| | |
| | |
Assessment - Amsterdam Exchange index in Japanese yen - 7/01/24 - RS = mixed
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
|
L |
 |
AEX |
153,490.230 |
8/12/24 |
0.26 |
159,971.949 |
-4.05 |
123,234.109 |
36,737.841 |
29.81 |
|
24.38 |
| | |
|
|
|
L |
|
ASM International |
99,201.499 |
8/12/24 |
1.24 |
121,558.231 |
-18.39 |
73,604.979 |
47,953.252 |
65.15 |
|
59.23 |
| | |
|
|
|
|
|
ASML |
135,977.457 |
8/12/24 |
0.08 |
165,387.824 |
-17.78 |
106,769.899 |
58,617.925 |
54.90 |
|
47.29 |
| | |
|
|
|
|
|
BE Semiconductor |
20,034.405 |
8/12/24 |
3.03 |
26,923.398 |
-25.59 |
21,371.208 |
5,552.189 |
25.98 |
|
39.71 |
| | |
|
|
|
|
|
RELX |
7,147.222 |
8/12/24 |
0.44 |
7,320.530 |
-2.37 |
5,610.236 |
1,710.294 |
30.49 |
|
29.88 |
| | |
|
|
|
|
|
Wolters Kluwer |
25,996.200 |
8/12/24 |
0.20 |
26,611.443 |
-2.31 |
20,157.380 |
6,454.063 |
32.02 |
|
29.21 |
| | |
|
|
|
L |
|
Philips |
4,516.406 |
8/12/24 |
-0.91 |
4,064.073 |
11.13 |
3,302.396 |
761.677 |
23.06 |
|
26.27 |
| | |
|
|
|
|
|
ING Groep |
2,639.827 |
8/12/24 |
0.21 |
2,834.972 |
-6.88 |
2,118.483 |
716.490 |
33.82 |
|
31.37 |
| | |
|
|
|
L |
|
Prosus |
5,693.168 |
8/12/24 |
1.77 |
5,739.094 |
-0.80 |
4,226.472 |
1,512.623 |
35.79 |
|
21.60 |
| | |
|
|
|
|
|
NN |
7,739.935 |
8/12/24 |
0.74 |
7,615.154 |
1.64 |
5,599.272 |
2,015.881 |
36.00 |
|
29.63 |
| | |
|
|
|
|
|
Universal Music |
3,838.772 |
8/12/24 |
|
4,753.838 |
-19.25 |
4,042.440 |
711.399 |
17.60 |
|
17.86 |
| | |
|
|
|
L |
|
Unilever |
9,549.271 |
8/12/24 |
-0.36 |
8,897.633 |
7.32 |
6,868.702 |
2,028.931 |
29.54 |
|
19.50 |
| | |
|
|
|
|
|
Aegon |
963.939 |
8/12/24 |
0.22 |
1,014.892 |
-5.02 |
821.958 |
192.934 |
23.47 |
|
22.43 |
| | |
|
|
|
|
|
Adyen |
190,292.184 |
8/12/24 |
1.14 |
192,926.466 |
-1.37 |
182,716.392 |
10,210.074 |
5.59 |
|
9.86 |
| | |
|
|
|
|
|
ABN AMRO |
2,649.879 |
8/12/24 |
0.92 |
2,714.870 |
-2.39 |
2,128.507 |
586.363 |
27.55 |
|
19.46 |
| | |
|
|
|
|
|
Exor |
15,883.678 |
8/12/24 |
0.94 |
16,932.192 |
-6.19 |
14,174.382 |
2,757.810 |
19.46 |
|
16.81 |
| | |
|
|
|
|
|
Shell |
5,723.497 |
8/12/24 |
0.93 |
5,871.675 |
-2.52 |
4,667.365 |
1,204.310 |
25.80 |
|
20.90 |
| | |
|
|
|
L |
|
KPN |
620.443 |
8/12/24 |
0.25 |
625.469 |
-0.80 |
488.351 |
137.118 |
28.08 |
|
19.23 |
| | |
|
|
|
|
|
DSM-Firmenich |
20,320.363 |
8/12/24 |
-2.29 |
18,327.321 |
10.87 |
14,409.316 |
3,918.005 |
27.19 |
|
23.31 |
| | |
|
|
|
|
|
ASR |
7,599.556 |
8/12/24 |
0.46 |
7,767.665 |
-2.16 |
6,687.802 |
1,079.862 |
16.15 |
|
15.86 |
| | |
|
|
|
L |
|
Heineken |
13,746.791 |
8/12/24 |
-0.50 |
15,563.058 |
-11.67 |
14,399.919 |
1,163.140 |
8.08 |
|
8.54 |
| | |
|
|
|
L |
|
Ahold Delhaize |
5,150.714 |
8/12/24 |
-0.30 |
