| | |
| | |
Assessment - SP Global 100 in Japanese yen - 7/01/24 - RS = 23
⇐
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
1/22/24 |
prc diff |
⇓ Δ23 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
S&P Global 100 |
607,046.542 |
8/12/24 |
0.32 |
638,262.727 |
-4.89 |
493,526.791 |
144,735.935 |
29.33 |
|
30.92 |
| |  |
 |
 |
 |
L |
 |
RWE |
5,608.247 |
8/12/24 |
1.70 |
5,649.841 |
-0.74 |
5,920.880 |
-271.039 |
-4.58 |
|
-1.18 |
| |  |
 |
 |
 |
|
 |
Canon |
4,525.000 |
8/09/24 |
1.64 |
4,407.000 |
2.68 |
3,770.000 |
637.000 |
16.90 |
|
11.50 |
| |  |
 |
 |
 |
|
 |
BP |
89,792.448 |
8/12/24 |
1.35 |
97,738.140 |
-8.13 |
83,975.958 |
13,762.183 |
16.39 |
|
7.47 |
| |  |
 |
 |
 |
|
 |
Panasonic |
1,058.500 |
8/09/24 |
1.34 |
1,318.000 |
-19.69 |
1,406.000 |
-88.000 |
-6.26 |
|
-15.72 |
| |  |
 |
 |
 |
L |
 |
Ericsson |
1,080.051 |
8/12/24 |
1.14 |
1,019.575 |
5.93 |
868.910 |
150.665 |
17.34 |
|
29.62 |
| |  |
 |
 |
 |
L |
 |
Walmart |
11,100.165 |
8/12/24 |
1.10 |
10,903.044 |
1.81 |
8,008.935 |
2,894.109 |
36.14 |
|
31.73 |
| |  |
 |
 |
 |
|
 |
Samsung Electronics |
8,821.380 |
8/12/24 |
1.07 |
9,557.469 |
-7.70 |
8,310.064 |
1,247.405 |
15.01 |
|
17.06 |
| |  |
 |
 |
 |
S |
 |
Diageo |
500,742.009 |
8/12/24 |
1.03 |
506,563.403 |
-1.15 |
508,411.779 |
-1,848.376 |
-0.36 |
|
-8.60 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
76,116.874 |
8/12/24 |
1.01 |
80,917.505 |
-5.93 |
64,239.610 |
16,677.896 |
25.96 |
|
29.34 |
| |  |
 |
 |
 |
|
 |
Shell |
5,723.497 |
8/12/24 |
0.93 |
5,871.675 |
-2.52 |
4,510.801 |
1,360.874 |
30.17 |
|
20.90 |
| |  |
 |
 |
 |
|
 |
Standard Chartered |
147,475.313 |
8/12/24 |
0.92 |
149,558.760 |
-1.39 |
109,307.121 |
40,251.639 |
36.82 |
|
17.19 |
| |  |
 |
 |
 |
L |
 |
Vodafone |
15,205.072 |
8/12/24 |
0.87 |
14,347.183 |
5.98 |
12,826.549 |
1,520.634 |
11.86 |
|
7.19 |
| |  |
 |
 |
 |
|
 |
Barclays |
44,957.502 |
8/12/24 |
0.85 |
43,548.112 |
3.24 |
27,287.244 |
16,260.868 |
59.59 |
|
45.96 |
| |  |
 |
 |
 |
|
 |
E.on |
2,136.021 |
8/12/24 |
0.78 |
2,115.224 |
0.98 |
2,009.100 |
106.124 |
5.28 |
|
10.86 |
| |  |
 |
 |
 |
S |
 |
Bristol-Myers |
7,603.694 |
8/12/24 |
0.73 |
6,673.025 |
13.95 |
7,334.250 |
-661.225 |
-9.02 |
|
-14.21 |
| |  |
 |
 |
 |
|
 |
UnibailRodaWestfield |
596.369 |
8/12/24 |
0.73 |
646.872 |
-7.81 |
522.241 |
124.631 |
23.86 |
|
37.63 |
| |  |
 |
 |
 |
L |
 |
HP |
5,457.985 |
8/12/24 |
0.72 |
5,650.259 |
-3.40 |
4,317.398 |
1,332.861 |
30.87 |
|
28.27 |
| |  |
 |
 |
 |
L |
 |
Apple |
35,147.291 |
8/12/24 |
0.71 |
35,021.263 |
0.36 |
28,687.465 |
6,333.798 |
22.08 |
|
28.50 |
| |  |
 |
 |
 |
|
 |
Repsol |
2,212.277 |
8/12/24 |
0.67 |
2,579.690 |
-14.24 |
2,092.947 |
486.742 |
23.26 |
|
12.58 |
| |  |
 |
 |
 |
L |
 |
AstraZeneca |
2,610,435.601 |
8/12/24 |
0.63 |
2,513,208.109 |
3.87 |
1,993,734.769 |
519,473.341 |
26.06 |
|
24.92 |
| |  |
 |
 |
 |
|
 |
TotalEnergies |
10,696.570 |
8/12/24 |
0.60 |
11,024.122 |
-2.97 |
9,311.841 |
1,712.281 |
18.39 |
|
12.72 |
| |  |
 |
 |
 |
S |
 |
McDonald´s |
43,537.853 |
8/12/24 |
0.58 |
40,391.998 |
7.79 |
44,151.976 |
-3,759.977 |
-8.52 |
