Share-o-matic - Assessment DAX (Deutscher Aktienindex)

Assessment - Deutscher Aktienindex - 5/06/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
	L	DAX	18,772.800	Fri	0.46	18,175.200	3.29	15,136.000	3,039.200	20.08	11.11
	L	Rheinmetall	535.800	Fri	-1.11	546.400	-1.94	272.400	274.000	100.59	84.37
	L	Siemens Energy	24.280	Fri	4.21	20.040	21.16	9.386	10.654	113.51	44.35
	L	Deutsche Bank	15.878	Fri	-0.14	15.606	1.74	10.626	4.980	46.87	41.52
	L	Commerzbank	14.005	Fri	0.11	13.845	1.16	10.385	3.460	33.32	28.86
	L	Adidas	224.400	Fri	0.49	225.100	-0.31	172.000	53.100	30.87	25.65
	L	Heidelberg Materials	102.950	Fri	2.85	97.440	5.65	67.340	30.100	44.70	25.60
		Vonovia	27.620	Fri	0.47	28.200	-2.06	23.180	5.020	21.66	24.47
		SAP	176.060	Fri	-0.97	171.480	2.67	128.720	42.760	33.22	24.05
		Daimler Truck	41.490	Fri	0.48	40.590	2.22	29.650	10.940	36.90	20.77
	L	Siemens	188.400	Fri	2.35	179.360	5.04	128.980	50.380	39.06	16.89
	L	Allianz	265.500	Fri	0.84	269.200	-1.37	221.150	48.050	21.73	16.24
		Airbus	159.840	Fri	-1.60	156.660	2.03	128.420	28.240	21.99	13.89
		Beiersdorf	147.250	Fri	1.03	143.950	2.29	122.400	21.550	17.61	13.48
	L	Henkel	82.280	Fri	-0.29	79.500	3.50	67.800	11.700	17.26	10.99
		Münchener Rück	455.400	Fri	3.13	414.300	9.92	373.400	40.900	10.95	10.77
	L	MTU Aero Engines	233.400	Fri	-0.51	226.200	3.18	181.350	44.850	24.73	10.48
		Hannover Rück	237.300	Fri	1.67	232.800	1.93	205.000	27.800	13.56	10.12
	L	Mercedes-Benz	68.190	Fri	-0.23	72.530	-5.98	57.530	15.000	26.07	8.21
	L	BASF	48.805	Fri	-2.08	49.480	-1.36	43.160	6.320	14.64	7.84
		E.on	13.195	Fri	0.80	12.610	4.64	11.265	1.345	11.94	7.45
		Deutsche Börse	187.450	Fri	-0.37	184.250	1.74	159.250	25.000	15.70	6.15
	L	Zalando	25.240	Fri	3.32	24.440	3.27	22.490	1.950	8.67	3.89
		Fresenius	28.670	Fri	2.28	27.870	2.87	25.380	2.490	9.81	3.78
		Deutsche Telekom	21.970	Fri	0.32	21.740	1.06	21.350	0.390	1.83	3.49
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
		Symrise	101.950	Fri	-1.45	101.150	0.79	93.560	7.590	8.11	3.43
		Siemens Healthineers	52.580	Fri	0.19	52.460	0.23	47.570	4.890	10.28	2.64
		BMW	101.600	Fri	-0.05	103.050	-1.41	92.830	10.220	11.01	1.56
		Volkswagen	116.950	Fri	-0.38	116.950		105.060	11.890	11.32	1.17
	L	Porsche Automobil	49.320	Fri	-0.62	49.130	0.39	44.710	4.420	9.89	0.87
		Brenntag	77.740	Fri	0.13	75.920	2.40	70.160	5.760	8.21	0.81
	S	Covestro	48.210	Fri	-1.17	47.540	1.41	46.890	0.650	1.39	-0.20
		Merck (EMD)	155.500	Fri	-0.13	151.950	2.34	146.600	5.350	3.65	-1.52
		Qiagen	40.870	Fri	1.29	39.625	3.14	37.330	2.295	6.15	-2.10
		Infineon	38.000	Fri	3.01	32.220	17.94	29.195	3.025	10.36	-4.13
	S	Deutsche Post	39.580	Fri	1.57	38.420	3.02	37.200	1.220	3.28	-8.22
	S	Continental	60.880	Fri	0.46	62.460	-2.53	62.400	0.060	0.10	-8.76
	L	Porsche	81.540	Fri	0.34	84.300	-3.27	90.320	-6.020	-6.67	-9.11
		RWE	34.500	Fri	1.95	32.380	6.55	36.830	-4.450	-12.08	-10.77
	S	Sartorius	278.800	Fri	-1.06	282.100	-1.17	251.700	30.400	12.08	-11.06
