Assessment - German Entrepreneurial Index GEX in Pound sterling - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						L		GEX PR	1,428.560	8/12/24	1.31	1,508.291	-5.29	1,676.935	-168.644	-10.06		-3.69
								Varta	3.063	8/12/24	41.68	7.293	-58.00	18.037	-10.745	-59.57		-46.21
								Knorr-Bremse	60.072	8/12/24	1.36	60.114	-0.07	51.113	9.001	17.61		12.53
						L		Dermapharm	29.824	8/12/24	0.29	30.375	-1.82	36.805	-6.430	-17.47		-9.04
						L		AUTO1	6.894	8/12/24	0.18	5.388	27.95	5.640	-0.252	-4.47		11.96
								Mutares	26.515	8/12/24	0.16	29.612	-10.46	30.772	-1.161	-3.77		13.57
						S		creditshelf	0.042	8/12/24		0.042		3.912	-3.869	-98.92		-86.34
						L		Nagarro	64.399	8/12/24	-0.20	65.459	-1.62	76.018	-10.558	-13.89		-2.82
								Stemmer Imaging	40.811	8/12/24	-0.21	29.442	38.62	28.860	0.582	2.02		8.69
						L		Multitude	4.684	8/12/24	-0.72	5.142	-8.91	3.877	1.265	32.62		49.44
						L		DFV	5.261	8/12/24	-0.80	6.151	-14.48	5.789	0.362	6.25		8.05
								elumeo	1.918	8/12/24	-0.88	2.019	-5.04	2.347	-0.328	-13.96		-8.26
						S		Porsche	55.728	8/12/24	-0.97	58.850	-5.31	69.455	-10.605	-15.27		-22.16
						S		SMA Solar	18.581	8/12/24	-1.26	22.467	-17.30	52.634	-30.167	-57.31		-55.02
						L		Knaus Tabbert	27.193	8/12/24	-1.69	33.260	-18.24	40.856	-7.596	-18.59		-15.90
								Serviceware	10.945	8/12/24	-3.01	10.182	7.50	9.953	0.228	2.30		17.29
GEX - 15 out of 15 instruments rated - 7/01/24 / 1/01/24 - 5 did rise, Market-Ratio(26) in GBP = 33.33 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions German Entrepreneurial Index GEX in Pound sterling * 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	260		38.452	41.073		2.621	7	10,682	54
3/05/07		8/06/07	154				- cash -
short	8/06/07	5/19/08	287				Patrizia Immobilien	100	1,302		8.201	3.262	20.617	12.416	151	26,847	223
long	5/19/08	6/23/08	35				Manz	100	191		139.964	135.056		-4.908	-4	25,910	-31
6/23/08		7/28/08	35				- cash -
short	7/28/08	4/13/09	259				Patrizia Immobilien	100	13,034		1.988	1.932	2.045	0.058	3	26,661	4
4/13/09		4/20/09	7				- cash -
long	4/20/09	7/20/09	91				Patrizia Immobilien	100	14,197		1.878	2.806		0.928	49	39,834	401
7/20/09		9/07/09	49				- cash -
	9/07/09	11/16/09	70				Patrizia Immobilien	100	13,277		3.000	3.432		0.432	14	45,572	102
11/16/09		4/05/10	140				- cash -
	4/05/10	5/03/10	28				YOC	100	1,362		33.443	29.225		-4.218	-13	39,828	-83
5/03/10		6/07/10	35				- cash -
short	6/07/10	7/26/10	49				Hypoport	100	7,734		5.150	5.943	4.356	-0.793	-15	33,693	-71
long	7/26/10	8/23/10	28				YOC	100	1,305		25.801	28.129		2.329	9	36,732	208
8/23/10		9/13/10	21				- cash -
	9/13/10	11/29/10	77				YOC	100	1,180		31.125	29.758		-1.367	-4	35,119	-19
11/29/10		1/31/11	63				- cash -
	1/31/11	3/07/11	35				InVision	100	2,541		13.820	19.694		5.873	42	50,044	3,918
3/07/11		6/27/11	112				- cash -
short	6/27/11	2/06/12	224				MeVis Medical	100	7,035		7.113	3.244	15.595	8.483	119	109,719	259
long	1/23/12	4/09/12	77				Delticom	100	1,732		63.337	63.047		-0.290	0	109,216	-2
4/09/12		5/14/12	35				- cash -
short	5/14/12	1/28/13	259				ZhongDe Waste Tech	100	56,614		1.929	1.789	2.080	0.151	8	117,741	11
long	1/21/13	4/01/13	70				MBB	100	8,085		14.562	15.514		0.952	7	125,442	39
4/01/13		4/29/13	28				- cash -
short	4/29/13	10/07/13	161				YOC	100	28,993		4.327	1.570	11.923	7.597	176	345,696	896
long	8/26/13	12/16/13	112				Manz	100	8,136		42.486	50.284		7.798	18	409,142	73
12/16/13		1/06/14	21				- cash -
	1/06/14	1/27/14	21				ZhongDe Waste Tech	100	103,958		3.936	3.877		-0.059	-1	403,050	-23
1/27/14		2/17/14	21				- cash -
	2/17/14	3/17/14	28				ZhongDe Waste Tech	100	113,684		3.545	3.181		-0.364	-10	361,636	-76