4,845.692 |
6.29 |
4,074.547 |
771.144 |
18.93 |
|
6.90 |
| | |
|
|
|
S |
|
IMCD |
23,977.162 |
8/12/24 |
-0.54 |
22,478.048 |
6.67 |
24,675.954 |
-2,197.906 |
-8.91 |
|
2.29 |
| | |
|
|
|
|
|
ArcelorMittal |
3,485.224 |
8/12/24 |
0.10 |
3,689.727 |
-5.54 |
4,021.296 |
-331.568 |
-8.25 |
|
-4.33 |
| | |
|
|
|
S |
|
Randstad |
7,122.959 |
8/12/24 |
-0.22 |
7,419.315 |
-3.99 |
8,883.657 |
-1,464.341 |
-16.48 |
|
-9.88 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| | |
|
|
|
|
|
Akzo Nobel |
9,244.249 |
8/12/24 |
-0.74 |
9,736.443 |
-5.06 |
11,718.533 |
-1,982.089 |
-16.91 |
|
-11.94 |
| AEX - 25 out of 25 instruments rated - 7/01/24 / 1/01/24 - 21 did rise, Market-Ratio(26) in JPY = 84.00 % |
| Stock Exchange Currency: EUR € Euro |
Drawing of market charts for mixed techniques is really a worry to me.
Transactions Amsterdam Exchange index in Japanese yen * Mixed Straddles L17 - 82/80 (1) - S19 - 42/52 (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 |
1/09/06 |
7 |
|
- cash - |
| long |
1/09/06 |
1/16/06 |
7 |
|
|
|
Boskalis |
100 |
3 |
|
2,633.770 |
2,530.363 |
|
-103.407 |
-4 |
9,690 |
-88 |
|
| 1/16/06 |
2/06/06 |
21 |
|
- cash - |
| |
2/06/06 |
5/08/06 |
91 |
|
|
|
Boskalis |
100 |
3 |
|
2,688.964 |
3,091.765 |
|
402.801 |
15 |
10,898 |
75 |
|
| 5/08/06 |
6/12/06 |
35 |
|
- cash - |
| short |
6/12/06 |
8/28/06 |
77 |
|
|
|
Gemalto |
100 |
3 |
|
2,989.038 |
2,954.008 |
3,024.483 |
35.445 |
1 |
11,005 |
6 |
|
| 8/28/06 |
9/04/06 |
7 |
|
- cash - |
| |
9/04/06 |
9/25/06 |
21 |
|
|
|
Gemalto |
100 |
3 |
|
3,006.000 |
2,237.980 |
4,037.586 |
1,031.586 |
34 |
14,099 |
16,768 |
|
| long |
9/18/06 |
|
7 |
|
|
|
Heineken |
100 |
2 |
|
5,486.638 |
5,389.330 |
|
-97.308 |
-2 |
13,905 |
-61 |
|
| 9/25/06 |
10/02/06 |
7 |
|
- cash - |
| |
10/02/06 |
2/12/07 |
133 |
|
|
|
UnibailRodaWestfield |
100 |
0 |
|
22,083.437 |
30,672.870 |
|
8,589.433 |
39 |
13,905 |
0 |
|
| 2/12/07 |
5/07/07 |
84 |
|
- cash - |
| |
5/07/07 |
5/14/07 |
7 |
|
|
|
ArcelorMittal |
100 |
0 |
|
20,783.021 |
20,483.820 |
|
-299.200 |
-1 |
13,905 |
0 |
|
| 5/14/07 |
7/02/07 |
49 |
|
- cash - |
| |
7/02/07 |
7/30/07 |
28 |
|
|
|
ArcelorMittal |
100 |
0 |
|
23,691.099 |
21,874.512 |
|
-1,816.587 |
-8 |
13,905 |
0 |
|
| 7/30/07 |
8/20/07 |
21 |
|
- cash - |
| short |
8/20/07 |
10/01/07 |
42 |
|
|
|
Randstad |
100 |
2 |
|
6,301.872 |
6,469.705 |
6,134.039 |
-167.833 |
-3 |
13,569 |
-21 |
|
| 10/01/07 |
10/15/07 |
14 |
|
- cash - |
| |
10/15/07 |
12/17/07 |
63 |
|
|
|
Randstad |
100 |
1 |
|
6,786.725 |
4,269.053 |
10,789.193 |
4,002.468 |
59 |
17,571 |
1,367 |
|
| 12/17/07 |
1/07/08 |
21 |
|
- cash - |
| |
1/07/08 |
5/19/08 |
133 |
|
|
|
Randstad |
100 |
4 |
|
4,281.609 |
4,657.436 |
