Assessment - DJ Global Titans 50 in Pound sterling - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								DJ Global Titans	510.718	8/12/24		536.102	-4.73	431.530	104.572	24.23		21.62
						L		NVidia	86.238	8/12/24	4.08	98.324	-12.29	38.881	59.443	152.89		116.72
						L		Taiwan Semiconductor	132.600	8/12/24	0.31	136.317	-2.73	81.653	54.664	66.95		55.82
								Meta Platforms	408.130	8/12/24	-0.35	399.215	2.23	277.904	121.311	43.65		37.24
								General Electric	131.998	8/12/24	-0.16	125.749	4.97	100.206	25.543	25.49		22.39
						L		Alphabet A	128.376	8/12/24	-0.84	144.750	-11.31	109.675	35.075	31.98		29.57
						L		Oracle	104.874	8/12/24	0.39	113.188	-7.35	82.776	30.412	36.74		23.56
								Amazon.com	131.943	8/12/24	-0.08	155.990	-15.42	119.292	36.698	30.76		29.06
						L		Walmart	54.343	8/12/24	1.10	53.378	1.81	41.258	12.120	29.38		20.49
								Citigroup	45.753	8/12/24		50.175	-8.81	40.387	9.788	24.23		27.06
								Microsoft	321.797	8/12/24	0.19	361.285	-10.93	295.239	66.046	22.37		22.44
								JP Morgan Chase	163.102	8/12/24	0.19	162.516	0.36	133.550	28.966	21.69		23.75
						L		Apple	172.072	8/12/24	0.71	171.455	0.36	151.161	20.294	13.43		17.76
						L		Amgen	253.128	8/12/24	-0.77	246.017	2.89	226.133	19.884	8.79		13.54
								Merck (MSD)	89.766	8/12/24	-0.93	101.172	-11.27	85.595	15.578	18.20		11.17
						L		Royal Bank CA	85.632	8/12/24	-0.72	83.841	2.14	79.581	4.261	5.35		11.02
								AbbVie	150.437	8/12/24	0.13	134.767	11.63	121.671	13.096	10.76		9.27
						L		DuPont	61.961	8/12/24	-0.25	62.705	-1.19	60.400	2.305	3.82		7.25
						L		HSBC	643.900	8/12/24	0.22	690.900	-6.80	635.500	55.400	8.72		9.01
						L		Procter & Gamble	131.951	8/12/24	-2.19	128.716	2.51	115.053	13.663	11.88		4.93
						L		Philip Morris	91.830	8/12/24	0.07	80.091	14.66	73.865	6.227	8.43		6.82
								Siemens	133.379	8/12/24	0.01	150.281	-11.25	147.706	2.575	1.74		12.22
								Allianz	217.123	8/12/24		222.723	-2.51	210.320	12.403	5.90		8.53
								Shell	28.021	8/12/24	0.93	28.746	-2.52	25.904	2.842	10.97		10.68
								Walt Disney	67.989	8/12/24	-0.30	77.552	-12.33	70.889	6.663	9.40		2.83
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								Samsung Electronics	43.187	8/12/24	1.07	46.791	-7.70	47.579	-0.788	-1.66		7.22
								IBM	149.884	8/12/24	-1.03	138.509	8.21	128.408	10.101	7.87		9.62
								Toyota	11.982	8/09/24	-0.14	16.078	-25.47	14.377	1.700	11.82		4.78
								Visa	205.580	8/12/24	0.05	208.230	-1.27	204.408	3.822	1.87		2.09
								Mastercard	360.462	8/12/24	-0.24	346.161	4.13	334.865	11.296	3.37		2.59
								GSK	1,572.000	8/12/24	0.42	1,526.000	3.01	1,450.200	75.800	5.23		5.65
