| |
| |
Assessment - Iberia Index in Swiss Franc - 6/27/22 - RS = 11
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/27/22 |
⇓ Δwk |
4/11/22 |
prc diff |
⇓ Δ11 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
IBEX 35 |
8,160.346 |
10:05 |
-1.51 |
8,340.769 |
-2.16 |
8,693.171 |
-352.402 |
-4.05 |
|
-8.08 |
| |  |
 |
 |
 |
L |
 |
Caixabank |
3.363 |
10:05 |
-3.96 |
3.453 |
-2.61 |
3.221 |
0.232 |
7.19 |
|
19.94 |
| |  |
 |
 |
 |
|
 |
Repsol |
14.384 |
10:05 |
0.18 |
13.969 |
2.97 |
12.966 |
1.003 |
7.74 |
|
18.75 |
| |  |
 |
 |
 |
|
 |
Solaria Energía |
20.339 |
10:05 |
0.05 |
21.230 |
-4.19 |
23.209 |
-1.979 |
-8.53 |
|
18.32 |
| |  |
 |
 |
 |
|
 |
Banco Sabadell |
0.772 |
10:05 |
-3.05 |
0.795 |
-2.88 |
0.747 |
0.048 |
6.41 |
|
13.18 |
| |  |
 |
 |
 |
L |
 |
Bankinter |
6.011 |
10:05 |
-1.07 |
5.891 |
2.03 |
5.381 |
0.510 |
9.48 |
|
13.06 |
| |  |
 |
 |
 |
|
 |
Telefónica |
4.881 |
10:05 |
-0.56 |
4.789 |
1.92 |
4.737 |
0.052 |
1.11 |
|
9.87 |
| |  |
 |
 |
 |
|
 |
Acciona |
179.108 |
10:03 |
0.57 |
177.995 |
0.63 |
194.115 |
-16.120 |
-8.30 |
|
9.33 |
| |  |
 |
 |
 |
|
 |
Naturgy |
28.222 |
10:04 |
1.01 |
27.463 |
2.76 |
29.760 |
-2.297 |
-7.72 |
|
5.84 |
| |  |
 |
 |
 |
L |
 |
Grifols |
18.417 |
10:05 |
7.12 |
19.383 |
-4.99 |
16.186 |
3.197 |
19.75 |
|
2.34 |
| |  |
 |
 |
 |
|
 |
Enágas |
21.695 |
10:01 |
0.70 |
21.291 |
1.90 |
20.951 |
0.340 |
1.62 |
|
1.95 |
| |  |
 |
 |
 |
|
 |
Meliá Hotels |
6.183 |
10:05 |
-3.25 |
6.689 |
-7.56 |
6.430 |
0.259 |
4.02 |
|
-0.61 |
| |  |
 |
 |
 |
|
 |
Pharma Mar |
67.312 |
10:00 |
0.30 |
68.122 |
-1.19 |
75.358 |
-7.236 |
-9.60 |
|
-0.49 |
| |  |
 |
 |
 |
|
 |
Red Eléctrica |
18.397 |
10:05 |
0.30 |
18.594 |
-1.06 |
19.599 |
-1.005 |
-5.13 |
|
-0.89 |
| |  |
 |
 |
 |
|
 |
ACS |
23.456 |
10:04 |
-1.36 |
23.750 |
-1.24 |
24.799 |
-1.049 |
-4.23 |
|
-2.36 |
| |  |
 |
 |
 |
L |
 |
CIE Automotive |
23.497 |
09:59 |
-3.09 |
24.023 |
-2.19 |
19.655 |
4.368 |
22.22 |
|
-2.51 |
| |  |
 |
 |
 |
S |
 |
Merlin Properties |
9.436 |
10:04 |
-1.06 |
9.760 |
-3.32 |
10.734 |
-0.974 |
-9.07 |
|
-4.86 |
| |  |
 |
 |
 |
|
 |
Iberdrola |
10.032 |
10:05 |
-1.60 |
10.040 |
-0.08 |
10.703 |
-0.663 |
-6.19 |
|
-4.96 |
| |  |
 |
 |
 |
|
 |
Ferrovial |
23.780 |
10:05 |
-2.49 |
24.407 |
-2.57 |
25.173 |
-0.766 |
-3.04 |
|
-7.44 |
| |  |
 |
 |
 |
|
 |
Endesa |
18.159 |
10:05 |
-2.26 |
19.059 |
-4.73 |
19.857 |
-0.798 |
-4.02 |
|
-7.74 |
| |  |
 |
 |
 |
|
 |
Viscofan |
52.569 |
10:05 |
-1.33 |
53.479 |
-1.70 |
55.440 |
-1.960 |
-3.54 |
|
-7.90 |
| |  |
 |
 |
 |
S |
 |
Indra Sistemas |
9.158 |
10:05 |
1.34 |
8.960 |
2.20 |
9.220 |
-0.259 |
-2.81 |
|
-8.53 |
| |  |
 |
