Assessment - Mid-Cap-DAX - 7/01/24 - RS = mixed

 ⇐ 

								instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								MDAX	24,152.900	8/12/24	-0.40	25,244.700	-4.32	27,137.300	-1,892.600	-6.97		-3.85
								Aixtron	18.340	8/12/24	-2.19	17.960	2.12	38.660	-20.700	-53.54		-29.83
								Aroundtown	2.034	8/12/24	-0.54	1.947	4.47	2.475	-0.528	-21.33		7.53
						L		Aurubis	64.400	8/12/24	1.02	77.550	-16.96	74.260	3.290	4.43		0.33
						S		Bechtle	38.960	8/12/24	-1.86	41.340	-5.76	45.390	-4.050	-8.92		-0.64
								Befesa	26.540	8/12/24	0.15	32.020	-17.11	35.200	-3.180	-9.03		-4.61
						L		Bilfinger	48.250	8/12/24	1.15	49.450	-2.43	34.820	14.630	42.02		28.59
						S		Carl Zeiss Meditec	60.350	8/12/24	-5.33	66.250	-8.91	98.840	-32.590	-32.97		-29.17
								CTS Eventim	77.000	8/12/24	-0.32	77.400	-0.52	62.600	14.800	23.64		21.89
						L		Delivery Hero	20.860	8/12/24	-3.07	22.470	-7.17	25.010	-2.540	-10.16		-1.34
						S		Deutsche Lufthansa	5.542	8/12/24	-1.21	5.756	-3.72	8.048	-2.292	-28.48		-22.27
								Encavis	17.000	8/12/24		16.900	0.59	15.590	1.310	8.40		20.38
								Evonik Industries	18.085	8/12/24	-0.14	18.885	-4.24	18.500	0.385	2.08		3.31
						S		Evotec	5.390	8/12/24	-2.88	9.020	-40.24	21.280	-12.260	-57.61		-50.96
								Fraport	44.240	8/12/24	-0.58	47.940	-7.72	54.760	-6.820	-12.45		-1.52
								Freenet	25.020	8/12/24	1.46	25.140	-0.48	25.340	-0.200	-0.79		3.20
								Fresenius MedCare	33.130	8/12/24	-1.31	35.880	-7.66	37.960	-2.080	-5.48		-3.75
								Fuchs	38.320	8/12/24	-0.62	42.320	-9.45	40.300	2.020	5.01		10.95
								GEA Group	40.280	8/12/24	0.55	39.260	2.60	37.690	1.570	4.17		2.86
								Gerresheimer	97.300	8/12/24	-1.47	101.100	-3.76	94.350	6.750	7.15		-1.05
								Hella	86.300	8/12/24	0.23	85.900	0.47	82.500	3.400	4.12		10.07
								HelloFresh	5.400	8/12/24	7.14	4.810	12.27	14.310	-9.500	-66.39		-55.52
								Hensoldt	34.640	8/12/24	0.99	35.200	-1.59	24.400	10.800	44.26		9.42
								Hochtief	104.300	8/12/24	-1.23	106.800	-2.34	100.300	6.500	6.48		2.99
						S		Hugo Boss	36.400	8/12/24	-3.50	41.730	-12.77	67.460	-25.730	-38.14		-26.85
								instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Jenoptik	28.420	8/12/24	3.42	26.700	6.44	28.440	-1.740	-6.12		3.00
								Jungheinrich	28.020	8/12/24	-0.85	30.820	-9.09	33.220	-2.400	-7.22		1.48
								K+S	11.430	8/12/24	-0.52	12.590	-9.21	14.310	-1.720	-12.02		-15.82
								Kion Group	33.700	8/12/24	2.09	39.180	-13.99	38.670	0.510	1.32		5.06
								Knorr-Bremse	70.800	8/12/24	1.36	70.850	-0.07	58.800	12.050	20.49		13.95
								Lanxess	22.630	8/12/24	-1.91	23.080	-1.95	28.370	-5.290	-18.65		-15.33
								LEG Immobilien	83.500	8/12/24	-2.36	76.100	9.72	79.320	-3.220	-4.06		9.21
								Krones	117.800	8/12/24	0.68	118.200	-0.34	111.800	6.400	5.72		8.90
								Morphosys	67.250	8/02/24		67.600	-0.52	34.000	33.600	98.82		86.20