3,905.782 |
-375.827 |
-9 |
16,068 |
-22 |
|
| 5/19/08 |
6/16/08 |
28 |
|
- cash - |
| |
6/16/08 |
4/13/09 |
301 |
|
|
|
Aegon |
100 |
10 |
|
1,533.652 |
458.004 |
5,135.526 |
3,601.873 |
235 |
52,087 |
333 |
|
| 4/13/09 |
6/29/09 |
77 |
|
- cash - |
| long |
6/29/09 |
2/08/10 |
224 |
|
|
|
Randstad |
100 |
19 |
|
2,660.342 |
4,076.366 |
|
1,416.024 |
53 |
78,991 |
100 |
|
| 2/08/10 |
3/29/10 |
49 |
|
- cash - |
| |
3/29/10 |
4/19/10 |
21 |
|
|
|
Aalberts |
100 |
53 |
|
1,482.613 |
1,542.560 |
|
59.947 |
4 |
82,169 |
99 |
|
| 4/19/10 |
4/26/10 |
7 |
|
- cash - |
| |
4/26/10 |
5/03/10 |
7 |
|
|
|
Boskalis |
100 |
19 |
|
4,282.704 |
4,283.417 |
|
0.712 |
0 |
82,182 |
1 |
|
| 5/03/10 |
5/24/10 |
21 |
|
- cash - |
| short |
5/24/10 |
6/07/10 |
14 |
|
|
|
ArcelorMittal |
100 |
10 |
|
8,079.084 |
7,455.760 |
8,754.520 |
675.436 |
8 |
88,936 |
711 |
|
| 6/07/10 |
8/16/10 |
70 |
|
- cash - |
| |
8/16/10 |
9/20/10 |
35 |
|
|
|
ArcelorMittal |
100 |
11 |
|
7,838.395 |
8,471.736 |
7,205.054 |
-633.341 |
-8 |
81,970 |
-58 |
|
| 9/20/10 |
11/01/10 |
42 |
|
- cash - |
| long |
11/01/10 |
11/15/10 |
14 |
|
|
|
Aalberts |
100 |
54 |
|
1,496.669 |
1,572.117 |
|
75.448 |
5 |
86,044 |
260 |
|
| 11/15/10 |
12/13/10 |
28 |
|
- cash - |
| |
12/13/10 |
1/10/11 |
28 |
|
|
|
Aalberts |
100 |
51 |
|
1,682.256 |
1,618.151 |
|
-64.106 |
-4 |
82,774 |
-40 |
|
| 1/10/11 |
1/31/11 |
21 |
|
- cash - |
| |
1/31/11 |
3/07/11 |
35 |
|
|
|
ASML |
100 |
24 |
|
3,407.765 |
3,655.695 |
|
247.930 |
7 |
88,725 |
108 |
|
| 3/07/11 |
3/28/11 |
21 |
|
- cash - |
| |
3/28/11 |
4/11/11 |
14 |
|
|
|
Aalberts |
100 |
46 |
|
1,915.205 |
2,096.772 |
|
181.567 |
9 |
97,077 |
961 |
|
| 4/11/11 |
5/23/11 |
42 |
|
- cash - |
| short |
5/23/11 |
12/19/11 |
210 |
|
|
|
Philips |
100 |
44 |
|
2,202.547 |
1,486.096 |
3,264.402 |
1,061.854 |
48 |
143,798 |
98 |
|
| 12/19/11 |
1/02/12 |
14 |
|
- cash - |
| long |
1/02/12 |
4/09/12 |
98 |
|
|
|
Vopak |
100 |
35 |
|
4,094.706 |
4,786.982 |
|
692.276 |
17 |
168,028 |
79 |
|
| 4/09/12 |
5/14/12 |
35 |
|
- cash - |
| short |
5/14/12 |
8/20/12 |
98 |
|
|
|
ArcelorMittal |
100 |
44 |
|
3,735.947 |
3,740.606 |
3,731.288 |
-4.659 |
0 |
167,823 |
0 |
|
| long |
8/20/12 |
8/27/12 |
7 |
|
|
|
ASML |
100 |
36 |
|
4,602.766 |
4,555.920 |
|
-46.846 |
-1 |
166,137 |
-41 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 8/27/12 |
9/10/12 |
14 |
|
- cash - |
| |
9/10/12 |
10/29/12 |
49 |
|
|
|
Gemalto |
100 |
26 |
|
6,313.745 |
7,194.253 |
|
880.508 |
14 |
189,030 |
164 |
|
| 10/29/12 |
12/24/12 |
56 |
|
- cash - |
| |
12/24/12 |
1/14/13 |
21 |
|
|
|
Gemalto |
100 |
24 |
|
7,598.556 |
7,865.371 |
|
266.815 |
4 |
195,433 |
82 |
|
| 1/14/13 |
10/21/13 |
280 |
|
- cash - |
