| |
| |
Assessment - STOXX Europe 50 in Pound sterling - 8/15/22 - RS = 22
⇒
ISIN |
Symbol |
|
⇓instrument |
freshest |
⇓ Δday |
8/15/22 |
Δwk |
3/14/22 |
prc diff |
⇓ Δ22 |
|
⇓∅-RS |
EU0009658160 |
SX5P |
 |
 |
 |
 |
|
 |
Stoxx 50 |
3,091.855 |
Fri |
-0.31 |
3,098.634 |
-0.22 |
2,965.077 |
133.557 |
4.50 |
|
0.70 |
GB0007980591 |
BP |
 |
 |
 |
 |
|
 |
BP |
447.800 |
Fri |
1.31 |
425.500 |
5.24 |
356.500 |
69.000 |
19.35 |
|
17.02 |
FR0000120271 |
TTE |
 |
 |
 |
 |
|
 |
TotalEnergies |
44.366 |
Fri |
-0.21 |
42.699 |
3.90 |
38.542 |
4.157 |
10.79 |
|
10.53 |
GB0007188757 |
RIO |
 |
 |
 |
 |
S |
 |
Rio Tinto |
4,911.500 |
Fri |
-0.71 |
4,735.500 |
3.72 |
5,299.000 |
-563.500 |
-10.63 |
|
-8.57 |
GB0002875804 |
BATS |
 |
 |
 |
 |
|
 |
BAT |
3,465.500 |
Fri |
0.81 |
3,361.000 |
3.11 |
3,025.500 |
335.500 |
11.09 |
|
12.06 |
GB0009895292 |
AZN |
 |
 |
 |
 |
|
 |
AstraZeneca |
11,250.000 |
Fri |
2.14 |
10,962.000 |
2.63 |
9,396.000 |
1,566.000 |
16.67 |
|
17.93 |
GB0002374006 |
DGE |
 |
 |
 |
 |
|
 |
Diageo |
3,960.000 |
Fri |
1.47 |
3,866.000 |
2.43 |
3,453.500 |
412.500 |
11.94 |
|
4.25 |
GB00BP6MXD84 |
SHELL |
 |
 |
 |
 |
|
 |
Shell |
22.263 |
Fri |
0.63 |
21.775 |
2.24 |
19.283 |
2.491 |
12.92 |
|
17.53 |
CH0012005267 |
NOVN |
 |
 |
 |
 |
S |
 |
Novartis |
71.785 |
Fri |
1.12 |
70.420 |
1.94 |
65.103 |
5.317 |
8.17 |
|
7.26 |
GB00B24CGK77 |
RKT |
 |
 |
 |
 |
L |
 |
Reckitt Benckiser |
6,674.000 |
Fri |
2.46 |
6,550.000 |
1.89 |
5,696.000 |
854.000 |
14.99 |
|
8.43 |
GB00B2B0DG97 |
REL |
 |
 |
 |
 |
|
 |
RELX |
2,437.000 |
Fri |
0.79 |
2,393.000 |
1.84 |
2,133.000 |
260.000 |
12.19 |
|
5.21 |
GB00B10RZP78 |
ULVR |
 |
 |
 |
 |
L |
 |
Unilever Plc |
4,004.000 |
Fri |
1.68 |
3,932.500 |
1.82 |
3,423.000 |
509.500 |
14.88 |
|
3.79 |
CH0012032048 |
ROG |
 |
 |
 |
 |
|
 |
Roche |
283.037 |
Fri |
1.06 |
278.266 |
1.71 |
293.670 |
-15.404 |
-5.25 |
|
-2.53 |
DE000BAY0017 |
BAYN |
 |
 |
 |
 |
|
 |
Bayer |
45.806 |
Fri |
0.63 |
45.099 |
1.57 |
46.983 |
-1.884 |
-4.01 |
|
0.41 |
GB0009252882 |
GSK |
 |
 |
 |
 |
S |
 |
GlaxoSmithKline |
1,425.200 |
Fri |
1.65 |
1,406.000 |
1.37 |
1,572.080 |
-166.080 |
-10.56 |
|
-12.75 |
IT0003132476 |
ENI |
 |
 |
 |
 |
S |
 |
Eni |
9.911 |
Fri |
-1.37 |
9.793 |
1.20 |
10.933 |
-1.140 |
-10.43 |
|
-5.97 |
CH0038863350 |
NESN |
 |
 |
 |
 |
|
 |
