| |
| |
Assessment - STOXX Europe 50 in Dollar - 6/27/22 - RS = 22
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/27/22 |
⇓ Δwk |
1/24/22 |
prc diff |
⇓ Δ22 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Stoxx 50 |
3,660.901 |
08:05 |
-1.44 |
3,708.156 |
-1.27 |
4,131.519 |
-423.363 |
-10.25 |
|
-9.61 |
| |  |
 |
 |
 |
L |
 |
BAT |
4,334.709 |
08:06 |
-2.77 |
4,390.645 |
-1.27 |
4,287.138 |
103.507 |
2.41 |
|
12.65 |
| |  |
 |
 |
 |
L |
 |
AstraZeneca |
13,299.173 |
08:06 |
-2.13 |
13,284.421 |
0.11 |
11,195.428 |
2,088.993 |
18.66 |
|
10.54 |
| |  |
 |
 |
 |
L |
 |
HSBC |
666.188 |
08:07 |
-1.85 |
662.131 |
0.61 |
662.558 |
-0.427 |
-0.06 |
|
8.88 |
| |  |
 |
 |
 |
|
 |
Shell |
26.606 |
08:57 |
-0.89 |
25.997 |
2.34 |
23.518 |
2.478 |
10.54 |
|
10.45 |
| |  |
 |
 |
 |
|
 |
Novo Nordisk |
110.853 |
13:11 |
-1.33 |
113.260 |
-2.13 |
92.692 |
20.568 |
22.19 |
|
9.88 |
| |  |
 |
 |
 |
|
 |
TotalEnergies |
53.562 |
08:25 |
-0.84 |
53.000 |
1.06 |
54.294 |
-1.294 |
-2.38 |
|
6.76 |
| |  |
 |
 |
 |
|
 |
Bayer |
60.717 |
08:20 |
-0.59 |
62.964 |
-3.57 |
56.657 |
6.307 |
11.13 |
|
6.37 |
| |  |
 |
 |
 |
|
 |
GlaxoSmithKline |
2,171.780 |
08:08 |
-1.47 |
2,168.830 |
0.14 |
2,173.658 |
-4.828 |
-0.22 |
|
4.19 |
| |  |
 |
 |
 |
|
 |
BP |
483.567 |
08:07 |
-1.09 |
481.416 |
0.45 |
490.170 |
-8.754 |
-1.79 |
|
2.81 |
| |  |
 |
 |
 |
L |
 |
Deutsche Telekom |
20.076 |
08:20 |
-0.49 |
19.973 |
0.52 |
17.813 |
2.160 |
12.12 |
|
3.54 |
| |  |
 |
 |
 |
|
 |
Sanofi |
103.668 |
08:25 |
-3.05 |
105.565 |
-1.80 |
100.306 |
5.260 |
5.24 |
|
3.12 |
| |  |
 |
 |
 |
L |
 |
Vodafone |
155.243 |
08:10 |
-0.17 |
156.399 |
-0.74 |
165.400 |
-9.002 |
-5.44 |
|
-2.37 |
| |  |
 |
 |
 |
L |
 |
Reckitt Benckiser |
7,440.063 |
08:08 |
-2.54 |
7,631.842 |
-2.51 |
8,651.013 |
-1,019.170 |
-11.78 |
|
-4.79 |
| |  |
 |
 |
 |
|
 |
Linde |
290.546 |
08:20 |
-0.67 |
297.330 |
-2.28 |
307.761 |
-10.431 |
-3.39 |
|
-4.31 |
| |  |
 |
 |
 |
|
 |
Zurich Insurance |
431.580 |
08:23 |
-1.39 |
436.503 |
-1.13 |
463.532 |
-27.029 |
-5.83 |
|
-0.65 |
| |  |
 |
 |
 |
|
 |
Novartis |
84.409 |
08:22 |
-0.75 |
85.939 |
-1.78 |
84.084 |
1.854 |
2.21 |
|
-1.10 |
| |  |
 |
 |
 |
|
 |
RELX |
2,708.271 |
08:08 |
-1.48 |
2,747.611 |
-1.43 |
2,999.448 |
-251.838 |
-8.40 |
|
-7.77 |
| |  |
 |
 |
 |
S |
 |
UBS |
15.990 |
08:23 |
-2.58 |
16.907 |
-5.42 |
18.263 |
-1.356 |
-7.42 |
|
-2.68 |
| |  |
 |
 |
 |
L |
 |
Prosus |
67.130 |
08:57 |
1.82 |
65.095 |
3.13 |
82.130 |
-17.035 |
-20.74 |
|
-5.95 |
| |  |
 |
 |
 |
|
 |
Diageo |