 |
 |
|
 |
aena |
121.834 |
10:04 |
-2.71 |
132.257 |
-7.88 |
149.612 |
-17.355 |
-11.60 |
|
-9.98 |
| |  |
 |
 |
 |
S |
 |
Amadeus IT |
52.721 |
10:05 |
-1.59 |
54.016 |
-2.40 |
56.139 |
-2.123 |
-3.78 |
|
-10.34 |
| |  |
 |
 |
 |
L |
 |
Siemens Gamesa |
18.073 |
10:05 |
0.08 |
18.138 |
-0.36 |
16.024 |
2.114 |
13.19 |
|
-11.43 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/27/22 |
⇓ Δwk |
4/11/22 |
prc diff |
⇓ Δ11 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
Mapfre |
1.690 |
10:05 |
-0.65 |
1.680 |
0.60 |
1.890 |
-0.210 |
-11.10 |
|
-12.05 |
| |  |
 |
 |
 |
|
 |
Banco Santander |
2.693 |
10:05 |
-2.74 |
2.803 |
-3.95 |
3.198 |
-0.394 |
-12.33 |
|
-12.20 |
| |  |
 |
 |
 |
|
 |
Acerinox |
9.457 |
10:04 |
-3.61 |
9.933 |
-4.79 |
9.674 |
0.259 |
2.67 |
|
-12.87 |
| |  |
 |
 |
 |
|
 |
Almirall |
10.746 |
09:48 |
-0.09 |
10.898 |
-1.39 |
12.425 |
-1.526 |
-12.28 |
|
-13.14 |
| |  |
 |
 |
 |
L |
 |
Inditex |
21.756 |
10:05 |
-1.87 |
22.080 |
-1.47 |
20.384 |
1.696 |
8.32 |
|
-18.51 |
| |  |
 |
 |
 |
S |
 |
ArcelorMittal |
21.969 |
10:01 |
-2.91 |
23.370 |
-6.00 |
28.981 |
-5.611 |
-19.36 |
|
-19.39 |
| |  |
 |
 |
 |
|
 |
Banco Bilbao Viz |
4.293 |
10:04 |
-1.75 |
4.467 |
-3.90 |
5.025 |
-0.558 |
-11.10 |
|
-19.49 |
| |  |
 |
 |
 |
S |
 |
Cellnex |
37.208 |
10:03 |
-1.18 |
39.363 |
-5.48 |
44.686 |
-5.323 |
-11.91 |
|
-20.89 |
| |  |
 |
 |
 |
S |
 |
Colonial |
6.208 |
10:05 |
-1.21 |
6.663 |
-6.83 |
8.394 |
-1.731 |
-20.62 |
|
-22.13 |
| |  |
 |
 |
 |
|
 |
Fluidra |
18.994 |
10:05 |
-5.68 |
23.092 |
-17.75 |
25.781 |
-2.689 |
-10.43 |
|
-25.69 |
| |  |
 |
 |
 |
|
 |
Intl. Cons. Airlines |
1.269 |
10:05 |
-3.87 |
1.359 |
-6.63 |
1.659 |
-0.300 |
-18.07 |
|
-27.04 |
IBEX 35 - 35 out of 35 instruments rated - 6/27/22 / 4/11/22 - 12 did rise, Market-Ratio(11) in CHF = 34.29 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions Iberia Index in Swiss Franc * A11 - 83/81 (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 |
1/09/06 |
7 |
|
- cash - |
long |
1/09/06 |
1/16/06 |
7 |
 |
 |
 |
Obrascón Huarte Lain |
100 |
516 |
|
19.344 |
19.503 |
|
0.159 |
1 |
10,082 |
53 |
|
short |
1/16/06 |
2/06/06 |
21 |
 |
 |
 |
Telefónica |
100 |
505 |
|
19.952 |
19.444 |
20.474 |
0.521 |
3 |
10,345 |
57 |
|
long |
2/06/06 |
5/08/06 |
91 |
 |
 |
 |
Obrascón Huarte Lain |
100 |
470 |
|
21.979 |
27.813 |
|
5.834 |
27 |
13,087 |
157 |
|
short |
5/08/06 |
8/07/06 |
91 |
 |
 |
 |
Repsol |
100 |
366 |
|
35.678 |
34.670 |
36.714 |
1.037 |
3 |
13,467 |
12 |
|
long |
8/07/06 |
1/08/07 |
154 |
 |
 |
 |
Sacyr |
100 |
353 |
|
38.087 |
59.693 |
|
21.606 |
57 |
21,094 |
190 |
|
short |
1/08/07 |
2/12/07 |
