Assessment - Topix 100 (Tokyo) in Swiss Franc - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
								SOM Price Index	2.660	8/09/24	0.43	2.973	-10.54	2.787	0.186	6.68		1.14
								Mitsubishi Heavy	9.675	8/09/24	1.67	9.695	-0.20	4.880	4.815	98.67		74.67
								MS&AD Insurance	16.851	8/09/24	-0.50	20.765	-18.85	10.947	9.819	89.69		67.60
						L		Hitachi	18.193	8/09/24	3.73	20.793	-12.51	12.044	8.749	72.64		58.98
								Disco	231.144	8/09/24	-1.95	339.697	-31.96	199.139	140.558	70.58		64.43
								Tokio Marine	27.438	8/09/24	0.20	34.378	-20.19	20.897	13.481	64.51		49.90
								Softbank Group	42.437	8/09/24	4.88	58.751	-27.77	37.264	21.487	57.66		39.47
								NEC	66.692	8/09/24	2.71	74.103	-10.00	49.444	24.658	49.87		41.90
								Sumitomo Mitsui FG	50.155	8/09/24	3.71	60.596	-17.23	40.740	19.857	48.74		33.81
								Resona	5.055	8/09/24	3.93	6.079	-16.85	4.243	1.836	43.28		23.22
								Sompo	16.546	8/09/24	0.02	19.490	-15.11	13.612	5.879	43.19		31.95
						L		Eneos	3.836	8/09/24	1.55	4.711	-18.57	3.318	1.392	41.96		29.84
								Dai-ichi Life	21.269	8/09/24	3.15	24.938	-14.71	17.717	7.221	40.75		30.53
								Nomura	4.137	8/09/24	2.06	5.240	-21.05	3.776	1.464	38.77		27.04
								Mitsubishi Corp	15.612	8/09/24	1.77	18.221	-14.32	13.344	4.877	36.55		15.00
								Mitsubishi UFJ	7.888	8/09/24	1.22	9.782	-19.35	7.174	2.608	36.35		24.38
						L		Recruit	46.430	8/09/24	6.81	47.359	-1.96	35.310	12.049	34.12		42.04
								Mizuho	15.545	8/09/24	2.38	19.060	-18.44	14.286	4.774	33.42		21.52
						L		Daiichi Sankyo	30.525	8/09/24	-1.16	30.351	0.57	22.928	7.423	32.38		14.34
								Mitsui & Co	15.950	8/09/24	1.24	20.670	-22.84	15.686	4.984	31.78		15.36
								Tokyo Electron	144.346	8/09/24	0.70	194.736	-25.88	149.547	45.189	30.22		26.92
								Sumitomo Mitsui Trst	18.568	8/09/24	2.72	20.810	-10.78	16.024	4.787	29.87		18.95
						L		Sumitomo El	11.918	8/09/24	2.55	13.761	-13.39	10.632	3.129	29.43		17.62
						L		Itochu	37.638	8/09/24	6.05	43.975	-14.41	34.149	9.826	28.77		20.35
								Orix	18.651	8/09/24	4.68	19.988	-6.69	15.727	4.261	27.09		16.13
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
						L		Marubeni	12.732	8/09/24	1.04	16.708	-23.80	13.196	3.512	26.61		12.80
								Advantest	32.393	8/09/24	-0.41	35.905	-9.78	28.405	7.499	26.40		19.42
						L		Fujifilm	19.065	8/09/24	2.25	20.984	-9.14	16.724	4.259	25.47		15.72
								Subaru	13.587	8/09/24	-2.37	19.004	-28.50	15.313	3.691	24.10		8.88
								Sumitomo Corp	17.740	8/09/24	2.03	22.566	-21.39	18.214	4.352	23.89		14.23
								Mitsubishi Estate	12.740	8/09/24	-0.52	14.166	-10.07	11.505	2.661	23.13		12.61
