Assessment - Indices in Renminbi yuán - 7/01/24 - RS = 21
⇐
⇓ freshest
⇓ 7/01/24
⇓ 2/05/24
prc diff
⇓
∅-RS
Merval
12,670.702
8/12
0.32
12,717.113
-0.36
10,948.936
1,768.178
16.15
10.32
OMXC 20
2,796.977
8/12
-2.06
3,033.181
-7.79
2,593.315
439.866
16.96
24.05
DJ Global Titans
4,701.900
8/12
4,935.597
-4.73
4,215.836
719.761
17.07
23.12
NASDAQ-100
135,032.885
8/12
0.16
144,283.169
-6.41
126,747.105
17,536.064
13.84
21.09
L
S&P Global 100
27,361.018
8/12
0.32
28,768.005
-4.89
24,572.229
4,195.777
17.08
21.22
S&P 100
18,693.119
8/12
0.17
19,399.234
-3.64
16,899.326
2,499.908
14.79
20.22
S&P 500
38,920.742
8/12
39,872.570
-2.39
35,569.571
4,302.999
12.10
16.50
L
AEX
6,918.166
8/12
0.26
7,210.313
-4.05
6,372.091
838.221
13.15
15.20
BSE Sensex
6,953.882
8/12
-0.07
6,938.804
0.22
6,217.267
721.538
11.61
14.75
OMXS30
1,685.392
8/12
0.09
1,770.268
-4.79
1,588.001
182.267
11.48
12.09
IBEX 35
83,161.727
8/12
0.07
86,370.650
-3.72
76,850.226
9,520.424
12.39
10.57
Nikkei 225
1,578.659
8/09
0.56
1,786.267
-11.62
1,761.242
25.026
1.42
5.35
Stoxx 50
33,934.440
8/12
-0.16
35,213.166
-3.63
32,595.773
2,617.394
8.03
9.22
L
SLI® PR
15,466.612
8/12
0.02
15,728.698
-1.67
14,944.900
783.798
5.24
7.98
DAX
138,468.782
8/12
0.02
142,875.974
-3.08
130,675.455
12,200.519
9.34
9.73
Kospi 50
12.922
8/12
1.10
14.071
-8.16
13.108
0.962
7.34
8.27
MIB 40
249,404.723
8/12
0.46
263,373.068
-5.30
239,277.525
24,095.543
10.07
10.30
Euro Stoxx 50
36,493.923
8/12
-0.07
38,510.124
-5.24
35,987.099
2,523.025
7.01
8.51
CDAX
11,938.788
8/12
0.01
12,395.911
-3.69
11,329.442
1,066.468
9.41
9.13
L
SMI® PR
95,692.770
8/12
0.07
97,110.387
-1.46
93,273.257
3,837.130
4.11
6.37
ATX
27,872.637
8/12
0.19
28,500.049
-2.20
26,438.045
2,062.004
7.80
9.52
SDAX
106,452.978
8/12
0.02
112,652.105
-5.50
106,650.918
6,001.188
5.63
6.11
DJIA
286,618.987
8/12
-0.36
285,253.510
0.48
276,191.822
9,061.689
3.28
8.25
Athex Large Cap
26,594.536
8/12
1.16
27,011.743
-1.54
26,362.055
649.688
2.46
7.63
FTSE
75,587.291
8/12
0.52
75,186.902
0.53
68,696.758
6,490.143
9.45
7.61
⇓ freshest
⇓ 7/01/24
⇓ 2/05/24
prc diff
⇓
∅-RS
ISEQ-Overall
73,261.715
8/12
-0.11
72,539.629
1.00
69,871.143
2,668.486
3.82
3.50
OBX Price
419.314
8/12
1.02
419.239
0.02
371.697
47.542
12.79
7.91
ASX 50
37,255.331
8/12
0.41
36,984.596
0.73
35,194.548
1,790.048
5.09
7.79
BEL 20
31,561.727
8/12
-0.47
30,448.525
3.66
28,027.493
2,421.032
8.64
5.90
PSI 20
51,214.194
8/12
0.09
51,507.200
-0.57
48,109.758
3,397.442
7.06
4.75
TSX 60
7,112.387
8/12
0.21
6,914.872
2.86
6,700.919
213.954
3.19
3.77
TecDAX
25,469.695
8/12
-0.27
25,691.773
-0.86
25,881.457
-189.684
-0.73
2.11
L
STI
17,358.082
8/12
-0.81
17,911.705
-3.09
16,750.189
1,161.515
6.93
4.52
L
HSI
15,957.092
8/12
0.13
16,523.041
-3.43