35 |
 |
 |
 |
Enágas |
100 |
784 |
|
26.894 |
28.951 |
24.838 |
-2.057 |
-8 |
19,481 |
-56 |
|
long |
2/12/07 |
2/26/07 |
14 |
 |
 |
 |
Obrascón Huarte Lain |
100 |
421 |
|
46.248 |
51.741 |
|
5.493 |
12 |
21,794 |
1,765 |
|
short |
2/26/07 |
5/21/07 |
84 |
 |
 |
 |
Enágas |
100 |
748 |
|
29.122 |
29.875 |
28.369 |
-0.753 |
-3 |
21,230 |
-11 |
|
long |
5/21/07 |
6/11/07 |
21 |
 |
 |
 |
Grifols |
100 |
1,773 |
|
11.970 |
12.214 |
|
0.244 |
2 |
21,664 |
42 |
|
short |
6/11/07 |
12/03/07 |
175 |
 |
 |
 |
Banco Bilbao Viz |
100 |
770 |
|
28.109 |
26.469 |
29.850 |
1.741 |
6 |
23,004 |
13 |
|
long |
12/03/07 |
12/10/07 |
7 |
 |
 |
 |
Acciona |
100 |
59 |
|
388.449 |
388.738 |
|
0.289 |
0 |
23,021 |
4 |
|
short |
12/10/07 |
4/07/08 |
119 |
 |
 |
 |
Sacyr |
100 |
566 |
|
40.610 |
29.833 |
55.280 |
14.670 |
36 |
31,324 |
158 |
|
long |
4/07/08 |
4/14/08 |
7 |
 |
 |
 |
ArcelorMittal |
100 |
120 |
|
260.229 |
248.753 |
|
-11.475 |
-4 |
29,947 |
-90 |
|
short |
4/14/08 |
4/28/08 |
14 |
 |
 |
 |
Mediaset Esp |
100 |
1,577 |
|
18.986 |
19.470 |
18.501 |
-0.484 |
-3 |
29,184 |
-49 |
|
long |
4/28/08 |
5/05/08 |
7 |
 |
 |
 |
ArcelorMittal |
100 |
103 |
|
281.306 |
283.986 |
|
2.681 |
1 |
29,460 |
64 |
|
short |
5/05/08 |
5/11/09 |
371 |
 |
 |
 |
Mediaset Esp |
100 |
1,396 |
|
21.100 |
11.174 |
39.841 |
18.741 |
89 |
55,623 |
87 |
|
long |
5/11/09 |
7/06/09 |
56 |
 |
 |
 |
Banco Popular |
100 |
1,235 |
|
45.014 |
42.839 |
|
-2.175 |
-5 |
52,937 |
-28 |
|
short |
7/06/09 |
8/03/09 |
28 |
 |
 |
 |
Naturgy |
100 |
2,827 |
|
18.723 |
20.601 |
16.845 |
-1.878 |
-10 |
47,626 |
-75 |
|
long |
8/03/09 |
8/10/09 |
7 |
 |
 |
 |
Obrascón Huarte Lain |
100 |
1,939 |
|
24.552 |
27.325 |
|
2.772 |
11 |
53,002 |
26,371 |
|
short |
8/10/09 |
8/24/09 |
14 |
 |
 |
 |
Naturgy |
100 |
2,539 |
|
20.868 |
22.229 |
19.508 |
-1.361 |
-7 |
49,547 |
-83 |
|
long |
8/24/09 |
10/26/09 |
63 |
 |
 |
 |
Obrascón Huarte Lain |
100 |
1,805 |
|
27.440 |
26.639 |
|
-0.802 |
-3 |
48,100 |
-16 |
|
short |
10/26/09 |
8/09/10 |
287 |
 |
 |
 |
Grifols |
100 |
5,688 |
|
8.455 |
6.270 |
11.402 |
2.947 |
35 |
64,862 |
46 |
|
long |
8/09/10 |
8/16/10 |
7 |
 |
 |
 |
Inditex |
100 |
4,615 |
|
14.055 |
13.688 |
|
-0.367 |
-3 |
63,168 |
-75 |
|
short |
8/16/10 |
9/20/10 |
35 |
 |
 |
 |
Siemens Gamesa |
100 |
8,190 |
|
7.712 |
7.061 |
8.424 |
0.712 |
9 |
68,998 |
151 |
|
long |
9/20/10 |
9/27/10 |
7 |
 |
 |
 |
Inditex |
100 |
4,463 |
|
15.458 |
15.452 |
|
-0.006 |
0 |
68,971 |
-2 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
9/27/10 |
1/24/11 |
119 |
 |
 |
 |
Siemens Gamesa |
100 |
10,335 |
|
6.673 |
7.584 |
5.762 |
-0.911 |
-14 |
59,557 |
