Share-o-matic - Assessment Europe 50 (STOXX Europe 50)

Assessment - STOXX Europe 50 in Pound sterling - 7/02/07 - RS = 22

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	7/02/07	⇓ Δwk	1/29/07	prc diff	⇓ Δ22	∅-RS
		Stoxx 50	2,928.439	8/12/24	-0.16	2,649.065		2,482.581	166.484	6.71	12.06
	S	Mercedes-Benz	38.747	8/12/24	-0.57	46.122		32.141	13.981	43.50	42.39
	L	ABB	18.547	8/12/24	0.55	11.452		8.896	2.555	28.72	37.45
		Siemens	105.969	8/12/24	0.01	69.608		52.073	17.534	33.67	39.49
		Rio Tinto	4,942.000	8/12/24	0.56	3,256.500		2,209.830	1,046.670	47.36	38.20
	S	BASF	27.827	8/12/24	-0.22	32.387		23.992	8.395	34.99	31.37
	L	Bayer	17.500	8/12/24	-0.04	37.716		28.627	9.089	31.75	30.41
		Anheuser-Busch InBev	37.210	8/12/24	-0.47	24.658		20.209	4.449	22.02	21.16
	L	Iberdrola	8.160	8/12/24	0.29	6.608		5.280	1.328	25.15	20.50
	L	Zurich Insurance	189.380	8/12/24	0.85	153.436		136.905	16.531	12.08	13.08
		Schneider Electric	142.404	8/12/24	0.38	35.266		30.608	4.658	15.22	16.13
	L	Unilever Plc	4,714.000	8/12/24	-0.34	1,607.000		1,390.000	217.000	15.61	15.90
		Shell	22.262	8/12/24	0.93	20.627		17.267	3.360	19.46	15.24
		Allianz	172.502	8/12/24		114.867		99.752	15.115	15.15	15.12
		ASML	528.899	8/12/24	0.08	13.974		12.724	1.250	9.82	13.73
		TotalEnergies	41.605	8/12/24	0.60	40.682		34.053	6.629	19.47	13.21
		Reckitt Benckiser	4,180.000	8/12/24		2,706.000		2,447.000	259.000	10.58	13.30
	L	Richemont	52.246	8/12/24	1.22	12.920		12.102	0.819	6.76	9.50
	S	Air Liquide	109.406	8/12/24	-0.79	48.554		44.567	3.987	8.95	12.13
	S	Vinci	69.196	8/12/24	-0.77	36.678		34.976	1.702	4.87	11.96
	L	BAT	2,801.000	8/12/24		1,665.000		1,560.000	105.000	6.73	10.74
		Safran	129.562	8/12/24	-0.18	12.585		11.993	0.593	4.94	9.03
	L	Münchener Rück	296.065	8/12/24	1.01	91.172		81.259	9.913	12.20	8.94
		L´Oreal	253.900	8/12/24	-1.59	58.647		53.601	5.046	9.41	8.81
		RELX	3,531.000	8/12/24	0.57	639.000		591.000	48.000	8.12	8.29
