| | |
| | |
Assessment - Small-Cap-DAX in Pound sterling - 7/30/18 - RS = 21
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/30/18 |
Δwk |
3/05/18 |
prc diff |
⇓ Δ21 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SDAX |
12,145.184 |
8/12/24 |
0.02 |
11,018.975 |
|
10,558.166 |
460.809 |
4.36 |
|
3.71 |
| |  |
 |
 |
 |
|
 |
Atoss |
121.025 |
8/12/24 |
0.74 |
19.829 |
|
19.914 |
-0.084 |
-0.42 |
|
11.01 |
| |  |
 |
 |
 |
|
 |
PNE Wind |
12.744 |
8/12/24 |
-0.42 |
2.268 |
|
2.575 |
-0.307 |
-11.92 |
|
-4.39 |
| |  |
 |
 |
 |
L |
 |
Eckert & Ziegler |
37.805 |
8/12/24 |
1.34 |
8.823 |
|
7.807 |
1.016 |
13.01 |
|
10.13 |
| |  |
 |
 |
 |
|
 |
Energiekontor |
52.135 |
8/12/24 |
-2.34 |
12.878 |
|
11.984 |
0.894 |
7.46 |
|
-1.79 |
| |  |
 |
 |
 |
L |
 |
Süss MicroTec |
50.175 |
8/12/24 |
0.72 |
12.798 |
|
12.563 |
0.235 |
1.87 |
|
-1.51 |
| |  |
 |
 |
 |
L |
 |
Elmos Semiconductor |
65.681 |
8/12/24 |
0.82 |
20.097 |
|
23.077 |
-2.980 |
-12.91 |
|
-6.42 |
| |  |
 |
 |
 |
|
 |
Mutares |
27.850 |
8/12/24 |
0.16 |
9.491 |
|
16.038 |
-6.547 |
-40.82 |
|
-25.40 |
| |  |
 |
 |
 |
|
 |
Adtran Networks |
17.022 |
8/12/24 |
|
6.439 |
|
5.417 |
1.022 |
18.86 |
|
21.65 |
| |  |
 |
 |
 |
L |
 |
Verbio |
14.348 |
8/12/24 |
0.06 |
5.534 |
|
4.785 |
0.750 |
15.67 |
|
-2.74 |
| |  |
 |
 |
 |
L |
 |
SFC Energy |
17.485 |
8/12/24 |
-0.71 |
7.433 |
|
6.700 |
0.732 |
10.93 |
|
29.77 |
| |  |
 |
 |
 |
L |
 |
KSB |
540.067 |
8/12/24 |
-1.30 |
315.485 |
|
408.965 |
-93.481 |
-22.86 |
|
-19.10 |
| |  |
 |
 |
 |
|
 |
Hypoport |
230.999 |
8/12/24 |
4.68 |
143.840 |
|
111.374 |
32.466 |
29.15 |
|
16.79 |
| |  |
 |
 |
 |
L |
 |
flatexDEGIRO |
10.922 |
8/12/24 |
0.20 |
6.862 |
|
6.326 |
0.536 |
8.48 |
|
20.79 |
| |  |
 |
 |
 |
|
 |
GFT Technologies |
18.715 |
8/12/24 |
-0.47 |
12.245 |
|
11.957 |
0.288 |
2.41 |
|
1.71 |
| |  |
 |
 |
 |
|
 |
SAF-Holland |
16.006 |
8/12/24 |
0.90 |
12.441 |
|
15.503 |
-3.062 |
-19.75 |
|
-14.73 |
| |  |
 |
 |
 |
L |
 |
Dermapharm |
31.326 |
8/12/24 |
0.29 |
24.775 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
CEWE Stiftung |
87.872 |
8/12/24 |
0.10 |
69.514 |
|
71.814 |
-2.300 |
-3.20 |
|
-3.90 |
| |  |
 |
 |
 |
L |
 |
Hornbach Holding |
66.305 |
8/12/24 |
0.40 |
53.116 |
|
62.102 |
-8.987 |
-14.47 |
|
-15.83 |
| |  |
 |
 |
 |
S |
 |
DWS |
29.534 |
8/12/24 |
0.61 |
24.330 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
adesso |
62.295 |
8/12/24 |
-0.43 |
51.690 |
|
54.440 |
-2.750 |
-5.05 |
|
6.60 |
| |  |
 |
 |
 |
L |
 |
Pfeiffer Vacuum |
135.106 |
8/12/24 |
-0.92 |
124.144 |
|
128.748 |
-4.604 |
-3.58 |
|
-2.43 |
| |  |
 |
 |
 |
L |
 |
Sto |
105.518 |
8/12/24 |
-2.95 |
97.319 |
|
102.820 |
-5.501 |
-5.35 |
|
-7.35 |
| |  |
 |
 |
 |
L |
 |
Vossloh |
42.198 |
8/12/24 |
-0.53 |
39.168 |
|
33.145 |
6.023 |
18.17 |
|
-3.33 |
| |  |
 |
 |
 |
S |
 |
Jost Werke |
34.133 |
8/12/24 |
-0.39 |
32.039 |
|
37.511 |
-5.472 |
-14.59 |
|
-2.37 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/30/18 |
Δwk |
3/05/18 |
prc diff |
⇓ Δ21 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
MLP |
5.142 |
8/12/24 |
0.87 |
4.973 |
|
4.722 |
0.251 |
5.31 |
|
1.56 |
| |  |
 |
 |
 |
|
 |
Amadeus Fire |
83.773 |
8/12/24 |
|
83.149 |
|
76.625 |
6.524 |
8.51 |
|
11.61 |
| |  |
 |
 |
 |
L |
 |
Adtran |
3.869 |
8/12/24 |
-1.30 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
AUTO1 |
7.241 |
8/12/24 |
0.18 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Ionos |