Nestlé |
102.343 |
Fri |
0.43 |
101.223 |
1.11 |
94.043 |
7.179 |
7.63 |
|
5.13 |
ES0144580Y14 |
IBE |
 |
 |
 |
 |
|
 |
Iberdrola |
9.212 |
Fri |
0.27 |
9.132 |
0.88 |
8.306 |
0.825 |
9.94 |
|
7.60 |
DE0005557508 |
DTE |
 |
 |
 |
 |
|
 |
Deutsche Telekom |
15.911 |
Fri |
0.53 |
15.795 |
0.74 |
13.853 |
1.942 |
14.02 |
|
8.49 |
GB00BH4HKS39 |
VOD |
 |
 |
 |
 |
S |
 |
Vodafone |
121.740 |
Fri |
0.15 |
121.140 |
0.50 |
121.780 |
-0.640 |
-0.53 |
|
-0.02 |
FR0000121014 |
MC |
 |
 |
 |
 |
L |
 |
LVMH |
587.983 |
Fri |
-1.22 |
588.993 |
-0.17 |
504.369 |
84.624 |
16.78 |
|
8.27 |
IE00BZ12WP82 |
LIN |
 |
 |
 |
 |
|
 |
Linde |
255.132 |
Fri |
-0.92 |
255.890 |
-0.30 |
223.457 |
32.433 |
14.51 |
|
8.16 |
FR0000120321 |
OR |
 |
 |
 |
 |
L |
 |
L´Oreal |
304.938 |
Fri |
-0.45 |
305.906 |
-0.32 |
290.852 |
15.053 |
5.18 |
|
-0.86 |
FR0000121485 |
KER |
 |
 |
 |
 |
L |
 |
Kering |
469.931 |
Fri |
-0.82 |
472.626 |
-0.57 |
475.642 |
-3.016 |
-0.63 |
|
-5.48 |
FR0000120073 |
AI |
 |
 |
 |
 |
S |
 |
Air Liquide |
114.936 |
Fri |
0.06 |
115.660 |
-0.63 |
124.563 |
-8.903 |
-7.15 |
|
-7.12 |
ISIN |
Symbol |
|
⇓instrument |
freshest |
⇓ Δday |
8/15/22 |
Δwk |
3/14/22 |
prc diff |
⇓ Δ22 |
|
⇓∅-RS |
IT0003128367 |
ENEL |
 |
 |
 |
 |
S |
 |
Enel |
4.213 |
Fri |
-1.75 |
4.240 |
-0.64 |
4.902 |
-0.663 |
-13.52 |
|
-20.49 |
DK0060534915 |
NOVO-B |
 |
 |
 |
 |
|
 |
Novo Nordisk |
87.300 |
Fri |
1.88 |
87.922 |
-0.71 |
79.085 |
8.838 |
11.18 |
|
8.39 |
FR0000125486 |
DG |
 |
 |
 |
 |
L |
 |
Vinci |
78.973 |
Fri |
-0.55 |
79.554 |
-0.73 |
77.058 |
2.496 |
3.24 |
|
3.49 |
NL0013654783 |
PRX |
 |
 |
 |
 |
L |
 |
Prosus |
52.929 |
Fri |
-1.32 |
53.359 |
-0.80 |
38.247 |
15.112 |
39.51 |
|
4.18 |
FR0000120628 |
CS |
 |
 |
 |
 |
|
 |
Axa |
20.427 |
Fri |
-0.47 |
20.596 |
-0.82 |
20.956 |
-0.360 |
-1.72 |
|
-0.45 |
CH0012221716 |
ABBN |
 |
 |
 |
 |
L |
 |
ABB |
24.982 |
Fri |
-1.14 |
25.218 |
-0.94 |
25.744 |
-0.526 |
-2.04 |
|
0.84 |
FR0000121972 |
SU |
 |
 |
 |
 |
L |
 |
Schneider Electric |
113.252 |
Fri |
-1.70 |
114.329 |
-0.94 |
122.912 |
-8.583 |
-6.98 |
|
-4.52 |
CH0011075394 |
ZURN |
 |
 |
 |
 |
|
 |
Zurich Insurance |
374.990 |
Fri |
0.28 |
378.579 |
-0.95 |
351.044 |
27.535 |
7.84 |
|
11.78 |
DE0008404005 |
ALV |
 |
 |
 |
 |
S |
 |
Allianz |
148.212 |
Fri |
-1.40 |
150.536 |
-1.54 |
176.323 |