	L	Bayer	28.955	Fri	0.92	28.060	3.19	42.060	-14.000	-33.29	-25.36
DAX - 40 out of 40 instruments rated - 5/06/24 / 11/06/23 - 37 did rise, Market-Ratio(26) = 92.50 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/06/20	scale up chart	5/06/24

Transactions Deutscher 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
1/02/06		11/19/07	686		- cash -
short	11/19/07	6/01/09	560		Pro7-Sat1	50	297	16.790	4.560	61.821	45.031	268	23,374	134
					Infineon	50	698	7.177	2.131	24.174	16.997	237	35,238	121
100							252						127
long	6/01/09	6/22/09	21		Pro7-Sat1	50	3,863	4.560	3.850		-0.710	-16	32,496	-95
					Infineon	50	8,270	2.131	1.953		-0.178	-8	31,021	-78
100							-12						-89
short	6/22/09	7/20/09	28		Commerzbank	50	600	25.841	29.869	21.813	-4.028	-16	28,604	-89
					Continental	50	986	15.737	22.144	9.329	-6.408	-41	22,286	-100
100							-28						-99
long	7/20/09	8/08/11	749		Pro7-Sat1	50	2,947	3.780	14.000		10.220	270	52,405	89
					Infineon	50	3,897	2.860	5.452		2.592	91	62,506	37
100							180						65
short	8/08/11	2/06/12	182		Commerzbank	50	2,035	15.354	14.116	16.701	1.347	9	65,246	18
					RWE	50	1,021	30.593	32.405	28.781	-1.812	-6	63,396	-12
100							1						3
long	2/06/12	7/21/14	896		BMW	50	447	70.760	92.480		21.720	31	73,105	12
					Volkswagen	50	222	142.960	182.110		39.150	27	81,796	10
100							29						11
short	7/21/14	9/08/14	49		Deutsche Bank	50	1,733	23.589	24.214	22.964	-0.625	-3	80,714	-18
					Deutsche Lufthansa	50	2,866	14.275	13.810	14.756	0.481	3	82,091	28
100							0						3
long	9/08/14	10/06/14	28		Infineon	50	4,502	9.116	7.833		-1.283	-14	76,315	-86
					Vonovia	50	1,742	23.555	22.420		-1.135	-5	74,338	-47
100							-9						-73
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	10/06/14	1/19/15	105		Adidas	50	636	58.370	58.810	57.930	-0.440	-1	74,058	-3
					Deutsche Lufthansa	50	3,080	12.080	14.310	9.850	-2.230	-18	67,190	-51
100							-10						-30
long	1/19/15	8/24/15	217		Merck (EMD)	50	382	87.860	79.080		-8.780	-10	63,836	-16
					Vonovia	50	1,137	29.570	26.610		-2.960	-10	60,470	-16
100							-10						-16
short	8/24/15	3/28/16	217		E.on	50	3,475	8.700	7.382	10.254	1.554	18	65,869	32
					RWE	50	2,287	13.220	10.850	16.108	2.888	22	72,473	39
100							20						36
long	3/28/16	4/25/16	28		Adidas	50	353	102.450	107.850		5.400	5	74,380	95
					Infineon	50	2,928	12.400	12.570		0.170	1	74,877	19
100							3						53
short	4/25/16	7/18/16	84		Commerzbank	50	4,582	8.170	5.950	11.218	3.048	37	88,845	297
					Deutsche Bank	50	2,609	14.347	11.710	17.579	3.231	23	97,275	142
100							30						212
long	7/18/16	4/09/18	630		Adidas	50	370	131.150	202.600		71.450	54	123,712	29
					RWE	50	3,089	15.780	20.210		4.430	28	137,396	15
100							41						22
short	4/09/18	4/15/19	371		Deutsche Bank	50	5,982	11.484	7.648	17.244	5.760	50	171,852	49
					Merck (EMD)	50	851	80.660	96.700	64.620	-16.040	-20	158,202	-20
100							15						15