|
-2.49 |
| |  |
 |
 |
 |
|
 |
Rio Tinto |
1,009,450.136 |
8/12/24 |
0.56 |
1,069,093.892 |
-5.58 |
995,549.524 |
73,544.368 |
7.39 |
|
9.29 |
| |  |
 |
 |
 |
L |
 |
ABB |
8,137.474 |
8/12/24 |
0.55 |
9,008.261 |
-9.67 |
6,178.362 |
2,829.899 |
45.80 |
|
45.14 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
1/22/24 |
prc diff |
⇓ Δ23 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Deutsche Telekom |
4,285.907 |
8/12/24 |
0.49 |
4,103.933 |
4.43 |
3,756.985 |
346.948 |
9.23 |
|
20.25 |
| |  |
 |
 |
 |
S |
 |
Engie |
2,657.678 |
8/12/24 |
0.49 |
2,379.519 |
11.69 |
2,519.599 |
-140.080 |
-5.56 |
|
-2.30 |
| |  |
 |
 |
 |
|
 |
Societe Generale |
3,556.280 |
8/12/24 |
0.44 |
3,916.761 |
-9.20 |
3,768.272 |
148.489 |
3.94 |
|
2.48 |
| |  |
 |
 |
 |
|
 |
UBS |
4,443.336 |
8/12/24 |
0.44 |
4,824.194 |
-7.89 |
4,321.105 |
503.089 |
11.64 |
|
22.48 |
| |  |
 |
 |
 |
|
 |
GSK |
321,095.834 |
8/12/24 |
0.42 |
311,699.900 |
3.01 |
292,903.924 |
18,795.977 |
6.42 |
|
9.79 |
| |  |
 |
 |
 |
|
 |
Prudential |
129,786.446 |
8/12/24 |
0.41 |
145,882.090 |
-11.03 |
149,934.879 |
-4,052.789 |
-2.70 |
|
-8.85 |
| |  |
 |
 |
 |
|
 |
Nike |
12,059.917 |
8/12/24 |
0.40 |
12,413.765 |
-2.85 |
14,878.599 |
-2,464.833 |
-16.57 |
|
-17.65 |
| |  |
 |
 |
 |
|
 |
Vivendi |
1,644.346 |
8/12/24 |
0.40 |
1,711.243 |
-3.91 |
1,585.996 |
125.247 |
7.90 |
|
16.57 |
| |  |
 |
 |
 |
L |
 |
Raytheon Tech |
18,839.582 |
8/12/24 |
0.39 |
16,084.737 |
17.13 |
12,579.340 |
3,505.397 |
27.87 |
|
22.57 |
| |  |
 |
 |
 |
|
 |
Schneider Electric |
36,611.315 |
8/12/24 |
0.38 |
39,054.958 |
-6.26 |
29,023.920 |
10,031.038 |
34.56 |
|
36.22 |
| |  |
 |
 |
 |
|
 |
Aviva |
98,902.419 |
8/12/24 |
0.35 |
97,227.492 |
1.72 |
82,705.164 |
14,522.328 |
17.56 |
|
22.17 |
| |  |
 |
 |
 |
L |
 |
Anglo American |
456,009.192 |
8/12/24 |
0.29 |
496,861.080 |
-8.22 |
329,691.060 |
167,170.020 |
50.71 |
|
26.61 |
| |  |
 |
 |
 |
S |
 |
Sony |
12,325.000 |
8/09/24 |
0.28 |
13,750.000 |
-10.36 |
14,800.000 |
-1,050.000 |
-7.09 |
|
-2.02 |
| |  |
 |
 |
 |
|
 |
Banco Bilbao Viz |
1,546.601 |
8/12/24 |
0.27 |
1,646.426 |
-6.06 |
1,317.686 |
328.740 |
24.95 |
|
22.87 |
| |  |
 |
 |
 |
|
 |
Aegon |
963.939 |
8/12/24 |
0.22 |
1,014.892 |
-5.02 |
895.549 |
119.342 |
13.33 |
|
22.43 |
| |  |
 |
 |
 |
L |
 |
HSBC |
131,522.651 |
8/12/24 |
0.22 |
141,122.845 |
-6.80 |
112,432.333 |
28,690.512 |
25.52 |
|
20.19 |
| |  |
 |
 |
 |
|
 |
ING Groep |
2,639.827 |
8/12/24 |
0.21 |
2,834.972 |
-6.88 |
2,075.210 |
759.762 |
36.61 |
|
31.37 |
| |  |
 |
 |
 |
|
 |
JP Morgan Chase |
33,315.037 |
8/12/24 |
0.19 |
33,195.472 |
0.36 |
25,169.038 |
8,026.434 |
31.89 |
|
35.41 |
| |  |
 |
 |
 |
|
 |
Microsoft |
65,730.104 |
8/12/24 |
0.19 |
73,795.901 |
-10.93 |
58,666.599 |
15,129.302 |
25.79 |
|
33.91 |
| |  |
 |
 |
 |
L |
 |
Novartis |
17,297.720 |
8/12/24 |
0.16 |
17,294.144 |
0.02 |
16,084.870 |
1,209.274 |
7.52 |
|
16.32 |
| |  |
 |
 |
 |
|
 |
Deutsche Bank |
2,306.383 |
8/12/24 |
0.14 |
2,669.983 |
-13.62 |
1,925.253 |
744.730 |
38.68 |
|
42.47 |
| |  |
 |
 |
 |
|
 |
Exxon Mobil |
19,227.360 |
8/12/24 |
0.13 |