								Otsuka	43.030	8/09/24	1.22	38.500	11.77	31.319	7.181	22.93		13.53
								Komatsu	21.627	8/09/24	2.71	26.733	-19.10	21.838	4.894	22.41		9.92
								Japan Post	7.609	8/09/24	0.52	9.060	-16.02	7.458	1.602	21.48		17.27
								Mitsubishi El	11.510	8/09/24	-3.88	14.300	-19.52	11.837	2.463	20.81		12.44
								Mitsui Fudosan	8.025	8/09/24	-0.24	8.244	-2.65	6.826	1.418	20.78		13.98
								Toyota	13.688	8/09/24	-0.14	18.366	-25.47	15.340	3.027	19.73		7.21
						L		Nidec	32.555	8/09/24	0.80	39.820	-18.24	33.723	6.097	18.08		2.87
						L		Olympus	13.378	8/09/24	1.42	14.219	-5.92	12.083	2.137	17.68		10.46
								Japan Exchange	18.556	8/09/24	4.70	20.743	-10.54	17.664	3.079	17.43		11.78
								Canon	25.307	8/09/24	1.64	24.647	2.68	21.436	3.211	14.98		5.30
								Suzuki Motor	9.094	8/09/24	0.31	10.254	-11.32	8.931	1.323	14.81		10.67
						L		Japan Tobacco	21.923	8/09/24	-0.31	24.692	-11.21	21.584	3.108	14.40		12.52
								Fujitsu	13.523	8/09/24	2.37	14.298	-5.42	12.598	1.700	13.49		15.25
								Honda Motor	7.942	8/09/24	-0.14	9.846	-19.34	8.681	1.165	13.42		1.55
								Nintendo	43.628	8/09/24	3.11	48.930	-10.84	43.576	5.354	12.29		14.63
						S		Denso	11.795	8/09/24	-0.19	14.133	-16.54	12.595	1.538	12.21		-3.76
						L		Renesas Electronics	12.234	8/09/24	0.44	16.784	-27.11	15.094	1.690	11.19		12.03
								Fast Retailing	221.692	8/09/24	-0.50	226.614	-2.17	207.193	19.421	9.37		1.29
						L		Shimano	151.449	8/09/24	-0.48	140.180	8.04	129.296	10.884	8.42		4.99
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
								Sumitomo Realty	24.468	8/09/24	-0.57	26.750	-8.53	24.835	1.915	7.71		4.00
								Keyence	334.496	8/09/24	0.08	396.127	-15.56	367.842	28.285	7.69		3.66
								Sekisui House	18.573	8/09/24	0.36	19.927	-6.79	18.546	1.381	7.44		5.49
								SoftBank	10.503	8/09/24	0.51	11.135	-5.68	10.419	0.716	6.87		4.64
						L		Kao	35.955	8/09/24	1.56	36.190	-0.65	34.345	1.845	5.37		4.55
						L		Bandai Namco	15.861	8/09/24	-5.94	17.594	-9.85	16.737	0.857	5.12		-2.96
								Nippon Yūsen	25.312	8/09/24	0.82	27.029	-6.35	25.883	1.146	4.43		9.87
								Terumo	14.602	8/09/24	5.05	14.250	2.47	13.685	0.566	4.13		0.38
						L		Murata Manufacturing	15.452	8/09/24	-1.32	18.288	-15.50	17.723	0.565	3.19		8.06
						L		Shiseido	18.735	8/09/24	-12.07	25.782	-27.33	25.178	0.604	2.40		-8.25
								Aeon	19.625	8/09/24	1.18	19.071	2.90	18.659	0.412	2.21		-0.75
								Bridgestone	31.218	8/09/24	-1.33	35.206	-11.33	34.581	0.624	1.81		-3.88
								Nippon Steel	17.723	8/09/24	1.83	19.328	-8.30	19.126	0.202	1.06		-4.54