4,327.948 |
08:06 |
-1.51 |
4,493.911 |
-3.69 |
4,943.436 |
-449.525 |
-9.09 |
|
-8.45 |
| |  |
 |
 |
 |
|
 |
Iberdrola |
10.509 |
10:05 |
-1.60 |
10.517 |
-0.08 |
11.297 |
-0.780 |
-6.90 |
|
-7.30 |
| |  |
 |
 |
 |
L |
 |
Unilever Plc |
4,559.681 |
08:10 |
-1.32 |
4,590.415 |
-0.67 |
5,308.943 |
-718.528 |
-13.53 |
|
-9.87 |
| |  |
 |
 |
 |
S |
 |
AB InBev |
54.155 |
08:57 |
-1.39 |
54.113 |
0.08 |
64.011 |
-9.898 |
-15.46 |
|
-9.41 |
| |  |
 |
 |
 |
S |
 |
Nestlé |
115.814 |
08:22 |
-1.64 |
117.930 |
-1.79 |
129.276 |
-11.346 |
-8.78 |
|
-7.09 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/27/22 |
⇓ Δwk |
1/24/22 |
prc diff |
⇓ Δ22 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
Rio Tinto |
6,192.266 |
08:08 |
-1.20 |
6,209.477 |
-0.28 |
7,086.668 |
-877.191 |
-12.38 |
|
-12.57 |
| |  |
 |
 |
 |
S |
 |
Vinci |
89.443 |
08:25 |
-2.47 |
91.340 |
-2.08 |
107.966 |
-16.625 |
-15.40 |
|
-11.06 |
| |  |
 |
 |
 |
S |
 |
Eni |
12.120 |
09:16 |
-1.45 |
12.116 |
0.03 |
14.375 |
-2.259 |
-15.72 |
|
-11.42 |
| |  |
 |
 |
 |
|
 |
Banco Santander |
2.821 |
10:05 |
-2.74 |
2.937 |
-3.95 |
3.335 |
-0.398 |
-11.94 |
|
-14.24 |
| |  |
 |
 |
 |
S |
 |
Roche |
331.594 |
08:22 |
-0.97 |
337.879 |
-1.86 |
377.695 |
-39.816 |
-10.54 |
|
-11.21 |
| |  |
 |
 |
 |
|
 |
L´Oreal |
344.606 |
08:24 |
-1.71 |
354.623 |
-2.82 |
415.126 |
-60.503 |
-14.57 |
|
-14.81 |
| |  |
 |
 |
 |
S |
 |
Axa |
22.753 |
08:24 |
-2.43 |
23.357 |
-2.59 |
30.328 |
-6.971 |
-22.99 |
|
-15.42 |
| |  |
 |
 |
 |
|
 |
LVMH |
607.910 |
08:24 |
-2.63 |
615.012 |
-1.15 |
751.045 |
-136.033 |
-18.11 |
|
-15.83 |
| |  |
 |
 |
 |
S |
 |
Air Liquide |
138.924 |
08:24 |
-0.61 |
141.764 |
-2.00 |
170.787 |
-29.022 |
-16.99 |
|
-16.20 |
| |  |
 |
 |
 |
S |
 |
Allianz |
192.051 |
08:19 |
-1.38 |
191.902 |
0.08 |
245.438 |
-53.536 |
-21.81 |
|
-16.73 |
| |  |
 |
 |
 |
S |
 |
BNP Paribas |
48.251 |
08:24 |
-3.31 |
50.673 |
-4.78 |
68.102 |
-17.428 |
-25.59 |
|
-17.39 |
| |  |
 |
 |
 |
S |
 |
Airbus |
97.223 |
08:24 |
-0.53 |
98.803 |
-1.60 |
121.631 |
-22.829 |
-18.77 |
|
-19.79 |
| |  |
 |
 |
 |
|
 |
Intesa Sanpaolo |
1.893 |
09:45 |
-4.83 |
2.007 |
-5.70 |
2.795 |
-0.788 |
-28.19 |
|
-20.36 |
| |  |
 |
 |
 |
|
 |
Mercedes-Benz |
58.904 |
08:20 |
-3.52 |
62.794 |
-6.20 |
77.393 |
-14.599 |
-18.86 |
|
-21.33 |
| |  |
 |
 |
 |
|
 |
SAP |
89.644 |
08:21 |
-6.21 |
97.838 |
-8.37 |
131.444 |
-33.606 |
-25.57 |
|
-21.56 |
| |  |
 |
 |
 |
|
 |
ABB |
26.408 |
08:21 |
-1.87 |
27.173 |
-2.81 |
35.069 |
-7.896 |
-22.52 |
|
-19.54 |
