Wed, 28th Oct 2020, 17:25UTC
 
RS Chart
Assessment - Amsterdam Exchange index in Renminbi yuán - 26/10/20 - RS = 15
 ⇐ 
  instrument freshest Δday 26/10/20 Δwk 13/07/20  prc diff Δ15   ∅-RS
real-time RS chart chart add note AEX 4,234.693  17:05 -2.12 4,328.728 -2.17 4,603.015 -274.287 -5.96   -0.53 
real-time RS chart chart add note Adyen 12,218.281  16:36 -2.31 12,214.316 0.03 11,132.800 1,081.516 9.71   66.50 
real-time RS chart chart L add note IMCD 796.448  16:39 -1.86 811.513 -1.86 681.964 129.549 19.00   29.34 
real-time RS chart chart add note DSM 1,087.038  16:36 -2.32 1,101.707 -1.33 1,022.627 79.080 7.73   19.00 
real-time RS chart chart add note Prosus 656.980  16:37 -0.50 642.233 2.30 699.935 -57.702 -8.24   15.76 
real-time RS chart chart add note Just Eat Takeaway 771.789  16:38 -2.46 783.841 -1.54 749.874 33.968 4.53   15.65 
real-time RS chart chart L add note ArcelorMittal 92.133  16:39 -1.36 98.714 -6.67 82.558 16.156 19.57   13.78 
real-time RS chart chart add note ASM International 930.048  16:36 -3.26 975.639 -4.67 1,178.089 -202.450 -17.18   12.80 
real-time RS chart chart add note ASML 2,450.396  16:39 -0.13 2,452.378 -0.08 2,811.032 -358.654 -12.76   12.52 
real-time RS chart chart L add note Randstad 337.133  16:38 -5.83 373.050 -9.63 332.632 40.418 12.15   10.08 
real-time RS chart chart add note Akzo Nobel 659.993  16:38 -2.14 667.922 -1.19 671.785 -3.863 -0.58   7.99 
real-time RS chart chart add note Wolters Kluwer 551.686  16:37 -1.53 558.505 -1.22 559.026 -0.521 -0.09   6.18 
real-time RS chart chart add note NN 237.150  16:35 -3.89 251.819 -5.82 254.066 -2.248 -0.88   6.17 
real-time RS chart chart add note Ahold Delhaize 189.340  16:35 -0.54 192.432 -1.61 195.778 -3.346 -1.71   5.05 
real-time RS chart chart L add note Unilever 394.141  16:38 -3.10 401.197 -1.76 372.790 28.408 7.62   3.61 
real-time RS chart chart L add note KPN 18.783  16:35 0.51 18.989 -1.09 19.164 -0.175 -0.91   3.47 
real-time RS chart chart add note Philips 321.037  16:37 -2.96 327.063 -1.84 343.646 -16.583 -4.83   2.32 
real-time RS chart chart add note ASR 207.814  16:35 -2.42 218.438 -4.86 232.755 -14.317 -6.15   -2.07 
real-time RS chart chart add note Heineken 614.482  16:38 -3.17 641.440 -4.20 675.920 -34.480 -5.10   -2.94 
real-time RS chart chart L add note ING Groep 46.724  16:37 -4.30 51.141 -8.64 51.131 0.009 0.02   -7.02 
real-time RS chart chart L add note Aegon 18.323  16:36 -5.01 19.743 -7.19 22.210 -2.467 -11.11   -9.86 
real-time RS chart chart S add note RELX 137.049  16:35 -2.48 140.340 -2.34 159.915 -19.575 -12.24   -13.26 
real-time RS chart chart L add note ABN AMRO 55.470  16:36 -3.40 59.640 -6.99 64.809 -5.168 -7.97   -18.66 
real-time RS chart chart S add note Galapagos 817.459  16:38 -4.76 856.310 -4.54 1,372.515 -516.205 -37.61   -34.32 
real-time RS chart chart S add note Royal Dutch Shell A 79.827  16:39 -2.25 83.538 -4.44 114.620 -31.082 -27.12   -35.43 
  instrument freshest Δday 26/10/20 Δwk 13/07/20  prc diff Δ15   ∅-RS
real-time RS chart chart L add note UnibailRodaWestfield 267.676  16:39 -6.53 298.361 -10.28 410.005 -111.644 -27.23   -38.20 
 AEX - 25 out of 25 instruments rated - 26/10/20 / 13/07/20 - 8 did rise, Market-Ratio(15) in CNY = 32.00 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
