,014.847
10:14
-1.04
42,923.470
0.21
39,704.976
3,218.494
8.11
5.79
Merval
4,730.901
Tue
2.90
4,597.741
2.90
5,507.132
-909.390
-16.51
-8.63
S
FTSE
60,119.035
Wed
-0.15
59,675.069
0.74
63,787.737
-4,112.669
-6.45
-4.63
OBX Price
380.678
08:58
-1.12
378.067
0.69
396.551
-18.484
-4.66
-7.03
S
STI
15,148.667
Wed
-0.17
15,161.569
-0.09
15,293.349
-131.780
-0.86
-0.25
S
OMXC 20
1,573.323
Wed
0.13
1,598.981
-1.60
1,607.195
-8.214
-0.51
-5.77
L
SSE 50 ew
2,341.110
07:00
1.53
2,320.540
0.89
2,364.780
-44.240
-1.87
-3.53
L
Nikkei 225
1,304.396
06:15
-1.54
1,328.035
-1.78
1,491.793
-163.758
-10.98
-13.54
Stoxx 50
24,483.138
08:05
-1.44
24,799.165
-1.27
26,740.804
-1,941.639
-7.26
-6.28
IBEX 35
57,167.823
10:05
-1.51
58,431.791
-2.16
61,457.496
-3,025.704
-4.92
-6.95
L
HSI
18,755.318
Wed
-1.88
18,953.641
-1.05
19,415.789
-462.148
-2.38
-2.72
S
BSE Sensex
4,520.450
Wed
-0.28
4,531.899
-0.25
4,945.856
-413.957
-8.37
-6.77
IPC
16,287.585
Tue
0.29
16,240.304
0.29
15,826.061
414.243
2.62
-0.88
S
ASX 50
29,918.439
06:15
-2.06
30,432.386
-1.69
30,083.094
349.293
1.16
-7.64
TSX 60
6,018.389
Wed
-0.73
6,079.100
-1.00
6,420.688
-341.587
-5.32
-5.13
Athex Large Cap
13,931.586
10:15
-0.58
14,021.262
-0.64
16,227.567
-2,206.305
-13.60
-10.46
S
DJIA
206,700.545
Wed
-0.13
210,251.064
-1.69
223,387.051
-13,135.988
-5.88
-5.34
CAC 40
41,931.293
08:23
-1.93
42,869.381
-2.19
49,943.492
-7,074.111
-14.16
-11.45
S
S&P Global 100
17,649.940
06:41
0.06
17,946.875
-1.65
19,426.628
-1,479.753
-7.62
-5.89
S
BEL 20
26,140.475
08:57
-1.04
26,502.227
-1.36
29,055.664
-2,553.437
-8.79
-11.60
S
SMI® PR
74,698.230
08:22
-1.38
76,408.288
-2.24
83,623.923
-7,215.635
-8.63
-8.39
S
CAC Mid 60
94,664.379
Wed
-1.92
95,740.490
-1.12
107,076.100
-11,335.611
-10.59
-12.34
AEX
4,680.300
08:56
-0.95
4,753.387
-1.54
5,388.805
-635.418
-11.79
-12.38
S
NZX 50
45,867.220
05:00
-0.82
46,412.459
-1.17
49,711.128
-3,298.668
-6.64
-14.45
S
S&P 500
25,414.870
Wed
-0.56
26,082.908
-2.56
28,712.236
-2,629.328
-9.16
-7.94
⇓ freshest
⇓ 6/27/22
⇓ 1/31/22
prc diff
⇓
∅-RS
OMXH 25
32,545.457
Wed
-1.41
32,805.624
-0.79
37,831.524
-5,025.901
-13.28
-13.45
S
S&P 100
11,612.652
Wed
-0.24
11,910.123
-2.50
13,305.912
-1,395.789
-10.49
-8.39
Euro Stoxx 50
24,452.088
08:10
-1.85
25,087.120
-2.53
29,788.276
-4,701.155
-15.78
-13.97
DAX
90,290.466
08:20
-2.05
93,476.263
-3.41
110,396.295
-16,920.032
-15.33
-14.33
CAC Next 20
112,527.950
Wed
-2.06
114,079.024
-1.36
130,879.748
-16,800.724
-12.84
-15.06
S
SLI® PR
11,430.279
08:22
-1.49
11,715.195
