Assessment - Euro STOXX 50 - 5/16/22 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	5/16/22	⇓ Δwk	11/15/21	prc diff	Δ26		⇓∅-RS
								Euro Stoxx 50	4,671.880	8/12/24	-0.07	3,685.340		4,386.190	-700.850	-15.98		-9.27
						L		Bayer	25.960	8/12/24	-0.04	63.210		50.370	12.840	25.49		23.26
								TotalEnergies	61.720	8/12/24	0.60	51.710		43.640	8.070	18.49		21.87
								Sanofi	95.670	8/12/24	-0.60	100.000		90.070	9.930	11.02		12.00
						S		Eni	14.456	8/12/24	1.09	13.826		12.546	1.280	10.20		18.01
								Deutsche Börse	185.150	8/12/24	0.54	162.100		149.350	12.750	8.54		9.41
						L		Deutsche Telekom	24.730	8/12/24	0.49	18.078		16.738	1.340	8.01		6.50
						L		Iberdrola	12.105	8/12/24	0.29	10.785		10.195	0.590	5.79		6.99
						S		Air Liquide	162.300	8/12/24	-0.79	159.760		151.980	7.780	5.12		7.30
								Anheuser-Busch InBev	55.200	8/12/24	-0.47	54.080		52.640	1.440	2.74		0.01
								Danone	60.140	8/12/24	0.07	56.600		57.640	-1.040	-1.80		-0.10
						S		Vinci	102.650	8/12/24	-0.77	92.560		94.630	-2.070	-2.19		1.13
								Vivendi	9.488	8/12/24	0.40	10.995		11.285	-0.290	-2.57		-25.27
								Wolters Kluwer	150.000	8/12/24	0.20	94.260		97.520	-3.260	-3.34		2.31
								Allianz	255.900	8/12/24		198.820		205.750	-6.930	-3.37		-3.90
						L		Nokia	3.518	8/12/24	1.05	4.706		4.941	-0.235	-4.75		-3.69
								Airbus	133.760	8/12/24	-0.45	105.840		114.040	-8.200	-7.19		-3.23
						S		Pernod Ricard	121.800	8/12/24	-0.33	191.250		211.300	-20.050	-9.49		-0.03
								Axa	32.350	8/12/24	-0.77	23.040		25.860	-2.820	-10.90		-5.44
						L		Münchener Rück	439.200	8/12/24	1.01	226.400		254.900	-28.500	-11.18		-6.93
						L		Ahold Delhaize	29.720	8/12/24	-0.30	27.295		30.835	-3.540	-11.48		-1.71
								Saint-Gobain	73.560	8/12/24	-0.41	53.100		60.180	-7.080	-11.76		-8.62
								BNP Paribas	59.250	8/12/24		52.310		61.220	-8.910	-14.55		-4.93
								Banco Santander	4.089	8/12/24	-0.24	2.700		3.212	-0.512	-15.94		-12.94
						L		Nordea Bank	10.420	8/12/24	-0.19	9.383		11.166	-1.783	-15.97		-6.00
								⇓instrument	freshest		⇓ Δday	5/16/22	⇓ Δwk	11/15/21	prc diff	Δ26		⇓∅-RS
								Enel	6.438	8/12/24	0.44	5.987		7.150	-1.163	-16.27		-13.92
						S		BMW	78.980	8/12/24	-0.90	77.660		93.480	-15.820	-16.92		-8.76
								Unicredit	34.570	8/12/24	0.38	9.668		11.650	-1.982	-17.01		-10.90
								Banco Bilbao Viz	8.924	8/12/24	0.27	4.848		5.865	-1.017	-17.34		-9.27
								Schneider Electric	211.250	8/12/24	0.38	127.620		156.240	-28.620	-18.32		-12.04
								EssilorLuxottica	207.300	8/12/24	-0.58	149.300		184.480	-35.180	-19.07		-8.99
								Safran	192.200	8/12/24	-0.18	96.480		120.660	-24.180	-20.04		-11.96
						S		LVMH	635.100	8/12/24	-0.14	575.000		720.800	-145.800	-20.23		-12.74
								Ferrari	385.700	8/12/24		180.400		227.200	-46.800	-20.60		-6.56
						S		BASF	41.280	8/12/24	-0.22	49.295		62.370	-13.075	-20.96		-19.80
