Share-o-matic - Signals

Sat, 12th Oct 2024, 6:32UTC

Assessment - Amsterdam Exchange index in Dollar - 1/07/24 - RS = 15

		instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	18/03/24	prc diff	⇓ Δ15	⇓∅-RS
	L	AEX	949.966	12/08	0.26	990.082	-4.05	928.097	61.985	6.68	14.24
		ABN AMRO	16.400	12/08	0.92	16.803	-2.39	16.605	0.198	1.19	9.79
		Adyen	1,177.737	12/08	1.14	1,194.041	-1.37	1,569.512	-375.471	-23.92	1.11
		Aegon	5.966	12/08	0.22	6.281	-5.02	5.825	0.457	7.84	12.43
	L	Ahold Delhaize	31.878	12/08	-0.30	29.990	6.29	29.514	0.477	1.61	-1.62
		Akzo Nobel	57.214	12/08	-0.74	60.260	-5.06	71.790	-11.530	-16.06	-18.86
		ArcelorMittal	21.570	12/08	0.10	22.836	-5.54	26.492	-3.656	-13.80	-11.94
	L	ASM International	613.968	12/08	1.24	752.336	-18.39	599.193	153.143	25.56	45.92
		ASML	841.578	12/08	0.08	1,023.601	-17.78	946.621	76.981	8.13	35.08
		ASR	47.034	12/08	0.46	48.075	-2.16	46.244	1.831	3.96	6.48
		BE Semiconductor	123.995	12/08	3.03	166.632	-25.59	154.962	11.670	7.53	28.23
		DSM-Firmenich	125.765	12/08	-2.29	113.430	10.87	113.012	0.418	0.37	13.32
		Exor	98.306	12/08	0.94	104.795	-6.19	110.827	-6.032	-5.44	7.24
	L	Heineken	85.080	12/08	-0.50	96.321	-11.67	91.618	4.703	5.13	-0.14
	S	IMCD	148.397	12/08	-0.54	139.119	6.67	173.496	-34.378	-19.81	-5.94
		ING Groep	16.338	12/08	0.21	17.546	-6.88	15.534	2.012	12.95	20.63
	L	KPN	3.840	12/08	0.25	3.871	-0.80	3.617	0.254	7.03	9.60
		NN	47.903	12/08	0.74	47.131	1.64	44.472	2.659	5.98	19.01
	L	Philips	27.952	12/08	-0.91	25.153	11.13	20.748	4.405	21.23	16.01
	L	Prosus	35.236	12/08	1.77	35.520	-0.80	29.693	5.826	19.62	11.75
	S	Randstad	44.085	12/08	-0.22	45.919	-3.99	54.767	-8.848	-16.16	-17.03
		RELX	44.235	12/08	0.44	45.307	-2.37	43.189	2.118	4.90	19.17
		Shell	35.423	12/08	0.93	36.340	-2.52	32.906	3.435	10.44	11.03
	L	Unilever	59.101	12/08	-0.36	55.068	7.32	48.527	6.542	13.48	9.86
		Universal Music	23.759	12/08		29.422	-19.25	28.970	0.452	1.56	8.18
		instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	18/03/24	prc diff	⇓ Δ15	⇓∅-RS
		Wolters Kluwer	160.893	12/08	0.20	164.701	-2.31	157.843	6.858	4.34	18.59
AEX - 25 out of 25 instruments rated - 1/07/24 / 18/03/24 - 19 did rise, Market-Ratio(15) in USD = 76.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	AEX RS = 15 - B/S = 87/70