22.013 |
8/12/24 |
2.28 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
Nagarro |
67.642 |
8/12/24 |
-0.20 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Schott Pharma |
29.303 |
8/12/24 |
0.49 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Synlab |
9.857 |
8/12/24 |
1.10 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
thyssenkrupp nucera |
7.553 |
8/12/24 |
-2.02 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Traton |
23.795 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Vitesco Technologies |
46.387 |
8/12/24 |
-0.10 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
Südzucker |
10.694 |
8/12/24 |
0.33 |
11.122 |
|
13.182 |
-2.060 |
-15.63 |
|
-20.11 |
| |  |
 |
 |
 |
L |
 |
KWS Saat |
57.482 |
8/12/24 |
0.31 |
59.800 |
|
56.934 |
2.865 |
5.03 |
|
1.52 |
| |  |
 |
 |
 |
S |
 |
PVA TePla |
11.657 |
8/12/24 |
0.15 |
15.150 |
|
12.117 |
3.033 |
25.03 |
|
101.42 |
| |  |
 |
 |
 |
|
 |
Hamborner |
5.855 |
8/12/24 |
-0.45 |
8.137 |
|
8.135 |
0.002 |
0.02 |
|
-1.54 |
| |  |
 |
 |
 |
|
 |
Kontron |
14.928 |
8/12/24 |
0.30 |
21.496 |
|
17.855 |
3.640 |
20.39 |
|
26.27 |
| |  |
 |
 |
 |
|
 |
Drägerwerk |
40.772 |
8/12/24 |
0.44 |
59.087 |
|
73.462 |
-14.376 |
-19.57 |
|
-12.16 |
| |  |
 |
 |
 |
L |
 |
Deutsche Beteiligung |
22.325 |
8/12/24 |
0.60 |
33.375 |
|
38.001 |
-4.625 |
-12.17 |
|
-9.08 |
| |  |
 |
 |
 |
|
 |
Fielmann |
35.737 |
8/12/24 |
|
53.650 |
|
59.563 |
-5.913 |
-9.93 |
|
-12.91 |
| |  |
 |
 |
 |
S |
 |
Takkt |
9.393 |
8/12/24 |
-0.57 |
14.277 |
|
19.646 |
-5.369 |
-27.33 |
|
-14.49 |
| |  |
 |
 |
 |
L |
 |
Cancom |
27.057 |
8/12/24 |
-0.52 |
41.655 |
|
34.994 |
6.661 |
19.03 |
|
27.15 |
| |  |
 |
 |
 |
|
 |
Wacker Neuson |
12.512 |
8/12/24 |
-0.28 |
19.428 |
|
24.467 |
-5.038 |
-20.59 |
|
-18.03 |
| |  |
 |
 |
 |
L |
 |
W&W |
10.784 |
8/12/24 |
-0.49 |
17.093 |
|
19.825 |
-2.731 |
-13.78 |
|
-9.70 |
| |  |
 |
 |
 |
L |
 |
SGL Carbon |
5.356 |
8/12/24 |
-0.83 |
8.974 |
|
9.997 |
-1.023 |
-10.23 |
|
-12.73 |
| |  |
 |
 |
 |
|
 |
Deutz |
4.032 |
8/12/24 |
-0.44 |
6.786 |
|
6.339 |
0.447 |
7.05 |
|
6.90 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/30/18 |
Δwk |
3/05/18 |
prc diff |
⇓ Δ21 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Borussia Dortmund |
3.235 |
8/12/24 |
1.68 |
5.615 |
|
5.007 |
0.607 |
12.13 |
|
2.71 |
| |  |
 |
 |
 |
L |
 |
Stratec |
36.985 |
8/12/24 |
4.27 |
64.968 |
|
63.439 |
1.530 |
2.41 |
|
13.95 |
| |  |
 |
 |
 |
|
 |
Klöckner |
4.474 |
8/12/24 |
-0.59 |
8.382 |
|
9.400 |
-1.018 |
-10.83 |
|
-7.12 |
| |  |
 |
 |
 |
|
 |
Dürr |
17.289 |
8/12/24 |
-2.27 |
33.055 |
|
41.877 |
-8.822 |
-21.07 |
|
-23.32 |
| |  |
 |
 |
 |
|
 |
Grand City |
10.338 |
8/12/24 |
|
19.874 |
|
16.412 |
3.462 |
21.09 |
|
15.93 |
| |  |
 |
 |
 |
|
 |
Deutsche Wohnen |
17.788 |
8/12/24 |
-1.19 |
37.252 |
|
30.534 |
6.718 |
22.00 |
|
13.83 |
| |  |
 |
 |
 |
S |
 |
BayWa |
12.299 |
8/12/24 |
0.44 |
26.112 |
|
26.730 |
-0.618 |
-2.31 |
|
-3.54 |
| |  |
 |
 |
 |
|
 |
Metro |
3.881 |
8/12/24 |
|
9.331 |
|
13.752 |
-4.422 |
-32.15 |
|
-27.71 |
| |  |
 |
 |
 |
L |
 |
Heidelberger Druck |
0.889 |
8/12/24 |
|
2.185 |
|
2.579 |
-0.393 |
-15.25 |
|
-16.30 |
| |  |
 |
 |
 |
S |
 |
Schaeffler |
4.141 |
8/12/24 |
0.17 |
10.427 |
|
11.396 |
-0.969 |
-8.50 |
|
-9.93 |
| |  |
 |
 |
 |
L |
 |
Ceconomy |
2.442 |
8/12/24 |
-1.44 |
6.285 |
|
9.436 |
-3.151 |
-33.39 |
|
-27.53 |
| |  |
