Share-o-matic - Portfolio

Tue, Jan 21st, 2025, 14:29UTC

Assessment - STOXX Europe 50 in Renminbi yuán - 7/01/24 - RS = 22

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/29/24	prc diff	⇓ Δ22	∅-RS
		Stoxx 50	33,934.440	8/12/24	-0.16	35,213.166	-3.63	32,685.473	2,527.693	7.73	9.22
		ASML	6,128.824	8/12/24	0.08	7,454.419	-17.78	6,243.477	1,210.942	19.40	36.17
		Novo Nordisk	935.283	8/12/24	-2.80	1,052.285	-11.12	776.078	276.208	35.59	39.47
	L	ABB	366.775	8/12/24	0.55	406.024	-9.67	306.841	99.183	32.32	34.27
		Schneider Electric	1,650.158	8/12/24	0.38	1,760.299	-6.26	1,415.954	344.345	24.32	25.98
		SAP	1,478.698	8/12/24	-0.33	1,450.421	1.95	1,256.764	193.657	15.41	28.15
		Safran	1,501.351	8/12/24	-0.18	1,578.684	-4.90	1,353.736	224.948	16.62	20.34
		RELX	32,507.990	8/12/24	0.57	32,931.487	-1.29	29,721.839	3,209.648	10.80	19.94
	L	Münchener Rück	3,430.767	8/12/24	1.01	3,647.143	-5.93	3,068.210	578.933	18.87	19.70
		ING Groep	118.983	8/12/24	0.21	127.779	-6.88	101.410	26.369	26.00	21.65
		UBS	200.272	8/12/24	0.44	217.438	-7.89	213.169	4.269	2.00	13.30
	L	Prosus	256.604	8/12/24	1.77	258.675	-0.80	217.490	41.185	18.94	12.71
	L	AstraZeneca	117,658.485	8/12/24	0.63	113,276.212	3.87	96,172.808	17,103.405	17.78	15.78
		Banco Santander	31.941	8/12/24	-0.24	34.741	-8.06	27.711	7.030	25.37	15.64
	L	Richemont	1,033.192	8/12/24	1.22	1,132.723	-8.79	1,069.168	63.555	5.94	10.50
		EssilorLuxottica	1,619.303	8/12/24	-0.58	1,576.341	2.73	1,413.471	162.869	11.52	9.52
	L	Unilever Plc	43,399.225	8/12/24	-0.34	40,002.043	8.49	34,818.051	5,183.993	14.89	10.57
	L	HSBC	5,928.036	8/12/24	0.22	6,360.739	-6.80	5,614.934	745.805	13.28	11.40
	L	Zurich Insurance	3,745.120	8/12/24	0.85	3,890.992	-3.75	3,687.073	203.919	5.53	8.57
		Siemens	1,227.952	8/12/24	0.01	1,383.555	-11.25	1,298.190	85.365	6.58	13.64
		Allianz	1,998.937	8/12/24		2,050.493	-2.51	1,912.686	137.807	7.20	9.85
		Shell	257.971	8/12/24	0.93	264.650	-2.52	225.791	38.859	17.21	12.00
	L	Iberdrola	94.557	8/12/24	0.29	96.236	-1.75	85.491	10.745	12.57	9.86
	L	Deutsche Telekom	193.176	8/12/24	0.49	184.974	4.43	178.507	6.467	3.62	11.44
		Hermes International	15,669.668	8/12/24	-0.50	16,419.563	-4.57	15,256.489	1,163.073	7.62	4.99
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/29/24	prc diff	⇓ Δ22	∅-RS