| |  |
 |
 |
 |
L |
 |
Prudential |
1,243.494 |
08:09 |
-1.51 |
1,240.420 |
0.25 |
1,659.928 |
-419.508 |
-25.27 |
|
-24.03 |
| |  |
 |
 |
 |
S |
 |
Schneider Electric |
119.186 |
08:24 |
-2.68 |
124.274 |
-4.09 |
169.903 |
-45.629 |
-26.86 |
|
-23.53 |
| |  |
 |
 |
 |
|
 |
Enel |
5.557 |
09:16 |
-2.96 |
5.734 |
-3.09 |
7.552 |
-1.819 |
-24.08 |
|
-23.89 |
| |  |
 |
 |
 |
|
 |
Kering |
518.870 |
08:24 |
-2.22 |
526.449 |
-1.44 |
735.295 |
-208.846 |
-28.40 |
|
-24.37 |
| |  |
 |
 |
 |
S |
 |
ASML |
482.936 |
08:57 |
-2.06 |
512.722 |
-5.81 |
662.887 |
-150.165 |
-22.65 |
|
-25.51 |
| |  |
 |
 |
 |
|
 |
Siemens |
104.548 |
08:21 |
-2.73 |
110.388 |
-5.29 |
155.739 |
-45.350 |
-29.12 |
|
-26.32 |
| |  |
 |
 |
 |
S |
 |
Deutsche Post |
37.286 |
08:20 |
-1.99 |
38.706 |
-3.67 |
57.212 |
-18.506 |
-32.35 |
|
-29.69 |
| |  |
 |
 |
 |
|
 |
BASF |
42.771 |
08:20 |
-2.96 |
45.379 |
-5.75 |
72.816 |
-27.437 |
-37.68 |
|
-31.79 |
| |  |
 |
 |
 |
S |
 |
Adyen |
1,485.060 |
08:56 |
-0.99 |
1,504.988 |
-1.32 |
1,901.636 |
-396.648 |
-20.86 |
|
-31.71 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/27/22 |
⇓ Δwk |
1/24/22 |
prc diff |
⇓ Δ22 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Adidas |
177.126 |
08:19 |
-1.72 |
182.193 |
-2.78 |
272.803 |
-90.611 |
-33.21 |
|
-32.10 |
Europe 50 - 50 out of 50 instruments rated - 6/27/22 / 1/24/22 - 8 did rise, Market-Ratio(22) in USD = 16.00 % |
Technical Chart
Transactions STOXX Europe 50 in Dollar * 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 |
4,624 |
|
2.162 |
2.094 |
2.232 |
0.070 |
3 |
10,324 |
129 |
|
long |
6/26/06 |
1/21/08 |
574 |
 |
 |
 |
ABB |
100 |
845 |
|
12.207 |
21.665 |
|
9.458 |
77 |
18,315 |
44 |
|
short |
1/21/08 |
4/21/08 |
91 |
 |
 |
 |
UBS |
100 |
499 |
|
36.684 |
35.295 |
38.128 |
1.444 |
4 |
19,036 |
17 |
|
long |
4/21/08 |
4/28/08 |
7 |
 |
 |
 |
Rio Tinto |
100 |
184 |
|
102.938 |
102.115 |
|
-0.823 |
-1 |
18,885 |
-34 |
|
short |
4/28/08 |
6/23/08 |
56 |
 |
 |
 |
UBS |
100 |
537 |
|
35.126 |
21.301 |
57.924 |
22.798 |
65 |
31,127 |
2,505 |
|
long |
6/23/08 |
6/30/08 |
7 |
 |
 |
 |
Rio Tinto |
100 |
319 |
|
97.522 |
99.043 |
|
1.521 |
2 |
31,612 |
124 |
|
short |
6/30/08 |
8/11/08 |
42 |
 |
 |
 |
UBS |
100 |
1,501 |
|
21.051 |
21.417 |
20.684 |
-0.367 |
-2 |
31,062 |
-14 |
|
long |
8/11/08 |
9/08/08 |
28 |
 |
 |
 |
AstraZeneca |
100 |
626 |
|
49.578 |
46.100 |
|
-3.478 |
-7 |
28,885 |
-61 |
|
short |
9/08/08 |
3/30/09 |
203 |
 |
 |
 |
UBS |
100 |
1,331 |
|
21.687 |
8.860 |
53.082 |
31.395 |
145 |
