Share-o-matic - Portfolio

Tue, Jan 21st, 2025, 14:24UTC

Assessment - Bayrischer Aktienindex in Renminbi yuán - 7/01/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		BAX	6,264.446	8/12/24	-0.03	6,581.620	-4.82	6,404.031	177.589	2.77	3.34
		Morphosys	525.317	8/02/24		528.051	-0.52	267.087	260.964	97.71	87.13
	L	Siemens Energy	189.426	8/12/24	0.25	188.723	0.37	94.266	94.457	100.20	73.99
		Traton	208.564	8/12/24		239.810	-13.03	167.479	72.331	43.19	34.56
		CTS Eventim	601.478	8/12/24	-0.32	604.602	-0.52	491.754	112.848	22.95	18.79
		Nemetschek	682.716	8/12/24	0.52	721.383	-5.36	616.500	104.883	17.01	23.97
	L	Münchener Rück	3,430.767	8/12/24	1.01	3,647.143	-5.93	2,946.598	700.545	23.77	19.70
		Adidas	1,659.141	8/12/24	-1.03	1,714.602	-3.23	1,446.669	267.933	18.52	17.58
		Rational	6,768.578	8/12/24	1.40	6,022.589	12.39	5,494.922	527.667	9.60	12.88
	L	WashTec	284.335	8/12/24	-0.27	305.426	-6.91	251.376	54.050	21.50	11.99
		Mutares	244.106	8/12/24	0.16	272.618	-10.46	278.085	-5.467	-1.97	14.89
	L	AUTO1	63.468	8/12/24	0.18	49.602	27.95	50.966	-1.364	-2.68	13.42
	L	Cancom	237.154	8/12/24	-0.52	255.120	-7.04	232.209	22.912	9.87	19.78
	L	Koenig & Bauer	74.755	8/12/24	-4.20	106.079	-29.53	95.052	11.027	11.60	7.18
	L	Steico	209.736	8/12/24	0.56	226.531	-7.41	264.338	-37.807	-14.30	-2.45
		MTU Aero Engines	2,020.028	8/12/24	0.23	1,848.177	9.30	1,533.786	314.391	20.50	15.37
		Hensoldt	270.587	8/12/24	0.99	274.961	-1.59	191.674	83.287	43.45	14.60
	L	SFC Energy	153.260	8/12/24	-0.71	154.197	-0.61	153.339	0.858	0.56	-1.11
		Krones	920.183	8/12/24	0.68	923.307	-0.34	878.245	45.063	5.13	8.22
		Synlab	86.394	8/12/24	1.10	87.488	-1.25	89.710	-2.222	-2.48	8.53
		Siemens	1,227.952	8/12/24	0.01	1,383.555	-11.25	1,334.807	48.749	3.65	13.64
		Allianz	1,998.937	8/12/24		2,050.493	-2.51	1,900.638	149.854	7.88	9.85
		Scout24	535.471	8/12/24	0.51	553.438	-3.25	504.009	49.429	9.81	9.53
	L	Infineon	236.529	8/12/24	0.36	268.439	-11.89	296.938	-28.499	-9.60	1.89
		Pro7-Sat1	45.462	8/12/24	0.17	52.258	-13.00	43.472	8.786	20.21	2.54
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		Siemens Healthineers	392.757	8/12/24	0.08	420.566	-6.61	413.199	7.366	1.78	5.52
		Atoss	1,060.788	8/12/24	0.74	863.941	22.78	820.900	43.041	5.24	-1.93
		Stemmer Imaging	375.728	8/12/24	-0.21	271.056	38.62	260.803	10.253	3.93	10.10
		Adtran Networks	149.198	8/12/24		151.072	-1.24	157.110	-6.038	-3.84	-3.26
	L	Knaus Tabbert	250.355	8/12/24	-1.69	306.207	-18.24	369.209	-63.002	-17.06	-14.82
	S	Schaeffler	36.292	8/12/24	0.17	41.752	-13.08	43.952	-2.200	-5.00	-5.58
	L	Deutsche Pfandbrief	38.620	8/12/24	0.20	40.268	-4.09	48.665	-8.397	-17.25	-9.20
		Patrizia Immobilien	55.852	8/12/24	1.27	55.227	1.13	64.415	-9.189	-14.26	-13.68
	S	Siltronic	574.138	8/12/24	0.75	568.670	0.96	694.819	-126.149	-18.16	-8.92
	L	Dermapharm	274.571	8/12/24	0.29	279.648	-1.82	332.602	-52.954	-15.92	-7.90
	L	Puma	271.915	8/12/24	-0.29	341.280	-20.33	396.860	-55.580	-14.00	-11.74
		7C Solarparken	17.849	8/12/24	0.88	21.520	-17.06	28.476	-6.956	-24.43	-17.39
	S	BMW	616.944	8/12/24	-0.90	696.308	-11.40	791.677	-95.369	-12.05	-10.82
		Wacker Neuson	109.672	8/12/24	-0.28	117.952	-7.02	143.441	-25.489	-17.77	-17.14
	L	Umweltbank	44.056	8/12/24	-1.40	49.837	-11.60	61.744	-11.907	-19.29	-18.41
		Wacker Chemie	656.626	8/12/24	-0.33	794.029	-17.30	897.884	-103.855	-11.57	-10.35
	S	Vitesco Technologies	406.583	8/12/24	-0.10	467.512	-13.03	614.300	-146.788	-23.90	-21.69
	S	Medigene	8.593	8/12/24	0.46	8.710	-1.35	11.980	-3.270	-27.30	-31.36
	S	Sixt	474.543	8/12/24	-2.49	518.677	-8.51	794.977	-276.300	-34.76	-26.93
	S	BayWa	107.797	8/12/24	0.44	157.009	-31.34	245.877	-88.868	-36.14	-30.55
BAX - 44 out of 43 instruments rated - 7/01/24 / 1/01/24 - 22 did rise, Market-Ratio(26) in CNY = 50.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	BAX RS = 26 - B/S = 60/40