						L		Novartis	84.685	8/12/24	0.16	84.668	0.02	79.547	5.121	6.44		6.59
						L		Coca-Cola	53.924	8/12/24	-0.74	50.056	7.73	46.268	3.789	8.19		5.94
								TotalEnergies	52.368	8/12/24	0.60	53.971	-2.97	53.547	0.424	0.79		3.19
						L		3M	97.581	8/12/24	-0.65	79.585	22.61	85.830	-6.245	-7.28		1.84
								Anheuser-Busch InBev	46.836	8/12/24	-0.47	46.191	1.40	50.783	-4.592	-9.04		-2.46
						L		Roche	243.183	8/12/24	0.25	218.935	11.08	229.165	-10.230	-4.46		0.51
								Exxon Mobil	94.132	8/12/24	0.13	90.936	3.51	78.497	12.439	15.85		5.70
								Chevron	114.715	8/12/24	0.02	123.811	-7.35	117.110	6.702	5.72		0.30
						L		BAT	2,801.000	8/12/24		2,451.000	14.28	2,295.500	155.500	6.77		-1.76
								PepsiCo	135.598	8/12/24	-0.56	128.850	5.24	133.346	-4.496	-3.37		-5.85
						L		Nestlé	77.594	8/12/24	-0.40	80.431	-3.53	91.394	-10.963	-12.00		-9.40
								Sanofi	81.173	8/12/24	-0.60	77.932	4.16	78.026	-0.094	-0.12		-1.40
								BP	439.600	8/12/24	1.35	478.500	-8.13	466.150	12.350	2.65		-5.19
								BHP	21.379	8/12/24	-0.54	22.779	-6.14	26.988	-4.209	-15.60		-3.01
						S		Johnson & Johnson	126.469	8/12/24	-0.46	115.838	9.18	123.061	-7.223	-5.87		-6.86
						S		McDonald´s	213.150	8/12/24	0.58	197.749	7.79	232.798	-35.050	-15.06		-10.58
						S		Cisco Systems	35.485	8/12/24	-1.34	37.590	-5.60	39.665	-2.075	-5.23		-6.29
						L		Pfizer	22.505	8/12/24	-0.35	22.323	0.82	22.604	-0.281	-1.24		-6.74
								Boeing	129.831	8/12/24	-2.25	147.684	-12.09	204.651	-56.967	-27.84		-8.33
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						S		Intel	15.314	8/12/24	-1.78	24.395	-37.22	39.453	-15.057	-38.17		-18.28
DJ Global Titans - 50 out of 50 instruments rated - 7/01/24 / 1/01/24 - 36 did rise, Market-Ratio(26) in GBP = 72.00 %

 

 

Transactions DJ Global Titans 50 in Pound sterling * Mixed Cut L30 - 53/51 (1) - S30 - 50/54 (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		6/26/06	175				- cash -
long	6/26/06	1/14/08	567				Gazprom	100	1,087		9.194	10.935		1.741	19	11,892	12
short	1/14/08	5/04/09	476				Citigroup	100	80		148.515	21.445	1,028.526	880.011	593	82,293	341
long	5/04/09	5/25/09	21				Qualcomm	100	2,832		29.051	27.176		-1.876	-6	76,981	-69
short	5/25/09	6/01/09	7				Citigroup	100	3,252		23.667	22.791	24.576	0.909	4	79,938	614
long	6/01/09	6/22/09	21				Qualcomm	100	2,914		27.423	26.915		-0.509	-2	78,456	-28
6/22/09		6/29/09	7				- cash -
	6/29/09	7/06/09	7				Apple	100	25,570		3.068	3.031		-0.037	-1	77,503	-47
7/06/09		7/13/09	7				- cash -
	7/13/09	5/17/10	308				Apple	100	24,718		3.135	6.250		3.115	99	154,490	126
short	5/17/10	5/31/10	14				Qualcomm	100	6,006		25.722	24.275	27.254	1.532	6	163,693	352
