| |
| |
Assessment - Small-Cap-DAX in Renminbi yuán - 7/01/24 - RS = 21
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
2/05/24 |
prc diff |
⇓ Δ21 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SDAX |
106,452.978 |
8/12/24 |
0.02 |
112,652.105 |
-5.50 |
106,650.918 |
6,001.188 |
5.63 |
|
6.11 |
| |  |
 |
 |
 |
L |
 |
Süss MicroTec |
439.782 |
8/12/24 |
0.72 |
492.118 |
-10.63 |
246.600 |
245.518 |
99.56 |
|
124.73 |
| |  |
 |
 |
 |
|
 |
Ionos |
192.942 |
8/12/24 |
2.28 |
200.362 |
-3.70 |
160.019 |
40.343 |
25.21 |
|
50.83 |
| |  |
 |
 |
 |
|
 |
Hypoport |
2,024.715 |
8/12/24 |
4.68 |
2,359.043 |
-14.17 |
1,555.356 |
803.686 |
51.67 |
|
73.89 |
| |  |
 |
 |
 |
L |
 |
Ceconomy |
21.403 |
8/12/24 |
-1.44 |
23.309 |
-8.18 |
16.899 |
6.411 |
37.94 |
|
33.57 |
| |  |
 |
 |
 |
L |
 |
flatexDEGIRO |
95.729 |
8/12/24 |
0.20 |
103.657 |
-7.65 |
76.562 |
27.095 |
35.39 |
|
33.60 |
| |  |
 |
 |
 |
|
 |
Traton |
208.564 |
8/12/24 |
|
239.810 |
-13.03 |
175.480 |
64.330 |
36.66 |
|
34.56 |
| |  |
 |
 |
 |
|
 |
SAF-Holland |
140.293 |
8/12/24 |
0.90 |
145.917 |
-3.85 |
116.884 |
29.033 |
24.84 |
|
29.46 |
| |  |
 |
 |
 |
|
 |
Grand City |
90.612 |
8/12/24 |
|
84.285 |
7.51 |
70.192 |
14.093 |
20.08 |
|
20.72 |
| |  |
 |
 |
 |
L |
 |
Eckert & Ziegler |
331.360 |
8/12/24 |
1.34 |
359.481 |
-7.82 |
350.960 |
8.520 |
2.43 |
|
22.62 |
| |  |
 |
 |
 |
L |
 |
Heidelberger Druck |
7.796 |
8/12/24 |
|
9.811 |
-20.54 |
8.148 |
1.663 |
20.41 |
|
8.05 |
| |  |
 |
 |
 |
L |
 |
MLP |
45.072 |
8/12/24 |
0.87 |
45.697 |
-1.37 |
41.590 |
4.107 |
9.88 |
|
10.46 |
| |  |
 |
 |
 |
L |
 |
Hornbach Holding |
581.168 |
8/12/24 |
0.40 |
632.723 |
-8.15 |
492.426 |
140.297 |
28.49 |
|
20.01 |
| |  |
 |
 |
 |
L |
 |
Sto |
924.870 |
8/12/24 |
-2.95 |
1,237.326 |
-25.25 |
1,122.454 |
114.872 |
10.23 |
|
11.48 |
| |  |
 |
 |
 |
L |
 |
Elmos Semiconductor |
575.700 |
8/12/24 |
0.82 |
574.919 |
0.14 |
498.611 |
76.308 |
15.30 |
|
2.39 |
| |  |
 |
 |
 |
L |
 |
KSB |
4,733.708 |
8/12/24 |
-1.30 |
5,014.919 |
-5.61 |
4,499.093 |
515.826 |
11.47 |
|
11.92 |
| |  |
 |
 |
 |
|
 |
Mutares |
244.106 |
8/12/24 |
0.16 |
272.618 |
-10.46 |
286.025 |
-13.407 |
-4.69 |
|
14.89 |
| |  |
 |
 |
 |
L |
 |
AUTO1 |
63.468 |
8/12/24 |
0.18 |
49.602 |
27.95 |
28.347 |
21.255 |
74.98 |
|
13.42 |
| |  |
 |
 |
 |
L |
 |
Cancom |
237.154 |
8/12/24 |
-0.52 |
255.120 |
-7.04 |
230.057 |
25.064 |
10.89 |
|
19.78 |
| |  |
 |
 |
 |
L |
 |
Vossloh |
369.870 |
8/12/24 |
-0.53 |
367.136 |
0.74 |
320.039 |
47.097 |
14.72 |
|
13.16 |
| |  |
 |
 |
 |
L |
 |
CEWE Stiftung |
770.204 |
8/12/24 |
0.10 |
818.635 |
-5.92 |
782.316 |
36.318 |
4.64 |
|
8.57 |
| |  |
 |
 |
 |
L |
 |
KWS Saat |
503.835 |
8/12/24 |
0.31 |
471.027 |
6.97 |
406.619 |
64.408 |
15.84 |
|
14.11 |
| |  |
 |
 |
 |
L |
 |
SFC Energy |
153.260 |
8/12/24 |
-0.71 |
154.197 |
-0.61 |
140.693 |
13.504 |
9.60 |
|
-1.11 |
| |  |
 |
 |
 |
L |
 |
SGL Carbon |
46.947 |
8/12/24 |
-0.83 |
49.681 |
-5.50 |
45.687 |
3.994 |
8.74 |
|
-4.09 |
| |  |
 |
 |
 |
|
 |
Synlab |
86.394 |
8/12/24 |
1.10 |
87.488 |
-1.25 |
92.069 |
-4.581 |
-4.98 |
|
8.53 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
2/05/24 |
prc diff |
⇓ Δ21 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Indus Holding |
160.134 |
8/12/24 |
0.24 |
187.474 |
-14.58 |
168.136 |
19.337 |
11.50 |
|
4.82 |
| |  |
 |
 |
 |
|
 |
1&1 |
98.111 |
8/12/24 |
-0.63 |
124.982 |
-21.50 |
139.302 |
-14.319 |
-10.28 |
|
5.45 |
| |  |
 |
 |
 |
|
 |
Norma Group |
122.795 |
8/12/24 |
-0.25 |
137.949 |
-10.99 |
115.415 |