18,574.599 |
3.51 |
14,325.238 |
4,249.361 |
29.66 |
|
15.42 |
| |  |
 |
 |
 |
L |
 |
Morgan Stanley |
15,323.721 |
8/12/24 |
0.13 |
16,021.723 |
-4.36 |
12,684.390 |
3,337.333 |
26.31 |
|
24.52 |
| |  |
 |
 |
 |
|
 |
Telefónica |
698.778 |
8/12/24 |
0.12 |
690.286 |
1.23 |
614.823 |
75.462 |
12.27 |
|
11.57 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
18,595.854 |
8/12/24 |
0.10 |
20,097.827 |
-7.47 |
16,930.007 |
3,167.820 |
18.71 |
|
21.91 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
1/22/24 |
prc diff |
⇓ Δ23 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Philip Morris |
18,757.179 |
8/12/24 |
0.07 |
16,359.414 |
14.66 |
13,675.705 |
2,683.709 |
19.62 |
|
16.59 |
| |  |
 |
 |
 |
|
 |
Chevron |
23,431.528 |
8/12/24 |
0.02 |
25,289.634 |
-7.35 |
21,082.454 |
4,207.180 |
19.96 |
|
9.44 |
| |  |
 |
 |
 |
|
 |
Siemens |
27,244.018 |
8/12/24 |
0.01 |
30,696.313 |
-11.25 |
26,347.270 |
4,349.043 |
16.51 |
|
22.71 |
| |  |
 |
 |
 |
|
 |
Allianz |
44,349.517 |
8/12/24 |
|
45,493.350 |
-2.51 |
40,286.813 |
5,206.537 |
12.92 |
|
18.63 |
| |  |
 |
 |
 |
|
 |
Citigroup |
9,345.467 |
8/12/24 |
|
10,248.668 |
-8.81 |
7,818.070 |
2,430.597 |
31.09 |
|
39.14 |
| |  |
 |
 |
 |
L |
 |
Bayer |
4,499.076 |
8/12/24 |
-0.04 |
4,535.470 |
-0.80 |
5,297.672 |
-762.201 |
-14.39 |
|
-18.92 |
| |  |
 |
 |
 |
S |
 |
National Grid |
199,847.433 |
8/12/24 |
-0.04 |
180,851.305 |
10.50 |
194,102.035 |
-13,250.729 |
-6.83 |
|
-4.42 |
| |  |
 |
 |
 |
L |
 |
Texas Instruments |
31,031.990 |
8/12/24 |
-0.08 |
31,442.389 |
-1.31 |
25,867.397 |
5,574.992 |
21.55 |
|
25.91 |
| |  |
 |
 |
 |
|
 |
BHP |
427,719.260 |
8/12/24 |
-0.14 |
466,937.072 |
-8.40 |
444,966.206 |
21,970.866 |
4.94 |
|
6.33 |
| |  |
 |
 |
 |
|
 |
Honda Motor |
1,420.000 |
8/09/24 |
-0.14 |
1,760.500 |
-19.34 |
1,610.000 |
150.500 |
9.35 |
|
1.39 |
| |  |
 |
 |
 |
S |
 |
LVMH |
110,067.911 |
8/12/24 |
-0.14 |
123,395.296 |
-10.80 |
106,888.648 |
16,506.648 |
15.44 |
|
0.59 |
| |  |
 |
 |
 |
|
 |
Toyota |
2,447.500 |
8/09/24 |
-0.14 |
3,284.000 |
-25.47 |
2,982.000 |
302.000 |
10.13 |
|
6.66 |
| |  |
 |
 |
 |
|
 |
General Electric |
26,961.929 |
8/12/24 |
-0.16 |
25,685.491 |
4.97 |
19,416.453 |
6,269.038 |
32.29 |
|
34.07 |
| |  |
 |
 |
 |
S |
 |
BASF |
7,154.154 |
8/12/24 |
-0.22 |
7,693.142 |
-7.01 |
6,903.662 |
789.480 |
11.44 |
|
3.94 |
| |  |
 |
 |
 |
|
 |
Banco Santander |
708.656 |
8/12/24 |
-0.24 |
770.787 |
-8.06 |
602.085 |
168.702 |
28.02 |
|
24.98 |
| |  |
 |
 |
 |
L |
 |
DuPont |
12,656.127 |
8/12/24 |
-0.25 |
12,808.007 |
-1.19 |
11,006.553 |
1,801.454 |
16.37 |
|
17.08 |
| |  |
 |
 |
 |
S |
 |
Orange |
1,753.010 |
8/12/24 |
-0.25 |
1,633.601 |
7.31 |
1,810.448 |
-176.846 |
-9.77 |
|
-4.92 |
| |  |
 |
 |
 |
L |
 |
Pfizer |
4,596.793 |
8/12/24 |
-0.35 |
4,559.631 |
0.82 |
4,188.675 |
370.956 |
8.86 |
|
1.54 |
| |  |
 |
 |
 |
|
 |
Carrefour |
2,379.519 |
8/12/24 |
-0.36 |
2,321.461 |
2.50 |
2,567.004 |
-245.544 |
-9.57 |
|
-12.26 |
| |  |
 |
 |
 |
L |
 |
Unilever |
9,549.271 |
8/12/24 |
-0.36 |
8,897.633 |
7.32 |
6,963.322 |
1,934.311 |
27.78 |
|
19.50 |
| |  |
 |
 |
 |
L |
 |