-2.43
13,353.277
-1,638.082
-12.27
-11.94
OMXS30
1,267.534
Wed
-0.25
1,278.514
-0.86
1,560.913
-282.399
-18.09
-18.16
S
DJ Global Titans
2,837.406
06:40
0.08
2,902.210
-2.23
3,271.207
-368.996
-11.28
-10.20
MIB 40
151,983.907
08:58
-1.81
155,453.263
-2.23
191,334.692
-35,881.429
-18.75
-15.94
S
CDAX
8,366.509
Wed
-1.78
8,500.349
-1.57
10,268.057
-1,767.708
-17.22
-16.37
S
ATX
20,903.334
Wed
-1.96
21,225.458
-1.52
27,422.325
-6,196.866
-22.60
-17.11
TecDAX
20,613.536
Wed
-1.45
20,973.019
-1.71
24,675.476
-3,702.456
-15.00
-17.19
S
NASDAQ-100
77,633.919
Wed
-0.25
80,307.677
-3.33
94,933.409
-14,625.732
-15.41
-14.16
MDAX
182,487.874
10:24
-2.42
192,490.453
-5.20
237,770.323
-45,279.870
-19.04
-19.45
ISEQ-Overall
44,913.636
Wed
-1.54
46,180.652
-2.74
58,660.483
-12,479.831
-21.27
-19.74
S
Kospi 50
10.883
06:30
-1.95
11.270
-3.43
13.196
-1.927
-14.60
-20.47
SDAX
83,315.599
11:15
-2.67
87,501.654
-4.78
107,828.906
-20,327.252
-18.85
-21.26
L
RTX
6,608.152
2/28
-22.31
6,608.152
12,355.122
-5,746.970
-46.51
-34.32
Indices - 43 out of 43 instruments rated - 6/27/22 / 1/31/22 - 3 did rise, Market-Ratio(21) in CNY = 6.98 %
Technical Chart
Transactions Indices in Renminbi yuán * A21 - 73/57 (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 6/05/06 154 - cash -
short
6/05/06
10/09/06
126
NASDAQ-100
100
0
12,656.387
13,371.757
11,941.017
-715.370
-6
10,000
0
long
10/09/06
8/20/07
315
SSE 50 ew
100
8
1,149.580
4,104.660
2,955.080
257
33,641
337
short
8/20/07
4/27/09
616
ISEQ-Overall
100
0
85,223.342
23,703.856
306,406.599
221,183.257
260
33,641
0
long
4/27/09
2/08/10
287
SSE 50 ew
100
17
1,895.700
2,284.390
388.690
21
40,248
27
short
2/08/10
3/22/10
42
Athex Large Cap
100
0
83,630.323
91,528.173
75,732.473
-7,897.850
-9
40,248
0
long
3/22/10
5/03/10
42
Merval
100
9
4,243.604
3,799.847
-443.756
-10
36,255
-62
short
5/03/10
10/11/10
161
Athex Large Cap
100
0
82,761.367
70,408.634
97,281.305
14,519.938
18
36,255
0
long
10/11/10
5/23/11
224
SDAX
100
0
42,588.778
49,485.158
6,896.380
16
36,255
0
short
5/23/11
1/16/12
238
Athex Large Cap
100
0
52,295.827
20,065.063
136,299.274
84,003.447
161
36,255
0
long
1/16/12
5/21/12
126
ISEQ-Overall
100
1
24,050.630
24,956.607
905.977
4
37,161
11
short
5/21/12
9/10/12
112
Athex Large Cap
100
2
16,391.713
21,680.578
11,102.847
-5,288.866
-32
26,583
-72
long
9/10/12
6/17/13
280
OMXC 20
100
49
538.862
575.556
36.693
7
28,381
9
short
6/17/13
8/12/13
56
RTX
100
2
11,458.266
11,338.529
11,579.268
121.002
1
28,623
7
long
8/12/13
8/04/14
357
Merval
100
7