-25.786 |
-14.62 |
|
-11.08 |
BE0974293251 |
ABI |
 |
 |
 |
 |
L |
 |
AB InBev |
44.097 |
Fri |
-0.59 |
44.812 |
-1.60 |
44.051 |
0.761 |
1.73 |
|
1.01 |
GB0005405286 |
HSBA |
 |
 |
 |
 |
L |
 |
HSBC |
536.800 |
Fri |
-0.72 |
547.000 |
-1.86 |
489.500 |
57.500 |
11.75 |
|
15.92 |
DE0007164600 |
SAP |
 |
 |
 |
 |
L |
 |
SAP |
76.876 |
Fri |
-0.23 |
78.552 |
-2.13 |
85.238 |
-6.686 |
-7.84 |
|
-12.73 |
DE0005552004 |
DPW |
 |
 |
 |
 |
L |
 |
Deutsche Post |
33.218 |
Fri |
-1.28 |
33.963 |
-2.19 |
37.135 |
-3.172 |
-8.54 |
|
-13.12 |
DE000BASF111 |
BAS |
 |
 |
 |
 |
|
 |
BASF |
36.236 |
Fri |
-0.93 |
37.099 |
-2.33 |
46.048 |
-8.948 |
-19.43 |
|
-21.05 |
NL0000235190 |
AIR |
 |
 |
 |
 |
L |
 |
Airbus |
89.456 |
Fri |
-2.23 |
91.612 |
-2.35 |
88.086 |
3.526 |
4.00 |
|
0.53 |
NL0010273215 |
ASML |
 |
 |
 |
 |
L |
 |
ASML |
458.985 |
Fri |
-2.17 |
471.700 |
-2.70 |
450.284 |
21.415 |
4.76 |
|
-5.94 |
CH0244767585 |
UBSG |
 |
 |
 |
 |
S |
 |
UBS |
13.616 |
Fri |
-3.23 |
14.031 |
-2.96 |
13.208 |
0.823 |
6.23 |
|
5.13 |
GB0007099541 |
PRU |
 |
 |
 |
 |
L |
 |
Prudential |
958.800 |
Fri |
-1.46 |
990.800 |
-3.23 |
1,044.000 |
-53.200 |
-5.10 |
|
-15.90 |
DE0007236101 |
SIE |
 |
 |
 |
 |
L |
 |
Siemens |
91.107 |
Fri |
-1.87 |
94.475 |
-3.57 |
108.810 |
-14.335 |
-13.17 |
|
-12.77 |
ES0113900J37 |
SAN |
 |
 |
 |
 |
|
 |
Banco Santander |
2.132 |
Fri |
-3.38 |
2.222 |
-4.04 |
2.489 |
-0.268 |
-10.76 |
|
-10.93 |
FR0000120578 |
SAN |
 |
 |
 |
 |
S |
 |
Sanofi |
68.759 |
Fri |
-0.07 |
71.673 |
-4.06 |
78.313 |
-6.640 |
-8.48 |
|
-7.86 |
DE0007100000 |
MBG |
 |
 |
 |
 |
|
 |
Mercedes-Benz |
48.913 |
Fri |
-3.73 |
50.993 |
-4.08 |
51.187 |
-0.194 |
-0.38 |
|
-11.47 |
DE000A1EWWW0 |
ADS |
 |
 |
 |
 |
L |
 |
Adidas |
139.439 |
Fri |
-1.15 |
145.619 |
-4.24 |
173.627 |
-28.008 |
-16.13 |
|
-21.92 |
IT0000072618 |
ISP |
 |
 |
 |
 |
|
 |
Intesa Sanpaolo |
1.493 |
Fri |
-2.94 |
1.561 |
-4.35 |
1.676 |
-0.116 |
-6.89 |
|
-14.25 |
FR0000131104 |
BNP |
 |
 |
 |
 |
|
 |
BNP Paribas |
40.131 |
Fri |
-2.79 |
42.168 |
-4.83 |
42.973 |
-0.805 |
-1.87 |
|
-6.65 |
ISIN |
Symbol |
|
⇓instrument |
freshest |
⇓ Δday |
8/15/22 |
Δwk |
3/14/22 |
prc diff |
⇓ Δ22 |
|
⇓∅-RS |
NL0012969182 |
ADYEN |
 |
 |
 |
 |
L |
 |
Adyen |
1,362.220 |
Fri |
-7.01 |
1,567.841 |
-13.11 |
1,370.313 |
197.528 |
14.41 |
|
-1.25 |
