Assessment - ASX 50 Index in Swiss Franc - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
								ASX 50	4,622.696	8/12/24	0.41	4,589.103	0.73	4,264.244	324.859	7.62		8.90
						L		Pro Medicus	77.180	8/12/24	0.27	81.525	-5.33	55.005	26.520	48.21		59.94
						L		Goodman Group	20.312	8/12/24	1.29	21.039	-3.46	14.451	6.588	45.59		44.85
						L		Origin Energy	6.340	8/12/24	0.57	6.568	-3.48	4.838	1.730	35.77		27.80
								WiseTech Global	55.227	8/12/24	2.67	57.150	-3.36	43.050	14.100	32.75		27.33
								Insurance Australia	4.303	8/12/24	0.56	4.273	0.70	3.233	1.040	32.16		22.88
						L		Fisher & Paykel HC	17.998	8/12/24	0.23	16.478	9.23	12.469	4.009	32.15		27.21
								Suncorp-Metway	10.120	8/12/24	1.38	10.294	-1.69	7.911	2.383	30.13		22.73
								Aristocrat Leisure	31.544	8/12/24	1.16	30.072	4.90	23.316	6.756	28.98		24.96
								Xero	80.299	8/12/24	1.37	80.948	-0.80	64.144	16.804	26.20		19.00
								Westpac Banking	16.959	8/12/24	0.61	16.352	3.71	13.080	3.272	25.01		21.11
								National Australia B	21.628	8/12/24	1.01	21.676	-0.22	17.535	4.141	23.61		22.07
						L		QBE Insurance	9.729	8/12/24	0.87	10.252	-5.10	8.459	1.793	21.20		10.10
								Wesfarmers	43.329	8/12/24	1.55	39.158	10.65	32.580	6.578	20.19		18.56
						L		Commonwealth Bank	78.442	8/12/24	0.76	75.840	3.43	63.859	11.981	18.76		20.00
						L		ResMed	19.849	8/12/24	1.13	17.187	15.49	14.531	2.656	18.28		9.28
						L		SOUTH32	1.761	8/12/24	-0.34	2.230	-21.02	1.902	0.327	17.22		13.66
								Reece	15.685	8/12/24	1.16	14.964	4.82	12.789	2.175	17.01		19.02
								Macquarie Group	122.792	8/12/24	1.30	122.089	0.58	104.887	17.202	16.40		16.89
								CAR Group	21.117	8/12/24	4.46	20.835	1.36	17.941	2.894	16.13		18.76
								ANZ Banking AU	16.959	8/12/24	0.93	17.097	-0.81	14.805	2.292	15.48		11.90
								Computershare	15.961	8/12/24	0.38	15.907	0.34	13.931	1.976	14.18		8.40
								Cochlear	203.945	8/12/24	0.26	193.843	5.21	170.596	23.247	13.63		18.58
								Scentre Group	2.043	8/12/24	0.29	1.899	7.59	1.708	0.191	11.19		14.52
								REA	120.719	8/12/24	-0.73	114.890	5.07	103.470	11.420	11.04		17.94
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
						L		Coles	10.889	8/12/24	-0.28	10.210	6.65	9.202	1.008	10.96		7.72
								Lottery	2.963	8/12/24	2.28	3.053	-2.95	2.765	0.288	10.43		7.03
								Brambles Inds	9.128	8/12/24	0.60	8.558	6.67	7.768	0.789	10.16		2.89
								Medibank Private	2.332	8/12/24	0.52	2.218	5.15	2.033	0.184	9.05		6.02
						L		CSL	185.652	8/12/24	0.13	175.838	5.58	163.730	12.108	7.40		11.61
						S		Washington H. Soul	20.937	8/12/24	0.43	19.783	5.83	18.718	1.066	5.69		2.60
								Santos	4.579	8/12/24	-0.91	4.585	-0.13	4.341	0.244	5.63		4.17