-36 |
|
long |
1/24/11 |
2/28/11 |
35 |
 |
 |
 |
Sacyr |
100 |
8,353 |
|
7.130 |
9.043 |
|
1.913 |
27 |
75,540 |
1,093 |
|
short |
2/28/11 |
3/21/11 |
21 |
 |
 |
 |
Banco Sabadell |
100 |
23,401 |
|
3.228 |
3.238 |
3.218 |
-0.011 |
0 |
75,295 |
-6 |
|
long |
3/21/11 |
4/04/11 |
14 |
 |
 |
 |
Sacyr |
100 |
8,125 |
|
9.267 |
9.827 |
|
0.560 |
6 |
79,848 |
362 |
|
short |
4/04/11 |
2/06/12 |
308 |
 |
 |
 |
Banco Sabadell |
100 |
24,388 |
|
3.274 |
2.816 |
3.807 |
0.533 |
16 |
92,848 |
20 |
|
long |
2/06/12 |
2/13/12 |
7 |
 |
 |
 |
Bankinter |
100 |
22,267 |
|
4.170 |
3.988 |
|
-0.182 |
-4 |
88,797 |
-90 |
|
short |
2/13/12 |
8/20/12 |
189 |
 |
 |
 |
Sacyr |
100 |
22,153 |
|
4.008 |
1.542 |
10.418 |
6.409 |
160 |
230,784 |
533 |
|
long |
8/20/12 |
11/05/12 |
77 |
 |
 |
 |
Grifols |
100 |
17,094 |
|
13.500 |
15.724 |
|
2.223 |
16 |
268,791 |
106 |
|
short |
11/05/12 |
1/07/13 |
63 |
 |
 |
 |
Banco Popular |
100 |
37,109 |
|
7.243 |
4.230 |
12.404 |
5.160 |
71 |
460,289 |
2,157 |
|
long |
1/07/13 |
2/04/13 |
28 |
 |
 |
 |
Mediaset Esp |
100 |
66,867 |
|
6.884 |
6.380 |
|
-0.503 |
-7 |
426,636 |
-63 |
|
short |
2/04/13 |
9/09/13 |
217 |
 |
 |
 |
Bankia |
100 |
15,692 |
|
27.186 |
3.727 |
198.317 |
171.130 |
629 |
3,112,015 |
2,729 |
|
long |
9/09/13 |
12/16/13 |
98 |
 |
 |
 |
Siemens Gamesa |
100 |
468,108 |
|
6.648 |
8.585 |
|
1.937 |
29 |
4,018,726 |
159 |
|
short |
12/16/13 |
1/20/14 |
35 |
 |
 |
 |
Acciona |
100 |
82,766 |
|
48.555 |
59.508 |
37.602 |
-10.953 |
-23 |
3,112,181 |
-93 |
|
long |
1/20/14 |
1/27/14 |
7 |
 |
 |
 |
Siemens Gamesa |
100 |
298,517 |
|
10.425 |
9.342 |
|
-1.083 |
-10 |
2,788,831 |
-100 |
|
short |
1/27/14 |
2/17/14 |
21 |
 |
 |
 |
Repsol |
100 |
129,831 |
|
21.480 |
21.527 |
21.434 |
-0.047 |
0 |
2,782,756 |
-4 |
|
long |
2/17/14 |
3/10/14 |
21 |
 |
 |
 |
Siemens Gamesa |
100 |
272,821 |
|
10.200 |
10.451 |
|
0.251 |
2 |
2,851,340 |
53 |
|
short |
3/10/14 |
6/09/14 |
91 |
 |
 |
 |
Inditex |
100 |
111,626 |
|
25.544 |
26.524 |
24.563 |
-0.981 |
-4 |
2,741,884 |
-15 |
|
long |
6/09/14 |
6/16/14 |
7 |
 |
 |
 |
Bankia |
100 |
367,620 |
|
7.458 |
7.161 |
|
-0.298 |
-4 |
2,632,408 |
-88 |
|
short |
6/16/14 |
3/02/15 |
259 |
 |
 |
 |
ArcelorMittal |
100 |
65,922 |
|
39.932 |
30.926 |
51.559 |
11.627 |
29 |
3,398,912 |
43 |
|
long |
3/02/15 |
3/09/15 |
7 |
 |
 |
 |
Intl. Cons. Airlines |
100 |
401,494 |
|
8.466 |
8.201 |
|
-0.265 |
-3 |
3,292,578 |
-81 |
|
short |
3/09/15 |
3/23/15 |
14 |
 |
 |
 |
Endesa |
100 |
174,345 |
|
18.885 |
19.174 |
18.597 |
-0.289 |
-2 |
3,242,213 |
-33 |
|
long |
3/23/15 |
5/11/15 |
49 |
 |
 |
 |
Intl. Cons. Airlines |
100 |
378,473 |
|
8.567 |