								Intesa Sanpaolo	3.471	8/12/24	0.54	1.954		2.490	-0.536	-21.51		-15.07
								L´Oreal	376.650	8/12/24	-1.59	327.800		424.050	-96.250	-22.70		-12.99
						S		Volkswagen	93.500	8/12/24	-0.47	144.740		188.380	-43.640	-23.17		-21.07
						S		Stellantis	13.980	8/12/24	-0.57	13.682		17.950	-4.268	-23.78		-14.75
								Siemens	157.200	8/12/24	0.01	113.600		150.060	-36.460	-24.30		-16.40
								SAP	189.300	8/12/24	-0.33	93.240		124.720	-31.480	-25.24		-18.38
						S		Mercedes-Benz	57.480	8/12/24	-0.57	63.560		88.830	-25.270	-28.45		-12.25
								ING Groep	15.232	8/12/24	0.21	9.306		13.326	-4.020	-30.17		-17.49
								Deutsche Post	36.040	8/12/24	-0.36	38.465		56.380	-17.915	-31.78		-25.51
								ASML	784.600	8/12/24	0.08	512.600		752.600	-240.000	-31.89		-17.16
						S		Kering	249.850	8/12/24	-1.85	460.750		681.500	-220.750	-32.39		-29.39
						L		Infineon	30.280	8/12/24	0.36	28.255		42.645	-14.390	-33.74		-16.65
								Inditex	44.250	8/12/24	0.07	20.720		31.830	-11.110	-34.90		-23.30
								Adidas	212.400	8/12/24	-1.03	180.060		281.900	-101.840	-36.13		-29.55
						L		Prosus	32.850	8/12/24	1.77	20.250		34.550	-14.300	-41.39		-33.46
								⇓instrument	freshest		⇓ Δday	5/16/22	⇓ Δwk	11/15/21	prc diff	Δ26		⇓∅-RS
								Adyen	1,098.000	8/12/24	1.14	1,482.600		2,596.000	-1,113.400	-42.89		-27.74
Euro 50 - 50 out of 50 instruments rated - 5/16/22 / 11/15/21 - 9 did rise, Market-Ratio(26) = 18.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions Euro STOXX 50 * Mixed Straddles L13 - 60/54 (2) - S20 - 12/26 (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		7/17/06	196				- cash -
short	7/17/06	7/24/06	7				Airbus	100	494		20.220	21.560	18.880	-1.340	-7	9,338	-97
7/24/06		8/14/06	21				- cash -
long	8/14/06	3/19/07	217				UnibailRodaWestfield	50	35		133.231	193.176		59.945	45	11,436	87
							Inditex	50	695		6.722	9.032		2.310	34	13,042	64
3/19/07		4/09/07	21				- cash -
	4/09/07	7/23/07	105				Mercedes-Benz	50	104		62.330	66.890		4.560	7	13,516	28
							Volkswagen	50	88		74.500	77.730		3.230	4	13,800	16
7/23/07		11/05/07	105				- cash -
	11/05/07	11/12/07	7				Volkswagen	50	56		121.770	115.330		-6.440	-5	13,439	-94
							Nokia	50	269		25.890	26.220		0.330	1	13,528	94
11/12/07		12/10/07	28				- cash -
	12/10/07	12/31/07	21				Telefónica	50	293		23.080	21.980		-1.100	-5	13,206	-57
							Nokia	50	256		26.360	24.920		-1.440	-5	12,837	-62
12/31/07		2/11/08	42				- cash -
short	2/11/08	6/09/08	119				Societe Generale	100	181		70.695	56.194	88.938	18.243	26	16,139	102
long	4/28/08	5/05/08	7				Volkswagen	50	79		101.900	105.820		3.920	4	16,449	616
							Engie	50	186		43.440	41.770		-1.670	-4	16,138	-87
	5/12/08	5/26/08	14				Volkswagen	50	78		103.080	96.880		-6.200	-6	15,655	-80
							Engie	50	187		43.150	41.790		-1.360	-3	15,400	-57
6/09/08		7/14/08	35				- cash -
short	7/14/08	8/04/08	21				Saint-Gobain	100	454		33.910	37.820	30.000	-3.910	-12	13,625	-88
8/04/08		8/25/08	21				- cash -