		⇓instrument	freshest		⇓ Δday	7/02/07	⇓ Δwk	1/29/07	prc diff	⇓ Δ22	∅-RS
		Deutsche Post	24.295	8/12/24	-0.36	16.172		15.579	0.592	3.80	7.65
	L	Nestlé	36.124	8/12/24	-0.40	19.022		18.159	0.863	4.75	2.30
		EssilorLuxottica	139.741	8/12/24	-0.58	29.627		28.449	1.178	4.14	5.14
	L	Deutsche Telekom	16.670	8/12/24	0.49	9.208		8.966	0.242	2.70	5.10
	S	Diageo	2,451.500	8/12/24	1.03	1,042.000		997.500	44.500	4.46	5.19
		BNP Paribas	39.940	8/12/24		57.228		53.921	3.307	6.13	4.81
		BP	439.600	8/12/24	1.35	604.000		538.500	65.500	12.16	5.03
	S	LVMH	428.121	8/12/24	-0.14	57.022		52.151	4.871	9.34	3.81
		Axa	21.807	8/12/24	-0.77	20.839		20.807	0.032	0.16	3.59
	S	National Grid	978.400	8/12/24	-0.04	651.528		672.359	-20.831	-3.10	3.75
		Airbus	90.168	8/12/24	-0.45	16.165		16.483	-0.318	-1.93	3.28
		Enel	4.340	8/12/24	0.44	4.694		4.675	0.019	0.41	2.72
		Banco Santander	2.756	8/12/24	-0.24	8.401		8.698	-0.298	-3.42	2.65
		SAP	127.607	8/12/24	-0.33	25.609		23.708	1.901	8.02	1.95
		UBS	10.127	8/12/24	0.44	29.974		31.534	-1.560	-4.95	-3.09
		Hermes International	1,352.245	8/12/24	-0.50	55.836		60.722	-4.886	-8.05	-1.31
		ING Groep	10.268	8/12/24	0.21	16.879		16.964	-0.085	-0.50	-1.75
	L	Roche	113.213	8/12/24	0.25	88.353		95.070	-6.717	-7.07	-4.91
	L	Novartis	39.425	8/12/24	0.16	23.197		24.633	-1.436	-5.83	-6.11
	L	HSBC	643.900	8/12/24	0.22	741.805		764.705	-22.900	-2.99	-3.78
		GSK	1,572.000	8/12/24	0.42	1,300.500		1,398.210	-97.710	-6.99	-8.66
	L	AstraZeneca	12,780.000	8/12/24	0.63	2,658.000		2,811.000	-153.000	-5.44	-10.45
		Sanofi	64.491	8/12/24	-0.60	40.615		45.492	-4.877	-10.72	-12.26
		Glencore	410.250	8/12/24	1.27						-na-
		Novo Nordisk	80.881	8/12/24	-2.80						-na-
		⇓instrument	freshest		⇓ Δday	7/02/07	⇓ Δwk	1/29/07	prc diff	⇓ Δ22	∅-RS
	L	Prosus	22.144	8/12/24	1.77						-na-
Europe 50 - 47 out of 50 instruments rated - 7/02/07 / 1/29/07 - 35 did rise, Market-Ratio(22) in GBP = 74.47 %