								Seven Group Holdings	22.313	8/12/24	0.90	22.379	-0.30	21.237	1.143	5.38		18.92
								Stockland	2.698	8/12/24	-0.66	2.554	5.65	2.542	0.012	0.48		3.44
						S		ASX	39.134	8/12/24	0.73	35.871	9.10	36.019	-0.148	-0.41		0.71
								Northern Star	8.449	8/12/24	0.64	7.752	8.99	7.797	-0.044	-0.57		5.28
						L		APA Group	4.742	8/12/24	0.38	4.796	-1.13	4.878	-0.082	-1.69		-3.93
						S		Telstra	2.326	8/12/24	0.78	2.169	7.20	2.262	-0.092	-4.09		-3.95
						S		Woodside Energy	15.276	8/12/24	-0.27	16.977	-10.02	17.741	-0.764	-4.31		-9.11
								Transurban	7.836	8/12/24	0.54	7.446	5.25	7.831	-0.385	-4.92		-2.51
						L		Woolworths	20.318	8/12/24	-0.35	20.174	0.71	21.248	-1.074	-5.06		-1.51
						S		Rio Tinto (AU)	69.037	8/12/24	-1.37	72.517	-4.80	77.487	-4.970	-6.41		2.57
						S		Ramsay Health Care	26.959	8/12/24	0.99	28.064	-3.94	30.050	-1.986	-6.61		-6.91
						S		Bluescope Steel	12.356	8/12/24	-0.44	12.163	1.58	13.366	-1.202	-9.00		-1.53
								BHP	24.423	8/12/24	-0.54	26.021	-6.14	28.793	-2.772	-9.63		-0.87
								Auckland Int Airport	4.068	8/12/24	-0.44	4.195	-3.01	4.644	-0.449	-9.67		-3.40
						S		James Hardie Ind	29.927	8/12/24	-0.38	28.798	3.92	32.266	-3.469	-10.75		2.05
								Sonic Healthcare	16.496	8/12/24	0.22	15.420	6.98	18.324	-2.903	-15.84		-11.59
								Mineral Resources	29.891	8/12/24	-3.79	33.016	-9.46	39.983	-6.967	-17.42		-13.58
						S		Pilbara Minerals	1.791	8/12/24	-2.93	1.851	-3.25	2.256	-0.405	-17.96		-20.08
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
								Fortescue Metals	10.961	8/12/24	-1.35	13.077	-16.18	16.576	-3.499	-21.11		-6.13
ASX 50 - 50 out of 50 instruments rated - 7/01/24 / 1/01/24 - 33 did rise, Market-Ratio(26) in CHF = 66.00 %
Stock Exchange Currency: AUD $ Australian dollar

 

 

Transactions ASX 50 Index in Swiss Franc * Mixed Straddles L11 - 79/64 (1) - S27 - 34/34 (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		11/27/06	329				- cash -
long	11/27/06	3/05/07	98				Incitec Pivot	100	6,475		1.544	2.288		0.744	48	14,815	332
3/05/07		3/19/07	14				- cash -
	3/19/07	6/18/07	91				Incitec Pivot	100	6,425		2.306	3.784		1.479	64	24,316	630
6/18/07		10/08/07	112				- cash -
	10/08/07	11/05/07	28				Incitec Pivot	100	5,143		4.727	4.655		-0.072	-2	23,945	-18
11/05/07		1/14/08	70				- cash -
short	1/14/08	1/28/08	14				Insurance Australia	100	6,456		3.708	3.675	3.742	0.034	1	24,162	27
1/28/08		2/04/08	7				- cash -
	2/04/08	2/18/08	14				Insurance Australia	100	6,756		3.576	3.816	3.336	-0.240	-7	22,541	-84
2/18/08		2/25/08	7				- cash -
	2/25/08	5/19/08	84				Ampol	100	1,488		15.140	13.678	16.759	1.618	11	24,949	55
