Share-o-matic

Mon, 14th Oct 2019, 22:42UTC

Assessment - Bayrischer Aktienindex - 7/10/19 - RS = 26

		⇓instrument	freshest		⇓ Δday	7/10/19	⇓ Δwk	8/04/19	prc diff	⇓ Δ26	∅-RS
	L	BAX	766.538	15:36	0.17	746.830	2.64	786.303	-39.473	-5.02	-0.41
	L	Puma	71.250	15:35	-0.07	70.350	1.28	53.750	16.600	30.88	36.70
	L	va-Q-tec	10.700	15:36	-0.93	9.060	18.10	6.120	2.940	48.04	33.60
	L	CTS Eventim	52.350	15:35	0.48	51.700	1.26	42.900	8.800	20.51	30.24
	L	MTU Aero Engines	244.300	15:35	-0.45	246.000	-0.69	211.000	35.000	16.59	24.90
		Cancom	50.500	15:35		48.940	3.19	42.220	6.720	15.92	24.26
	L	Dermapharm	33.855	15:35	0.01	34.280	-1.24	28.850	5.430	18.82	21.58
	L	Scout24	53.200	15:35	-0.93	52.650	1.04	46.100	6.550	14.21	20.85
		Adidas	280.900	15:35	0.25	272.350	3.14	224.750	47.600	21.18	19.94
		SFC Energy	12.000	15:36	2.56	11.750	2.13	9.900	1.850	18.69	18.29
	L	Osram Licht	38.190	15:35	-0.62	39.490	-3.29	32.980	6.510	19.74	16.76
		Münchener Rück	240.200	15:35	-0.50	237.200	1.26	214.500	22.700	10.58	14.43
	L	7C Solarparken	3.360	15:36	4.67	3.250	3.38	2.950	0.300	10.17	13.21
	L	Rational	640.000	15:35	1.75	641.500	-0.23	563.000	78.500	13.94	12.60
		Linde	176.000	15:35	-0.87	172.300	2.15	164.000	8.300	5.06	10.69
		Nemetschek	46.240	15:35	0.22	45.100	2.53	51.033	-5.933	-11.63	5.84
		Allianz	210.700	15:35	-1.13	207.700	1.44	205.400	2.300	1.12	5.72
		Wirecard	140.000	15:35	-1.44	144.500	-3.11	109.500	35.000	31.96	5.58
		Morphosys	98.350	15:35	0.72	98.200	0.15	88.550	9.650	10.90	4.57
	L	Deutsche Pfandbrief	11.970	15:35	0.67	11.170	7.16	11.150	0.020	0.18	3.79
		Umweltbank	9.760	15:36	-0.81	9.600	1.67	9.560	0.040	0.42	2.96
	L	BayWa	26.000	15:35	-0.95	25.150	3.38	25.350	-0.200	-0.79	2.68
		Steico	24.000	15:36	-0.41	23.400	2.56	23.100	0.300	1.30	2.49
		Siemens Healthineers	35.340	15:35	1.26	36.400	-2.91	36.850	-0.450	-1.22	0.02