22.534 |
19.52 |
|
7.96 |
| |  |
 |
 |
 |
L |
 |
Pfeiffer Vacuum |
1,184.208 |
8/12/24 |
-0.92 |
1,237.326 |
-4.29 |
1,212.127 |
25.199 |
2.08 |
|
3.86 |
| |  |
 |
 |
 |
L |
 |
Stratec |
324.173 |
8/12/24 |
4.27 |
358.153 |
-9.49 |
342.070 |
16.082 |
4.70 |
|
2.62 |
| |  |
 |
 |
 |
|
 |
Drägerwerk |
357.372 |
8/12/24 |
0.44 |
390.179 |
-8.41 |
356.758 |
33.421 |
9.37 |
|
3.72 |
| |  |
 |
 |
 |
|
 |
PNE Wind |
111.703 |
8/12/24 |
-0.42 |
106.547 |
4.84 |
102.969 |
3.579 |
3.48 |
|
3.47 |
| |  |
 |
 |
 |
|
 |
Deutz |
35.339 |
8/12/24 |
-0.44 |
48.274 |
-26.80 |
43.561 |
4.714 |
10.82 |
|
27.67 |
| |  |
 |
 |
 |
|
 |
Pro7-Sat1 |
45.462 |
8/12/24 |
0.17 |
52.258 |
-13.00 |
45.347 |
6.912 |
15.24 |
|
2.54 |
| |  |
 |
 |
 |
|
 |
Atoss |
1,060.788 |
8/12/24 |
0.74 |
863.941 |
22.78 |
935.378 |
-71.438 |
-7.64 |
|
-1.93 |
| |  |
 |
 |
 |
|
 |
Kontron |
130.841 |
8/12/24 |
0.30 |
149.510 |
-12.49 |
164.194 |
-14.684 |
-8.94 |
|
-4.91 |
| |  |
 |
 |
 |
|
 |
Adtran Networks |
149.198 |
8/12/24 |
|
151.072 |
-1.24 |
155.768 |
-4.695 |
-3.01 |
|
-3.26 |
| |  |
 |
 |
 |
|
 |
Hamborner |
51.321 |
8/12/24 |
-0.45 |
51.087 |
0.46 |
49.165 |
1.921 |
3.91 |
|
-0.18 |
| |  |
 |
 |
 |
S |
 |
DWS |
258.870 |
8/12/24 |
0.61 |
262.307 |
-1.31 |
273.656 |
-11.349 |
-4.15 |
|
-0.61 |
| |  |
 |
 |
 |
L |
 |
Nagarro |
592.885 |
8/12/24 |
-0.20 |
602.650 |
-1.62 |
669.066 |
-66.417 |
-9.93 |
|
-1.59 |
| |  |
 |
 |
 |
L |
 |
Südzucker |
93.737 |
8/12/24 |
0.33 |
107.719 |
-12.98 |
100.186 |
7.533 |
7.52 |
|
-1.74 |
| |  |
 |
 |
 |
L |
 |
Deutsche Beteiligung |
195.676 |
8/12/24 |
0.60 |
198.410 |
-1.38 |
211.040 |
-12.630 |
-5.98 |
|
-10.62 |
| |  |
 |
 |
 |
S |
 |
Schaeffler |
36.292 |
8/12/24 |
0.17 |
41.752 |
-13.08 |
46.421 |
-4.669 |
-10.06 |
|
-5.58 |
| |  |
 |
 |
 |
|
 |
Fielmann |
313.237 |
8/12/24 |
|
342.530 |
-8.55 |
348.796 |
-6.266 |
-1.80 |
|
-1.71 |
| |  |
 |
 |
 |
S |
 |
Jost Werke |
299.177 |
8/12/24 |
-0.39 |
337.843 |
-11.45 |
332.794 |
5.049 |
1.52 |
|
-5.81 |
| |  |
 |
 |
 |
|
 |
Amadeus Fire |
734.272 |
8/12/24 |
|
831.133 |
-11.65 |
854.982 |
-23.849 |
-2.79 |
|
-5.29 |
| |  |
 |
 |
 |
L |
 |
Deutsche Pfandbrief |
38.620 |
8/12/24 |
0.20 |
40.268 |
-4.09 |
40.701 |
-0.433 |
-1.06 |
|
-9.20 |
| |  |
 |
 |
 |
L |
 |
W&W |
94.518 |
8/12/24 |
-0.49 |
103.110 |
-8.33 |
101.268 |
1.842 |
1.82 |
|
-5.05 |
| |  |
 |
 |
 |
|
 |
GFT Technologies |
164.039 |
8/12/24 |
-0.47 |
192.551 |
-14.81 |
246.909 |
-54.358 |
-22.02 |
|
-11.85 |
| |  |
 |
 |
 |
|
 |
Dürr |
151.541 |
8/12/24 |
-2.27 |
155.525 |
-2.56 |
156.154 |
-0.629 |
-0.40 |
|
-13.13 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
2/05/24 |
prc diff |
⇓ Δ21 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Patrizia Immobilien |
55.852 |
8/12/24 |
1.27 |
55.227 |
1.13 |
60.993 |
-5.766 |
-9.45 |
|
-13.68 |
| |  |
 |
 |
 |
S |
 |
adesso |
546.017 |
8/12/24 |
-0.43 |
644.441 |
-15.27 |
745.211 |
-100.770 |
-13.52 |
|
-19.99 |
| |  |
 |
 |
 |
L |
 |
Dermapharm |
274.571 |
8/12/24 |
0.29 |
279.648 |
-1.82 |
306.588 |
-26.940 |
-8.79 |
|
-7.90 |
| |  |
 |
 |
 |
|
 |
Energiekontor |
456.967 |
8/12/24 |
-2.34 |
485.088 |
-5.80 |
560.454 |
-75.366 |
-13.45 |
|
-14.02 |
| |  |
 |
 |
 |
|
 |
Borussia Dortmund |
28.355 |
8/12/24 |
1.68 |
28.238 |
0.41 |
28.641 |
-0.403 |
-1.41 |
|
-4.88 |
| |  |
 |
 |
 |
S |
 |
PVA TePla |
102.173 |
8/12/24 |
0.15 |
118.265 |
-13.61 |
169.450 |
-51.186 |
-30.21 |
|
-18.69 |
| |  |
 |
 |
 |
S |
 |
Grenke |
198.800 |
8/12/24 |
-2.12 |
163.649 |
21.48 |
177.026 |
-13.377 |
-7.56 |