Europe 50 - 50 out of 50 instruments rated - 8/15/22 / 3/14/22 - 26 did rise, Market-Ratio(22) in GBP = 52.00 % |
Technical Chart
Transactions STOXX Europe 50 in Pound sterling * 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 |
8,510 |
|
1.175 |
1.153 |
1.198 |
0.023 |
2 |
10,195 |
65 |
|
long |
6/26/06 |
1/21/08 |
574 |
 |
 |
 |
ABB |
100 |
1,517 |
|
6.717 |
11.078 |
|
4.361 |
65 |
16,811 |
37 |
|
short |
1/21/08 |
4/21/08 |
91 |
 |
 |
 |
UBS |
100 |
896 |
|
18.759 |
17.667 |
19.918 |
1.160 |
6 |
17,850 |
27 |
|
long |
4/21/08 |
4/28/08 |
7 |
 |
 |
 |
Rio Tinto |
100 |
346 |
|
51.524 |
51.433 |
|
-0.091 |
0 |
17,819 |
-9 |
|
short |
4/28/08 |
6/23/08 |
56 |
 |
 |
 |
UBS |
100 |
1,007 |
|
17.692 |
10.780 |
29.038 |
11.346 |
64 |
29,244 |
2,427 |
|
long |
6/23/08 |
6/30/08 |
7 |
 |
 |
 |
Rio Tinto |
100 |
592 |
|
49.352 |
49.641 |
|
0.289 |
1 |
29,415 |
36 |
|
short |
6/30/08 |
8/11/08 |
42 |
 |
 |
 |
UBS |
100 |
2,787 |
|
10.551 |
11.150 |
9.952 |
-0.599 |
-6 |
27,746 |
-40 |
|
long |
8/11/08 |
9/08/08 |
28 |
 |
 |
 |
AstraZeneca |
100 |
1,075 |
|
25.810 |
26.090 |
|
0.280 |
1 |
28,047 |
15 |
|
short |
9/08/08 |
3/30/09 |
203 |
 |
 |
 |
UBS |
100 |
2,285 |
|
12.274 |
6.191 |
24.334 |
12.060 |
98 |
55,605 |
242 |
|
long |
3/30/09 |
4/06/09 |
7 |
 |
 |
 |
AstraZeneca |
100 |
2,364 |
|
23.520 |
23.750 |
|
0.230 |
1 |
56,149 |
66 |
|
short |
4/06/09 |
4/13/09 |
7 |
 |
 |
 |
Lloyds Bank |
100 |
70,450 |
|
0.797 |
0.879 |
0.715 |
-0.082 |
-10 |
50,372 |
-100 |
|
long |
4/13/09 |
8/30/10 |
504 |
 |
 |
 |
Deutsche Bank |
100 |
1,865 |
|
27.002 |
31.697 |
|
4.695 |
17 |
59,128 |
12 |
|
short |
8/30/10 |
9/06/10 |
7 |
 |
 |
 |
BP |
100 |
15,535 |
|
3.806 |
4.065 |
3.547 |
-0.259 |
-7 |
55,105 |
-97 |
|
long |
9/06/10 |
8/08/11 |
336 |
 |
 |
 |
Novo Nordisk |
100 |
4,852 |
|
11.357 |
13.350 |
|
1.993 |
18 |
64,774 |
19 |
|
short |
8/08/11 |
12/19/11 |
133 |
 |
 |
 |
Lloyds Bank |
100 |
197,421 |
|
0.328 |
0.235 |
0.459 |
0.131 |
40 |
90,577 |
151 |
|
long |
12/19/11 |
10/20/14 |
1036 |
 |
 |
 |
Roche |
100 |
832 |
|
108.834 |
176.233 |
|
67.398 |
62 |
146,652 |
19 |
|
short |
10/20/14 |
11/10/14 |
21 |
 |
 |
 |
Deutsche Bank |
100 |
8,596 |
|
17.059 |
16.908 |
17.213 |
0.153 |
1 |
147,969 |
17 |
|
long |
11/10/14 |
8/24/15 |
287 |
 |
 |
 |
Novartis |
100 |
3,047 |
|
48.548 |