Nestlé |
15,849.389 |
8/12/24 |
-0.40 |
16,428.722 |
-3.53 |
16,611.377 |
-182.655 |
-1.10 |
|
-1.28 |
| |  |
 |
 |
 |
|
 |
Saint-Gobain |
12,748.536 |
8/12/24 |
-0.41 |
12,911.446 |
-1.26 |
10,066.463 |
2,844.983 |
28.26 |
|
27.57 |
| |  |
 |
 |
 |
S |
 |
Johnson & Johnson |
25,832.524 |
8/12/24 |
-0.46 |
23,660.963 |
9.18 |
24,038.643 |
-377.680 |
-1.57 |
|
1.55 |
| |  |
 |
 |
 |
S |
 |
Volkswagen |
16,204.298 |
8/12/24 |
-0.47 |
18,379.313 |
-11.83 |
17,404.677 |
974.636 |
5.60 |
|
-0.20 |
| |  |
 |
 |
 |
|
 |
Seven & i |
1,672.500 |
8/09/24 |
-0.54 |
1,960.000 |
-14.67 |
1,930.330 |
29.670 |
1.54 |
|
0.73 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
1/22/24 |
prc diff |
⇓ Δ23 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
Nissan Motor |
410.200 |
8/09/24 |
-0.56 |
552.400 |
-25.74 |
583.700 |
-31.300 |
-5.36 |
|
-11.22 |
| |  |
 |
 |
 |
|
 |
PepsiCo |
27,697.093 |
8/12/24 |
-0.56 |
26,318.863 |
5.24 |
24,429.251 |
1,889.612 |
7.74 |
|
2.71 |
| |  |
 |
 |
 |
S |
 |
Mercedes-Benz |
9,961.744 |
8/12/24 |
-0.57 |
11,230.358 |
-11.30 |
9,560.157 |
1,670.202 |
17.47 |
|
5.02 |
| |  |
 |
 |
 |
|
 |
Sanofi |
16,580.376 |
8/12/24 |
-0.60 |
15,918.340 |
4.16 |
15,189.185 |
729.155 |
4.80 |
|
7.50 |
| |  |
 |
 |
 |
L |
 |
3M |
19,931.825 |
8/12/24 |
-0.65 |
16,256.006 |
22.61 |
15,982.361 |
273.645 |
1.71 |
|
11.10 |
| |  |
 |
 |
 |
|
 |
Caterpillar |
54,293.864 |
8/12/24 |
-0.66 |
53,170.922 |
2.11 |
42,710.870 |
10,460.052 |
24.49 |
|
23.05 |
| |  |
 |
 |
 |
L |
 |
Coca-Cola |
11,014.531 |
8/12/24 |
-0.74 |
10,224.432 |
7.73 |
8,813.824 |
1,410.608 |
16.00 |
|
15.66 |
| |  |
 |
 |
 |
|
 |
Axa |
5,606.514 |
8/12/24 |
-0.77 |
5,417.608 |
3.49 |
4,952.609 |
464.999 |
9.39 |
|
12.92 |
| |  |
 |
 |
 |
L |
 |
Colgate-Palmolive |
16,364.261 |
8/12/24 |
-0.77 |
15,436.824 |
6.01 |
11,898.736 |
3,538.087 |
29.73 |
|
29.24 |
| |  |
 |
 |
 |
L |
 |
Alphabet A |
26,221.918 |
8/12/24 |
-0.84 |
29,566.510 |
-11.31 |
21,600.305 |
7,966.205 |
36.88 |
|
41.74 |
| |  |
 |
 |
 |
L |
 |
Philips |
4,516.406 |
8/12/24 |
-0.91 |
4,064.073 |
11.13 |
3,479.646 |
584.427 |
16.80 |
|
26.27 |
| |  |
 |
 |
 |
|
 |
Merck (MSD) |
18,335.469 |
8/12/24 |
-0.93 |
20,665.373 |
-11.27 |
17,670.555 |
2,994.818 |
16.95 |
|
21.56 |
| |  |
 |
 |
 |
L |
 |
Goldman Sachs |
78,444.398 |
8/12/24 |
-0.97 |
74,915.612 |
4.71 |
57,105.648 |
17,809.964 |
31.19 |
|
38.53 |
| |  |
 |
 |
 |
S |
 |
Kimberly-Clark |
299.859 |
8/12/24 |
-1.01 |
274.651 |
9.18 |
331.330 |
-56.678 |
-17.11 |
|
-13.49 |
| |  |
 |
 |
 |
|
 |
IBM |
30,615.128 |
8/12/24 |
-1.03 |
28,291.687 |
8.21 |
25,571.482 |
2,720.205 |
10.64 |
|
19.86 |
| |  |
 |
 |
 |
|
 |
Marsh & McLennan |
35,118.208 |
8/12/24 |
-1.23 |
33,971.029 |
3.38 |
29,360.672 |
4,610.358 |
15.70 |
|
16.40 |
| |  |
 |
 |
 |
L |
 |
Fox A |
6,273.936 |
8/12/24 |
-1.27 |
5,512.920 |
13.80 |
4,626.629 |
886.292 |
19.16 |
|
17.86 |
| |  |
 |
 |
 |
|
 |
Bridgestone |
5,582.000 |
8/09/24 |
-1.33 |
6,295.000 |
-11.33 |
6,347.000 |
-52.000 |
-0.82 |
|
5.28 |
| |  |
 |
 |
 |
|
 |
L´Oreal |
65,276.458 |
8/12/24 |
-1.59 |
71,446.223 |
-8.64 |
68,488.389 |
