Assessment - STOXX Europe 50 - 9/07/20 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	9/07/20	⇓ Δwk	3/09/20	prc diff	Δ26	Curr	⇓∅-RS
								Stoxx 50	4,344.220	8/12/24	-0.16	2,977.680		2,788.650	189.030	6.78	EUR	-3.29
								Deutsche Post	36.040	8/12/24	-0.36	37.600		22.620	14.980	66.22	EUR	23.44
						S		Mercedes-Benz	57.480	8/12/24	-0.57	45.100		30.605	14.495	47.36	EUR	16.27
								Siemens	157.200	8/12/24	0.01	117.260		80.490	36.770	45.68	EUR	17.35
								Rio Tinto	4,942.000	8/12/24	0.56	4,680.500		3,249.000	1,431.500	44.06	GBP	12.12
								SAP	189.300	8/12/24	-0.33	136.820		98.940	37.880	38.29	EUR	16.96
						L		Prosus	32.850	8/12/24	1.77	37.010		27.290	9.720	35.62	EUR	-na-
						L		ABB	45.510	8/12/24	0.55	23.710		18.160	5.550	30.56	CHF	15.80
								ASML	784.600	8/12/24	0.08	304.000		236.200	67.800	28.70	EUR	14.53
								Schneider Electric	211.250	8/12/24	0.38	105.500		82.140	23.360	28.44	EUR	19.48
								UBS	24.850	8/12/24	0.44	11.295		8.842	2.453	27.74	CHF	4.20
								Reckitt Benckiser	4,180.000	8/12/24		7,256.000		5,736.000	1,520.000	26.50	GBP	12.07
						S		Air Liquide	162.300	8/12/24	-0.79	141.150		113.950	27.200	23.87	EUR	13.57
								Hermes International	2,006.000	8/12/24	-0.50	739.400		605.600	133.800	22.09	EUR	10.04
						S		LVMH	635.100	8/12/24	-0.14	408.800		338.000	70.800	20.95	EUR	8.00
						L		AstraZeneca	12,780.000	8/12/24	0.63	8,280.000		7,003.000	1,277.000	18.24	GBP	7.55
								L´Oreal	376.650	8/12/24	-1.59	278.600		236.800	41.800	17.65	EUR	8.28
								Anheuser-Busch InBev	55.200	8/12/24	-0.47	49.345		42.705	6.640	15.55	EUR	-9.09
								Glencore	410.250	8/12/24	1.27	175.320		152.600	22.720	14.89	GBP	-5.76
						L		Münchener Rück	439.200	8/12/24	1.01	245.500		217.300	28.200	12.98	EUR	7.22
						S		BASF	41.280	8/12/24	-0.22	53.170		47.105	6.065	12.88	EUR	-3.33
						L		Deutsche Telekom	24.730	8/12/24	0.49	15.175		13.662	1.513	11.07	EUR	5.40
						L		Nestlé	88.640	8/12/24	-0.40	108.720		98.140	10.580	10.78	CHF	3.67
								BNP Paribas	59.250	8/12/24		37.400		33.785	3.615	10.70	EUR	-2.86
						L		Unilever Plc	4,714.000	8/12/24	-0.34	4,518.000		4,167.500	350.500	8.41	GBP	2.20
								⇓instrument	freshest		⇓ Δday	9/07/20	⇓ Δwk	3/09/20	prc diff	Δ26	Curr	⇓∅-RS
								TotalEnergies	61.720	8/12/24	0.60	33.575		30.980	2.595	8.38	EUR	-12.73
								ING Groep	15.232	8/12/24	0.21	6.999		6.470	0.529	8.18	EUR	-4.67
						L		Iberdrola	12.105	8/12/24	0.29	10.670		9.892	0.778	7.86	EUR	11.75
						L		Roche	277.800	8/12/24	0.25	322.250		299.850	22.400	7.47	CHF	2.55
								Sanofi	95.670	8/12/24	-0.60	85.530		79.930	5.600	7.01	EUR	-0.95
								Enel	6.438	8/12/24	0.44	7.593		7.106	0.487	6.85	EUR	8.27
								Allianz	255.900	8/12/24		182.020		171.700	10.320	6.01	EUR	-3.79