	8/25/08	3/16/09	203				Unicredit	100	136		99.486	27.010	366.437	266.951	268	49,931	943
3/16/09		3/23/09	7				- cash -
	3/23/09	4/06/09	14				ING Groep	100	12,789		3.904	4.069	3.739	-0.165	-4	47,820	-68
4/06/09		5/04/09	28				- cash -
long	5/04/09	2/08/10	280				Deutsche Bank	50	745		32.080	33.478		1.398	4	48,862	6
							ASML	50	1,474		16.220	22.510		6.290	39	58,133	53
2/08/10		3/15/10	35				- cash -
	3/15/10	5/17/10	63				Philips	50	1,221		23.800	24.960		1.160	5	59,550	32
							Safran	50	1,570		18.510	22.200		3.690	20	65,343	187
5/17/10		8/02/10	77				- cash -
	8/02/10	1/10/11	161				Volkswagen	50	386		84.490	126.950		42.460	50	81,733	152
							Safran	50	1,552		21.080	28.000		6.920	33	92,472	90
1/10/11		1/17/11	7				- cash -
	1/17/11	3/14/11	56				BMW	50	789		58.550	55.800		-2.750	-5	90,303	-27
							Volkswagen	50	371		124.420	113.010		-11.410	-9	86,070	-47
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
3/14/11		4/04/11	21				- cash -
	4/04/11	4/18/11	14				BMW	50	712		60.410	57.210		-3.200	-5	83,791	-76
							Volkswagen	50	368		116.950	111.300		-5.650	-5	81,712	-73
4/18/11		8/08/11	112				- cash -
short	8/08/11	12/26/11	140				Carrefour	100	4,516		18.090	17.085	19.154	1.064	6	86,517	16
long	12/05/11	1/09/12	35				ASML	50	1,405		30.775	32.400		1.625	5	88,801	71
							Anheuser-Busch InBev	50	963		44.900	47.495		2.595	6	91,300	80
1/09/12		1/23/12	14				- cash -
	1/23/12	4/23/12	91				Airbus	50	1,780		25.645	29.250		3.605	14	97,716	69
							ASML	50	1,357		33.630	36.690		3.060	9	101,869	42
4/23/12		8/06/12	105				- cash -
	8/06/12	3/25/13	231				ASML	50	1,121		45.415	53.060		7.645	17	110,439	28
							Anheuser-Busch InBev	50	772		66.000	75.430		9.430	14	117,719	23
3/25/13		5/06/13	42				- cash -
	5/06/13	6/10/13	35				Airbus	50	1,445		40.725	43.010		2.285	6	121,021	77
							L´Oreal	50	432		136.000	127.150		-8.850	-7	117,198	-50
6/10/13		7/08/13	28				- cash -
	7/08/13	1/27/14	203				Safran	50	1,387		42.225	52.280		10.055	24	131,144	47
							Nokia	50	18,328		3.199	5.045		1.846	58	164,977	127
1/27/14		2/24/14	28				- cash -
	2/24/14	3/03/14	7				Intesa Sanpaolo	50	36,924		2.234	2.156		-0.078	-3	162,097	-84
							Nokia	50	14,970		5.510	5.421		-0.089	-2	160,765	-57
3/03/14		4/07/14	35				- cash -
	4/07/14	4/14/14	7				Intesa Sanpaolo	50	31,473		2.554	2.396		-0.158	-6	155,792	-96
							Unicredit	50	2,392		33.600	31.671		-1.929	-6	151,178	-95
4/14/14		4/28/14	14				- cash -
	4/28/14	7/21/14	84				Enel	50	18,747		4.032	4.108		0.076	2	152,603	8
							Intesa Sanpaolo	50	31,287		2.416	2.202		-0.214	-9	145,907	-33
7/21/14		11/10/14	112				- cash -
	11/10/14	12/15/14	35				ASML	50	897		81.300	83.150		1.850	2	147,567	26
							Orange	50	5,852		12.470	13.250		0.780	6	152,131	88
12/15/14		12/29/14	14				- cash -
	12/29/14	1/05/15	7				ASML	50	846		89.880	87.490		-2.390	-3	150,109	-75
							Orange	50	5,271		14.435	13.520		-0.915	-6	145,286	-97