long	5/19/08	6/02/08	14				Incitec Pivot	100	2,824		8.832	9.424		0.592	7	26,621	443
short	5/26/08	9/15/08	112				GPT	100	1,879		14.163	8.838	22.695	8.532	60	42,653	365
9/15/08		9/29/08	14				- cash -
	9/29/08	5/04/09	217				Goodman Group	100	4,239		10.061	1.410	71.790	61.728	614	304,319	2,626
5/04/09		5/11/09	7				- cash -
	5/11/09	5/18/09	7				Goodman Group	100	238,665		1.275	1.008	1.613	0.338	27	384,967	> 999,999
long		6/29/09	49				Ampol	100	32,813		9.274	11.388		2.114	23	454,343	362
6/29/09		7/27/09	28				- cash -
	7/27/09	11/09/09	105				Macquarie Group	100	11,780		38.566	45.675		7.109	18	538,084	80
11/09/09		5/17/10	189				- cash -
short	5/17/10	6/14/10	28				Lend Lease	100	69,406		7.753	7.455	8.062	0.309	4	559,541	66
6/14/10		6/28/10	14				- cash -
	6/28/10	8/02/10	35				Sonic Healthcare	100	55,266		10.124	9.910	10.344	0.219	2	571,647	25
8/02/10		9/13/10	42				- cash -
long	9/13/10	11/15/10	63				Ramsay Health Care	100	40,117		14.249	15.258		1.009	7	612,111	49
11/15/10		2/14/11	91				- cash -
	2/14/11	2/28/11	14				Incitec Pivot	100	140,437		4.359	4.364		0.005	0	612,871	3
2/28/11		7/25/11	147				- cash -
short	7/25/11	1/16/12	175				Macquarie Group	100	25,036		24.479	24.091	24.874	0.394	2	622,744	3
long	11/07/11	11/14/11	7				Sydney Airport	100	196,564		3.168	3.182		0.014	0	625,508	26
	12/05/11	12/26/11	21				James Hardie Ind	100	95,198		6.571	6.388		-0.183	-3	608,106	-39
1/16/12		1/23/12	7				- cash -
short	1/23/12	1/30/12	7				QBE Insurance	100	52,498		11.583	11.516	11.651	0.068	1	611,684	36
1/30/12		4/30/12	91				- cash -
long	4/30/12	5/21/12	21				CSL	100	17,072		35.829	34.218		-1.611	-4	584,175	-55
5/21/12		8/13/12	84				- cash -
	8/13/12	11/12/12	91				CSL	100	14,152		41.277	47.296		6.019	15	669,359	73
11/12/12		1/07/13	56				- cash -
	1/07/13	5/27/13	140				CSL	100	13,222		50.623	54.862		4.239	8	725,404	23
5/27/13		9/09/13	105				- cash -
	9/09/13	9/30/13	21				Seek	100	72,055		10.067	10.171		0.103	1	732,860	19
9/30/13		10/21/13	21				- cash -
	10/21/13	12/09/13	49				Seek	100	66,564		11.010	10.352		-0.658	-6	689,064	-37
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
12/09/13		2/24/14	77				- cash -
	2/24/14	3/17/14	21				Seek	100	52,826		13.044	13.964		0.921	7	737,690	227
3/17/14		4/21/14	35				- cash -
	4/21/14	5/05/14	14				Seek	100	53,408		13.812	13.744		-0.069	0	734,027	-12
5/05/14		9/01/14	119				- cash -
	9/01/14	9/22/14	21				Ampol	100	30,100		24.386	23.907		-0.479	-2	719,617	-29
9/22/14		12/29/14	98				- cash -
	12/29/14	1/12/15	14				Ampol	100	25,530		28.187	28.907		0.720	3	738,007	93
1/12/15		2/09/15	28				- cash -
	2/09/15	5/04/15	84				Ampol	100	29,842		24.730	26.189		1.459	6	781,541	28
