Assessment - Belgian 20 Index in Japanese yen - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								BEL 20	700,245.775	8/12/24	-0.47	675,547.652	3.66	580,722.061	94,825.591	16.33		14.22
								Proximus	1,110.038	8/12/24	2.15	1,310.208	-15.28	1,332.862	-22.653	-1.70		6.24
						L		Melexis	13,587.347	8/12/24	1.49	13,994.621	-2.91	14,064.745	-70.124	-0.50		6.03
								Sofina	36,394.680	8/12/24	0.67	37,087.912	-1.87	35,302.824	1,785.088	5.06		12.02
								Aedifica	10,580.453	8/12/24	0.66	9,835.229	7.58	9,969.054	-133.825	-1.34		5.78
								argenx	84,660.958	8/12/24	0.35	69,929.778	21.07	53,800.001	16,129.778	29.98		10.74
								Ageas	7,344.793	8/12/24	0.33	7,469.575	-1.67	6,156.850	1,312.725	21.32		17.12
								GBL	11,446.993	8/12/24	0.08	11,559.644	-0.97	11,154.690	404.954	3.63		1.12
								Ackermans van Haaren	29,566.345	8/12/24	0.06	28,301.196	4.47	24,871.732	3,429.464	13.79		14.46
								D´Ieteren	35,701.448	8/12/24		34,522.954	3.41	27,706.609	6,816.345	24.60		25.51
								KBC	11,538.847	8/12/24	-0.21	11,466.057	0.63	9,196.903	2,269.155	24.67		15.50
								Anheuser-Busch InBev	9,566.602	8/12/24	-0.47	9,434.888	1.40	9,149.916	284.972	3.11		6.52
								Cofinimmo	10,580.453	8/12/24	-0.57	9,817.898	7.77	11,182.882	-1,364.984	-12.21		-5.33
								Warehouses De Pauw	4,218.317	8/12/24	-0.57	4,395.091	-4.02	4,463.756	-68.665	-1.54		6.65
						S		Aperam	4,343.098	8/12/24	-0.63	4,266.843	1.79	5,149.764	-882.921	-17.14		-5.64
						S		Umicore	1,958.380	8/12/24	-0.88	2,381.252	-17.76	3,899.913	-1,518.661	-38.94		-32.70
						S		Elia	16,264.956	8/12/24	-1.42	15,190.446	7.07	17,745.386	-2,554.940	-14.40		-6.65
								Syensqo	11,852.534	8/12/24	-1.70	14,556.139	-18.57	14,331.005	225.134	1.57		-na-
						L		Solvay	5,301.492	8/12/24	-1.83	5,804.085	-8.66	4,343.156	1,460.929	33.64		-11.42
						L		UCB	26,663.436	8/12/24	-2.38	24,306.447	9.70	12,357.555	11,948.892	96.69		71.43
						S		Galapagos	3,882.099	8/12/24	-2.52	4,062.340	-4.44	5,793.485	-1,731.145	-29.88		-22.62
BEL 20 - 20 out of 20 instruments rated - 7/01/24 / 1/01/24 - 11 did rise, Market-Ratio(26) in JPY = 55.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions Belgian 20 Index in Japanese yen * Mixed Cut L23 - 85/85 (2) - S39 - 37/48 (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		2/13/06	42				- cash -
long	2/13/06	2/27/06	14				Ackermans van Haaren	50	0		7,282.608	7,219.160		-63.448	-1	10,000	0
							Umicore	50	6		1,501.424	1,690.949		189.525	13	11,137	2,118
2/27/06		4/10/06	42				- cash -
	4/10/06	4/17/06	7				Ackermans van Haaren	50	0		8,246.833	8,219.640		-27.193	0	11,137	0
							Umicore	50	6		1,745.210	1,764.636		19.426	1	11,254	78
