Share-o-matic - Performance

Assessment - STOXX Europe 50 in Dollar - 7/01/24 - RS = 29

		instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	12/11/23	prc diff	⇓ Δ29	⇓∅-RS
		Stoxx 50	4,659.697	8/12/24	-0.16	4,835.285	-3.63	4,381.930	453.355	10.35	8.31
	L	ABB	50.364	8/12/24	0.55	55.753	-9.67	42.025	13.728	32.67	33.17
	S	Air Liquide	174.086	8/12/24	-0.79	174.429	-0.20	189.812	-15.382	-8.10	-6.02
		Airbus	143.474	8/12/24	-0.45	141.200	1.61	152.928	-11.729	-7.67	-7.67
		Allianz	274.483	8/12/24		281.563	-2.51	263.729	17.834	6.76	8.93
		Anheuser-Busch InBev	59.209	8/12/24	-0.47	58.393	1.40	62.934	-4.540	-7.21	-2.08
		ASML	841.578	8/12/24	0.08	1,023.601	-17.78	708.436	315.166	44.49	35.08
	L	AstraZeneca	16,156.239	8/12/24	0.63	15,554.489	3.87	12,664.663	2,889.826	22.82	14.78
		Axa	34.699	8/12/24	-0.77	33.530	3.49	32.305	1.225	3.79	3.69
		Banco Santander	4.386	8/12/24	-0.24	4.770	-8.06	4.235	0.535	12.63	14.67
	S	BASF	44.278	8/12/24	-0.22	47.614	-7.01	48.823	-1.210	-2.48	-4.44
	L	BAT	3,540.972	8/12/24		3,098.509	14.28	2,875.767	222.742	7.75	0.44
	L	Bayer	27.845	8/12/24	-0.04	28.070	-0.80	33.842	-5.772	-17.05	-25.05
		BNP Paribas	63.553	8/12/24		66.148	-3.92	65.750	0.399	0.61	1.40
		BP	555.734	8/12/24	1.35	604.911	-8.13	586.130	18.781	3.20	-1.21
		Deutsche Post	38.657	8/12/24	-0.36	41.317	-6.44	49.484	-8.167	-16.50	-7.67
	L	Deutsche Telekom	26.526	8/12/24	0.49	25.400	4.43	24.487	0.913	3.73	10.52
	S	Diageo	3,099.141	8/12/24	1.03	3,135.170	-1.15	3,524.304	-389.134	-11.04	-15.80
		Enel	6.906	8/12/24	0.44	7.087	-2.56	7.004	0.083	1.19	5.73
		EssilorLuxottica	222.354	8/12/24	-0.58	216.455	2.73	196.905	19.550	9.93	8.61
		Glencore	518.630	8/12/24	1.27	583.673	-11.14	551.068	32.604	5.92	4.61
		GSK	1,987.293	8/12/24	0.42	1,929.141	3.01	1,815.653	113.488	6.25	0.79
		Hermes International	2,151.676	8/12/24	-0.50	2,254.647	-4.57	2,147.016	107.632	5.01	4.13
	L	HSBC	814.006	8/12/24	0.22	873.423	-6.80	773.227	100.196	12.96	10.46
	L	Iberdrola	12.984	8/12/24	0.29	13.215	-1.75	12.628	0.587	4.65	8.94
		instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	12/11/23	prc diff	⇓ Δ29	⇓∅-RS
