Assessment - German Entrepreneurial Index GEX - 5/13/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	5/13/24	⇓ Δwk	11/13/23	prc diff	⇓ Δ26		∅-RS
						L		GEX PR	1,971.000	Fri	-1.17	1,959.270	0.60	1,753.850	205.420	11.71		7.05
						L		Mutares	41.400	Fri	-2.47	42.850	-3.38	31.700	11.150	35.17		49.18
						L		Multitude	5.140	Fri	-1.91	5.620	-8.54	2.680	2.940	109.70		45.97
						L		AUTO1	6.730	Fri	-3.44	7.355	-8.50	6.422	0.933	14.53		29.29
								Serviceware	12.700	Fri	1.60	12.200	4.10	8.240	3.960	48.06		28.13
						L		Knorr-Bremse	74.250	Fri	0.20	74.450	-0.27	54.400	20.050	36.86		20.94
						L		Stemmer Imaging	34.000	Fri	0.59	35.100	-3.13	28.100	7.000	24.91		9.02
						L		Knaus Tabbert	46.350	Fri	-2.83	46.900	-1.17	40.400	6.500	16.09		0.99
								elumeo	2.440	Fri	1.67	2.380	2.52	2.540	-0.160	-6.30		-7.66
						S		Nagarro	85.800	Fri	-3.11	72.350	18.59	76.050	-3.700	-4.87		-7.88
								Porsche	82.400	Fri	-1.29	84.000	-1.90	87.880	-3.880	-4.42		-8.94
						L		DFV	6.150	Fri	0.82	6.000	2.50	6.360	-0.360	-5.66		-11.21
								Dermapharm	37.400	Fri	1.36	34.900	7.16	37.860	-2.960	-7.82		-12.67
								SMA Solar	48.540	Fri	-0.49	47.700	1.76	53.650	-5.950	-11.09		-23.89
						S		Varta	11.990	Fri	-0.08	10.940	9.60	21.950	-11.010	-50.16		-35.35
						S		creditshelf	0.200	Fri		0.520	-61.54	4.240	-3.720	-87.74		-75.77
GEX - 15 out of 15 instruments rated - 5/13/24 / 11/13/23 - 7 did rise, Market-Ratio(26) = 46.67 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions German Entrepreneurial Index GEX * Mixed Straddles L9 - 72/54 (1) - S10 - 33/74 (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		1/08/07	371				- cash -
long	1/08/07	3/05/07	56				Drägerwerk	100	175		57.050	60.660		3.610	6	10,632	49
3/05/07		8/06/07	154				- cash -
short	8/06/07	5/19/08	287				Patrizia Immobilien	100	875		12.150	4.100	36.006	23.856	196	31,505	298
long	5/19/08	6/23/08	35				Manz	100	179		175.900	171.000		-4.900	-3	30,628	-26
6/23/08		7/28/08	35				- cash -
short	7/28/08	4/13/09	259				Patrizia Immobilien	100	12,154		2.520	2.150	2.954	0.434	17	35,899	25
4/13/09		4/20/09	7				- cash -
long	4/20/09	7/20/09	91				Patrizia Immobilien	100	16,854		2.130	3.250		1.120	53	54,776	445
7/20/09		9/07/09	49				- cash -
	9/07/09	11/16/09	70				Patrizia Immobilien	100	15,923		3.440	3.840		0.400	12	61,145	77
11/16/09		4/05/10	140				- cash -
	4/05/10	5/03/10	28				YOC	100	1,622		37.686	33.584		-4.102	-11	54,492	-78
5/03/10		6/07/10	35				- cash -
short	6/07/10	7/26/10	49				Hypoport	100	8,760		6.220	7.100	5.340	-0.880	-14	46,783	-68
long	7/26/10	8/23/10	28				YOC	100	1,517		30.825	34.375		3.550	12	52,168	314
8/23/10		9/13/10	21				- cash -
	9/13/10	11/29/10	77				YOC	100	1,384		37.686	35.026		-2.660	-7	48,487	-29
11/29/10		1/31/11	63				- cash -
	1/31/11	3/07/11	35				InVision	100	3,011		16.100	22.905		6.805	42	68,977	3,851
3/07/11		6/27/11	112				- cash -
short	6/27/11	2/06/12	224				MeVis Medical	100	8,622		8.000	3.900	16.410	8.410	105	141,490	222
long	1/23/12	4/09/12	77				Delticom	100	1,854		76.300	76.420		0.120	0	141,713	1