								Nemetschek	87.400	8/12/24	0.52	92.350	-5.36	78.480	13.870	17.67		20.89
								Nordex	13.140	8/12/24	-2.81	11.510	14.16	10.400	1.110	10.67		11.66
						L		Puma	34.810	8/12/24	-0.29	43.690	-20.33	50.520	-6.830	-13.52		-9.25
								Redcare Pharmacy	139.000	8/12/24	0.36	111.000	25.23	131.600	-20.600	-15.65		-4.90
								RTL Group	28.350	8/12/24	1.25	28.550	-0.70	34.960	-6.410	-18.34		-12.03
								Scout24	68.550	8/12/24	0.51	70.850	-3.25	64.160	6.690	10.43		7.29
						S		Siltronic	73.500	8/12/24	0.75	72.800	0.96	88.450	-15.650	-17.69		-6.97
						S		Sixt	60.750	8/12/24	-2.49	66.400	-8.51	101.200	-34.800	-34.39		-25.47
						S		SMA Solar	21.900	8/12/24	-1.26	26.480	-17.30	60.550	-34.070	-56.27		-30.04
						S		Stabilus	41.550	8/12/24	-1.42	43.700	-4.92	61.700	-18.000	-29.17		-19.13
								Ströer Media	57.950	8/12/24	0.09	60.000	-3.42	53.750	6.250	11.63		22.72
								TAG Immobilien	14.110	8/12/24	-1.33	13.720	2.84	13.195	0.525	3.98		16.76
								Talanx	66.500	8/12/24	1.92	75.050	-11.39	64.650	10.400	16.09		14.33
						S		TeamViewer	12.400	8/12/24	-1.27	10.780	15.03	14.060	-3.280	-23.33		-24.66
								thyssenkrupp	3.320	8/12/24	-1.63	4.093	-18.89	6.312	-2.219	-35.16		-28.91
								United Internet	17.050	8/12/24	0.89	20.320	-16.09	23.040	-2.720	-11.81		3.19
								instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Wacker Chemie	84.060	8/12/24	-0.33	101.650	-17.30	114.300	-12.650	-11.07		-16.31
MDAX - 50 out of 49 instruments rated - 7/01/24 / 1/01/24 - 21 did rise, Market-Ratio(26) = 42.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions Mid-Cap-DAX * Mixed Straddles L17 - 75/48 (1) - S21 - 16/23 (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		1/09/06	7				- cash -
long	1/09/06	6/12/06	154				Salzgitter	100	196		50.880	59.230		8.350	16	11,637	43
6/12/06		9/25/06	105				- cash -
short	9/25/06	10/09/06	14				Airbus	50	258		22.500	20.160	25.112	2.612	12	12,310	1,651
							KUKA	50	361		16.119	15.753	16.494	0.375	2	12,446	82
long	10/09/06	8/06/07	301				Salzgitter	100	156		79.690	144.160		64.470	81	22,503	105
8/06/07		11/26/07	112				- cash -
short	11/26/07	12/24/07	28				Aareal Bank	50	493		22.822	27.141	18.503	-4.319	-19	20,374	-94
							Deutsche Wohnen	50	738		15.246	11.930	19.484	4.238	28	23,501	2,346
12/24/07		1/21/08	28				- cash -
	1/21/08	4/14/08	84				Lanxess	50	514		22.830	25.450	20.210	-2.620	-11	22,154	-41
							Deutsche Wohnen	50	1,009		11.658	9.629	14.115	2.457	21	24,633	130
4/14/08		5/19/08	35				- cash -
long	5/19/08	6/23/08	35				K+S	100	312		78.718	89.188		10.470	13	27,900	268
6/23/08		9/15/08	84				- cash -
short	9/15/08	3/16/09	182				Hugo Boss	50	662		21.060	10.370	42.770	21.710	103	42,272	314
							Aareal Bank	50	1,061		13.147	3.887	44.467	31.320	238	75,502	1,052
3/16/09		5/18/09	63				- cash -
long	5/18/09	8/23/10	462				MTU Aero Engines	100	2,898		26.050	45.185		19.135	73	130,955	55
