RS Chart
Assessment - STOXX Europe 50 - 9/28/20 - RS = 22
 ⇐ 
  instrument freshest Δday 9/28/20 Δwk 4/27/20  prc diff Δ22  Curr ∅-RS
real-time RS chart chart add note Stoxx 50 2,911.030  12:55 0.24 2,938.070 -0.92 2,847.310 90.760 3.19  EUR -4.14 
real-time RS chart chart L add note Schneider Electric 106.800  12:24 0.71 106.700 0.09 83.000 23.700 28.55  EUR 18.95 
real-time RS chart chart L add note Daimler 47.415  11:54 3.00 45.875 3.36 29.320 16.555 56.46  EUR 18.52 
real-time RS chart chart add note ASML 321.050  08:05 2.02 314.800 1.99 269.700 45.100 16.72  EUR 16.39 
real-time RS chart chart add note Reckitt Benckiser 7,630.000  08:58 0.93 7,586.000 0.58 6,580.000 1,006.000 15.29  GBP 16.12 
real-time RS chart chart add note ABB 23.650  12:14 0.85 23.520 0.55 17.365 6.155 35.44  CHF 13.79 
real-time RS chart chart add note SAP 133.660  12:05 0.68 134.660 -0.74 107.800 26.860 24.92  EUR 13.72 
real-time RS chart chart add note Rio Tinto 4,708.410  08:58 1.14 4,678.500 0.64 3,760.500 918.000 24.41  GBP 11.34 
real-time RS chart chart add note Air Liquide 136.100  12:24 0.44 137.200 -0.80 117.700 19.500 16.57  EUR 9.81 
real-time RS chart chart L add note Unilever Plc 4,819.000  08:59 0.90 4,824.000 -0.10 4,102.000 722.000 17.60  GBP 9.44 
real-time RS chart chart add note AstraZeneca 8,650.000  08:57 2.28 8,509.000 1.66 8,290.000 219.000 2.64  GBP 9.32 
real-time RS chart chart add note Novo Nordisk 443.550  08:35 0.96 442.200 0.31 445.450 -3.250 -0.73  DKK 9.24 
real-time RS chart chart add note Iberdrola 10.565  08:09 0.52 10.480 0.81 8.908 1.572 17.65  EUR 8.96 
real-time RS chart chart add note Siemens 107.520  11:55 -0.33 109.960 -2.22 81.750 28.210 34.51  EUR 8.92 
real-time RS chart chart add note L´Oreal 280.600  12:24 1.08 278.600 0.72 246.200 32.400 13.16  EUR 7.54 
real-time RS chart chart L add note LVMH 409.650  12:25 2.57 405.900 0.92 350.950 54.950 15.66  EUR 6.66 
real-time RS chart chart L add note Unilever 52.000  08:05 0.97 52.180 -0.34 45.390 6.790 14.96  EUR 5.64 
real-time RS chart chart add note Enel 7.425  12:35 0.09 7.448 -0.31 6.070 1.378 22.70  EUR 5.41 
real-time RS chart chart L add note Nestlé 110.180  12:15 0.77 109.880 0.27 104.200 5.680 5.45  CHF 4.70 
real-time RS chart chart add note Roche 316.450  12:14 0.41 328.000 -3.52 349.500 -21.500 -6.15  CHF 3.25 
real-time RS chart chart add note Sanofi 85.250  12:25 -0.09 87.320 -2.37 93.400 -6.080 -6.51  EUR 0.73 
real-time RS chart chart add note Deutsche Telekom 14.535  12:04 1.71 14.340 1.36 12.960 1.380 10.65  EUR -0.31 
real-time RS chart chart add note BAT 2,741.500  08:58 -1.30 2,849.000 -3.77 2,972.500 -123.500 -4.15  GBP -2.66 
real-time RS chart chart L add note Novartis 81.060  12:14 1.44 80.790 0.33 88.030 -7.240 -8.22  CHF -4.10 
real-time RS chart chart add note RELX 1,738.000  08:57 0.70 1,741.500 -0.20 1,795.500 -54.000 -3.01  GBP -4.66 
  instrument freshest Δday 9/28/20 Δwk 4/27/20  prc diff Δ22  Curr ∅-RS
real-time RS chart chart L add note BASF 51.900  11:54 -0.15 51.820 0.15 45.420 6.400 14.09  EUR -4.82 
real-time RS chart chart add note Prudential 1,115.500  08:58 0.59 1,151.000 -3.08 1,039.500 111.500 10.73  GBP -5.06 
real-time RS chart chart add note UBS 10.340  12:14 0.39 10.270 0.68 9.472 0.798 8.42  CHF -5.14 
real-time RS chart chart add note Diageo 2,689.800  08:57 1.50 2,679.500 0.38 2,725.000 -45.500 -1.67  GBP -6.15 