|
-8.54 |
| |  |
 |
 |
 |
|
 |
Deutsche Wohnen |
155.916 |
8/12/24 |
-1.19 |
140.293 |
11.14 |
168.677 |
-28.385 |
-16.83 |
|
-11.26 |
| |  |
 |
 |
 |
|
 |
Wacker Neuson |
109.672 |
8/12/24 |
-0.28 |
117.952 |
-7.02 |
131.881 |
-13.928 |
-10.56 |
|
-17.14 |
| |  |
 |
 |
 |
S |
 |
Takkt |
82.332 |
8/12/24 |
-0.57 |
92.331 |
-10.83 |
104.360 |
-12.030 |
-11.53 |
|
-10.31 |
| |  |
 |
 |
 |
|
 |
Klöckner |
39.213 |
8/12/24 |
-0.59 |
42.806 |
-8.39 |
52.258 |
-9.451 |
-18.09 |
|
-19.24 |
| |  |
 |
 |
 |
S |
 |
Vitesco Technologies |
406.583 |
8/12/24 |
-0.10 |
467.512 |
-13.03 |
637.758 |
-170.246 |
-26.69 |
|
-21.69 |
| |  |
 |
 |
 |
L |
 |
Verbio |
125.764 |
8/12/24 |
0.06 |
135.372 |
-7.10 |
149.892 |
-14.521 |
-9.69 |
|
-34.45 |
| |  |
 |
 |
 |
L |
 |
Adtran |
33.909 |
8/12/24 |
-1.30 |
37.479 |
-9.52 |
47.496 |
-10.016 |
-21.09 |
|
-20.19 |
| |  |
 |
 |
 |
S |
 |
Salzgitter |
118.968 |
8/12/24 |
-1.23 |
141.855 |
-16.13 |
194.342 |
-52.487 |
-27.01 |
|
-28.82 |
| |  |
 |
 |
 |
|
 |
Metro |
34.019 |
8/12/24 |
|
33.277 |
2.23 |
48.315 |
-15.038 |
-31.13 |
|
-28.27 |
| |  |
 |
 |
 |
|
 |
Compugroup Medical |
116.859 |
8/12/24 |
-1.97 |
185.599 |
-37.04 |
303.650 |
-118.051 |
-38.88 |
|
-30.84 |
| |  |
 |
 |
 |
S |
 |
BayWa |
107.797 |
8/12/24 |
0.44 |
157.009 |
-31.34 |
227.274 |
-70.265 |
-30.92 |
|
-30.55 |
| |  |
 |
 |
 |
|
 |
Varta |
28.199 |
8/12/24 |
41.68 |
67.139 |
-58.00 |
121.831 |
-54.692 |
-44.89 |
|
-45.56 |
| |  |
 |
 |
 |
|
 |
Schott Pharma |
256.839 |
8/12/24 |
0.49 |
243.559 |
5.45 |
286.025 |
-42.465 |
-14.85 |
|
-na- |
| |  |
 |
 |
 |
|
 |
thyssenkrupp nucera |
66.202 |
8/12/24 |
-2.02 |
72.295 |
-8.43 |
107.762 |
-35.467 |
-32.91 |
|
-na- |
SDAX - 70 out of 70 instruments rated - 7/01/24 / 2/05/24 - 34 did rise, Market-Ratio(21) in CNY = 48.57 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions Small-Cap-DAX in Renminbi yuán * A21 - 69/65 (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 |
1/09/06 |
7 |
|
- cash - |
long |
1/09/06 |
6/12/06 |
154 |
 |
 |
 |
WashTec |
100 |
91 |
|
109.280 |
136.187 |
|
26.907 |
25 |
12,449 |
68 |
|
short |
6/12/06 |
11/06/06 |
147 |
 |
 |
 |
WCM |
100 |
298 |
|
41.688 |
14.107 |
123.193 |
81.505 |
196 |
36,737 |
1,374 |
|
long |
11/06/06 |
11/27/06 |
21 |
 |
 |
 |
Deutz |
100 |
471 |
|
77.973 |
101.328 |
|
23.355 |
30 |
47,737 |
9,399 |
|
short |
11/27/06 |
12/11/06 |
14 |
 |
 |
 |
WCM |
100 |
3,618 |
|
13.194 |
11.779 |
14.780 |
1.586 |
12 |
53,474 |
1,828 |
|
long |
12/11/06 |
7/16/07 |
217 |
 |
 |
 |
Deutz |
100 |
527 |
|
101.340 |
99.436 |
|
-1.904 |
-2 |
52,471 |
-3 |
|
short |
7/16/07 |
6/16/08 |
336 |
 |
 |
 |
Patrizia Immobilien |
100 |
413 |
|
126.982 |
37.697 |
427.731 |
300.749 |
237 |
176,680 |
274 |
|
long |
6/16/08 |
6/23/08 |
7 |
 |
 |
 |
Biotest |
100 |
1,008 |
|
175.214 |
190.992 |
|
15.778 |
9 |
192,585 |
8,866 |
|
short |
6/23/08 |
4/27/09 |
308 |
 |
 |
 |
Patrizia Immobilien |
100 |
5,518 |
|
34.898 |
18.984 |
64.152 |
29.254 |
84 |
354,006 |
106 |
|
long |
4/27/09 |
5/25/09 |
28 |
 |
 |
 |
WCM |
100 |
15,455 |
|
22.904 |
24.507 |
|
1.603 |
7 |
378,775 |
141 |
|
short |
5/25/09 |
6/15/09 |
21 |
 |
 |
 |
Grammer |
100 |
7,410 |
|
51.112 |
52.198 |
50.025 |
-1.087 |
-2 |
370,722 |
-31 |
|
long |
6/15/09 |
7/06/09 |
21 |
 |
 |
 |
WCM |
100 |
15,872 |
|
23.356 |
22.081 |
|
-1.275 |
-5 |
350,483 |
-62 |
|
short |
7/06/09 |
7/20/09 |
14 |
 |
 |
 |
Heidelberger Druck |
100 |
15,277 |
|
22.941 |
27.378 |
18.503 |
-4.437 |
-19 |
282,693 |
-100 |
|
long |
7/20/09 |
12/28/09 |
161 |