1/05/15		1/12/15	7				- cash -
	1/12/15	6/01/15	140				ASML	50	826		87.890	101.850		13.960	16	156,817	47
							Orange	50	5,051		14.390	14.540		0.150	1	157,575	3
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
6/01/15		8/10/15	70				- cash -
	8/10/15	8/17/15	7				Fresenius	50	1,224		64.350	65.540		1.190	2	159,032	160
							Intesa Sanpaolo	50	22,607		3.486	3.428		-0.058	-2	157,720	-58
8/17/15		8/24/15	7				- cash -
short	8/24/15	10/26/15	63				E.on	100	18,128		8.700	8.993	8.407	-0.293	-3	152,414	-18
10/26/15		11/23/15	28				- cash -
long	11/23/15	12/14/15	21				Fresenius	50	1,111		68.580	61.950		-6.630	-10	145,048	-83
							Airbus	50	1,145		66.530	61.300		-5.230	-8	139,060	-76
12/14/15		12/28/15	14				- cash -
	12/28/15	1/04/16	7				Fresenius	50	1,069		64.990	62.570		-2.420	-4	136,473	-86
							SAP	50	955		72.860	70.580		-2.280	-3	134,296	-81
1/04/16		3/21/16	77				- cash -
short	3/21/16	5/02/16	42				Deutsche Bank	100	8,895		15.097	14.307	15.930	0.834	6	141,710	60
long	4/18/16		14				Fresenius	50	1,086		65.190	64.590		-0.600	-1	141,058	-21
							Vinci	50	1,073		66.050	64.940		-1.110	-2	139,867	-36
5/02/16		5/09/16	7				- cash -
	5/09/16	5/23/16	14				Fresenius	50	1,079		64.770	64.970		0.200	0	140,083	8
							Vinci	50	1,094		63.920	66.350		2.430	4	142,741	165
5/23/16		5/30/16	7				- cash -
	5/30/16	6/13/16	14				Fresenius	50	1,044		68.300	62.450		-5.850	-9	136,634	-90
							Vinci	50	1,048		68.150	63.650		-4.500	-7	131,918	-83
6/13/16		8/15/16	63				- cash -
	8/15/16	8/29/16	14				Siemens	50	615		107.100	107.600		0.500	0	132,225	13
							ASML	50	664		99.350	95.490		-3.860	-4	129,662	-64
8/29/16		9/05/16	7				- cash -
	9/05/16	11/14/16	70				Adidas	50	439		147.350	149.400		2.050	1	130,562	7
							CRH	50	2,102		30.903	29.665		-1.238	-4	127,960	-19
11/14/16		11/21/16	7				- cash -
	11/21/16	7/10/17	231				Adidas	50	458		139.500	175.050		35.550	25	144,242	43
							CRH	50	2,007		31.910	31.420		-0.490	-2	143,258	-2
7/10/17		7/17/17	7				- cash -
	7/17/17	7/24/17	7				Safran	50	862		83.050	81.030		-2.020	-2	141,517	-72
							Intesa Sanpaolo	50	24,971		2.870	2.864		-0.006	0	141,367	-10
7/24/17		10/02/17	70				- cash -
	10/02/17	1/01/18	91				E.on	50	7,297		9.686	9.061		-0.625	-6	136,807	-23
							ASML	50	485		145.600	145.150		-0.450	0	136,589	-1
1/01/18		3/26/18	84				- cash -
short	3/26/18	4/09/18	14				Deutsche Bank	100	12,210		11.186	11.484	10.888	-0.298	-3	132,950	-51
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
4/09/18		5/07/18	28				- cash -
long	5/07/18	7/02/18	56				Airbus	50	661		100.420	97.710		-2.710	-3	131,159	-16
							LVMH	50	228		290.950	281.450		-9.500	-3	128,993	-19
7/02/18		2/18/19	231				- cash -
	2/18/19	6/03/19	105				Airbus	50	579		111.260	117.160		5.900	5	132,409	20
							Nokia	50	11,655		5.540	4.457		-1.084	-20	119,781	-53
6/03/19		9/02/19	91				- cash -
	9/02/19	10/07/19	35				Enel	50	8,965		6.680	6.845		0.165	2	121,260	29