long	5/31/10	6/07/10	7				Apple	100	25,386		6.448	6.201		-0.247	-4	157,425	-87
short	6/07/10	9/06/10	91				Qualcomm	100	6,498		24.225	26.258	22.191	-2.033	-8	144,212	-30
long	9/06/10	9/27/10	21				Apple	100	24,199		5.959	6.571		0.612	10	159,014	446
9/27/10		10/04/10	7				- cash -
short	10/04/10	11/22/10	49				Bank of America	100	19,125		8.314	7.071	9.776	1.462	18	186,969	234
long	11/22/10	7/25/11	245				Apple	100	26,698		7.003	8.727		1.724	25	233,007	39
short	7/25/11	12/26/11	154				Bank of America	100	37,959		6.138	3.517	10.713	4.575	75	406,662	274
long	12/26/11	1/23/12	28				Philip Morris	100	8,037		50.593	48.075		-2.518	-5	386,421	-49
1/23/12		1/30/12	7				- cash -
	1/30/12	5/21/12	112				Apple	100	37,564		10.287	12.675		2.388	23	476,136	97
5/21/12		5/28/12	7				- cash -
	5/28/12	10/22/12	147				Apple	100	36,519		13.038	14.147		1.109	9	516,649	22
short	10/22/12	10/29/12	7				Telefónica	100	60,470		8.544	8.092	9.021	0.477	6	545,478	1,597
long	10/29/12	12/16/13	413				Bank of America	100	94,229		5.789	9.352		3.563	62	881,192	53
12/16/13		12/23/13	7				- cash -
	12/23/13	10/27/14	308				Alphabet A	100	51,548		17.094	17.060		-0.035	0	879,412	0
short	10/27/14	11/10/14	14				Samsung Electronics	100	68,113,479		0.013	0.015	0.011	-0.002	-14	756,060	-98
11/10/14		12/15/14	35				- cash -
	12/15/14	4/27/15	133				Gazprom	100	284,884		2.654	3.874	1.434	-1.220	-46	408,411	-82
long	4/27/15	6/08/15	42				Mitsubishi UFJ	100	8,805,801		0.046	0.047		0.001	1	412,862	10
short	6/08/15	7/13/15	35				BHP	100	29,505		13.993	12.638	15.493	1.501	11	457,134	189
long	7/13/15	7/27/15	14				Mitsubishi UFJ	100	10,242,925		0.045	0.046		0.001	3	469,965	106
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	7/27/15	8/03/15	7				ConocoPhilips	100	14,437		32.552	31.892	33.226	0.674	2	479,695	191
long	8/03/15	8/24/15	21				Mitsubishi UFJ	100	10,525,221		0.046	0.040		-0.006	-13	417,422	-91
short	8/24/15	3/21/16	210				ConocoPhilips	100	15,340		27.211	29.634	24.788	-2.423	-9	380,250	-15
long	3/21/16	3/28/16	7				McDonald´s	100	4,412		86.168	86.379		0.211	0	381,179	14
short	3/28/16	4/11/16	14				Mitsubishi UFJ	100	11,677,225		0.033	0.031	0.035	0.002	6	404,032	356
4/11/16		5/09/16	28				- cash -
	5/09/16	7/04/16	56				Mitsubishi UFJ	100	12,719,660		0.032	0.033	0.030	-0.002	-5	382,862	-30
long	7/04/16	3/05/18	609				BP	100	85,824		4.461	4.702		0.241	5	403,502	3
short	3/05/18	3/12/18	7				General Electric	100	4,842		83.328	86.930	79.725	-3.603	-4	386,059	-90
long	3/12/18	4/09/18	28				Intel	100	10,412		37.075	35.068		-2.007	-5	365,165	-52
4/09/18		4/23/18	14				- cash -
short	4/23/18	9/03/18	133				General Electric	100	4,377		83.411	80.393	86.542	3.131	4	378,871	11