Technical Chart

	Europe 50 RS = 22 - B/S = 28/27

1/04/21	scale up chart	7/01/24

Transactions STOXX Europe 50 in Pound sterling * A22 - 28/27 (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	6/26/06	14		Vodafone	100	8,510	1.175	1.153	1.198	0.023	2	10,195	65
long	6/26/06	1/21/08	574		ABB	100	1,517	6.717	11.078		4.361	65	16,811	37
short	1/21/08	4/21/08	91		UBS	100	896	18.759	17.667	19.918	1.160	6	17,850	27
long	4/21/08	4/28/08	7		Rio Tinto	100	346	51.524	51.433		-0.091	0	17,819	-9
short	4/28/08	6/23/08	56		UBS	100	1,007	17.692	10.780	29.038	11.346	64	29,244	2,427
long	6/23/08	6/30/08	7		Rio Tinto	100	592	49.352	49.641		0.289	1	29,415	36
short	6/30/08	8/11/08	42		UBS	100	2,787	10.551	11.150	9.952	-0.599	-6	27,746	-40
long	8/11/08	9/08/08	28		AstraZeneca	100	1,075	25.810	26.090		0.280	1	28,047	15
short	9/08/08	3/30/09	203		UBS	100	2,285	12.274	6.191	24.334	12.060	98	55,605	242
long	3/30/09	4/06/09	7		AstraZeneca	100	2,364	23.520	23.750		0.230	1	56,149	66
short	4/06/09	4/13/09	7		Lloyds Bank	100	70,450	0.797	0.879	0.715	-0.082	-10	50,372	-100
long	4/13/09	8/30/10	504		Deutsche Bank	100	1,865	27.002	31.697		4.695	17	59,128	12
short	8/30/10	9/06/10	7		BP	100	15,535	3.806	4.065	3.547	-0.259	-7	55,105	-97
long	9/06/10	8/08/11	336		Novo Nordisk	100	9,704	5.678	6.675		0.996	18	64,774	19
short	8/08/11	12/19/11	133		Lloyds Bank	100	197,421	0.328	0.235	0.459	0.131	40	90,577	151
long	12/19/11	10/20/14	1036		Roche	100	832	108.834	176.233		67.398	62	146,652	19
short	10/20/14	11/10/14	21		Deutsche Bank	100	8,596	17.059	16.908	17.213	0.153	1	147,969	17
long	11/10/14	8/24/15	287		Novartis	100	3,047	48.548	50.842		2.293	5	154,957	6
short	8/24/15	10/26/15	63		Rio Tinto	100	7,192	21.545	24.875	18.215	-3.330	-15	131,008	-62
long	10/26/15	12/14/15	49		SAP	100	2,593	50.508	50.391		-0.116	0	130,706	-2
short	12/14/15	12/28/15	14		Rio Tinto	100	7,072	18.480	20.065	16.895	-1.585	-9	119,497	-90
long	12/28/15	1/04/16	7		SAP	100	2,224	53.712	51.940		-1.773	-3	115,555	-83
short	1/04/16	1/25/16	21		Rio Tinto	100	6,073	19.025	16.090	22.495	3.470	18	136,631	1,740
long	1/25/16	3/28/16	63		SAP	100	2,468	55.353	55.616		0.263	0	137,281	3
short	3/28/16	4/18/16	21		Credit Suisse	100	13,663	10.047	10.559	9.535	-0.512	-5	130,286	-60
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	4/18/16	4/25/16	7		BAT	100	3,043	42.805	41.625		-1.180	-3	126,696	-77
short	4/25/16	5/16/16	21		Credit Suisse	100	12,135	10.440	9.510	11.460	1.020	10	139,079	406
long	5/16/16	3/05/18	658		BAT	100	3,303	42.097	42.210		0.113	0	139,452	0
short	3/05/18	4/23/18	49		Imperial Brands	100	5,404	25.805	23.955	27.798	1.993	8	150,222	74
long	4/23/18	10/15/18	175		LVMH	100	609	246.313	229.373		-16.939	-7	139,906	-14
short	10/15/18	11/12/18	28		Intesa Sanpaolo	100	77,815	1.798	1.715	1.885	0.087	5	146,698	86
long	11/12/18	12/10/18	28		AstraZeneca	100	2,346	62.510	60.070		-2.440	-4	140,974	-40
short	12/10/18	2/11/19	63		Bayer	100	2,563	54.994	59.628	50.360	-4.634	-8	129,097	-40
long	2/11/19	3/02/20	385		Roche	100	614	210.053	257.314		47.261	22	158,115	21
short	3/02/20	6/22/20	112		Anheuser-Busch InBev	100	3,480	45.423	40.607	50.809	5.387	12	176,861	44
long	6/22/20	6/29/20	7		ASML	100	606	291.385	294.549		3.164	1	178,778	76
short	6/29/20	7/27/20	28		Airbus	100	3,086	57.913	56.558	59.301	1.388	2	183,061	36
long	7/27/20	6/20/22	693		ASML	100	618	295.896	392.595		96.699	33	242,821	16
short	6/20/22	6/27/22	7		Adyen	100	228	1,063.462	1,224.208	902.716	-160.746	-15	206,171	-100
long	6/27/22	7/11/22	14		BAT	100	5,772	35.715	33.890		-1.825	-5	195,637	-75
short	7/11/22	7/25/22	14		Adidas	100	1,416	138.099	149.283	126.916	-11.183	-8	179,802	-89
long	7/25/22	9/05/22	42		Novo Nordisk	100	3,771	47.673	45.389		-2.284	-5	171,188	-35
short	9/05/22	11/07/22	63		Adidas	100	1,367	125.213	100.036	156.727	31.514	25	214,268	267
long	11/07/22	10/23/23	350		BP	100	42,699	5.018	5.322		0.304	6	227,248	6
short	10/23/23	10/30/23	7		Adyen	100	382	594.694	552.596	639.999	45.305	8	244,555	4,498
long	10/30/23	8/12/24	287		Novo Nordisk	100	3,085	79.261	101.590		22.329	28	313,440	37
accum	6/12/06	8/12/24	7117	days out of 7278 invested (98%)							3,034		313,440	19

