Assessment - Bayrischer Aktienindex - 1/07/24 - RS = mixed

 ⇐ 

								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								BAX	801.962	12/08/24	-0.03	842.566	-4.82	815.229	27.337	3.35		5.86
								7C Solarparken	2.285	12/08/24	0.88	2.755	-17.06	3.625	-0.870	-24.00		-10.60
								Adidas	212.400	12/08/24	-1.03	219.500	-3.23	184.160	35.340	19.19		17.93
								Adtran Networks	19.100	12/08/24		19.340	-1.24	20.000	-0.660	-3.30		-0.70
								Allianz	255.900	12/08/24		262.500	-2.51	241.950	20.550	8.49		7.44
								Atoss	135.800	12/08/24	0.74	110.600	22.78	104.500	6.100	5.84		1.25
						L		AUTO1	8.125	12/08/24	0.18	6.350	27.95	6.488	-0.138	-2.13		13.81
						S		BMW	78.980	12/08/24	-0.90	89.140	-11.40	100.780	-11.640	-11.55		-12.27
						S		BayWa	13.800	12/08/24	0.44	20.100	-31.34	31.300	-11.200	-35.78		-29.58
						L		Cancom	30.360	12/08/24	-0.52	32.660	-7.04	29.560	3.100	10.49		13.52
								CTS Eventim	77.000	12/08/24	-0.32	77.400	-0.52	62.600	14.800	23.64		21.89
						L		Dermapharm	35.150	12/08/24	0.29	35.800	-1.82	42.340	-6.540	-15.45		-7.56
						L		Deutsche Pfandbrief	4.944	12/08/24	0.20	5.155	-4.09	6.195	-1.040	-16.79		-4.51
								Hensoldt	34.640	12/08/24	0.99	35.200	-1.59	24.400	10.800	44.26		9.42
						L		Infineon	30.280	12/08/24	0.36	34.365	-11.89	37.800	-3.435	-9.09		7.08
						L		Knaus Tabbert	32.050	12/08/24	-1.69	39.200	-18.24	47.000	-7.800	-16.60		-1.02
						L		Koenig & Bauer	9.570	12/08/24	-4.20	13.580	-29.53	12.100	1.480	12.23		10.97
								Krones	117.800	12/08/24	0.68	118.200	-0.34	111.800	6.400	5.72		8.90
						S		Medigene	1.100	12/08/24	0.46	1.115	-1.35	1.525	-0.410	-26.89		-23.51
								Morphosys	67.250	2/08/24		67.600	-0.52	34.000	33.600	98.82		86.20
								MTU Aero Engines	258.600	12/08/24	0.23	236.600	9.30	195.250	41.350	21.18		9.60
						L		Münchener Rück	439.200	12/08/24	1.01	466.900	-5.93	375.100	91.800	24.47		18.31
								Mutares	31.250	12/08/24	0.16	34.900	-10.46	35.400	-0.500	-1.41		14.45
								Nemetschek	87.400	12/08/24	0.52	92.350	-5.36	78.480	13.870	17.67		20.89
								Patrizia Immobilien	7.150	12/08/24	1.27	7.070	1.13	8.200	-1.130	-13.78		-6.31
								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Pro7-Sat1	5.820	12/08/24	0.17	6.690	-13.00	5.534	1.156	20.89		3.13
						L		Puma	34.810	12/08/24	-0.29	43.690	-20.33	50.520	-6.830	-13.52		-9.25
								Rational	866.500	12/08/24	1.40	771.000	12.39	699.500	71.500	10.22		17.09
						S		Schaeffler	4.646	12/08/24	0.17	5.345	-13.08	5.595	-0.250	-4.47		-2.90
								Scout24	68.550	12/08/24	0.51	70.850	-3.25	64.160	6.690	10.43		7.29
						L		SFC Energy	19.620	12/08/24	-0.71	19.740	-0.61	19.520	0.220	1.13		9.18
								Siemens	157.200	12/08/24	0.01	177.120	-11.25	169.920	7.200	4.24		7.94