long	9/03/18	11/26/18	84				Apple	100	8,572		44.194	34.047		-10.147	-23	291,889	-68
11/26/18		12/10/18	14				- cash -
short	12/10/18	4/01/19	112				General Electric	100	6,613		44.134	61.526	26.741	-17.392	-39	176,873	-80
long	4/01/19	4/22/19	21				Procter & Gamble	100	2,241		78.918	81.610		2.692	3	182,905	79
short	4/22/19	4/29/19	7				Schlumberger	100	5,181		35.297	33.566	37.117	1.820	5	192,337	1,277
long	4/29/19	6/03/19	35				Qualcomm	100	2,852		67.432	52.623		-14.809	-22	150,101	-92
short	6/03/19	6/10/19	7				Schlumberger	100	5,357		28.017	27.943	28.091	0.074	0	150,499	15
long	6/10/19	2/24/20	259				Gazprom	100	26,965		5.581	5.314		-0.267	-5	143,308	-7
short	2/24/20	10/05/20	224				Exxon Mobil	100	3,285		43.625	25.987	73.233	29.609	68	240,572	133
long	10/05/20	3/07/22	518				Apple	100	2,681		89.730	121.418		31.687	35	325,525	24
short	3/07/22	3/28/22	21				Gazprom	100	145,416		2.239	2.266	2.211	-0.027	-1	321,531	-19
3/28/22		6/13/22	77				- cash -
	6/13/22	1/09/23	210				General Electric	100	5,781		55.613	59.567	51.660	-3.953	-7	298,676	-12
long	1/09/23	3/13/23	63				Schlumberger	100	6,548		45.608	40.095		-5.512	-12	262,581	-53
short	3/13/23	3/27/23	14				3M	100	3,090		84.968	82.614	87.390	2.422	3	270,065	108
long	3/27/23	10/30/23	217				NVidia	100	12,505		21.596	33.856		12.259	57	423,367	113
short	10/30/23	12/04/23	35				Pfizer	100	16,848		25.128	23.190	27.228	2.100	8	458,753	131
12/04/23		12/06/25	733				- cash -
accum	6/26/06	12/04/23	6160	days out of 7278 invested (85%)										4,488		458,753	25

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Citigroup	short	1/14/08	5/04/09	476	148.52	21.45	1,028.53	880.01	592.54
	short	5/25/09	6/01/09	7	23.67	22.79	24.58	0.91	3.84			619.14
Apple	long	6/29/09	7/06/09	7	3.07	3.03		-0.04	-1.21
	long	7/13/09	5/17/10	308	3.14	6.25		3.11	99.34
	long	5/31/10	6/07/10	7	6.45	6.20		-0.25	-3.83
	long	9/06/10	9/27/10	21	5.96	6.57		0.61	10.26
	long	11/22/10	7/25/11	245	7.00	8.73		1.72	24.62
	long	1/30/12	5/21/12	112	10.29	12.68		2.39	23.22
	long	5/28/12	10/22/12	147	13.04	14.15		1.11	8.51
	long	9/03/18	11/26/18	84	44.19	34.05		-10.15	-22.96
	long	10/05/20	3/07/22	518	89.73	121.42		31.69	35.31			262.71
Bank of America	short	10/04/10	11/22/10	49	8.31	7.07	9.78	1.46	17.58
	short	7/25/11	12/26/11	154	6.14	3.52	10.71	4.57	74.53
	long	10/29/12	12/16/13	413	5.79	9.35		3.56	61.55			231.51
Exxon Mobil	short	2/24/20	10/05/20	224	43.62	25.99	73.23	29.61	67.87			67.87
NVidia	long	3/27/23	10/30/23	217	21.60	33.86		12.26	56.77			56.77
BHP	short	6/08/15	7/13/15	35	13.99	12.64	15.49	1.50	10.72			10.72
Pfizer	short	10/30/23	12/04/23	35	25.13	23.19	27.23	2.10	8.36			8.36
Telefónica	short	10/22/12	10/29/12	7	8.54	8.09	9.02	0.48	5.58			5.58