8/23/10		9/13/10	21				- cash -
	9/13/10	6/13/11	273				Hugo Boss	100	4,033		32.470	56.370		23.900	74	227,344	109
6/13/11		8/08/11	56				- cash -
short	8/08/11	8/15/11	7				Ceconomy	50	11,827		9.611	10.361	8.861	-0.750	-8	218,473	-99
							Ströer Media	50	7,560		15.035	14.990	15.080	0.045	0	218,814	17
8/15/11		8/22/11	7				- cash -
	8/22/11	8/29/11	7				Ceconomy	50	11,446		9.558	9.601	9.516	-0.043	0	218,323	-21
							Ströer Media	50	9,053		12.085	10.500	13.909	1.824	15	234,838	152,576
8/29/11		9/05/11	7				- cash -
	9/05/11	1/02/12	119				Wacker Chemie	50	1,369		85.720	65.850	111.586	25.866	30	270,248	125
							Ströer Media	50	9,276		12.665	12.920	12.410	-0.255	-2	267,883	-6
1/02/12		1/23/12	21				- cash -
long	1/23/12	5/21/12	119				Dürr	100	29,357		9.125	10.445		1.320	14	306,634	51
5/21/12		9/10/12	112				- cash -
	9/10/12	6/24/13	287				Dürr	100	22,056		13.903	21.555		7.653	55	475,418	75
6/24/13		8/05/13	42				- cash -
	8/05/13	5/19/14	287				Dürr	100	17,194		27.650	29.495		1.845	7	507,140	9
5/19/14		12/08/14	203				- cash -
	12/08/14	7/06/15	210				Ströer Media	100	21,954		23.100	43.450		20.350	88	953,904	200
7/06/15		5/16/16	315				- cash -
	5/16/16	6/27/16	42				Hochtief	100	8,419		113.300	107.150		-6.150	-5	902,128	-38
6/27/16		9/05/16	70				- cash -
	9/05/16	11/21/16	77				Südzucker	100	38,429		23.475	21.790		-1.685	-7	837,375	-30
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
11/21/16		2/20/17	91				- cash -
	2/20/17	9/04/17	196				Covestro	100	12,135		69.000	65.440		-3.560	-5	794,174	-9
9/04/17		12/11/17	98				- cash -
	12/11/17	3/05/18	84				Uniper	100	1,610		493.100	492.400		-0.700	0	793,047	-1
3/05/18		12/10/18	280				- cash -
short	12/10/18	2/11/19	63				Wacker Chemie	50	5,562		71.280	91.420	51.140	-20.140	-28	681,028	-85
							Siltronic	50	5,565		71.260	96.140	46.380	-24.880	-35	542,571	-92
2/11/19		4/08/19	56				- cash -
long	4/08/19	8/05/19	119				Evotec	100	21,319		25.450	23.810		-1.640	-6	507,608	-18
8/05/19		12/02/19	119				- cash -
	12/02/19	3/02/20	91				Dialog Semiconductor	100	11,391		44.560	31.070		-13.490	-30	353,943	-76
3/02/20		3/16/20	14				- cash -
short	3/16/20	4/27/20	42				K+S	50	33,863		5.226	5.996	4.456	-0.770	-15	327,869	-75
							thyssenkrupp	50	43,122		4.104	5.800	2.408	-1.696	-41	254,734	-99
4/27/20		7/13/20	77				- cash -
long	7/13/20	10/05/20	84				Delivery Hero	100	2,660		95.760	98.280		2.520	3	261,437	12
10/05/20		1/18/21	105				- cash -
	1/18/21	11/29/21	315				HelloFresh	100	4,091		63.900	94.500		30.600	48	386,622	57
11/29/21		3/07/22	98				- cash -
short	3/07/22	4/04/22	28				Uniper	50	542		356.100	473.600	238.600	-117.500	-33	322,937	-99
							AUTO1	50	18,972		10.205	11.390	9.020	-1.185	-12	300,455	-80
4/04/22		6/13/22	70				- cash -
	6/13/22	8/01/22	49				TAG Immobilien	50	12,037		12.480	10.370	15.019	2.539	20	331,021	297
							Delivery Hero	50	4,514		33.280	47.810	18.750	-14.530	-44	265,432	-99