		GSK	14,472.546	8/12/24	0.42	14,049.049	3.01	13,956.342	92.708	0.66	1.65
		L´Oreal	2,942.164	8/12/24	-1.59	3,220.250	-8.64	3,449.506	-229.256	-6.65	-2.88
	L	Novartis	779.649	8/12/24	0.16	779.488	0.02	771.545	7.943	1.03	7.90
		Airbus	1,044.853	8/12/24	-0.45	1,028.293	1.61	1,156.533	-128.240	-11.09	-6.91
		TotalEnergies	482.120	8/12/24	0.60	496.883	-2.97	467.097	29.786	6.38	4.40
		Enel	50.290	8/12/24	0.44	51.610	-2.56	48.277	3.333	6.90	6.62
		Glencore	3,776.948	8/12/24	1.27	4,250.620	-11.14	3,867.206	383.414	9.91	5.51
		Anheuser-Busch InBev	431.189	8/12/24	-0.47	425.253	1.40	445.608	-20.355	-4.57	-1.27
	L	Roche	2,238.852	8/12/24	0.25	2,015.611	11.08	2,049.066	-33.455	-1.63	1.75
		Axa	252.699	8/12/24	-0.77	244.184	3.49	240.725	3.460	1.44	4.57
		Rio Tinto	45,498.297	8/12/24	0.56	48,186.581	-5.58	50,761.915	-2,575.334	-5.07	1.32
	L	BAT	25,787.278	8/12/24		22,565.019	14.28	21,431.393	1,133.626	5.29	1.31
		BNP Paribas	462.825	8/12/24		481.729	-3.92	481.294	0.435	0.09	2.27
	S	BASF	322.455	8/12/24	-0.22	346.748	-7.01	349.566	-2.818	-0.81	-3.63
	L	Nestlé	714.369	8/12/24	-0.40	740.481	-3.53	825.356	-84.875	-10.28	-8.30
	S	Mercedes-Benz	448.999	8/12/24	-0.57	506.179	-11.30	480.053	26.126	5.44	-2.58
		Sanofi	747.317	8/12/24	-0.60	717.477	4.16	718.915	-1.438	-0.20	-0.19
		BP	4,047.157	8/12/24	1.35	4,405.288	-8.13	4,238.957	166.332	3.92	-0.34
	S	LVMH	4,961.020	8/12/24	-0.14	5,561.717	-10.80	6,022.380	-460.663	-7.65	-6.65
	S	Air Liquide	1,267.790	8/12/24	-0.79	1,270.290	-0.20	1,336.514	-66.224	-4.95	-5.24
		Deutsche Post	281.523	8/12/24	-0.36	300.895	-6.44	347.705	-46.809	-13.46	-6.91
	S	Vinci	801.840	8/12/24	-0.77	788.170	1.73	906.887	-118.717	-13.09	-8.12
	S	Diageo	22,569.622	8/12/24	1.03	22,832.006	-1.15	25,858.728	-3,026.721	-11.70	-15.07
	S	National Grid	9,007.595	8/12/24	-0.04	8,151.395	10.50	9,514.446	-1,363.052	-14.33	-11.32
		Reckitt Benckiser	38,482.979	8/12/24		39,486.482	-2.54	51,599.150	-12,112.668	-23.47	-17.38
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/29/24	prc diff	⇓ Δ22	∅-RS
	L	Bayer	202.784	8/12/24	-0.04	204.424	-0.80	238.514	-34.089	-14.29	-24.37
Europe 50 - 50 out of 50 instruments rated - 7/01/24 / 1/29/24 - 34 did rise, Market-Ratio(22) in CNY = 68.00 %