BP	long	7/04/16	3/05/18	609	4.46	4.70		0.24	5.39			5.39
Procter & Gamble	long	4/01/19	4/22/19	21	78.92	81.61		2.69	3.41			3.41
3M	short	3/13/23	3/27/23	14	84.97	82.61	87.39	2.42	2.85			2.85
McDonald´s	long	3/21/16	3/28/16	7	86.17	86.38		0.21	0.24			0.24
Alphabet A	long	12/23/13	10/27/14	308	17.09	17.06		-0.03	-0.20			-0.20
Philip Morris	long	12/26/11	1/23/12	28	50.59	48.07		-2.52	-4.98			-4.98
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Intel	long	3/12/18	4/09/18	28	37.07	35.07		-2.01	-5.41			-5.41
ConocoPhilips	short	7/27/15	8/03/15	7	32.55	31.89	33.23	0.67	2.07
	short	8/24/15	3/21/16	210	27.21	29.63	24.79	-2.42	-8.91			-7.02
Schlumberger	short	4/22/19	4/29/19	7	35.30	33.57	37.12	1.82	5.16
	short	6/03/19	6/10/19	7	28.02	27.94	28.09	0.07	0.27
	long	1/09/23	3/13/23	63	45.61	40.10		-5.51	-12.09			-7.31
Mitsubishi UFJ	long	4/27/15	6/08/15	42	0.05	0.05		0.00	1.09
	long	7/13/15	7/27/15	14	0.04	0.05		0.00	2.81
	long	8/03/15	8/24/15	21	0.05	0.04		-0.01	-12.98
	short	3/28/16	4/11/16	14	0.03	0.03	0.03	0.00	6.00
	short	5/09/16	7/04/16	56	0.03	0.03	0.03	-0.00	-5.24			-9.17
Samsung Electronics	short	10/27/14	11/10/14	14	0.01	0.01	0.01	-0.00	-14.03			-14.03
Qualcomm	long	5/04/09	5/25/09	21	29.05	27.18		-1.88	-6.46
	long	6/01/09	6/22/09	21	27.42	26.91		-0.51	-1.85
	short	5/17/10	5/31/10	14	25.72	24.28	27.25	1.53	5.96
	short	6/07/10	9/06/10	91	24.22	26.26	22.19	-2.03	-8.39
	long	4/29/19	6/03/19	35	67.43	52.62		-14.81	-21.96			-30.46
Gazprom	long	6/26/06	1/14/08	567	9.19	10.94		1.74	18.93
	short	12/15/14	4/27/15	133	2.65	3.87	1.43	-1.22	-45.98
	long	6/10/19	2/24/20	259	5.58	5.31		-0.27	-4.78
	short	3/07/22	3/28/22	21	2.24	2.27	2.21	-0.03	-1.23			-39.57
General Electric	short	3/05/18	3/12/18	7	83.33	86.93	79.73	-3.60	-4.32
	short	4/23/18	9/03/18	133	83.41	80.39	86.54	3.13	3.75
	short	12/10/18	4/01/19	112	44.13	61.53	26.74	-17.39	-39.41
	short	6/13/22	1/09/23	210	55.61	59.57	51.66	-3.95	-7.11			-44.13

Annotations

6/10/24	NVidia			stock split 1:10 (ten for one)
2/26/24	Walmart			stock split 1:3 (three for one)
7/18/22	Alphabet A			stock split 1:20 (twenty for one)
	GlaxoSmithKline			demergers OTC business -> Haleon
6/06/22	Amazon.com			stock split 1:20 (twenty for one)
9/29/21	Toyota			stock split 1:5 (five for one)
8/02/21	General Electric			reverse stock split 8:1 (eight become one)
7/20/21	NVidia			stock split 1:4 (four for one)
5/04/18	Samsung Electronics			stock split 1:50 (fifty for one)
10/04/16	AB InBev			acquisition of SAB Miller completed
10/02/15	Google A			changes name to Alphabet
3/19/15	Visa			forward stock split 1:4 (four for one)

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