							Iberdrola	50	6,343		9.442	9.424		-0.018	0	121,146	-2
10/07/19		10/21/19	14				- cash -
	10/21/19	2/03/20	105				ASML	50	260		232.950	260.000		27.050	12	128,179	47
							Enel	50	8,872		6.828	7.966		1.138	17	138,275	71
2/03/20		2/10/20	7				- cash -
	2/10/20	2/24/20	14				ASML	50	246		281.000	270.650		-10.350	-4	135,729	-62
							Enel	50	8,432		8.200	8.030		-0.170	-2	134,295	-42
2/24/20		3/09/20	14				- cash -
short	3/09/20	7/20/20	133				Anheuser-Busch InBev	100	3,144		42.705	47.000	38.410	-4.295	-10	120,792	-25
long	6/08/20	9/07/20	91				ASML	50	197		305.300	304.000		-1.300	0	120,536	-2
							Schneider Electric	50	637		95.140	105.500		10.360	11	127,135	51
9/07/20		9/14/20	7				- cash -
	9/14/20	9/21/20	7				Deutsche Post	50	1,653		38.440	37.700		-0.740	-2	125,912	-64
							Schneider Electric	50	594		107.050	101.050		-6.000	-6	122,348	-95
9/21/20		11/09/20	49				- cash -
	11/09/20	7/19/21	252				Mercedes-Benz	50	1,206		50.700	69.630		18.930	37	145,178	58
							Schneider Electric	50	515		118.800	131.660		12.860	11	151,800	16
7/19/21		10/18/21	91				- cash -
	10/18/21	10/25/21	7				ASML	50	112		674.900	685.600		10.700	2	152,999	127
							Societe Generale	50	2,658		28.670	28.710		0.040	0	153,105	8
10/25/21		11/01/21	7				- cash -
	11/01/21	11/29/21	28				ING Groep	50	5,716		13.392	12.158		-1.234	-9	146,052	-72
							Societe Generale	50	2,601		29.430	27.485		-1.945	-7	140,993	-59
11/29/21		1/03/22	35				- cash -
	1/03/22	1/24/22	21				Societe Generale	50	2,314		30.455	31.115		0.660	2	142,520	45
							Nokia	50	12,647		5.576	4.797		-0.780	-14	132,662	-93
1/24/22		3/07/22	42				- cash -
short	3/07/22	3/14/22	7				Vivendi	100	12,352		10.740	11.735	9.745	-0.995	-9	120,371	-99
3/14/22		6/06/22	84				- cash -
long	6/06/22	6/13/22	7				Bayer	50	902		66.680	63.470		-3.210	-5	117,476	-92
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							TotalEnergies	50	1,085		55.490	53.350		-2.140	-4	115,154	-87
6/13/22		6/20/22	7				- cash -
short	6/20/22	7/25/22	35				Philips	100	5,844		19.704	20.075	19.333	-0.371	-2	112,986	-18
7/25/22		8/08/22	14				- cash -
long	8/08/22	8/22/22	14				Deutsche Börse	50	323		174.750	170.950		-3.800	-2	111,758	-44
							TotalEnergies	50	1,134		49.820	53.040		3.220	6	115,410	412
8/22/22		9/12/22	21				- cash -
	9/12/22	9/26/22	14				Deutsche Börse	50	335		172.000	165.900		-6.100	-4	113,366	-61
							Deutsche Telekom	50	2,981		19.382	17.834		-1.548	-8	108,752	-89
9/26/22		11/21/22	56				- cash -
	11/21/22	6/05/23	196				Münchener Rück	50	184		294.000	338.600		44.600	15	116,958	30
							Flutter	50	417		131.050	182.800		51.750	39	138,538	86
6/05/23		6/12/23	7				- cash -
	6/12/23	7/10/23	28				Flutter	50	387		178.900	177.350		-1.550	-1	137,938	-11
							Unicredit	50	3,744		18.510	21.295		2.785	15	148,365	522
7/10/23		7/31/23	21				- cash -
	7/31/23	8/07/23	7				CRH	50	1,369		54.180	54.180		0.000	0	148,365	0