2,957.834 |
4.32 |
|
4.76 |
| |  |
 |
 |
 |
S |
 |
Intel |
3,128.081 |
8/12/24 |
-1.78 |
4,982.956 |
-37.22 |
7,134.507 |
-2,151.551 |
-30.16 |
|
-10.97 |
| |  |
 |
 |
 |
L |
 |
Procter & Gamble |
26,952.235 |
8/12/24 |
-2.19 |
26,291.396 |
2.51 |
21,876.985 |
4,414.410 |
20.18 |
|
14.61 |
| |  |
 |
 |
 |
S |
 |
Ford Motor |
1,593.124 |
8/12/24 |
-2.38 |
2,061.690 |
-22.73 |
1,657.123 |
404.567 |
24.41 |
|
14.55 |
| SP Global 100 - 96 out of 96 instruments rated - 7/01/24 / 1/22/24 - 77 did rise, Market-Ratio(23) in JPY = 80.21 % |
Technical Chart
Transactions SP Global 100 in Japanese yen * S23 - 39 ex 15 (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 |
7/03/06 |
21 |
 |
 |
 |
Intel |
100 |
5 |
|
1,921.578 |
2,215.555 |
1,627.601 |
-293.977 |
-15 |
8,530 |
-94 |
|
| 7/03/06 |
7/17/06 |
14 |
|
- cash - |
| |
7/17/06 |
7/24/06 |
7 |
 |
 |
 |
Ford Motor |
100 |
11 |
|
744.421 |
738.902 |
749.982 |
5.560 |
1 |
8,591 |
47 |
|
| 7/24/06 |
8/07/06 |
14 |
|
- cash - |
| |
8/07/06 |
8/14/06 |
7 |
 |
 |
 |
Intel |
100 |
4 |
|
1,982.081 |
2,078.815 |
1,885.346 |
-96.735 |
-5 |
8,204 |
-93 |
|
| 8/14/06 |
9/11/06 |
28 |
|
- cash - |
| |
9/11/06 |
9/18/06 |
7 |
 |
 |
 |
Deutsche Telekom |
100 |
4 |
|
1,714.674 |
1,739.121 |
1,690.227 |
-24.447 |
-1 |
8,107 |
-53 |
|
| 9/18/06 |
11/19/07 |
427 |
|
- cash - |
| |
11/19/07 |
12/03/07 |
14 |
 |
 |
 |
Ericsson |
100 |
6 |
|
1,295.221 |
1,386.194 |
1,204.248 |
-90.973 |
-7 |
7,561 |
-85 |
|
| 12/03/07 |
12/17/07 |
14 |
|
- cash - |
| |
12/17/07 |
12/24/07 |
7 |
 |
 |
 |
Ericsson |
100 |
5 |
|
1,336.495 |
1,314.428 |
1,358.934 |
22.438 |
2 |
7,673 |
138 |
|
| 12/24/07 |
1/21/08 |
28 |
|
- cash - |
| |
1/21/08 |
8/11/08 |
203 |
 |
 |
 |
Citigroup |
100 |
0 |
|
26,068.946 |
21,843.474 |
31,111.806 |
5,042.860 |
19 |
7,673 |
0 |
|
| 8/11/08 |
9/01/08 |
21 |
|
- cash - |
| |
9/01/08 |
10/06/08 |
35 |
 |
 |
 |
UBS |
100 |
3 |
|
2,362.992 |
1,948.068 |
2,866.291 |
503.299 |
21 |
9,183 |
649 |
|
| |
10/06/08 |
11/24/08 |
49 |
 |
 |
 |
Anglo American |
100 |
3 |
|
2,817.501 |
1,989.504 |
3,990.095 |
1,172.594 |
42 |
12,701 |
1,236 |
|
| |
11/24/08 |
4/06/09 |
133 |
 |
 |
 |
Citigroup |
100 |
2 |
|
5,706.574 |
2,728.269 |
11,936.132 |
6,229.559 |
109 |
25,160 |
658 |
|
| 4/06/09 |
4/13/09 |
7 |
|
- cash - |
| |
4/13/09 |
4/27/09 |
14 |
 |
 |
 |
Citigroup |
100 |
6 |
|
3,809.510 |
2,983.292 |
4,864.549 |
1,055.038 |
28 |
31,490 |
58,526 |
|
| 4/27/09 |
5/24/10 |
392 |
|
- cash - |
| |
5/24/10 |
7/12/10 |
49 |
 |
 |
 |
Banco Bilbao Viz |
100 |
34 |
|
913.524 |
1,006.186 |
820.862 |
-92.662 |
-10 |
28,339 |
-55 |
|
| 7/12/10 |
8/16/10 |
35 |
|
- cash - |
| |
8/16/10 |
9/27/10 |
42 |
 |
 |
 |
BP |
100 |
51 |
|
550.608 |
538.312 |
563.184 |
12.576 |
2 |
28,981 |
22 |
|
| 9/27/10 |
10/04/10 |
7 |
|
- cash - |
| |
10/04/10 |
10/11/10 |
7 |
 |
 |
 |
RWE |
100 |
5 |
|
5,634.352 |
5,585.352 |
5,683.782 |
49.430 |
1 |
29,228 |
58 |
|
| 10/11/10 |
6/13/11 |
245 |
|
- cash - |
| |
6/13/11 |
6/20/11 |
7 |
 |
 |
 |
Sony |
100 |
1,454 |
|
20.090 |
19.610 |
20.582 |
0.492 |
2 |
29,943 |
253 |
|
| 6/20/11 |
6/27/11 |
7 |
|
- cash - |
