Assessment - DJ Global Titans 50 in Japanese yen - 10/23/06 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	10/23/06	⇓ Δwk	4/24/06	prc diff	⇓ Δ26		∅-RS
								DJ Global Titans	76,660.157	8/12/24								-na-
						L		NVidia	12,944.505	8/12/24	4.08	62.493		56.200	6.293	11.20		41.95
						L		Oracle	15,741.905	8/12/24	0.39	2,273.778		1,687.808	585.970	34.72		40.92
								Merck (MSD)	13,474.064	8/12/24	-0.93	5,426.196		4,006.213	1,419.983	35.44		33.87
						S		Cisco Systems	5,326.458	8/12/24	-1.34	2,900.700		2,365.030	535.670	22.65		27.14
						L		Apple	25,828.455	8/12/24	0.71	345.430		273.686	71.744	26.21		25.42
						L		Alphabet A	19,269.526	8/12/24	-0.84	1,431.554		1,287.595	143.959	11.18		24.27
						S		McDonald´s	31,994.371	8/12/24	0.58	5,003.499		3,993.391	1,010.107	25.29		23.23
								Anheuser-Busch InBev	8,270.064	8/12/24	-0.47	4,137.129		3,489.468	647.661	18.56		20.68
								Toyota	2,447.500	8/09/24	-0.14	1,398.000		1,359.000	39.000	2.87		14.32
								Allianz	38,338.938	8/12/24		21,767.348		19,012.538	2,754.810	14.49		18.31
								JP Morgan Chase	24,481.999	8/12/24	0.19	5,626.858		4,974.838	652.021	13.11		15.52
						S		Johnson & Johnson	18,983.374	8/12/24	-0.46	8,204.598		6,799.023	1,405.576	20.67		15.53
								Walt Disney	10,205.285	8/12/24	-0.30	3,707.386		3,172.916	534.470	16.84		15.39
								Exxon Mobil	14,129.482	8/12/24	0.13	8,301.961		7,507.716	794.245	10.58		15.40
								IBM	22,497.935	8/12/24	-1.03	10,871.390		9,570.851	1,300.538	13.59		15.03
						L		Pfizer	3,378.015	8/12/24	-0.35	3,292.525		2,889.556	402.970	13.95		14.83
								Microsoft	48,302.643	8/12/24	0.19	3,378.015		3,159.978	218.037	6.90		13.07
						L		Coca-Cola	8,094.175	8/12/24	-0.74	2,806.899		2,422.145	384.754	15.88		12.88
						L		Walmart	8,157.104	8/12/24	1.10	2,029.575		1,769.401	260.174	14.70		12.13
						L		Roche	26,199.167	8/12/24	0.25	20,748.081		17,253.696	3,494.385	20.25		12.89
								Boeing	19,487.999	8/12/24	-2.25	9,831.270		10,035.931	-204.661	-2.04		11.78
						L		Novartis	9,123.497	8/12/24	0.16	6,019.773		5,513.323	506.449	9.19		12.53
						L		Nestlé	8,359.590	8/12/24	-0.40	4,034.087		3,509.226	524.861	14.96		12.41
						L		Procter & Gamble	19,806.209	8/12/24	-2.19	7,513.560		6,597.372	916.188	13.89		11.30
								⇓instrument	freshest		⇓ Δday	10/23/06	⇓ Δwk	4/24/06	prc diff	⇓ Δ26		∅-RS
								BHP	3,660.385	8/12/24	-0.54	2,442.659		2,471.970	-29.312	-1.19		12.95
								Chevron	17,218.970	8/12/24	0.02	7,793.775		7,109.076	684.699	9.63		11.04
						L		Royal Bank CA	15,694.123	8/12/24	-0.72	4,621.938		4,267.451	354.488	8.31		12.33
						L		BAT	626,337.060	8/12/24		324,013.709		297,397.881	26,615.828	8.95		13.73
						L		Taiwan Semiconductor	19,903.572	8/12/24	0.31	1,168.449		1,202.598	-34.149	-2.84		8.42
						L		HSBC	143,983.732	8/12/24	0.22	184,347.701		162,126.289	22,221.412	13.71		13.04
								Citigroup	6,867.641	8/12/24		60,103.729		55,949.441	4,154.287	7.43		7.27
						L		3M	14,647.167	8/12/24	-0.65	9,509.497		9,961.332	-451.834	-4.54		7.18
								PepsiCo	20,353.578	8/12/24	-0.56	7,501.686		6,675.468	826.219	12.38		7.08