50.842 |
|
2.293 |
5 |
154,957 |
6 |
|
short |
8/24/15 |
10/26/15 |
63 |
 |
 |
 |
Rio Tinto |
100 |
7,192 |
|
21.545 |
24.875 |
18.215 |
-3.330 |
-15 |
131,008 |
-62 |
|
long |
10/26/15 |
12/14/15 |
49 |
 |
 |
 |
SAP |
100 |
2,593 |
|
50.508 |
50.391 |
|
-0.116 |
0 |
130,706 |
-2 |
|
short |
12/14/15 |
12/28/15 |
14 |
 |
 |
 |
Rio Tinto |
100 |
7,072 |
|
18.480 |
20.065 |
16.895 |
-1.585 |
-9 |
119,497 |
-90 |
|
long |
12/28/15 |
1/04/16 |
7 |
 |
 |
 |
SAP |
100 |
2,224 |
|
53.712 |
51.940 |
|
-1.773 |
-3 |
115,555 |
-83 |
|
short |
1/04/16 |
1/25/16 |
21 |
 |
 |
 |
Rio Tinto |
100 |
6,073 |
|
19.025 |
16.090 |
22.495 |
3.470 |
18 |
136,631 |
1,740 |
|
long |
1/25/16 |
3/28/16 |
63 |
 |
 |
 |
SAP |
100 |
2,468 |
|
55.353 |
55.616 |
|
0.263 |
0 |
137,281 |
3 |
|
short |
3/28/16 |
4/18/16 |
21 |
 |
 |
 |
Credit Suisse |
100 |
13,663 |
|
10.047 |
10.559 |
9.535 |
-0.512 |
-5 |
130,286 |
-60 |
|
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 |
3,043 |
|
42.805 |
41.625 |
|
-1.180 |
-3 |
126,696 |
-77 |
|
short |
4/25/16 |
5/16/16 |
21 |
 |
 |
 |
Credit Suisse |
100 |
12,135 |
|
10.440 |
9.510 |
11.460 |
1.020 |
10 |
139,079 |
406 |
|
long |
5/16/16 |
3/05/18 |
658 |
 |
 |
 |
BAT |
100 |
3,303 |
|
42.097 |
42.210 |
|
0.113 |
0 |
139,452 |
0 |
|
short |
3/05/18 |
4/23/18 |
49 |
 |
 |
 |
Imperial Brands |
100 |
5,404 |
|
25.805 |
23.955 |
27.798 |
1.993 |
8 |
150,222 |
74 |
|
long |
4/23/18 |
10/15/18 |
175 |
 |
 |
 |
LVMH |
100 |
609 |
|
246.313 |
229.373 |
|
-16.939 |
-7 |
139,906 |
-14 |
|
short |
10/15/18 |
11/12/18 |
28 |
 |
 |
 |
Intesa Sanpaolo |
100 |
77,815 |
|
1.798 |
1.715 |
1.885 |
0.087 |
5 |
146,698 |
86 |
|
long |
11/12/18 |
12/10/18 |
28 |
 |
 |
 |
AstraZeneca |
100 |
2,346 |
|
62.510 |
60.070 |
|
-2.440 |
-4 |
140,974 |
-40 |
|
short |
12/10/18 |
2/11/19 |
63 |
 |
 |
 |
Bayer |
100 |
2,563 |
|
54.994 |
59.628 |
50.360 |
-4.634 |
-8 |
129,097 |
-40 |
|
long |
2/11/19 |
3/02/20 |
385 |
 |
 |
 |
Roche |
100 |
614 |
|
210.053 |
257.314 |
|
47.261 |
22 |
158,115 |
21 |
|
short |
3/02/20 |
6/22/20 |
112 |
 |
 |
 |
AB InBev |
100 |
3,480 |
|
45.423 |
40.607 |
50.809 |
5.387 |
12 |
176,861 |
44 |
|
long |
6/22/20 |
6/29/20 |
7 |
 |
 |
 |
ASML |
100 |
606 |
|
291.385 |
294.549 |
|
3.164 |
1 |
178,778 |
76 |
|
short |
6/29/20 |
7/27/20 |
28 |
 |
 |
 |
Airbus |