70,671 |
400 |
|
long |
3/30/09 |
4/06/09 |
7 |
 |
 |
 |
AstraZeneca |
100 |
2,099 |
|
33.664 |
35.243 |
|
1.580 |
5 |
73,987 |
993 |
|
short |
4/06/09 |
4/13/09 |
7 |
 |
 |
 |
Lloyds Bank |
100 |
62,558 |
|
1.183 |
1.290 |
1.076 |
-0.107 |
-9 |
67,281 |
-99 |
|
long |
4/13/09 |
8/30/10 |
504 |
 |
 |
 |
Deutsche Bank |
100 |
1,697 |
|
39.624 |
49.221 |
|
9.597 |
24 |
83,568 |
17 |
|
short |
8/30/10 |
9/06/10 |
7 |
 |
 |
 |
BP |
100 |
14,139 |
|
5.910 |
6.281 |
5.540 |
-0.370 |
-6 |
78,331 |
-97 |
|
long |
9/06/10 |
8/08/11 |
336 |
 |
 |
 |
Novo Nordisk |
100 |
4,464 |
|
17.547 |
21.915 |
|
4.369 |
25 |
97,832 |
27 |
|
short |
8/08/11 |
12/19/11 |
133 |
 |
 |
 |
Lloyds Bank |
100 |
181,632 |
|
0.539 |
0.365 |
0.795 |
0.257 |
48 |
144,470 |
191 |
|
long |
12/19/11 |
10/20/14 |
1036 |
 |
 |
 |
Roche |
100 |
853 |
|
169.180 |
284.848 |
|
115.668 |
68 |
243,135 |
20 |
|
short |
10/20/14 |
11/10/14 |
21 |
 |
 |
 |
Deutsche Bank |
100 |
8,817 |
|
27.573 |
26.790 |
28.380 |
0.806 |
3 |
250,246 |
65 |
|
long |
11/10/14 |
8/24/15 |
287 |
 |
 |
 |
Novartis |
100 |
3,253 |
|
76.924 |
80.211 |
|
3.287 |
4 |
260,937 |
5 |
|
short |
8/24/15 |
10/26/15 |
63 |
 |
 |
 |
Rio Tinto |
100 |
7,676 |
|
33.991 |
38.176 |
29.805 |
-4.185 |
-12 |
228,811 |
-53 |
|
long |
10/26/15 |
12/14/15 |
49 |
 |
 |
 |
SAP |
100 |
2,951 |
|
77.515 |
76.278 |
|
-1.237 |
-2 |
225,160 |
-11 |
|
short |
12/14/15 |
12/28/15 |
14 |
 |
 |
 |
Rio Tinto |
100 |
8,049 |
|
27.973 |
29.853 |
26.094 |
-1.879 |
-7 |
210,033 |
-84 |
|
long |
12/28/15 |
1/04/16 |
7 |
 |
 |
 |
SAP |
100 |
2,628 |
|
79.913 |
76.445 |
|
-3.468 |
-4 |
200,920 |
-90 |
|
short |
1/04/16 |
1/25/16 |
21 |
 |
 |
 |
Rio Tinto |
100 |
7,175 |
|
28.001 |
22.920 |
34.208 |
6.207 |
22 |
245,457 |
3,146 |
|
long |
1/25/16 |
3/28/16 |
63 |
 |
 |
 |
SAP |
100 |
3,112 |
|
78.851 |
79.305 |
|
0.455 |
1 |
246,872 |
3 |
|
short |
3/28/16 |
4/18/16 |
21 |
 |
 |
 |
Credit Suisse |
100 |
17,232 |
|
14.326 |
15.076 |
13.577 |
-0.750 |
-5 |
233,956 |
-61 |
|
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 |
3,828 |
|
61.117 |
60.290 |
|
-0.827 |
-1 |
230,790 |
-51 |
|
short |
4/25/16 |
5/16/16 |
21 |
 |
 |
 |
Credit Suisse |
100 |
15,262 |
|
15.121 |
13.694 |
16.697 |
1.576 |
10 |
254,845 |
460 |
|
long |
5/16/16 |
3/05/18 |
658 |
 |
 |
 |
BAT |
100 |
4,204 |
|
60.615 |
58.436 |
|
-2.179 |
-4 |
245,683 |
-2 |
|
short |
3/05/18 |
4/23/18 |
49 |
 |
 |
 |
Imperial Brands |
100 |
6,877 |
|
35.725 |
33.360 |
38.257 |
2.532 |
7 |
263,096 |
67 |
|
long |
4/23/18 |
10/15/18 |