						S		Intel	2,298.712	8/12/24	-1.78	2,546.869		2,204.175	342.694	15.55		7.04
								General Electric	19,813.333	8/12/24	-0.16	33,749.277		31,639.409	2,109.868	6.67		6.22
								Siemens	23,551.704	8/12/24	0.01	10,398.407		10,959.111	-560.704	-5.12		8.18
						L		Amgen	37,995.245	8/12/24	-0.77	8,711.597		7,779.304	932.294	11.98		4.46
								TotalEnergies	9,246.890	8/12/24	0.60	8,060.316		8,214.406	-154.090	-1.88		6.06
								GSK	351,517.979	8/12/24	0.42	335,858.434		309,000.968	26,857.466	8.69		7.34
								Shell	4,947.806	8/12/24	0.93	3,946.259		4,065.484	-119.225	-2.93		4.40
								Samsung Electronics	9,347.037	8/12/24	1.07	1,482.539		1,532.455	-49.916	-3.26		1.73
								Sanofi	14,333.279	8/12/24	-0.60	10,584.783		10,767.921	-183.138	-1.70		1.58
								BP	98,299.811	8/12/24	1.35	134,502.585		147,764.380	-13,261.795	-8.97		0.93
								Amazon.com	19,805.022	8/12/24	-0.08	195.201		208.587	-13.386	-6.42		-7.63
								AbbVie	22,581.049	8/12/24	0.13							-na-
						L		DuPont	9,300.524	8/12/24	-0.25							-na-
								Mastercard	54,106.417	8/12/24	-0.24	834.114						-na-
								Meta Platforms	61,261.396	8/12/24	-0.35							-na-
						L		Philip Morris	13,783.963	8/12/24	0.07							-na-
								⇓instrument	freshest		⇓ Δday	10/23/06	⇓ Δwk	4/24/06	prc diff	⇓ Δ26		∅-RS
								Visa	30,858.076	8/12/24	0.05							-na-
DJ Global Titans - 44 out of 50 instruments rated - 10/23/06 / 4/24/06 - 33 did rise, Market-Ratio(26) in JPY = 75.00 %

 

 

Transactions DJ Global Titans 50 in Japanese yen * Mixed Straddles L30 - 53/51 (1) - S30 - 50/54 (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		6/26/06	175				- cash -
long	6/26/06	1/14/08	567				Gazprom	100	5		1,947.220	2,328.963		381.743	20	11,909	12
short	1/14/08	5/04/09	476				Citigroup	100	0		31,630.306	3,173.233	315,286.127	283,655.821	897	11,909	0
long	5/12/08	5/19/08	7				Apple	100	17		691.116	683.103		-8.013	-1	11,772	-46
	5/04/09	5/25/09	21				Qualcomm	100	2		4,298.739	4,102.948		-195.791	-5	11,381	-56
short	5/25/09	6/01/09	7				Citigroup	100	3		3,573.138	3,517.614	3,629.538	56.400	2	11,550	126
long	6/01/09	6/22/09	21				Qualcomm	100	2		4,232.576	4,274.671		42.094	1	11,634	19
6/22/09		6/29/09	7				- cash -
	6/29/09	7/06/09	7				Apple	100	24		482.644	475.442		-7.202	-1	11,461	-54
7/06/09		7/13/09	7				- cash -
	7/13/09	5/17/10	308				Apple	100	24		470.562	839.509		368.947	78	20,316	99
short	5/17/10	5/31/10	14				Qualcomm	100	5		3,454.939	3,193.482	3,737.803	282.864	8	21,731	678
long	5/31/10	6/07/10	7				Apple	100	25		848.249	824.219		-24.029	-3	21,130	-78
short	6/07/10	9/06/10	91				Qualcomm	100	6		3,219.808	3,419.898	3,019.718	-200.090	-6	19,929	-23
long	9/06/10	9/27/10	21				Apple	100	25		776.137	875.752		99.616	13	22,420	716
9/27/10		10/04/10	7				- cash -
short	10/04/10	11/22/10	49				Bank of America	100	20		1,094.467	944.035	1,268.870	174.403	16	25,908	201
long	11/22/10	7/25/11	245				Apple	100	27		934.945	1,117.393		182.448	20	30,834	30
short	7/25/11	12/26/11	154				Bank of America	100	39		785.913	428.048	1,442.967	657.055	84	56,459	322