Technical Chart

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

1/04/21	scale up chart	7/01/24

Transactions STOXX Europe 50 in Renminbi yuán * 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	577	17.323	16.755	17.910	0.587	3	10,339	138
long	6/26/06	1/21/08	574		ABB	100	105	97.651	156.901		59.251	61	16,560	35
short	1/21/08	4/21/08	91		UBS	100	62	265.677	246.849	285.942	20.264	8	17,816	34
long	4/21/08	4/28/08	7		Rio Tinto	100	24	719.932	715.804		-4.127	-1	17,717	-26
short	4/28/08	6/23/08	56		UBS	100	71	246.227	146.556	413.685	167.457	68	29,607	2,842
long	6/23/08	6/30/08	7		Rio Tinto	100	44	670.969	679.605		8.635	1	29,987	95
short	6/30/08	8/11/08	42		UBS	100	207	144.445	146.901	141.988	-2.457	-2	29,478	-14
long	8/11/08	9/08/08	28		AstraZeneca	100	86	340.056	315.425		-24.631	-7	27,360	-62
short	9/08/08	3/30/09	203		UBS	100	184	148.387	60.533	363.744	215.357	145	66,986	401
long	3/30/09	4/06/09	7		AstraZeneca	100	291	229.986	240.903		10.916	5	70,162	1,022
short	4/06/09	4/13/09	7		Lloyds Bank	100	8,678	8.084	8.817	7.351	-0.733	-9	63,802	-99
long	4/13/09	8/30/10	504		Deutsche Bank	100	235	270.854	334.604		63.750	24	78,783	17
short	8/30/10	9/06/10	7		BP	100	1,960	40.177	42.728	37.626	-2.551	-6	73,783	-97
long	9/06/10	8/08/11	336		Novo Nordisk	100	1,236	59.687	70.518		10.831	18	87,170	20
short	8/08/11	12/19/11	133		Lloyds Bank	100	25,147	3.466	2.325	5.167	1.700	49	129,933	199
long	12/19/11	10/20/14	1036		Roche	100	120	1,078.588	1,744.809		666.221	62	209,879	18
short	10/20/14	11/10/14	21		Deutsche Bank	100	1,242	168.899	163.984	173.960	5.061	3	216,165	67
long	11/10/14	8/24/15	287		Novartis	100	459	470.864	513.667		42.803	9	235,812	12
short	8/24/15	10/26/15	63		Rio Tinto	100	1,083	217.675	242.675	192.676	-25.000	-11	208,738	-51
long	10/26/15	12/14/15	49		SAP	100	423	492.740	492.837		0.097	0	208,779	0
short	12/14/15	12/28/15	14		Rio Tinto	100	1,155	180.738	193.750	167.726	-13.012	-7	193,749	-86
long	12/28/15	1/04/16	7		SAP	100	373	518.654	499.572		-19.082	-4	186,632	-86
short	1/04/16	1/25/16	21		Rio Tinto	100	1,019	182.988	150.840	221.988	39.000	21	226,373	2,773
long	1/25/16	3/28/16	63		SAP	100	436	518.921	514.596		-4.325	-1	224,488	-5
short	3/28/16	4/18/16	21		Credit Suisse	100	2,414	92.960	97.622	88.298	-4.662	-5	213,234	-59
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	538	395.754	391.449		-4.305	-1	210,918	-43
short	4/25/16	5/16/16	21		Credit Suisse	100	2,148	98.178	89.239	108.012	9.834	10	232,042	426
long	5/16/16	3/05/18	658		BAT	100	587	395.020	371.148		-23.872	-6	218,030	-3
short	3/05/18	4/23/18	49		Imperial Brands	100	960	226.901	210.755	244.283	17.383	8	234,717	73
long	4/23/18	10/15/18	175		LVMH	100	108	2,167.047	2,087.976		-79.072	-4	226,177	-7
short	10/15/18	11/12/18	28		Intesa Sanpaolo	100	13,819	16.366	15.339	17.462	1.096	7	241,324	133
long	11/12/18	12/10/18	28		AstraZeneca	100	431	559.192	521.351		-37.841	-7	225,015	-60
short	12/10/18	2/11/19	63		Bayer	100	471	477.298	521.091	433.505	-43.793	-9	204,388	-43
long	2/11/19	3/02/20	385		Roche	100	111	1,835.651	2,288.315		452.664	25	254,634	23
short	3/02/20	6/22/20	112		Anheuser-Busch InBev	100	630	403.946	357.685	456.191	52.245	13	287,548	49
long	6/22/20	6/29/20	7		ASML	100	112	2,566.659	2,560.717		-5.943	0	286,882	-11
short	6/29/20	7/27/20	28		Airbus	100	569	503.480	509.273	497.688	-5.793	-1	283,586	-14
long	7/27/20	6/20/22	693		ASML	100	106	2,664.392	3,218.446		554.054	21	342,316	10
short	6/20/22	6/27/22	7		Adyen	100	39	8,718.134	10,064.962	7,371.305	-1,346.828	-15	289,790	-100
long	6/27/22	7/11/22	14		BAT	100	986	293.635	270.513		-23.121	-8	266,992	-88
short	7/11/22	7/25/22	14		Adidas	100	242	1,102.323	1,214.274	990.372	-111.951	-10	239,900	-94
long	7/25/22	9/05/22	42		Novo Nordisk	100	618	387.774	362.420		-25.354	-7	224,231	-44
short	9/05/22	11/07/22	63		Adidas	100	224	999.804	830.540	1,203.563	203.759	20	269,873	193
long	11/07/22	10/23/23	350		BP	100	6,477	41.662	47.617		5.956	14	308,449	15
short	10/23/23	10/30/23	7		Adyen	100	57	5,320.887	4,911.447	5,764.460	443.573	8	333,732	6,405
long	10/30/23	8/12/24	287		Novo Nordisk	100	473	704.467	935.283		230.816	33	442,908	43
accum	6/12/06	8/12/24	6798	days out of 6959 invested (98%)							4,329		442,908	23