AEX RS = 15 - B/S = 87/70
Market Chart
4/01/16 scale up chart 26/10/20
 


Transactions Amsterdam Exchange index in Renminbi yuán * A15 - 87/70 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
2/01/06 30/01/06 28    - cash -
long 30/01/06  15/05/06 105  RT RS QC  Boskalis 100  56   178.279  196.474    18.195 10  11,019 40  
short 15/05/06   4/09/06 112  RT RS QC  Unilever Cert 100  60   182.843  192.436 173.250  -9.593 -5  10,443 -16  
long 4/09/06   5/03/07 182  RT RS QC  Aalberts 100  63   165.255  179.056    13.801 8  11,313 17  
short 5/03/07   7/05/07 63  RT RS QC  Royal Dutch Shell A 100  458   24.695  27.733 21.657  -3.038 -12  9,921 -53  
long 7/05/07  14/05/07 7  RT RS QC  ArcelorMittal 100  7   1,332.480  1,308.208    -24.272 -2  9,752 -62  
short 14/05/07  18/06/07 35  RT RS QC  Gemalto 100  54   180.450  181.516 179.383  -1.066 -1  9,694 -6  
long 18/06/07  30/07/07 42  RT RS QC  ArcelorMittal 100  6   1,488.778  1,394.350    -94.429 -6  9,127 -43  
short 30/07/07   5/05/08 280  RT RS QC  Aegon 100  68   134.209  114.797 156.903  22.694 17  10,671 23  
long 5/05/08   9/06/08 35  RT RS QC  ArcelorMittal 100  5   1,878.797  2,168.732    289.935 15  12,120 347  
short 9/06/08  13/07/09 399  RT RS QC  Aegon 100  121   99.392  37.711 261.959  162.567 164  31,791 143  
long 13/07/09   1/02/10 203  RT RS QC  Vopak 100  184   172.366  262.743    90.377 52  48,420 113  
short 1/02/10  17/01/11 350  RT RS QC  Aegon 100  1,133   42.705  46.558 38.852  -3.853 -9  44,055 -9  
long 17/01/11  28/03/11 70  RT RS QC  Aalberts 100  331   132.733  154.398    21.665 16  51,226 120  
short 28/03/11   2/01/12 280  RT RS QC  Philips 100  250   204.879  135.782 309.138  104.259 51  77,290 71  
long 2/01/12   9/04/12 98  RT RS QC  Vopak 100  228   338.384  370.031    31.646 9  84,506 40  
short 9/04/12   3/09/12 147  RT RS QC  ArcelorMittal 100  264   320.038  283.325 361.507  41.470 13  95,454 35  
long 3/09/12  15/10/12 42  RT RS QC  Gemalto 100  186   511.762  548.740    36.978 7  102,332 83  
short 15/10/12   2/02/15 840  RT RS QC  KPN 100  3,458   29.587  19.555 44.765  15.178 51  154,816 20  
long 2/02/15   8/06/15 126  RT RS QC  Altice 100  8,177   18.931  29.056    10.124 53  237,604 246  
short 8/06/15  30/05/16 357  RT RS QC  Delta Lloyd 100  2,234   106.357  33.741 335.255  228.898 215  748,961 223  
long 30/05/16  13/06/16 14  RT RS QC  Wolters Kluwer 100  2,830   264.594  250.066    -14.529 -5  707,845 -77  
short 13/06/16  10/10/16 119  RT RS QC  Delta Lloyd 100  24,215   29.231  39.955 18.508  -10.724 -37  448,174 -75  
long 10/10/16  24/10/16 14  RT RS QC  ArcelorMittal 100  3,436   130.419  127.150    -3.269 -3  436,942 -48  
short 24/10/16  20/02/17 119  RT RS QC  Aegon 100  15,765   27.715  37.027 18.403  -9.312 -34  290,140 -72  
long 20/02/17  17/04/17 56  RT RS QC  ArcelorMittal 100  1,529   189.715  156.575    -33.140 -17  239,469 -71  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 17/04/17   1/04/19 714  RT RS QC  KPN 100  11,725   20.423  20.941 19.904  -0.519 -3  233,389 -1  
long 1/04/19  13/05/19 42  RT RS QC  Galapagos 100  295   789.151  769.315    -19.835 -3  227,538 -20  
