Share-o-matic

Mon, 17th Feb 2020, 9:09UTC

Assessment - Bayrischer Aktienindex - 10/02/20 - RS = 26

		⇓instrument	freshest		⇓ Δday	10/02/20	⇓ Δwk	12/08/19	prc diff	⇓ Δ26	∅-RS
	L	BAX	866.372	08:47	0.02	850.669	1.85	727.128	123.541	16.99	9.40
	L	Steico	35.300	Fri	-0.84	33.500	5.37	24.200	9.300	38.43	37.14
		va-Q-tec	12.100	Fri	-0.82	11.600	4.31	8.780	2.820	32.12	34.93
	L	Nemetschek	66.650	Fri	-0.07	65.200	2.22	45.980	19.220	41.80	31.10
	L	Osram Licht	47.750	Fri	-0.21	46.440	2.82	33.620	12.820	38.13	30.79
	L	Scout24	64.500	Fri	-0.77	64.550	-0.08	50.000	14.550	29.10	28.50
	L	Deutsche Pfandbrief	15.470	Fri	-1.21	15.050	2.79	10.270	4.780	46.54	27.88
	L	Sixt Leasing	14.560	Fri	-0.41	14.600	-0.27	10.000	4.600	46.00	26.87
	L	Umweltbank	13.400	Fri	0.75	12.700	5.51	10.050	2.650	26.37	25.32
	L	Siltronic	107.100	Fri	3.63	93.760	14.23	63.880	29.880	46.78	24.77
	L	MTU Aero Engines	281.400	Fri	1.99	276.100	1.92	215.800	60.300	27.94	23.77
		CTS Eventim	59.200	Fri	2.16	57.250	3.41	44.280	12.970	29.29	22.11
	L	Münchener Rück	282.300	Fri	0.39	277.500	1.73	212.700	64.800	30.47	20.83
	L	Infineon	22.570	Fri	-1.25	21.715	3.94	15.788	5.927	37.54	20.79
	L	7C Solarparken	3.750	Fri	-0.79	3.800	-1.32	3.140	0.660	21.02	20.29
		Dermapharm	38.950	Fri	-1.63	38.750	0.52	28.585	10.165	35.56	19.04
		Schaeffler	9.420	Fri	-1.46	9.032	4.30	6.334	2.698	42.60	18.70
		Puma	71.950	Fri	-1.24	71.300	0.91	60.500	10.800	17.85	18.63
	L	Patrizia Immobilien	23.600	Fri	6.12	21.700	8.76	16.920	4.780	28.25	17.61
		Cancom	53.800	Fri	-0.55	54.000	-0.37	47.600	6.400	13.45	16.33
		Linde	205.100	Fri	-0.15	197.050	4.09	171.550	25.500	14.86	15.17
		Morphosys	114.200	Fri	-2.56	113.300	0.79	104.700	8.600	8.21	14.13
		SFC Energy	12.000	Fri	-0.41	12.500	-4.00	10.300	2.200	21.36	14.04
		Adidas	288.400	Fri	0.24	286.050	0.82	267.800	18.250	6.81	10.83
		Adva	8.200	Fri	-2.03	7.960	3.02	6.400	1.560	24.38	10.21
		⇓instrument	freshest		⇓ Δday	10/02/20	⇓ Δwk	12/08/19	prc diff	⇓ Δ26	∅-RS
	L	Krones	71.200	Fri	-0.21	70.650	0.78	50.400	20.250	40.18	9.86
	L	Wirecard	138.900	Fri	-3.47	139.950	-0.75	145.550	-5.600	-3.85	9.67
		Allianz	232.050	08:46	0.35	228.000	1.78	201.850	26.150	12.96	9.13
		Siemens Healthineers	40.055	Fri		40.870	-1.99	37.260	3.610	9.69	7.44
		BayWa	28.200	Fri	-2.08	27.500	2.55	23.200	4.300	18.53	6.92
		Süss Microtec	10.380	Fri	-0.76	10.460	-0.76	8.540	1.920	22.48	5.77
	L	Sixt	96.700	Fri	-0.82	94.800	2.00	85.150	9.650	11.33	5.53
		Siemens	107.200	08:47	0.51	108.300	-1.02	89.750	18.550	20.67	5.45
		Rational	660.000	Fri	-0.90	656.500	0.53	572.000	84.500	14.77	5.01
	L	WashTec	54.500	Fri	0.74	54.400	0.18	47.500	6.900	14.53	-0.44
		Telefonica D	2.583	Fri	0.12	2.548	1.37	2.220	0.328	14.77	-2.79
	S	BMW	65.860	Fri	-1.10	63.810	3.21	63.340	0.470	0.74	-6.73
		Wacker Chemie	71.300	Fri	-0.83	66.080	7.90	65.840	0.240	0.36	-6.83
	S	Pro7-Sat1	12.345	Fri	0.86	12.200	1.19	11.790	0.410	3.48	-10.51
	L	Medigene	5.665	Fri	-0.79	5.670	-0.09	6.400	-0.730	-11.41	-12.65
		Zooplus	89.000	Fri	-1.00	88.000	1.14	116.600	-28.600	-24.53	-13.51
	S	Dr. Hönle	43.150	Fri	-0.69	43.000	0.35	45.950	-2.950	-6.42	-13.60
	L	STS	5.510	Fri	-2.65	5.459	0.93	6.570	-1.111	-16.91	-15.26
	L	Leoni	10.865	Fri	-4.40	11.120	-2.29	11.525	-0.405	-3.51	-16.04
	S	Wacker Neuson	15.000	Fri		14.570	2.95	17.350	-2.780	-16.02	-20.96
		Rhön-Klinikum	17.140	Fri	-0.58	17.120	0.12	23.950	-6.830	-28.52	-21.50
	S	Koenig & Bauer	24.760	Fri	-0.64	23.980	3.25	32.840	-8.860	-26.98	-30.11
		Traton	22.800	Fri	-0.41	23.265	-2.00	23.430	-0.165	-0.70	-na-
BAX - 47 out of 47 instruments rated - 10/02/20 / 12/08/19 - 37 did rise, Market-Ratio(26) = 78.72 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

4/01/16	scale up chart	10/02/20

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	14/02/20	305		Adva	50	12,280	9.530	8.200		-1.330	-14	217,726	-16
					Nemetschek	50	2,293	51.033	66.650		15.617	31	253,535	38
100							8						10
accum	28/08/06	14/02/20	4921	days out of 5159 invested (95%)							2,435		253,535	27

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
Nemetschek	long	15/04/19	14/02/20	305	51.03	66.65		15.62	30.60		15.30	15.30
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Cancom	long	22/02/16	2/05/16	70	23.65	22.51		-1.14	-4.82		-2.41	-2.41
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	14/02/20	305	9.53	8.20		-1.33	-13.96		-6.98	-23.70

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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