long	12/26/11	1/23/12	28				Philip Morris	100	9		6,157.479	5,765.946		-391.534	-6	52,935	-58
1/23/12		1/30/12	7				- cash -
	1/30/12	5/21/12	112				Apple	100	42		1,240.787	1,584.398		343.611	28	67,367	122
5/21/12		5/28/12	7				- cash -
	5/28/12	10/22/12	147				Apple	100	41		1,627.636	1,795.814		168.177	10	74,262	28
short	10/22/12	10/29/12	7				Telefónica	100	68		1,084.545	1,037.613	1,133.600	49.055	5	77,598	904
long	10/29/12	12/16/13	413				Bank of America	100	104		742.258	1,570.182		827.924	112	163,702	94
12/16/13		12/23/13	7				- cash -
	12/23/13	10/27/14	308				Alphabet A	100	56		2,910.261	2,965.511		55.250	2	166,796	2
short	10/27/14	11/10/14	14				Samsung Electronics	100	74,319		2.244	2.674	1.815	-0.430	-19	134,874	-100
long	11/03/14	12/15/14	42				Apple	100	43		3,113.061	3,188.052		74.991	2	138,099	23
short	12/15/14	4/27/15	133				Gazprom	100	282		489.221	702.508	275.934	-213.287	-44	77,952	-79
long	1/26/15	2/02/15	7				Toyota	100	5,016		15.540	15.310		-0.230	-1	76,798	-54
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
	2/23/15	3/30/15	35				Apple	100	19		3,950.615	3,793.988		-156.627	-4	73,822	-34
	4/13/15	4/20/15	7				Toyota	100	4,484		16.460	16.510		0.050	0	74,047	17
	4/27/15	6/08/15	42				Mitsubishi UFJ	100	8,804		8.410	8.960		0.550	7	78,889	73
short	6/08/15	7/13/15	35				BHP	100	29		2,674.094	2,415.427	2,960.462	286.368	11	87,193	189
long	7/13/15	7/27/15	14				Mitsubishi UFJ	100	10,221		8.530	8.800		0.270	3	89,953	125
short	7/27/15	8/03/15	7				ConocoPhilips	100	14		6,243.409	6,164.848	6,322.971	79.562	1	91,067	94
long	8/03/15	8/24/15	21				Mitsubishi UFJ	100	10,336		8.810	7.410		-1.400	-16	76,597	-95
short	8/24/15	3/21/16	210				ConocoPhilips	100	15		5,084.191	4,766.240	5,423.353	339.162	7	81,684	12
long	3/21/16	3/28/16	7				McDonald´s	100	5		13,858.810	13,971.735		112.925	1	82,249	53
short	3/28/16	4/11/16	14				Mitsubishi UFJ	100	15,577		5.280	4.730	5.894	0.614	12	91,813	1,660
long	4/04/16	5/09/16	35				McDonald´s	100	6		14,199.330	14,173.115		-26.215	0	91,656	-2
short	5/09/16	7/04/16	56				Mitsubishi UFJ	100	18,486		4.958	4.553	5.399	0.441	9	99,808	74
long	7/04/16	3/05/18	609				BP	100	164		607.840	691.401		83.561	14	113,512	8
short	3/05/18	3/12/18	7				General Electric	100	9		12,254.160	12,873.053	11,635.267	-618.893	-5	107,942	-93
long	3/12/18	4/09/18	28				Intel	100	19		5,490.229	5,289.730		-200.499	-4	104,133	-38
4/09/18		4/23/18	14				- cash -
short	4/23/18	9/03/18	133				General Electric	100	8		12,627.416	11,496.303	13,869.817	1,242.401	10	114,072	29
long	7/30/18	8/06/18	7				ConocoPhilips	100	14		8,015.546	7,989.105		-26.440	0	113,702	-16
	9/03/18	11/26/18	84				Apple	100	17		6,319.802	4,954.061		-1,365.741	-22	90,484	-65
11/26/18		12/10/18	14				- cash -
short	12/10/18	4/01/19	112				General Electric	100	14		6,274.040	8,999.079	3,549.001	-2,725.039	-43	52,333	-84
long	4/01/19	4/22/19	21				Procter & Gamble	100	4		11,542.878	11,863.048		320.170	3	53,614	61
short	4/22/19	4/29/19	7				Schlumberger	100	10		5,130.844	4,857.059	5,420.061	289.217	6	56,506	1,645
long	4/29/19	6/03/19	35				Qualcomm	100	5		9,757.735	7,204.503		-2,553.232	-26	43,740	-96