						L		Novartis	96.740	8/12/24	0.16	80.150		76.040	4.110	5.41	CHF	-5.22
								Novo Nordisk	892.900	8/12/24	-2.80	206.900		198.125	8.775	4.43	DKK	3.49
						L		Richemont	128.200	8/12/24	1.22	62.580		60.540	2.040	3.37	CHF	-2.89
						L		Zurich Insurance	464.700	8/12/24	0.85	339.800		334.700	5.100	1.52	CHF	-3.63
						S		Vinci	102.650	8/12/24	-0.77	81.560		80.720	0.840	1.04	EUR	-6.25
								RELX	3,531.000	8/12/24	0.57	1,744.000		1,731.000	13.000	0.75	GBP	-4.91
								EssilorLuxottica	207.300	8/12/24	-0.58	111.600		113.750	-2.150	-1.89	EUR	-8.37
						S		Diageo	2,451.500	8/12/24	1.03	2,543.500		2,616.000	-72.500	-2.77	GBP	-12.19
								GSK	1,572.000	8/12/24	0.42	1,507.010		1,559.390	-52.380	-3.36	GBP	-9.38
								Axa	32.350	8/12/24	-0.77	17.308		18.002	-0.694	-3.86	EUR	-11.83
						L		Bayer	25.960	8/12/24	-0.04	55.510		58.420	-2.910	-4.98	EUR	-13.11
								Safran	192.200	8/12/24	-0.18	100.900		107.500	-6.600	-6.14	EUR	-5.28
						S		National Grid	978.400	8/12/24	-0.04	862.200		977.300	-115.100	-11.78	GBP	-5.89
						L		BAT	2,801.000	8/12/24		2,578.000		2,978.500	-400.500	-13.45	GBP	-12.47
								BP	439.600	8/12/24	1.35	266.650		318.200	-51.550	-16.20	GBP	-28.62
								Airbus	133.760	8/12/24	-0.45	73.770		89.990	-16.220	-18.02	EUR	-12.57
								Shell	33.025	8/12/24	0.93	12.474		15.274	-2.800	-18.33	EUR	-32.43
								Banco Santander	4.089	8/12/24	-0.24	1.913		2.680	-0.767	-28.63	EUR	-28.04
								⇓instrument	freshest		⇓ Δday	9/07/20	⇓ Δwk	3/09/20	prc diff	Δ26	Curr	⇓∅-RS
						L		HSBC	643.900	8/12/24	0.22	323.150		470.000	-146.850	-31.24	GBP	-31.08
Europe 50 - 50 out of 50 instruments rated - 9/07/20 / 3/09/20 - 37 did rise, Market-Ratio(26) = 74.00 %

 

 

Transactions STOXX Europe 50 * Mixed Straddles L30 - 66/65 (1) - S26 - 20/39 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		7/24/06	203				- cash -
long	7/24/06	9/11/06	49				ABB	100	673	CHF	14.850	16.350		1.500	10	11,010	105
9/11/06		10/09/06	28				- cash -
	10/09/06	7/30/07	294				ABB	100	636	CHF	17.300	28.600		11.300	65	18,196	87
7/30/07		10/01/07	63				- cash -
	10/01/07	11/12/07	42				Rio Tinto	100	508	GBP	35.762	46.741		10.979	31	23,774	924
11/12/07		1/21/08	70				- cash -
short	1/21/08	8/11/08	203				UBS	100	589	CHF	40.300	23.180	70.064	29.764	74	41,305	170
8/11/08		8/25/08	14				- cash -
	8/25/08	9/15/08	21				UBS	100	1,811	CHF	22.800	20.100	25.863	3.063	13	46,851	794
9/15/08		9/29/08	14				- cash -
	9/29/08	4/27/09	210				Lloyds Bank	100	21,565	GBP	2.173	1.005	4.696	2.524	116	101,277	282
4/27/09		5/25/09	28				- cash -
long	5/25/09	6/01/09	7				Barclays	100	37,904	GBP	2.672	2.921		0.249	9	110,731	10,393
6/01/09		7/27/09	56				- cash -
	7/27/09	5/10/10	287				Barclays	100	39,431	GBP	2.808	3.045		0.236	8	120,055	11