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
UBS	short	1/21/08	4/21/08	91	18.76	17.67	19.92	1.16	6.18
	short	4/28/08	6/23/08	56	17.69	10.78	29.04	11.35	64.13
	short	6/30/08	8/11/08	42	10.55	11.15	9.95	-0.60	-5.68
	short	9/08/08	3/30/09	203	12.27	6.19	24.33	12.06	98.26	225.91
Roche	long	12/19/11	10/20/14	1036	108.83	176.23		67.40	61.93
	long	2/11/19	3/02/20	385	210.05	257.31		47.26	22.50	98.36
ABB	long	6/26/06	1/21/08	574	6.72	11.08		4.36	64.93	64.93
Novo Nordisk	long	9/06/10	8/08/11	336	5.68	6.67		1.00	17.55
	long	7/25/22	9/05/22	42	47.67	45.39		-2.28	-4.79
	long	10/30/23	8/12/24	287	79.26	101.59		22.33	28.17	43.44
ASML	long	6/22/20	6/29/20	7	291.39	294.55		3.16	1.09
	long	7/27/20	6/20/22	693	295.90	392.59		96.70	32.68	34.12
Lloyds Bank	short	4/06/09	4/13/09	7	0.80	0.88	0.72	-0.08	-10.29
	short	8/08/11	12/19/11	133	0.33	0.23	0.46	0.13	39.84	25.45
Deutsche Bank	long	4/13/09	8/30/10	504	27.00	31.70		4.69	17.39
	short	10/20/14	11/10/14	21	17.06	16.91	17.21	0.15	0.90	18.44
Adidas	short	7/11/22	7/25/22	14	138.10	149.28	126.92	-11.18	-8.10
	short	9/05/22	11/07/22	63	125.21	100.04	156.73	31.51	25.17	15.03
Anheuser-Busch InBev	short	3/02/20	6/22/20	112	45.42	40.61	50.81	5.39	11.86	11.86
Imperial Brands	short	3/05/18	4/23/18	49	25.81	23.96	27.80	1.99	7.72	7.72
Intesa Sanpaolo	short	10/15/18	11/12/18	28	1.80	1.71	1.89	0.09	4.86	4.86
Novartis	long	11/10/14	8/24/15	287	48.55	50.84		2.29	4.72	4.72
Credit Suisse	short	3/28/16	4/18/16	21	10.05	10.56	9.54	-0.51	-5.10
	short	4/25/16	5/16/16	21	10.44	9.51	11.46	1.02	9.77	4.18
Airbus	short	6/29/20	7/27/20	28	57.91	56.56	59.30	1.39	2.40	2.40
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Vodafone	short	6/12/06	6/26/06	14	1.18	1.15	1.20	0.02	1.95	1.95
BP	short	8/30/10	9/06/10	7	3.81	4.07	3.55	-0.26	-6.81
	long	11/07/22	10/23/23	350	5.02	5.32		0.30	6.06	-1.16
AstraZeneca	long	8/11/08	9/08/08	28	25.81	26.09		0.28	1.08
	long	3/30/09	4/06/09	7	23.52	23.75		0.23	0.98
	long	11/12/18	12/10/18	28	62.51	60.07		-2.44	-3.90	-1.91
SAP	long	10/26/15	12/14/15	49	50.51	50.39		-0.12	-0.23
	long	12/28/15	1/04/16	7	53.71	51.94		-1.77	-3.30
	long	1/25/16	3/28/16	63	55.35	55.62		0.26	0.48	-3.06
LVMH	long	4/23/18	10/15/18	175	246.31	229.37		-16.94	-6.88	-6.88
BAT	long	4/18/16	4/25/16	7	42.81	41.63		-1.18	-2.76
	long	5/16/16	3/05/18	658	42.10	42.21		0.11	0.27
	long	6/27/22	7/11/22	14	35.72	33.89		-1.83	-5.11	-7.48
Rio Tinto	long	4/21/08	4/28/08	7	51.52	51.43		-0.09	-0.18
	long	6/23/08	6/30/08	7	49.35	49.64		0.29	0.59
	short	8/24/15	10/26/15	63	21.55	24.88	18.22	-3.33	-15.46
	short	12/14/15	12/28/15	14	18.48	20.07	16.90	-1.59	-8.58
	short	1/04/16	1/25/16	21	19.03	16.09	22.50	3.47	18.24	-8.23
Bayer	short	12/10/18	2/11/19	63	54.99	59.63	50.36	-4.63	-8.43	-8.43
Adyen	short	6/20/22	6/27/22	7	1,063.46	1,224.21	902.72	-160.75	-15.12
	short	10/23/23	10/30/23	7	594.69	552.60	640.00	45.30	7.62	-8.65

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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