real-time RS chart chart S add note National Grid 903.905  08:58 1.59 854.400 5.79 942.600 -88.200 -9.36  GBP -6.82 
real-time RS chart chart add note Zurich Insurance 323.700  12:15 0.94 326.400 -0.83 297.800 28.600 9.60  CHF -6.84 
real-time RS chart chart S add note GlaxoSmithKline 1,471.000  08:58 1.31 1,463.200 0.53 1,703.000 -239.800 -14.08  GBP -10.74 
real-time RS chart chart add note Allianz 163.740  11:55 0.07 166.840 -1.86 160.300 6.540 4.08  EUR -10.99 
real-time RS chart chart L add note AB InBev 45.960  08:05 -0.57 46.795 -1.78 40.255 6.540 16.25  EUR -11.23 
real-time RS chart chart add note Intesa Sanpaolo 1.600  12:35 -0.20 1.624 -1.50 1.395 0.229 16.41  EUR -12.62 
real-time RS chart chart S add note Bayer 47.750  11:55 -10.43 54.210 -11.92 63.000 -8.790 -13.95  EUR -14.11 
real-time RS chart chart add note ING Groep 6.079  08:05 0.36 6.168 -1.44 4.881 1.287 26.37  EUR -14.40 
real-time RS chart chart S add note Vinci 70.920  12:24 -0.84 72.420 -2.07 73.740 -1.320 -1.79  EUR -15.63 
real-time RS chart chart add note BNP Paribas 30.985  12:25 0.03 31.820 -2.62 27.790 4.030 14.50  EUR -16.32 
real-time RS chart chart S add note Axa 15.822  12:24 0.29 16.098 -1.71 15.172 0.926 6.10  EUR -16.60 
real-time RS chart chart add note Safran 84.240  12:25 -0.24 85.700 -1.70 77.320 8.380 10.84  EUR -17.87 
real-time RS chart chart S add note Vodafone 102.380  08:59 -0.29 104.350 -1.89 110.800 -6.450 -5.82  GBP -20.22 
real-time RS chart chart S add note Barclays 97.010  08:57 -0.61 98.000 -1.01 91.060 6.940 7.62  GBP -22.13 
real-time RS chart chart S add note Total 28.620  12:25 -1.99 28.800 -0.62 32.250 -3.450 -10.70  EUR -23.39 
real-time RS chart chart add note Airbus 64.490  12:25 3.90 62.310 3.50 51.070 11.240 22.01  EUR -23.91 
real-time RS chart chart add note Lloyds Bank 25.952  08:58 -1.53 26.595 -2.42 30.535 -3.940 -12.90  GBP -30.87 
real-time RS chart chart S add note Eni 6.609  12:34 -1.18 6.860 -3.66 8.404 -1.544 -18.37  EUR -31.03 
real-time RS chart chart S add note HSBC 303.100  08:58 0.53 309.300 -2.00 416.300 -107.000 -25.70  GBP -31.19 
real-time RS chart chart S add note BP 224.994  08:58 -0.09 235.650 -4.52 314.000 -78.350 -24.95  GBP -34.17 
real-time RS chart chart S add note Royal Dutch Shell A 10.664  08:05 -1.06 11.224 -4.99 16.250 -5.026 -30.93  EUR -36.16 
  instrument freshest Δday 9/28/20 Δwk 4/27/20  prc diff Δ22  Curr ∅-RS
real-time RS chart chart S add note Banco Santander 1.602  08:10 0.14 1.599 0.15 1.970 -0.370 -18.80  EUR -37.10 
 Europe 50 - 50 out of 50 instruments rated - 9/28/20 / 4/27/20 - 31 did rise, Market-Ratio(22) = 62.00 % 
 
Technical Chart
Europe 50 RS = 22 - B/S = 28/27
Market Chart
1/04/16 scale up chart 9/28/20
 


Transactions STOXX Europe 50 * A22 - 28/27 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
1/02/06 6/12/06 161    - cash -
short 6/12/06   6/26/06 14  RT RS QC  Vodafone 100  8,510  GBP 1.175  1.153 1.198  0.023 2  10,195 65  
long 6/26/06   1/21/08 574  RT RS QC  ABB 100  668  CHF 15.250  23.800    8.550 56  15,906 33  
short 1/21/08   4/21/08 91  RT RS QC  UBS 100  394  CHF 40.300  35.940 45.189  4.889 12  17,833 58  
long 4/21/08   4/28/08 7  RT RS QC  Rio Tinto 100  346  GBP 51.524  51.433    -0.091 0  17,801 -9  