5/10/10		9/06/10	119				- cash -
	9/06/10	10/04/10	28				Novo Nordisk	100	2,370	DKK	50.650	52.900		2.250	4	125,388	76
10/04/10		12/13/10	70				- cash -
	12/13/10	6/06/11	175				Mercedes-Benz	100	2,289	EUR	54.760	47.200		-7.560	-14	108,083	-27
6/06/11		7/04/11	28				- cash -
	7/04/11	7/11/11	7				BASF	100	1,596	EUR	67.700	66.950		-0.750	-1	106,886	-44
7/11/11		8/08/11	28				- cash -
short	8/08/11	12/26/11	140				Lloyds Bank	100	325,772	GBP	0.328	0.250	0.430	0.102	31	140,180	103
12/26/11		3/05/12	70				- cash -
long	3/05/12	5/21/12	77				Novo Nordisk	100	1,764	DKK	79.450	84.150		4.700	6	148,471	31
5/21/12		6/18/12	28				- cash -
	6/18/12	10/15/12	119				Anheuser-Busch InBev	100	2,646	EUR	56.110	67.100		10.990	20	177,550	73
10/15/12		11/05/12	21				- cash -
	11/05/12	12/16/13	406				Lloyds Bank	100	414,353	GBP	0.429	0.766		0.338	79	317,519	69
12/16/13		12/30/13	14				- cash -
	12/30/13	8/04/14	217				ING Groep	100	31,656	EUR	10.030	9.625		-0.405	-4	304,698	-7
8/04/14		8/25/14	21				- cash -
	8/25/14	10/13/14	49				AstraZeneca	100	6,820	GBP	44.675	43.555		-1.120	-3	297,060	-17
10/13/14		2/09/15	119				- cash -
	2/09/15	8/24/15	196				Deutsche Telekom	100	19,097	EUR	15.555	14.040		-1.515	-10	268,128	-17
short	8/24/15	2/22/16	182				Rio Tinto	100	12,445	GBP	21.545	20.510	22.632	1.087	5	281,658	10
2/22/16		5/23/16	91				- cash -
	5/23/16	7/04/16	42				Credit Suisse	100	20,558	CHF	13.700	10.350	18.134	4.434	32	372,818	1,044
7/04/16		9/05/16	63				- cash -
long	9/05/16	11/21/16	77				HSBC	100	64,102	GBP	5.816	6.336		0.520	9	406,164	50
11/21/16		12/19/16	28				- cash -
	12/19/16	12/04/17	350				Rio Tinto	100	13,324	GBP	30.482	35.400		4.918	16	471,689	17
12/04/17		1/07/19	399				- cash -
short	1/07/19	3/04/19	56				BAT	100	19,061	GBP	24.745	28.715	20.775	-3.970	-16	396,017	-68
3/04/19		4/15/19	42				- cash -
long	4/15/19	6/03/19	49				LVMH	100	1,154	EUR	342.950	340.500		-2.450	-1	393,189	-5
6/03/19		7/08/19	35				- cash -
	7/08/19	8/12/19	35				LVMH	100	1,026	EUR	383.000	343.250		-39.750	-10	352,406	-68
L/S	date buy	date sell	days				instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
8/12/19		9/30/19	49				- cash -
	9/30/19	3/02/20	154				ASML	100	1,550	EUR	227.250	250.250		23.000	10	388,056	26
3/02/20		3/09/20	7				- cash -
short	3/09/20	9/07/20	182				Anheuser-Busch InBev	100	9,086	EUR	42.705	49.345	36.065	-6.640	-16	327,725	-29
9/07/20		10/12/20	35				- cash -
long	10/12/20	12/13/21	427				Mercedes-Benz	100	6,686	EUR	49.010	74.000		24.990	51	494,808	42
12/13/21		10/03/22	294				- cash -
short	10/03/22	11/07/22	35				Adidas	100	4,158	EUR	119.000	114.960	123.182	4.182	4	512,197	43
11/07/22		12/05/22	28				- cash -
long	12/05/22	12/19/22	14				BP	100	105,935	GBP	4.835	4.666		-0.169	-3	494,294	-60