							Unicredit	50	3,225		23.000	22.625		-0.375	-2	147,156	-58
8/07/23		11/20/23	105				- cash -
	11/20/23	6/17/24	210				Unicredit	50	2,918		25.210	33.155		7.945	32	170,339	61
							Banco Bilbao Viz	50	8,881		8.286	9.074		0.788	10	177,338	17
6/17/24		4/01/26	653				- cash -
accum	7/17/06	6/17/24	4207	days out of 7394 invested (57%)										1,673		177,338	28

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Unicredit	short	8/25/08	3/16/09	203	99.49	27.01	366.44	266.95	268.33	100	268.33
	long	4/07/14	4/14/14	7	33.60	31.67		-1.93	-5.74	50	-2.87
	long	6/12/23	7/10/23	28	18.51	21.30		2.79	15.05		7.52
	long	7/31/23	8/07/23	7	23.00	22.63		-0.38	-1.63		-0.82
	long	11/20/23	6/17/24	210	25.21	33.16		7.95	31.52		15.76	341.66
ASML	long	5/04/09	2/08/10	280	16.22	22.51		6.29	38.78		19.39
	long	12/05/11	1/09/12	35	30.78	32.40		1.63	5.28		2.64
	long	1/23/12	4/23/12	91	33.63	36.69		3.06	9.10		4.55
	long	8/06/12	3/25/13	231	45.42	53.06		7.65	16.83		8.42
	long	11/10/14	12/15/14	35	81.30	83.15		1.85	2.28		1.14
	long	12/29/14	1/05/15	7	89.88	87.49		-2.39	-2.66		-1.33
	long	1/12/15	6/01/15	140	87.89	101.85		13.96	15.88		7.94
	long	8/15/16	8/29/16	14	99.35	95.49		-3.86	-3.89		-1.94
	long	10/02/17	1/01/18	91	145.60	145.15		-0.45	-0.31		-0.15
	long	10/21/19	2/03/20	105	232.95	260.00		27.05	11.61		5.81
	long	2/10/20	2/24/20	14	281.00	270.65		-10.35	-3.68		-1.84
	long	6/08/20	9/07/20	91	305.30	304.00		-1.30	-0.43		-0.21
	long	10/18/21	10/25/21	7	674.90	685.60		10.70	1.59		0.79	53.02
Safran	long	3/15/10	5/17/10	63	18.51	22.20		3.69	19.94		9.97
	long	8/02/10	1/10/11	161	21.08	28.00		6.92	32.83		16.41
	long	7/08/13	1/27/14	203	42.23	52.28		10.06	23.81		11.91
	long	7/17/17	7/24/17	7	83.05	81.03		-2.02	-2.43		-1.22	41.52
Societe Generale	short	2/11/08	6/09/08	119	70.70	56.19	88.94	18.24	25.81	100	25.81
	long	10/18/21	10/25/21	7	28.67	28.71		0.04	0.14	50	0.07
	long	11/01/21	11/29/21	28	29.43	27.49		-1.95	-6.61		-3.30
	long	1/03/22	1/24/22	21	30.46	31.12		0.66	2.17		1.08	23.05
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Mercedes-Benz	long	4/09/07	7/23/07	105	62.33	66.89		4.56	7.32		3.66
	long	11/09/20	7/19/21	252	50.70	69.63		18.93	37.34		18.67	23.01
UnibailRodaWestfield	long	8/14/06	3/19/07	217	133.23	193.18		59.95	44.99		22.50	22.50
Flutter	long	11/21/22	6/05/23	196	131.05	182.80		51.75	39.49		19.74
	long	6/12/23	7/10/23	28	178.90	177.35		-1.55	-0.87		-0.43	19.23
Inditex	long	8/14/06	3/19/07	217	6.72	9.03		2.31	34.36		17.18	17.18
Volkswagen	long	4/09/07	7/23/07	105	74.50	77.73		3.23	4.34		2.17
	long	11/05/07	11/12/07	7	121.77	115.33		-6.44	-5.29		-2.64
	long	4/28/08	5/05/08	7	101.90	105.82		3.92	3.85		1.92
	long	5/12/08	5/26/08	14	103.08	96.88		-6.20	-6.01		-3.01
	long	8/02/10	1/10/11	161	84.49	126.95		42.46	50.25		25.13
	long	1/17/11	3/14/11	56	124.42	113.01		-11.41	-9.17		-4.59
	long	4/04/11	4/18/11	14	116.95	111.30		-5.65	-4.83		-2.42	14.56