 |
 |
 |
|
 |
Patrizia Immobilien |
6.372 |
8/12/24 |
1.27 |
16.434 |
|
15.895 |
0.538 |
3.39 |
|
2.93 |
| |  |
 |
 |
 |
|
 |
Indus Holding |
18.270 |
8/12/24 |
0.24 |
47.857 |
|
51.678 |
-3.820 |
-7.39 |
|
-9.59 |
| |  |
 |
 |
 |
L |
 |
Deutsche Pfandbrief |
4.406 |
8/12/24 |
0.20 |
11.951 |
|
12.572 |
-0.621 |
-4.94 |
|
3.64 |
| |  |
 |
 |
 |
S |
 |
Salzgitter |
13.573 |
8/12/24 |
-1.23 |
37.234 |
|
38.892 |
-1.657 |
-4.26 |
|
-0.97 |
| |  |
 |
 |
 |
|
 |
Compugroup Medical |
13.332 |
8/12/24 |
-1.97 |
42.510 |
|
40.023 |
2.487 |
6.21 |
|
0.51 |
| |  |
 |
 |
 |
|
 |
Norma Group |
14.010 |
8/12/24 |
-0.25 |
47.234 |
|
51.232 |
-3.998 |
-7.80 |
|
-8.45 |
| |  |
 |
 |
 |
S |
 |
Grenke |
22.681 |
8/12/24 |
-2.12 |
84.397 |
|
76.848 |
7.549 |
9.82 |
|
8.55 |
| |  |
 |
 |
 |
|
 |
Pro7-Sat1 |
5.187 |
8/12/24 |
0.17 |
20.605 |
|
26.774 |
-6.170 |
-23.04 |
|
-17.16 |
| |  |
 |
 |
 |
|
 |
1&1 |
11.193 |
8/12/24 |
-0.63 |
45.763 |
|
54.707 |
-8.944 |
-16.35 |
|
-14.24 |
| |  |
 |
 |
 |
|
 |
Varta |
3.217 |
8/12/24 |
41.68 |
21.781 |
|
17.962 |
3.819 |
21.26 |
|
-na- |
| SDAX - 59 out of 70 instruments rated - 7/30/18 / 3/05/18 - 26 did rise, Market-Ratio(21) in GBP = 44.07 % |
| Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions Small-Cap-DAX in Pound sterling * A21 - 69/65 (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 |
1/09/06 |
7 |
|
- cash - |
| long |
1/09/06 |
6/12/06 |
154 |
 |
 |
 |
WashTec |
100 |
1,306 |
|
7.652 |
9.237 |
|
1.585 |
21 |
12,070 |
56 |
|
| short |
6/12/06 |
11/06/06 |
147 |
 |
 |
 |
WCM |
100 |
4,268 |
|
2.828 |
0.943 |
8.481 |
5.654 |
200 |
36,200 |
1,429 |
|
| long |
11/06/06 |
11/27/06 |
21 |
 |
 |
 |
Deutz |
100 |
6,947 |
|
5.211 |
6.674 |
|
1.464 |
28 |
46,368 |
7,290 |
|
| short |
11/27/06 |
12/11/06 |
14 |
 |
 |
 |
WCM |
100 |
53,352 |
|
0.869 |
0.770 |
0.981 |
0.112 |
13 |
52,328 |
2,240 |
|
| long |
12/11/06 |
7/16/07 |
217 |
 |
 |
 |
Deutz |
100 |
7,897 |
|
6.626 |
6.458 |
|
-0.168 |
-3 |
51,000 |
-4 |
|
| short |
7/16/07 |
6/16/08 |
336 |
 |
 |
 |
Patrizia Immobilien |
100 |
6,184 |
|
8.246 |
2.804 |
24.251 |
16.005 |
194 |
149,972 |
223 |
|
| long |
6/16/08 |
6/23/08 |
7 |
 |
 |
 |
Biotest |
100 |
11,506 |
|
13.033 |
14.048 |
|
1.015 |
8 |
161,646 |
4,884 |
|
| short |
6/23/08 |
4/27/09 |
308 |
 |
 |
 |
Patrizia Immobilien |
100 |
62,974 |
|
2.567 |
1.894 |
3.478 |
0.911 |
35 |
219,025 |
43 |
|
| long |
4/27/09 |
5/25/09 |
28 |
 |
 |
 |
WCM |
100 |
95,829 |
|
2.286 |
2.254 |
|
-0.031 |
-1 |
216,029 |
-16 |
|
| short |
5/25/09 |
6/15/09 |
21 |
 |
 |
 |
Grammer |
100 |
45,948 |
|
4.702 |
4.645 |
4.759 |
0.057 |
1 |
218,658 |
23 |
|
| long |
6/15/09 |
7/06/09 |
21 |
 |
 |
 |
WCM |
100 |
105,204 |
|
2.078 |
1.979 |
|
-0.100 |
-5 |
208,182 |
-57 |
|
| short |
7/06/09 |
7/20/09 |
14 |
 |
 |
 |
Heidelberger Druck |
100 |
101,262 |
|
2.056 |
2.453 |
1.658 |
-0.398 |
-19 |
167,913 |
-100 |
|
| long |
7/20/09 |
12/28/09 |
161 |
 |
 |
 |
ZEAL Network |
100 |
10,564 |
|
15.893 |
25.285 |
|
9.392 |
59 |
267,129 |
187 |
|
| short |
12/28/09 |
1/11/10 |
14 |
 |
 |
 |
Vossloh |
100 |
4,240 |
|
62.997 |
65.790 |
60.203 |
-2.794 |
-4 |
255,283 |
-69 |
|
| long |
1/11/10 |
1/18/10 |
7 |
 |
 |
 |
ZEAL Network |
100 |
10,128 |
|
25.205 |
22.997 |
|
-2.208 |
-9 |
232,918 |
-99 |
|
| short |
1/18/10 |
3/22/10 |
63 |
 |
 |
 |
ADLER Real Estate |
100 |
424,731 |
|
0.548 |
0.487 |
0.618 |
0.070 |
13 |
262,484 |
100 |
|
| long |