12/19/22		1/09/23	21				- cash -
	1/09/23	8/21/23	224				Prosus	100	14,508	EUR	34.070	28.920		-5.150	-15	419,578	-23
8/21/23		10/23/23	63				- cash -
short	10/23/23	11/27/23	35				Adyen	100	615	EUR	682.200	1,090.400	274.000	-408.200	-60	168,535	-100
11/27/23		3/11/24	105				- cash -
long	3/11/24	8/12/24	154				Novo Nordisk	100	188	DKK	895.100	892.900		-2.200	0	168,121	-1
accum	7/24/06	8/12/24	5140	days out of 7394 invested (70%)										1,581		168,121	22

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Lloyds Bank	short	9/29/08	4/27/09	210	2.17	1.01	4.70	2.52	116.17
	short	8/08/11	12/26/11	140	0.33	0.25	0.43	0.10	31.15
	long	11/05/12	12/16/13	406	0.43	0.77		0.34	78.83			407.00
UBS	short	1/21/08	8/11/08	203	40.30	23.18	70.06	29.76	73.86
	short	8/25/08	9/15/08	21	22.80	20.10	25.86	3.06	13.43			97.21
ABB	long	7/24/06	9/11/06	49	14.85	16.35		1.50	10.10
	long	10/09/06	7/30/07	294	17.30	28.60		11.30	65.32			82.02
Rio Tinto	long	10/01/07	11/12/07	42	35.76	46.74		10.98	30.70
	short	8/24/15	2/22/16	182	21.55	20.51	22.63	1.09	5.05
	long	12/19/16	12/04/17	350	30.48	35.40		4.92	16.13			59.45
Credit Suisse	short	5/23/16	7/04/16	42	13.70	10.35	18.13	4.43	32.37			32.37
Mercedes-Benz	long	12/13/10	6/06/11	175	54.76	47.20		-7.56	-13.81
	long	10/12/20	12/13/21	427	49.01	74.00		24.99	50.99			30.14
Barclays	long	5/25/09	6/01/09	7	2.67	2.92		0.25	9.33
	long	7/27/09	5/10/10	287	2.81	3.04		0.24	8.42			18.54
Novo Nordisk	long	9/06/10	10/04/10	28	50.65	52.90		2.25	4.44
	long	3/05/12	5/21/12	77	79.45	84.15		4.70	5.92
	long	3/11/24	8/12/24	154	895.10	892.90		-2.20	-0.25			10.35
ASML	long	9/30/19	3/02/20	154	227.25	250.25		23.00	10.12			10.12
HSBC	long	9/05/16	11/21/16	77	5.82	6.34		0.52	8.94			8.94
Adidas	short	10/03/22	11/07/22	35	119.00	114.96	123.18	4.18	3.51			3.51
Anheuser-Busch InBev	long	6/18/12	10/15/12	119	56.11	67.10		10.99	19.59
	short	3/09/20	9/07/20	182	42.71	49.35	36.07	-6.64	-15.55			0.99
BASF	long	7/04/11	7/11/11	7	67.70	66.95		-0.75	-1.11			-1.11
AstraZeneca	long	8/25/14	10/13/14	49	44.68	43.56		-1.12	-2.51			-2.51
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
BP	long	12/05/22	12/19/22	14	4.84	4.67		-0.17	-3.50			-3.50
ING Groep	long	12/30/13	8/04/14	217	10.03	9.63		-0.40	-4.04			-4.04
Deutsche Telekom	long	2/09/15	8/24/15	196	15.56	14.04		-1.52	-9.74			-9.74
LVMH	long	4/15/19	6/03/19	49	342.95	340.50		-2.45	-0.71
	long	7/08/19	8/12/19	35	383.00	343.25		-39.75	-10.38			-11.02
Prosus	long	1/09/23	8/21/23	224	34.07	28.92		-5.15	-15.12			-15.12
BAT	short	1/07/19	3/04/19	56	24.75	28.72	20.78	-3.97	-16.04			-16.04
Adyen	short	10/23/23	11/27/23	35	682.20	1,090.40	274.00	-408.20	-59.84			-59.84

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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