4/17/06		4/24/06	7				- cash -
	4/24/06	5/01/06	7				Ackermans van Haaren	50	0		8,315.108	8,789.701		474.593	6	11,254	0
							Umicore	50	6		1,839.969	1,861.433		21.464	1	11,382	83
5/01/06		10/30/06	182				- cash -
	10/30/06	11/06/06	7				Proximus	50	1		4,799.375	4,916.621		117.246	2	11,500	252
							Telenet	50	2		3,124.164	3,058.630		-65.534	-2	11,369	-67
11/06/06		11/13/06	7				- cash -
	11/13/06	3/19/07	126				Anheuser-Busch InBev	50	1		4,438.915	5,327.980		889.066	20	12,258	70
							Telenet	50	2		3,149.184	3,694.936		545.752	17	13,349	59
3/19/07		4/02/07	14				- cash -
	4/02/07	4/16/07	14				Anheuser-Busch InBev	50	1		5,356.194	5,744.900		388.706	7	13,738	521
							Colruyt	50	1		5,462.877	5,704.399		241.521	4	13,979	209
4/16/07		4/23/07	7				- cash -
	4/23/07	4/30/07	7				Anheuser-Busch InBev	50	1		5,751.601	5,859.662		108.060	2	14,088	164
							Colruyt	50	1		5,682.569	5,658.978		-23.591	0	14,064	-20
4/30/07		5/07/07	7				- cash -
	5/07/07	5/14/07	7				Anheuser-Busch InBev	50	1		6,148.657	5,917.060		-231.597	-4	13,832	-86
							Umicore	50	3		2,534.212	2,506.667		-27.545	-1	13,750	-43
5/14/07		10/01/07	140				- cash -
short	10/01/07	12/03/07	63				Ageas	100	0		33,970.046	29,318.479	39,359.614	5,389.568	16	13,750	0
12/03/07		12/17/07	14				- cash -
	12/17/07	7/20/09	581				Ageas	100	0		29,108.664	3,522.115	240,569.749	211,461.085	726	13,750	0
7/20/09		8/10/09	21				- cash -
long	8/10/09	2/01/10	175				Galapagos	50	6		1,134.880	1,318.343		183.463	16	14,850	37
							Ageas	50	1		4,318.080	3,345.890		-972.190	-23	13,878	-41
2/01/10		4/05/10	63				- cash -
	4/05/10	4/19/10	14				Bekaert	50	1		5,880.585	5,604.220		-276.365	-5	13,602	-71
							KBC	50	1		4,783.004	4,525.050		-257.954	-5	13,344	-76
4/19/10		7/05/10	77				- cash -
short	7/05/10	7/26/10	21				Ageas	100	6		1,949.043	2,371.320	1,526.766	-422.277	-22	10,810	-99
7/26/10		10/18/10	84				- cash -
long	10/18/10	11/29/10	42				Bekaert	50	0		8,198.301	7,834.702		-363.600	-4	10,810	0
							Umicore	50	5		1,980.816	2,013.222		32.406	2	10,972	15
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
11/29/10		12/13/10	14				- cash -
	12/13/10	12/20/10	7				Bekaert	50	0		9,255.184	9,295.516		40.332	0	10,972	0
							Umicore	50	5		2,187.766	2,171.888		-15.877	-1	10,893	-32
12/20/10		7/11/11	203				- cash -
short	7/11/11	5/07/12	301				Bekaert	100	1		5,800.096	2,239.194	15,023.761	9,223.665	159	20,117	217
5/07/12		5/14/12	7				- cash -
	5/14/12	6/11/12	28				Bekaert	100	8		2,359.491	1,890.003	2,945.603	586.112	25	24,806	1,703
6/11/12		9/17/12	98				- cash -
long	9/17/12	10/01/12	14				Galapagos	50	8		1,535.566	1,701.226		165.660	11	26,131	1,345