100 |
3,086 |
|
57.913 |
56.558 |
59.301 |
1.388 |
2 |
183,061 |
36 |
|
long |
7/27/20 |
6/20/22 |
693 |
 |
 |
 |
ASML |
100 |
618 |
|
295.896 |
392.595 |
|
96.699 |
33 |
242,821 |
16 |
|
short |
6/20/22 |
6/27/22 |
7 |
 |
 |
 |
Adyen |
100 |
228 |
|
1,063.462 |
1,224.208 |
902.716 |
-160.746 |
-15 |
206,171 |
-100 |
|
long |
6/27/22 |
7/11/22 |
14 |
 |
 |
 |
BAT |
100 |
5,772 |
|
35.715 |
33.890 |
|
-1.825 |
-5 |
195,637 |
-75 |
|
short |
7/11/22 |
7/25/22 |
14 |
 |
 |
 |
Adidas |
100 |
1,416 |
|
138.099 |
149.283 |
126.916 |
-11.183 |
-8 |
179,802 |
-89 |
|
long |
7/25/22 |
8/19/22 |
25 |
 |
 |
 |
Novo Nordisk |
100 |
1,885 |
|
95.346 |
87.300 |
|
-8.046 |
-8 |
164,635 |
-72 |
|
accum | 6/12/06 |
8/19/22 | 5913 |
days out of 6074 invested (97%) |
1,546 |
164,635 |
19 |
|
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 | 18.76 | 17.67 | 19.92 | 1.16 | 6.18 | | | |
| short | 4/28/08 | 6/23/08 | 56 | 17.69 | 10.78 | 29.04 | 11.35 | 64.13 | | | |
| short | 6/30/08 | 8/11/08 | 42 | 10.55 | 11.15 | 9.95 | -0.60 | -5.68 | | | |
| short | 9/08/08 | 3/30/09 | 203 | 12.27 | 6.19 | 24.33 | 12.06 | 98.26 | | | 225.91 |
Roche | long | 12/19/11 | 10/20/14 | 1036 | 108.83 | 176.23 | | 67.40 | 61.93 | | | |
| long | 2/11/19 | 3/02/20 | 385 | 210.05 | 257.31 | | 47.26 | 22.50 | | | 98.36 |
ABB | long | 6/26/06 | 1/21/08 | 574 | 6.72 | 11.08 | | 4.36 | 64.93 | | | 64.93 |
ASML | long | 6/22/20 | 6/29/20 | 7 | 291.39 | 294.55 | | 3.16 | 1.09 | | | |
| long | 7/27/20 | 6/20/22 | 693 | 295.90 | 392.59 | | 96.70 | 32.68 | | | 34.12 |
Lloyds Bank | short | 4/06/09 | 4/13/09 | 7 | 0.80 | 0.88 | 0.72 | -0.08 | -10.29 | | | |
| short | 8/08/11 | 12/19/11 | 133 | 0.33 | 0.23 | 0.46 | 0.13 | 39.84 | | | 25.45 |
Deutsche Bank | long | 4/13/09 | 8/30/10 | 504 | 27.00 | 31.70 | | 4.69 | 17.39 | | | |
| short | 10/20/14 | 11/10/14 | 21 | 17.06 | 16.91 | 17.21 | 0.15 | 0.90 | | | 18.44 |
AB InBev | short | 3/02/20 | 6/22/20 | 112 | 45.42 | 40.61 | 50.81 | 5.39 | 11.86 | | | 11.86 |
Imperial Brands | short | 3/05/18 | 4/23/18 | 49 | 25.81 | 23.96 | 27.80 | 1.99 | 7.72 | | | 7.72 |
Novo Nordisk | long | 9/06/10 | 8/08/11 | 336 | 11.36 | 13.35 | | 1.99 | 17.55 | | | |
| long | 7/25/22 | 8/19/22 | 25 | 95.35 | 87.30 | | -8.05 | -8.44 | | | 7.63 |