short 4/28/08   6/23/08 56  RT RS QC  UBS 100  489  CHF 36.340  22.060 59.864  23.524 65  29,304 2,488  
long 6/23/08   6/30/08 7  RT RS QC  Rio Tinto 100  593  GBP 49.352  49.641    0.289 1  29,476 36  
short 6/30/08   8/11/08 42  RT RS QC  UBS 100  1,374  CHF 21.440  23.180 19.700  -1.740 -8  27,085 -52  
long 8/11/08   9/08/08 28  RT RS QC  AstraZeneca 100  1,049  GBP 25.810  26.090    0.280 1  27,379 15  
short 9/08/08   3/30/09 203  RT RS QC  UBS 100  1,128  CHF 24.260  10.140 58.042  33.782 139  65,485 380  
long 3/30/09   4/06/09 7  RT RS QC  AstraZeneca 100  2,784  GBP 23.520  23.750    0.230 1  66,125 66  
short 4/06/09   4/13/09 7  RT RS QC  Lloyds Bank 100  82,967  GBP 0.797  0.879 0.715  -0.082 -10  59,322 -100  
long 4/13/09   8/30/10 504  RT RS QC  Deutsche Bank 100  1,768  EUR 33.544  43.046    9.502 28  76,121 20  
short 8/30/10   9/06/10 7  RT RS QC  BP 100  20,000  GBP 3.806  4.065 3.547  -0.259 -7  70,941 -97  
long 9/06/10   8/08/11 336  RT RS QC  Novo Nordisk 100  700  DKK 101.300  114.100    12.800 13  79,901 14  
short 8/08/11  12/19/11 133  RT RS QC  Lloyds Bank 100  243,527  GBP 0.328  0.235 0.459  0.131 40  111,730 151  
long 12/19/11  10/20/14 1036  RT RS QC  Roche 100  705  CHF 158.400  268.600    110.200 70  189,421 20  
short 10/20/14  11/10/14 21  RT RS QC  Deutsche Bank 100  7,846  EUR 24.140  24.160 24.120  -0.020 0  189,265 -1  
long 11/10/14   8/24/15 287  RT RS QC  Novartis 100  2,541  CHF 74.460  74.670    0.210 0  189,798 0  
short 8/24/15  10/26/15 63  RT RS QC  Rio Tinto 100  8,809  GBP 21.545  24.875 18.215  -3.330 -15  160,464 -62  
long 10/26/15  12/14/15 49  RT RS QC  SAP 100  2,288  EUR 70.130  69.400    -0.730 -1  158,794 -7  
short 12/14/15  12/28/15 14  RT RS QC  Rio Tinto 100  8,592  GBP 18.480  20.065 16.895  -1.585 -9  145,176 -90  
long 12/28/15   1/04/16 7  RT RS QC  SAP 100  1,992  EUR 72.860  70.580    -2.280 -3  140,634 -81  
short 1/04/16   1/25/16 21  RT RS QC  Rio Tinto 100  7,392  GBP 19.025  16.090 22.495  3.470 18  166,287 1,740  
long 1/25/16   3/28/16 63  RT RS QC  SAP 100  2,287  EUR 72.680  70.840    -1.840 -3  162,079 -14  
short 3/28/16   4/18/16 21  RT RS QC  Credit Suisse 100  11,618  CHF 13.950  14.540 13.360  -0.590 -4  155,224 -53  
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
long 4/18/16   4/25/16 7  RT RS QC  BAT 100  3,626  GBP 42.805  41.625    -1.180 -3  150,946 -77  
short 4/25/16   5/16/16 21  RT RS QC  Credit Suisse 100  10,240  CHF 14.740  13.390 16.226  1.486 10  166,163 431  
long 5/16/16   3/05/18 658  RT RS QC  BAT 100  3,947  GBP 42.097  42.210    0.113 0  166,609 0  
short 3/05/18   4/23/18 49  RT RS QC  Imperial Brands 100  6,456  GBP 25.805  23.955 27.798  1.993 8  179,475 74  
long 4/23/18  10/15/18 175  RT RS QC  LVMH 100  638  EUR 281.050  260.450    -20.600 -7  166,332 -15  
short 10/15/18  11/12/18 28  RT RS QC  Intesa Sanpaolo 100  81,475  EUR 2.042  1.960 2.126  0.085 4  173,233 70  
long 11/12/18  12/10/18 28  RT RS QC  AstraZeneca 100  2,771  GBP 62.510  60.070    -2.440 -4  166,472 -40  
short 12/10/18   2/11/19 63  RT RS QC  Bayer 100  2,738  EUR 60.800  68.170 53.430  -7.370 -12  146,293 -53  
long 2/11/19   3/02/20 385  RT RS QC  Roche 100  536  CHF 272.550  314.700    42.150 15  168,885 15  
short 3/02/20   6/22/20 112  RT RS QC  AB InBev 100  3,247  EUR 52.000  44.950 60.156  8.156 16  195,367 61  