8.221 |
|
-0.345 |
-4 |
3,111,571 |
-26 |
|
short |
5/11/15 |
4/25/16 |
350 |
 |
 |
 |
Obrascón Huarte Lain |
100 |
156,016 |
|
19.944 |
6.416 |
61.997 |
42.053 |
211 |
9,672,453 |
226 |
|
long |
4/25/16 |
5/09/16 |
14 |
 |
 |
 |
aena |
100 |
72,944 |
|
132.601 |
136.062 |
|
3.461 |
3 |
9,924,942 |
96 |
|
short |
5/09/16 |
9/12/16 |
126 |
 |
 |
 |
Banco Popular |
100 |
4,358,937 |
|
2.277 |
1.321 |
3.924 |
1.647 |
72 |
17,102,725 |
384 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
9/12/16 |
9/19/16 |
7 |
 |
 |
 |
Siemens Gamesa |
100 |
752,972 |
|
22.714 |
23.385 |
|
0.671 |
3 |
17,608,011 |
356 |
|
short |
9/19/16 |
2/06/17 |
140 |
 |
 |
 |
Banco Popular |
100 |
14,748,597 |
|
1.194 |
0.904 |
1.576 |
0.383 |
32 |
23,249,688 |
106 |
|
long |
2/06/17 |
2/27/17 |
21 |
 |
 |
 |
ArcelorMittal |
100 |
990,054 |
|
23.483 |
26.956 |
|
3.472 |
15 |
26,687,633 |
999 |
|
short |
2/27/17 |
3/20/17 |
21 |
 |
 |
 |
Banco Popular |
100 |
30,762,395 |
|
0.868 |
0.997 |
0.738 |
-0.130 |
-15 |
22,696,495 |
-94 |
|
long |
3/20/17 |
6/05/17 |
77 |
 |
 |
 |
ArcelorMittal |
100 |
835,947 |
|
27.151 |
20.424 |
|
-6.727 |
-25 |
17,073,299 |
-74 |
|
short |
6/05/17 |
3/11/19 |
644 |
 |
 |
 |
ArcelorMittal |
100 |
835,947 |
|
20.424 |
23.072 |
17.776 |
-2.648 |
-13 |
14,860,047 |
-8 |
|
long |
3/11/19 |
3/25/19 |
14 |
 |
 |
 |
Acciona |
100 |
147,049 |
|
101.055 |
109.572 |
|
8.517 |
8 |
16,112,454 |
725 |
|
short |
3/25/19 |
10/21/19 |
210 |
 |
 |
 |
DIA |
100 |
23,108,459 |
|
0.697 |
0.485 |
1.003 |
0.305 |
44 |
23,170,852 |
88 |
|
long |
10/21/19 |
11/04/19 |
14 |
 |
 |
 |
Cellnex |
100 |
534,243 |
|
43.371 |
41.609 |
|
-1.762 |
-4 |
22,229,277 |
-66 |
|
short |
11/04/19 |
11/11/19 |
7 |
 |
 |
 |
DIA |
100 |
110,983,084 |
|
0.200 |
0.144 |
0.278 |
0.078 |
39 |
30,853,297 |
> 999,999 |
|
long |
11/11/19 |
11/25/19 |
14 |
 |
 |
 |
Cellnex |
100 |
760,569 |
|
40.566 |
41.283 |
|
0.717 |
2 |
31,398,385 |
58 |
|
short |
11/25/19 |
6/01/20 |
189 |
 |
 |
 |
DIA |
100 |
114,024,782 |
|
0.275 |
0.123 |
0.618 |
0.343 |
124 |
70,478,718 |
377 |
|
long |
6/01/20 |
6/15/20 |
14 |
 |
 |
 |
Cellnex |
100 |
1,302,346 |
|
54.117 |
53.783 |
|
-0.333 |
-1 |
70,044,681 |
-15 |
|
short |
6/15/20 |
11/30/20 |
168 |
 |
 |
 |
Banco Sabadell |
100 |
200,520,716 |
|
0.349 |
0.352 |
0.346 |
-0.003 |
-1 |
69,440,324 |
-2 |
|
long |
11/30/20 |
1/25/21 |
56 |
 |
 |
 |
Siemens Gamesa |
100 |
2,143,469 |
|
32.396 |
39.516 |
|
7.120 |
22 |
84,701,841 |
265 |
|
short |
1/25/21 |
4/12/21 |
77 |
 |
 |
 |
Intl. Cons. Airlines |
100 |
49,675,337 |
|
1.705 |
2.622 |
0.788 |
-0.917 |
-54 |
39,159,069 |
-97 |
|
long |
4/12/21 |
4/19/21 |
7 |
 |