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	265.68	246.85	285.94	20.26	7.63
	short	4/28/08	6/23/08	56	246.23	146.56	413.68	167.46	68.01
	short	6/30/08	8/11/08	42	144.44	146.90	141.99	-2.46	-1.70
	short	9/08/08	3/30/09	203	148.39	60.53	363.74	215.36	145.13	335.72
Roche	long	12/19/11	10/20/14	1036	1,078.59	1,744.81		666.22	61.77
	long	2/11/19	3/02/20	385	1,835.65	2,288.31		452.66	24.66	101.66
ABB	long	6/26/06	1/21/08	574	97.65	156.90		59.25	60.68	60.68
Novo Nordisk	long	9/06/10	8/08/11	336	59.69	70.52		10.83	18.15
	long	7/25/22	9/05/22	42	387.77	362.42		-25.35	-6.54
	long	10/30/23	8/12/24	287	704.47	935.28		230.82	32.76	46.60
Lloyds Bank	short	4/06/09	4/13/09	7	8.08	8.82	7.35	-0.73	-9.07
	short	8/08/11	12/19/11	133	3.47	2.33	5.17	1.70	49.06	35.54
Deutsche Bank	long	4/13/09	8/30/10	504	270.85	334.60		63.75	23.54
	short	10/20/14	11/10/14	21	168.90	163.98	173.96	5.06	3.00	27.24
ASML	long	6/22/20	6/29/20	7	2,566.66	2,560.72		-5.94	-0.23
	long	7/27/20	6/20/22	693	2,664.39	3,218.45		554.05	20.79	20.52
Anheuser-Busch InBev	short	3/02/20	6/22/20	112	403.95	357.69	456.19	52.24	12.93	12.93
Novartis	long	11/10/14	8/24/15	287	470.86	513.67		42.80	9.09	9.09
Adidas	short	7/11/22	7/25/22	14	1,102.32	1,214.27	990.37	-111.95	-10.16
	short	9/05/22	11/07/22	63	999.80	830.54	1,203.56	203.76	20.38	8.15
Imperial Brands	short	3/05/18	4/23/18	49	226.90	210.76	244.28	17.38	7.66	7.66
BP	short	8/30/10	9/06/10	7	40.18	42.73	37.63	-2.55	-6.35
	long	11/07/22	10/23/23	350	41.66	47.62		5.96	14.30	7.04
Intesa Sanpaolo	short	10/15/18	11/12/18	28	16.37	15.34	17.46	1.10	6.70	6.70
Credit Suisse	short	3/28/16	4/18/16	21	92.96	97.62	88.30	-4.66	-5.01
	short	4/25/16	5/16/16	21	98.18	89.24	108.01	9.83	10.02	4.50
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Vodafone	short	6/12/06	6/26/06	14	17.32	16.76	17.91	0.59	3.39	3.39
Rio Tinto	long	4/21/08	4/28/08	7	719.93	715.80		-4.13	-0.57
	long	6/23/08	6/30/08	7	670.97	679.60		8.64	1.29
	short	8/24/15	10/26/15	63	217.68	242.67	192.68	-25.00	-11.48
	short	12/14/15	12/28/15	14	180.74	193.75	167.73	-13.01	-7.20
	short	1/04/16	1/25/16	21	182.99	150.84	221.99	39.00	21.31	0.35
Airbus	short	6/29/20	7/27/20	28	503.48	509.27	497.69	-5.79	-1.15	-1.15
LVMH	long	4/23/18	10/15/18	175	2,167.05	2,087.98		-79.07	-3.65	-3.65
SAP	long	10/26/15	12/14/15	49	492.74	492.84		0.10	0.02
	long	12/28/15	1/04/16	7	518.65	499.57		-19.08	-3.68
	long	1/25/16	3/28/16	63	518.92	514.60		-4.32	-0.83	-4.46
Adyen	short	6/20/22	6/27/22	7	8,718.13	10,064.96	7,371.31	-1,346.83	-15.45
	short	10/23/23	10/30/23	7	5,320.89	4,911.45	5,764.46	443.57	8.34	-8.40
Bayer	short	12/10/18	2/11/19	63	477.30	521.09	433.51	-43.79	-9.18	-9.18
AstraZeneca	long	8/11/08	9/08/08	28	340.06	315.43		-24.63	-7.24
	long	3/30/09	4/06/09	7	229.99	240.90		10.92	4.75
	long	11/12/18	12/10/18	28	559.19	521.35		-37.84	-6.77	-9.42
BAT	long	4/18/16	4/25/16	7	395.75	391.45		-4.31	-1.09
	long	5/16/16	3/05/18	658	395.02	371.15		-23.87	-6.04
	long	6/27/22	7/11/22	14	293.63	270.51		-23.12	-7.87	-14.38

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.


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