175 |
 |
 |
 |
LVMH |
100 |
766 |
|
343.022 |
302.075 |
|
-40.946 |
-12 |
231,731 |
-23 |
|
short |
10/15/18 |
11/12/18 |
28 |
 |
 |
 |
Intesa Sanpaolo |
100 |
97,868 |
|
2.368 |
2.204 |
2.544 |
0.176 |
7 |
248,929 |
154 |
|
long |
11/12/18 |
12/10/18 |
28 |
 |
 |
 |
AstraZeneca |
100 |
3,097 |
|
80.356 |
75.459 |
|
-4.897 |
-6 |
233,763 |
-56 |
|
short |
12/10/18 |
2/11/19 |
63 |
 |
 |
 |
Bayer |
100 |
3,383 |
|
69.083 |
77.020 |
61.146 |
-7.937 |
-11 |
206,912 |
-51 |
|
long |
2/11/19 |
3/02/20 |
385 |
 |
 |
 |
Roche |
100 |
762 |
|
271.318 |
328.913 |
|
57.595 |
21 |
250,799 |
20 |
|
short |
3/02/20 |
6/22/20 |
112 |
 |
 |
 |
AB InBev |
100 |
4,319 |
|
58.062 |
50.637 |
66.575 |
8.514 |
15 |
287,570 |
56 |
|
long |
6/22/20 |
6/29/20 |
7 |
 |
 |
 |
ASML |
100 |
791 |
|
363.356 |
361.860 |
|
-1.496 |
0 |
286,387 |
-19 |
|
short |
6/29/20 |
7/27/20 |
28 |
 |
 |
 |
Airbus |
100 |
4,025 |
|
71.148 |
72.847 |
69.449 |
-1.699 |
-2 |
279,547 |
-27 |
|
long |
7/27/20 |
6/20/22 |
693 |
 |
 |
 |
ASML |
100 |
733 |
|
381.117 |
481.315 |
|
100.198 |
26 |
352,992 |
13 |
|
short |
6/20/22 |
6/27/22 |
7 |
 |
 |
 |
Adyen |
100 |
270 |
|
1,303.788 |
1,504.988 |
1,102.587 |
-201.201 |
-15 |
298,668 |
-100 |
|
long |
6/27/22 |
6/30/22 |
3 |
 |
 |
 |
BAT |
100 |
6,802 |
|
43.906 |
43.347 |
|
-0.559 |
-1 |
294,863 |
-79 |
|
accum | 6/12/06 |
6/30/22 | 5862 |
days out of 6023 invested (97%) |
2,849 |
294,863 |
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 | 36.68 | 35.30 | 38.13 | 1.44 | 3.94 | | | |
| short | 4/28/08 | 6/23/08 | 56 | 35.13 | 21.30 | 57.92 | 22.80 | 64.90 | | | |
| short | 6/30/08 | 8/11/08 | 42 | 21.05 | 21.42 | 20.68 | -0.37 | -1.74 | | | |
| short | 9/08/08 | 3/30/09 | 203 | 21.69 | 8.86 | 53.08 | 31.39 | 144.76 | | | 312.20 |
Roche | long | 12/19/11 | 10/20/14 | 1036 | 169.18 | 284.85 | | 115.67 | 68.37 | | | |
| long | 2/11/19 | 3/02/20 | 385 | 271.32 | 328.91 | | 57.60 | 21.23 | | | 104.11 |
ABB | long | 6/26/06 | 1/21/08 | 574 | 12.21 | 21.66 | | 9.46 | 77.48 | | | 77.48 |
Lloyds Bank | short | 4/06/09 | 4/13/09 | 7 | 1.18 | 1.29 | 1.08 | -0.11 | -9.06 | | | |
| short | 8/08/11 | 12/19/11 | 133 | 0.54 | 0.36 | 0.80 | 0.26 | 47.67 | | | 34.29 |
Deutsche Bank | long | 4/13/09 | 8/30/10 | 504 | 39.62 | 49.22 | | 9.60 | 24.22 | | | |
| short | 10/20/14 | 11/10/14 | 21 | 27.57 | 26.79 | 28.38 | 0.81 | 2.92 | | | 27.85 |
ASML | long | 6/22/20 | 6/29/20 | 7 | 363.36 | 361.86 | | -1.50 | -0.41 | | | |
| long | 7/27/20 | 6/20/22 | 693 | 381.12 | 481.32 | | 100.20 | 26.29 | | | 25.77 |
