Share-o-matic - Performance

Assessment - STOXX Europe 50 in Dollar - 7/01/24 - RS = 30

		instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	12/04/23	prc diff	⇓ Δ30	⇓∅-RS
		Stoxx 50	4,659.697	8/12/24	-0.16	4,835.285	-3.63	4,352.863	482.422	11.08	8.31
	L	ABB	50.364	8/12/24	0.55	55.753	-9.67	39.962	15.791	39.52	33.17
	S	Air Liquide	174.086	8/12/24	-0.79	174.429	-0.20	186.571	-12.141	-6.51	-6.02
		Airbus	143.474	8/12/24	-0.45	141.200	1.61	148.386	-7.186	-4.84	-7.67
		Allianz	274.483	8/12/24		281.563	-2.51	254.602	26.961	10.59	8.93
		Anheuser-Busch InBev	59.209	8/12/24	-0.47	58.393	1.40	63.201	-4.808	-7.61	-2.08
		ASML	841.578	8/12/24	0.08	1,023.601	-17.78	682.908	340.693	49.89	35.08
	L	AstraZeneca	16,156.239	8/12/24	0.63	15,554.489	3.87	12,962.218	2,592.271	20.00	14.78
		Axa	34.699	8/12/24	-0.77	33.530	3.49	31.454	2.076	6.60	3.69
		Banco Santander	4.386	8/12/24	-0.24	4.770	-8.06	4.167	0.603	14.48	14.67
	S	BASF	44.278	8/12/24	-0.22	47.614	-7.01	47.011	0.603	1.28	-4.44
	L	BAT	3,540.972	8/12/24		3,098.509	14.28	3,186.261	-87.752	-2.75	0.44
	L	Bayer	27.845	8/12/24	-0.04	28.070	-0.80	33.382	-5.311	-15.91	-25.05
		BNP Paribas	63.553	8/12/24		66.148	-3.92	63.320	2.828	4.47	1.40
		BP	555.734	8/12/24	1.35	604.911	-8.13	595.901	9.010	1.51	-1.21
		Deutsche Post	38.657	8/12/24	-0.36	41.317	-6.44	47.482	-6.165	-12.98	-7.67
	L	Deutsche Telekom	26.526	8/12/24	0.49	25.400	4.43	24.204	1.196	4.94	10.52
	S	Diageo	3,099.141	8/12/24	1.03	3,135.170	-1.15	3,540.431	-405.260	-11.45	-15.80
		Enel	6.906	8/12/24	0.44	7.087	-2.56	7.077	0.010	0.14	5.73
		EssilorLuxottica	222.354	8/12/24	-0.58	216.455	2.73	192.830	23.625	12.25	8.61
		Glencore	518.630	8/12/24	1.27	583.673	-11.14	560.168	23.504	4.20	4.61
		GSK	1,987.293	8/12/24	0.42	1,929.141	3.01	1,837.640	91.501	4.98	0.79
		Hermes International	2,151.676	8/12/24	-0.50	2,254.647	-4.57	2,076.448	178.199	8.58	4.13
	L	HSBC	814.006	8/12/24	0.22	873.423	-6.80	762.758	110.665	14.51	10.46
	L	Iberdrola	12.984	8/12/24	0.29	13.215	-1.75	12.470	0.745	5.97	8.94
		instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	12/04/23	prc diff	⇓ Δ30	⇓∅-RS