| |
10/21/13 |
11/11/13 |
21 |
|
|
|
Randstad |
100 |
34 |
|
5,657.851 |
6,232.585 |
|
574.734 |
10 |
214,974 |
437 |
|
| 11/11/13 |
11/25/13 |
14 |
|
- cash - |
| |
11/25/13 |
12/09/13 |
14 |
|
|
|
Randstad |
100 |
35 |
|
6,127.426 |
6,220.406 |
|
92.979 |
2 |
218,229 |
48 |
|
| 12/09/13 |
12/30/13 |
21 |
|
- cash - |
| |
12/30/13 |
1/06/14 |
7 |
|
|
|
Randstad |
100 |
32 |
|
6,809.649 |
6,768.540 |
|
-41.109 |
-1 |
216,913 |
-27 |
|
| 1/06/14 |
4/14/14 |
98 |
|
- cash - |
| short |
4/14/14 |
4/21/14 |
7 |
|
|
|
DSM-Firmenich |
100 |
31 |
|
6,938.518 |
7,115.970 |
6,761.066 |
-177.452 |
-3 |
211,412 |
-74 |
|
| 4/21/14 |
5/05/14 |
14 |
|
- cash - |
| |
5/05/14 |
6/09/14 |
35 |
|
|
|
Vopak |
100 |
41 |
|
5,077.656 |
5,329.385 |
4,825.927 |
-251.729 |
-5 |
201,091 |
-41 |
|
| 6/09/14 |
6/30/14 |
21 |
|
- cash - |
| |
6/30/14 |
9/08/14 |
70 |
|
|
|
Vopak |
100 |
40 |
|
4,955.945 |
5,613.725 |
4,298.166 |
-657.779 |
-13 |
174,780 |
-52 |
|
| 9/08/14 |
10/06/14 |
28 |
|
- cash - |
| |
10/06/14 |
11/24/14 |
49 |
|
|
|
TNT Express |
100 |
255 |
|
684.296 |
753.810 |
614.783 |
-69.513 |
-10 |
157,054 |
-55 |
|
| 11/24/14 |
12/01/14 |
7 |
|
- cash - |
| long |
12/01/14 |
12/15/14 |
14 |
|
|
|
ASML |
100 |
12 |
|
12,510.341 |
12,190.206 |
|
-320.135 |
-3 |
153,213 |
-49 |
|
| 12/15/14 |
12/29/14 |
14 |
|
- cash - |
| |
12/29/14 |
1/05/15 |
7 |
|
|
|
ASML |
100 |
11 |
|
13,182.250 |
12,455.076 |
|
-727.174 |
-6 |
145,214 |
-95 |
|
| 1/05/15 |
2/09/15 |
35 |
|
- cash - |
| |
2/09/15 |
5/25/15 |
105 |
|
|
|
Altice |
100 |
375 |
|
386.352 |
649.283 |
|
262.931 |
68 |
243,813 |
508 |
|
| 5/25/15 |
7/06/15 |
42 |
|
- cash - |
| short |
7/06/15 |
7/13/15 |
7 |
|
|
|
Delta Lloyd |
100 |
122 |
|
1,995.989 |
2,074.314 |
1,917.663 |
-78.326 |
-4 |
234,257 |
-88 |
|
| 7/13/15 |
7/27/15 |
14 |
|
- cash - |
| |
7/27/15 |
1/04/16 |
161 |
|
|
|
ArcelorMittal |
100 |
73 |
|
3,202.435 |
1,444.101 |
7,101.710 |
3,899.275 |
122 |
518,904 |
508 |
|
| 1/04/16 |
1/11/16 |
7 |
|
- cash - |
| |
1/11/16 |
1/25/16 |
14 |
|
|
|
Delta Lloyd |
100 |
789 |
|
657.206 |
643.142 |
671.578 |
14.372 |
2 |
530,243 |
76 |
|
| 1/25/16 |
2/15/16 |
21 |
|
- cash - |
| |
2/15/16 |
4/18/16 |
63 |
|
|
|
Delta Lloyd |
100 |
976 |
|
542.970 |
557.643 |
528.298 |
-14.673 |
-3 |
515,923 |
-15 |
|
| 4/18/16 |
5/09/16 |
21 |
|
- cash - |
| |
5/09/16 |
5/16/16 |
7 |
|
|
|
Delta Lloyd |
100 |
1,001 |
|
515.365 |
480.189 |
553.117 |
37.752 |
7 |
553,713 |
3,889 |
|
| 5/16/16 |
6/06/16 |
21 |
|
- cash - |
| long |
6/06/16 |
6/13/16 |
7 |
|
|
|
DSM-Firmenich |
100 |
80 |
|
6,918.098 |
6,509.464 |
|
-408.634 |
-6 |
521,022 |
-96 |
|
| 6/13/16 |
2/27/17 |
259 |
|
- cash - |
| |
2/27/17 |
4/17/17 |
49 |
|
|
|