						L		Siemens Energy	24.250	12/08/24	0.25	24.160	0.37	12.000	12.160	101.33		67.67
								Siemens Healthineers	50.280	12/08/24	0.08	53.840	-6.61	52.600	1.240	2.36		2.97
						S		Siltronic	73.500	12/08/24	0.75	72.800	0.96	88.450	-15.650	-17.69		-6.97
						S		Sixt	60.750	12/08/24	-2.49	66.400	-8.51	101.200	-34.800	-34.39		-25.47
						L		Steico	26.850	12/08/24	0.56	29.000	-7.41	33.650	-4.650	-13.82		9.83
								Stemmer Imaging	48.100	12/08/24	-0.21	34.700	38.62	33.200	1.500	4.52		0.13
								Synlab	11.060	12/08/24	1.10	11.200	-1.25	11.420	-0.220	-1.93		8.07
								Traton	26.700	12/08/24		30.700	-13.03	21.320	9.380	44.00		32.61
						L		Umweltbank	5.640	12/08/24	-1.40	6.380	-11.60	7.860	-1.480	-18.83		-15.93
						S		Vitesco Technologies	52.050	12/08/24	-0.10	59.850	-13.03	78.200	-18.350	-23.47		-19.51
								Wacker Chemie	84.060	12/08/24	-0.33	101.650	-17.30	114.300	-12.650	-11.07		-16.31
								Wacker Neuson	14.040	12/08/24	-0.28	15.100	-7.02	18.260	-3.160	-17.31		-14.56
						L		WashTec	36.400	12/08/24	-0.27	39.100	-6.91	32.000	7.100	22.19		14.72
BAX - 44 out of 43 instruments rated - 1/07/24 / 1/01/24 - 22 did rise, Market-Ratio(26) = 50.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions Bayrischer Aktienindex * Mixed Cut L22 - 62/50 (1) - S23 - 27/38 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		7/08/06	217				- cash -
short	7/08/06	18/09/06	42				KUKA	100	617		16.188	14.982	17.491	1.303	8	10,804	96
18/09/06		23/10/06	35				- cash -
long	23/10/06	10/09/07	322				Wirecard	100	2,455		4.400	7.728		3.328	76	18,974	89
10/09/07		26/11/07	77				- cash -
short	26/11/07	5/05/08	161				Patrizia Immobilien	100	3,260		5.820	3.670	9.230	3.410	59	30,089	184
5/05/08		12/05/08	7				- cash -
	12/05/08	23/06/08	42				Pro7-Sat1	100	3,064		9.820	6.140	15.706	5.886	60	48,123	5,821
23/06/08		14/07/08	21				- cash -
	14/07/08	6/04/09	266				Pro7-Sat1	100	9,114		5.280	1.590	17.534	12.254	232	159,802	419
6/04/09		27/04/09	21				- cash -
long	27/04/09	8/06/09	42				Steico	100	57,072		2.800	4.250		1.450	52	242,556	3,658
8/06/09		15/06/09	7				- cash -
	15/06/09	20/06/11	735				Pro7-Sat1	100	57,477		4.220	18.575		14.355	340	1,067,639	109
20/06/11		25/07/11	35				- cash -
	25/07/11	8/08/11	14				Zooplus	100	18,237		58.542	48.645		-9.897	-17	887,147	-99
short	8/08/11	16/01/12	161				Phoenix Solar	100	68,242		13.000	2.290	73.799	60.799	468	5,036,199	5,024
16/01/12		5/11/12	294				- cash -
long	5/11/12	28/07/14	630				Morphosys	100	193,068		26.085	72.000		45.915	176	13,900,917	80
28/07/14		13/10/14	77				- cash -
short	13/10/14	24/11/14	42				Phoenix Solar	100	7,024,212		1.979	1.690	2.317	0.338	17	16,277,910	294
24/11/14		5/01/15	42				- cash -