 |
 |
ArcelorMittal |
100 |
1,462,266 |
|
26.780 |
27.259 |
|
0.480 |
2 |
39,860,422 |
152 |
|
short |
4/19/21 |
5/10/21 |
21 |
 |
 |
 |
Cellnex |
100 |
789,694 |
|
50.476 |
51.445 |
49.507 |
-0.969 |
-2 |
39,095,390 |
-29 |
|
long |
5/10/21 |
5/17/21 |
7 |
 |
 |
 |
ArcelorMittal |
100 |
1,295,609 |
|
30.175 |
29.595 |
|
-0.581 |
-2 |
38,343,082 |
-64 |
|
short |
5/17/21 |
5/23/22 |
371 |
 |
 |
 |
Pharma Mar |
100 |
418,261 |
|
91.673 |
72.115 |
116.534 |
24.861 |
27 |
48,741,633 |
27 |
|
long |
5/23/22 |
5/30/22 |
7 |
 |
 |
 |
Solaria Energía |
100 |
2,107,246 |
|
23.130 |
22.669 |
|
-0.461 |
-2 |
47,769,810 |
-65 |
|
short |
5/30/22 |
6/30/22 |
31 |
 |
 |
 |
Fluidra |
100 |
1,839,233 |
|
25.973 |
18.994 |
35.516 |
9.544 |
37 |
65,322,589 |
3,883 |
|
accum | 1/09/06 |
6/30/22 | 6016 |
days out of 6023 invested (100%) |
653,126 |
65,322,589 |
70 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Sacyr | long | 8/07/06 | 1/08/07 | 154 | 38.09 | 59.69 | | 21.61 | 56.73 | | | |
| short | 12/10/07 | 4/07/08 | 119 | 40.61 | 29.83 | 55.28 | 14.67 | 36.12 | | | |
| long | 1/24/11 | 2/28/11 | 35 | 7.13 | 9.04 | | 1.91 | 26.84 | | | |
| long | 3/21/11 | 4/04/11 | 14 | 9.27 | 9.83 | | 0.56 | 6.05 | | | |
| short | 2/13/12 | 8/20/12 | 189 | 4.01 | 1.54 | 10.42 | 6.41 | 159.90 | | | 645.85 |
Bankia | short | 2/04/13 | 9/09/13 | 217 | 27.19 | 3.73 | 198.32 | 171.13 | 629.47 | | | |
| long | 6/09/14 | 6/16/14 | 7 | 7.46 | 7.16 | | -0.30 | -3.99 | | | 600.34 |
Obrascón Huarte Lain | long | 1/09/06 | 1/16/06 | 7 | 19.34 | 19.50 | | 0.16 | 0.82 | | | |
| long | 2/06/06 | 5/08/06 | 91 | 21.98 | 27.81 | | 5.83 | 26.55 | | | |
| long | 2/12/07 | 2/26/07 | 14 | 46.25 | 51.74 | | 5.49 | 11.88 | | | |
| long | 8/03/09 | 8/10/09 | 7 | 24.55 | 27.32 | | 2.77 | 11.29 | | | |
| long | 8/24/09 | 10/26/09 | 63 | 27.44 | 26.64 | | -0.80 | -2.92 | | | |
| short | 5/11/15 | 4/25/16 | 350 | 19.94 | 6.42 | 62.00 | 42.05 | 210.85 | | | 379.38 |
DIA | short | 3/25/19 | 10/21/19 | 210 | 0.70 | 0.48 | 1.00 | 0.31 | 43.81 | | | |
| short | 11/04/19 | 11/11/19 | 7 | 0.20 | 0.14 | 0.28 | 0.08 | 38.80 | | | |
| short | 11/25/19 | 6/01/20 | 189 | 0.28 | 0.12 | 0.62 | 0.34 | 124.47 | | | 348.03 |
Banco Popular | long | 5/11/09 | 7/06/09 | 56 | 45.01 | 42.84 | | -2.18 | -4.83 | | | |
| short | 11/05/12 | 1/07/13 | 63 | 7.24 | 4.23 | 12.40 | 5.16 | 71.24 | | | |
| short | 5/09/16 | 9/12/16 | 126 | 2.28 | 1.32 | 3.92 | 1.65 | 72.32 | | | |
| short | 9/19/16 | 2/06/17 | 140 | 1.19 | 0.90 | 1.58 | 0.38 | 32.04 | | | |
| short | 2/27/17 | 3/20/17 | 21 | 0.87 | 1.00 | 0.74 | -0.13 | -14.96 | | | 215.36 |