long	4/15/19	8/26/19	133		RWE	50	3,353	23.590	25.330		1.740	7	164,037	22
					Linde	50	498	158.750	166.050		7.300	5	167,672	13
100							6						17
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	8/26/19	11/11/19	77		Deutsche Lufthansa	50	6,233	13.450	17.800	9.100	-4.350	-32	140,558	-84
					thyssenkrupp	50	7,996	10.485	13.335	7.635	-2.850	-27	117,770	-78
100							-30						-81
long	11/11/19	3/09/20	119		SAP	50	476	123.540	98.940		-24.600	-20	106,060	-49
					Volkswagen	50	324	181.500	131.720		-49.780	-27	89,932	-63
100							-24						-56
short	3/09/20	8/31/20	175		Mercedes-Benz	50	1,469	30.605	42.645	18.565	-12.040	-39	72,245	-65
					Continental	50	682	65.917	76.000	55.833	-10.083	-15	65,368	-29
100							-27						-49
long	8/31/20	12/13/21	469		Infineon	50	1,411	23.160	40.010		16.850	73	89,143	53
					Delivery Hero	50	363	90.020	100.250		10.230	11	92,857	9
100							42						31
short	12/13/21	12/12/22	364		Henkel	50	655	70.820	66.200	75.762	4.942	7	96,094	7
					MTU Aero Engines	50	281	164.950	203.600	126.300	-38.650	-23	85,233	-23
100							-8						-8
long	12/12/22	8/21/23	252		Hannover Rück	50	228	186.350	194.200		7.850	4	87,023	6
					Münchener Rück	50	139	307.200	355.800		48.600	16	93,779	24
100							10						15
short	8/21/23	12/18/23	119		Siemens Energy	50	3,637	12.890	11.085	14.989	2.099	16	101,412	59
					Symrise	50	531	88.280	105.550	71.010	-17.270	-20	92,242	-49
100							-2						-5
long	12/18/23	5/10/24	144		SAP	50	313	147.340	176.060		28.720	19	101,231	57
					Vonovia	50	1,737	26.550	27.620		1.070	4	103,090	11
100							12						33
accum	11/19/07	5/10/24	6018	days out of 6704 invested (90%)							931		103,090	15

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Pro7-Sat1	short	11/19/07	6/01/09	560	16.79	4.56	61.82	45.03	268.20	50	134.10
	long	6/01/09	6/22/09	21	4.56	3.85		-0.71	-15.57		-7.79
	long	7/20/09	8/08/11	749	3.78	14.00		10.22	270.37		135.19	407.71
Infineon	short	11/19/07	6/01/09	560	7.18	2.13	24.17	17.00	236.83		118.41
	long	6/01/09	6/22/09	21	2.13	1.95		-0.18	-8.37		-4.18
	long	7/20/09	8/08/11	749	2.86	5.45		2.59	90.63		45.31
	long	9/08/14	10/06/14	28	9.12	7.83		-1.28	-14.07		-7.04
	long	3/28/16	4/25/16	28	12.40	12.57		0.17	1.37		0.69
	long	8/31/20	12/13/21	469	23.16	40.01		16.85	72.75		36.38	288.19
Deutsche Bank	short	7/21/14	9/08/14	49	23.59	24.21	22.96	-0.62	-2.65		-1.32
	short	4/25/16	7/18/16	84	14.35	11.71	17.58	3.23	22.52		11.26
	short	4/09/18	4/15/19	371	11.48	7.65	17.24	5.76	50.16		25.08	37.32
Adidas	short	10/06/14	1/19/15	105	58.37	58.81	57.93	-0.44	-0.75		-0.38
	long	3/28/16	4/25/16	28	102.45	107.85		5.40	5.27		2.64
	long	7/18/16	4/09/18	630	131.15	202.60		71.45	54.48		27.24	30.10
RWE	short	8/08/11	2/06/12	182	30.59	32.41	28.78	-1.81	-5.92		-2.96
	short	8/24/15	3/28/16	217	13.22	10.85	16.11	2.89	21.84		10.92
	long	7/18/16	4/09/18	630	15.78	20.21		4.43	28.07		14.04
	long	4/15/19	8/26/19	133	23.59	25.33		1.74	7.38		3.69	27.27
BMW	long	2/06/12	7/21/14	896	70.76	92.48		21.72	30.70		15.35	15.35