5/04/15		8/17/15	105				- cash -
short	8/17/15	11/23/15	98				Santos	100	181,227		4.312	2.932	6.343	2.030	47	1,149,451	321
11/23/15		11/30/15	7				- cash -
	11/30/15	1/04/16	35				Origin Energy	100	276,051		4.164	3.531	4.910	0.746	18	1,355,469	458
1/04/16		1/11/16	7				- cash -
	1/11/16	2/22/16	42				Origin Energy	100	455,276		2.977	3.065	2.889	-0.088	-3	1,315,475	-23
2/22/16		5/02/16	70				- cash -
long	5/02/16	7/11/16	70				Newcrest Mining	100	90,597		14.520	19.722		5.202	36	1,786,802	394
7/11/16		8/01/16	21				- cash -
	8/01/16	9/05/16	35				Newcrest Mining	100	96,629		18.491	17.144		-1.347	-7	1,656,612	-55
9/05/16		1/09/17	126				- cash -
	1/09/17	2/27/17	49				SOUTH32	100	801,196		2.068	1.922		-0.146	-7	1,539,766	-42
2/27/17		4/10/17	42				- cash -
	4/10/17	6/12/17	63				AGL Energy	100	71,581		21.511	18.493		-3.017	-14	1,323,781	-58
6/12/17		11/13/17	154				- cash -
	11/13/17	1/15/18	63				Qantas Airways	100	293,069		4.517	3.977		-0.540	-12	1,165,614	-52
1/15/18		6/25/18	161				- cash -
	6/25/18	7/16/18	21				CSL	100	8,066		144.508	146.933		2.425	2	1,185,171	34
7/16/18		8/06/18	21				- cash -
	8/06/18	9/03/18	28				Aristocrat Leisure	100	50,316		23.554	22.081		-1.473	-6	1,111,062	-57
9/03/18		11/19/18	77				- cash -
short	11/19/18	2/11/19	84				AMP	100	594,790		1.868	1.563	2.233	0.365	20	1,327,988	117
2/11/19		2/18/19	7				- cash -
long	2/18/19	6/03/19	105				Fortescue Metals	100	291,153		4.561	5.378		0.816	18	1,565,706	77
6/03/19		6/24/19	21				- cash -
	6/24/19	8/26/19	63				Fortescue Metals	100	261,948		5.977	4.762		-1.215	-20	1,247,460	-73
8/26/19		3/09/20	196				- cash -
short	3/09/20	9/21/20	196				Oil Search	100	618,291		2.018	1.868	2.179	0.161	8	1,347,071	15
long	6/01/20	8/10/20	70				Fortescue Metals	100	139,709		9.642	12.108		2.466	26	1,691,567	228
9/21/20		11/23/20	63				- cash -
	11/23/20	1/25/21	63				James Hardie Ind	100	64,551		26.205	25.998		-0.207	-1	1,678,201	-4
1/25/21		5/10/21	105				- cash -
	5/10/21	6/28/21	49				Westpac Banking	100	89,770		18.694	17.958		-0.737	-4	1,612,057	-26
6/28/21		3/07/22	252				- cash -
short	3/07/22	3/21/22	14				Xero	100	24,849		64.872	69.963	59.782	-5.091	-8	1,485,562	-88
3/21/22		4/18/22	28				- cash -
long	4/18/22	6/06/22	49				SOUTH32	100	413,923		3.589	3.520		-0.069	-2	1,457,079	-13
6/06/22		6/20/22	14				- cash -
short	6/20/22	6/27/22	7				Tabcorp	100	2,050,966		0.710	0.705	0.716	0.005	1	1,468,082	48
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
6/27/22		7/04/22	7				- cash -
	7/04/22	7/18/22	14				Tabcorp	100	2,089,189		0.703	0.674	0.733	0.030	4	1,531,167	199
7/18/22		7/25/22	7				- cash -
	7/25/22	8/01/22	7				Tabcorp	100	2,268,468		0.675	0.661	0.689	0.014	2	1,562,975	192