4,084.922
6,223.703
2,138.781
52
43,594
54
short
8/04/14
8/18/14
14
PSI 20
100
0
48,550.793
46,455.574
50,740.509
2,189.716
5
43,594
0
long
8/18/14
10/06/14
49
Merval
100
6
6,442.286
7,940.262
1,497.976
23
52,582
375
short
10/06/14
2/23/15
140
PSI 20
100
1
43,020.254
38,978.107
47,481.584
4,461.330
10
57,043
29
long
2/23/15
7/27/15
154
SSE 50 ew
100
23
2,386.700
2,634.850
248.150
10
62,751
26
short
7/27/15
6/06/16
315
RTX
100
8
7,254.040
8,233.836
6,274.245
-979.795
-14
54,913
-15
long
6/06/16
6/27/16
21
NZX 50
100
1
31,919.344
31,416.193
-503.151
-2
54,409
-24
short
6/27/16
7/04/16
7
Athex Large Cap
100
5
10,175.553
10,645.014
9,706.092
-469.461
-5
52,062
-91
long
7/04/16
2/12/18
588
Merval
100
7
6,743.963
9,547.003
2,803.040
42
71,683
24
short
2/12/18
7/09/18
147
IBEX 35
100
0
75,820.414
77,118.892
74,521.936
-1,298.478
-2
71,683
0
long
7/09/18
7/23/18
14
NASDAQ-100
100
1
48,107.863
50,057.436
1,949.573
4
73,633
182
short
7/23/18
7/30/18
7
SSE 50 ew
100
34
2,139.790
2,156.800
2,122.780
-17.010
-1
73,055
-34
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield long
7/30/18
9/10/18
42
TecDAX
100
3
23,242.005
23,121.525
-120.480
-1
72,693
-4
short
9/10/18
3/11/19
182
SSE 50 ew
100
35
2,022.660
2,385.150
1,660.170
-362.490
-18
60,006
-33
long
3/11/19
8/05/19
147
Merval
100
10
5,695.783
6,346.021
650.238
11
66,508
31
short
8/05/19
10/07/19
63
IPC
100
4
14,197.517
15,709.692
12,685.342
-1,512.175
-11
60,460
-48
long
10/07/19
3/02/20
147
NZX 50
100
1
49,404.914
48,328.832
-1,076.082
-2
59,384
-5
short
3/02/20
8/03/20
154
Athex Large Cap
100
4
14,163.681
12,128.242
16,540.721
2,377.040
17
68,892
44
long
8/03/20
11/02/20
91
Merval
100
13
5,054.676
4,035.440
-1,019.236
-20
55,642
-59
short
11/02/20
11/09/20
7
RTX
100
6
8,920.269
10,445.020
7,395.518
-1,524.751
-17
46,493
-100
long
11/09/20
11/29/21
385
Merval
100
11
4,147.207
5,001.518
854.310
21
55,891
19
short
11/29/21
12/13/21
14
HSI
100
2
19,531.548
19,543.422
19,519.673
-11.875
0
55,867
-2
long
12/13/21
1/24/22
42
Merval
100
10
5,127.351
4,905.071
-222.280
-4
53,644
-32
short
1/24/22
6/30/22
157
SDAX
100
0
103,711.949
83,315.599
129,101.493
25,389.545
24
53,644
0
accum 6/05/06
6/30/22 5869
days out of 6023 invested (97%)
436
53,644
11