		ING Groep	16.338	8/12/24	0.21	17.546	-6.88	14.592	2.954	20.24	20.63
		L´Oreal	404.002	8/12/24	-1.59	442.188	-8.64	477.001	-34.814	-7.30	-3.68
	S	LVMH	681.221	8/12/24	-0.14	763.705	-10.80	795.271	-31.565	-3.97	-7.43
	S	Mercedes-Benz	61.654	8/12/24	-0.57	69.506	-11.30	67.759	1.747	2.58	-3.40
	L	Münchener Rück	471.095	8/12/24	1.01	500.806	-5.93	422.353	78.453	18.58	18.69
	S	National Grid	1,236.875	8/12/24	-0.04	1,119.306	10.50	1,334.080	-214.773	-16.10	-12.05
	L	Nestlé	98.093	8/12/24	-0.40	101.679	-3.53	112.558	-10.879	-9.67	-9.08
	L	Novartis	107.057	8/12/24	0.16	107.035	0.02	97.281	9.755	10.03	6.99
		Novo Nordisk	128.428	8/12/24	-2.80	144.494	-11.12	96.458	48.037	49.80	38.30
	L	Prosus	35.236	8/12/24	1.77	35.520	-0.80	32.423	3.096	9.55	11.75
		Reckitt Benckiser	5,284.279	8/12/24		5,422.074	-2.54	6,751.309	-1,329.235	-19.69	-18.08
		RELX	4,463.825	8/12/24	0.57	4,521.977	-1.29	3,910.039	611.938	15.65	18.95
	L	Richemont	141.872	8/12/24	1.22	155.540	-8.79	133.508	22.032	16.50	9.59
		Rio Tinto	6,247.585	8/12/24	0.56	6,616.726	-5.58	6,879.261	-262.535	-3.82	0.48
	L	Roche	307.427	8/12/24	0.25	276.773	11.08	289.068	-12.295	-4.25	0.89
		Safran	206.158	8/12/24	-0.18	216.777	-4.90	177.840	38.937	21.89	19.35
		Sanofi	102.618	8/12/24	-0.60	98.520	4.16	94.358	4.162	4.41	-1.06
		SAP	203.047	8/12/24	-0.33	199.164	1.95	158.345	40.819	25.78	27.10
		Schneider Electric	226.591	8/12/24	0.38	241.715	-6.26	189.747	51.968	27.39	24.95
		Shell	35.423	8/12/24	0.93	36.340	-2.52	32.042	4.298	13.42	11.03
		Siemens	168.616	8/12/24	0.01	189.982	-11.25	176.572	13.411	7.60	12.73
		TotalEnergies	66.202	8/12/24	0.60	68.229	-2.97	66.599	1.631	2.45	3.51
		UBS	27.500	8/12/24	0.44	29.857	-7.89	28.463	1.394	4.90	12.37
	L	Unilever Plc	5,959.352	8/12/24	-0.34	5,492.869	8.49	4,741.095	751.774	15.86	9.62
	S	Vinci	110.104	8/12/24	-0.77	108.227	1.73	124.772	-16.544	-13.26	-8.88
		instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	12/11/23	prc diff	⇓ Δ29	⇓∅-RS
	L	Zurich Insurance	514.260	8/12/24	0.85	534.290	-3.75	511.183	23.107	4.52	7.66
Europe 50 - 50 out of 50 instruments rated - 7/01/24 / 12/11/23 - 35 did rise, Market-Ratio(29) in USD = 70.00 %