ArcelorMittal |
100 |
172 |
|
3,013.194 |
2,479.058 |
|
-534.135 |
-18 |
429,151 |
-77 |
|
| 4/17/17 |
8/21/17 |
126 |
|
- cash - |
| short |
8/21/17 |
10/02/17 |
42 |
|
|
|
Gemalto |
100 |
75 |
|
5,675.618 |
4,973.352 |
6,477.047 |
801.429 |
14 |
489,258 |
215 |
|
| 10/02/17 |
2/12/18 |
133 |
|
- cash - |
| |
2/12/18 |
2/19/18 |
7 |
|
|
|
Altice |
100 |
3,175 |
|
154.052 |
155.858 |
152.247 |
-1.806 |
-1 |
483,525 |
-46 |
|
| 2/19/18 |
3/05/18 |
14 |
|
- cash - |
| |
3/05/18 |
4/09/18 |
35 |
|
|
|
Altice |
100 |
3,280 |
|
147.408 |
137.069 |
158.526 |
11.119 |
8 |
519,994 |
113 |
|
| 4/09/18 |
7/30/18 |
112 |
|
- cash - |
| long |
7/30/18 |
8/06/18 |
7 |
|
|
|
Altice |
100 |
1,447 |
|
359.179 |
307.593 |
|
-51.586 |
-14 |
445,349 |
-100 |
|
| 8/06/18 |
10/08/18 |
63 |
|
- cash - |
| short |
10/08/18 |
2/18/19 |
133 |
|
|
|
ING Groep |
100 |
318 |
|
1,397.023 |
1,388.765 |
1,405.329 |
8.306 |
1 |
447,990 |
2 |
|
| 2/18/19 |
4/08/19 |
49 |
|
- cash - |
| long |
4/08/19 |
5/13/19 |
35 |
|
|
|
Galapagos |
100 |
32 |
|
13,963.718 |
12,225.765 |
|
-1,737.953 |
-12 |
392,376 |
-75 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 5/13/19 |
8/26/19 |
105 |
|
- cash - |
| short |
8/26/19 |
9/09/19 |
14 |
|
|
|
ArcelorMittal |
100 |
268 |
|
1,461.663 |
1,689.842 |
1,233.483 |
-228.179 |
-16 |
331,224 |
-99 |
|
| 9/09/19 |
12/02/19 |
84 |
|
- cash - |
| long |
12/02/19 |
1/13/20 |
42 |
|
|
|
Galapagos |
100 |
15 |
|
21,253.936 |
22,241.468 |
|
987.532 |
5 |
346,037 |
48 |
|
| 1/13/20 |
1/20/20 |
7 |
|
- cash - |
| |
1/20/20 |
1/27/20 |
7 |
|
|
|
Galapagos |
100 |
15 |
|
22,241.468 |
24,738.334 |
|
2,496.866 |
11 |
383,490 |
25,566 |
|
| 1/27/20 |
3/02/20 |
35 |
|
- cash - |
| short |
3/02/20 |
7/20/20 |
140 |
|
|
|
ABN AMRO |
100 |
256 |
|
1,494.101 |
1,008.561 |
2,213.388 |
719.287 |
48 |
567,627 |
179 |
|
| long |
7/06/20 |
8/10/20 |
35 |
|
|
|
Adyen |
100 |
3 |
|
167,466.962 |
177,531.643 |
|
10,064.681 |
6 |
597,822 |
84 |
|
| 8/10/20 |
12/28/20 |
140 |
|
- cash - |
| |
12/28/20 |
1/25/21 |
28 |
|
|
|
Adyen |
100 |
2 |
|
244,833.421 |
236,338.125 |
|
-8,495.296 |
-3 |
580,831 |
-37 |
|
| 1/25/21 |
4/05/21 |
70 |
|
- cash - |
| |
4/05/21 |
5/24/21 |
49 |
|
|
|
ArcelorMittal |
100 |
183 |
|
3,166.178 |
3,395.748 |
|
229.570 |
7 |
622,842 |
68 |
|
| 5/24/21 |
2/28/22 |
280 |
|
- cash - |
| short |
2/28/22 |
11/14/22 |
259 |
|
|
|
Just Eat Takeaway |
100 |
133 |
|
4,671.656 |
3,388.791 |
6,440.164 |
1,768.508 |
38 |
858,054 |
57 |
|
| 11/14/22 |
12/19/22 |
35 |
|
- cash - |
| |
12/19/22 |
1/09/23 |
21 |
|
|
|
Philips |
100 |
462 |
|
1,855.318 |
2,176.548 |
1,534.088 |
-321.230 |
-17 |
709,646 |
-96 |
|
| 1/09/23 |
1/23/23 |
14 |
|
- cash - |
| long |
1/23/23 |