							KBC	50	5		2,255.492	1,929.659		-325.832	-14	24,502	-98
10/01/12		10/22/12	21				- cash -
	10/22/12	12/10/12	49				Galapagos	50	7		1,745.601	1,764.156		18.555	1	24,632	8
							Ageas	50	6		2,012.089	2,297.990		285.901	14	26,347	169
12/10/12		12/17/12	7				- cash -
	12/17/12	12/24/12	7				Ageas	50	5		2,430.337	2,478.418		48.081	2	26,587	178
							KBC	50	5		2,749.250	2,872.787		123.537	4	27,205	889
12/24/12		11/11/13	322				- cash -
	11/11/13	12/23/13	42				ING Groep	50	10		1,280.559	1,420.918		140.360	11	28,609	147
							KBC	50	2		5,378.214	5,816.671		438.457	8	29,486	98
12/23/13		3/17/14	84				- cash -
	3/17/14	3/31/14	14				Aperam	50	6		2,402.520	2,740.288		337.769	14	31,512	2,986
							KBC	50	2		6,232.952	6,347.801		114.849	2	31,742	61
3/31/14		4/28/14	28				- cash -
	4/28/14	6/16/14	49				Aperam	50	6		2,598.830	3,172.172		573.342	22	35,182	341
							UCB	50	1		8,409.649	8,349.931		-59.718	-1	35,122	-5
6/16/14		2/23/15	252				- cash -
	2/23/15	7/06/15	133				Aperam	50	4		4,166.000	4,655.274		489.275	12	37,079	36
							Galapagos	50	7		2,634.986	6,313.855		3,678.869	140	62,831	1,000
7/06/15		12/14/15	161				- cash -
short	12/14/15	5/16/16	154				Solvay	100	5		12,235.243	10,754.267	13,920.165	1,684.922	14	71,256	36
5/16/16		5/01/17	350				- cash -
long	5/01/17	6/12/17	42				ING Groep	50	19		1,820.633	1,878.095		57.462	3	72,348	31
							Galapagos	50	3		9,805.097	8,548.530		-1,256.567	-13	68,578	-70
6/12/17		3/26/18	287				- cash -
short	3/26/18	5/21/18	56				Ontex	100	24		2,802.966	2,970.400	2,635.532	-167.434	-6	64,560	-33
5/21/18		6/11/18	21				- cash -
	6/11/18	4/01/19	294				bpost	100	33		1,903.066	1,232.118	2,939.376	1,036.310	54	98,758	72
4/01/19		4/29/19	28				- cash -
long	4/29/19	5/06/19	7				Galapagos	50	3		12,794.559	12,600.921		-193.638	-2	98,177	-55
							Colruyt	50	7		8,016.923	7,952.857		-64.066	-1	97,728	-34
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	5/06/19	7/08/19	63				Umicore	100	23		4,180.029	3,308.773	5,280.703	1,100.673	26	123,044	287
7/08/19		3/16/20	252				- cash -
	3/16/20	5/04/20	49				Anheuser-Busch InBev	100	30		4,086.816	4,478.057	3,695.575	-391.241	-10	111,307	-53
5/04/20		6/01/20	28				- cash -
	6/01/20	12/07/20	189				Anheuser-Busch InBev	100	21		5,254.072	7,305.610	3,202.534	-2,051.538	-39	68,224	-62
12/07/20		5/03/21	147				- cash -
long	5/03/21	5/10/21	7				ING Groep	50	24		1,405.801	1,456.877		51.076	4	69,450	543
							Aperam	50	6		5,710.572	6,263.035		552.463	10	72,765	12,237
5/10/21		3/07/22	301				- cash -
short	3/07/22	6/26/23	476				ING Groep	100	68		1,064.321	1,855.576	273.067	-791.254	-74	18,960	-65
6/26/23		8/14/23	49				- cash -