Technical Chart

	Europe 50 RS = 29 - B/S = 45/45

1/03/22	scale up chart	7/01/24

Transactions STOXX Europe 50 in Dollar * L29 - 45 ex 9 (1)

												⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
long	1/02/06	7/17/06	196		ABB	100	1,002	9.970	11.624	1.654	17	11,658	33
7/17/06		7/24/06	7		- cash -
	7/24/06	4/02/07	252		ABB	100	970	12.008	17.276	5.268	44	16,768	69
	4/02/07	9/10/07	161		Mercedes-Benz	100	201	83.068	87.950	4.882	6	17,749	14
9/10/07		9/24/07	14		- cash -
	9/24/07	11/12/07	49		Rio Tinto	100	252	70.161	97.702	27.541	39	24,689	1,078
11/12/07		12/03/07	21		- cash -
	12/03/07	12/10/07	7		Rio Tinto	100	266	92.470	97.013	4.544	5	25,898	1,120
12/10/07		8/11/08	245		- cash -
	8/11/08	8/18/08	7		Hermes International	100	162	158.884	146.596	-12.288	-8	23,907	-98
8/18/08		5/04/09	259		- cash -
	5/04/09	5/11/09	7		ASML	100	1,110	21.524	19.266	-2.258	-10	21,401	-100
	5/11/09	5/25/09	14		Anheuser-Busch InBev	100	627	34.122	34.459	0.337	1	21,612	29
5/25/09		6/08/09	14		- cash -
	6/08/09	6/22/09	14		Rio Tinto	100	559	38.609	33.232	-5.376	-14	18,607	-98
	6/22/09	6/29/09	7		Anheuser-Busch InBev	100	553	33.625	36.502	2.876	9	20,198	7,121
6/29/09		7/20/09	21		- cash -
	7/20/09	1/11/10	175		Anheuser-Busch InBev	100	520	38.781	50.874	12.094	31	26,487	76
	1/11/10	5/03/10	112		Rio Tinto	100	455	58.087	48.328	-9.759	-17	22,046	-45
	5/03/10	7/05/10	63		Safran	100	864	25.512	26.041	0.529	2	22,503	13
7/05/10		7/12/10	7		- cash -
	7/12/10	7/19/10	7		Safran	100	818	27.484	26.431	-1.052	-4	21,642	-87
7/19/10		7/26/10	7		- cash -
	7/26/10	2/07/11	196		Safran	100	788	27.449	34.624	7.175	26	27,296	54
	2/07/11	4/18/11	70		ASML	100	615	44.332	39.204	-5.129	-12	24,142	-47
	4/18/11	7/18/11	91		BASF	100	268	89.835	95.461	5.626	6	25,650	28
7/18/11		7/25/11	7		- cash -
	7/25/11	8/08/11	14		Hermes International	100	74	344.688	306.957	-37.731	-11	22,858	-95
8/08/11		1/16/12	161		- cash -
	1/16/12	1/23/12	7		Hermes International	100	72	315.125	327.803	12.678	4	23,770	682
1/23/12		2/06/12	14		- cash -
	2/06/12	3/19/12	42		Hermes International	100	65	364.085	326.106	-37.979	-10	21,302	-62
	3/19/12	6/25/12	98		Airbus	100	533	39.956	33.004	-6.953	-17	17,596	-51
	6/25/12	9/24/12	91		ASML	100	358	49.097	53.186	4.089	8	19,060	38
	9/24/12	12/10/12	77		Anheuser-Busch InBev	100	219	86.979	87.981	1.002	1	19,279	6
	12/10/12	3/25/13	105		Richemont	100	244	78.861	78.179	-0.682	-1	19,113	-3
	3/25/13	2/10/14	322		Airbus	100	354	53.842	71.584	17.742	33	25,393	38
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
	2/10/14	5/12/14	91		ING Groep	100	1,850	13.723	14.116	0.393	3	26,120	12
	5/12/14	9/22/14	133		Enel	100	4,488	5.820	5.339	-0.480	-8	23,964	-21