long 6/22/20   6/29/20 7  RT RS QC  ASML 100  605  EUR 322.550  322.200    -0.350 0  195,155 -6  
short 6/29/20   7/27/20 28  RT RS QC  Airbus 100  3,080  EUR 63.350  61.920 64.813  1.463 2  199,661 35  
long 7/27/20  10/01/20 66  RT RS QC  ASML 100  616  EUR 323.950  321.050    -2.900 -1  197,875 -5  
accum 6/12/06 10/01/205225 days out of 5386 invested (97%) 1,879 197,875 23  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 UBSshort  1/21/08  4/21/089140.3035.9445.194.89 12.13 
 short  4/28/08  6/23/085636.3422.0659.8623.52 64.73 
 short  6/30/08  8/11/084221.4423.1819.70-1.74 -8.12 
 short  9/08/08  3/30/0920324.2610.1458.0433.78 139.25306.07 
 Rochelong 12/19/11 10/20/141036158.40268.60110.20 69.57 
 long  2/11/19  3/02/20385272.55314.7042.15 15.4795.79 
 ABBlong  6/26/06  1/21/0857415.2523.808.55 56.0756.07 
 Deutsche Banklong  4/13/09  8/30/1050433.5443.059.50 28.33 
 short 10/20/14 11/10/142124.1424.1624.12-0.02 -0.0828.22 
 Lloyds Bankshort  4/06/09  4/13/0970.800.880.72-0.08 -10.29 
 short  8/08/11 12/19/111330.330.230.460.13 39.8425.45 
 AB InBevshort  3/02/20  6/22/2011252.0044.9560.168.16 15.6815.68 
 Novo Nordisklong  9/06/10  8/08/11336101.30114.1012.80 12.6412.64 
 Imperial Brandsshort  3/05/18  4/23/184925.8123.9627.801.99 7.727.72 
 Credit Suisseshort  3/28/16  4/18/162113.9514.5413.36-0.59 -4.23 
 short  4/25/16  5/16/162114.7413.3916.231.49 10.085.43 
 Intesa Sanpaoloshort 10/15/18 11/12/18282.041.962.130.08 4.154.15 
 Airbusshort  6/29/20  7/27/202863.3561.9264.811.46 2.312.31 
 Vodafoneshort  6/12/06  6/26/06141.181.151.200.02 1.951.95 
 Novartislong 11/10/14  8/24/1528774.4674.670.21 0.280.28 
 ASMLlong  6/22/20  6/29/207322.55322.20-0.35 -0.11 
 long  7/27/20 10/01/2066323.95321.05-2.90 -0.90-1.00 
 AstraZenecalong  8/11/08  9/08/082825.8126.090.28 1.08 
 long  3/30/09  4/06/09723.5223.750.23 0.98 
 long 11/12/18 12/10/182862.5160.07-2.44 -3.90-1.91 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 BATlong  4/18/16  4/25/16742.8141.63-1.18 -2.76 
 long  5/16/16  3/05/1865842.1042.210.11 0.27-2.50 
 SAPlong 10/26/15 12/14/154970.1369.40-0.73 -1.04 
 long 12/28/15  1/04/16772.8670.58-2.28 -3.13 
 long  1/25/16  3/28/166372.6870.84-1.84 -2.53-6.56 
 BPshort  8/30/10  9/06/1073.814.073.55-0.26 -6.81-6.81 
 LVMHlong  4/23/18 10/15/18175281.05260.45-20.60 -7.33-7.33 
 Rio Tintolong  4/21/08  4/28/08751.5251.43-0.09 -0.18 
 long  6/23/08  6/30/08749.3549.640.29 0.59 
 short  8/24/15 10/26/156321.5524.8818.22-3.33 -15.46 
 short 12/14/15 12/28/151418.4820.0716.90-1.59 -8.58 
 short  1/04/16  1/25/162119.0316.0922.503.47 18.24-8.23 
 Bayershort 12/10/18  2/11/196360.8068.1753.43-7.37 -12.12-12.12 


Annotations
9/24/18Europe 50Safran replaces Imperial Brands
5/31/17Europe 50Glencore replaces Syngenta (acquired by ChemChina)
10/04/16AB InBevacquisition of SAB Miller completed
9/19/16Europe 50Syngenta replaces Richemont
8/08/16Europe 50ASML and Vinci replace Credit Suisse and Deutsche Bank
9/21/15Europe 50Imperial Tobacco and Intesa Sanpaolo replace BHP Biliton and Glencore
9/14/15Europe 50complete analysis
ex BHP Biliton, Glencore - in Imperial Tobacco, Intesa Sanpaolo
9/05/15Europe 50complete analysis
7/09/15Europe 50market adjustment to index: Novo Nordisk replaces Standard Chartered
9/22/14Europe 50BT Group and Prudential replace Ericsson and Tesco.