 |
 |
 |
ZEAL Network |
100 |
1,593 |
|
177.349 |
274.857 |
|
97.508 |
55 |
438,023 |
170 |
|
short |
12/28/09 |
1/11/10 |
14 |
 |
 |
 |
Vossloh |
100 |
639 |
|
684.787 |
720.263 |
649.312 |
-35.476 |
-5 |
415,354 |
-75 |
|
long |
1/11/10 |
1/18/10 |
7 |
 |
 |
 |
ZEAL Network |
100 |
1,505 |
|
275.942 |
255.338 |
|
-20.603 |
-7 |
384,346 |
-98 |
|
short |
1/18/10 |
3/22/10 |
63 |
 |
 |
 |
ADLER Real Estate |
100 |
63,123 |
|
6.089 |
4.988 |
7.433 |
1.344 |
22 |
469,200 |
218 |
|
long |
3/22/10 |
5/17/10 |
56 |
 |
 |
 |
ZEAL Network |
100 |
1,763 |
|
266.011 |
219.281 |
|
-46.730 |
-18 |
386,815 |
-72 |
|
short |
5/17/10 |
7/12/10 |
56 |
 |
 |
 |
Hypoport |
100 |
7,056 |
|
54.820 |
59.930 |
49.711 |
-5.109 |
-9 |
350,763 |
-47 |
|
long |
7/12/10 |
7/19/10 |
7 |
 |
 |
 |
SAF-Holland |
100 |
7,923 |
|
44.271 |
45.544 |
|
1.273 |
3 |
360,846 |
338 |
|
short |
7/19/10 |
10/11/10 |
84 |
 |
 |
 |
Biotest |
100 |
4,414 |
|
81.745 |
107.123 |
56.367 |
-25.378 |
-31 |
248,829 |
-80 |
|
long |
10/11/10 |
5/23/11 |
224 |
 |
 |
 |
Grammer |
100 |
1,511 |
|
164.637 |
167.383 |
|
2.746 |
2 |
252,978 |
3 |
|
short |
5/23/11 |
1/30/12 |
252 |
 |
 |
 |
Heidelberger Druck |
100 |
9,493 |
|
26.647 |
13.774 |
51.549 |
24.902 |
93 |
489,376 |
160 |
|
long |
1/30/12 |
5/21/12 |
112 |
 |
 |
 |
Encavis |
100 |
19,486 |
|
25.113 |
23.851 |
|
-1.262 |
-5 |
464,776 |
-15 |
|
short |
5/21/12 |
10/29/12 |
161 |
 |
 |
 |
Klöckner |
100 |
7,340 |
|
63.317 |
57.386 |
69.860 |
6.543 |
10 |
512,802 |
25 |
|
long |
10/29/12 |
11/26/12 |
28 |
 |
 |
 |
ADLER Real Estate |
100 |
39,917 |
|
12.847 |
10.459 |
|
-2.388 |
-19 |
417,490 |
-93 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
11/26/12 |
12/10/12 |
14 |
 |
 |
 |
Deutz |
100 |
15,782 |
|
26.452 |
25.509 |
27.430 |
0.978 |
4 |
432,927 |
158 |
|
long |
12/10/12 |
6/10/13 |
182 |
 |
 |
 |
ADLER Real Estate |
100 |
38,040 |
|
11.381 |
17.117 |
|
5.737 |
50 |
651,153 |
127 |
|
short |
6/10/13 |
9/30/13 |
112 |
 |
 |
 |
Hypoport |
100 |
10,674 |
|
60.999 |
67.381 |
54.618 |
-6.381 |
-10 |
583,040 |
-30 |
|
long |
9/30/13 |
10/14/13 |
14 |
 |
 |
 |
ADLER Real Estate |
100 |
23,817 |
|
24.479 |
25.493 |
|
1.014 |
4 |
607,185 |
188 |
|
short |
10/14/13 |
10/21/13 |
7 |
 |
 |
 |
Gerry Weber |
100 |
2,402 |
|
252.746 |
262.610 |
242.882 |
-9.864 |
-4 |
583,492 |
-87 |
|
long |
10/21/13 |
3/31/14 |
161 |
 |
 |
 |
ADLER Real Estate |
100 |
23,409 |
|
24.926 |
43.672 |
|
18.746 |
75 |
1,022,324 |
257 |
|
short |
3/31/14 |
5/05/14 |
35 |
 |
 |
 |
Koenig & Bauer |
100 |
9,706 |
|
105.326 |
101.656 |
109.129 |
3.803 |
4 |
1,059,235 |
45 |
|
long |
5/05/14 |
5/19/14 |
14 |
 |
 |
 |
ADLER Real Estate |
100 |
24,371 |
|
43.461 |
42.476 |
|
-0.985 |
-2 |
1,035,218 |
-45 |
|
short |
5/19/14 |
5/26/14 |
7 |
 |
 |
 |
WCM |
100 |
75,078 |
|
13.789 |
13.820 |
13.757 |
-0.032 |
0 |
1,032,826 |
-11 |
|
long |
5/26/14 |
6/09/14 |
14 |
 |
 |
 |
ADLER Real Estate |
100 |
22,054 |
|
46.831 |
51.320 |
|
4.489 |
10 |
1,131,825 |
987 |
|
short |
6/09/14 |
12/29/14 |
203 |
 |
 |
 |
WCM |
100 |
83,426 |
|
13.567 |
10.451 |
17.612 |
4.045 |
30 |
1,469,282 |
60 |
|
long |
12/29/14 |
1/19/15 |
21 |
 |
 |
 |
Patrizia Immobilien |
100 |
15,790 |
|
93.050 |
101.412 |
|
8.363 |
9 |
1,601,333 |
346 |
|
short |
1/19/15 |
1/26/15 |
7 |
 |
 |
 |
SGL Carbon |
100 |
15,751 |
|
101.665 |
108.818 |
94.512 |
-7.153 |
-7 |
1,488,664 |
-98 |
|
long |
1/26/15 |
6/29/15 |
154 |
 |
 |
 |
Patrizia Immobilien |
100 |
14,165 |
|
105.093 |
153.762 |
|
48.669 |
46 |
2,178,061 |
146 |
|