Mediaset Esp | short | 4/14/08 | 4/28/08 | 14 | 18.99 | 19.47 | 18.50 | -0.48 | -2.55 | | | |
| short | 5/05/08 | 5/11/09 | 371 | 21.10 | 11.17 | 39.84 | 18.74 | 88.82 | | | |
| long | 1/07/13 | 2/04/13 | 28 | 6.88 | 6.38 | | -0.50 | -7.31 | | | 70.55 |
Grifols | long | 5/21/07 | 6/11/07 | 21 | 11.97 | 12.21 | | 0.24 | 2.04 | | | |
| short | 10/26/09 | 8/09/10 | 287 | 8.46 | 6.27 | 11.40 | 2.95 | 34.85 | | | |
| long | 8/20/12 | 11/05/12 | 77 | 13.50 | 15.72 | | 2.22 | 16.47 | | | 60.27 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Siemens Gamesa | short | 8/16/10 | 9/20/10 | 35 | 7.71 | 7.06 | 8.42 | 0.71 | 9.23 | | | |
| short | 9/27/10 | 1/24/11 | 119 | 6.67 | 7.58 | 5.76 | -0.91 | -13.65 | | | |
| long | 9/09/13 | 12/16/13 | 98 | 6.65 | 8.59 | | 1.94 | 29.14 | | | |
| long | 1/20/14 | 1/27/14 | 7 | 10.43 | 9.34 | | -1.08 | -10.39 | | | |
| long | 2/17/14 | 3/10/14 | 21 | 10.20 | 10.45 | | 0.25 | 2.46 | | | |
| long | 9/12/16 | 9/19/16 | 7 | 22.71 | 23.38 | | 0.67 | 2.95 | | | |
| long | 11/30/20 | 1/25/21 | 56 | 32.40 | 39.52 | | 7.12 | 21.98 | | | 40.45 |
Fluidra | short | 5/30/22 | 6/30/22 | 31 | 25.97 | 18.99 | 35.52 | 9.54 | 36.74 | | | 36.74 |
Pharma Mar | short | 5/17/21 | 5/23/22 | 371 | 91.67 | 72.12 | 116.53 | 24.86 | 27.12 | | | 27.12 |
Banco Sabadell | short | 2/28/11 | 3/21/11 | 21 | 3.23 | 3.24 | 3.22 | -0.01 | -0.33 | | | |
| short | 4/04/11 | 2/06/12 | 308 | 3.27 | 2.82 | 3.81 | 0.53 | 16.28 | | | |
| short | 6/15/20 | 11/30/20 | 168 | 0.35 | 0.35 | 0.35 | -0.00 | -0.86 | | | 14.90 |
Banco Bilbao Viz | short | 6/11/07 | 12/03/07 | 175 | 28.11 | 26.47 | 29.85 | 1.74 | 6.19 | | | 6.19 |
Repsol | short | 5/08/06 | 8/07/06 | 91 | 35.68 | 34.67 | 36.71 | 1.04 | 2.91 | | | |
| short | 1/27/14 | 2/17/14 | 21 | 21.48 | 21.53 | 21.43 | -0.05 | -0.22 | | | 2.68 |
Telefónica | short | 1/16/06 | 2/06/06 | 21 | 19.95 | 19.44 | 20.47 | 0.52 | 2.61 | | | 2.61 |
aena | long | 4/25/16 | 5/09/16 | 14 | 132.60 | 136.06 | | 3.46 | 2.61 | | | 2.61 |
Endesa | short | 3/09/15 | 3/23/15 | 14 | 18.89 | 19.17 | 18.60 | -0.29 | -1.53 | | | -1.53 |
Solaria Energía | long | 5/23/22 | 5/30/22 | 7 | 23.13 | 22.67 | | -0.46 | -1.99 | | | -1.99 |
Bankinter | long | 2/06/12 | 2/13/12 | 7 | 4.17 | 3.99 | | -0.18 | -4.36 | | | -4.36 |
Cellnex | long | 10/21/19 | 11/04/19 | 14 | 43.37 | 41.61 | | -1.76 | -4.06 | | | |
| long | 11/11/19 | 11/25/19 | 14 | 40.57 | 41.28 | | 0.72 | 1.77 | | | |
| long | 6/01/20 | 6/15/20 | 14 | 54.12 | 53.78 | | -0.33 | -0.62 | | | |
| short | 4/19/21 | 5/10/21 | 21 | 50.48 | 51.44 | 49.51 | -0.97 | -1.92 | | | -4.83 |
Inditex | long | 8/09/10 | 8/16/10 | 7 | 14.05 | 13.69 | | -0.37 | -2.61 | | | |