1/04/21	scale up chart	7/01/24

Transactions Bayrischer Aktienindex in Renminbi yuán * 26 - 60/40 (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		8/28/06	238		- cash -
short	8/28/06	11/13/06	77		KUKA	100	69	143.345	171.976	114.715	-28.631	-20	8,024	-65
long	11/13/06	11/26/07	378		Wirecard	100	158	50.576	91.409		40.833	81	14,476	77
short	11/26/07	4/27/09	518		Patrizia Immobilien	100	226	63.881	18.984	214.954	151.073	236	48,619	135
long	4/27/09	7/06/09	70		Steico	100	1,920	25.313	34.191		8.879	35	65,665	380
short	7/06/09	7/20/09	14		Grammer	100	1,309	50.141	51.634	48.647	-1.494	-3	63,710	-55
long	7/20/09	8/08/11	749		Infineon	100	2,312	27.551	50.198		22.646	82	116,069	34
short	8/08/11	2/06/12	182		Phoenix Solar	100	969	119.694	29.211	490.443	370.750	310	475,325	1,592
long	2/06/12	9/29/14	966		BMW	100	811	585.553	665.073		79.519	14	539,815	5
short	9/29/14	1/26/15	119		Phoenix Solar	100	33,044	16.336	13.497	19.773	3.437	21	653,372	80
long	1/26/15	8/24/15	210		Patrizia Immobilien	100	6,217	105.093	133.161		28.068	27	827,872	51
short	8/24/15	11/30/15	98		Grammer	100	5,620	147.287	191.936	102.638	-44.649	-30	576,945	-74
long	11/30/15	1/18/16	49		Adtran Networks	100	7,232	79.776	62.917		-16.859	-21	455,023	-83
short	1/18/16	2/22/16	35		Leoni	100	2,063	220.498	194.180	250.383	29.885	14	516,675	276
long	2/22/16	5/02/16	70		Phoenix Solar	100	16,437	31.432	31.805		0.373	1	522,800	6
short	5/02/16	8/01/16	91		Leoni	100	2,237	233.683	241.911	225.454	-8.228	-4	504,393	-13
long	8/01/16	7/02/18	700		Adidas	100	457	1,103.337	1,423.907		320.570	29	650,894	14
short	7/02/18	4/15/19	287		Osram Licht	100	2,497	260.578	248.188	273.586	13.008	5	683,374	6
long	4/15/19	3/09/20	329		Adtran Networks	100	9,456	72.265	40.853		-31.412	-43	386,345	-47
short	3/09/20	9/07/20	182		Leoni	100	6,920	55.825	48.014	64.906	9.081	16	449,188	35
long	9/07/20	1/24/22	504		va-Q-tec	100	2,541	176.724	144.484		-32.241	-18	367,264	-14
short	1/24/22	1/16/23	357		Morphosys	100	2,012	182.487	120.482	276.401	93.914	51	556,219	53
long	1/16/23	8/28/23	224		va-Q-tec	100	3,037	183.089	204.040		20.951	11	619,846	19
short	8/28/23	2/26/24	182		Steico	100	2,613	237.128	207.701	270.724	33.596	14	707,633	30
long	2/26/24	7/01/24	126		Morphosys	100	1,392	508.320	528.051		19.730	4	735,098	12
accum	8/28/06	7/01/24	6721	days out of 6959 invested (97%)							7,251		735,098	26