8/01/22		8/15/22	14				- cash -
	8/15/22	11/07/22	84				Uniper	50	856		154.900	66.000	363.546	208.646	135	444,033	3,973
							TAG Immobilien	50	11,978		11.090	6.280	19.584	8.494	77	545,775	1,083
11/07/22		1/16/23	70				- cash -
long	1/16/23	5/08/23	112				Rheinmetall	100	2,527		215.900	265.000		49.100	23	669,851	95
5/08/23		12/18/25	955				- cash -
accum	1/09/06	5/08/23	3955	days out of 7290 invested (54%)										6,599		669,851	47

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Hugo Boss	short	9/15/08	3/16/09	182	21.06	10.37	42.77	21.71	103.09	50	51.54
	long	9/13/10	6/13/11	273	32.47	56.37		23.90	73.61	100	73.61	163.09
Salzgitter	long	1/09/06	6/12/06	154	50.88	59.23		8.35	16.41		16.41
	long	10/09/06	8/06/07	301	79.69	144.16		64.47	80.90		80.90	110.59
Ströer Media	short	8/08/11	8/15/11	7	15.04	14.99	15.08	0.05	0.30	50	0.15
	short	8/22/11	8/29/11	7	12.09	10.50	13.91	1.82	15.10		7.55
	short	9/05/11	1/02/12	119	12.67	12.92	12.41	-0.25	-2.01		-1.01
	long	12/08/14	7/06/15	210	23.10	43.45		20.35	88.10	100	88.10	100.56
Aareal Bank	short	11/26/07	12/24/07	28	22.82	27.14	18.50	-4.32	-18.92	50	-9.46
	short	9/15/08	3/16/09	182	13.15	3.89	44.47	31.32	238.23		119.12	98.38
Dürr	long	1/23/12	5/21/12	119	9.13	10.45		1.32	14.47	100	14.47
	long	9/10/12	6/24/13	287	13.90	21.56		7.65	55.04		55.04
	long	8/05/13	5/19/14	287	27.65	29.50		1.85	6.67		6.67	89.31
MTU Aero Engines	long	5/18/09	8/23/10	462	26.05	45.19		19.14	73.45		73.45	73.45
TAG Immobilien	short	6/13/22	8/01/22	49	12.48	10.37	15.02	2.54	20.35	50	10.17
	short	8/15/22	11/07/22	84	11.09	6.28	19.58	8.49	76.59		38.30	52.37
HelloFresh	long	1/18/21	11/29/21	315	63.90	94.50		30.60	47.89	100	47.89	47.89
Uniper	long	12/11/17	3/05/18	84	493.10	492.40		-0.70	-0.14		-0.14
	short	3/07/22	4/04/22	28	356.10	473.60	238.60	-117.50	-33.00	50	-16.50
	short	8/15/22	11/07/22	84	154.90	66.00	363.55	208.65	134.70		67.35	39.54
Deutsche Wohnen	short	11/26/07	12/24/07	28	15.25	11.93	19.48	4.24	27.80		13.90
	short	1/21/08	4/14/08	84	11.66	9.63	14.11	2.46	21.07		10.54	25.90
Rheinmetall	long	1/16/23	5/08/23	112	215.90	265.00		49.10	22.74	100	22.74	22.74
Airbus	short	9/25/06	10/09/06	14	22.50	20.16	25.11	2.61	11.61	50	5.80	5.80
K+S	long	5/19/08	6/23/08	35	78.72	89.19		10.47	13.30	100	13.30
	short	3/16/20	4/27/20	42	5.23	6.00	4.46	-0.77	-14.73	50	-7.37	4.95
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
KUKA	short	9/25/06	10/09/06	14	16.12	15.75	16.49	0.37	2.32		1.16	1.16
Wacker Chemie	short	9/05/11	1/02/12	119	85.72	65.85	111.59	25.87	30.17		15.09
	short	12/10/18	2/11/19	63	71.28	91.42	51.14	-20.14	-28.25		-14.13	-1.17
Ceconomy	short	8/08/11	8/15/11	7	9.61	10.36	8.86	-0.75	-7.80		-3.90
	short	8/22/11	8/29/11	7	9.56	9.60	9.52	-0.04	-0.45		-0.22	-4.12
Covestro	long	2/20/17	9/04/17	196	69.00	65.44		-3.56	-5.16	100	-5.16	-5.16
Hochtief	long	5/16/16	6/27/16	42	113.30	107.15		-6.15	-5.43		-5.43	-5.43