3/22/10 |
5/17/10 |
56 |
 |
 |
 |
ZEAL Network |
100 |
10,113 |
|
25.955 |
22.113 |
|
-3.842 |
-15 |
223,634 |
-65 |
|
| short |
5/17/10 |
7/12/10 |
56 |
 |
 |
 |
Hypoport |
100 |
40,452 |
|
5.528 |
5.873 |
5.184 |
-0.345 |
-6 |
209,688 |
-34 |
|
| long |
7/12/10 |
7/19/10 |
7 |
 |
 |
 |
SAF-Holland |
100 |
48,332 |
|
4.338 |
4.394 |
|
0.056 |
1 |
212,372 |
94 |
|
| short |
7/19/10 |
10/11/10 |
84 |
 |
 |
 |
Biotest |
100 |
26,928 |
|
7.887 |
10.063 |
5.710 |
-2.177 |
-28 |
153,760 |
-75 |
|
| long |
10/11/10 |
5/23/11 |
224 |
 |
 |
 |
Grammer |
100 |
9,941 |
|
15.466 |
15.883 |
|
0.417 |
3 |
157,900 |
4 |
|
| short |
5/23/11 |
1/30/12 |
252 |
 |
 |
 |
Heidelberger Druck |
100 |
62,447 |
|
2.529 |
1.393 |
4.591 |
2.062 |
82 |
286,672 |
137 |
|
| long |
1/30/12 |
5/21/12 |
112 |
 |
 |
 |
Encavis |
100 |
112,900 |
|
2.539 |
2.383 |
|
-0.156 |
-6 |
269,068 |
-19 |
|
| short |
5/21/12 |
10/29/12 |
161 |
 |
 |
 |
Klöckner |
100 |
42,528 |
|
6.327 |
5.672 |
7.057 |
0.731 |
12 |
300,137 |
28 |
|
| long |
10/29/12 |
11/26/12 |
28 |
 |
 |
 |
ADLER Real Estate |
100 |
236,386 |
|
1.270 |
1.040 |
|
-0.230 |
-18 |
245,831 |
-93 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | | short |
11/26/12 |
12/10/12 |
14 |
 |
 |
 |
Deutz |
100 |
93,463 |
|
2.630 |
2.529 |
2.736 |
0.105 |
4 |
255,679 |
178 |
|
| long |
12/10/12 |
6/10/13 |
182 |
 |
 |
 |
ADLER Real Estate |
100 |
226,613 |
|
1.128 |
1.784 |
|
0.655 |
58 |
404,170 |
151 |
|
| short |
6/10/13 |
9/30/13 |
112 |
 |
 |
 |
Hypoport |
100 |
63,591 |
|
6.356 |
6.874 |
5.837 |
-0.519 |
-8 |
371,188 |
-24 |
|
| long |
9/30/13 |
10/14/13 |
14 |
 |
 |
 |
ADLER Real Estate |
100 |
148,625 |
|
2.497 |
2.613 |
|
0.115 |
5 |
388,335 |
225 |
|
| short |
10/14/13 |
10/21/13 |
7 |
 |
 |
 |
Gerry Weber |
100 |
14,991 |
|
25.904 |
26.692 |
25.117 |
-0.787 |
-3 |
376,533 |
-80 |
|
| long |
10/21/13 |
3/31/14 |
161 |
 |
 |
 |
ADLER Real Estate |
100 |
148,625 |
|
2.533 |
4.215 |
|
1.682 |
66 |
626,479 |
217 |
|
| short |
3/31/14 |
5/05/14 |
35 |
 |
 |
 |
Koenig & Bauer |
100 |
61,625 |
|
10.166 |
9.648 |
10.712 |
0.546 |
5 |
660,117 |
73 |
|
| long |
5/05/14 |
5/19/14 |
14 |
 |
 |
 |
ADLER Real Estate |
100 |
160,034 |
|
4.125 |
4.044 |
|
-0.081 |
-2 |
647,180 |
-40 |
|
| short |
5/19/14 |
5/26/14 |
7 |
 |
 |
 |
WCM |
100 |
492,990 |
|
1.313 |
1.315 |
1.311 |
-0.002 |
0 |
646,064 |
-9 |
|
| long |
5/26/14 |
6/09/14 |
14 |
 |
 |
 |
ADLER Real Estate |
100 |
144,984 |
|
4.456 |
4.894 |
|
0.438 |
10 |
709,530 |
1,051 |
|
| short |
6/09/14 |
12/29/14 |
203 |
 |
 |
 |
WCM |
100 |
548,444 |
|
1.294 |
1.082 |
1.546 |
0.253 |
20 |
848,060 |
38 |
|
| long |
12/29/14 |
1/19/15 |
21 |
 |
 |
 |
Patrizia Immobilien |
100 |
87,999 |
|
9.637 |
10.797 |
|
1.160 |
12 |
950,139 |
621 |
|
| short |
1/19/15 |
1/26/15 |
7 |
 |
 |
 |
SGL Carbon |
100 |
87,781 |
|
10.824 |
11.536 |
10.112 |
-0.712 |
-7 |
887,661 |
-97 |
|
| long |
1/26/15 |
6/29/15 |
154 |
 |
 |
 |
Patrizia Immobilien |
100 |
79,677 |
|
11.141 |
15.725 |
|
4.585 |
41 |
1,252,947 |
126 |
|
| short |
6/29/15 |
6/06/16 |
343 |
 |
 |
 |
Gerry Weber |
100 |
85,984 |
|
14.572 |
9.443 |
22.487 |
7.915 |
54 |
1,933,534 |
59 |
|
| long |
6/06/16 |
6/27/16 |
21 |
 |
 |
 |
Hypoport |
100 |
27,699 |
|
69.804 |
67.752 |
|
-2.052 |
-3 |
1,876,698 |
-40 |
|
| short |
6/27/16 |
7/04/16 |
7 |
 |
 |
 |
Gerry Weber |
100 |
219,311 |
|
8.557 |
8.817 |
8.298 |
-0.260 |
-3 |
1,819,757 |