| |
6/27/11 |
7/04/11 |
7 |
 |
 |
 |
Philips |
100 |
15 |
|
1,928.797 |
2,054.850 |
1,802.744 |
-126.053 |
-7 |
28,052 |
-97 |
|
| 7/04/11 |
7/18/11 |
14 |
|
- cash - |
| |
7/18/11 |
1/09/12 |
175 |
 |
 |
 |
Carrefour |
100 |
11 |
|
2,411.920 |
1,624.965 |
3,579.989 |
1,168.069 |
48 |
40,901 |
128 |
|
| 1/09/12 |
6/04/12 |
147 |
|
- cash - |
| |
6/04/12 |
6/18/12 |
14 |
 |
 |
 |
Repsol |
100 |
34 |
|
1,185.454 |
1,215.383 |
1,155.524 |
-29.930 |
-3 |
39,883 |
-49 |
|
| 6/18/12 |
10/13/14 |
847 |
|
- cash - |
| |
10/13/14 |
11/03/14 |
21 |
 |
 |
 |
Saint-Gobain |
100 |
9 |
|
4,352.581 |
4,842.851 |
3,862.311 |
-490.270 |
-11 |
35,471 |
-87 |
|
| 11/03/14 |
8/17/15 |
287 |
|
- cash - |
| |
8/17/15 |
11/23/15 |
98 |
 |
 |
 |
Anglo American |
100 |
24 |
|
1,464.448 |
819.707 |
2,616.311 |
1,151.862 |
79 |
63,116 |
768 |
|
| 11/23/15 |
11/30/15 |
7 |
|
- cash - |
| |
11/30/15 |
2/01/16 |
63 |
 |
 |
 |
Anglo American |
100 |
83 |
|
756.666 |
478.549 |
1,196.415 |
439.749 |
58 |
99,615 |
1,322 |
|
| 2/01/16 |
2/08/16 |
7 |
|
- cash - |
| |
2/08/16 |
2/29/16 |
21 |
 |
 |
 |
Deutsche Bank |
100 |
62 |
|
1,599.353 |
1,749.968 |
1,448.738 |
-150.615 |
-9 |
90,277 |
-82 |
|
| 2/29/16 |
3/28/16 |
28 |
|
- cash - |
| |
3/28/16 |
4/25/16 |
28 |
 |
 |
 |
Standard Chartered |
100 |
126 |
|
712.590 |
838.607 |
586.573 |
-126.017 |
-18 |
74,398 |
-92 |
|
| 4/25/16 |
5/02/16 |
7 |
|
- cash - |
| |
5/02/16 |
5/23/16 |
21 |
 |
 |
 |
Deutsche Bank |
100 |
42 |
|
1,755.886 |
1,658.353 |
1,859.154 |
103.268 |
6 |
78,736 |
170 |
|
| 5/23/16 |
3/26/18 |
672 |
|
- cash - |
| |
3/26/18 |
4/23/18 |
28 |
 |
 |
 |
General Electric |
100 |
7 |
|
10,867.268 |
12,627.416 |
9,107.121 |
-1,760.147 |
-16 |
66,415 |
-90 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 4/23/18 |
6/04/18 |
42 |
|
- cash - |
| |
6/04/18 |
6/11/18 |
7 |
 |
 |
 |
Deutsche Bank |
100 |
54 |
|
1,224.881 |
1,255.349 |
1,194.413 |
-30.468 |
-2 |
64,769 |
-73 |
|
| 6/11/18 |
6/18/18 |
7 |
|
- cash - |
| |
6/18/18 |
7/16/18 |
28 |
 |
 |
 |
Deutsche Bank |
100 |
53 |
|
1,217.066 |
1,355.425 |
1,078.709 |
-138.358 |
-11 |
57,436 |
-79 |
|
| 7/16/18 |
10/15/18 |
91 |
|
- cash - |
| |
10/15/18 |
11/26/18 |
42 |
 |
 |
 |
Vodafone |
100 |
254 |
|
226.085 |
239.827 |
212.343 |
-13.742 |
-6 |
53,946 |
-42 |
|
| |
11/26/18 |
12/03/18 |
7 |
 |
 |
 |
General Electric |
100 |
7 |
|
6,881.554 |
7,099.488 |
6,663.621 |
-217.934 |
-3 |
52,421 |
-81 |
|
| 12/03/18 |
12/10/18 |
7 |
|
- cash - |
| |
12/10/18 |
2/04/19 |
56 |
 |
 |
 |
General Electric |
100 |
8 |
|
6,274.040 |
8,975.425 |
3,572.656 |
-2,701.385 |
-43 |
30,809 |
-97 |
|
| |
2/04/19 |
2/11/19 |
7 |
 |
 |
 |
Societe Generale |
100 |
9 |
|
3,234.509 |
3,062.662 |
3,415.999 |
181.490 |
6 |
32,443 |
1,623 |
|
| 2/11/19 |
3/04/19 |
21 |
|
- cash - |
| |
3/04/19 |
3/18/19 |
14 |
 |
 |
 |
Vodafone |
100 |
167 |
|
193.398 |
193.398 |
193.398 |
-0.000 |
0 |
32,443 |
0 |
|
| 3/18/19 |
3/02/20 |
350 |
|
- cash - |
| |
3/02/20 |
7/20/20 |
140 |
 |
 |
 |
Nissan Motor |
100 |
7,045 |
|
4.605 |
4.263 |
4.974 |
0.369 |
8 |
35,045 |
22 |
|
| |
7/20/20 |
8/10/20 |
21 |
 |