3/13/23 |
49 |
|
|
|
Prosus |
100 |
143 |
|
4,957.056 |
4,255.263 |
|
-701.793 |
-14 |
609,289 |
-68 |
|
| 3/13/23 |
7/10/23 |
119 |
|
- cash - |
| short |
7/10/23 |
7/24/23 |
14 |
|
|
|
DSM-Firmenich |
100 |
39 |
|
15,503.310 |
15,795.992 |
15,210.627 |
-292.683 |
-2 |
597,875 |
-39 |
|
| 7/24/23 |
10/09/23 |
77 |
|
- cash - |
| |
10/09/23 |
11/20/23 |
42 |
|
|
|
Adyen |
100 |
5 |
|
110,148.438 |
168,466.638 |
51,830.239 |
-58,318.199 |
-53 |
306,284 |
-100 |
|
| 11/20/23 |
12/25/23 |
35 |
|
- cash - |
| long |
12/25/23 |
1/08/24 |
14 |
|
|
|
BE Semiconductor |
100 |
14 |
|
21,606.213 |
20,399.786 |
|
-1,206.427 |
-6 |
289,394 |
-78 |
|
| 1/08/24 |
1/29/24 |
21 |
|
- cash - |
| |
1/29/24 |
4/22/24 |
84 |
|
|
|
BE Semiconductor |
100 |
12 |
|
22,596.759 |
21,720.670 |
|
-876.089 |
-4 |
278,881 |
-16 |
|
| 4/22/24 |
5/13/24 |
21 |
|
- cash - |
| |
5/13/24 |
6/03/24 |
21 |
|
|
|
ASM International |
100 |
2 |
|
104,669.363 |
109,943.711 |
|
5,274.348 |
5 |
289,429 |
135 |
|
| 6/03/24 |
12/06/25 |
551 |
|
- cash - |
| accum | 1/09/06 |
6/03/24 | 3479 |
days out of 7278 invested (48%) |
2,794 |
289,429 |
42 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Aegon | short | 6/16/08 | 4/13/09 | 301 | 1,533.65 | 458.00 | 5,135.53 | 3,601.87 | 234.86 | | | 234.86 |
| Randstad | short | 8/20/07 | 10/01/07 | 42 | 6,301.87 | 6,469.71 | 6,134.04 | -167.83 | -2.66 | | | |
| | short | 10/15/07 | 12/17/07 | 63 | 6,786.73 | 4,269.05 | 10,789.19 | 4,002.47 | 58.97 | | | |
| | short | 1/07/08 | 5/19/08 | 133 | 4,281.61 | 4,657.44 | 3,905.78 | -375.83 | -8.78 | | | |
| | long | 6/29/09 | 2/08/10 | 224 | 2,660.34 | 4,076.37 | | 1,416.02 | 53.23 | | | |
| | long | 10/21/13 | 11/11/13 | 21 | 5,657.85 | 6,232.59 | | 574.73 | 10.16 | | | |
| | long | 11/25/13 | 12/09/13 | 14 | 6,127.43 | 6,220.41 | | 92.98 | 1.52 | | | |
| | long | 12/30/13 | 1/06/14 | 7 | 6,809.65 | 6,768.54 | | -41.11 | -0.60 | | | 140.42 |
| Gemalto | short | 6/12/06 | 8/28/06 | 77 | 2,989.04 | 2,954.01 | 3,024.48 | 35.45 | 1.19 | | | |
| | short | 9/04/06 | 9/25/06 | 21 | 3,006.00 | 2,237.98 | 4,037.59 | 1,031.59 | 34.32 | | | |
| | long | 9/10/12 | 10/29/12 | 49 | 6,313.75 | 7,194.25 | | 880.51 | 13.95 | | | |
| | long | 12/24/12 | 1/14/13 | 21 | 7,598.56 | 7,865.37 | | 266.81 | 3.51 | | | |
| | short | 8/21/17 | 10/02/17 | 42 | 5,675.62 | 4,973.35 | 6,477.05 | 801.43 | 14.12 | | | 82.94 |
| Altice | long | 2/09/15 | 5/25/15 | 105 | 386.35 | 649.28 | | 262.93 | 68.05 | | | |
| | short | 2/12/18 | 2/19/18 | 7 | 154.05 | 155.86 | 152.25 | -1.81 | -1.17 | | | |
| | short | 3/05/18 | 4/09/18 | 35 | 147.41 | 137.07 | 158.53 | 11.12 | 7.54 | | | |
| | long | 7/30/18 | 8/06/18 | 7 | 359.18 | 307.59 | | -51.59 | -14.36 | | | 52.96 |