-80 |
|
| long |
7/04/16 |
8/08/16 |
35 |
 |
 |
 |
Hypoport |
100 |
25,671 |
|
70.887 |
76.126 |
|
5.239 |
7 |
1,954,251 |
110 |
|
| short |
8/08/16 |
11/21/16 |
105 |
 |
 |
 |
ElringKlinger |
100 |
139,620 |
|
13.997 |
11.255 |
17.407 |
3.410 |
24 |
2,430,384 |
113 |
|
| long |
11/21/16 |
11/28/16 |
7 |
 |
 |
 |
Borussia Dortmund |
100 |
493,423 |
|
4.926 |
4.926 |
|
0.000 |
0 |
2,430,384 |
0 |
|
| short |
11/28/16 |
1/16/17 |
49 |
 |
 |
 |
Multitude |
100 |
200,626 |
|
12.114 |
14.476 |
9.752 |
-2.362 |
-19 |
1,956,492 |
-80 |
|
| long |
1/16/17 |
1/30/17 |
14 |
 |
 |
 |
Hapag-Lloyd |
100 |
84,696 |
|
23.100 |
24.584 |
|
1.484 |
6 |
2,082,216 |
407 |
|
| short |
1/30/17 |
2/20/17 |
21 |
 |
 |
 |
Patrizia Immobilien |
100 |
165,698 |
|
12.566 |
15.129 |
10.004 |
-2.563 |
-20 |
1,657,595 |
-98 |
|
| long |
2/20/17 |
9/25/17 |
217 |
 |
 |
 |
bet-at-home.com |
100 |
18,317 |
|
90.493 |
101.265 |
|
10.772 |
12 |
1,854,904 |
21 |
|
| short |
9/25/17 |
10/09/17 |
14 |
 |
 |
 |
Bertrandt |
100 |
25,999 |
|
71.343 |
74.355 |
68.331 |
-3.012 |
-4 |
1,776,596 |
-68 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | | long |
10/09/17 |
10/23/17 |
14 |
 |
 |
 |
Hypoport |
100 |
13,458 |
|
132.010 |
107.480 |
|
-24.530 |
-19 |
1,446,468 |
-100 |
|
| short |
10/23/17 |
11/27/17 |
35 |
 |
 |
 |
Takkt |
100 |
86,901 |
|
16.645 |
16.073 |
17.238 |
0.593 |
4 |
1,497,968 |
44 |
|
| long |
11/27/17 |
12/11/17 |
14 |
 |
 |
 |
Wacker Neuson |
100 |
59,768 |
|
25.063 |
24.109 |
|
-0.954 |
-4 |
1,440,923 |
-64 |
|
| short |
12/11/17 |
12/18/17 |
7 |
 |
 |
 |
Gerry Weber |
100 |
192,066 |
|
7.502 |
7.908 |
7.097 |
-0.406 |
-5 |
1,363,004 |
-94 |
|
| long |
12/18/17 |
1/01/18 |
14 |
 |
 |
 |
Hypoport |
100 |
11,059 |
|
123.242 |
129.240 |
|
5.998 |
5 |
1,429,339 |
245 |
|
| short |
1/01/18 |
1/08/18 |
7 |
 |
 |
 |
Vossloh |
100 |
34,348 |
|
41.613 |
42.927 |
40.299 |
-1.314 |
-3 |
1,384,198 |
-81 |
|
| long |
1/08/18 |
2/05/18 |
28 |
 |
 |
 |
Wacker Neuson |
100 |
47,624 |
|
29.065 |
27.302 |
|
-1.763 |
-6 |
1,300,214 |
-56 |
|
| short |
2/05/18 |
4/15/19 |
434 |
 |
 |
 |
Vossloh |
100 |
34,490 |
|
37.697 |
36.528 |
38.904 |
1.206 |
3 |
1,341,826 |
3 |
|
| long |
4/15/19 |
6/03/19 |
49 |
 |
 |
 |
Nordex |
100 |
105,901 |
|
12.671 |
11.328 |
|
-1.342 |
-11 |
1,199,682 |
-57 |
|
| short |
6/03/19 |
12/16/19 |
196 |
 |
 |
 |
Leoni |
100 |
103,746 |
|
11.564 |
8.751 |
15.280 |
3.716 |
32 |
1,585,233 |
68 |
|
| long |
12/16/19 |
2/03/20 |
49 |
 |
 |
 |
Varta |
100 |
15,718 |
|
100.849 |
62.728 |
|
-38.121 |
-38 |
986,047 |
-97 |
|
| short |
2/03/20 |
2/17/20 |
14 |
 |
 |
 |
Heidelberger Druck |
100 |
1,327,050 |
|
0.743 |
0.761 |
0.726 |
-0.018 |
-2 |
962,775 |
-46 |
|
| long |
2/17/20 |
3/02/20 |
14 |
 |
 |
 |
HelloFresh |
100 |
47,957 |
|
20.076 |
19.305 |
|
-0.771 |
-4 |
925,801 |
-64 |
|
| short |
3/02/20 |
8/10/20 |
161 |
 |
 |
 |
Koenig & Bauer |
100 |
50,614 |
|
18.291 |
17.128 |
19.534 |
1.243 |
7 |
988,694 |
16 |
|
| long |
8/10/20 |
10/19/20 |
70 |
 |
 |
 |
Redcare Pharmacy |
100 |
8,082 |
|
122.328 |
146.257 |
|
23.929 |
20 |
1,182,086 |
154 |
|
| short |
10/19/20 |
11/16/20 |
28 |
 |
 |
 |
Leoni |
100 |
264,164 |
|
4.475 |
6.023 |
2.927 |
-1.548 |
-35 |
773,080 |
-100 |
|
| long |
11/16/20 |
7/19/21 |
245 |
 |
 |
 |
Redcare Pharmacy |
100 |
6,218 |
|
124.319 |
110.749 |
|
-13.570 |
-11 |
688,701 |
-16 |
|
| short |
7/19/21 |
8/02/21 |
14 |
 |
 |
 |