short 13/05/19  18/11/19 189  RT RS QC  ArcelorMittal 100  1,913   118.927  114.140 123.914  4.987 4  237,078 8  
long 18/11/19  27/01/20 70  RT RS QC  Galapagos 100  180   1,315.834  1,575.406    259.571 20  283,801 156  
short 27/01/20  29/06/20 154  RT RS QC  ABN AMRO 100  2,384   119.035  61.546 230.222  111.187 93  548,871 378  
long 29/06/20   7/09/20 70  RT RS QC  Adyen 100  53   10,276.247  10,813.264    537.017 5  577,333 30  
short 7/09/20  28/10/20 51  RT RS QC  UnibailRodaWestfield 100  1,834   314.714  267.676 370.018  55.304 18  678,761 219  
accum30/01/06 28/10/205385 days out of 5413 invested (99%) 6,688 678,761 33  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Delta Lloydshort  8/06/15 30/05/16357106.3633.74335.25228.90 215.22 
 short 13/06/16 10/10/1611929.2339.9518.51-10.72 -36.6999.58 
 ABN AMROshort 27/01/20 29/06/20154119.0361.55230.22111.19 93.4193.41 
 Aegonshort 30/07/07  5/05/08280134.21114.80156.9022.69 16.91 
 short  9/06/08 13/07/0939999.3937.71261.96162.57 163.56 
 short  1/02/10 17/01/1135042.7146.5638.85-3.85 -9.02 
 short 24/10/16 20/02/1711927.7137.0318.40-9.31 -33.6086.14 
 Vopaklong 13/07/09  1/02/10203172.37262.7490.38 52.43 
 long  2/01/12  9/04/1298338.38370.0331.65 9.3566.69 
 Alticelong  2/02/15  8/06/1512618.9329.0610.12 53.4853.48 
 Philipsshort 28/03/11  2/01/12280204.88135.78309.14104.26 50.8950.89 
 KPNshort 15/10/12  2/02/1584029.5919.5644.7615.18 51.30 
 short 17/04/17  1/04/1971420.4220.9419.90-0.52 -2.5447.46 
 Aalbertslong  4/09/06  5/03/07182165.25179.0613.80 8.35 
 long 17/01/11 28/03/1170132.73154.4021.66 16.3226.04 
 UnibailRodaWestfieldshort  7/09/20 28/10/2051314.71267.68370.0255.30 17.5717.57 
 Galapagoslong  1/04/19 13/05/1942789.15769.32-19.84 -2.51 
 long 18/11/19 27/01/20701,315.831,575.41259.57 19.7316.72 
 Boskalislong 30/01/06 15/05/06105178.28196.4718.19 10.2110.21 
 Gemaltoshort 14/05/07 18/06/0735180.45181.52179.38-1.07 -0.59 
 long  3/09/12 15/10/1242511.76548.7436.98 7.236.59 
 Adyenlong 29/06/20  7/09/207010,276.2510,813.26537.02 5.235.23 
 ArcelorMittallong  7/05/07 14/05/0771,332.481,308.21-24.27 -1.82 
 long 18/06/07 30/07/07421,488.781,394.35-94.43 -6.34 
 long  5/05/08  9/06/08351,878.802,168.73289.93 15.43 
 short  9/04/12  3/09/12147320.04283.33361.5141.47 12.96 
 long 10/10/16 24/10/1614130.42127.15-3.27 -2.51 
 long 20/02/17 17/04/1756189.71156.57-33.14 -17.47 
 short 13/05/19 18/11/19189118.93114.14123.914.99 4.190.52 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Unilever Certshort 15/05/06  4/09/06112182.84192.44173.25-9.59 -5.25-5.25 
 Wolters Kluwerlong 30/05/16 13/06/1614264.59250.07-14.53 -5.49-5.49 
 Royal Dutch Shell Ashort  5/03/07  7/05/076324.6927.7321.66-3.04 -12.30-12.30 


Annotations
5/06/18Unibail-RodamcoISIN change from FR0000124711 to FR0013326246 following Westfield acquisition
18/05/17ArcelorMittalreverse stock split 3:1 (one for three)
ISIN change from LU0323134006 to LU1598757687
24/07/16Ahold Delhaizemerger
7/07/16AEXABN AMRO, Galapagos and SBM Offshore replace Delta Lloyd, OCI and TNT Express
25/08/15AEXcomplete analysis
 AEXNN Group and Vopak replace Fugro and SBM Offshore
 NNrecording started
1/07/15RELXstock split 1,000:1,538 (1,538 for one thousand)