| ArcelorMittal | long | 5/07/07 | 5/14/07 | 7 | 20,783.02 | 20,483.82 | | -299.20 | -1.44 | | | |
| | long | 7/02/07 | 7/30/07 | 28 | 23,691.10 | 21,874.51 | | -1,816.59 | -7.67 | | | |
| | short | 5/24/10 | 6/07/10 | 14 | 8,079.08 | 7,455.76 | 8,754.52 | 675.44 | 8.36 | | | |
| | short | 8/16/10 | 9/20/10 | 35 | 7,838.40 | 8,471.74 | 7,205.05 | -633.34 | -8.08 | | | |
| | short | 5/14/12 | 8/20/12 | 98 | 3,735.95 | 3,740.61 | 3,731.29 | -4.66 | -0.12 | | | |
| | short | 7/27/15 | 1/04/16 | 161 | 3,202.43 | 1,444.10 | 7,101.71 | 3,899.27 | 121.76 | | | |
| | long | 2/27/17 | 4/17/17 | 49 | 3,013.19 | 2,479.06 | | -534.14 | -17.73 | | | |
| | short | 8/26/19 | 9/09/19 | 14 | 1,461.66 | 1,689.84 | 1,233.48 | -228.18 | -15.61 | | | |
| | long | 4/05/21 | 5/24/21 | 49 | 3,166.18 | 3,395.75 | | 229.57 | 7.25 | | | 49.49 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| ABN AMRO | short | 3/02/20 | 7/20/20 | 140 | 1,494.10 | 1,008.56 | 2,213.39 | 719.29 | 48.14 | | | 48.14 |
| UnibailRodaWestfield | long | 10/02/06 | 2/12/07 | 133 | 22,083.44 | 30,672.87 | | 8,589.43 | 38.90 | | | 38.90 |
| Just Eat Takeaway | short | 2/28/22 | 11/14/22 | 259 | 4,671.66 | 3,388.79 | 6,440.16 | 1,768.51 | 37.86 | | | 37.86 |
| Philips | short | 5/23/11 | 12/19/11 | 210 | 2,202.55 | 1,486.10 | 3,264.40 | 1,061.85 | 48.21 | | | |
| | short | 12/19/22 | 1/09/23 | 21 | 1,855.32 | 2,176.55 | 1,534.09 | -321.23 | -17.31 | | | 22.55 |
| Aalberts | long | 3/29/10 | 4/19/10 | 21 | 1,482.61 | 1,542.56 | | 59.95 | 4.04 | | | |
| | long | 11/01/10 | 11/15/10 | 14 | 1,496.67 | 1,572.12 | | 75.45 | 5.04 | | | |
| | long | 12/13/10 | 1/10/11 | 28 | 1,682.26 | 1,618.15 | | -64.11 | -3.81 | | | |
| | long | 3/28/11 | 4/11/11 | 14 | 1,915.20 | 2,096.77 | | 181.57 | 9.48 | | | 15.09 |
| Boskalis | long | 1/09/06 | 1/16/06 | 7 | 2,633.77 | 2,530.36 | | -103.41 | -3.93 | | | |
| | long | 2/06/06 | 5/08/06 | 91 | 2,688.96 | 3,091.76 | | 402.80 | 14.98 | | | |
| | long | 4/26/10 | 5/03/10 | 7 | 4,282.70 | 4,283.42 | | 0.71 | 0.02 | | | 10.48 |
| ASM International | long | 5/13/24 | 6/03/24 | 21 | 104,669.36 | 109,943.71 | | 5,274.35 | 5.04 | | | 5.04 |
| Delta Lloyd | short | 7/06/15 | 7/13/15 | 7 | 1,995.99 | 2,074.31 | 1,917.66 | -78.33 | -3.92 | | | |
| | short | 1/11/16 | 1/25/16 | 14 | 657.21 | 643.14 | 671.58 | 14.37 | 2.19 | | | |
| | short | 2/15/16 | 4/18/16 | 63 | 542.97 | 557.64 | 528.30 | -14.67 | -2.70 | | | |
| | short | 5/09/16 | 5/16/16 | 7 | 515.36 | 480.19 | 553.12 | 37.75 | 7.33 | | | 2.52 |
| Galapagos | long | 4/08/19 | 5/13/19 | 35 | 13,963.72 | 12,225.76 | | -1,737.95 | -12.45 | | | |
| | long | 12/02/19 | 1/13/20 | 42 | 21,253.94 | 22,241.47 | | 987.53 | 4.65 | | | |