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Phoenix Solar	short	8/08/11	2/06/12	182	119.69	29.21	490.44	370.75	309.75
	short	9/29/14	1/26/15	119	16.34	13.50	19.77	3.44	21.04
	long	2/22/16	5/02/16	70	31.43	31.80		0.37	1.19	401.82
Patrizia Immobilien	short	11/26/07	4/27/09	518	63.88	18.98	214.95	151.07	236.49
	long	1/26/15	8/24/15	210	105.09	133.16		28.07	26.71	326.36
Infineon	long	7/20/09	8/08/11	749	27.55	50.20		22.65	82.20	82.20
Wirecard	long	11/13/06	11/26/07	378	50.58	91.41		40.83	80.74	80.74
Morphosys	short	1/24/22	1/16/23	357	182.49	120.48	276.40	93.91	51.46
	long	2/26/24	7/01/24	126	508.32	528.05		19.73	3.88	57.34
Steico	long	4/27/09	7/06/09	70	25.31	34.19		8.88	35.08
	short	8/28/23	2/26/24	182	237.13	207.70	270.72	33.60	14.17	54.21
Adidas	long	8/01/16	7/02/18	700	1,103.34	1,423.91		320.57	29.05	29.05
Leoni	short	1/18/16	2/22/16	35	220.50	194.18	250.38	29.88	13.55
	short	5/02/16	8/01/16	91	233.68	241.91	225.45	-8.23	-3.52
	short	3/09/20	9/07/20	182	55.82	48.01	64.91	9.08	16.27	27.38
BMW	long	2/06/12	9/29/14	966	585.55	665.07		79.52	13.58	13.58
Osram Licht	short	7/02/18	4/15/19	287	260.58	248.19	273.59	13.01	4.99	4.99
va-Q-tec	long	9/07/20	1/24/22	504	176.72	144.48		-32.24	-18.24
	long	1/16/23	8/28/23	224	183.09	204.04		20.95	11.44	-8.89
KUKA	short	8/28/06	11/13/06	77	143.35	171.98	114.71	-28.63	-19.97	-19.97
Grammer	short	7/06/09	7/20/09	14	50.14	51.63	48.65	-1.49	-2.98
	short	8/24/15	11/30/15	98	147.29	191.94	102.64	-44.65	-30.31	-32.39
Adtran Networks	long	11/30/15	1/18/16	49	79.78	62.92		-16.86	-21.13
	long	4/15/19	3/09/20	329	72.27	40.85		-31.41	-43.47	-55.41

Annotations

8/12/24	Morphosys	acquired by Novartis
6/28/19	Nemetschek	splits1:3 (three for one)
6/11/19	Puma	splits 1:10 (ten for one)
7/16/18	Cancom	stock split 1:2 (another one for one)
9/18/17	Umweltbank	stock split 1:5 (five for one)
3/20/17	BAX	GFK drops out (acquired by KKR)
12/16/16	Medigene	return
10/10/16	Chorus	acquired by Capital Stage - deletion
6/04/16	Schaeffler	moves from SDAX to MDAX (2016-06-20)
3/10/16	WashTec	recording started (SDAX)
3/09/16	Pro7-Sat1	moves from MDAX to DAX
2/08/16	BayX40	complete analysis
12/21/15	Scout24	entry (SDAX)
	Schaeffler	entry (SDAX)
	Siltronic	recording started
9/04/15	Deutsche Pfandbrief	recording started (MDAX)
6/30/15	Nemetschek	stock split 1:4 (four for one)
6/21/15	Koenig & Bauer	returns to SDAX
	Adva	returns to TecDAX
4/01/15	CTS Eventim	promotion from SDAX to MDAX replacing TUI


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