Sat, 12th Oct 2024, 6:19UTC
Assessment - Austrian Traded Index in Pound sterling - 1/07/24 - RS = 31
⇐
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
27/11/23
prc diff
⇓ Δ31
∅-RS
ATX
3,027.511
12/08
0.19
3,095.660
-2.20
2,816.907
278.753
9.90
8.18
L
Telekom Austria
7.220
12/08
2.04
7.628
-5.34
6.176
1.451
23.50
19.68
Do&Co
122.689
12/08
-2.56
141.355
-13.21
109.649
31.706
28.92
30.10
Immofinanz
25.072
12/08
-0.51
22.400
11.93
16.187
6.212
38.38
29.84
Bawag
54.641
12/08
-1.38
51.757
5.57
41.344
10.413
25.19
24.34
Wienerberger
23.927
12/08
-2.76
26.404
-9.38
22.502
3.902
17.34
7.19
L
EVN
24.818
12/08
25.200
-1.52
23.465
1.734
7.39
17.95
Erste Group Bank
39.114
12/08
0.37
38.258
2.24
31.004
7.254
23.40
20.52
Andritz
46.369
12/08
-0.55
49.296
-5.94
42.854
6.443
15.03
10.87
Vienna Insurance
25.284
12/08
1.36
25.963
-2.61
22.598
3.365
14.89
14.27
Raiffeisen Bank Int
14.093
12/08
1.59
13.864
1.65
13.229
0.635
4.80
1.42
L
Lenzing
25.751
12/08
0.83
28.169
-8.58
29.928
-1.759
-5.88
-6.78
Uniqa
6.516
12/08
0.26
6.788
-4.00
6.654
0.134
2.02
2.51
L
Verbund
65.205
12/08
1.52
64.272
1.45
72.391
-8.120
-11.22
-0.37
CA Immobilien
27.100
12/08
0.13
26.506
2.24
25.808
0.699
2.71
2.30
Österreichische Post
25.072
12/08
0.34
25.539
-1.83
27.759
-2.220
-8.00
-5.50
OMV
33.073
12/08
1.56
34.584
-4.37
34.482
0.101
0.29
-3.65
L
Mayr-Melnhof
87.901
12/08
1.17
94.010
-6.50
99.066
-5.056
-5.10
-9.30
voestalpine
18.734
12/08
-0.18
21.449
-12.66
22.554
-1.105
-4.90
-6.09
AT&S
13.287
12/08
2.02
18.310
-27.43
20.386
-2.076
-10.18
-11.32
Schoeller-Bleckmann
28.890
12/08
-0.87
32.030
-9.80
36.087
-4.057
-11.24
-19.32
ATX - 20 out of 20 instruments rated - 1/07/24 / 27/11/23 - 13 did rise, Market-Ratio(31) in GBP = 65.00 %
Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions Austrian Traded Index in Pound sterling * A31 - 58/42 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
2/01/06
6/08/07
581
- cash -
short
6/08/07
8/10/07
63
Conwert Immobilien
100
1,189
8.404
9.151
7.657
-0.747
-9
9,112
-42
long
8/10/07
22/10/07
14
Schoeller-Bleckmann
100
201
45.131
52.283
7.151
16
10,549
4,528
short
22/10/07
1/06/09
588
Immofinanz
100
239
44.050
9.805
197.894
153.844
349
47,318
154
long
1/06/09
24/05/10
357
Immofinanz
100
4,825
9.805
16.029
6.224
63
77,347
65
short
24/05/10
26/07/10
63
Verbund
100
3,654
21.167
22.685
19.650
-1.518
-7
71,801
-35
long
26/07/10
18/07/11
357
Lenzing
100
1,900
37.786
74.571
36.785
97
141,692
100
short
18/07/11
26/03/12
252
Flughafen Wien
100
19,458
7.282
5.895
8.995
1.714
24
175,034
36
long
26/03/12
9/04/12
14
Österreichische Post
100
8,307
21.070
21.285
0.215
1
176,822
30
short
9/04/12
16/04/12
