Share-o-matic - Open Transactions

Tue, 26th Oct 2021, 18:39UTC

Assessment - STOXX Europe 50 in Japanese yen - 25/10/21 - RS = 22

		⇓instrument	freshest		⇓ Δday	25/10/21	⇓ Δwk	24/05/21	prc diff	⇓ Δ22	∅-RS
		Stoxx 50	484,594.729	15:50	0.87	480,423.560	0.87	458,331.025	22,092.536	4.82	12.35
	L	Novo Nordisk	12,165.577	14:59	0.63	12,089.276	0.63	8,877.263	3,212.013	36.18	43.07
		ASML	89,746.120	15:38	-0.83	90,498.514	-0.83	71,276.832	19,221.682	26.97	41.78
	L	ING Groep	1,741.595	15:39	0.37	1,735.259	0.37	1,471.513	263.746	17.92	41.25
	L	Royal Dutch Shell A	2,791.119	15:39	-0.05	2,792.439	-0.05	2,187.205	605.234	27.67	34.40
	L	Eni	1,631.244	15:37	0.65	1,620.684	0.65	1,366.538	254.146	18.60	32.56
	L	BP	56,214.402	15:45	-0.40	56,441.326	-0.40	48,084.773	8,356.553	17.38	32.47
		Daimler	10,969.117	15:35	0.25	10,941.397	0.25	10,036.426	904.971	9.02	26.99
		Barclays	31,737.976	15:41	1.10	31,393.678	1.10	27,572.505	3,821.173	13.86	30.60
		BNP Paribas	7,679.702	15:35	-0.05	7,683.662	-0.05	7,473.171	210.491	2.82	22.98
		Lloyds Bank	7,668.446	15:36	0.46	7,633.234	0.46	7,503.812	129.421	1.72	26.76
	L	TotalEnergies	5,774.296	15:39	-0.41	5,798.056	-0.41	5,182.320	615.736	11.88	21.23
	L	RELX	351,027.017	15:35	0.72	348,523.035	0.72	288,400.824	60,122.211	20.85	24.29
	L	UBS	2,048.073	15:31	1.25	2,022.727	1.25	1,729.558	293.169	16.95	22.43
		Banco Santander	443.055	15:35	1.15	438.039	1.15	446.277	-8.239	-1.85	19.64
		LVMH	87,779.335	15:37	0.79	87,092.940	0.79	83,927.008	3,165.932	3.77	18.33
		Intesa Sanpaolo	327.556	15:37	0.75	325.114	0.75	315.457	9.656	3.06	17.31
		Diageo	567,934.483	15:40	0.23	566,604.242	0.23	520,199.617	46,404.625	8.92	20.92
		L´Oreal	51,539.010	15:37	1.72	50,667.816	1.72	48,009.544	2,658.272	5.54	16.23
	L	AstraZeneca	1,408,959.535	15:36	0.68	1,399,413.102	0.68	1,252,945.636	146,467.466	11.69	19.75
		Axa	3,227.376	15:37	2.17	3,158.736	2.17	2,995.780	162.956	5.44	15.84
	L	SAP	16,642.434	15:39	1.89	16,333.556	1.89	15,265.254	1,068.302	7.00	14.26
		Roche	44,256.419	15:31	0.20	44,169.872	0.20	37,696.112	6,473.760	17.17	15.46
		Airbus	14,511.970	15:35	1.72	14,266.452	1.72	13,010.281	1,256.171	9.66	12.44
		HSBC	69,978.480	15:45	0.93	69,336.835	0.93	68,453.803	883.032	1.29	15.67
		⇓instrument	freshest		⇓ Δday	25/10/21	⇓ Δwk	24/05/21	prc diff	⇓ Δ22	∅-RS
		Nestlé	14,522.584	15:31	0.57	14,440.983	0.57	13,407.105	1,033.878	7.71	13.42
		Schneider Electric	18,854.737	15:35	1.59	18,559.059	1.59	17,205.302	1,353.757	7.87	10.77
		Siemens	18,659.379	15:44	1.68	18,350.501	1.68	18,053.077	297.424	1.65	9.39
		Zurich Insurance	49,962.338	15:31	1.53	49,208.143	1.53	45,446.374	3,761.768	8.28	10.64
		Prudential	233,026.852	15:45	1.71	229,114.379	1.71	231,952.812	-2,838.433	-1.22	11.53
		ABB	3,748.721	15:31	0.86	3,716.575	0.86	3,656.814	59.761	1.63	9.48
		GlaxoSmithKline	224,450.712	15:35	0.67	222,948.323	0.67	208,695.923	14,252.400	6.83	10.18
		Vinci	12,097.708	15:37	1.89	11,873.310	1.89	12,413.650	-540.340	-4.35	5.25
		Sanofi	11,305.714	15:35	0.14	11,289.874	0.14	11,724.002	-434.128	-3.70	4.82
		Air Liquide	18,931.297	15:35	0.35	18,865.297	0.35	18,627.118	238.179	1.28	4.77
		National Grid	144,417.179	15:45	1.24	142,648.741	1.24	146,364.381	-3,715.640	-2.54	7.06
		Deutsche Telekom	2,162.144	15:37	0.60	2,149.208	0.60	2,281.550	-132.342	-5.80	2.96
	S	Allianz	26,571.399	15:42	1.43	26,196.522	1.43	28,768.520	-2,571.998	-8.94	1.03
		Bayer	6,440.231	15:35	0.69	6,396.012	0.69	7,439.951	-1,043.940	-14.03	-0.79
		BASF	8,387.216	15:35	0.54	8,342.337	0.54	9,014.579	-672.242	-7.46	-0.76
	S	Unilever	6,143.233	15:35	1.20	6,070.634	1.20	6,578.889	-508.255	-7.73	-2.04
	S	Novartis	9,627.734	15:31	1.10	9,522.641	1.10	9,618.088	-95.447	-0.99	-0.67
	S	BAT	405,958.129	15:45	0.43	404,236.641	0.43	430,945.530	-26,708.890	-6.20	0.70
		Safran	14,844.608	15:37	4.36	14,224.212	4.36	15,934.970	-1,710.757	-10.74	-3.72
	S	Unilever Plc	613,162.663	15:35	0.99	607,137.456	0.99	657,738.702	-50,601.246	-7.69	-2.14
	S	Iberdrola	1,304.942	15:35	2.45	1,273.790	2.45	1,523.469	-249.679	-16.39	-7.79
	S	Vodafone	17,615.515	15:45	1.66	17,327.557	1.66	19,634.359	-2,306.801	-11.75	-5.76
	S	Enel	943.133	15:37	1.19	932.045	1.19	1,088.021	-155.977	-14.34	-9.06
	S	AB InBev	6,512.171	15:37	1.65	6,406.571	1.65	8,275.766	-1,869.195	-22.59	-9.05
	S	Reckitt Benckiser	905,972.092	15:43	5.81	856,205.444	5.81	998,506.031	-142,300.586	-14.25	-7.66
		⇓instrument	freshest		⇓ Δday	25/10/21	⇓ Δwk	24/05/21	prc diff	⇓ Δ22	∅-RS
	S	Rio Tinto	739,457.270	15:45	-0.87	745,951.974	-0.87	922,882.637	-176,930.663	-19.17	-9.50
Europe 50 - 50 out of 50 instruments rated - 25/10/21 / 24/05/21 - 30 did rise, Market-Ratio(22) in JPY = 60.00 %