Corestate Capital |
100 |
71,748 |
|
9.599 |
10.661 |
8.536 |
-1.062 |
-11 |
612,478 |
-95 |
|
| long |
8/02/21 |
9/06/21 |
35 |
 |
 |
 |
Eckert & Ziegler |
100 |
6,040 |
|
101.401 |
111.441 |
|
10.041 |
10 |
673,122 |
168 |
|
| short |
9/06/21 |
1/23/23 |
504 |
 |
 |
 |
Morphosys |
100 |
16,291 |
|
41.316 |
15.420 |
110.700 |
69.384 |
168 |
1,803,451 |
104 |
|
| long |
1/23/23 |
4/10/23 |
77 |
 |
 |
 |
SMA Solar |
100 |
26,430 |
|
68.233 |
85.472 |
|
17.239 |
25 |
2,259,088 |
191 |
|
| short |
4/10/23 |
3/25/24 |
350 |
 |
 |
 |
Grand City |
100 |
386,065 |
|
5.852 |
8.500 |
3.203 |
-2.649 |
-45 |
1,236,451 |
-47 |
|
| long |
3/25/24 |
4/01/24 |
7 |
 |
 |
 |
Morphosys |
100 |
21,474 |
|
57.578 |
57.529 |
|
-0.050 |
0 |
1,235,384 |
-4 |
|
| short |
4/01/24 |
8/12/24 |
133 |
 |
 |
 |
Verbio |
100 |
68,554 |
|
18.020 |
13.660 |
23.772 |
5.752 |
32 |
1,629,694 |
114 |
|
| accum | 1/09/06 |
8/12/24 | 7281 |
days out of 7288 invested (100%) |
16,197 |
1,629,694 |
29 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Patrizia Immobilien | short | 7/16/07 | 6/16/08 | 336 | 8.25 | 2.80 | 24.25 | 16.00 | 194.08 | | | |
| | short | 6/23/08 | 4/27/09 | 308 | 2.57 | 1.89 | 3.48 | 0.91 | 35.50 | | | |
| | long | 12/29/14 | 1/19/15 | 21 | 9.64 | 10.80 | | 1.16 | 12.04 | | | |
| | long | 1/26/15 | 6/29/15 | 154 | 11.14 | 15.73 | | 4.58 | 41.15 | | | |
| | short | 1/30/17 | 2/20/17 | 21 | 12.57 | 15.13 | 10.00 | -2.56 | -20.39 | | | 401.64 |
| WCM | short | 6/12/06 | 11/06/06 | 147 | 2.83 | 0.94 | 8.48 | 5.65 | 199.94 | | | |
| | short | 11/27/06 | 12/11/06 | 14 | 0.87 | 0.77 | 0.98 | 0.11 | 12.85 | | | |
| | long | 4/27/09 | 5/25/09 | 28 | 2.29 | 2.25 | | -0.03 | -1.37 | | | |
| | long | 6/15/09 | 7/06/09 | 21 | 2.08 | 1.98 | | -0.10 | -4.79 | | | |
| | short | 5/19/14 | 5/26/14 | 7 | 1.31 | 1.32 | 1.31 | -0.00 | -0.17 | | | |
| | short | 6/09/14 | 12/29/14 | 203 | 1.29 | 1.08 | 1.55 | 0.25 | 19.52 | | | 279.27 |
| ADLER Real Estate | short | 1/18/10 | 3/22/10 | 63 | 0.55 | 0.49 | 0.62 | 0.07 | 12.69 | | | |
| | long | 10/29/12 | 11/26/12 | 28 | 1.27 | 1.04 | | -0.23 | -18.09 | | | |
| | long | 12/10/12 | 6/10/13 | 182 | 1.13 | 1.78 | | 0.66 | 58.08 | | | |
| | long | 9/30/13 | 10/14/13 | 14 | 2.50 | 2.61 | | 0.12 | 4.62 | | | |
| | long | 10/21/13 | 3/31/14 | 161 | 2.53 | 4.22 | | 1.68 | 66.38 | | | |
| | long | 5/05/14 | 5/19/14 | 14 | 4.12 | 4.04 | | -0.08 | -1.96 | | | |
| | long | 5/26/14 | 6/09/14 | 14 | 4.46 | 4.89 | | 0.44 | 9.82 | | | 173.46 |
| Morphosys | short | 9/06/21 | 1/23/23 | 504 | 41.32 | 15.42 | 110.70 | 69.38 | 167.93 | | | |
| | long | 3/25/24 | 4/01/24 | 7 | 57.58 | 57.53 | | -0.05 | -0.09 | | | 167.70 |
| Heidelberger Druck | short | 7/06/09 | 7/20/09 | 14 | 2.06 | 2.45 | 1.66 | -0.40 | -19.34 | | | |
| | short | 5/23/11 | 1/30/12 | 252 | 2.53 | 1.39 | 4.59 | 2.06 | 81.55 | | | |
| | short | 2/03/20 | 2/17/20 | 14 | 0.74 | 0.76 | 0.73 | -0.02 | -2.36 | | | 42.98 |
| Gerry Weber | short | 10/14/13 | 10/21/13 | 7 | 25.90 | 26.69 | 25.12 | -0.79 | -3.04 | | | |
| | short | 6/29/15 | 6/06/16 | 343 | 14.57 | 9.44 | 22.49 | 7.92 | 54.32 | | | |
| | short | 6/27/16 | 7/04/16 | 7 | 8.56 | 8.82 | 8.30 | -0.26 | -3.03 | | | |
| | short | 12/11/17 | 12/18/17 | 7 | 7.50 | 7.91 | 7.10 | -0.41 | -5.41 | | | 37.24 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Verbio | short | 4/01/24 | 8/12/24 | 133 | 18.02 | 13.66 | 23.77 | 5.75 | 31.92 | | | 31.92 |