								Fanuc	21.739	8/09/24	-0.66	24.680	-11.92	24.556	0.124	0.50		-2.44
						S		Mitsubishi Chemical	4.658	8/09/24	-0.14	5.133	-9.26	5.116	0.017	0.34		-2.87
								Asahi Group	29.065	8/09/24	-2.18	31.213	-6.88	31.135	0.077	0.25		-5.40
						S		Kubota	10.914	8/09/24	1.80	12.578	-13.23	12.568	0.010	0.08		-4.42
								Chugai	34.238	8/09/24	2.60	31.587	8.39	31.633	-0.045	-0.14		8.37
								Ajinomoto	28.634	8/09/24	0.04	32.091	-10.77	32.213	-0.122	-0.38		-5.86
								Shin-Etsu	33.259	8/09/24	0.03	34.887	-4.66	35.037	-0.150	-0.43		10.49
								Hoya	110.147	8/09/24	0.90	103.855	6.06	104.366	-0.511	-0.49		1.86
								Seven & i	9.354	8/09/24	-0.54	10.962	-14.67	11.044	-0.082	-0.74		-7.32
								Takeda	22.756	8/09/24	0.52	23.444	-2.93	24.006	-0.561	-2.34		-8.52
						S		Sony	68.929	8/09/24	0.28	76.899	-10.36	79.407	-2.508	-3.16		-0.40
						S		SMC	362.124	8/09/24	-0.17	430.969	-15.97	448.611	-17.642	-3.93		-6.15
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
								Kirin	11.280	8/09/24	0.77	11.691	-3.52	12.234	-0.542	-4.43		-7.71
						S		West Japan Railway	14.577	8/09/24	-2.18	16.498	-11.64	17.412	-0.914	-5.25		-8.90
						L		Unicharm	27.287	8/09/24	-0.93	28.467	-4.15	30.188	-1.721	-5.70		-6.74
						S		Nissan Motor	2.294	8/09/24	-0.56	3.089	-25.74	3.282	-0.192	-5.86		-11.40
						S		Asahi Kasei	5.316	8/09/24	-1.15	5.735	-7.30	6.152	-0.417	-6.78		-5.23
						S		ANA	15.408	8/09/24	-1.36	16.616	-7.27	18.120	-1.504	-8.30		-11.46
						S		KDDI	25.217	8/09/24	-0.22	24.300	3.77	26.564	-2.264	-8.52		-8.92
								Daiwa House	24.071	8/09/24	-0.85	23.126	4.09	25.297	-2.171	-8.58		-7.07
						S		Sysmex	14.675	8/09/24	1.04	14.130	3.86	15.510	-1.380	-8.90		-10.81
						L		Daikin	94.683	8/09/24	-3.40	123.877	-23.57	136.105	-12.228	-8.98		-10.51
						S		EJR	14.384	8/09/24	-0.87	14.580	-1.34	16.045	-1.465	-9.13		-11.75
						S		Central Jap. Railway	17.964	8/09/24	-2.10	19.183	-6.36	21.223	-2.040	-9.61		-10.71
						L		Eisai	31.151	8/09/24	1.07	37.359	-16.62	41.758	-4.399	-10.54		-15.45
								Panasonic	5.920	8/09/24	1.34	7.371	-19.69	8.269	-0.898	-10.86		-16.69
						L		Astellas Pharma	9.119	8/09/24	-2.98	8.884	2.64	9.984	-1.100	-11.02		-16.40
						S		Secom	52.509	8/09/24	-0.88	53.281	-1.45	60.133	-6.852	-11.39		-13.48
								Lasertec	150.554	8/09/24	-0.92	193.785	-22.31	220.101	-26.316	-11.96		8.07
						S		Shionogi	35.094	8/09/24	0.56	34.853	0.69	40.254	-5.401	-13.42		-14.73
						S		Nippon Tel & Tel	0.815	8/09/24	0.21	0.874	-6.72	1.020	-0.147	-14.38		-14.37
						S		Kyocera	8.937	8/09/24	-0.62	10.388	-13.97	12.186	-1.798	-14.75		-11.18
						S		Nitori	110.259	8/09/24	-1.03	94.432	16.76	111.798	-17.366	-15.53		-13.00