Technical Chart

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

2/01/17	scale up chart	25/10/21

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	38	1,479.120	1,717.290		238.170	16	66,204	18
short	8/08/11	19/12/11	133		Lloyds Bank	100	1,568	42.207	28.371	62.791	20.584	49	98,480	197
long	19/12/11	20/10/14	1036		Roche	100	7	13,158.707	30,465.890		17,307.183	132	219,631	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	210,252	-53
long	10/11/14	24/08/15	287		Novartis	100	23	8,831.987	9,499.352		667.366	8	225,601	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	192,323	-60
long	26/10/15	14/12/15	49		SAP	100	20	9,380.238	9,238.667		-141.571	-2	189,492	-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	178,187	-80
long	28/12/15	4/01/16	7		SAP	100	18	9,619.852	9,130.582		-489.270	-5	169,380	-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	208,413	3,734
long	25/01/16	28/03/16	63		SAP	100	22	9,328.187	8,995.972		-332.216	-4	201,105	-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	199,181	-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	200,737	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	225,971	688
long	16/05/16	5/03/18	658		BAT	100	34	6,610.546	6,207.390		-403.157	-6	212,263	-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	221,953	40
long	23/04/18	15/10/18	175		LVMH	100	5	37,288.871	33,761.613		-3,527.258	-9	204,317	-19
short	15/10/18	12/11/18	28		Intesa Sanpaolo	100	772	264.636	250.751	279.289	14.654	6	215,630	102
long	12/11/18	10/12/18	28		AstraZeneca	100	23	9,141.288	8,539.542		-601.746	-7	201,790	-59
short	10/12/18	11/02/19	63		Bayer	100	25	7,817.968	8,504.344	7,131.592	-686.376	-9	184,630	-41
long	11/02/19	2/03/20	385		Roche	100	6	29,958.285	35,493.888		5,535.602	18	217,844	17
short	2/03/20	22/06/20	112		AB InBev	100	34	6,265.584	5,409.553	7,257.077	991.493	16	251,555	61
long	22/06/20	29/06/20	7		ASML	100	6	38,817.602	38,988.778		171.175	0	252,582	26
short	29/06/20	27/07/20	28		Airbus	100	32	7,665.857	7,667.554	7,664.160	-1.697	0	252,527	0
long	27/07/20	26/10/21	456		ASML	100	6	40,114.729	89,746.120		49,631.392	124	550,316	91
accum	12/06/06	26/10/21	5615	days out of 5776 invested (97%)							5,403		550,316	30

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
ASML	long	22/06/20	29/06/20	7	38,817.60	38,988.78		171.18	0.44
	long	27/07/20	26/10/21	456	40,114.73	89,746.12		49,631.39	123.72	124.71
ABB	long	26/06/06	21/01/08	574	1,422.52	2,314.65		892.13	62.71	62.71
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
Novo Nordisk	long	6/09/10	8/08/11	336	1,479.12	1,717.29		238.17	16.10	16.10
AB 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
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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
BP	short	30/08/10	6/09/10	7	503.64	529.43	477.84	-25.80	-5.12	-5.12
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	-5.34
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

Annotations

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.


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