| long | 9/20/10 | 9/27/10 | 7 | 15.46 | 15.45 | | -0.01 | -0.04 | | | |
| short | 3/10/14 | 6/09/14 | 91 | 25.54 | 26.52 | 24.56 | -0.98 | -3.84 | | | -6.39 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
ArcelorMittal | long | 4/07/08 | 4/14/08 | 7 | 260.23 | 248.75 | | -11.48 | -4.41 | | | |
| long | 4/28/08 | 5/05/08 | 7 | 281.31 | 283.99 | | 2.68 | 0.95 | | | |
| short | 6/16/14 | 3/02/15 | 259 | 39.93 | 30.93 | 51.56 | 11.63 | 29.12 | | | |
| long | 2/06/17 | 2/27/17 | 21 | 23.48 | 26.96 | | 3.47 | 14.79 | | | |
| long | 3/20/17 | 6/05/17 | 77 | 27.15 | 20.42 | | -6.73 | -24.78 | | | |
| short | 6/05/17 | 3/11/19 | 644 | 20.42 | 23.07 | 17.78 | -2.65 | -12.96 | | | |
| long | 4/12/21 | 4/19/21 | 7 | 26.78 | 27.26 | | 0.48 | 1.79 | | | |
| long | 5/10/21 | 5/17/21 | 7 | 30.18 | 29.59 | | -0.58 | -1.92 | | | -6.51 |
Enágas | short | 1/08/07 | 2/12/07 | 35 | 26.89 | 28.95 | 24.84 | -2.06 | -7.65 | | | |
| short | 2/26/07 | 5/21/07 | 84 | 29.12 | 29.88 | 28.37 | -0.75 | -2.59 | | | -10.04 |
Naturgy | short | 7/06/09 | 8/03/09 | 28 | 18.72 | 20.60 | 16.84 | -1.88 | -10.03 | | | |
| short | 8/10/09 | 8/24/09 | 14 | 20.87 | 22.23 | 19.51 | -1.36 | -6.52 | | | -15.90 |
Acciona | long | 12/03/07 | 12/10/07 | 7 | 388.45 | 388.74 | | 0.29 | 0.07 | | | |
| short | 12/16/13 | 1/20/14 | 35 | 48.55 | 59.51 | 37.60 | -10.95 | -22.56 | | | |
| long | 3/11/19 | 3/25/19 | 14 | 101.05 | 109.57 | | 8.52 | 8.43 | | | -15.97 |
Intl. Cons. Airlines | long | 3/02/15 | 3/09/15 | 7 | 8.47 | 8.20 | | -0.26 | -3.13 | | | |
| long | 3/23/15 | 5/11/15 | 49 | 8.57 | 8.22 | | -0.35 | -4.03 | | | |
| short | 1/25/21 | 4/12/21 | 77 | 1.71 | 2.62 | 0.79 | -0.92 | -53.77 | | | -57.02 |
Annotations
8/03/18 | IBEX 35 | | | CIE Automotive replaces Abertis Infraestructuras (acquired by Hochtief) |
7/03/18 | Gas Natural | | | renames Naturgy Energy |
6/19/17 | IBEX 35 | | | Inmobiliaria Colonial replaces Banco Popular |
6/07/17 | IBEX 35 | | | Banco Popular was excluded from the index |
5/18/17 | ArcelorMittal | | | reverse stock split 3:1 (one for three)
ISIN change from LU0323134006 to LU1598757687 |
11/03/16 | IBEX 35 | | | Cellnex, Melia Hotels and Viscofan replace FFC, OHL and Sacyr |
7/11/16 | Red Eléctrica | | | forward stock split 1:4 (four for one) |
1/04/16 | Grifols | | | forward stock split 1:2 (two for one) |
12/29/15 | IBEX 35 | | | complete analysis |
12/21/15 | IBEX 35 | | | Merlin Properties replaces Abengoa |
| Merlin Properties | | | recording started |
8/26/15 | IBEX 35 | | | complete analysis |
8/24/15 | IBEX 35 | | | Acerinox and aena replace BME and Jazztel |
| aena | | | recording started |
|
|