						S		Ono Pharmaceutical	11.879	8/09/24	-1.62	12.421	-4.37	14.898	-2.477	-16.63		-18.30
						L		Omron	29.663	8/09/24	0.23	31.688	-6.39	38.981	-7.293	-18.71		-13.98
						S		Oriental Land	21.912	8/09/24	-0.15	25.094	-12.68	31.094	-5.999	-19.29		-16.47
								LY	2.116	8/09/24	-0.76	2.113	0.16	2.959	-0.846	-28.59		-13.33
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
						S		M3	6.446	8/09/24	-2.00	8.341	-22.73	13.815	-5.473	-39.62		-37.72
Topix (TYO) - 100 out of 100 instruments rated - 7/01/24 / 1/01/24 - 66 did rise, Market-Ratio(26) in CHF = 66.00 %
Stock Exchange Currency: JPY ¥ Japanese yen

 

 

Transactions Topix 100 (Tokyo) in Swiss Franc * Mixed Straddles L30 - 90/85 (1) - S41 - 32/36 (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		1/08/07	371				- cash -
long	1/08/07	1/29/07	21				Nintendo	100	33,245		0.301	0.356		0.055	18	11,844	1,794
1/29/07		11/12/07	287				- cash -
short	11/12/07	7/27/09	623				Orix	100	63,611		0.186	0.067	0.521	0.334	180	33,110	83
7/27/09		9/21/09	56				- cash -
long	9/21/09	10/19/09	28				Sumitomo Metal	100	95,011		0.348	0.352		0.004	1	33,463	15
10/19/09		6/14/10	238				- cash -
short	6/14/10	6/21/10	7				Nomura	100	507,655		0.066	0.066	0.066	-0.000	0	33,404	-9
6/21/10		7/05/10	14				- cash -
	7/05/10	7/12/10	7				Inpex	100	228,067		0.146	0.130	0.165	0.019	13	37,677	53,108
7/12/10		10/11/10	91				- cash -
	10/11/10	11/15/10	35				Resona	100	460,917		0.082	0.057	0.118	0.036	44	54,434	4,540
11/15/10		1/17/11	63				- cash -
	1/17/11	2/07/11	21				Resona	100	930,747		0.058	0.050	0.068	0.010	17	63,663	1,421
2/07/11		8/22/11	196				- cash -
	8/22/11	2/20/12	182				Nintendo	100	500,381		0.127	0.134	0.120	-0.007	-6	60,046	-11
2/20/12		3/19/12	28				- cash -
long	3/19/12	4/02/12	14				Isuzu Motors	100	577,163		0.104	0.109		0.005	5	62,904	236
4/02/12		4/30/12	28				- cash -
short	4/30/12	5/28/12	28				Panasonic	100	920,741		0.068	0.063	0.074	0.006	9	68,319	193
5/28/12		1/07/13	224				- cash -
long	1/07/13	10/07/13	273				Subaru	100	570,820		0.120	0.245		0.126	105	140,010	161
10/07/13		11/10/14	399				- cash -
	11/10/14	1/05/15	56				Oriental Land	100	1,409,536		0.099	0.115		0.016	16	162,351	162
1/05/15		3/02/15	56				- cash -
	3/02/15	7/06/15	126				Oriental Land	100	1,213,875		0.134	0.119		-0.015	-11	144,118	-29
7/06/15		1/04/16	182				- cash -
short	1/04/16	10/31/16	301				Toshiba	100	668,363		0.216	0.359	0.072	-0.144	-67	47,989	-74
10/31/16		1/09/17	70				- cash -
long	1/09/17	2/06/17	28				Fujitsu	100	800,099		0.060	0.061		0.001	1	48,496	15
2/06/17		3/20/17	42				- cash -