	L	Sixt Leasing	12.100	15:36	2.54	11.800	2.54	11.300	0.500	4.42	-0.22
		⇓instrument	freshest		⇓ Δday	7/10/19	⇓ Δwk	8/04/19	prc diff	⇓ Δ26	∅-RS
		Sixt	87.650	15:35	-0.51	85.650	2.34	92.750	-7.100	-7.65	-1.17
		Siemens	99.180	15:35	0.05	96.420	2.86	102.020	-5.600	-5.49	-2.67
	S	Patrizia Immobilien	16.730	15:35	-0.83	17.220	-2.85	19.430	-2.210	-11.37	-3.04
		Zooplus	107.600	15:35	-0.19	110.000	-2.18	95.500	14.500	15.18	-4.90
	L	Schaeffler	7.548	15:35	0.72	6.838	10.38	7.856	-1.018	-12.96	-7.22
	L	Infineon	16.644	15:35	-1.39	16.194	2.78	20.135	-3.941	-19.57	-8.11
	L	Telefonica D	2.637	15:35	-0.11	2.576	2.37	2.910	-0.334	-11.48	-8.43
		Dr. Hönle	50.500	15:35	-0.98	48.100	4.99	51.500	-3.400	-6.60	-8.99
	L	BMW	64.910	15:35	0.20	62.680	3.56	73.570	-10.890	-14.80	-9.60
	L	Siltronic	73.520	15:35	0.05	66.760	10.13	87.960	-21.200	-24.10	-10.42
	L	Koenig & Bauer	36.020	15:35	-1.69	34.040	5.82	39.280	-5.240	-13.34	-11.52
	L	Pro7-Sat1	12.750	15:35	2.08	12.570	1.43	13.715	-1.145	-8.35	-15.07
		Adva	6.400	15:35	1.11	5.920	8.11	9.690	-3.770	-38.91	-16.08
		Süss Microtec	8.440	15:36	2.06	8.040	4.98	10.400	-2.360	-22.69	-16.26
	S	Rhön-Klinikum	20.300	15:35	1.81	19.480	4.21	26.750	-7.270	-27.18	-17.46
		WashTec	48.350	15:35	0.73	48.000	0.73	70.900	-22.900	-32.30	-18.97
		Wacker Chemie	65.080	15:35	-0.49	60.260	8.00	81.800	-21.540	-26.33	-22.30
		Wacker Neuson	15.640	15:35	0.64	15.030	4.06	24.380	-9.350	-38.35	-22.99
		Krones	54.500	15:35	0.09	52.050	4.71	82.550	-30.500	-36.95	-23.99
	L	Medigene	6.080	15:36	1.67	6.060	0.33	9.935	-3.875	-39.00	-25.14
	L	Leoni	11.545	15:35	-1.07	11.100	4.01	20.500	-9.400	-45.85	-38.54
	S	STS	4.500	15:36	-1.10	4.520	-0.44	8.200	-3.680	-44.88	-47.64
		Traton	22.600	15:35	-0.86	23.500	-3.83				-na-
BAX - 46 out of 47 instruments rated - 7/10/19 / 8/04/19 - 22 did rise, Market-Ratio(26) = 47.83 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