6/01/20	scale up chart	1/07/24

Transactions Amsterdam Exchange index in Dollar * A15 - 87/70 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		30/01/06	28		- cash -
long	30/01/06	15/05/06	105		Boskalis	100	452	22.113	24.539		2.426	11	11,097	44
short	15/05/06	4/09/06	112		Unilever Cert	100	485	22.837	24.196	21.478	-1.359	-6	10,437	-18
long	4/09/06	5/03/07	182		Aalberts	100	502	20.778	23.118		2.340	11	11,612	24
short	5/03/07	7/05/07	63		Shell	100	3,642	3.188	3.599	2.778	-0.411	-13	10,116	-55
long	7/05/07	14/05/07	7		ArcelorMittal	100	58	172.931	170.415		-2.516	-1	9,970	-53
short	14/05/07	18/06/07	35		Gemalto	100	424	23.506	23.806	23.207	-0.299	-1	9,843	-13
long	18/06/07	30/07/07	42		ArcelorMittal	100	50	195.252	184.441		-10.811	-6	9,303	-39
short	30/07/07	5/05/08	280		Aegon	100	524	17.753	16.427	19.186	1.433	8	10,054	11
long	5/05/08	9/06/08	35		ArcelorMittal	100	37	268.840	313.256		44.416	17	11,697	393
short	9/06/08	13/07/09	399		Aegon	100	814	14.356	5.519	37.345	22.988	160	30,410	140
long	13/07/09	1/02/10	203		Vopak	100	1,205	25.226	38.484		13.258	53	46,385	114
short	1/02/10	17/01/11	350		Aegon	100	7,415	6.255	7.067	5.443	-0.812	-13	40,364	-13
long	17/01/11	28/03/11	70		Aalberts	100	2,003	20.147	23.536		3.389	17	47,152	125
short	28/03/11	2/01/12	280		Philips	100	1,509	31.232	21.369	45.646	14.414	46	68,903	64
long	2/01/12	9/04/12	98		Vopak	100	1,293	53.255	58.644		5.389	10	75,871	43
short	9/04/12	3/09/12	147		ArcelorMittal	100	1,495	50.721	44.723	57.523	6.802	13	86,040	37
long	3/09/12	15/10/12	42		Gemalto	100	1,065	80.782	87.109		6.327	8	92,778	93
short	15/10/12	2/02/15	840		KPN	100	19,753	4.697	3.124	7.061	2.364	50	139,477	19
long	2/02/15	8/06/15	126		Altice	100	46,116	3.024	4.682		1.658	55	215,934	255
short	8/06/15	30/05/16	357		Delta Lloyd	100	12,598	17.140	5.122	57.351	40.211	235	722,511	244
long	30/05/16	13/06/16	14		Wolters Kluwer	100	17,986	40.169	37.970		-2.199	-5	682,964	-77
short	13/06/16	10/10/16	119		Delta Lloyd	100	153,871	4.439	5.959	2.918	-1.520	-34	449,043	-72
long	10/10/16	24/10/16	14		ArcelorMittal	100	23,086	19.450	18.879		-0.571	-3	435,857	-54
short	24/10/16	20/02/17	119		Aegon	100	105,916	4.115	5.382	2.848	-1.267	-31	301,630	-68
long	20/02/17	17/04/17	56		ArcelorMittal	100	10,937	27.578	22.763		-4.815	-17	248,970	-71
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	17/04/17	1/04/19	714		KPN	100	83,853	2.969	3.122	2.816	-0.153	-5	236,131	-3
long	1/04/19	13/05/19	42		Galapagos	100	2,006	117.657	111.933		-5.724	-5	224,648	-35
short	13/05/19	18/11/19	189		ArcelorMittal	100	12,982	17.303	16.255	18.419	1.116	6	239,131	13
long	18/11/19	27/01/20	70		Galapagos	100	1,276	187.395	227.022		39.627	21	289,695	172
short	27/01/20	29/06/20	154		ABN AMRO	100	16,888	17.153	8.697	33.832	16.678	97	571,355	400
long	29/06/20	7/09/20	70		Adyen	100	393	1,452.155	1,583.733		131.577	9	623,065	57
short	7/09/20	29/03/21	203		UnibailRodaWestfield	100	13,517	46.094	78.342	13.846	-32.248	-70	187,166	-88
long	29/03/21	31/05/21	63		ArcelorMittal	100	6,662	28.095	32.903		4.809	17	219,200	150
short	31/05/21	9/01/23	588		Galapagos	100	2,932	74.749	45.037	124.063	49.314	66	363,790	37
long	9/01/23	13/03/23	63		Prosus	100	9,929	36.638	31.969		-4.669	-13	317,430	-55
short	13/03/23	12/02/24	336		NN	100	8,340	38.060	40.114	36.006	-2.054	-5	300,298	-6
long	12/02/24	12/08/24	182		BE Semiconductor	100	1,754	171.125	123.995		-47.130	-28	217,632	-48
accum	30/01/06	12/08/24	6830	days out of 6858 invested (100%)							2,076		217,632	18