| Deutz | long | 11/06/06 | 11/27/06 | 21 | 5.21 | 6.67 | | 1.46 | 28.09 | | | |
| | long | 12/11/06 | 7/16/07 | 217 | 6.63 | 6.46 | | -0.17 | -2.54 | | | |
| | short | 11/26/12 | 12/10/12 | 14 | 2.63 | 2.53 | 2.74 | 0.11 | 4.01 | | | 29.84 |
| SMA Solar | long | 1/23/23 | 4/10/23 | 77 | 68.23 | 85.47 | | 17.24 | 25.27 | | | 25.27 |
| ElringKlinger | short | 8/08/16 | 11/21/16 | 105 | 14.00 | 11.25 | 17.41 | 3.41 | 24.36 | | | 24.36 |
| ZEAL Network | long | 7/20/09 | 12/28/09 | 161 | 15.89 | 25.29 | | 9.39 | 59.09 | | | |
| | long | 1/11/10 | 1/18/10 | 7 | 25.21 | 23.00 | | -2.21 | -8.76 | | | |
| | long | 3/22/10 | 5/17/10 | 56 | 25.95 | 22.11 | | -3.84 | -14.80 | | | 23.67 |
| WashTec | long | 1/09/06 | 6/12/06 | 154 | 7.65 | 9.24 | | 1.59 | 20.72 | | | 20.72 |
| Koenig & Bauer | short | 3/31/14 | 5/05/14 | 35 | 10.17 | 9.65 | 10.71 | 0.55 | 5.37 | | | |
| | short | 3/02/20 | 8/10/20 | 161 | 18.29 | 17.13 | 19.53 | 1.24 | 6.79 | | | 12.53 |
| bet-at-home.com | long | 2/20/17 | 9/25/17 | 217 | 90.49 | 101.26 | | 10.77 | 11.90 | | | 11.90 |
| Klöckner | short | 5/21/12 | 10/29/12 | 161 | 6.33 | 5.67 | 7.06 | 0.73 | 11.55 | | | 11.55 |
| Eckert & Ziegler | long | 8/02/21 | 9/06/21 | 35 | 101.40 | 111.44 | | 10.04 | 9.90 | | | 9.90 |
| Redcare Pharmacy | long | 8/10/20 | 10/19/20 | 70 | 122.33 | 146.26 | | 23.93 | 19.56 | | | |
| | long | 11/16/20 | 7/19/21 | 245 | 124.32 | 110.75 | | -13.57 | -10.92 | | | 6.51 |
| Hapag-Lloyd | long | 1/16/17 | 1/30/17 | 14 | 23.10 | 24.58 | | 1.48 | 6.43 | | | 6.43 |
| Grammer | short | 5/25/09 | 6/15/09 | 21 | 4.70 | 4.65 | 4.76 | 0.06 | 1.22 | | | |
| | long | 10/11/10 | 5/23/11 | 224 | 15.47 | 15.88 | | 0.42 | 2.69 | | | 3.94 |
| Takkt | short | 10/23/17 | 11/27/17 | 35 | 16.64 | 16.07 | 17.24 | 0.59 | 3.56 | | | 3.56 |
| SAF-Holland | long | 7/12/10 | 7/19/10 | 7 | 4.34 | 4.39 | | 0.06 | 1.28 | | | 1.28 |
| Borussia Dortmund | long | 11/21/16 | 11/28/16 | 7 | 4.93 | 4.93 | | 0.00 | 0.00 | | | 0.00 |
| HelloFresh | long | 2/17/20 | 3/02/20 | 14 | 20.08 | 19.30 | | -0.77 | -3.84 | | | -3.84 |
| Bertrandt | short | 9/25/17 | 10/09/17 | 14 | 71.34 | 74.35 | 68.33 | -3.01 | -4.22 | | | -4.22 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Vossloh | short | 12/28/09 | 1/11/10 | 14 | 63.00 | 65.79 | 60.20 | -2.79 | -4.44 | | | |
| | short | 1/01/18 | 1/08/18 | 7 | 41.61 | 42.93 | 40.30 | -1.31 | -3.16 | | | |
| | short | 2/05/18 | 4/15/19 | 434 | 37.70 | 36.53 | 38.90 | 1.21 | 3.20 | | | -4.49 |
| Encavis | long | 1/30/12 | 5/21/12 | 112 | 2.54 | 2.38 | | -0.16 | -6.14 | | | -6.14 |
| SGL Carbon | short | 1/19/15 | 1/26/15 | 7 | 10.82 | 11.54 | 10.11 | -0.71 | -6.58 | | | -6.58 |
| Wacker Neuson | long | 11/27/17 | 12/11/17 | 14 | 25.06 | 24.11 | | -0.95 | -3.81 | | | |
| | long | 1/08/18 | 2/05/18 | 28 | 29.07 | 27.30 | | -1.76 | -6.07 | | | -9.64 |
| Nordex | long | 4/15/19 | 6/03/19 | 49 | 12.67 | 11.33 | | -1.34 | -10.59 | | | -10.59 |
| Corestate Capital | short | 7/19/21 | 8/02/21 | 14 | 9.60 | 10.66 | 8.54 | -1.06 | -11.07 | | | -11.07 |
| Leoni | short | 6/03/19 | 12/16/19 | 196 | 11.56 | 8.75 | 15.28 | 3.72 | 32.14 | | | |
| | short | 10/19/20 | 11/16/20 | 28 | 4.47 | 6.02 | 2.93 | -1.55 | -34.60 | | | -13.58 |
| Multitude | short | 11/28/16 | 1/16/17 | 49 | 12.11 | 14.48 | 9.75 | -2.36 | -19.50 | | | -19.50 |
| Biotest | long | 6/16/08 | 6/23/08 | 7 | 13.03 | 14.05 | | 1.01 | 7.78 | | | |
