Share-o-matic - Open Transactions

Wed, 19th Mar 2025, 9:55UTC

Assessment - STOXX Europe 50 in Japanese yen - 1/07/24 - RS = 22

		⇓instrument	freshest		Δday	1/07/24	⇓ Δwk	29/01/24	prc diff	⇓ Δ22	⇓∅-RS
		Stoxx 50	752,888.080	12/08/24	-0.16	781,258.599	-3.63	672,593.207	108,665.392	16.16	17.87
	L	Prosus	5,693.168	12/08/24	1.77	5,739.094	-0.80	4,475.451	1,263.643	28.23	21.60
		BP	89,792.448	12/08/24	1.35	97,738.140	-8.13	87,228.152	10,509.989	12.05	7.47
		Glencore	83,797.434	12/08/24	1.27	94,306.582	-11.14	79,578.366	14,728.216	18.51	13.76
	L	Richemont	22,922.966	12/08/24	1.22	25,131.224	-8.79	22,001.063	3,130.161	14.23	19.17
	S	Diageo	500,742.009	12/08/24	1.03	506,563.403	-1.15	532,114.196	-25,550.793	-4.80	-8.60
	L	Münchener Rück	76,116.874	12/08/24	1.01	80,917.505	-5.93	63,136.829	17,780.676	28.16	29.34
		Shell	5,723.497	12/08/24	0.93	5,871.675	-2.52	4,646.264	1,225.411	26.37	20.90
	L	Zurich Insurance	83,091.282	12/08/24	0.85	86,327.676	-3.75	75,871.626	10,456.050	13.78	17.13
	L	AstraZeneca	2,610,435.601	12/08/24	0.63	2,513,208.109	3.87	1,979,019.118	534,188.991	26.99	24.92
		TotalEnergies	10,696.570	12/08/24	0.60	11,024.122	-2.97	9,611.804	1,412.318	14.69	12.72
		RELX	721,240.071	12/08/24	0.57	730,636.005	-1.29	611,608.293	119,027.712	19.46	29.64
		Rio Tinto	1,009,450.136	12/08/24	0.56	1,069,093.892	-5.58	1,044,565.541	24,528.351	2.35	9.29
	L	ABB	8,137.474	12/08/24	0.55	9,008.261	-9.67	6,314.091	2,694.169	42.67	45.14
	L	Deutsche Telekom	4,285.907	12/08/24	0.49	4,103.933	4.43	3,673.270	430.663	11.72	20.25
		Enel	1,115.757	12/08/24	0.44	1,145.046	-2.56	993.427	151.619	15.26	14.95
		UBS	4,443.336	12/08/24	0.44	4,824.194	-7.89	4,386.542	437.652	9.98	22.48
		GSK	321,095.834	12/08/24	0.42	311,699.900	3.01	287,189.981	24,509.919	8.53	9.79
		Schneider Electric	36,611.315	12/08/24	0.38	39,054.958	-6.26	29,137.128	9,917.830	34.04	36.22
	L	Iberdrola	2,097.893	12/08/24	0.29	2,135.155	-1.75	1,759.211	375.944	21.37	18.47
	L	Roche	49,672.387	12/08/24	0.25	44,719.453	11.08	42,165.144	2,554.309	6.06	9.51
	L	HSBC	131,522.651	12/08/24	0.22	141,122.845	-6.80	115,542.657	25,580.188	22.14	20.19
		ING Groep	2,639.827	12/08/24	0.21	2,834.972	-6.88	2,086.788	748.184	35.85	31.37
	L	Novartis	17,297.720	12/08/24	0.16	17,294.144	0.02	15,876.650	1,417.494	8.93	16.32
		ASML	135,977.457	12/08/24	0.08	165,387.824	-17.78	128,476.662	36,911.162	28.73	47.29
		⇓instrument	freshest		Δday	1/07/24	⇓ Δwk	29/01/24	prc diff	⇓ Δ22	⇓∅-RS