| | long | 1/20/20 | 1/27/20 | 7 | 22,241.47 | 24,738.33 | | 2,496.87 | 11.23 | | | 1.91 |
| ING Groep | short | 10/08/18 | 2/18/19 | 133 | 1,397.02 | 1,388.77 | 1,405.33 | 8.31 | 0.59 | | | 0.59 |
| Heineken | long | 9/18/06 | 9/25/06 | 7 | 5,486.64 | 5,389.33 | | -97.31 | -1.77 | | | -1.77 |
| ASML | long | 1/31/11 | 3/07/11 | 35 | 3,407.77 | 3,655.70 | | 247.93 | 7.28 | | | |
| | long | 8/20/12 | 8/27/12 | 7 | 4,602.77 | 4,555.92 | | -46.85 | -1.02 | | | |
| | long | 12/01/14 | 12/15/14 | 14 | 12,510.34 | 12,190.21 | | -320.13 | -2.56 | | | |
| | long | 12/29/14 | 1/05/15 | 7 | 13,182.25 | 12,455.08 | | -727.17 | -5.52 | | | -2.24 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Vopak | long | 1/02/12 | 4/09/12 | 98 | 4,094.71 | 4,786.98 | | 692.28 | 16.91 | | | |
| | short | 5/05/14 | 6/09/14 | 35 | 5,077.66 | 5,329.39 | 4,825.93 | -251.73 | -4.96 | | | |
| | short | 6/30/14 | 9/08/14 | 70 | 4,955.95 | 5,613.72 | 4,298.17 | -657.78 | -13.27 | | | -3.64 |
| BE Semiconductor | long | 12/25/23 | 1/08/24 | 14 | 21,606.21 | 20,399.79 | | -1,206.43 | -5.58 | | | |
| | long | 1/29/24 | 4/22/24 | 84 | 22,596.76 | 21,720.67 | | -876.09 | -3.88 | | | -9.24 |
| DSM-Firmenich | short | 4/14/14 | 4/21/14 | 7 | 6,938.52 | 7,115.97 | 6,761.07 | -177.45 | -2.56 | | | |
| | long | 6/06/16 | 6/13/16 | 7 | 6,918.10 | 6,509.46 | | -408.63 | -5.91 | | | |
| | short | 7/10/23 | 7/24/23 | 14 | 15,503.31 | 15,795.99 | 15,210.63 | -292.68 | -1.89 | | | -10.04 |
| TNT Express | short | 10/06/14 | 11/24/14 | 49 | 684.30 | 753.81 | 614.78 | -69.51 | -10.16 | | | -10.16 |
| Prosus | long | 1/23/23 | 3/13/23 | 49 | 4,957.06 | 4,255.26 | | -701.79 | -14.16 | | | -14.16 |
| Adyen | long | 7/06/20 | 8/10/20 | 35 | 167,466.96 | 177,531.64 | | 10,064.68 | 6.01 | | | |
| | long | 12/28/20 | 1/25/21 | 28 | 244,833.42 | 236,338.13 | | -8,495.30 | -3.47 | | | |
| | short | 10/09/23 | 11/20/23 | 42 | 110,148.44 | 168,466.64 | 51,830.24 | -58,318.20 | -52.95 | | | -51.85 |
Annotations
| 2/21/24 | AEX | | | Component update: ABN Amro and ASR Nederland replace Signify and Unibail-Rodamco-Westfield |
| 9/14/23 | Prosus | | | stock split 1:2.1796 (two-point-onesevenninesix for one) |
| 5/18/17 | ArcelorMittal | | | reverse stock split 3:1 (one for three)
ISIN change from LU0323134006 to LU1598757687 |
| 7/24/16 | Ahold Delhaize | | | merger |
| 7/07/16 | AEX | | | ABN AMRO, Galapagos and SBM Offshore replace Delta Lloyd, OCI and TNT Express |
| 8/25/15 | AEX | | | complete analysis |
| | AEX | | | NN Group and Vopak replace Fugro and SBM Offshore |
| | NN | | | recording started |
| 7/01/15 | RELX | | | stock split 1,000:1,538 (1,538 for one thousand) |
|
|