short |
6/29/15 |
6/06/16 |
343 |
 |
 |
 |
Gerry Weber |
100 |
15,286 |
|
142.482 |
89.550 |
226.700 |
84.218 |
59 |
3,465,424 |
64 |
|
long |
6/06/16 |
6/27/16 |
21 |
 |
 |
 |
Hypoport |
100 |
5,234 |
|
661.993 |
598.903 |
|
-63.090 |
-10 |
3,135,210 |
-82 |
|
short |
6/27/16 |
7/04/16 |
7 |
 |
 |
 |
Gerry Weber |
100 |
41,447 |
|
75.643 |
77.966 |
73.320 |
-2.323 |
-3 |
3,038,937 |
-80 |
|
long |
7/04/16 |
8/08/16 |
35 |
 |
 |
 |
Hypoport |
100 |
4,847 |
|
626.845 |
661.246 |
|
34.401 |
5 |
3,205,679 |
75 |
|
short |
8/08/16 |
11/21/16 |
105 |
 |
 |
 |
ElringKlinger |
100 |
26,366 |
|
121.579 |
96.916 |
152.518 |
30.939 |
25 |
4,021,414 |
120 |
|
long |
11/21/16 |
11/28/16 |
7 |
 |
 |
 |
Borussia Dortmund |
100 |
94,811 |
|
42.415 |
42.415 |
|
0.000 |
0 |
4,021,414 |
0 |
|
short |
11/28/16 |
1/16/17 |
49 |
 |
 |
 |
Multitude |
100 |
38,550 |
|
104.315 |
120.238 |
88.392 |
-15.923 |
-15 |
3,407,589 |
-71 |
|
long |
1/16/17 |
1/30/17 |
14 |
 |
 |
 |
Hapag-Lloyd |
100 |
17,759 |
|
191.869 |
211.189 |
|
19.320 |
10 |
3,750,690 |
1,120 |
|
short |
1/30/17 |
2/20/17 |
21 |
 |
 |
 |
Patrizia Immobilien |
100 |
34,744 |
|
107.949 |
129.674 |
86.225 |
-21.725 |
-20 |
2,995,890 |
-98 |
|
long |
2/20/17 |
9/25/17 |
217 |
 |
 |
 |
bet-at-home.com |
100 |
3,862 |
|
775.640 |
902.453 |
|
126.814 |
16 |
3,485,644 |
29 |
|
short |
9/25/17 |
10/09/17 |
14 |
 |
 |
 |
Bertrandt |
100 |
5,482 |
|
635.794 |
657.043 |
614.545 |
-21.249 |
-3 |
3,369,157 |
-59 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
10/09/17 |
10/23/17 |
14 |
 |
 |
 |
Hypoport |
100 |
2,888 |
|
1,166.515 |
941.609 |
|
-224.907 |
-19 |
2,719,627 |
-100 |
|
short |
10/23/17 |
11/27/17 |
35 |
 |
 |
 |
Takkt |
100 |
18,650 |
|
145.823 |
141.187 |
150.610 |
4.787 |
3 |
2,808,910 |
40 |
|
long |
11/27/17 |
12/11/17 |
14 |
 |
 |
 |
Wacker Neuson |
100 |
12,758 |
|
220.161 |
212.802 |
|
-7.359 |
-3 |
2,715,024 |
-59 |
|
short |
12/11/17 |
12/18/17 |
7 |
 |
 |
 |
Gerry Weber |
100 |
40,999 |
|
66.221 |
70.008 |
62.434 |
-3.787 |
-6 |
2,559,754 |
-95 |
|
long |
12/18/17 |
1/01/18 |
14 |
 |
 |
 |
Hypoport |
100 |
2,346 |
|
1,091.049 |
1,137.176 |
|
46.127 |
4 |
2,667,969 |
194 |
|
short |
1/01/18 |
1/08/18 |
7 |
 |
 |
 |
Vossloh |
100 |
7,286 |
|
366.150 |
378.396 |
353.903 |
-12.246 |
-3 |
2,578,743 |
-83 |
|
long |
1/08/18 |
2/05/18 |
28 |
 |
 |
 |
Wacker Neuson |
100 |
10,065 |
|
256.205 |
240.101 |
|
-16.104 |
-6 |
2,416,659 |
-57 |
|
short |
2/05/18 |
4/15/19 |
434 |
 |
 |
 |
Vossloh |
100 |
7,289 |
|
331.523 |
321.136 |
342.247 |
10.724 |
3 |
2,494,822 |
3 |
|
long |
4/15/19 |
6/03/19 |
49 |
 |
 |
 |
Nordex |
100 |
22,396 |
|
111.393 |
99.018 |
|
-12.375 |
-11 |
2,217,667 |
-58 |
|
short |
6/03/19 |
12/16/19 |
196 |
 |
 |
 |
Leoni |
100 |
21,941 |
|
101.074 |
81.530 |
125.304 |
24.230 |
24 |
2,749,287 |
49 |
|
long |
12/16/19 |
2/03/20 |
49 |
 |
 |
 |
Varta |
100 |
2,926 |
|
939.558 |
572.273 |
|
-367.285 |
-39 |
1,674,610 |
-98 |
|
short |
2/03/20 |
2/17/20 |
14 |
 |
 |
 |
Heidelberger Druck |
100 |
247,037 |
|
6.779 |
6.903 |
6.654 |
-0.124 |
-2 |
1,643,864 |
-38 |
|
long |
2/17/20 |
3/02/20 |
14 |
 |
 |
 |
HelloFresh |
100 |
9,021 |
|
182.220 |
171.677 |
|
-10.543 |
-6 |
1,548,757 |
-79 |
|
short |
3/02/20 |
8/10/20 |
161 |
 |
 |
 |
Koenig & Bauer |
100 |
9,521 |
|
162.666 |
155.966 |
169.654 |
6.988 |
4 |
1,615,291 |
10 |
|
long |
8/10/20 |
10/19/20 |
70 |
 |
 |
 |
Redcare Pharmacy |
100 |
1,450 |
|
1,113.925 |
1,268.612 |
|
154.686 |
14 |
1,839,586 |
97 |
|
short |
10/19/20 |
11/16/20 |
28 |
 |