short	6/03/19	6/10/19	7				Schlumberger	100	11		3,835.701	3,846.718	3,824.684	-11.017	0	43,619	-14
long	6/10/19	2/24/20	259				Gazprom	100	56		768.327	759.727		-8.600	-1	43,137	-2
short	2/24/20	10/05/20	224				Exxon Mobil	100	6		6,236.354	3,566.434	10,905.039	4,668.685	75	71,149	149
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	10/05/20	3/07/22	518				Apple	100	5		12,314.452	18,375.926		6,061.474	49	101,457	33
short	3/07/22	3/28/22	21				Gazprom	100	299		338.796	366.152	311.440	-27.356	-8	93,277	-77
long	3/21/22	6/13/22	84				ConocoPhilips	100	7		12,258.949	14,992.320		2,733.372	22	112,411	140
short	6/13/22	1/09/23	210				General Electric	100	12		9,084.466	9,571.954	8,596.978	-487.488	-5	106,561	-9
long	12/05/22	12/12/22	7				Schlumberger	100	15		7,021.239	6,750.260		-270.979	-4	102,496	-87
	1/09/23	3/13/23	63				Schlumberger	100	13		7,328.795	6,500.876		-827.919	-11	91,733	-50
short	3/13/23	3/27/23	14				3M	100	6		13,776.427	13,345.965	14,220.772	444.346	3	94,399	129
long	3/27/23	10/30/23	217				NVidia	100	27		3,488.834	6,133.216		2,644.382	76	165,798	158
short	10/30/23	12/04/23	35				Pfizer	100	36		4,552.119	4,309.982	4,807.858	255.739	6	175,004	77
long	11/20/23	8/12/24	266				NVidia	100	23		7,476.321	17,614.847		10,138.526	136	408,190	224
accum	6/26/06	8/12/24	7033	days out of 7278 invested (97%)										3,982		408,190	21

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Citigroup	short	1/14/08	5/04/09	476	31,630.31	3,173.23	315,286.13	283,655.82	896.78
	short	5/25/09	6/01/09	7	3,573.14	3,517.61	3,629.54	56.40	1.58			912.52
Bank of America	short	10/04/10	11/22/10	49	1,094.47	944.03	1,268.87	174.40	15.93
	short	7/25/11	12/26/11	154	785.91	428.05	1,442.97	657.05	83.60
	long	10/29/12	12/16/13	413	742.26	1,570.18		827.92	111.54			350.29
NVidia	long	3/27/23	10/30/23	217	3,488.83	6,133.22		2,644.38	75.80
	long	11/20/23	8/12/24	266	7,476.32	17,614.85		10,138.53	135.61			314.19
Apple	long	5/12/08	5/19/08	7	691.12	683.10		-8.01	-1.16
	long	6/29/09	7/06/09	7	482.64	475.44		-7.20	-1.49
	long	7/13/09	5/17/10	308	470.56	839.51		368.95	78.41
	long	5/31/10	6/07/10	7	848.25	824.22		-24.03	-2.83
	long	9/06/10	9/27/10	21	776.14	875.75		99.62	12.83
	long	11/22/10	7/25/11	245	934.95	1,117.39		182.45	19.51
	long	1/30/12	5/21/12	112	1,240.79	1,584.40		343.61	27.69
	long	5/28/12	10/22/12	147	1,627.64	1,795.81		168.18	10.33
	long	11/03/14	12/15/14	42	3,113.06	3,188.05		74.99	2.41
	long	2/23/15	3/30/15	35	3,950.61	3,793.99		-156.63	-3.96
	long	9/03/18	11/26/18	84	6,319.80	4,954.06		-1,365.74	-21.61
	long	10/05/20	3/07/22	518	12,314.45	18,375.93		6,061.47	49.22			268.92
Exxon Mobil	short	2/24/20	10/05/20	224	6,236.35	3,566.43	10,905.04	4,668.69	74.86			74.86
ConocoPhilips	short	7/27/15	8/03/15	7	6,243.41	6,164.85	6,322.97	79.56	1.27
	short	8/24/15	3/21/16	210	5,084.19	4,766.24	5,423.35	339.16	6.67
	long	7/30/18	8/06/18	7	8,015.55	7,989.11		-26.44	-0.33
	long	3/21/22	6/13/22	84	12,258.95	14,992.32		2,733.37	22.30			31.68
BP	long	7/04/16	3/05/18	609	607.84	691.40		83.56	13.75			13.75
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Mitsubishi UFJ	long	4/27/15	6/08/15	42	8.41	8.96		0.55	6.54
