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

Assessment - STOXX Europe 50 in Pound sterling - 1/22/24 - RS = 22

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	1/22/24	⇓ Δwk	8/21/23	prc diff	⇓ Δ22	∅-RS
		Stoxx 50	3,720.694	8/12/24	-0.16	3,489.053		3,327.549	161.504	4.85	1.54
		UBS	22.491	8/12/24	0.44	22.952		18.379	4.573	24.88	26.09
		Novo Nordisk	102.554	8/12/24	-2.80	83.454		72.317	11.137	15.40	21.92
		RELX	3,531.000	8/12/24	0.57	3,272.000		2,480.000	792.000	31.94	22.31
		SAP	162.130	8/12/24	-0.33	128.762		106.802	21.960	20.56	19.99
		Safran	164.614	8/12/24	-0.18	147.313		123.670	23.642	19.12	17.61
		Airbus	114.561	8/12/24	-0.45	128.505		109.485	19.020	17.37	15.31
		ASML	671.986	8/12/24	0.08	605.953		512.474	93.479	18.24	13.83
	L	Münchener Rück	376.162	8/12/24	1.01	341.218		304.049	37.169	12.22	12.90
		Schneider Electric	180.929	8/12/24	0.38	154.165		132.336	21.829	16.50	12.40
		Allianz	219.171	8/12/24		213.989		188.685	25.304	13.41	11.67
	L	Deutsche Telekom	21.181	8/12/24	0.49	19.956		16.318	3.637	22.29	10.53
		Siemens	134.637	8/12/24	0.01	139.947		115.296	24.651	21.38	10.44
	L	ABB	41.189	8/12/24	0.55	32.817		28.951	3.866	13.35	11.02
	S	Vinci	87.917	8/12/24	-0.77	100.601		86.207	14.394	16.70	8.38
		Axa	27.707	8/12/24	-0.77	26.306		23.239	3.067	13.20	8.07
	L	Novartis	87.555	8/12/24	0.16	85.437		80.296	5.141	6.40	9.88
		GSK	1,572.000	8/12/24	0.42	1,555.800		1,347.400	208.400	15.47	8.65
	S	Air Liquide	139.005	8/12/24	-0.79	147.964		136.762	11.202	8.19	6.34
		Banco Santander	3.502	8/12/24	-0.24	3.198		3.043	0.155	5.09	6.04
		Enel	5.514	8/12/24	0.44	5.467		5.062	0.404	7.99	5.53
		Anheuser-Busch InBev	47.277	8/12/24	-0.47	49.495		43.898	5.597	12.75	4.31
		Deutsche Post	30.867	8/12/24	-0.36	37.980		36.699	1.282	3.49	4.13
		BNP Paribas	50.746	8/12/24		52.699		49.854	2.844	5.70	3.66
		L´Oreal	322.589	8/12/24	-1.59	363.786		340.111	23.675	6.96	2.66
		⇓instrument	freshest		⇓ Δday	1/22/24	⇓ Δwk	8/21/23	prc diff	⇓ Δ22	∅-RS
		ING Groep	13.046	8/12/24	0.21	11.023		11.099	-0.076	-0.69	2.15
	L	Zurich Insurance	420.578	8/12/24	0.85	399.853		363.386	36.467	10.04	4.05
		EssilorLuxottica	177.546	8/12/24	-0.58	152.554		149.495	3.059	2.05	1.54
	L	Iberdrola	10.368	8/12/24	0.29	9.644		9.058	0.586	6.47	-0.49
		Rio Tinto	4,942.000	8/12/24	0.56	5,288.000		4,617.500	670.500	14.52	0.14
		Sanofi	81.938	8/12/24	-0.60	80.679		84.301	-3.622	-4.30	-1.50
		TotalEnergies	52.861	8/12/24	0.60	49.461		49.214	0.248	0.50	-1.87
	S	National Grid	978.400	8/12/24	-0.04	1,031.000		946.000	85.000	8.99	-0.59
		Hermes International	1,718.079	8/12/24	-0.50	1,572.479		1,601.427	-28.948	-1.81	-2.37
	L	HSBC	643.900	8/12/24	0.22	597.200		583.300	13.900	2.38	-1.41
		Shell	28.285	8/12/24	0.93	23.960		24.043	-0.083	-0.35	-3.62
	L	AstraZeneca	12,780.000	8/12/24	0.63	10,590.000		10,674.000	-84.000	-0.79	-2.96
		Reckitt Benckiser	4,180.000	8/12/24		5,536.000		5,638.000	-102.000	-1.81	-5.14
	L	Roche	251.424	8/12/24	0.25	224.272		226.882	-2.610	-1.15	-5.01
	S	BASF	35.355	8/12/24	-0.22	36.670		38.989	-2.319	-5.95	-8.44
	L	Nestlé	80.224	8/12/24	-0.40	88.234		92.930	-4.696	-5.05	-7.20
	L	Unilever Plc	4,714.000	8/12/24	-0.34	3,694.000		3,969.000	-275.000	-6.93	-8.81
	L	Richemont	116.028	8/12/24	1.22	106.480		109.917	-3.437	-3.13	-8.05
		BP	439.600	8/12/24	1.35	446.050		478.300	-32.250	-6.74	-9.77
	S	Mercedes-Benz	49.230	8/12/24	-0.57	50.780		57.716	-6.936	-12.02	-12.92
	L	BAT	2,801.000	8/12/24		2,334.500		2,519.000	-184.500	-7.32	-12.04
		Glencore	410.250	8/12/24	1.27	397.900		420.000	-22.100	-5.26	-13.25
	L	Prosus	28.135	8/12/24	1.77	21.926		24.714	-2.788	-11.28	-15.96
	S	LVMH	543.944	8/12/24	-0.14	567.754		669.882	-102.128	-15.25	-16.13
	S	Diageo	2,451.500	8/12/24	1.03	2,700.500		3,266.500	-566.000	-17.33	-17.19
		⇓instrument	freshest		⇓ Δday	1/22/24	⇓ Δwk	8/21/23	prc diff	⇓ Δ22	∅-RS
	L	Bayer	22.234	8/12/24	-0.04	28.139		42.839	-14.699	-34.31	-30.91
Europe 50 - 50 out of 50 instruments rated - 1/22/24 / 8/21/23 - 31 did rise, Market-Ratio(22) in GBP = 62.00 %

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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