long	5/01/15	17/08/15	224				Patrizia Immobilien	100	1,239,277		13.135	24.300		11.165	85	30,114,438	172
17/08/15		24/08/15	7				- cash -
short	24/08/15	31/08/15	7				Grammer	100	1,520,163		19.810	21.365	18.255	-1.555	-8	27,750,584	-99
31/08/15		26/10/15	56				- cash -
long	26/10/15	11/01/16	77				Adtran Networks	100	2,837,483		9.780	10.160		0.380	4	28,828,828	20
11/01/16		25/01/16	14				- cash -
	25/01/16	8/02/16	14				Koenig & Bauer	100	951,446		30.300	23.835		-6.465	-21	22,677,729	-100
8/02/16		29/02/16	21				- cash -
	29/02/16	28/03/16	28				Phoenix Solar	100	4,866,465		4.660	4.500		-0.160	-3	21,899,095	-37
28/03/16		20/06/16	84				- cash -
	20/06/16	27/06/16	7				Koenig & Bauer	100	461,811		47.420	42.820		-4.600	-10	19,774,764	-100
27/06/16		11/07/16	14				- cash -
	11/07/16	7/11/16	119				Koenig & Bauer	100	451,375		43.810	42.780		-1.030	-2	19,309,848	-7
7/11/16		28/11/16	21				- cash -
	28/11/16	5/03/18	462				Siltronic	100	525,009		36.780	120.700		83.920	228	63,368,603	156
5/03/18		7/05/18	63				- cash -
	7/05/18	18/06/18	42				SFC Energy	100	7,317,390		8.660	7.960		-0.700	-8	58,246,430	-52
18/06/18		6/08/18	49				- cash -
	6/08/18	13/08/18	7				Wirecard	100	350,565		166.150	169.800		3.650	2	59,525,993	211
13/08/18		27/08/18	14				- cash -
	27/08/18	10/09/18	14				Wirecard	100	306,440		194.250	186.250		-8.000	-4	57,074,473	-67
10/09/18		15/10/18	35				- cash -
short	15/10/18	18/03/19	154				Osram Licht	100	1,777,467		32.110	37.900	26.320	-5.790	-18	46,782,939	-38
18/03/19		15/04/19	28				- cash -
long	15/04/19	5/08/19	112				Adtran Networks	100	4,909,017		9.530	6.400		-3.130	-33	31,417,715	-73
5/08/19		4/11/19	91				- cash -
	4/11/19	2/03/20	119				va-Q-tec	100	2,936,235		10.700	11.050		0.350	3	32,445,398	10
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/03/20		9/03/20	7				- cash -
short	9/03/20	8/06/20	91				Leoni	100	4,628,444		7.010	8.695	5.325	-1.685	-24	24,646,470	-67
8/06/20		10/08/20	63				- cash -
long	10/08/20	2/11/20	84				va-Q-tec	100	1,332,241		18.500	25.800		7.300	39	34,371,829	324
2/11/20		16/11/20	14				- cash -
	16/11/20	4/10/21	322				va-Q-tec	100	941,693		36.500	28.100		-8.400	-23	26,461,608	-26
4/10/21		24/01/22	112				- cash -
short	24/01/22	15/08/22	203				Morphosys	100	1,039,748		25.450	24.030	26.954	1.504	6	28,025,285	11
15/08/22		22/08/22	7				- cash -
	22/08/22	21/11/22	91				Koenig & Bauer	100	2,252,836		12.440	15.400	9.480	-2.960	-24	21,356,890	-66
21/11/22		6/02/23	77				- cash -
long	6/02/23	26/06/23	140				va-Q-tec	100	866,405		24.650	26.050		1.400	6	22,569,857	15
26/06/23		25/09/23	91				- cash -
short	25/09/23	4/12/23	70				Steico	100	876,499		25.750	29.550	21.950	-3.800	-15	19,239,161	-57