4/09/12		5/14/12	35				- cash -
short	5/14/12	1/28/13	259				ZhongDe Waste Tech	100	59,046		2.400	2.100	2.743	0.343	14	161,960	21
long	1/21/13	4/01/13	70				MBB	100	9,334		17.350	18.395		1.045	6	171,714	36
4/01/13		4/29/13	28				- cash -
short	4/29/13	10/07/13	161				YOC	100	33,413		5.139	1.861	14.191	9.052	176	474,165	900
long	8/26/13	12/16/13	112				Manz	100	9,579		49.500	59.550		10.050	20	570,434	83
12/16/13		1/06/14	21				- cash -
	1/06/14	1/27/14	21				ZhongDe Waste Tech	100	120,344		4.740	4.700		-0.040	-1	565,620	-14
1/27/14		2/17/14	21				- cash -
	2/17/14	3/17/14	28				ZhongDe Waste Tech	100	131,539		4.300	3.801		-0.499	-12	499,982	-80
3/17/14		8/04/14	140				- cash -
short	8/04/14	12/22/14	140				SMA Solar	100	25,005		19.995	14.800	27.014	7.019	35	675,480	119
long	12/15/14	5/18/15	154				Ströer Media	100	30,661		22.030	36.110		14.080	64	1,107,186	223
5/18/15		8/24/15	98				- cash -
short	8/24/15	4/18/16	238				ZhongDe Waste Tech	100	671,022		1.650	1.458	1.867	0.217	13	1,253,000	21
long	10/26/15	1/04/16	70				Hypoport	100	22,802		54.950	75.500		20.550	37	1,721,581	424
	3/21/16	4/25/16	35				Verbio	100	228,265		7.542	8.378		0.836	11	1,912,410	199
4/25/16		6/27/16	63				- cash -
short	6/27/16	9/05/16	70				4SC	100	161,384		11.850	11.250	12.482	0.632	5	2,014,405	31
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
9/05/16		1/09/17	126				- cash -
long	1/09/17	4/17/17	98				MBB	100	27,173		74.130	81.610		7.480	10	2,217,659	43
4/17/17		5/08/17	21				- cash -
	5/08/17	7/03/17	56				MBB	100	24,662		89.920	93.720		3.800	4	2,311,374	31
7/03/17		9/11/17	70				- cash -
	9/11/17	11/13/17	63				Bauer	100	77,824		29.700	28.390		-1.310	-4	2,209,425	-23
11/13/17		1/15/18	63				- cash -
	1/15/18	2/05/18	21				Viscom	100	62,946		35.100	32.600		-2.500	-7	2,052,060	-72
2/05/18		3/19/18	42				- cash -
short	3/19/18	2/25/19	343				Verbio	100	420,849		4.876	7.025	2.727	-2.149	-44	1,147,656	-46
long	2/25/19	6/24/19	119				Varta	100	32,057		35.800	51.200		15.400	43	1,641,333	200
6/24/19		8/05/19	42				- cash -
short	8/05/19	5/25/20	294				Aumann	100	116,904		14.040	10.000	19.712	5.672	40	2,304,436	52
long	1/06/20	2/24/20	49				Varta	100	19,397		118.800	78.100		-40.700	-34	1,514,978	-96
	5/18/20	6/22/20	35				Sixt Leasing	100	82,246		18.420	17.200		-1.220	-7	1,414,638	-51
6/22/20		10/26/20	126				- cash -
short	10/26/20	1/11/21	77				Aroundtown	100	331,763		4.264	5.728	2.800	-1.464	-34	928,937	-86
long	12/28/20	3/29/21	91				Akasol	100	8,985		103.380	119.500		16.120	16	1,073,775	79
3/29/21		10/11/21	196				- cash -
short	10/11/21	12/05/22	420				Voltabox	100	547,286		1.962	1.020	3.774	1.812	92	2,065,458	77
long	11/28/22	1/23/23	56				SMA Solar	100	34,224		60.350	77.700		17.350	29	2,659,244	419
1/23/23		3/27/23	63				- cash -
short	3/27/23	1/08/24	287				The Social Chain	100	820,754		3.240	0.088	119.973	116.733	3,603	98,467,992	9,782
long	1/01/24	1/22/24	21				Mutares	100	2,781,581		35.400	34.450		-0.950	-3	95,825,490	-38
1/22/24		3/04/24	42				- cash -
short	3/04/24	5/17/24	74				creditshelf	100	187,893,118		0.510	0.200	1.301	0.791	155	244m	10,021