Intesa Sanpaolo | short | 10/15/18 | 11/12/18 | 28 | 1.80 | 1.71 | 1.89 | 0.09 | 4.86 | | | 4.86 |
Novartis | long | 11/10/14 | 8/24/15 | 287 | 48.55 | 50.84 | | 2.29 | 4.72 | | | 4.72 |
Credit Suisse | short | 3/28/16 | 4/18/16 | 21 | 10.05 | 10.56 | 9.54 | -0.51 | -5.10 | | | |
| short | 4/25/16 | 5/16/16 | 21 | 10.44 | 9.51 | 11.46 | 1.02 | 9.77 | | | 4.18 |
Airbus | short | 6/29/20 | 7/27/20 | 28 | 57.91 | 56.56 | 59.30 | 1.39 | 2.40 | | | 2.40 |
Vodafone | short | 6/12/06 | 6/26/06 | 14 | 1.18 | 1.15 | 1.20 | 0.02 | 1.95 | | | 1.95 |
AstraZeneca | long | 8/11/08 | 9/08/08 | 28 | 25.81 | 26.09 | | 0.28 | 1.08 | | | |
| long | 3/30/09 | 4/06/09 | 7 | 23.52 | 23.75 | | 0.23 | 0.98 | | | |
| long | 11/12/18 | 12/10/18 | 28 | 62.51 | 60.07 | | -2.44 | -3.90 | | | -1.91 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
SAP | long | 10/26/15 | 12/14/15 | 49 | 50.51 | 50.39 | | -0.12 | -0.23 | | | |
| long | 12/28/15 | 1/04/16 | 7 | 53.71 | 51.94 | | -1.77 | -3.30 | | | |
| long | 1/25/16 | 3/28/16 | 63 | 55.35 | 55.62 | | 0.26 | 0.48 | | | -3.06 |
BP | short | 8/30/10 | 9/06/10 | 7 | 3.81 | 4.07 | 3.55 | -0.26 | -6.81 | | | -6.81 |
LVMH | long | 4/23/18 | 10/15/18 | 175 | 246.31 | 229.37 | | -16.94 | -6.88 | | | -6.88 |
BAT | long | 4/18/16 | 4/25/16 | 7 | 42.81 | 41.63 | | -1.18 | -2.76 | | | |
| long | 5/16/16 | 3/05/18 | 658 | 42.10 | 42.21 | | 0.11 | 0.27 | | | |
| long | 6/27/22 | 7/11/22 | 14 | 35.72 | 33.89 | | -1.83 | -5.11 | | | -7.48 |
Adidas | short | 7/11/22 | 7/25/22 | 14 | 138.10 | 149.28 | 126.92 | -11.18 | -8.10 | | | -8.10 |
Rio Tinto | long | 4/21/08 | 4/28/08 | 7 | 51.52 | 51.43 | | -0.09 | -0.18 | | | |
| long | 6/23/08 | 6/30/08 | 7 | 49.35 | 49.64 | | 0.29 | 0.59 | | | |
| short | 8/24/15 | 10/26/15 | 63 | 21.55 | 24.88 | 18.22 | -3.33 | -15.46 | | | |
| short | 12/14/15 | 12/28/15 | 14 | 18.48 | 20.07 | 16.90 | -1.59 | -8.58 | | | |
| short | 1/04/16 | 1/25/16 | 21 | 19.03 | 16.09 | 22.50 | 3.47 | 18.24 | | | -8.23 |
Bayer | short | 12/10/18 | 2/11/19 | 63 | 54.99 | 59.63 | 50.36 | -4.63 | -8.43 | | | -8.43 |
Adyen | short | 6/20/22 | 6/27/22 | 7 | 1,063.46 | 1,224.21 | 902.72 | -160.75 | -15.12 | | | -15.12 |
Annotations
7/18/22 | GlaxoSmithKline | | | demergers OTC business -> Haleon |
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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