Adidas	long	9/05/16	11/14/16	70	147.35	149.40		2.05	1.39		0.70
	long	11/21/16	7/10/17	231	139.50	175.05		35.55	25.48		12.74	13.53
Enel	long	4/28/14	7/21/14	84	4.03	4.11		0.08	1.88		0.94
	long	9/02/19	10/07/19	35	6.68	6.85		0.17	2.47		1.24
	long	10/21/19	2/03/20	105	6.83	7.97		1.14	16.67		8.33
	long	2/10/20	2/24/20	14	8.20	8.03		-0.17	-2.07		-1.04	9.56
Schneider Electric	long	6/08/20	9/07/20	91	95.14	105.50		10.36	10.89		5.44
	long	9/14/20	9/21/20	7	107.05	101.05		-6.00	-5.60		-2.80
	long	11/09/20	7/19/21	252	118.80	131.66		12.86	10.82		5.41	8.04
Münchener Rück	long	11/21/22	6/05/23	196	294.00	338.60		44.60	15.17		7.59	7.59
Carrefour	short	8/08/11	12/26/11	140	18.09	17.09	19.15	1.06	5.88	100	5.88	5.88
Nokia	long	11/05/07	11/12/07	7	25.89	26.22		0.33	1.27	50	0.64
	long	12/10/07	12/31/07	21	26.36	24.92		-1.44	-5.46		-2.73
	long	7/08/13	1/27/14	203	3.20	5.05		1.85	57.71		28.85
	long	2/24/14	3/03/14	7	5.51	5.42		-0.09	-1.62		-0.81
	long	2/18/19	6/03/19	105	5.54	4.46		-1.08	-19.56		-9.78
	long	1/03/22	1/24/22	21	5.58	4.80		-0.78	-13.98		-6.99	4.99
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Deutsche Bank	long	5/04/09	2/08/10	280	32.08	33.48		1.40	4.36		2.18
	short	3/21/16	5/02/16	42	15.10	14.31	15.93	0.83	5.52	100	5.52
	short	3/26/18	4/09/18	14	11.19	11.48	10.89	-0.30	-2.66		-2.66	4.95
Banco Bilbao Viz	long	11/20/23	6/17/24	210	8.29	9.07		0.79	9.51	50	4.76	4.76
TotalEnergies	long	6/06/22	6/13/22	7	55.49	53.35		-2.14	-3.86		-1.93
	long	8/08/22	8/22/22	14	49.82	53.04		3.22	6.46		3.23	1.24
Philips	long	3/15/10	5/17/10	63	23.80	24.96		1.16	4.87		2.44
	short	6/20/22	7/25/22	35	19.70	20.08	19.33	-0.37	-1.88	100	-1.88	0.51
Orange	long	11/10/14	12/15/14	35	12.47	13.25		0.78	6.26	50	3.13
	long	12/29/14	1/05/15	7	14.44	13.52		-0.92	-6.34		-3.17
	long	1/12/15	6/01/15	140	14.39	14.54		0.15	1.04		0.52	0.38
Siemens	long	8/15/16	8/29/16	14	107.10	107.60		0.50	0.47		0.23	0.23
Airbus	short	7/17/06	7/24/06	7	20.22	21.56	18.88	-1.34	-6.63	100	-6.63
	long	1/23/12	4/23/12	91	25.65	29.25		3.61	14.06	50	7.03
	long	5/06/13	6/10/13	35	40.73	43.01		2.29	5.61		2.81
	long	11/23/15	12/14/15	21	66.53	61.30		-5.23	-7.86		-3.93
	long	5/07/18	7/02/18	56	100.42	97.71		-2.71	-2.70		-1.35
	long	2/18/19	6/03/19	105	111.26	117.16		5.90	5.30		2.65	-0.05
Iberdrola	long	9/02/19	10/07/19	35	9.44	9.42		-0.02	-0.19		-0.10	-0.10
Anheuser-Busch InBev	long	12/05/11	1/09/12	35	44.90	47.50		2.60	5.78		2.89
	long	8/06/12	3/25/13	231	66.00	75.43		9.43	14.29		7.14
	short	3/09/20	7/20/20	133	42.71	47.00	38.41	-4.30	-10.06	100	-10.06	-0.85
Deutsche Post	long	9/14/20	9/21/20	7	38.44	37.70		-0.74	-1.93	50	-0.96	-0.96
SAP	long	12/28/15	1/04/16	7	72.86	70.58		-2.28	-3.13		-1.56	-1.56
LVMH	long	5/07/18	7/02/18	56	290.95	281.45		-9.50	-3.27		-1.63	-1.63
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Vinci	long	4/18/16	5/02/16	14	66.05	64.94		-1.11	-1.68		-0.84
	long	5/09/16	5/23/16	14	63.92	66.35		2.43	3.80		1.90