		ING Groep	16.338	8/12/24	0.21	17.546	-6.88	14.018	3.528	25.17	20.63
		L´Oreal	404.002	8/12/24	-1.59	442.188	-8.64	473.141	-30.953	-6.54	-3.68
	S	LVMH	681.221	8/12/24	-0.14	763.705	-10.80	756.657	7.048	0.93	-7.43
	S	Mercedes-Benz	61.654	8/12/24	-0.57	69.506	-11.30	65.540	3.966	6.05	-3.40
	L	Münchener Rück	471.095	8/12/24	1.01	500.806	-5.93	424.516	76.290	17.97	18.69
	S	National Grid	1,236.875	8/12/24	-0.04	1,119.306	10.50	1,308.091	-188.784	-14.43	-12.05
	L	Nestlé	98.093	8/12/24	-0.40	101.679	-3.53	114.601	-12.922	-11.28	-9.08
	L	Novartis	107.057	8/12/24	0.16	107.035	0.02	98.747	8.288	8.39	6.99
		Novo Nordisk	128.428	8/12/24	-2.80	144.494	-11.12	100.546	43.948	43.71	38.30
	L	Prosus	35.236	8/12/24	1.77	35.520	-0.80	32.976	2.544	7.71	11.75
		Reckitt Benckiser	5,284.279	8/12/24		5,422.074	-2.54	6,881.365	-1,459.290	-21.21	-18.08
		RELX	4,463.825	8/12/24	0.57	4,521.977	-1.29	3,847.251	674.726	17.54	18.95
	L	Richemont	141.872	8/12/24	1.22	155.540	-8.79	126.672	28.867	22.79	9.59
		Rio Tinto	6,247.585	8/12/24	0.56	6,616.726	-5.58	6,878.839	-262.113	-3.81	0.48
	L	Roche	307.427	8/12/24	0.25	276.773	11.08	282.347	-5.574	-1.97	0.89
		Safran	206.158	8/12/24	-0.18	216.777	-4.90	174.637	42.140	24.13	19.35
		Sanofi	102.618	8/12/24	-0.60	98.520	4.16	93.773	4.748	5.06	-1.06
		SAP	203.047	8/12/24	-0.33	199.164	1.95	158.457	40.707	25.69	27.10
		Schneider Electric	226.591	8/12/24	0.38	241.715	-6.26	182.022	59.693	32.79	24.95
		Shell	35.423	8/12/24	0.93	36.340	-2.52	32.510	3.830	11.78	11.03
		Siemens	168.616	8/12/24	0.01	189.982	-11.25	170.001	19.981	11.75	12.73
		TotalEnergies	66.202	8/12/24	0.60	68.229	-2.97	66.482	1.747	2.63	3.51
		UBS	27.500	8/12/24	0.44	29.857	-7.89	28.418	1.439	5.06	12.37
	L	Unilever Plc	5,959.352	8/12/24	-0.34	5,492.869	8.49	4,819.481	673.388	13.97	9.62
	S	Vinci	110.104	8/12/24	-0.77	108.227	1.73	122.785	-14.558	-11.86	-8.88
		instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	12/04/23	prc diff	⇓ Δ30	⇓∅-RS
	L	Zurich Insurance	514.260	8/12/24	0.85	534.290	-3.75	505.543	28.748	5.69	7.66
Europe 50 - 50 out of 50 instruments rated - 7/01/24 / 12/04/23 - 36 did rise, Market-Ratio(30) in USD = 72.00 %