 |
 |
Leoni |
100 |
47,395 |
|
38.814 |
52.339 |
25.289 |
-13.525 |
-35 |
1,198,576 |
-100 |
|
long |
11/16/20 |
7/19/21 |
245 |
 |
 |
 |
Redcare Pharmacy |
100 |
1,109 |
|
1,080.290 |
982.342 |
|
-97.948 |
-9 |
1,089,951 |
-13 |
|
short |
7/19/21 |
8/02/21 |
14 |
 |
 |
 |
Corestate Capital |
100 |
12,801 |
|
85.141 |
95.684 |
74.599 |
-10.543 |
-12 |
954,993 |
-97 |
|
long |
8/02/21 |
9/06/21 |
35 |
 |
 |
 |
Eckert & Ziegler |
100 |
1,049 |
|
910.073 |
995.567 |
|
85.494 |
9 |
1,044,676 |
155 |
|
short |
9/06/21 |
1/23/23 |
504 |
 |
 |
 |
Morphosys |
100 |
2,830 |
|
369.103 |
129.368 |
1,053.097 |
683.994 |
185 |
2,980,378 |
114 |
|
long |
1/23/23 |
4/10/23 |
77 |
 |
 |
 |
SMA Solar |
100 |
5,206 |
|
572.431 |
727.701 |
|
155.270 |
27 |
3,788,711 |
212 |
|
short |
4/10/23 |
3/25/24 |
350 |
 |
 |
 |
Grand City |
100 |
76,048 |
|
49.820 |
77.471 |
22.168 |
-27.651 |
-56 |
1,685,883 |
-57 |
|
long |
3/25/24 |
4/01/24 |
7 |
 |
 |
 |
Morphosys |
100 |
3,212 |
|
524.755 |
521.801 |
|
-2.953 |
-1 |
1,676,397 |
-25 |
|
short |
4/01/24 |
8/12/24 |
133 |
 |
 |
 |
Verbio |
100 |
10,256 |
|
163.451 |
125.764 |
212.433 |
48.981 |
30 |
2,178,750 |
105 |
|
accum | 1/09/06 |
8/12/24 | 7040 |
days out of 7047 invested (100%) |
21,688 |
2,178,750 |
32 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Patrizia Immobilien | short | 7/16/07 | 6/16/08 | 336 | 126.98 | 37.70 | 427.73 | 300.75 | 236.84 | | | |
| short | 6/23/08 | 4/27/09 | 308 | 34.90 | 18.98 | 64.15 | 29.25 | 83.83 | | | |
| long | 12/29/14 | 1/19/15 | 21 | 93.05 | 101.41 | | 8.36 | 8.99 | | | |
| long | 1/26/15 | 6/29/15 | 154 | 105.09 | 153.76 | | 48.67 | 46.31 | | | |
| short | 1/30/17 | 2/20/17 | 21 | 107.95 | 129.67 | 86.22 | -21.72 | -20.12 | | | 688.68 |
WCM | short | 6/12/06 | 11/06/06 | 147 | 41.69 | 14.11 | 123.19 | 81.50 | 195.51 | | | |
| short | 11/27/06 | 12/11/06 | 14 | 13.19 | 11.78 | 14.78 | 1.59 | 12.02 | | | |
| long | 4/27/09 | 5/25/09 | 28 | 22.90 | 24.51 | | 1.60 | 7.00 | | | |
| long | 6/15/09 | 7/06/09 | 21 | 23.36 | 22.08 | | -1.28 | -5.46 | | | |
| short | 5/19/14 | 5/26/14 | 7 | 13.79 | 13.82 | 13.76 | -0.03 | -0.23 | | | |
| short | 6/09/14 | 12/29/14 | 203 | 13.57 | 10.45 | 17.61 | 4.04 | 29.82 | | | 333.68 |
ADLER Real Estate | short | 1/18/10 | 3/22/10 | 63 | 6.09 | 4.99 | 7.43 | 1.34 | 22.08 | | | |
| long | 10/29/12 | 11/26/12 | 28 | 12.85 | 10.46 | | -2.39 | -18.59 | | | |
| long | 12/10/12 | 6/10/13 | 182 | 11.38 | 17.12 | | 5.74 | 50.41 | | | |
| long | 9/30/13 | 10/14/13 | 14 | 24.48 | 25.49 | | 1.01 | 4.14 | | | |
| long | 10/21/13 | 3/31/14 | 161 | 24.93 | 43.67 | | 18.75 | 75.21 | | | |
| long | 5/05/14 | 5/19/14 | 14 | 43.46 | 42.48 | | -0.99 | -2.27 | | | |
| long | 5/26/14 | 6/09/14 | 14 | 46.83 | 51.32 | | 4.49 | 9.59 | | | 192.13 |
Morphosys | short | 9/06/21 | 1/23/23 | 504 | 369.10 | 129.37 | 1,053.10 | 683.99 | 185.31 | | | |
| long | 3/25/24 | 4/01/24 | 7 | 524.75 | 521.80 | | -2.95 | -0.56 | | | 183.71 |
Heidelberger Druck | short | 7/06/09 | 7/20/09 | 14 | 22.94 | 27.38 | 18.50 | -4.44 | -19.34 | | | |
| short | 5/23/11 | 1/30/12 | 252 | 26.65 | 13.77 | 51.55 | 24.90 | 93.45 | | | |
| short | 2/03/20 | 2/17/20 | 14 | 6.78 | 6.90 | 6.65 | -0.12 | -1.84 | | | 53.17 |
Gerry Weber | short | 10/14/13 | 10/21/13 | 7 | 252.75 | 262.61 | 242.88 | -9.86 | -3.90 | | | |
| short | 6/29/15 | 6/06/16 | 343 | 142.48 | 89.55 | 226.70 | 84.22 | 59.11 | | | |
| short | 6/27/16 | 7/04/16 | 7 | 75.64 | 77.97 | 73.32 | -2.32 | -3.07 | | | |