5/01/15	scale up chart	7/10/19

Transactions Bayrischer Aktienindex * 26 - 60/40 (2)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		28/08/06	238		- cash -
short	28/08/06	13/11/06	77		KUKA	50	354	14.092	17.029	11.155	-2.937	-21	8,960	-67
					Phoenix Solar	50	306	16.370	14.720	18.205	1.835	11	9,522	65
100							-5						-21
long	13/11/06	26/11/07	378		Wirecard	50	950	5.008	8.328		3.320	66	12,676	63
					Schaltbau	50	482	9.883	12.833		2.950	30	14,098	29
100							48						46
short	26/11/07	27/04/09	518		SFC Energy	50	477	14.750	6.060	35.901	21.151	143	24,187	87
					Patrizia Immobilien	50	1,213	5.820	2.100	16.130	10.310	177	36,693	105
100							160						96
long	27/04/09	6/07/09	70		Infineon	50	10,052	1.825	2.460		0.635	35	43,076	374
					Steico	50	6,552	2.800	3.580		0.780	28	48,186	260
100							31						314
short	6/07/09	20/07/09	14		KUKA	50	2,372	10.156	10.334	9.978	-0.178	-2	47,764	-37
					Grammer	50	4,589	5.250	5.360	5.140	-0.110	-2	47,259	-42
100							-2						-40
long	20/07/09	8/08/11	749		Infineon	50	8,262	2.860	5.452		2.592	91	68,674	37
					Steico	50	5,907	4.000	8.680		4.680	117	96,319	46
100							104						41
short	8/08/11	6/02/12	182		Phoenix Solar	50	3,704	13.000	3.530	47.875	34.875	268	225,498	1,266
					Adva	50	13,018	3.700	4.140	3.260	-0.440	-12	219,770	-22
100							128						423
long	6/02/12	29/09/14	966		BMW	50	1,552	70.760	85.210		14.450	20	242,196	7
					Wacker Neuson	50	8,760	12.550	15.230		2.680	21	265,673	8
100							21						7
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	29/09/14	26/01/15	119		Osram Licht	50	4,480	29.645	41.045	18.245	-11.400	-38	214,601	-77
					Phoenix Solar	50	63,479	2.093	1.920	2.282	0.189	9	226,573	30
100							-15						-39
long	26/01/15	24/08/15	210		KUKA	50	1,832	61.830	64.200		2.370	4	230,915	7
					Patrizia Immobilien	50	7,578	14.950	17.910		2.960	20	253,346	37
100							12						21
short	24/08/15	30/11/15	98		Grammer	50	6,394	19.810	28.390	11.230	-8.580	-43	198,485	-88
					Wacker Neuson	50	9,113	13.900	13.585	14.222	0.322	2	201,422	9
100							-20						-57
long	30/11/15	18/01/16	49		Adva	50	8,534	11.800	8.780		-3.020	-26	175,650	-89
					Koenig & Bauer	50	3,123	32.250	28.365		-3.885	-12	163,517	-62
100							-19						-79
short	18/01/16	22/02/16	35		Leoni	50	2,657	30.770	26.935	35.151	4.381	14	175,157	301
					Morphosys	50	1,971	41.475	38.060	45.196	3.721	9	182,492	145
100							12						214
long	22/02/16	2/05/16	70		Phoenix Solar	50	20,927	4.360	4.260		-0.100	-2	180,399	-11
					Cancom	50	3,859	23.645	22.505		-1.140	-5	176,000	-23
100							-4						-17
short	2/05/16	1/08/16	91		Leoni	50	2,811	31.300	32.625	29.975	-1.325	-4	172,275	-16
					Morphosys	50	2,012	43.730	39.735	48.127	4.397	10	181,122	47
100							3						12
long	1/08/16	2/07/18	700		Adidas	50	608	148.800	183.550		34.750	23	202,250	12
					Koenig & Bauer	50	1,830	49.515	61.550		12.035	24	224,274	12
100							24						12
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	2/07/18	15/04/19	287		Osram Licht	50	3,338	33.590	32.730	34.473	0.883	3	227,220	3
					Adler Modemärkte	50	32,227	3.480	3.280	3.692	0.212	6	234,058	8
100							4						6
long	15/04/19	14/10/19	182		Adva	50	12,280	9.530	6.400		-3.130	-33	195,622	-55
					Nemetschek	50	2,293	51.033	46.240		-4.793	-9	184,631	-18
100							-21						-38
accum	28/08/06	14/10/19	4795	days out of 5033 invested (95%)							1,746		184,631	25