14,273.240
2,249.801
15.76
2.58
OMXH 25
34,535.840
8/12
0.07
35,586.083
-2.95
34,275.589
1,310.494
3.82
3.51
CAC 40
56,637.884
8/12
-0.26
59,063.011
-4.11
58,673.427
389.584
0.66
0.38
NZX 50
54,284.594
8/12
0.31
52,110.770
4.17
51,997.329
113.441
0.22
2.30
L
SSE 50 ew
1,788.480
8/12
-0.09
1,866.650
-4.19
1,695.910
170.740
10.07
0.51
CAC Next 20
133,065.637
8/12
-0.27
132,951.590
0.09
135,217.065
-2,265.474
-1.68
-2.63
CAC Mid 60
103,672.901
8/12
-0.08
106,009.291
-2.20
107,188.953
-1,179.663
-1.10
-2.44
S
IPC
20,997.672
8/12
-0.02
20,935.756
0.30
24,449.297
-3,513.542
-14.37
-8.14
MDAX
188,667.963
8/12
-0.40
197,196.450
-4.32
197,807.794
-611.345
-0.31
-4.63
Indices - 42 out of 42 instruments rated - 7/01/24 / 2/05/24 - 37 did rise, Market-Ratio(21) in CNY = 88.10 %
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
11/14/22
294
SDAX
100
0
103,711.949
91,843.875
117,113.616
13,401.667
13
53,644
0
long
11/14/22
12/19/22
35
Merval
100
8
6,704.308
6,789.767
85.459
1
54,328
14
short
12/19/22
1/16/23
28
NASDAQ-100
100
0
77,304.660
77,669.184
76,940.137
-364.524
0
54,328
0
long
1/16/23
6/26/23
161
Merval
100
5
9,258.857
12,299.603
3,040.746
33
69,531
90
short
6/26/23
7/24/23
28
OMXH 25
100
2
34,515.348
35,128.576
33,902.119
-613.229
-2
68,305
-21
long
7/24/23
8/28/23
35
Merval
100
5
12,372.017
13,858.706
1,486.689
12
75,738
227
short
8/28/23
12/04/23
98
OMXH 25
100
2
33,829.786
33,687.362
33,972.813
143.027
0
76,024
2
long
12/04/23
8/12/24
252
Merval
100
4
16,656.305
12,670.702
-3,985.603
-24
60,082
-33
accum 6/05/06
8/12/24 6704
days out of 6858 invested (98%)
501
60,082
10
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 long 11/14/22 12/19/22 35 6,704.31 6,789.77 85.46 1.27 long 1/16/23 6/26/23 161 9,258.86 12,299.60 3,040.75 32.84 long 7/24/23 8/28/23 35 12,372.02 13,858.71 1,486.69 12.02 long 12/04/23 8/12/24 252 16,656.31 12,670.70 -3,985.60 -23.93 180.04 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 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total SDAX long 10/11/10 5/23/11 224 42,588.78 49,485.16 6,896.38 16.19 short 1/24/22 11/14/22 294 103,711.95 91,843.88 117,113.62 13,401.67 12.92 31.21 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 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 OMXH 25 short 6/26/23 7/24/23 28 34,515.35 35,128.58 33,902.12 -613.23 -1.78 short 8/28/23 12/04/23 98 33,829.79 33,687.36 33,972.81 143.03 0.42 -1.36 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 short 12/19/22 1/16/23 28 77,304.66 77,669.18 76,940.14 -364.52 -0.47 -2.29 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
9/28/23 Nikkei 225 stock split 1:4 (four for one) 2/20/15 Indices Build and analyzed.
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