	8/14/23	12/25/23	133				Proximus	100	17		1,057.064	1,343.097	771.031	-286.033	-27	14,097	-58
12/25/23		1/08/24	14				- cash -
	1/08/24	3/25/24	77				Solvay	100	3		4,419.296	4,114.351	4,746.843	327.547	7	15,080	40
3/25/24		4/29/24	35				- cash -
	4/29/24	5/06/24	7				Solvay	100	2		5,161.884	5,043.879	5,282.649	120.765	2	15,321	234
5/06/24		5/30/26	754				- cash -
accum	2/13/06	5/06/24	3283	days out of 7453 invested (44%)										53		15,321	5

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Ageas	short	10/01/07	12/03/07	63	33,970.05	29,318.48	39,359.61	5,389.57	15.87	100	15.87
	short	12/17/07	7/20/09	581	29,108.66	3,522.12	240,569.75	211,461.08	726.45		726.45
	long	8/10/09	2/01/10	175	4,318.08	3,345.89		-972.19	-22.51	50	-11.26
	short	7/05/10	7/26/10	21	1,949.04	2,371.32	1,526.77	-422.28	-21.67	100	-21.67
	long	10/22/12	12/10/12	49	2,012.09	2,297.99		285.90	14.21	50	7.10
	long	12/17/12	12/24/12	7	2,430.34	2,478.42		48.08	1.98		0.99	620.01
Bekaert	long	4/05/10	4/19/10	14	5,880.59	5,604.22		-276.37	-4.70		-2.35
	long	10/18/10	11/29/10	42	8,198.30	7,834.70		-363.60	-4.44		-2.22
	long	12/13/10	12/20/10	7	9,255.18	9,295.52		40.33	0.44		0.22
	short	7/11/11	5/07/12	301	5,800.10	2,239.19	15,023.76	9,223.67	159.03	100	159.03
	short	5/14/12	6/11/12	28	2,359.49	1,890.00	2,945.60	586.11	24.84		24.84	209.44
Galapagos	long	8/10/09	2/01/10	175	1,134.88	1,318.34		183.46	16.17	50	8.08
	long	9/17/12	10/01/12	14	1,535.57	1,701.23		165.66	10.79		5.39
	long	10/22/12	12/10/12	49	1,745.60	1,764.16		18.56	1.06		0.53
	long	2/23/15	7/06/15	133	2,634.99	6,313.86		3,678.87	139.62		69.81
	long	5/01/17	6/12/17	42	9,805.10	8,548.53		-1,256.57	-12.82		-6.41
	long	4/29/19	5/06/19	7	12,794.56	12,600.92		-193.64	-1.51		-0.76	80.62
bpost	short	6/11/18	4/01/19	294	1,903.07	1,232.12	2,939.38	1,036.31	54.45	100	54.45	54.45
Umicore	long	2/13/06	2/27/06	14	1,501.42	1,690.95		189.53	12.62	50	6.31
	long	4/10/06	4/17/06	7	1,745.21	1,764.64		19.43	1.11		0.56
	long	4/24/06	5/01/06	7	1,839.97	1,861.43		21.46	1.17		0.58
	long	5/07/07	5/14/07	7	2,534.21	2,506.67		-27.55	-1.09		-0.54
	long	10/18/10	11/29/10	42	1,980.82	2,013.22		32.41	1.64		0.82
	long	12/13/10	12/20/10	7	2,187.77	2,171.89		-15.88	-0.73		-0.36
	short	5/06/19	7/08/19	63	4,180.03	3,308.77	5,280.70	1,100.67	26.33	100	26.33	35.71
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Aperam	long	3/17/14	3/31/14	14	2,402.52	2,740.29		337.77	14.06	50	7.03
	long	4/28/14	6/16/14	49	2,598.83	3,172.17		573.34	22.06		11.03
	long	2/23/15	7/06/15	133	4,166.00	4,655.27		489.27	11.74		5.87
	long	5/03/21	5/10/21	7	5,710.57	6,263.03		552.46	9.67		4.84	31.90
Solvay	short	12/14/15	5/16/16	154	12,235.24	10,754.27	13,920.17	1,684.92	13.77	100	13.77
