Assessment - STOXX Europe 50 - 9/20/21 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	9/20/21	⇓ Δwk	3/22/21	prc diff	Δ26	Curr	⇓∅-RS
								Stoxx 50	4,344.220	8/12/24	-0.16	3,473.550		3,283.030	190.520	5.80	EUR	6.48
								ASML	784.600	8/12/24	0.08	717.500		478.000	239.500	50.10	EUR	55.43
								Novo Nordisk	892.900	8/12/24	-2.80	317.200		221.600	95.600	43.14	DKK	33.93
								Hermes International	2,006.000	8/12/24	-0.50	1,258.000		938.000	320.000	34.12	EUR	29.36
								EssilorLuxottica	207.300	8/12/24	-0.58	168.800		129.650	39.150	30.20	EUR	25.14
								Deutsche Post	36.040	8/12/24	-0.36	57.820		45.120	12.700	28.15	EUR	24.44
								RELX	3,531.000	8/12/24	0.57	2,195.000		1,775.000	420.000	23.66	GBP	18.14
						L		AstraZeneca	12,780.000	8/12/24	0.63	8,559.000		7,344.000	1,215.000	16.54	GBP	8.66
								L´Oreal	376.650	8/12/24	-1.59	372.250		320.800	51.450	16.04	EUR	12.78
								Schneider Electric	211.250	8/12/24	0.38	147.180		127.200	19.980	15.71	EUR	16.44
								Airbus	133.760	8/12/24	-0.45	111.940		97.070	14.870	15.32	EUR	20.58
								SAP	189.300	8/12/24	-0.33	118.960		103.500	15.460	14.94	EUR	6.11
						S		Diageo	2,451.500	8/12/24	1.03	3,437.000		3,001.500	435.500	14.51	GBP	11.39
						S		National Grid	978.400	8/12/24	-0.04	956.700		846.400	110.300	13.03	GBP	6.39
								Glencore	410.250	8/12/24	1.27	314.800		279.450	35.350	12.65	GBP	22.64
								ING Groep	15.232	8/12/24	0.21	11.240		10.028	1.212	12.09	EUR	25.83
						S		LVMH	635.100	8/12/24	-0.14	618.700		556.600	62.100	11.16	EUR	13.02
						L		Nestlé	88.640	8/12/24	-0.40	113.780		102.780	11.000	10.70	CHF	6.18
						L		ABB	45.510	8/12/24	0.55	32.170		29.310	2.860	9.76	CHF	15.21
						L		Roche	277.800	8/12/24	0.25	341.500		314.800	26.700	8.48	CHF	6.51
								GSK	1,572.000	8/12/24	0.42	1,414.330		1,311.580	102.750	7.83	GBP	2.28
						L		Richemont	128.200	8/12/24	1.22	96.340		92.000	4.340	4.72	CHF	10.45
								Siemens	157.200	8/12/24	0.01	141.980		135.760	6.220	4.58	EUR	11.49
						S		Air Liquide	162.300	8/12/24	-0.79	141.540		137.150	4.390	3.20	EUR	1.63
						L		Deutsche Telekom	24.730	8/12/24	0.49	16.962		16.445	0.517	3.14	EUR	6.29
								⇓instrument	freshest		⇓ Δday	9/20/21	⇓ Δwk	3/22/21	prc diff	Δ26	Curr	⇓∅-RS
								Banco Santander	4.089	8/12/24	-0.24	2.894		2.843	0.052	1.81	EUR	9.88
								BNP Paribas	59.250	8/12/24		51.150		50.710	0.440	0.87	EUR	11.48
						S		Vinci	102.650	8/12/24	-0.77	86.800		87.040	-0.240	-0.28	EUR	1.11
								Axa	32.350	8/12/24	-0.77	22.370		22.475	-0.105	-0.47	EUR	9.92
						L		Unilever Plc	4,714.000	8/12/24	-0.34	3,988.000		4,022.000	-34.000	-0.85	GBP	-6.53
								Sanofi	95.670	8/12/24	-0.60	82.010		82.760	-0.750	-0.91	EUR	-2.32
								BP	439.600	8/12/24	1.35	303.700		307.250	-3.550	-1.16	GBP	9.52
								Shell	33.025	8/12/24	0.93	16.902		17.474	-0.572	-3.27	EUR	10.97
								UBS	24.850	8/12/24	0.44	14.305		14.820	-0.515	-3.48	CHF	6.43
						L		Novartis	96.740	8/12/24	0.16	77.210		80.000	-2.790	-3.49	CHF	-5.01
						L		Zurich Insurance	464.700	8/12/24	0.85	379.300		395.000	-15.700	-3.97	CHF	2.81
								TotalEnergies	61.720	8/12/24	0.60	37.845		39.730	-1.885	-4.74	EUR	5.63
						L		BAT	2,801.000	8/12/24		2,641.500		2,829.000	-187.500	-6.63	GBP	-3.06
						S		Mercedes-Benz	57.480	8/12/24	-0.57	69.150		74.160	-5.010	-6.76	EUR	8.63
								Anheuser-Busch InBev	55.200	8/12/24	-0.47	48.850		52.980	-4.130	-7.80	EUR	-10.50
								Safran	192.200	8/12/24	-0.18	107.660		117.000	-9.340	-7.98	EUR	-3.57
								Reckitt Benckiser	4,180.000	8/12/24		5,925.000		6,488.000	-563.000	-8.68	GBP	-7.68
						S		BASF	41.280	8/12/24	-0.22	61.770		69.580	-7.810	-11.22	EUR	-3.47
						L		Münchener Rück	439.200	8/12/24	1.01	229.100		258.200	-29.100	-11.27	EUR	-3.55
								Rio Tinto	4,942.000	8/12/24	0.56	4,714.000		5,386.000	-672.000	-12.48	GBP	-15.17
								Allianz	255.900	8/12/24		183.920		212.000	-28.080	-13.25	EUR	-7.25
						L		Iberdrola	12.105	8/12/24	0.29	9.262		10.790	-1.528	-14.16	EUR	-15.00
						L		HSBC	643.900	8/12/24	0.22	361.700		425.000	-63.300	-14.89	GBP	-8.23
						L		Bayer	25.960	8/12/24	-0.04	45.270		53.280	-8.010	-15.03	EUR	-9.96
								Enel	6.438	8/12/24	0.44	6.840		8.324	-1.484	-17.83	EUR	-14.79
								⇓instrument	freshest		⇓ Δday	9/20/21	⇓ Δwk	3/22/21	prc diff	Δ26	Curr	⇓∅-RS
						L		Prosus	32.850	8/12/24	1.77	31.120		43.460	-12.340	-28.39	EUR	-21.29
Europe 50 - 50 out of 50 instruments rated - 9/20/21 / 3/22/21 - 26 did rise, Market-Ratio(26) = 52.00 %

 

 

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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