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Phoenix Solar	short	28/08/06	13/11/06	77	16.37	14.72	18.21	1.84	11.21	50	5.60
	short	8/08/11	6/02/12	182	13.00	3.53	47.88	34.88	268.27		134.14
	short	29/09/14	26/01/15	119	2.09	1.92	2.28	0.19	9.01		4.51
	long	22/02/16	2/05/16	70	4.36	4.26		-0.10	-2.29		-1.15	155.44
Patrizia Immobilien	short	26/11/07	27/04/09	518	5.82	2.10	16.13	10.31	177.14		88.57
	long	26/01/15	24/08/15	210	14.95	17.91		2.96	19.80		9.90	107.24
Steico	long	27/04/09	6/07/09	70	2.80	3.58		0.78	27.86		13.93
	long	20/07/09	8/08/11	749	4.00	8.68		4.68	117.00		58.50	80.58
SFC Energy	short	26/11/07	27/04/09	518	14.75	6.06	35.90	21.15	143.40		71.70	71.70
Infineon	long	27/04/09	6/07/09	70	1.83	2.46		0.64	34.79		17.40
	long	20/07/09	8/08/11	749	2.86	5.45		2.59	90.63		45.31	70.60
Wirecard	long	13/11/06	26/11/07	378	5.01	8.33		3.32	66.29		33.15	33.15
Schaltbau	long	13/11/06	26/11/07	378	9.88	12.83		2.95	29.85		14.92	14.92
Wacker Neuson	long	6/02/12	29/09/14	966	12.55	15.23		2.68	21.35		10.68
	short	24/08/15	30/11/15	98	13.90	13.59	14.22	0.32	2.32		1.16	11.96
Adidas	long	1/08/16	2/07/18	700	148.80	183.55		34.75	23.35		11.68	11.68
BMW	long	6/02/12	29/09/14	966	70.76	85.21		14.45	20.42		10.21	10.21
Morphosys	short	18/01/16	22/02/16	35	41.48	38.06	45.20	3.72	8.97		4.49
	short	2/05/16	1/08/16	91	43.73	39.74	48.13	4.40	10.05		5.03	9.74
Koenig & Bauer	long	30/11/15	18/01/16	49	32.25	28.37		-3.89	-12.05		-6.02
	long	1/08/16	2/07/18	700	49.52	61.55		12.04	24.31		12.15	5.40
Leoni	short	18/01/16	22/02/16	35	30.77	26.94	35.15	4.38	14.24		7.12
	short	2/05/16	1/08/16	91	31.30	32.63	29.98	-1.33	-4.23		-2.12	4.85
Adler Modemärkte	short	2/07/18	15/04/19	287	3.48	3.28	3.69	0.21	6.10		3.05	3.05
Cancom	long	22/02/16	2/05/16	70	23.65	22.51		-1.14	-4.82		-2.41	-2.41
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Nemetschek	long	15/04/19	14/10/19	182	51.03	46.24		-4.79	-9.39		-4.70	-4.70
KUKA	short	28/08/06	13/11/06	77	14.09	17.03	11.16	-2.94	-20.84		-10.42
	short	6/07/09	20/07/09	14	10.16	10.33	9.98	-0.18	-1.75		-0.88
	long	26/01/15	24/08/15	210	61.83	64.20		2.37	3.83		1.92	-9.50
Osram Licht	short	29/09/14	26/01/15	119	29.65	41.05	18.25	-11.40	-38.46		-19.23
	short	2/07/18	15/04/19	287	33.59	32.73	34.47	0.88	2.63		1.31	-18.17
Grammer	short	6/07/09	20/07/09	14	5.25	5.36	5.14	-0.11	-2.10		-1.05
	short	24/08/15	30/11/15	98	19.81	28.39	11.23	-8.58	-43.31		-21.66	-22.48
Adva	short	8/08/11	6/02/12	182	3.70	4.14	3.26	-0.44	-11.89		-5.95
	long	30/11/15	18/01/16	49	11.80	8.78		-3.02	-25.59		-12.80
	long	15/04/19	14/10/19	182	9.53	6.40		-3.13	-32.84		-16.42	-31.45

Annotations

28/06/19	Nemetschek	splits1:3 (three for one)
11/06/19	Puma	splits 1:10 (ten for one)
16/07/18	Cancom	stock split 1:2 (another one for one)
18/09/17	Umweltbank	stock split 1:5 (five for one)
20/03/17	BAX	GFK drops out (acquired by KKR)
16/12/16	Medigene	return
10/10/16	Chorus	acquired by Capital Stage - deletion
4/06/16	Schaeffler	moves from SDAX to MDAX (2016-06-20)
10/03/16	WashTec	recording started (SDAX)
9/03/16	Pro7-Sat1	moves from MDAX to DAX
4/03/16	Süss Microtec	returns to the TecDAX
8/02/16	BayX40	complete analysis
21/12/15	Scout24	entry (SDAX)
	Schaeffler	entry (SDAX)
	Siltronic	recording started
4/09/15	Sixt Leasing	recording started (SDAX)
	Deutsche Pfandbrief	recording started (MDAX)
30/06/15	Nemetschek	stock split 1:4 (four for one)
21/06/15	Koenig & Bauer	returns to SDAX
	Adva	returns to TecDAX
1/04/15	CTS Eventim	promotion from SDAX to MDAX replacing TUI


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