 |
 |
UnibailRodaWestfield |
100 |
113 |
|
308.115 |
268.306 |
353.831 |
45.716 |
15 |
40,211 |
1,007 |
|
| 8/10/20 |
3/07/22 |
574 |
|
- cash - |
| |
3/07/22 |
3/14/22 |
7 |
 |
 |
 |
Vivendi |
100 |
29 |
|
1,347.655 |
1,519.049 |
1,176.262 |
-171.394 |
-13 |
35,241 |
-100 |
|
| 3/14/22 |
6/13/22 |
91 |
|
- cash - |
| |
6/13/22 |
8/15/22 |
63 |
 |
 |
 |
Philips |
100 |
11 |
|
2,976.933 |
2,641.275 |
3,355.247 |
378.314 |
13 |
39,402 |
100 |
|
| 8/15/22 |
8/29/22 |
14 |
|
- cash - |
| |
8/29/22 |
11/21/22 |
84 |
 |
 |
 |
Philips |
100 |
16 |
|
2,334.655 |
1,988.891 |
2,740.529 |
405.874 |
17 |
45,896 |
101 |
|
| 11/21/22 |
10/09/23 |
322 |
|
- cash - |
| |
10/09/23 |
10/16/23 |
7 |
 |
 |
 |
Raytheon Tech |
100 |
4 |
|
10,850.400 |
11,063.199 |
10,637.602 |
-212.798 |
-2 |
45,045 |
-64 |
|
| 10/16/23 |
10/23/23 |
7 |
|
- cash - |
| |
10/23/23 |
11/06/23 |
14 |
 |
 |
 |
Pfizer |
100 |
9 |
|
4,616.084 |
4,671.497 |
4,560.671 |
-55.413 |
-1 |
44,546 |
-27 |
|
| 11/06/23 |
5/30/26 |
936 |
|
- cash - |
| accum | 6/12/06 |
11/06/23 | 1575 |
days out of 7453 invested (21%) |
345 |
44,546 |
41 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Anglo American | short | 10/06/08 | 11/24/08 | 49 | 2,817.50 | 1,989.50 | 3,990.09 | 1,172.59 | 41.62 | | | |
| | | 8/17/15 | 11/23/15 | 98 | 1,464.45 | 819.71 | 2,616.31 | 1,151.86 | 78.66 | | | |
| | | 11/30/15 | 2/01/16 | 63 | 756.67 | 478.55 | 1,196.42 | 439.75 | 58.12 | | | 300.05 |
| Citigroup | | 1/21/08 | 8/11/08 | 203 | 26,068.95 | 21,843.47 | 31,111.81 | 5,042.86 | 19.34 | | | |
| | | 11/24/08 | 4/06/09 | 133 | 5,706.57 | 2,728.27 | 11,936.13 | 6,229.56 | 109.16 | | | |
| | | 4/13/09 | 4/27/09 | 14 | 3,809.51 | 2,983.29 | 4,864.55 | 1,055.04 | 27.69 | | | 218.76 |
| Carrefour | | 7/18/11 | 1/09/12 | 175 | 2,411.92 | 1,624.97 | 3,579.99 | 1,168.07 | 48.43 | | | 48.43 |
| Philips | | 6/27/11 | 7/04/11 | 7 | 1,928.80 | 2,054.85 | 1,802.74 | -126.05 | -6.54 | | | |
| | | 6/13/22 | 8/15/22 | 63 | 2,976.93 | 2,641.28 | 3,355.25 | 378.31 | 12.71 | | | |
| | | 8/29/22 | 11/21/22 | 84 | 2,334.65 | 1,988.89 | 2,740.53 | 405.87 | 17.38 | | | 23.66 |
| UBS | | 9/01/08 | 10/06/08 | 35 | 2,362.99 | 1,948.07 | 2,866.29 | 503.30 | 21.30 | | | 21.30 |
| UnibailRodaWestfield | | 7/20/20 | 8/10/20 | 21 | 308.12 | 268.31 | 353.83 | 45.72 | 14.84 | | | 14.84 |
| Nissan Motor | | 3/02/20 | 7/20/20 | 140 | 4.61 | 4.26 | 4.97 | 0.37 | 8.02 | | | 8.02 |
| Societe Generale | | 2/04/19 | 2/11/19 | 7 | 3,234.51 | 3,062.66 | 3,416.00 | 181.49 | 5.61 | | | 5.61 |
| Sony | | 6/13/11 | 6/20/11 | 7 | 20.09 | 19.61 | 20.58 | 0.49 | 2.45 | | | 2.45 |
| BP | | 8/16/10 | 9/27/10 | 42 | 550.61 | 538.31 | 563.18 | 12.58 | 2.28 | | | 2.28 |
| RWE | | 10/04/10 | 10/11/10 | 7 | 5,634.35 | 5,585.35 | 5,683.78 | 49.43 | 0.88 | | | 0.88 |
| Ford Motor | | 7/17/06 | 7/24/06 | 7 | 744.42 | 738.90 | 749.98 | 5.56 | 0.75 | | | 0.75 |
| Pfizer | | 10/23/23 | 11/06/23 | 14 | 4,616.08 | 4,671.50 | 4,560.67 | -55.41 | -1.20 | | | -1.20 |
| Deutsche Telekom | | 9/11/06 | 9/18/06 | 7 | 1,714.67 | 1,739.12 | 1,690.23 | -24.45 | -1.43 | | | -1.43 |