4/12/23		26/02/24	84				- cash -
long	26/02/24	1/07/24	126				Morphosys	100	295,532		65.100	67.600		2.500	4	19,977,991	12
accum	7/08/06	1/07/24	5698	days out of 7483 invested (76%)										199,680		19,977,991	63

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Pro7-Sat1	short	12/05/08	23/06/08	42	9.82	6.14	15.71	5.89	59.93
	short	14/07/08	6/04/09	266	5.28	1.59	17.53	12.25	232.08
	long	15/06/09	20/06/11	735	4.22	18.58		14.36	340.17			2,237.74
Phoenix Solar	short	8/08/11	16/01/12	161	13.00	2.29	73.80	60.80	467.69
	short	13/10/14	24/11/14	42	1.98	1.69	2.32	0.34	17.10
	long	29/02/16	28/03/16	28	4.66	4.50		-0.16	-3.43			541.93
Siltronic	long	28/11/16	5/03/18	462	36.78	120.70		83.92	228.17			228.17
Morphosys	long	5/11/12	28/07/14	630	26.09	72.00		45.92	176.02
	short	24/01/22	15/08/22	203	25.45	24.03	26.95	1.50	5.91
	long	26/02/24	1/07/24	126	65.10	67.60		2.50	3.84			203.56
Patrizia Immobilien	short	26/11/07	5/05/08	161	5.82	3.67	9.23	3.41	58.58
	long	5/01/15	17/08/15	224	13.14	24.30		11.17	85.00			193.38
Wirecard	long	23/10/06	10/09/07	322	4.40	7.73		3.33	75.64
	long	6/08/18	13/08/18	7	166.15	169.80		3.65	2.20
	long	27/08/18	10/09/18	14	194.25	186.25		-8.00	-4.12			72.10
Steico	long	27/04/09	8/06/09	42	2.80	4.25		1.45	51.79
	short	25/09/23	4/12/23	70	25.75	29.55	21.95	-3.80	-14.76			29.39
va-Q-tec	long	4/11/19	2/03/20	119	10.70	11.05		0.35	3.27
	long	10/08/20	2/11/20	84	18.50	25.80		7.30	39.46
	long	16/11/20	4/10/21	322	36.50	28.10		-8.40	-23.01
	long	6/02/23	26/06/23	140	24.65	26.05		1.40	5.68			17.17
KUKA	short	7/08/06	18/09/06	42	16.19	14.98	17.49	1.30	8.05			8.05
Grammer	short	24/08/15	31/08/15	7	19.81	21.37	18.26	-1.56	-7.85			-7.85
SFC Energy	long	7/05/18	18/06/18	42	8.66	7.96		-0.70	-8.08			-8.08
Zooplus	long	25/07/11	8/08/11	14	58.54	48.65		-9.90	-16.91			-16.91
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Osram Licht	short	15/10/18	18/03/19	154	32.11	37.90	26.32	-5.79	-18.03			-18.03
Leoni	short	9/03/20	8/06/20	91	7.01	8.70	5.33	-1.69	-24.04			-24.04
Adtran Networks	long	26/10/15	11/01/16	77	9.78	10.16		0.38	3.89
	long	15/04/19	5/08/19	112	9.53	6.40		-3.13	-32.84			-30.23
Koenig & Bauer	long	25/01/16	8/02/16	14	30.30	23.84		-6.47	-21.34
	long	20/06/16	27/06/16	7	47.42	42.82		-4.60	-9.70
	long	11/07/16	7/11/16	119	43.81	42.78		-1.03	-2.35
	short	22/08/22	21/11/22	91	12.44	15.40	9.48	-2.96	-23.79			-47.14

Annotations

12/08/24	Morphosys			acquired by Novartis
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
8/02/16	BayX40			complete analysis
21/12/15	Scout24			entry (SDAX)
	Schaeffler			entry (SDAX)
	Siltronic			recording started
4/09/15	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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