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total SSE 50 ew long 10/09/06 8/20/07 315 1,149.58 4,104.66 2,955.08 257.06 long 4/27/09 2/08/10 287 1,895.70 2,284.39 388.69 20.50 long 2/23/15 7/27/15 154 2,386.70 2,634.85 248.15 10.40 short 7/23/18 7/30/18 7 2,139.79 2,156.80 2,122.78 -17.01 -0.79 short 9/10/18 3/11/19 182 2,022.66 2,385.15 1,660.17 -362.49 -17.92 286.78 ISEQ-Overall short 8/20/07 4/27/09 616 85,223.34 23,703.86 306,406.60 221,183.26 259.53 long 1/16/12 5/21/12 126 24,050.63 24,956.61 905.98 3.77 273.08 Merval long 3/22/10 5/03/10 42 4,243.60 3,799.85 -443.76 -10.46 long 8/12/13 8/04/14 357 4,084.92 6,223.70 2,138.78 52.36 long 8/18/14 10/06/14 49 6,442.29 7,940.26 1,497.98 23.25 long 7/04/16 2/12/18 588 6,743.96 9,547.00 2,803.04 41.56 long 3/11/19 8/05/19 147 5,695.78 6,346.02 650.24 11.42 long 8/03/20 11/02/20 91 5,054.68 4,035.44 -1,019.24 -20.16 long 11/09/20 11/29/21 385 4,147.21 5,001.52 854.31 20.60 long 12/13/21 1/24/22 42 5,127.35 4,905.07 -222.28 -4.34 144.28 Athex Large Cap short 2/08/10 3/22/10 42 83,630.32 91,528.17 75,732.47 -7,897.85 -9.44 short 5/03/10 10/11/10 161 82,761.37 70,408.63 97,281.31 14,519.94 17.54 short 5/23/11 1/16/12 238 52,295.83 20,065.06 136,299.27 84,003.45 160.63 short 5/21/12 9/10/12 112 16,391.71 21,680.58 11,102.85 -5,288.87 -32.27 short 6/27/16 7/04/16 7 10,175.55 10,645.01 9,706.09 -469.46 -4.61 short 3/02/20 8/03/20 154 14,163.68 12,128.24 16,540.72 2,377.04 16.78 109.33 SDAX long 10/11/10 5/23/11 224 42,588.78 49,485.16 6,896.38 16.19 short 1/24/22 6/30/22 157 103,711.95 83,315.60 129,101.49 25,389.54 24.48 44.64 PSI 20 short 8/04/14 8/18/14 14 48,550.79 46,455.57 50,740.51 2,189.72 4.51 short 10/06/14 2/23/15 140 43,020.25 38,978.11 47,481.58 4,461.33 10.37 15.35 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total OMXC 20 long 9/10/12 6/17/13 280 538.86 575.56 36.69 6.81 6.81 HSI short 11/29/21 12/13/21 14 19,531.55 19,543.42 19,519.67 -11.87 -0.06 -0.06 TecDAX long 7/30/18 9/10/18 42 23,242.00 23,121.53 -120.48 -0.52 -0.52 IBEX 35 short 2/12/18 7/09/18 147 75,820.41 77,118.89 74,521.94 -1,298.48 -1.71 -1.71 NASDAQ-100 short 6/05/06 10/09/06 126 12,656.39 13,371.76 11,941.02 -715.37 -5.65 long 7/09/18 7/23/18 14 48,107.86 50,057.44 1,949.57 4.05 -1.83 NZX 50 long 6/06/16 6/27/16 21 31,919.34 31,416.19 -503.15 -1.58 long 10/07/19 3/02/20 147 49,404.91 48,328.83 -1,076.08 -2.18 -3.72 IPC short 8/05/19 10/07/19 63 14,197.52 15,709.69 12,685.34 -1,512.18 -10.65 -10.65 RTX short 6/17/13 8/12/13 56 11,458.27 11,338.53 11,579.27 121.00 1.06 short 7/27/15 6/06/16 315 7,254.04 8,233.84 6,274.24 -979.80 -13.51 short 11/02/20 11/09/20 7 8,920.27 10,445.02 7,395.52 -1,524.75 -17.09 -27.53
Annotations
2/20/15 Indices Build and analyzed.
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