	long	7/13/15	7/27/15	14	8.53	8.80		0.27	3.17
	long	8/03/15	8/24/15	21	8.81	7.41		-1.40	-15.89
	short	3/28/16	4/11/16	14	5.28	4.73	5.89	0.61	11.63
	short	5/09/16	7/04/16	56	4.96	4.55	5.40	0.44	8.89			12.38
BHP	short	6/08/15	7/13/15	35	2,674.09	2,415.43	2,960.46	286.37	10.71			10.71
Pfizer	short	10/30/23	12/04/23	35	4,552.12	4,309.98	4,807.86	255.74	5.62			5.62
Telefónica	short	10/22/12	10/29/12	7	1,084.55	1,037.61	1,133.60	49.05	4.52			4.52
3M	short	3/13/23	3/27/23	14	13,776.43	13,345.97	14,220.77	444.35	3.23			3.23
Procter & Gamble	long	4/01/19	4/22/19	21	11,542.88	11,863.05		320.17	2.77			2.77
Alphabet A	long	12/23/13	10/27/14	308	2,910.26	2,965.51		55.25	1.90			1.90
McDonald´s	long	3/21/16	3/28/16	7	13,858.81	13,971.74		112.93	0.81
	long	4/04/16	5/09/16	35	14,199.33	14,173.12		-26.21	-0.18			0.63
Toyota	long	1/26/15	2/02/15	7	15.54	15.31		-0.23	-1.48
	long	4/13/15	4/20/15	7	16.46	16.51		0.05	0.30			-1.18
Intel	long	3/12/18	4/09/18	28	5,490.23	5,289.73		-200.50	-3.65			-3.65
Philip Morris	long	12/26/11	1/23/12	28	6,157.48	5,765.95		-391.53	-6.36			-6.36
Schlumberger	short	4/22/19	4/29/19	7	5,130.84	4,857.06	5,420.06	289.22	5.64
	short	6/03/19	6/10/19	7	3,835.70	3,846.72	3,824.68	-11.02	-0.29
	long	12/05/22	12/12/22	7	7,021.24	6,750.26		-270.98	-3.86
	long	1/09/23	3/13/23	63	7,328.79	6,500.88		-827.92	-11.30			-10.17
Samsung Electronics	short	10/27/14	11/10/14	14	2.24	2.67	1.81	-0.43	-19.14			-19.14
Qualcomm	long	5/04/09	5/25/09	21	4,298.74	4,102.95		-195.79	-4.55
	long	6/01/09	6/22/09	21	4,232.58	4,274.67		42.09	0.99
	short	5/17/10	5/31/10	14	3,454.94	3,193.48	3,737.80	282.86	8.19
	short	6/07/10	9/06/10	91	3,219.81	3,419.90	3,019.72	-200.09	-6.21
	long	4/29/19	6/03/19	35	9,757.74	7,204.50		-2,553.23	-26.17			-27.79
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Gazprom	long	6/26/06	1/14/08	567	1,947.22	2,328.96		381.74	19.60
	short	12/15/14	4/27/15	133	489.22	702.51	275.93	-213.29	-43.60
	long	6/10/19	2/24/20	259	768.33	759.73		-8.60	-1.12
	short	3/07/22	3/28/22	21	338.80	366.15	311.44	-27.36	-8.07			-38.68
General Electric	short	3/05/18	3/12/18	7	12,254.16	12,873.05	11,635.27	-618.89	-5.05
	short	4/23/18	9/03/18	133	12,627.42	11,496.30	13,869.82	1,242.40	9.84
	short	12/10/18	4/01/19	112	6,274.04	8,999.08	3,549.00	-2,725.04	-43.43
	short	6/13/22	1/09/23	210	9,084.47	9,571.95	8,596.98	-487.49	-5.37			-44.17

Annotations

6/10/24	NVidia			stock split 1:10 (ten for one)
2/26/24	Walmart			stock split 1:3 (three for one)
7/18/22	Alphabet A			stock split 1:20 (twenty for one)
	GlaxoSmithKline			demergers OTC business -> Haleon
6/06/22	Amazon.com			stock split 1:20 (twenty for one)
9/29/21	Toyota			stock split 1:5 (five for one)
8/02/21	General Electric			reverse stock split 8:1 (eight become one)
7/20/21	NVidia			stock split 1:4 (four for one)
5/04/18	Samsung Electronics			stock split 1:50 (fifty for one)
10/04/16	AB InBev			acquisition of SAB Miller completed
10/02/15	Google A			changes name to Alphabet
3/19/15	Visa			forward stock split 1:4 (four for one)

write an annotation