	short	1/08/24	3/25/24	77	4,419.30	4,114.35	4,746.84	327.55	7.41		7.41
	short	4/29/24	5/06/24	7	5,161.88	5,043.88	5,282.65	120.77	2.34		2.34	25.06
Telenet	long	10/30/06	11/06/06	7	3,124.16	3,058.63		-65.53	-2.10	50	-1.05
	long	11/13/06	3/19/07	126	3,149.18	3,694.94		545.75	17.33		8.66	7.53
Ackermans van Haaren	long	2/13/06	2/27/06	14	7,282.61	7,219.16		-63.45	-0.87		-0.44
	long	4/10/06	4/17/06	7	8,246.83	8,219.64		-27.19	-0.33		-0.16
	long	4/24/06	5/01/06	7	8,315.11	8,789.70		474.59	5.71		2.85	2.24
Colruyt	long	4/02/07	4/16/07	14	5,462.88	5,704.40		241.52	4.42		2.21
	long	4/23/07	4/30/07	7	5,682.57	5,658.98		-23.59	-0.42		-0.21
	long	4/29/19	5/06/19	7	8,016.92	7,952.86		-64.07	-0.80		-0.40	1.59
UCB	long	4/28/14	6/16/14	49	8,409.65	8,349.93		-59.72	-0.71		-0.36	-0.36
KBC	long	4/05/10	4/19/10	14	4,783.00	4,525.05		-257.95	-5.39		-2.70
	long	9/17/12	10/01/12	14	2,255.49	1,929.66		-325.83	-14.45		-7.22
	long	12/17/12	12/24/12	7	2,749.25	2,872.79		123.54	4.49		2.25
	long	11/11/13	12/23/13	42	5,378.21	5,816.67		438.46	8.15		4.08
	long	3/17/14	3/31/14	14	6,232.95	6,347.80		114.85	1.84		0.92	-3.05
Ontex	short	3/26/18	5/21/18	56	2,802.97	2,970.40	2,635.53	-167.43	-5.97	100	-5.97	-5.97
Proximus	long	10/30/06	11/06/06	7	4,799.38	4,916.62		117.25	2.44	50	1.22
	short	8/14/23	12/25/23	133	1,057.06	1,343.10	771.03	-286.03	-27.06	100	-27.06	-26.17
Anheuser-Busch InBev	long	11/13/06	3/19/07	126	4,438.91	5,327.98		889.07	20.03	50	10.01
	long	4/02/07	4/16/07	14	5,356.19	5,744.90		388.71	7.26		3.63
	long	4/23/07	4/30/07	7	5,751.60	5,859.66		108.06	1.88		0.94
	long	5/07/07	5/14/07	7	6,148.66	5,917.06		-231.60	-3.77		-1.88
	short	3/16/20	5/04/20	49	4,086.82	4,478.06	3,695.57	-391.24	-9.57	100	-9.57
	short	6/01/20	12/07/20	189	5,254.07	7,305.61	3,202.53	-2,051.54	-39.05		-39.05	-37.77
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
ING Groep	long	11/11/13	12/23/13	42	1,280.56	1,420.92		140.36	10.96	50	5.48
	long	5/01/17	6/12/17	42	1,820.63	1,878.10		57.46	3.16		1.58
	long	5/03/21	5/10/21	7	1,405.80	1,456.88		51.08	3.63		1.82
	short	3/07/22	6/26/23	476	1,064.32	1,855.58	273.07	-791.25	-74.34	100	-74.34	-72.01

Annotations

2/19/24	BEL 20			Component update: Melexis and Syensqo replace Colruyt and VGP
1/02/20	Warehouses De Pauw			splits 1:7 (seven for one)
3/30/17	BEL 20			machine learning processed for all techniques
3/20/17	BEL 20			Aperam and Sofina replace Ahold Delhaize and Elia System Operator
10/04/16	AB InBev			acquisition of SAB Miller completed
7/08/16	BEL 20			Galapagos, ING and Ontex replace Befimmo, D'Ieteren and Delta Lloyd
9/09/15	BEL 20			complete analysis (scheduled)
6/22/15	Belgacom			changes name to Proximus

write an annotation