accum	1/08/07	5/17/24	4529	days out of 6713 invested (67%)										2,443,450		244m	126

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
The Social Chain	short	3/27/23	1/08/24	287	3.24	0.09	119.97	116.73	3,602.86			3,602.86
Patrizia Immobilien	short	8/06/07	5/19/08	287	12.15	4.10	36.01	23.86	196.34
	short	7/28/08	4/13/09	259	2.52	2.15	2.95	0.43	17.21
	long	4/20/09	7/20/09	91	2.13	3.25		1.12	52.58
	long	9/07/09	11/16/09	70	3.44	3.84		0.40	11.63			491.61
YOC	long	4/05/10	5/03/10	28	37.69	33.58		-4.10	-10.88
	long	7/26/10	8/23/10	28	30.83	34.38		3.55	11.52
	long	9/13/10	11/29/10	77	37.69	35.03		-2.66	-7.06
	short	4/29/13	10/07/13	161	5.14	1.86	14.19	9.05	176.14			155.05
creditshelf	short	3/04/24	5/17/24	74	0.51	0.20	1.30	0.79	155.00			155.00
MeVis Medical	short	6/27/11	2/06/12	224	8.00	3.90	16.41	8.41	105.13			105.13
Voltabox	short	10/11/21	12/05/22	420	1.96	1.02	3.77	1.81	92.35			92.35
SMA Solar	short	8/04/14	12/22/14	140	20.00	14.80	27.01	7.02	35.10
	long	11/28/22	1/23/23	56	60.35	77.70		17.35	28.75			73.94
Ströer Media	long	12/15/14	5/18/15	154	22.03	36.11		14.08	63.91			63.91
InVision	long	1/31/11	3/07/11	35	16.10	22.91		6.81	42.27			42.27
Aumann	short	8/05/19	5/25/20	294	14.04	10.00	19.71	5.67	40.40			40.40
MBB	long	1/21/13	4/01/13	70	17.35	18.40		1.05	6.02
	long	1/09/17	4/17/17	98	74.13	81.61		7.48	10.09
	long	5/08/17	7/03/17	56	89.92	93.72		3.80	4.23			21.65
Hypoport	short	6/07/10	7/26/10	49	6.22	7.10	5.34	-0.88	-14.15
	long	10/26/15	1/04/16	70	54.95	75.50		20.55	37.40			17.96
Manz	long	5/19/08	6/23/08	35	175.90	171.00		-4.90	-2.79
	long	8/26/13	12/16/13	112	49.50	59.55		10.05	20.30			16.95
Akasol	long	12/28/20	3/29/21	91	103.38	119.50		16.12	15.59			15.59
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
ZhongDe Waste Tech	short	5/14/12	1/28/13	259	2.40	2.10	2.74	0.34	14.29
	long	1/06/14	1/27/14	21	4.74	4.70		-0.04	-0.84
	long	2/17/14	3/17/14	28	4.30	3.80		-0.50	-11.60
	short	8/24/15	4/18/16	238	1.65	1.46	1.87	0.22	13.17			13.36
Drägerwerk	long	1/08/07	3/05/07	56	57.05	60.66		3.61	6.33			6.33
4SC	short	6/27/16	9/05/16	70	11.85	11.25	12.48	0.63	5.33			5.33
Delticom	long	1/23/12	4/09/12	77	76.30	76.42		0.12	0.16			0.16
Mutares	long	1/01/24	1/22/24	21	35.40	34.45		-0.95	-2.68			-2.68
Bauer	long	9/11/17	11/13/17	63	29.70	28.39		-1.31	-4.41			-4.41
Varta	long	2/25/19	6/24/19	119	35.80	51.20		15.40	43.02
	long	1/06/20	2/24/20	49	118.80	78.10		-40.70	-34.26			-5.98
Sixt Leasing	long	5/18/20	6/22/20	35	18.42	17.20		-1.22	-6.62			-6.62
Viscom	long	1/15/18	2/05/18	21	35.10	32.60		-2.50	-7.12			-7.12
Aroundtown	short	10/26/20	1/11/21	77	4.26	5.73	2.80	-1.46	-34.33			-34.33
Verbio	long	3/21/16	4/25/16	35	7.54	8.38		0.84	11.08
	short	3/19/18	2/25/19	343	4.88	7.03	2.73	-2.15	-44.07			-37.87

Annotations

2/21/24	GEX			Component update: The Social Chain (insolvency) and va-Q-tec (acuisition by EQT) retire
2/10/17	GEX			machine learning processed for all techniques
2/06/17	GEX			implementation
6/21/15	Ferratum			recording started

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