| Raytheon Tech | | 10/09/23 | 10/16/23 | 7 | 10,850.40 | 11,063.20 | 10,637.60 | -212.80 | -1.96 | | | -1.96 |
| Repsol | | 6/04/12 | 6/18/12 | 14 | 1,185.45 | 1,215.38 | 1,155.52 | -29.93 | -2.52 | | | -2.52 |
| Ericsson | | 11/19/07 | 12/03/07 | 14 | 1,295.22 | 1,386.19 | 1,204.25 | -90.97 | -7.02 | | | |
| | | 12/17/07 | 12/24/07 | 7 | 1,336.50 | 1,314.43 | 1,358.93 | 22.44 | 1.68 | | | -5.46 |
| Vodafone | | 10/15/18 | 11/26/18 | 42 | 226.09 | 239.83 | 212.34 | -13.74 | -6.08 | | | |
| | | 3/04/19 | 3/18/19 | 14 | 193.40 | 193.40 | 193.40 | -0.00 | 0.00 | | | -6.08 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Banco Bilbao Viz | | 5/24/10 | 7/12/10 | 49 | 913.52 | 1,006.19 | 820.86 | -92.66 | -10.14 | | | -10.14 |
| Saint-Gobain | | 10/13/14 | 11/03/14 | 21 | 4,352.58 | 4,842.85 | 3,862.31 | -490.27 | -11.26 | | | -11.26 |
| Vivendi | | 3/07/22 | 3/14/22 | 7 | 1,347.66 | 1,519.05 | 1,176.26 | -171.39 | -12.72 | | | -12.72 |
| Deutsche Bank | | 2/08/16 | 2/29/16 | 21 | 1,599.35 | 1,749.97 | 1,448.74 | -150.61 | -9.42 | | | |
| | | 5/02/16 | 5/23/16 | 21 | 1,755.89 | 1,658.35 | 1,859.15 | 103.27 | 5.88 | | | |
| | | 6/04/18 | 6/11/18 | 7 | 1,224.88 | 1,255.35 | 1,194.41 | -30.47 | -2.49 | | | |
| | | 6/18/18 | 7/16/18 | 28 | 1,217.07 | 1,355.42 | 1,078.71 | -138.36 | -11.37 | | | -17.11 |
| Standard Chartered | | 3/28/16 | 4/25/16 | 28 | 712.59 | 838.61 | 586.57 | -126.02 | -17.68 | | | -17.68 |
| Intel | | 6/12/06 | 7/03/06 | 21 | 1,921.58 | 2,215.56 | 1,627.60 | -293.98 | -15.30 | | | |
| | | 8/07/06 | 8/14/06 | 7 | 1,982.08 | 2,078.82 | 1,885.35 | -96.73 | -4.88 | | | -19.43 |
| General Electric | | 3/26/18 | 4/23/18 | 28 | 10,867.27 | 12,627.42 | 9,107.12 | -1,760.15 | -16.20 | | | |
| | | 11/26/18 | 12/03/18 | 7 | 6,881.55 | 7,099.49 | 6,663.62 | -217.93 | -3.17 | | | |
| | | 12/10/18 | 2/04/19 | 56 | 6,274.04 | 8,975.42 | 3,572.66 | -2,701.38 | -43.06 | | | -53.79 |
Annotations
| 2/28/24 | Seven & i | | | stock split 1:3 (three for one) |
| 2/26/24 | Walmart | | | stock split 1:3 (three for one) |
| 9/28/23 | Honda Motor | | | stock split 1:3 (three for one) |
| 7/18/22 | Alphabet A | | | stock split 1:20 (twenty for one) |
| | GlaxoSmithKline | | | demergers OTC business -> Haleon |
| 9/29/21 | Toyota | | | stock split 1:5 (five for one) |
| 8/02/21 | General Electric | | | reverse stock split 8:1 (eight become one) |
| 4/03/20 | Raytheon Tech | | | spin-off Carrier and Otis = split 1000:1589 due to UTX-RTN merger |
| 5/04/18 | Samsung Electronics | | | stock split 1:50 (fifty for one) |
| 10/04/16 | SP Global 100 | | | EMC2 removed (acquired by Dell) |
| 9/12/16 | E.on | | | demerger of Uniper (power plants) 10 + 1 (one additional Uniper for ten E.on) |
| 12/24/15 | Nike | | | stock split 1:2 (two for one) |
| 11/02/15 | Hewlett-Packard | | | forward stock split 1000:2202 (two thousand two hundred and two for one thousand) |
| | Hewlett-Packard | | | spin-off of HP Enterprise |
| 10/02/15 | Google A | | | changes name to Alphabet |
| 4/24/15 | GDF Suez | | | changes name to Engie |
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