	3/20/17	4/03/17	14				T&D	100	299,342		0.162	0.145		-0.017	-11	43,399	-94
4/03/17		5/08/17	35				- cash -
	5/08/17	5/29/17	21				Tokyo Electron	100	97,856		0.443	0.461		0.018	4	45,120	97
5/29/17		10/30/17	154				- cash -
	10/30/17	11/20/17	21				Tokyo Electron	100	78,500		0.575	0.668		0.093	16	52,409	1,250
11/20/17		8/13/18	266				- cash -
short	8/13/18	8/27/18	14				Toray Industries	100	735,571		0.071	0.073	0.070	-0.002	-2	51,122	-48
8/27/18		10/29/18	63				- cash -
	10/29/18	11/26/18	28				Tokyo Electron	100	121,177		0.422	0.454	0.390	-0.032	-8	47,223	-64
11/26/18		12/10/18	14				- cash -
	12/10/18	12/17/18	7				Nitto Denko	100	94,930		0.497	0.494	0.501	0.003	1	47,541	42
12/17/18		12/24/18	7				- cash -
	12/24/18	9/16/19	266				Nitto Denko	100	100,041		0.475	0.508	0.442	-0.033	-7	44,238	-9
9/16/19		3/09/20	175				- cash -
	3/09/20	6/01/20	84				JFE	100	617,973		0.072	0.071	0.072	0.001	1	44,618	4
6/01/20		6/29/20	28				- cash -
	6/29/20	11/16/20	140				Mitsubishi Heavy	100	2,044,512		0.022	0.021	0.022	0.000	2	45,593	6
long	10/12/20	10/26/20	14				Softbank Group	100	73,544		0.620	0.596		-0.024	-4	43,837	-64
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
11/16/20		3/08/21	112				- cash -
	3/08/21	4/12/21	35				Softbank Group	100	51,982		0.843	0.846		0.002	0	43,952	3
4/12/21		5/10/21	28				- cash -
	5/10/21	6/21/21	42				JFE	100	308,101		0.143	0.103		-0.040	-28	31,705	-94
6/21/21		7/31/23	770				- cash -
	7/31/23	8/21/23	21				Renesas Electronics	100	188,008		0.169	0.143		-0.026	-15	26,904	-94
8/21/23		4/01/26	954				- cash -
accum	1/08/07	8/21/23	2443	days out of 7394 invested (33%)										169		26,904	16

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Orix	short	11/12/07	7/27/09	623	0.19	0.07	0.52	0.33	179.56			179.56
Subaru	long	1/07/13	10/07/13	273	0.12	0.25		0.13	104.94			104.94
Resona	short	10/11/10	11/15/10	35	0.08	0.06	0.12	0.04	44.48
	short	1/17/11	2/07/11	21	0.06	0.05	0.07	0.01	16.95			68.97
Inpex	short	7/05/10	7/12/10	7	0.15	0.13	0.17	0.02	12.79			12.79
Nintendo	long	1/08/07	1/29/07	21	0.30	0.36		0.06	18.44
	short	8/22/11	2/20/12	182	0.13	0.13	0.12	-0.01	-5.68			11.71
Tokyo Electron	long	5/08/17	5/29/17	21	0.44	0.46		0.02	3.97
	long	10/30/17	11/20/17	21	0.57	0.67		0.09	16.16
	short	10/29/18	11/26/18	28	0.42	0.45	0.39	-0.03	-7.63			11.55
Panasonic	short	4/30/12	5/28/12	28	0.07	0.06	0.07	0.01	8.61			8.61
Isuzu Motors	long	3/19/12	4/02/12	14	0.10	0.11		0.00	4.76			4.76
Oriental Land	long	11/10/14	1/05/15	56	0.10	0.12		0.02	15.96
	long	3/02/15	7/06/15	126	0.13	0.12		-0.02	-11.23			2.93
Mitsubishi Heavy	short	6/29/20	11/16/20	140	0.02	0.02	0.02	0.00	2.19			2.19