		Siemens	27,244.018	12/08/24	0.01	30,696.313	-11.25	26,713.823	3,982.490	14.91	22.71
		Allianz	44,349.517	12/08/24		45,493.350	-2.51	39,358.749	6,134.601	15.59	18.63
	L	BAT	572,130.682	12/08/24		500,639.879	14.28	441,009.654	59,630.225	13.52	9.14
		BNP Paribas	10,268.499	12/08/24		10,687.904	-3.92	9,903.942	783.963	7.92	10.35
		Reckitt Benckiser	853,804.445	12/08/24		876,068.724	-2.54	1,061,793.944	-185,725.220	-17.49	-11.18
	L	Bayer	4,499.076	12/08/24	-0.04	4,535.470	-0.80	4,908.070	-372.600	-7.59	-18.92
	S	National Grid	199,847.433	12/08/24	-0.04	180,851.305	10.50	195,785.814	-14,934.509	-7.63	-4.42
	S	LVMH	110,067.911	12/08/24	-0.14	123,395.296	-10.80	123,926.979	-531.683	-0.43	0.59
		Safran	33,309.798	12/08/24	-0.18	35,025.547	-4.90	27,856.831	7,168.716	25.73	30.19
	S	BASF	7,154.154	12/08/24	-0.22	7,693.142	-7.01	7,193.288	499.854	6.95	3.94
		Banco Santander	708.656	12/08/24	-0.24	770.787	-8.06	570.227	200.560	35.17	24.98
		SAP	32,807.204	12/08/24	-0.33	32,179.829	1.95	25,861.356	6,318.473	24.43	38.60
	L	Unilever Plc	962,878.985	12/08/24	-0.34	887,507.252	8.49	716,476.830	171,030.422	23.87	19.24
		Deutsche Post	6,246.020	12/08/24	-0.36	6,675.824	-6.44	7,154.975	-479.151	-6.70	0.22
	L	Nestlé	15,849.389	12/08/24	-0.40	16,428.722	-3.53	16,983.966	-555.244	-3.27	-1.28
		Airbus	23,181.678	12/08/24	-0.45	22,814.265	1.61	23,798.833	-984.568	-4.14	0.51
		Anheuser-Busch InBev	9,566.602	12/08/24	-0.47	9,434.888	1.40	9,169.607	265.281	2.89	6.52
		Hermes International	347,655.848	12/08/24	-0.50	364,293.416	-4.57	313,944.091	50,349.325	16.04	13.37
	S	Mercedes-Benz	9,961.744	12/08/24	-0.57	11,230.358	-11.30	9,878.399	1,351.959	13.69	5.02
		EssilorLuxottica	35,926.748	12/08/24	-0.58	34,973.554	2.73	29,086.044	5,887.511	20.24	18.25
		Sanofi	16,580.376	12/08/24	-0.60	15,918.340	4.16	14,793.653	1,124.686	7.60	7.50
		Axa	5,606.514	12/08/24	-0.77	5,417.608	3.49	4,953.567	464.041	9.37	12.92
	S	Vinci	17,790.066	12/08/24	-0.77	17,486.777	1.73	18,661.682	-1,174.905	-6.30	-0.91
	S	Air Liquide	28,127.888	12/08/24	-0.79	28,183.347	-0.20	27,502.435	680.912	2.48	2.26
		L´Oreal	65,276.458	12/08/24	-1.59	71,446.223	-8.64	70,983.037	463.186	0.65	4.76
		⇓instrument	freshest		Δday	1/07/24	⇓ Δwk	29/01/24	prc diff	⇓ Δ22	⇓∅-RS
		Novo Nordisk	20,750.704	12/08/24	-2.80	23,346.575	-11.12	15,969.925	7,376.651	46.19	51.02
Europe 50 - 50 out of 50 instruments rated - 1/07/24 / 29/01/24 - 41 did rise, Market-Ratio(22) in JPY = 82.00 %