7
Zumtobel
100
21,861
8.088
8.210
7.967
-0.121
-2
174,168
-55
long
16/04/12
21/05/12
35
Österreichische Post
100
7,898
22.051
21.805
-0.246
-1
172,228
-11
short
21/05/12
25/06/12
35
Zumtobel
100
21,633
7.961
6.492
9.763
1.801
23
211,198
739
long
25/06/12
29/07/13
399
Österreichische Post
100
10,114
20.880
27.321
6.441
31
276,343
28
short
29/07/13
21/10/13
84
Raiffeisen Bank Int
100
13,845
19.959
21.479
18.440
-1.520
-8
255,301
-29
long
21/10/13
11/08/14
294
Wienerberger
100
23,062
11.070
9.189
-1.881
-17
211,919
-21
short
11/08/14
16/02/15
189
Raiffeisen Bank Int
100
14,055
15.077
10.193
22.301
7.224
48
313,449
113
long
16/02/15
7/09/15
203
Zumtobel
100
20,109
15.587
17.384
1.797
12
349,589
22
short
7/09/15
28/03/16
203
Vienna Insurance
100
17,551
19.918
14.650
27.080
7.162
36
475,293
74
long
28/03/16
16/05/16
49
Flughafen Wien
100
24,864
19.115
19.741
0.626
3
490,851
27
short
16/05/16
15/08/16
91
Zumtobel
100
53,368
9.197
11.935
6.460
-2.737
-30
344,773
-76
long
15/08/16
18/06/18
672
Lenzing
100
4,091
84.263
82.862
-1.401
-2
339,042
-1
short
18/06/18
6/08/18
49
Lenzing
100
4,091
82.862
96.778
68.946
-13.916
-17
282,110
-75
long
6/08/18
13/08/18
7
Verbund
100
9,304
30.319
29.474
-0.845
-3
274,247
-77
short
13/08/18
15/07/19
336
Raiffeisen Bank Int
100
12,008
22.838
19.670
26.516
3.679
16
318,419
18
long
15/07/19
30/09/19
77
Verbund
100
7,305
43.586
44.508
0.922
2
325,150
10
short
30/09/19
28/10/19
28
Schoeller-Bleckmann
100
6,729
48.320
45.301
51.541
3.220
7
346,819
132
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield long
28/10/19
2/03/20
126
S Immo
100
17,943
19.329
22.493
3.164
16
403,598
55
short
2/03/20
19/10/20
231
Schoeller-Bleckmann
100
12,572
32.101
20.369
50.592
18.491
58
636,063
105
long
19/10/20
28/02/22
497
Verbund
100
13,378
47.543
90.364
42.821
90
1,208,923
60
short
28/02/22
12/12/22
287
Raiffeisen Bank Int
100
98,491
12.274
12.546
12.003
-0.271
-2
1,182,223
-3
long
12/12/22
19/12/22
7
Andritz
100
25,530
46.306
47.019
0.713
2
1,200,428
122
short
19/12/22
16/01/23
28
S Immo
100
110,975
10.817
11.104
10.530
-0.287
-3
1,168,576
-30
long
16/01/23
26/06/23
161
Raiffeisen Bank Int
100
78,428
14.900
11.843
-3.057
-21
928,853
-41
short
26/06/23
1/01/24
189
Lenzing
100
22,494
41.293
30.903
55.177
13.884
34
1,241,160
75
long
1/01/24
12/08/24
224
Immofinanz
100
67,829
18.298
25.072
6.774
37
1,700,645
67
accum 6/08/07
12/08/24 6277
days out of 6858 invested (92%)
16,906
1,700,645
35
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Immofinanz short 22/10/07 1/06/09 588 44.05 9.81 197.89 153.84 349.25
long 1/06/09 24/05/10 357 9.81 16.03 6.22 63.47