Sumitomo Metal	long	9/21/09	10/19/09	28	0.35	0.35		0.00	1.07			1.07
Fujitsu	long	1/09/17	2/06/17	28	0.06	0.06		0.00	1.06			1.06
Nomura	short	6/14/10	6/21/10	7	0.07	0.07	0.07	-0.00	-0.18			-0.18
Toray Industries	short	8/13/18	8/27/18	14	0.07	0.07	0.07	-0.00	-2.46			-2.46
Softbank Group	long	10/12/20	10/26/20	14	0.62	0.60		-0.02	-3.85
	long	3/08/21	4/12/21	35	0.84	0.85		0.00	0.26			-3.60
Nitto Denko	short	12/10/18	12/17/18	7	0.50	0.49	0.50	0.00	0.67
	short	12/24/18	9/16/19	266	0.48	0.51	0.44	-0.03	-6.95			-6.32
T&D	long	3/20/17	4/03/17	14	0.16	0.14		-0.02	-10.51			-10.51
Renesas Electronics	long	7/31/23	8/21/23	21	0.17	0.14		-0.03	-15.14			-15.14
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
JFE	short	3/09/20	6/01/20	84	0.07	0.07	0.07	0.00	0.86
	long	5/10/21	6/21/21	42	0.14	0.10		-0.04	-27.86			-27.25
Toshiba	short	1/04/16	10/31/16	301	0.22	0.36	0.07	-0.14	-66.70			-66.70

Annotations

3/28/24	West Japan Railway			stock split 1:2 (two for one)
	Fujitsu			stock split 1:10 (ten for one)
	Mitsubishi Heavy			stock split 1:10 (ten for one)
	Suzuki Motor			stock split 1:4 (four for one)
	MS&AD Insurance			stock split 1:3 (three for one)
	Sysmex			stock split 1:3 (three for one)
	Sompo			stock split 1:3 (three for one)
	Mitsui Fudosan			stock split 1:3 (three for one)
	Fujifilm			stock split 1:3 (three for one)
	EJR			stock split 1:3 (three for one)
	Terumo			stock split 1:2 (two for one)
2/28/24	Seven & i			stock split 1:3 (three for one)
9/28/23	Central Jap. Railway			stock split 1:5 (five for one)
	Denso			stock split 1:4 (four for one)
	Murata Manufacturing			stock split 1:3 (three for one)
	Honda Motor			stock split 1:3 (three for one)
6/29/23	Nippon Tel & Tel			stock split 1:25 (twenty-five for one)
3/30/23	Disco			stock split 1:3 (three for one)
	Shin-Etsu			stock split 1:5 (five for one)
	Oriental Land			stock split 1:5 (five for one)
	Fanuc			stock split 1:5 (five for one)
	Tokyo Electron			stock split 1:3 (three for one)
	Bandai Namco			stock split 1:3 (three for one)
2/27/23	Fast Retailing			splits 1:3 (three for one)
9/29/22	Nippon Yūsen			stock split 1:3 (three for one)
	Tokio Marine			stock split 1:3 (three for one)
	Nintendo			stock split 1:10 (ten for one)
9/29/21	Toyota			stock split 1:5 (five for one)
3/30/20	Nidec			splits 1:2 (two for one)
12/27/19	Nippon Tel & Tel			splits 1:2 (two for one)
11/19/19	Keyence			splits 1:2 (two for one)
4/06/17	Fuji Heavy			is now called Subaru Corporation
1/18/17	Keyence			stock split 1:2 (two for one)
4/18/16	Topix (TYO)			complete analysis after creation

write an annotation