Technical Chart

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

4/01/21	scale up chart	1/07/24

Transactions STOXX Europe 50 in Japanese yen * 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
2/01/06		12/06/06	161		- cash -
short	12/06/06	26/06/06	14		Vodafone	100	40	246.445	244.081	248.832	2.387	1	10,095	29
long	26/06/06	21/01/08	574		ABB	100	7	1,422.520	2,314.650		892.130	63	16,340	36
short	21/01/08	21/04/08	91		UBS	100	4	3,919.345	3,659.382	4,197.776	278.431	7	17,454	32
long	21/04/08	28/04/08	7		Rio Tinto	100	1	10,672.524	10,663.028		-9.497	0	17,445	-5
short	28/04/08	23/06/08	56		UBS	100	4	3,667.941	2,286.389	5,884.297	2,216.355	60	26,310	2,077
long	23/06/08	30/06/08	7		Rio Tinto	100	2	10,467.667	10,510.689		43.021	0	26,396	24
short	30/06/08	11/08/08	42		UBS	100	11	2,233.966	2,360.389	2,107.543	-126.423	-6	25,005	-40
long	11/08/08	8/09/08	28		AstraZeneca	100	4	5,463.976	4,967.632		-496.344	-9	23,020	-71
short	8/09/08	30/03/09	203		UBS	100	9	2,336.942	867.171	6,297.831	3,960.890	169	58,668	494
long	30/03/09	6/04/09	7		AstraZeneca	100	17	3,294.675	3,535.060		240.385	7	62,755	3,833
short	6/04/09	13/04/09	7		Lloyds Bank	100	528	118.629	129.311	107.947	-10.682	-9	57,114	-99
long	13/04/09	30/08/10	504		Deutsche Bank	100	14	3,972.339	4,194.406		222.066	6	60,223	4
short	30/08/10	6/09/10	7		BP	100	119	503.639	529.434	477.843	-25.795	-5	57,154	-94
long	6/09/10	8/08/11	336		Novo Nordisk	100	77	739.560	858.645		119.085	16	66,323	18
short	8/08/11	19/12/11	133		Lloyds Bank	100	1,571	42.207	28.371	62.791	20.584	49	98,661	197
long	19/12/11	20/10/14	1036		Roche	100	7	13,158.707	30,465.890		17,307.183	132	219,812	34
short	20/10/14	10/11/14	21		Deutsche Bank	100	74	2,949.115	3,075.854	2,822.376	-126.739	-4	210,433	-53
long	10/11/14	24/08/15	287		Novartis	100	23	8,831.987	9,499.352		667.366	8	225,782	10
short	24/08/15	26/10/15	63		Rio Tinto	100	56	4,025.510	4,619.766	3,431.254	-594.256	-15	192,504	-60
long	26/10/15	14/12/15	49		SAP	100	20	9,380.238	9,238.667		-141.571	-2	189,672	-11
short	14/12/15	28/12/15	14		Rio Tinto	100	55	3,388.093	3,593.627	3,182.559	-205.534	-6	178,368	-80
long	28/12/15	4/01/16	7		SAP	100	18	9,619.852	9,130.582		-489.270	-5	169,561	-93
short	4/01/16	25/01/16	21		Rio Tinto	100	50	3,344.434	2,711.511	4,125.095	780.661	23	208,594	3,734