8/01/22		9/26/22	56				- cash -
	9/26/22	11/28/22	63				Tabcorp	100	2,603,670		0.600	0.662	0.538	-0.062	-10	1,401,295	-47
11/28/22		12/05/22	7				- cash -
long	12/05/22	2/13/23	70				Origin Energy	100	282,727		4.956	4.506		-0.450	-9	1,274,008	-39
2/13/23		3/06/23	21				- cash -
	3/06/23	3/20/23	14				Mineral Resources	100	22,787		55.909	48.088		-7.821	-14	1,095,799	-98
3/20/23		10/23/23	217				- cash -
short	10/23/23	11/06/23	14				Mineral Resources	100	34,329		31.920	35.383	28.457	-3.463	-11	976,915	-95
11/06/23		1/15/24	70				- cash -
long	1/15/24	4/22/24	98				James Hardie Ind	100	30,214		32.333	31.229		-1.104	-3	943,570	-12
4/22/24		4/01/26	709				- cash -
accum	11/27/06	4/22/24	3031	days out of 7394 invested (41%)										9,336		943,570	73

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Goodman Group	short	9/29/08	5/04/09	217	10.06	1.41	71.79	61.73	613.52
	short	5/11/09	5/18/09	7	1.28	1.01	1.61	0.34	26.50			802.61
Incitec Pivot	long	11/27/06	3/05/07	98	1.54	2.29		0.74	48.15
	long	3/19/07	6/18/07	91	2.31	3.78		1.48	64.14
	long	10/08/07	11/05/07	28	4.73	4.66		-0.07	-1.53
	long	5/19/08	6/02/08	14	8.83	9.42		0.59	6.70
	long	2/14/11	2/28/11	14	4.36	4.36		0.01	0.12			155.83
GPT	short	5/26/08	9/15/08	112	14.16	8.84	22.69	8.53	60.24			60.24
Santos	short	8/17/15	11/23/15	98	4.31	2.93	6.34	2.03	47.07			47.07
Ampol	short	2/25/08	5/19/08	84	15.14	13.68	16.76	1.62	10.69
	long	5/11/09	6/29/09	49	9.27	11.39		2.11	22.80
	long	9/01/14	9/22/14	21	24.39	23.91		-0.48	-1.96
	long	12/29/14	1/12/15	14	28.19	28.91		0.72	2.56
	long	2/09/15	5/04/15	84	24.73	26.19		1.46	5.90			44.72
Newcrest Mining	long	5/02/16	7/11/16	70	14.52	19.72		5.20	35.83
	long	8/01/16	9/05/16	35	18.49	17.14		-1.35	-7.29			25.93
CSL	long	4/30/12	5/21/12	21	35.83	34.22		-1.61	-4.50
	long	8/13/12	11/12/12	91	41.28	47.30		6.02	14.58
	long	1/07/13	5/27/13	140	50.62	54.86		4.24	8.37
	long	6/25/18	7/16/18	21	144.51	146.93		2.42	1.68			20.58
Macquarie Group	long	7/27/09	11/09/09	105	38.57	45.67		7.11	18.43
	short	7/25/11	1/16/12	175	24.48	24.09	24.87	0.39	1.61			20.34
AMP	short	11/19/18	2/11/19	84	1.87	1.56	2.23	0.36	19.52			19.52
Fortescue Metals	long	2/18/19	6/03/19	105	4.56	5.38		0.82	17.90
	long	6/24/19	8/26/19	63	5.98	4.76		-1.21	-20.33
	long	6/01/20	8/10/20	70	9.64	12.11		2.47	25.57			17.96
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Oil Search	short	3/09/20	9/21/20	196	2.02	1.87	2.18	0.16	7.99			7.99
Ramsay Health Care	long	9/13/10	11/15/10	63	14.25	15.26		1.01	7.08			7.08
Origin Energy	short	11/30/15	1/04/16	35	4.16	3.53	4.91	0.75	17.92
	short	1/11/16	2/22/16	42	2.98	3.07	2.89	-0.09	-2.95