| | short | 7/19/10 | 10/11/10 | 84 | 7.89 | 10.06 | 5.71 | -2.18 | -27.60 | | | -21.96 |
| Hypoport | short | 5/17/10 | 7/12/10 | 56 | 5.53 | 5.87 | 5.18 | -0.34 | -6.24 | | | |
| | short | 6/10/13 | 9/30/13 | 112 | 6.36 | 6.87 | 5.84 | -0.52 | -8.16 | | | |
| | long | 6/06/16 | 6/27/16 | 21 | 69.80 | 67.75 | | -2.05 | -2.94 | | | |
| | long | 7/04/16 | 8/08/16 | 35 | 70.89 | 76.13 | | 5.24 | 7.39 | | | |
| | long | 10/09/17 | 10/23/17 | 14 | 132.01 | 107.48 | | -24.53 | -18.58 | | | |
| | long | 12/18/17 | 1/01/18 | 14 | 123.24 | 129.24 | | 6.00 | 4.87 | | | -23.36 |
| Varta | long | 12/16/19 | 2/03/20 | 49 | 100.85 | 62.73 | | -38.12 | -37.80 | | | -37.80 |
| Grand City | short | 4/10/23 | 3/25/24 | 350 | 5.85 | 8.50 | 3.20 | -2.65 | -45.27 | | | -45.27 |
Annotations
| 10/09/23 | SDAX | | | Krones replaces Suse |
| 5/22/23 | SDAX | | | Süss MicroTec and Vossloh replace Hochtief and SMA Solar |
| 12/17/21 | Deutsche Wohnen | | | acquired by Vonovia |
| 9/20/21 | SDAX | | | Encavis, Hochtief, Morphosys, Nordex and Shop Apotheke replace
Befesa, Jungheinrich, Hypoport, Vantage Towers and zooplus |
| 9/02/21 | flatexDEGIRO | | | stock split 1:4 (four for one) |
| 7/16/18 | Cancom | | | stock split 1:2 (another one for one) |
| 3/19/18 | SDAX | | | Corestate Capital, Jost Werke, Steinhoff and Südzucker replace
Aroundtown, Gerry Weber, MLP and Rocket Internet |
| 7/10/17 | Grenkeleasing | | | stock split 1:3 (three for one) |
| 6/19/17 | SDAX | | | Grand City Properties replaces ZEAL Network |
| 3/22/17 | SDAX | | | MLP replaces GFK (acquired by KKR) |
| 2/03/17 | bet-at-home | | | replaces Braas Monier |
| 12/19/16 | SDAX | | | DMG Mori and Rhön-Klinikum replace Ferratum and Leifheit |
| 10/14/16 | SDAX | | | Rocket Internet replaces Chorus |
| 9/19/16 | SDAX | | | Leifheit replaces Comdirect Bank |
| 8/11/16 | SDAX | | | Chorus replaces Rational (advanced into MDAX) |
| 6/04/16 | Schaeffler | | | moves from SDAX to MDAX (2016-06-20) |
| 3/10/16 | SDAX | | | complete analysis after advanced changes on 2016-03-21 |
| | SDAX | | | Hornbach Baumarkt, MLP, Schaltbau and Sixt Leasing drop out |
| | SDAX | | | Alstria Office moves to the MDAX |
| | Klöckner | | | moves from MDAX to SDAX |
| | W&W | | | recording started (SDAX) |
| 3/09/16 | Pro7-Sat1 | | | moves from MDAX to DAX |
| 3/04/16 | Süss Microtec | | | returns to the TecDAX |
| 2/09/16 | SDAX | | | complete analysis |
| 12/21/15 | SDAX | | | Gesco, SHW, Tom Tailor and Ströer Media (-> MDAX) drop out |
| | Schaeffler | | | entry (SDAX) |
| | Hypoport | | | entry (SDAX) |
| 9/08/15 | SDAX | | | complete analysis
ex Hella, Villeroy & Boch - in Gerry Weber, Sixt Leasing |
| 9/04/15 | Deutsche Pfandbrief | | | recording started (MDAX) |
| 8/21/15 | SDAX | | | complete analysis |
| 6/23/15 | SDAX | | | Ferratum Oyi replaces Westgrund (acquired by ADLER Real Estate) |
| 6/22/15 | SDAX | | | Adler, Koenig & Bauer and Tele Columbus replace Bauer, Delticom and Surteco |
| | SDAX | | | Bertrandt replaces Zalando |
| 6/21/15 | Adva | | | returns to TecDAX |
| 4/01/15 | Westgrund | | | Westgrund replaces CTS Eventim (promotion to MDAX). |
| 3/23/15 | GFT Technologies | | | entry |
| 2/26/15 | SDAX | | | TLG Immobilien replaces Bertrandt (promotion to MDAX) |
| 1/19/15 | SDAX | | | Hella replaces C.A.T. Oil (acquired by Joma Industrial Source). |
| 12/22/14 | SDAX | | | Zalando replaces Centrotec |
|
|