Novo Nordisk | long | 9/06/10 | 8/08/11 | 336 | 17.55 | 21.92 | | 4.37 | 24.90 | | | 24.90 |
AB InBev | short | 3/02/20 | 6/22/20 | 112 | 58.06 | 50.64 | 66.58 | 8.51 | 14.66 | | | 14.66 |
Intesa Sanpaolo | short | 10/15/18 | 11/12/18 | 28 | 2.37 | 2.20 | 2.54 | 0.18 | 7.42 | | | 7.42 |
Imperial Brands | short | 3/05/18 | 4/23/18 | 49 | 35.72 | 33.36 | 38.26 | 2.53 | 7.09 | | | 7.09 |
Credit Suisse | short | 3/28/16 | 4/18/16 | 21 | 14.33 | 15.08 | 13.58 | -0.75 | -5.23 | | | |
| short | 4/25/16 | 5/16/16 | 21 | 15.12 | 13.69 | 16.70 | 1.58 | 10.42 | | | 4.65 |
Novartis | long | 11/10/14 | 8/24/15 | 287 | 76.92 | 80.21 | | 3.29 | 4.27 | | | 4.27 |
Vodafone | short | 6/12/06 | 6/26/06 | 14 | 2.16 | 2.09 | 2.23 | 0.07 | 3.24 | | | 3.24 |
Rio Tinto | long | 4/21/08 | 4/28/08 | 7 | 102.94 | 102.11 | | -0.82 | -0.80 | | | |
| long | 6/23/08 | 6/30/08 | 7 | 97.52 | 99.04 | | 1.52 | 1.56 | | | |
| short | 8/24/15 | 10/26/15 | 63 | 33.99 | 38.18 | 29.81 | -4.19 | -12.31 | | | |
| short | 12/14/15 | 12/28/15 | 14 | 27.97 | 29.85 | 26.09 | -1.88 | -6.72 | | | |
| short | 1/04/16 | 1/25/16 | 21 | 28.00 | 22.92 | 34.21 | 6.21 | 22.17 | | | 0.68 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Airbus | short | 6/29/20 | 7/27/20 | 28 | 71.15 | 72.85 | 69.45 | -1.70 | -2.39 | | | -2.39 |
SAP | long | 10/26/15 | 12/14/15 | 49 | 77.51 | 76.28 | | -1.24 | -1.60 | | | |
| long | 12/28/15 | 1/04/16 | 7 | 79.91 | 76.45 | | -3.47 | -4.34 | | | |
| long | 1/25/16 | 3/28/16 | 63 | 78.85 | 79.31 | | 0.45 | 0.58 | | | -5.32 |
BAT | long | 4/18/16 | 4/25/16 | 7 | 61.12 | 60.29 | | -0.83 | -1.35 | | | |
| long | 5/16/16 | 3/05/18 | 658 | 60.62 | 58.44 | | -2.18 | -3.60 | | | |
| long | 6/27/22 | 6/30/22 | 3 | 43.91 | 43.35 | | -0.56 | -1.27 | | | -6.11 |
BP | short | 8/30/10 | 9/06/10 | 7 | 5.91 | 6.28 | 5.54 | -0.37 | -6.27 | | | -6.27 |
AstraZeneca | long | 8/11/08 | 9/08/08 | 28 | 49.58 | 46.10 | | -3.48 | -7.02 | | | |
| long | 3/30/09 | 4/06/09 | 7 | 33.66 | 35.24 | | 1.58 | 4.69 | | | |
| long | 11/12/18 | 12/10/18 | 28 | 80.36 | 75.46 | | -4.90 | -6.09 | | | -8.58 |
Bayer | short | 12/10/18 | 2/11/19 | 63 | 69.08 | 77.02 | 61.15 | -7.94 | -11.49 | | | -11.49 |
LVMH | long | 4/23/18 | 10/15/18 | 175 | 343.02 | 302.08 | | -40.95 | -11.94 | | | -11.94 |
Adyen | short | 6/20/22 | 6/27/22 | 7 | 1,303.79 | 1,504.99 | 1,102.59 | -201.20 | -15.43 | | | -15.43 |
Annotations
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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