| short | 12/11/17 | 12/18/17 | 7 | 66.22 | 70.01 | 62.43 | -3.79 | -5.72 | | | 39.73 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Deutz | long | 11/06/06 | 11/27/06 | 21 | 77.97 | 101.33 | | 23.35 | 29.95 | | | |
| long | 12/11/06 | 7/16/07 | 217 | 101.34 | 99.44 | | -1.90 | -1.88 | | | |
| short | 11/26/12 | 12/10/12 | 14 | 26.45 | 25.51 | 27.43 | 0.98 | 3.70 | | | 32.23 |
Verbio | short | 4/01/24 | 8/12/24 | 133 | 163.45 | 125.76 | 212.43 | 48.98 | 29.97 | | | 29.97 |
SMA Solar | long | 1/23/23 | 4/10/23 | 77 | 572.43 | 727.70 | | 155.27 | 27.12 | | | 27.12 |
ElringKlinger | short | 8/08/16 | 11/21/16 | 105 | 121.58 | 96.92 | 152.52 | 30.94 | 25.45 | | | 25.45 |
WashTec | long | 1/09/06 | 6/12/06 | 154 | 109.28 | 136.19 | | 26.91 | 24.62 | | | 24.62 |
ZEAL Network | long | 7/20/09 | 12/28/09 | 161 | 177.35 | 274.86 | | 97.51 | 54.98 | | | |
| long | 1/11/10 | 1/18/10 | 7 | 275.94 | 255.34 | | -20.60 | -7.47 | | | |
| long | 3/22/10 | 5/17/10 | 56 | 266.01 | 219.28 | | -46.73 | -17.57 | | | 18.22 |
bet-at-home.com | long | 2/20/17 | 9/25/17 | 217 | 775.64 | 902.45 | | 126.81 | 16.35 | | | 16.35 |
Klöckner | short | 5/21/12 | 10/29/12 | 161 | 63.32 | 57.39 | 69.86 | 6.54 | 10.33 | | | 10.33 |
Hapag-Lloyd | long | 1/16/17 | 1/30/17 | 14 | 191.87 | 211.19 | | 19.32 | 10.07 | | | 10.07 |
Eckert & Ziegler | long | 8/02/21 | 9/06/21 | 35 | 910.07 | 995.57 | | 85.49 | 9.39 | | | 9.39 |
Koenig & Bauer | short | 3/31/14 | 5/05/14 | 35 | 105.33 | 101.66 | 109.13 | 3.80 | 3.61 | | | |
| short | 3/02/20 | 8/10/20 | 161 | 162.67 | 155.97 | 169.65 | 6.99 | 4.30 | | | 8.06 |
Redcare Pharmacy | long | 8/10/20 | 10/19/20 | 70 | 1,113.93 | 1,268.61 | | 154.69 | 13.89 | | | |
| long | 11/16/20 | 7/19/21 | 245 | 1,080.29 | 982.34 | | -97.95 | -9.07 | | | 3.56 |
Takkt | short | 10/23/17 | 11/27/17 | 35 | 145.82 | 141.19 | 150.61 | 4.79 | 3.28 | | | 3.28 |
SAF-Holland | long | 7/12/10 | 7/19/10 | 7 | 44.27 | 45.54 | | 1.27 | 2.87 | | | 2.87 |
Borussia Dortmund | long | 11/21/16 | 11/28/16 | 7 | 42.41 | 42.41 | | 0.00 | 0.00 | | | 0.00 |
Grammer | short | 5/25/09 | 6/15/09 | 21 | 51.11 | 52.20 | 50.03 | -1.09 | -2.13 | | | |
| long | 10/11/10 | 5/23/11 | 224 | 164.64 | 167.38 | | 2.75 | 1.67 | | | -0.49 |
Bertrandt | short | 9/25/17 | 10/09/17 | 14 | 635.79 | 657.04 | 614.55 | -21.25 | -3.34 | | | -3.34 |
Encavis | long | 1/30/12 | 5/21/12 | 112 | 25.11 | 23.85 | | -1.26 | -5.03 | | | -5.03 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Vossloh | short | 12/28/09 | 1/11/10 | 14 | 684.79 | 720.26 | 649.31 | -35.48 | -5.18 | | | |
| short | 1/01/18 | 1/08/18 | 7 | 366.15 | 378.40 | 353.90 | -12.25 | -3.34 | | | |
| short | 2/05/18 | 4/15/19 | 434 | 331.52 | 321.14 | 342.25 | 10.72 | 3.23 | | | -5.39 |
HelloFresh | long | 2/17/20 | 3/02/20 | 14 | 182.22 | 171.68 | | -10.54 | -5.79 | | | -5.79 |
SGL Carbon | short | 1/19/15 | 1/26/15 | 7 | 101.66 | 108.82 | 94.51 | -7.15 | -7.04 | | | -7.04 |
Wacker Neuson | long | 11/27/17 | 12/11/17 | 14 | 220.16 | 212.80 | | -7.36 | -3.34 | | | |
| long | 1/08/18 | 2/05/18 | 28 | 256.20 | 240.10 | | -16.10 | -6.29 | | | -9.42 |
Nordex | long | 4/15/19 | 6/03/19 | 49 | 111.39 | 99.02 | | -12.38 | -11.11 | | | -11.11 |
Corestate Capital | short | 7/19/21 | 8/02/21 | 14 | 85.14 | 95.68 | 74.60 | -10.54 | -12.38 | | | -12.38 |
Multitude | short | 11/28/16 | 1/16/17 | 49 | 104.32 | 120.24 | 88.39 | -15.92 | -15.26 | | | -15.26 |
Leoni | short | 6/03/19 | 12/16/19 | 196 | 101.07 | 81.53 | 125.30 | 24.23 | 23.97 | | | |