	long	5/30/16	6/13/16	14	68.15	63.65		-4.50	-6.60		-3.30	-2.29
Telefónica	long	12/10/07	12/31/07	21	23.08	21.98		-1.10	-4.77		-2.38	-2.38
Bayer	long	6/06/22	6/13/22	7	66.68	63.47		-3.21	-4.81		-2.41	-2.41
CRH	long	9/05/16	11/14/16	70	30.90	29.67		-1.24	-4.01		-2.00
	long	11/21/16	7/10/17	231	31.91	31.42		-0.49	-1.54		-0.77
	long	7/31/23	8/07/23	7	54.18	54.18		0.00	0.00		0.00	-2.76
Deutsche Börse	long	8/08/22	8/22/22	14	174.75	170.95		-3.80	-2.17		-1.09
	long	9/12/22	9/26/22	14	172.00	165.90		-6.10	-3.55		-1.77	-2.84
L´Oreal	long	5/06/13	6/10/13	35	136.00	127.15		-8.85	-6.51		-3.25	-3.25
Engie	long	4/28/08	5/05/08	7	43.44	41.77		-1.67	-3.84		-1.92
	long	5/12/08	5/26/08	14	43.15	41.79		-1.36	-3.15		-1.58	-3.47
Deutsche Telekom	long	9/12/22	9/26/22	14	19.38	17.83		-1.55	-7.99		-3.99	-3.99
BMW	long	1/17/11	3/14/11	56	58.55	55.80		-2.75	-4.70		-2.35
	long	4/04/11	4/18/11	14	60.41	57.21		-3.20	-5.30		-2.65	-4.93
E.on	short	8/24/15	10/26/15	63	8.70	8.99	8.41	-0.29	-3.36	100	-3.36
	long	10/02/17	1/01/18	91	9.69	9.06		-0.63	-6.45	50	-3.23	-6.48
ING Groep	short	3/23/09	4/06/09	14	3.90	4.07	3.74	-0.17	-4.23	100	-4.23
	long	11/01/21	11/29/21	28	13.39	12.16		-1.23	-9.21	50	-4.61	-8.64
Vivendi	short	3/07/22	3/14/22	7	10.74	11.74	9.75	-1.00	-9.26	100	-9.26	-9.26
Intesa Sanpaolo	long	2/24/14	3/03/14	7	2.23	2.16		-0.08	-3.49	50	-1.75
	long	4/07/14	4/14/14	7	2.55	2.40		-0.16	-6.19		-3.09
	long	4/28/14	7/21/14	84	2.42	2.20		-0.21	-8.86		-4.43
	long	8/10/15	8/17/15	7	3.49	3.43		-0.06	-1.66		-0.83
	long	7/17/17	7/24/17	7	2.87	2.86		-0.01	-0.21		-0.10	-9.85
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Fresenius	long	8/10/15	8/17/15	7	64.35	65.54		1.19	1.85		0.92
	long	11/23/15	12/14/15	21	68.58	61.95		-6.63	-9.67		-4.83
	long	12/28/15	1/04/16	7	64.99	62.57		-2.42	-3.72		-1.86
	long	4/18/16	5/02/16	14	65.19	64.59		-0.60	-0.92		-0.46
	long	5/09/16	5/23/16	14	64.77	64.97		0.20	0.31		0.15
	long	5/30/16	6/13/16	14	68.30	62.45		-5.85	-8.57		-4.28	-10.06
Saint-Gobain	short	7/14/08	8/04/08	21	33.91	37.82	30.00	-3.91	-11.53	100	-11.53	-11.53

Annotations

2/19/24	Euro 50			Component update: Ferrari, Saint-Gobain, Vivendi and Wolters Kluwer replace CRH, Flutter, Hermes and Vonovia
9/14/23	Prosus			stock split 1:2.1796 (two-point-onesevenninesix for one)
9/24/18	Euro 50			Amadeus, Kering and Linde replace Deutsche Bank, E.ON and Saint-Gobain
1/23/17	Unicredit			reverse stock split 10:1 (one for ten)
10/04/16	AB InBev			acquisition of SAB Miller completed
9/19/16	Euro 50			Adidas, Ahold Delhaize and CRH replace Carrefour, Generali and Unicredit
7/24/16	Ahold Delhaize			merger
9/21/15	Euro 50			Fresenius and Safran replace Repsol and RWE
9/12/15	Euro 50			complete analysis ex Repsol, RWE - in Fresenius, Safran
8/22/15	Euro 50			complete analysis - difficult market
9/22/14	€-Stoxx 50			Nokia replaces CRH.

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