	long	12/05/22	2/13/23	70	4.96	4.51		-0.45	-9.08			4.05
Lend Lease	short	5/17/10	6/14/10	28	7.75	7.46	8.06	0.31	3.99			3.99
Sonic Healthcare	short	6/28/10	8/02/10	35	10.12	9.91	10.34	0.22	2.16			2.16
Seek	long	9/09/13	9/30/13	21	10.07	10.17		0.10	1.03
	long	10/21/13	12/09/13	49	11.01	10.35		-0.66	-5.98
	long	2/24/14	3/17/14	21	13.04	13.96		0.92	7.06
	long	4/21/14	5/05/14	14	13.81	13.74		-0.07	-0.50			1.19
QBE Insurance	short	1/23/12	1/30/12	7	11.58	11.52	11.65	0.07	0.59			0.59
Sydney Airport	long	11/07/11	11/14/11	7	3.17	3.18		0.01	0.44			0.44
Tabcorp	short	6/20/22	6/27/22	7	0.71	0.71	0.72	0.01	0.76
	short	7/04/22	7/18/22	14	0.70	0.67	0.73	0.03	4.30
	short	7/25/22	8/01/22	7	0.67	0.66	0.69	0.01	2.08
	short	9/26/22	11/28/22	63	0.60	0.66	0.54	-0.06	-10.34			-3.83
Westpac Banking	long	5/10/21	6/28/21	49	18.69	17.96		-0.74	-3.94			-3.94
Insurance Australia	short	1/14/08	1/28/08	14	3.71	3.68	3.74	0.03	0.91
	short	2/04/08	2/18/08	14	3.58	3.82	3.34	-0.24	-6.71			-5.86
Aristocrat Leisure	long	8/06/18	9/03/18	28	23.55	22.08		-1.47	-6.25			-6.25
James Hardie Ind	long	12/05/11	12/26/11	21	6.57	6.39		-0.18	-2.78
	long	11/23/20	1/25/21	63	26.21	26.00		-0.21	-0.79
	long	1/15/24	4/22/24	98	32.33	31.23		-1.10	-3.41			-6.84
Xero	short	3/07/22	3/21/22	14	64.87	69.96	59.78	-5.09	-7.85			-7.85
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
SOUTH32	long	1/09/17	2/27/17	49	2.07	1.92		-0.15	-7.05
	long	4/18/22	6/06/22	49	3.59	3.52		-0.07	-1.92			-8.84
Qantas Airways	long	11/13/17	1/15/18	63	4.52	3.98		-0.54	-11.95			-11.95
AGL Energy	long	4/10/17	6/12/17	63	21.51	18.49		-3.02	-14.03			-14.03
Mineral Resources	long	3/06/23	3/20/23	14	55.91	48.09		-7.82	-13.99
	short	10/23/23	11/06/23	14	31.92	35.38	28.46	-3.46	-10.85			-23.32

Annotations

2/22/24	ASX 50			Component update: Bluescope Steel, CAR, Medibank, Pro Medicus, Seven and Stockland replace Amcor, Endevour, IGO, Newmont, Qantas and Treasury Wine
6/01/22	Woodside Petroleum			mergered with OilGas business of BHP
11/19/18	Wesfarmers			demerger of Coles
9/10/18	ASX 50			Cochlear replaced Incitec Pivot
4/05/18	Xero			this is the instrument traded at the ASX in AUD
3/09/17	ASX 50			Aristocrat Leisure and Fortescue Metals replace Coca-Cola Amatil and Seek
	Fortescue Metals			returns to the ASX 50
	Aristocrat Leisure			recording started
7/29/16	ASX 50			Asciano drops out due to takeover by Qube and Brookfield
3/28/16	ASX 50			Quantas replaces Crown
8/27/15	ASX 50			complete analysis
6/01/15	ASX 50			exchange of Fortescue Metal, Iluka, Novion, Toll and Worley Parsons by Caltex Australia, Federation Centres, Medibank Private, SOUTH32 and Seek

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