	9/22/14	10/20/14	28		Novo Nordisk	100	992	24.144	22.413	-1.732	-7	22,246	-62
10/20/14		11/03/14	14		- cash -
	11/03/14	12/15/14	42		ASML	100	223	99.433	103.455	4.022	4	23,143	41
12/15/14		12/22/14	7		- cash -
	12/22/14	1/05/15	14		ASML	100	213	108.343	104.393	-3.950	-4	22,301	-62
1/05/15		1/12/15	7		- cash -
	1/12/15	4/06/15	84		ASML	100	214	103.983	101.776	-2.206	-2	21,829	-9
	4/06/15	8/24/15	140		Novo Nordisk	100	791	27.582	27.195	-0.387	-1	21,523	-4
8/24/15		3/14/16	203		- cash -
	3/14/16	4/04/16	21		Vinci	100	300	71.719	74.561	2.842	4	22,376	96
4/04/16		4/18/16	14		- cash -
	4/18/16	5/02/16	14		Glencore	100	9,915	2.257	2.401	0.144	6	23,808	404
5/02/16		7/04/16	63		- cash -
	7/04/16	6/05/17	336		Glencore	100	10,986	2.167	3.650	1.483	68	40,105	76
	6/05/17	7/31/17	56		LVMH	100	154	258.755	251.858	-6.897	-3	39,043	-16
	7/31/17	11/20/17	112		Glencore	100	8,732	4.471	4.763	0.292	7	41,590	23
	11/20/17	3/26/18	126		ASML	100	229	181.397	203.466	22.069	12	46,644	39
3/26/18		6/11/18	77		- cash -
	6/11/18	6/18/18	7		LVMH	100	131	355.005	344.679	-10.325	-3	45,291	-79
6/18/18		8/27/18	70		- cash -
	8/27/18	11/12/18	77		Safran	100	346	130.651	125.492	-5.159	-4	43,506	-17
11/12/18		2/25/19	105		- cash -
	2/25/19	3/18/19	21		Roche	100	157	276.269	277.804	1.536	1	43,747	10
3/18/19		3/25/19	7		- cash -
	3/25/19	10/28/19	217		Iberdrola	100	4,976	8.792	10.188	1.396	16	50,693	28
	10/28/19	3/09/20	133		ASML	100	189	267.115	270.841	3.727	1	51,398	4
3/09/20		9/28/20	203		- cash -
	9/28/20	12/07/20	70		Deutsche Post	100	1,123	45.744	47.714	1.970	4	53,610	25
	12/07/20	7/12/21	217		Mercedes-Benz	100	766	69.965	86.894	16.929	24	66,578	44
	7/12/21	1/10/22	182		ASML	100	94	701.815	705.153	3.338	0	66,892	1
	1/10/22	3/07/22	56		Richemont	100	466	143.330	113.819	-29.511	-21	53,140	-78
3/07/22		3/21/22	14		- cash -
	3/21/22	5/23/22	63		Glencore	100	8,101	6.559	6.448	-0.111	-2	52,240	-9
5/23/22		11/14/22	175		- cash -
	11/14/22	12/19/22	35		BP	100	9,242	5.652	5.685	0.033	1	52,543	6
12/19/22		12/26/22	7		- cash -
	12/26/22	6/12/23	168		Münchener Rück	100	162	322.699	349.531	26.832	8	56,890	19
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
	6/12/23	8/21/23	70		Hermes International	100	26	2,122.346	2,043.616	-78.730	-4	54,843	-18
8/21/23		8/28/23	7		- cash -
	8/28/23	9/04/23	7		Novo Nordisk	100	584	93.787	94.938	1.151	1	55,515	89
9/04/23		10/02/23	28		- cash -
	10/02/23	10/23/23	21		Novo Nordisk	100	618	89.691	97.520	7.829	9	60,354	328
10/23/23		11/27/23	35		- cash -
	11/27/23	8/12/24	259		Novo Nordisk	100	579	104.170	128.428	24.258	23	74,399	34
accum	1/02/06	8/12/24	5654	days out of 7467 invested (76%)						644		74,399	14