Lanxess	short	1/21/08	4/14/08	84	22.83	25.45	20.21	-2.62	-11.48	50	-5.74	-5.74
AUTO1	short	3/07/22	4/04/22	28	10.21	11.39	9.02	-1.19	-11.61		-5.81	-5.81
Evotec	long	4/08/19	8/05/19	119	25.45	23.81		-1.64	-6.44	100	-6.44	-6.44
Südzucker	long	9/05/16	11/21/16	77	23.48	21.79		-1.69	-7.18		-7.18	-7.18
Siltronic	short	12/10/18	2/11/19	63	71.26	96.14	46.38	-24.88	-34.91	50	-17.46	-17.46
Delivery Hero	long	7/13/20	10/05/20	84	95.76	98.28		2.52	2.63	100	2.63
	short	6/13/22	8/01/22	49	33.28	47.81	18.75	-14.53	-43.66	50	-21.83	-19.77
thyssenkrupp	short	3/16/20	4/27/20	42	4.10	5.80	2.41	-1.70	-41.33		-20.66	-20.66
Dialog Semiconductor	long	12/02/19	3/02/20	91	44.56	31.07		-13.49	-30.27	100	-30.27	-30.27

Annotations

8/12/24	Morphosys			acquired by Novartis
5/22/23	MDAX			Hochtief and SMA Solar replace Evotec and Vantage Towers
4/04/22	Hella			acquired by Faurecia
9/20/21	MDAX			Befesa, Jungheinrich, Hypoport, Vantage Towers and zooplus replace Encavis, Hochtief, Morphosys, Nordex and Shop Apotheke
	MDAX			Exits to the DAX40: Airbus, Brenntag, HelloFresh, Porsche, Puma, Qiagen, Sartorius, Siemens Healthineers, Symrise, Zalando
8/16/21	Bechtle			stock split 1:3 (three for one)
6/28/19	Nemetschek			splits1:3 (three for one)
6/11/19	Puma			splits 1:10 (ten for one)
3/19/18	MDAX			Aroundtown, Pro7-Sat1 and Rocket Internet replace Covestro, Steinhoff and Südzucker
2/27/18	Capital Stage			renames into Encavis (ENergy + CApital + VISion)
7/24/17	Bechtle			stock split 1:2 (two for one)
12/19/16	MDAX			innogy and Uniper replace DMG Mori and Rhön-Klinikum
8/11/16	MDAX			Rational replaces Kuka (acquired by Midea)
8/08/16	Capital Stage			acquires Chorus Clean Energy
6/22/16	Jungheinrich			stock split 1:3 (three for one)
3/10/16	MDAX			complete analysis after advanced changes on 2016-03-21
	MDAX			Elrinklinger and Klöckner move to the SDAX
3/09/16	K+S			moves from DAX to MDAX
12/21/15	Scout24			entry (SDAX)
	MDAX			MAN and Kabel Deutschland drop out
	Ströer Media			moves from SDAX to MDAX
	Siltronic			recording started
9/21/15	Lanxess			moves from DAX to MDAX
9/07/15	MDAX			complete analysis ex Celesio, Gerry Weber, Vonovia - in Deutsche Pfandbriefbank, Hella, Lanxess
8/20/15	MDAX			complete analysis
6/30/15	Nemetschek			stock split 1:4 (four for one)
6/22/15	MDAX			Zalando replaces Bertrandt
4/01/15	CTS Eventim			promotion from SDAX to MDAX replacing TUI
2/26/15	MDAX			Gagfah open transactions were replaced by next scoring instruments in fundamental ranking on signal date.
1/30/15	MDax			Recently we recognized long signals for Gagfah, it should be considered that Gagfah mergers with Deutsche Annington. The gathering of REITs at the top of the MDax is conspicious, potentially instruments of industry companies such as KUKA or Symrise might be more financially rewarding.
1/19/15	Hella			entry

write an annotation