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Delta Lloyd	short	8/06/15	30/05/16	357	17.14	5.12	57.35	40.21	234.61
	short	13/06/16	10/10/16	119	4.44	5.96	2.92	-1.52	-34.25	120.00
ABN AMRO	short	27/01/20	29/06/20	154	17.15	8.70	33.83	16.68	97.23	97.23
Galapagos	long	1/04/19	13/05/19	42	117.66	111.93		-5.72	-4.87
	long	18/11/19	27/01/20	70	187.40	227.02		39.63	21.15
	short	31/05/21	9/01/23	588	74.75	45.04	124.06	49.31	65.97	91.29
Aegon	short	30/07/07	5/05/08	280	17.75	16.43	19.19	1.43	8.07
	short	9/06/08	13/07/09	399	14.36	5.52	37.34	22.99	160.12
	short	1/02/10	17/01/11	350	6.25	7.07	5.44	-0.81	-12.98
	short	24/10/16	20/02/17	119	4.12	5.38	2.85	-1.27	-30.80	69.29
Vopak	long	13/07/09	1/02/10	203	25.23	38.48		13.26	52.56
	long	2/01/12	9/04/12	98	53.26	58.64		5.39	10.12	67.99
Altice	long	2/02/15	8/06/15	126	3.02	4.68		1.66	54.82	54.82
Philips	short	28/03/11	2/01/12	280	31.23	21.37	45.65	14.41	46.15	46.15
KPN	short	15/10/12	2/02/15	840	4.70	3.12	7.06	2.36	50.34
	short	17/04/17	1/04/19	714	2.97	3.12	2.82	-0.15	-5.16	42.58
Aalberts	long	4/09/06	5/03/07	182	20.78	23.12		2.34	11.26
	long	17/01/11	28/03/11	70	20.15	23.54		3.39	16.82	29.98
ArcelorMittal	long	7/05/07	14/05/07	7	172.93	170.42		-2.52	-1.45
	long	18/06/07	30/07/07	42	195.25	184.44		-10.81	-5.54
	long	5/05/08	9/06/08	35	268.84	313.26		44.42	16.52
	short	9/04/12	3/09/12	147	50.72	44.72	57.52	6.80	13.41
	long	10/10/16	24/10/16	14	19.45	18.88		-0.57	-2.94
	long	20/02/17	17/04/17	56	27.58	22.76		-4.81	-17.46
	short	13/05/19	18/11/19	189	17.30	16.26	18.42	1.12	6.45
	long	29/03/21	31/05/21	63	28.09	32.90		4.81	17.12	22.87
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Boskalis	long	30/01/06	15/05/06	105	22.11	24.54		2.43	10.97	10.97
Adyen	long	29/06/20	7/09/20	70	1,452.16	1,583.73		131.58	9.06	9.06
Gemalto	short	14/05/07	18/06/07	35	23.51	23.81	23.21	-0.30	-1.27
	long	3/09/12	15/10/12	42	80.78	87.11		6.33	7.83	6.46
NN	short	13/03/23	12/02/24	336	38.06	40.11	36.01	-2.05	-5.40	-5.40
Wolters Kluwer	long	30/05/16	13/06/16	14	40.17	37.97		-2.20	-5.47	-5.47
Unilever Cert	short	15/05/06	4/09/06	112	22.84	24.20	21.48	-1.36	-5.95	-5.95
Prosus	long	9/01/23	13/03/23	63	36.64	31.97		-4.67	-12.74	-12.74
Shell	short	5/03/07	7/05/07	63	3.19	3.60	2.78	-0.41	-12.88	-12.88
BE Semiconductor	long	12/02/24	12/08/24	182	171.12	123.99		-47.13	-27.54	-27.54
UnibailRodaWestfield	short	7/09/20	29/03/21	203	46.09	78.34	13.85	-32.25	-69.96	-69.96

Annotations

21/02/24	AEX	Component update: ABN Amro and ASR Nederland replace Signify and Unibail-Rodamco-Westfield
14/09/23	Prosus	stock split 1:2.1796 (two-point-onesevenninesix for one)
18/05/17	ArcelorMittal	reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
24/07/16	Ahold Delhaize	merger
7/07/16	AEX	ABN AMRO, Galapagos and SBM Offshore replace Delta Lloyd, OCI and TNT Express
25/08/15	AEX	complete analysis
	AEX	NN Group and Vopak replace Fugro and SBM Offshore
	NN	recording started
1/07/15	RELX	stock split 1,000:1,538 (1,538 for one thousand)


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