long	25/01/16	28/03/16	63		SAP	100	22	9,328.187	8,995.972		-332.216	-4	201,285	-19
short	28/03/16	18/04/16	21		Credit Suisse	100	123	1,625.090	1,640.732	1,609.448	-15.642	-1	199,362	-15
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	18/04/16	25/04/16	7		BAT	100	29	6,651.471	6,705.150		53.679	1	200,918	52
short	25/04/16	16/05/16	21		Credit Suisse	100	119	1,681.696	1,493.394	1,893.742	212.045	13	226,152	688
long	16/05/16	5/03/18	658		BAT	100	34	6,610.546	6,207.390		-403.157	-6	212,444	-3
short	5/03/18	23/04/18	49		Imperial Brands	100	55	3,794.875	3,626.511	3,971.057	176.181	5	222,134	40
long	23/04/18	15/10/18	175		LVMH	100	5	37,288.871	33,761.613		-3,527.258	-9	204,498	-19
short	15/10/18	12/11/18	28		Intesa Sanpaolo	100	772	264.636	250.751	279.289	14.654	6	215,811	102
long	12/11/18	10/12/18	28		AstraZeneca	100	23	9,141.288	8,539.542		-601.746	-7	201,970	-59
short	10/12/18	11/02/19	63		Bayer	100	25	7,817.968	8,504.344	7,131.592	-686.376	-9	184,811	-41
long	11/02/19	2/03/20	385		Roche	100	6	29,958.285	35,493.888		5,535.602	18	218,025	17
short	2/03/20	22/06/20	112		Anheuser-Busch InBev	100	34	6,265.584	5,409.553	7,257.077	991.493	16	251,735	61
long	22/06/20	29/06/20	7		ASML	100	6	38,817.602	38,988.778		171.175	0	252,762	26
short	29/06/20	27/07/20	28		Airbus	100	32	7,665.857	7,667.554	7,664.160	-1.697	0	252,708	0
long	27/07/20	20/06/22	693		ASML	100	6	40,114.729	64,983.913		24,869.184	62	401,923	29
short	20/06/22	27/06/22	7		Adyen	100	2	176,028.593	203,653.272	148,403.914	-27,624.679	-16	346,674	-100
long	27/06/22	11/07/22	14		BAT	100	58	5,941.372	5,534.289		-407.083	-7	323,063	-84
short	11/07/22	25/07/22	14		Adidas	100	14	22,551.844	24,597.035	20,506.653	-2,045.191	-9	294,430	-92
long	25/07/22	5/09/22	42		Novo Nordisk	100	37	7,854.981	7,347.876		-507.105	-6	275,668	-44
short	5/09/22	7/11/22	63		Adidas	100	13	20,270.501	16,880.956	24,340.635	4,070.135	20	328,579	189
long	7/11/22	23/10/23	350		BP	100	388	846.782	974.826		128.043	15	378,260	16
short	23/10/23	30/10/23	7		Adyen	100	3	108,929.603	100,107.051	118,529.696	9,600.094	9	407,060	8,078
long	30/10/23	12/08/24	287		Novo Nordisk	100	28	14,358.721	20,750.704		6,391.983	45	586,036	60
accum	12/06/06	12/08/24	6855	days out of 7016 invested (98%)							5,760		586,036	24

