A brief outline of all the key investment metrics for the STOXX 600 index. OTAS highlights stocks that are showing significantly positive or negative flags, including short sentiment, company director dealings, credit risks, as well as activity in the option markets. Also shown are names where analysts are notably bullish or bearish, and whether the sector-relative valuation is looking stretched or inexpensive by historic standards. The priority events schedule for the following day is attached at the bottom of this note.
Positive flags
Negative flags
Short Interest
Highest free float shares on loan
Stock | % FFS |
SBMO NA | 30.0 |
TGS NO | 26.3 |
GTO NA | 25.7 |
SBRY LN | 24.8 |
PGS NO | 20.9 |
Highest days to cover
Stock | DTC |
DKSH SW | 42 |
SCH NO | 34 |
GJF NO | 33 |
KNEBV FH | 30 |
BOL FP | 30 |
Significant rise in past week
Significant fall in past week
Director Dealings
Trades in the past week
STOCK |
BUY / SELL |
NUMBER OF DIRECTORS |
DIRECTOR LEVEL |
No. of DAYS AGO |
DANSKE DC |
Buy |
1 |
A |
1 |
SGSN VX |
Buy |
1 |
A |
1 |
SPM IM |
Buy |
1 |
A |
2 |
DIA SM |
Buy |
1 |
A |
3 |
LAD LN |
Buy |
3 |
C |
4 |
GTO NA |
Buy |
1 |
A |
4 |
VOLVB SS |
Buy |
16 |
B |
4 |
PGS NO |
Buy |
2 |
A/B |
4/5 |
BAS GY |
Buy |
3 |
A |
4/5 |
YAR NO |
Buy |
1 |
A |
5 |
SHP LN |
Buy |
2 |
A |
5 |
KPN NA |
Buy-Sell |
2 |
A/C |
2/3 |
SEBA SS |
Buy-Sell |
2 |
B/C |
3/4 |
KNEBV FH |
Buy-Sell |
3 |
A/C |
3/4/5 |
INCH LN |
Sell |
2 |
A/B |
1 |
JYSK DC |
Sell |
2 |
A |
1/2 |
ELUXB SS |
Sell |
1 |
B |
2 |
NESN VX |
Sell |
1 |
B |
2 |
NDA SS |
Sell |
1 |
B |
3 |
BELG BB |
Sell |
1 |
B |
3 |
STERV FH |
Sell |
1 |
C |
3 |
HSBA LN |
Sell |
1 |
H |
4 |
SWEDA SS |
Sell |
1 |
B |
4 |
POP SM |
Sell |
1 |
H |
5 |
CDS
Highest CDS
Stock | CDS |
ALU FP | 417 |
ALPHA GA | 397 |
ETE GA | 367 |
EMG LN | 350 |
LAD LN | 312 |
Significant rise in past week
Significant fall in past week
Implied Volatility
Largest expected three month price move
Stock | IMP. VOL. |
BMPS IM | 121.1 |
FUR NA | 65.8 |
AF FP | 45.7 |
SBMO NA | 45.1 |
BP IM | 44.4 |
Significant rise in past week
Significant fall in past week
EPS Momentum
Top 10% Momentum in sector – 50 STOCKS
Sector | Stock(s) |
Autos & Components: | RNO, DAI, BMW |
Banks: | SWEDA, DNB, SYD8, ALPHA, RBS |
Capital Goods: | ASSAB, QQ/, FER, MTX, GEBN, OCI, BNZL, SAF |
Commercial Services: | IJ |
Consumer Discretionary: | BWY |
Consumer Services: | CPG |
Diversified Financials: | ICP, EMG, BME, KINVB, ACKB |
Energy: | NES1V, CNE |
Staples: | ICA |
Food, Beverage & Tobacco: | ARYN, VIS, ULVR |
Healthcare: | EKTAB, EI |
Household & Pers. Pdt: | – |
Insurance: | TRYG, PHNX, CNP, DLG, AGS |
Materials: | BOL, OUT1V, PGIL, NHY |
Media: | SKYD |
Pharma, Biotech & Life Sci: | MEDAA |
Real Estate: | CAPC |
Retailing : | INCH |
Semiconductors & Equip: | – |
Software & Services | – |
Tech Hardware & Equip: | NOK1V |
Telecommunications: | TDC, TEL2B |
Transport: | GET, RYA |
Utilities: | – |
Bottom 10% Momentum in sector – 29 STOCKS
Sector | Stock(s) |
Autos & Components: | ML |
Banks: | RBI, EUROB, BMPS, BP |
Capital Goods: | SGO, MAN, BBY, CNHI, SUN, VOLVB |
Commercial Services: | – |
Consumer Discretionary: | MC |
Consumer Services: | – |
Diversified Financials: | ASHM, IAP, JUP, MF |
Energy: | PGS |
Staples: | TSCO, SBRY |
Food, Beverage & Tobacco: | – |
Healthcare: | – |
Household & Pers. Pdt: | – |
Insurance: | LRE, STJ, RSA |
Materials: | – |
Media: | SCH |
Pharma, Biotech & Life Sci: | MOR |
Real Estate: | – |
Retailing : | – |
Semiconductors & Equip: | – |
Software & Services | – |
Tech Hardware & Equip: | – |
Telecommunications: | KPN, O2D |
Transport: | AF, BOL |
Utilities: | ELE |
Valuation
2 sd below average relative metric – 15 STOCKS
Sector | Stock(s) |
Autos & Components: | – |
Banks: | STAN |
Capital Goods: | ANDR |
Commercial Services: | MPI, EXPN |
Consumer Discretionary: | – |
Consumer Services: | – |
Diversified Financials: | – |
Energy: | GENL |
Staples: | – |
Food, Beverage & Tobacco: | GCC, ULVR |
Healthcare: | – |
Household & Pers. Pdt: | – |
Insurance: | – |
Materials: | – |
Media: | RMV, MTGB, PUB |
Pharma, Biotech & Life Sci: | GRF, GXI, SAN |
Real Estate: | – |
Retailing : | – |
Semiconductors & Equip: | – |
Software & Services | – |
Tech Hardware & Equip: | GTO |
Telecommunications: | – |
Transport: | – |
Utilities: | DRX |
2 sd above average relative metric – 61 STOCKS
Sector | Stock(s) |
Autos & Components: | CON |
Banks: | RBS |
Capital Goods: | ASSAB, GEBN, SKAB, SAND, NCCB, MAN, G1A, KABN, OCI, BBY, SMIN, BA/, CNHI, MGGT, BOKA, ATCOA, PHIA |
Commercial Services: | IJ, SECUB, RTO, SGSN |
Consumer Discretionary: | ELUXB, SK |
Consumer Services: | – |
Diversified Financials: | IAP, ACKB |
Energy: | STL, ENI, BP/, RDSA, FP |
Staples: | KESBV, AH, DELB |
Food, Beverage & Tobacco: | VIS, NUO |
Healthcare: | FRE, FME, SN/ |
Household & Pers. Pdt: | – |
Insurance: | TRYG, TOP, SAMAS, RSA, ZURN |
Materials: | YAR, GIVN, LXS, SY1, HUH1V, DSM, RIO, SOLB, LG |
Media: | – |
Pharma, Biotech & Life Sci: | ROG |
Real Estate: | CORA |
Retailing : | – |
Semiconductors & Equip: | – |
Software & Services | – |
Tech Hardware & Equip: | HLMA |
Telecommunications: | JAZ |
Transport: | FGP, SGC, MAERSKB |
Utilities: | – |