long 1/01/24 12/08/24 224 18.30 25.07 6.77 37.02 906.29
Lenzing long 26/07/10 18/07/11 357 37.79 74.57 36.78 97.35
long 15/08/16 18/06/18 672 84.26 82.86 -1.40 -1.66
short 18/06/18 6/08/18 49 82.86 96.78 68.95 -13.92 -16.79
short 26/06/23 1/01/24 189 41.29 30.90 55.18 13.88 33.62 115.77
Schoeller-Bleckmann long 8/10/07 22/10/07 14 45.13 52.28 7.15 15.84
short 30/09/19 28/10/19 28 48.32 45.30 51.54 3.22 6.66
short 2/03/20 19/10/20 231 32.10 20.37 50.59 18.49 57.60 94.74
Verbund short 24/05/10 26/07/10 63 21.17 22.69 19.65 -1.52 -7.17
long 6/08/18 13/08/18 7 30.32 29.47 -0.85 -2.79
long 15/07/19 30/09/19 77 43.59 44.51 0.92 2.11
long 19/10/20 28/02/22 497 47.54 90.36 42.82 90.07 75.15
Vienna Insurance short 7/09/15 28/03/16 203 19.92 14.65 27.08 7.16 35.96 35.96
Österreichische Post long 26/03/12 9/04/12 14 21.07 21.29 0.22 1.02
long 16/04/12 21/05/12 35 22.05 21.81 -0.25 -1.11
long 25/06/12 29/07/13 399 20.88 27.32 6.44 30.85 30.71
Flughafen Wien short 18/07/11 26/03/12 252 7.28 5.89 9.00 1.71 23.53
long 28/03/16 16/05/16 49 19.12 19.74 0.63 3.27 27.58
Raiffeisen Bank Int short 29/07/13 21/10/13 84 19.96 21.48 18.44 -1.52 -7.61
short 11/08/14 16/02/15 189 15.08 10.19 22.30 7.22 47.91
short 13/08/18 15/07/19 336 22.84 19.67 26.52 3.68 16.11
short 28/02/22 12/12/22 287 12.27 12.55 12.00 -0.27 -2.21
long 16/01/23 26/06/23 161 14.90 11.84 -3.06 -20.51 23.33
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
S Immo long 28/10/19 2/03/20 126 19.33 22.49 3.16 16.37
short 19/12/22 16/01/23 28 10.82 11.10 10.53 -0.29 -2.65 13.28
Andritz long 12/12/22 19/12/22 7 46.31 47.02 0.71 1.54 1.54
Zumtobel short 9/04/12 16/04/12 7 8.09 8.21 7.97 -0.12 -1.50
short 21/05/12 25/06/12 35 7.96 6.49 9.76 1.80 22.63
long 16/02/15 7/09/15 203 15.59 17.38 1.80 11.53
short 16/05/16 15/08/16 91 9.20 11.93 6.46 -2.74 -29.76 -5.38
Conwert Immobilien short 6/08/07 8/10/07 63 8.40 9.15 7.66 -0.75 -8.89 -8.89
Wienerberger long 21/10/13 11/08/14 294 11.07 9.19 -1.88 -16.99 -16.99
Annotations
19/02/24 ATX : Component update: Telekom Austria replaces Strabag
24/09/18 ATX Do&Co replaces Porr
25/06/18 Immofinanz reverse stock split 10:1 (one for ten)
22/05/18 ATX component exchange: AT&S and FACC for Agrana and Zumtobel
25/03/17 ATX Machine Learning processed for all techniques.
The exchanging short technique S23 - 25 ex 2 (2) looks someway bumpy,
but it scores a fine yield in the long run.
So we kept it inside - just to see what happens.
20/03/17 ATX Flughafen Wien replaces Do&Co
19/09/16 ATX Do&Co replaces AT&S
21/03/16 ATX AT&S replaces Flughafen Wien
9/09/15 ATX complete analysis (scheduled)
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