| short | 10/19/20 | 11/16/20 | 28 | 38.81 | 52.34 | 25.29 | -13.52 | -34.85 | | | -19.23 |
Biotest | long | 6/16/08 | 6/23/08 | 7 | 175.21 | 190.99 | | 15.78 | 9.01 | | | |
| short | 7/19/10 | 10/11/10 | 84 | 81.74 | 107.12 | 56.37 | -25.38 | -31.05 | | | -24.84 |
Hypoport | short | 5/17/10 | 7/12/10 | 56 | 54.82 | 59.93 | 49.71 | -5.11 | -9.32 | | | |
| short | 6/10/13 | 9/30/13 | 112 | 61.00 | 67.38 | 54.62 | -6.38 | -10.46 | | | |
| long | 6/06/16 | 6/27/16 | 21 | 661.99 | 598.90 | | -63.09 | -9.53 | | | |
| long | 7/04/16 | 8/08/16 | 35 | 626.85 | 661.25 | | 34.40 | 5.49 | | | |
| long | 10/09/17 | 10/23/17 | 14 | 1,166.52 | 941.61 | | -224.91 | -19.28 | | | |
| long | 12/18/17 | 1/01/18 | 14 | 1,091.05 | 1,137.18 | | 46.13 | 4.23 | | | -34.81 |
Varta | long | 12/16/19 | 2/03/20 | 49 | 939.56 | 572.27 | | -367.29 | -39.09 | | | -39.09 |
Grand City | short | 4/10/23 | 3/25/24 | 350 | 49.82 | 77.47 | 22.17 | -27.65 | -55.50 | | | -55.50 |
Annotations
10/09/23 | SDAX | | | Krones replaces Suse |
5/22/23 | SDAX | | | Süss MicroTec and Vossloh replace Hochtief and SMA Solar |
12/17/21 | Deutsche Wohnen | | | acquired by Vonovia |
9/20/21 | SDAX | | | Encavis, Hochtief, Morphosys, Nordex and Shop Apotheke replace
Befesa, Jungheinrich, Hypoport, Vantage Towers and zooplus |
9/02/21 | flatexDEGIRO | | | stock split 1:4 (four for one) |
7/16/18 | Cancom | | | stock split 1:2 (another one for one) |
3/19/18 | SDAX | | | Corestate Capital, Jost Werke, Steinhoff and Südzucker replace
Aroundtown, Gerry Weber, MLP and Rocket Internet |
7/10/17 | Grenkeleasing | | | stock split 1:3 (three for one) |
6/19/17 | SDAX | | | Grand City Properties replaces ZEAL Network |
3/22/17 | SDAX | | | MLP replaces GFK (acquired by KKR) |
2/03/17 | bet-at-home | | | replaces Braas Monier |
12/19/16 | SDAX | | | DMG Mori and Rhön-Klinikum replace Ferratum and Leifheit |
10/14/16 | SDAX | | | Rocket Internet replaces Chorus |
9/19/16 | SDAX | | | Leifheit replaces Comdirect Bank |
8/11/16 | SDAX | | | Chorus replaces Rational (advanced into MDAX) |
6/04/16 | Schaeffler | | | moves from SDAX to MDAX (2016-06-20) |
3/10/16 | SDAX | | | complete analysis after advanced changes on 2016-03-21 |
| SDAX | | | Hornbach Baumarkt, MLP, Schaltbau and Sixt Leasing drop out |
| SDAX | | | Alstria Office moves to the MDAX |
| Klöckner | | | moves from MDAX to SDAX |
| W&W | | | recording started (SDAX) |
3/09/16 | Pro7-Sat1 | | | moves from MDAX to DAX |
3/04/16 | Süss Microtec | | | returns to the TecDAX |
2/09/16 | SDAX | | | complete analysis |
12/21/15 | SDAX | | | Gesco, SHW, Tom Tailor and Ströer Media (-> MDAX) drop out |
| Schaeffler | | | entry (SDAX) |
| Hypoport | | | entry (SDAX) |
9/08/15 | SDAX | | | complete analysis
ex Hella, Villeroy & Boch - in Gerry Weber, Sixt Leasing |
9/04/15 | Deutsche Pfandbrief | | | recording started (MDAX) |
8/21/15 | SDAX | | | complete analysis |
6/23/15 | SDAX | | | Ferratum Oyi replaces Westgrund (acquired by ADLER Real Estate) |
6/22/15 | SDAX | | | Adler, Koenig & Bauer and Tele Columbus replace Bauer, Delticom and Surteco |
| SDAX | | | Bertrandt replaces Zalando |
6/21/15 | Adva | | | returns to TecDAX |
4/01/15 | Westgrund | | | Westgrund replaces CTS Eventim (promotion to MDAX). |
3/23/15 | GFT Technologies | | | entry |
2/26/15 | SDAX | | | TLG Immobilien replaces Bertrandt (promotion to MDAX) |
1/19/15 | SDAX | | | Hella replaces C.A.T. Oil (acquired by Joma Industrial Source). |
12/22/14 | SDAX | | | Zalando replaces Centrotec |
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