Technical Chart

	Europe 50 RS = 30 - B/S = 66/54

1/03/22	scale up chart	7/01/24

Transactions STOXX Europe 50 in Dollar * L30 - 66/65 (1)

												⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
1/02/06		7/24/06	203		- cash -
long	7/24/06	9/11/06	49		ABB	100	832	12.008	13.104	1.097	9	10,912	92
9/11/06		10/09/06	28		- cash -
	10/09/06	7/30/07	294		ABB	100	794	13.728	23.670	9.942	72	18,806	97
7/30/07		10/01/07	63		- cash -
	10/01/07	11/12/07	42		Rio Tinto	100	256	73.202	97.702	24.500	33	25,079	1,129
11/12/07		5/25/09	560		- cash -
	5/25/09	6/01/09	7		Barclays	100	5,892	4.256	4.730	0.474	11	27,869	24,384
6/01/09		7/27/09	56		- cash -
	7/27/09	5/10/10	287		Barclays	100	6,042	4.612	4.508	-0.103	-2	27,244	-3
5/10/10		9/06/10	119		- cash -
	9/06/10	10/04/10	28		Novo Nordisk	100	3,105	8.773	9.789	1.016	12	30,399	317
10/04/10		12/13/10	70		- cash -
	12/13/10	6/06/11	175		Mercedes-Benz	100	419	72.426	69.072	-3.353	-5	28,994	-9
6/06/11		7/04/11	28		- cash -
	7/04/11	7/11/11	7		BASF	100	294	98.341	95.451	-2.890	-3	28,144	-79
7/11/11		3/05/12	238		- cash -
	3/05/12	5/21/12	77		Novo Nordisk	100	1,995	14.103	14.461	0.358	3	28,857	13
5/21/12		6/18/12	28		- cash -
	6/18/12	10/15/12	119		Anheuser-Busch InBev	100	406	70.940	86.915	15.975	23	35,343	86
10/15/12		11/05/12	21		- cash -
	11/05/12	12/16/13	406		Lloyds Bank	100	51,479	0.687	1.249	0.562	82	64,288	71
12/16/13		12/30/13	14		- cash -
	12/30/13	8/04/14	217		ING Groep	100	4,645	13.837	12.920	-0.918	-7	60,025	-11
8/04/14		8/25/14	21		- cash -
	8/25/14	10/13/14	49		AstraZeneca	100	810	74.034	70.002	-4.031	-5	56,760	-34
10/13/14		2/09/15	119		- cash -
	2/09/15	8/24/15	196		Deutsche Telekom	100	3,221	17.619	16.300	-1.319	-7	52,512	-13
8/24/15		9/05/16	378		- cash -
	9/05/16	11/21/16	77		HSBC	100	6,785	7.739	7.917	0.177	2	53,715	11
11/21/16		12/19/16	28		- cash -
	12/19/16	12/04/17	350		Rio Tinto	100	1,421	37.780	47.688	9.909	26	67,796	27
12/04/17		4/15/19	497		- cash -
	4/15/19	6/03/19	49		LVMH	100	174	387.866	382.930	-4.936	-1	66,937	-9
6/03/19		7/08/19	35		- cash -
	7/08/19	8/12/19	35		LVMH	100	155	429.806	384.464	-45.342	-11	59,909	-69
8/12/19		9/30/19	49		- cash -
	9/30/19	3/02/20	154		ASML	100	241	247.791	279.422	31.631	13	67,532	33
3/02/20		10/12/20	224		- cash -
	10/12/20	12/13/21	427		Mercedes-Benz	100	1,166	57.904	83.597	25.693	44	97,490	37
12/13/21		12/05/22	357		- cash -
	12/05/22	12/19/22	14		BP	100	16,547	5.892	5.685	-0.207	-4	94,067	-61
12/19/22		1/09/23	21		- cash -
	1/09/23	8/21/23	224		Prosus	100	2,567	36.638	31.538	-5.101	-14	80,974	-22
8/21/23		3/11/24	203		- cash -
	3/11/24	8/12/24	154		Novo Nordisk	100	617	131.202	128.428	-2.773	-2	79,262	-5
accum	7/24/06	8/12/24	4107	days out of 7467 invested (55%)						693		79,262	20

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
ABB	long	7/24/06	9/11/06	49	12.01	13.10	1.10	9.13
		10/09/06	7/30/07	294	13.73	23.67	9.94	72.42	88.17
Lloyds Bank		11/05/12	12/16/13	406	0.69	1.25	0.56	81.90	81.90
Rio Tinto		10/01/07	11/12/07	42	73.20	97.70	24.50	33.47
		12/19/16	12/04/17	350	37.78	47.69	9.91	26.23	68.48
Mercedes-Benz		12/13/10	6/06/11	175	72.43	69.07	-3.35	-4.63
		10/12/20	12/13/21	427	57.90	83.60	25.69	44.37	37.69
Anheuser-Busch InBev		6/18/12	10/15/12	119	70.94	86.91	15.97	22.52	22.52
ASML		9/30/19	3/02/20	154	247.79	279.42	31.63	12.76	12.76
Novo Nordisk		9/06/10	10/04/10	28	8.77	9.79	1.02	11.58
		3/05/12	5/21/12	77	14.10	14.46	0.36	2.54
		3/11/24	8/12/24	154	131.20	128.43	-2.77	-2.11	11.99
Barclays		5/25/09	6/01/09	7	4.26	4.73	0.47	11.13
		7/27/09	5/10/10	287	4.61	4.51	-0.10	-2.24	8.63
HSBC		9/05/16	11/21/16	77	7.74	7.92	0.18	2.29	2.29
BASF		7/04/11	7/11/11	7	98.34	95.45	-2.89	-2.94	-2.94
BP		12/05/22	12/19/22	14	5.89	5.68	-0.21	-3.51	-3.51
AstraZeneca		8/25/14	10/13/14	49	74.03	70.00	-4.03	-5.45	-5.45
ING Groep		12/30/13	8/04/14	217	13.84	12.92	-0.92	-6.63	-6.63
Deutsche Telekom		2/09/15	8/24/15	196	17.62	16.30	-1.32	-7.48	-7.48
LVMH		4/15/19	6/03/19	49	387.87	382.93	-4.94	-1.27
		7/08/19	8/12/19	35	429.81	384.46	-45.34	-10.55	-11.69
Prosus		1/09/23	8/21/23	224	36.64	31.54	-5.10	-13.92	-13.92

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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