Portfolio US Large Cap ESG - L 10



Snapshot
TickerI-USESGL-L10.PP
DescriptionPortfolio US Large Cap ESG - L 10
GroupPortfolio
CurncyEUR
CategoryPortfolio of Index Components
IsinI-USESGL-L10
Last Trade02/12/21
Last Price1266.027
Last SignalLong
Last signal change27/03/20
Last Buy363.59
Current Stop1'239.84
Current Profit %248.20%
Current Stop %2.07%

Notes

Stat Signals
Instr1 o'clockGroupCurncyCountryCategory
Trend Long100.00%86.63%84.59%69.09%82.43%
Trend Out13.20%11.64%29.56%14.87%
Buy @ next0.05%0.64%
Sell @ Next0.12%3.77%0.71%2.70%

Cyclic Analysis
InstrGroupCurncyCountryCategory
1 o'clock100.00%42.45%17.28%48.65%
2 o'clock27.67%11.58%31.08%
3 o'clock9.12%5.96%10.81%
4 o'clock5.98%3.53%1.35%
5 o'clock1.26%1.92%1.35%
6 o'clock4.72%9.10%4.05%
7 o'clock3.93%
8 o'clock3.51%
9 o'clock3.66%
10 o'clock1.64%
11 o'clock0.60%
12 o'clock8.81%37.30%2.70%

Notes

Trend analysis & Cyclical opportunities
Instr1 o'clockGroupCurncyCountryCategory
Weekly pos. trend77.00%56.89%58.67%53.67%62.58%
Weekly neg. trend23.00%43.11%41.33%46.33%100.00%37.42%

Range Min MaxInstrClockGroupCurncyCountryCategory
Average44.55%21.33%57.00%20.80%
1 Week27.52%33.89%13.18%60.47%11.82%
2 Weeks20.47%29.72%9.78%57.04%8.86%
5 Weeks17.34%40.37%16.78%57.09%15.23%
10 Weeks44.43%57.77%32.55%56.06%33.19%

Notes

Statistics
Instr1 o'clockGroupCurncyCountryCategory
Correlation with clock92.50%49.47%93.83%50.24%95.60%
Return / Risk164.42%79.64%185.44%77.48%181.30%
Std Dev.18.41%23.27%16.15%17.18%15.23%
Max loss from peak15.79%19.53%12.43%15.98%12.34%
1 day change 1.88%-0.13%-0.83%-0.34%-0.64%
1 week change -4.64%-2.13%-2.43%-0.58%-2.61%
1 month change -5.99%0.30%-2.49%0.02%-2.11%
3 month change 6.75%5.04%-1.83%-0.30%-2.06%
1 year change 59.83%40.23%46.36%21.97%33.98%
3 year change 398.53%114.76%739.80%129.73%224.20%
1 day change with A.I.1.88%-0.12%-0.77%-0.21%-0.61%
1 week change with A.I.-4.64%-2.14%-2.31%-0.28%-2.48%
1 month change with A.I.-5.99%-0.24%-2.33%0.31%-2.02%
3 month change with A.I.6.75%3.33%-1.64%0.02%-1.88%
1 year change with A.I.59.83%34.85%45.74%21.41%34.24%
3 year change with A.I.342.50%147.32%577.26%138.56%224.08%

Instr1 o'clockGroupCurncyCountryCategory
Num. of items11895318286174
Annual turnover0.5100.9600.4400.8600.360
Liquidity ratio1.000.7101.000.8501.00

Portfolios

Operations
DateOperationPriceVar.Duration
27/03/20Bought363.59
26/03/20Buy @ Next Open
28/02/20Sold322.72184.32%4 yr 10 day
27/02/20Sell @ Next Open
19/02/16Bought113.51
18/02/16Buy @ Next Open
11/01/16Sold115.16-3.79%2 mth 20 day
08/01/16Sell @ Next Open
23/10/15Bought119.69
22/10/15Buy @ Next Open
24/08/15Sold108.604.22%6 mth 20 day
21/08/15Sell @ Next Open
05/02/15Bought104.21
04/02/15Buy @ Next Open