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
UBS	short	21/01/08	21/04/08	91	3,919.35	3,659.38	4,197.78	278.43	7.10
	short	28/04/08	23/06/08	56	3,667.94	2,286.39	5,884.30	2,216.36	60.43
	short	30/06/08	11/08/08	42	2,233.97	2,360.39	2,107.54	-126.42	-5.66
	short	8/09/08	30/03/09	203	2,336.94	867.17	6,297.83	3,960.89	169.49	336.84
Roche	long	19/12/11	20/10/14	1036	13,158.71	30,465.89		17,307.18	131.53
	long	11/02/19	2/03/20	385	29,958.29	35,493.89		5,535.60	18.48	174.31
ABB	long	26/06/06	21/01/08	574	1,422.52	2,314.65		892.13	62.71	62.71
ASML	long	22/06/20	29/06/20	7	38,817.60	38,988.78		171.18	0.44
	long	27/07/20	20/06/22	693	40,114.73	64,983.91		24,869.18	62.00	62.71
Novo Nordisk	long	6/09/10	8/08/11	336	739.56	858.65		119.09	16.10
	long	25/07/22	5/09/22	42	7,854.98	7,347.88		-507.10	-6.46
	long	30/10/23	12/08/24	287	14,358.72	20,750.70		6,391.98	44.52	56.95
Lloyds Bank	short	6/04/09	13/04/09	7	118.63	129.31	107.95	-10.68	-9.00
	short	8/08/11	19/12/11	133	42.21	28.37	62.79	20.58	48.77	35.37
Anheuser-Busch InBev	short	2/03/20	22/06/20	112	6,265.58	5,409.55	7,257.08	991.49	15.82	15.82
Credit Suisse	short	28/03/16	18/04/16	21	1,625.09	1,640.73	1,609.45	-15.64	-0.96
	short	25/04/16	16/05/16	21	1,681.70	1,493.39	1,893.74	212.05	12.61	11.53
BP	short	30/08/10	6/09/10	7	503.64	529.43	477.84	-25.80	-5.12
	long	7/11/22	23/10/23	350	846.78	974.83		128.04	15.12	9.22
Adidas	short	11/07/22	25/07/22	14	22,551.84	24,597.03	20,506.65	-2,045.19	-9.07
	short	5/09/22	7/11/22	63	20,270.50	16,880.96	24,340.64	4,070.13	20.08	9.19
Novartis	long	10/11/14	24/08/15	287	8,831.99	9,499.35		667.37	7.56	7.56
Intesa Sanpaolo	short	15/10/18	12/11/18	28	264.64	250.75	279.29	14.65	5.54	5.54
Imperial Brands	short	5/03/18	23/04/18	49	3,794.88	3,626.51	3,971.06	176.18	4.64	4.64
Deutsche Bank	long	13/04/09	30/08/10	504	3,972.34	4,194.41		222.07	5.59
	short	20/10/14	10/11/14	21	2,949.11	3,075.85	2,822.38	-126.74	-4.30	1.05
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Vodafone	short	12/06/06	26/06/06	14	246.45	244.08	248.83	2.39	0.97	0.97
Airbus	short	29/06/20	27/07/20	28	7,665.86	7,667.55	7,664.16	-1.70	-0.02	-0.02
Rio Tinto	long	21/04/08	28/04/08	7	10,672.52	10,663.03		-9.50	-0.09
	long	23/06/08	30/06/08	7	10,467.67	10,510.69		43.02	0.41
	short	24/08/15	26/10/15	63	4,025.51	4,619.77	3,431.25	-594.26	-14.76
	short	14/12/15	28/12/15	14	3,388.09	3,593.63	3,182.56	-205.53	-6.07
	short	4/01/16	25/01/16	21	3,344.43	2,711.51	4,125.10	780.66	23.34	-0.93
Adyen	short	20/06/22	27/06/22	7	176,028.59	203,653.27	148,403.91	-27,624.68	-15.69
	short	23/10/23	30/10/23	7	108,929.60	100,107.05	118,529.70	9,600.09	8.81	-8.26
Bayer	short	10/12/18	11/02/19	63	7,817.97	8,504.34	7,131.59	-686.38	-8.78	-8.78
AstraZeneca	long	11/08/08	8/09/08	28	5,463.98	4,967.63		-496.34	-9.08
	long	30/03/09	6/04/09	7	3,294.67	3,535.06		240.39	7.30
	long	12/11/18	10/12/18	28	9,141.29	8,539.54		-601.75	-6.58	-8.87
LVMH	long	23/04/18	15/10/18	175	37,288.87	33,761.61		-3,527.26	-9.46	-9.46
SAP	long	26/10/15	14/12/15	49	9,380.24	9,238.67		-141.57	-1.51
	long	28/12/15	4/01/16	7	9,619.85	9,130.58		-489.27	-5.09
	long	25/01/16	28/03/16	63	9,328.19	8,995.97		-332.22	-3.56	-9.85
BAT	long	18/04/16	25/04/16	7	6,651.47	6,705.15		53.68	0.81
	long	16/05/16	5/03/18	658	6,610.55	6,207.39		-403.16	-6.10
	long	27/06/22	11/07/22	14	5,941.37	5,534.29		-407.08	-6.85	-11.83

Annotations

19/02/24	Stoxx 50	Component update: Glencore, ING and Munich Re replace Adidas, Adyen and Kering
14/09/23	Prosus	stock split 1:2.1796 (two-point-onesevenninesix for one)
13/09/23	Novo Nordisk	stock split 1:2 (two for one)
18/07/22	GlaxoSmithKline	demergers OTC business -> Haleon
24/09/18	Europe 50	Safran replaces Imperial Brands
31/05/17	Europe 50	Glencore replaces Syngenta (acquired by ChemChina)
4/10/16	AB InBev	acquisition of SAB Miller completed
19/09/16	Europe 50	Syngenta replaces Richemont
8/08/16	Europe 50	ASML and Vinci replace Credit Suisse and Deutsche Bank
21/09/15	Europe 50	Imperial Tobacco and Intesa Sanpaolo replace BHP Biliton and Glencore
14/09/15	Europe 50	complete analysis ex BHP Biliton, Glencore - in Imperial Tobacco, Intesa Sanpaolo
5/09/15	Europe 50	complete analysis
9/07/15	Europe 50	market adjustment to index: Novo Nordisk replaces Standard Chartered
22/09/14	Europe 50	BT Group and Prudential replace Ericsson and Tesco.


	is taking down something concerning