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Glencore	long	4/18/16	5/02/16	14	2.26	2.40	0.14	6.40
		7/04/16	6/05/17	336	2.17	3.65	1.48	68.46
		7/31/17	11/20/17	112	4.47	4.76	0.29	6.52
		3/21/22	5/23/22	63	6.56	6.45	-0.11	-1.69	87.70
ABB		1/02/06	7/17/06	196	9.97	11.62	1.65	16.59
		7/24/06	4/02/07	252	12.01	17.28	5.27	43.87	67.74
Anheuser-Busch InBev		5/11/09	5/25/09	14	34.12	34.46	0.34	0.99
		6/22/09	6/29/09	7	33.63	36.50	2.88	8.55
		7/20/09	1/11/10	175	38.78	50.87	12.09	31.19
		9/24/12	12/10/12	77	86.98	87.98	1.00	1.15	45.47
Mercedes-Benz		4/02/07	9/10/07	161	83.07	87.95	4.88	5.88
		12/07/20	7/12/21	217	69.96	86.89	16.93	24.20	31.50
Novo Nordisk		9/22/14	10/20/14	28	24.14	22.41	-1.73	-7.17
		4/06/15	8/24/15	140	27.58	27.19	-0.39	-1.40
		8/28/23	9/04/23	7	93.79	94.94	1.15	1.23
		10/02/23	10/23/23	21	89.69	97.52	7.83	8.73
		11/27/23	8/12/24	259	104.17	128.43	24.26	23.29	24.19
Safran		5/03/10	7/05/10	63	25.51	26.04	0.53	2.07
		7/12/10	7/19/10	7	27.48	26.43	-1.05	-3.83
		7/26/10	2/07/11	196	27.45	34.62	7.18	26.14
		8/27/18	11/12/18	77	130.65	125.49	-5.16	-3.95	18.94
Iberdrola		3/25/19	10/28/19	217	8.79	10.19	1.40	15.88	15.88
Airbus		3/19/12	6/25/12	98	39.96	33.00	-6.95	-17.40
		3/25/13	2/10/14	322	53.84	71.58	17.74	32.95	9.82
Münchener Rück		12/26/22	6/12/23	168	322.70	349.53	26.83	8.31	8.31
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
BASF		4/18/11	7/18/11	91	89.83	95.46	5.63	6.26	6.26
Rio Tinto		9/24/07	11/12/07	49	70.16	97.70	27.54	39.25
		12/03/07	12/10/07	7	92.47	97.01	4.54	4.91
		6/08/09	6/22/09	14	38.61	33.23	-5.38	-13.92
		1/11/10	5/03/10	112	58.09	48.33	-9.76	-16.80	4.63
Deutsche Post		9/28/20	12/07/20	70	45.74	47.71	1.97	4.31	4.31
Vinci		3/14/16	4/04/16	21	71.72	74.56	2.84	3.96	3.96
ING Groep		2/10/14	5/12/14	91	13.72	14.12	0.39	2.86	2.86
BP		11/14/22	12/19/22	35	5.65	5.68	0.03	0.58	0.58
Roche		2/25/19	3/18/19	21	276.27	277.80	1.54	0.56	0.56
ASML		5/04/09	5/11/09	7	21.52	19.27	-2.26	-10.49
		2/07/11	4/18/11	70	44.33	39.20	-5.13	-11.57
		6/25/12	9/24/12	91	49.10	53.19	4.09	8.33
		11/03/14	12/15/14	42	99.43	103.46	4.02	4.05
		12/22/14	1/05/15	14	108.34	104.39	-3.95	-3.65
		1/12/15	4/06/15	84	103.98	101.78	-2.21	-2.12
		11/20/17	3/26/18	126	181.40	203.47	22.07	12.17
		10/28/19	3/09/20	133	267.11	270.84	3.73	1.40
		7/12/21	1/10/22	182	701.82	705.15	3.34	0.48	-3.85
LVMH		6/05/17	7/31/17	56	258.75	251.86	-6.90	-2.67
		6/11/18	6/18/18	7	355.00	344.68	-10.33	-2.91	-5.50
Enel		5/12/14	9/22/14	133	5.82	5.34	-0.48	-8.26	-8.26
Richemont		12/10/12	3/25/13	105	78.86	78.18	-0.68	-0.87
		1/10/22	3/07/22	56	143.33	113.82	-29.51	-20.59	-21.28
Hermes International		8/11/08	8/18/08	7	158.88	146.60	-12.29	-7.73
		7/25/11	8/08/11	14	344.69	306.96	-37.73	-10.95
		1/16/12	1/23/12	7	315.13	327.80	12.68	4.02
		2/06/12	3/19/12	42	364.09	326.11	-37.98	-10.43
		6/12/23	8/21/23	70	2,122.35	2,043.62	-78.73	-3.71	-26.28

Annotations

2/19/24	Stoxx 50	Component update: Glencore, ING and Munich Re replace Adidas, Adyen and Kering
9/14/23	Prosus	stock split 1:2.1796 (two-point-onesevenninesix for one)
9/13/23	Novo Nordisk	stock split 1:2 (two for one)
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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