Commerzbank	short	6/22/09	7/20/09	28	25.84	29.87	21.81	-4.03	-15.59		-7.79
	short	8/08/11	2/06/12	182	15.35	14.12	16.70	1.35	8.77		4.39
	short	4/25/16	7/18/16	84	8.17	5.95	11.22	3.05	37.31		18.66	14.21
E.on	short	8/24/15	3/28/16	217	8.70	7.38	10.25	1.55	17.86		8.93	8.93
Siemens Energy	short	8/21/23	12/18/23	119	12.89	11.09	14.99	2.10	16.28		8.14	8.14
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Münchener Rück	long	12/12/22	8/21/23	252	307.20	355.80		48.60	15.82		7.91	7.91
Delivery Hero	long	8/31/20	12/13/21	469	90.02	100.25		10.23	11.36		5.68	5.68
Henkel	short	12/13/21	12/12/22	364	70.82	66.20	75.76	4.94	6.98		3.49	3.49
Linde	long	4/15/19	8/26/19	133	158.75	166.05		7.30	4.60		2.30	2.30
Hannover Rück	long	12/12/22	8/21/23	252	186.35	194.20		7.85	4.21		2.11	2.11
SAP	long	11/11/19	3/09/20	119	123.54	98.94		-24.60	-19.91		-9.96
	long	12/18/23	5/10/24	144	147.34	176.06		28.72	19.49		9.75	-1.18
Volkswagen	long	2/06/12	7/21/14	896	142.96	182.11		39.15	27.39		13.69
	long	11/11/19	3/09/20	119	181.50	131.72		-49.78	-27.43		-13.71	-1.90
Vonovia	long	9/08/14	10/06/14	28	23.56	22.42		-1.14	-4.82		-2.41
	long	1/19/15	8/24/15	217	29.57	26.61		-2.96	-10.01		-5.01
	long	12/18/23	5/10/24	144	26.55	27.62		1.07	4.03		2.02	-5.43
Symrise	short	8/21/23	12/18/23	119	88.28	105.55	71.01	-17.27	-19.56		-9.78	-9.78
MTU Aero Engines	short	12/13/21	12/12/22	364	164.95	203.60	126.30	-38.65	-23.43		-11.72	-11.72
thyssenkrupp	short	8/26/19	11/11/19	77	10.49	13.34	7.64	-2.85	-27.18		-13.59	-13.59
Merck (EMD)	long	1/19/15	8/24/15	217	87.86	79.08		-8.78	-9.99		-5.00
	short	4/09/18	4/15/19	371	80.66	96.70	64.62	-16.04	-19.89		-9.94	-14.44
Mercedes-Benz	short	3/09/20	8/31/20	175	30.61	42.65	18.57	-12.04	-39.34		-19.67	-19.67
Deutsche Lufthansa	short	7/21/14	9/08/14	49	14.28	13.81	14.76	0.48	3.37		1.68
	short	10/06/14	1/19/15	105	12.08	14.31	9.85	-2.23	-18.46		-9.23
	short	8/26/19	11/11/19	77	13.45	17.80	9.10	-4.35	-32.34		-16.17	-22.63
Continental	short	6/22/09	7/20/09	28	15.74	22.14	9.33	-6.41	-40.72		-20.36
	short	3/09/20	8/31/20	175	65.92	76.00	55.83	-10.08	-15.30		-7.65	-26.45

Annotations

9/20/21	DAX	DAX40: Join-ins from MDAX: Airbus, Brenntag, HelloFresh, Porsche, Puma, Qiagen, Sartorius, Siemens Healthineers, Symrise, Zalando
9/16/21	Continental	spin-off drive technology: one additional Vitesco for five Continental
9/24/18	DAX	Wirecard replaces Commerzbank
3/19/18	DAX	Covestro replaces Pro7-Sat1
9/12/16	E.on	demerger of Uniper (power plants) 10 + 1 (one additional Uniper for ten E.on)
6/13/16	Sartorius	stock split 1:4 (four for one)
3/09/16	DAX	complete analysis after advanced exchange of Pro7Sat.1 and K+S
12/21/15	Covestro	recording started
9/21/15	Vonovia	moves from MDAX to DAX
9/07/15	DAX	complete analysis ex Lanxess - in Vonovia
9/02/15	Deutsche Annington	changes name to Vonovia
6/21/15	Zalando	promotion from SDAX to MDAX


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