3/17/14		8/04/14	140				- cash -
short	8/04/14	12/22/14	140				SMA Solar	100	22,718		15.918	11.611	21.823	5.905	37	495,795	128
long	12/15/14	5/18/15	154				Ströer Media	100	28,298		17.520	26.100		8.580	49	738,587	157
5/18/15		8/24/15	98				- cash -
short	8/24/15	4/18/16	238				ZhongDe Waste Tech	100	608,273		1.214	1.155	1.277	0.062	5	776,461	8
long	10/26/15	1/04/16	70				Hypoport	100	19,619		39.575	55.560		15.985	40	1,090,080	487
	3/21/16	4/25/16	35				Verbio	100	184,779		5.899	6.519		0.620	11	1,204,563	183
4/25/16		6/27/16	63				- cash -
short	6/27/16	9/05/16	70				4SC	100	122,353		9.845	9.426	10.282	0.437	4	1,258,059	25
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	19,520		64.449	69.099		4.651	7	1,348,838	30
4/17/17		5/08/17	21				- cash -
	5/08/17	7/03/17	56				MBB	100	17,770		75.901	82.323		6.421	8	1,462,943	70
7/03/17		9/11/17	70				- cash -
	9/11/17	11/13/17	63				Bauer	100	54,254		26.965	25.291		-1.673	-6	1,372,156	-31
11/13/17		1/15/18	63				- cash -
	1/15/18	2/05/18	21				Viscom	100	43,978		31.200	28.916		-2.284	-7	1,271,696	-73
2/05/18		3/19/18	42				- cash -
short	3/19/18	2/25/19	343				Verbio	100	296,505		4.289	6.092	2.486	-1.803	-42	737,055	-44
long	2/25/19	6/24/19	119				Varta	100	23,740		31.046	45.774		14.728	47	1,086,699	229
6/24/19		8/05/19	42				- cash -
short	8/05/19	5/25/20	294				Aumann	100	83,955		12.944	8.936	18.749	5.805	45	1,574,095	58
long	1/06/20	2/24/20	49				Varta	100	15,578		101.045	65.612		-35.434	-35	1,022,112	-96
	5/18/20	6/22/20	35				Sixt Leasing	100	62,139		16.449	15.538		-0.911	-6	965,531	-45
6/22/20		10/26/20	126				- cash -
short	10/26/20	1/11/21	77				Aroundtown	100	249,683		3.867	5.153	2.581	-1.286	-33	644,433	-85
long	12/28/20	3/29/21	91				Akasol	100	6,870		93.804	102.101		8.297	9	701,433	40
3/29/21		10/11/21	196				- cash -
short	10/11/21	12/05/22	420				Voltabox	100	420,801		1.667	0.879	3.162	1.495	90	1,330,574	74
long	11/28/22	1/23/23	56				SMA Solar	100	25,487		52.205	68.233		16.028	31	1,739,076	473
1/23/23		3/27/23	63				- cash -
short	3/27/23	1/08/24	287				The Social Chain	100	610,861		2.847	0.075	107.770	104.923	3,685	65,832,431	10,063
long	1/01/24	1/22/24	21				Mutares	100	2,139,350		30.772	29.505		-1.267	-4	63,122,374	-52
1/22/24		3/04/24	42				- cash -
short	3/04/24	8/12/24	161				creditshelf	100	144,734,094		0.436	0.042	4.484	4.047	928	649m	19,592
accum	1/08/07	8/12/24	5104	days out of 7288 invested (70%)										6,489,053		649m	121

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	2.85	0.08	107.77	104.92	3,685.49			3,685.49
creditshelf	short	3/04/24	8/12/24	161	0.44	0.04	4.48	4.05	928.03			928.03
Patrizia Immobilien	short	8/06/07	5/19/08	287	8.20	3.26	20.62	12.42	151.39
	short	7/28/08	4/13/09	259	1.99	1.93	2.05	0.06	2.90
	long	4/20/09	7/20/09	91	1.88	2.81		0.93	49.41
	long	9/07/09	11/16/09	70	3.00	3.43		0.43	14.41			342.18
YOC	long	4/05/10	5/03/10	28	33.44	29.22		-4.22	-12.61
	long	7/26/10	8/23/10	28	25.80	28.13		2.33	9.03
	long	9/13/10	11/29/10	77	31.12	29.76		-1.37	-4.39
	short	4/29/13	10/07/13	161	4.33	1.57	11.92	7.60	175.59			151.03
MeVis Medical	short	6/27/11	2/06/12	224	7.11	3.24	15.60	8.48	119.26			119.26
Voltabox	short	10/11/21	12/05/22	420	1.67	0.88	3.16	1.50	89.69			89.69
SMA Solar	short	8/04/14	12/22/14	140	15.92	11.61	21.82	5.91	37.10
	long	11/28/22	1/23/23	56	52.21	68.23		16.03	30.70			79.19
Ströer Media	long	12/15/14	5/18/15	154	17.52	26.10		8.58	48.97			48.97
Aumann	short	8/05/19	5/25/20	294	12.94	8.94	18.75	5.81	44.85			44.85
InVision	long	1/31/11	3/07/11	35	13.82	19.69		5.87	42.50			42.50
MBB	long	1/21/13	4/01/13	70	14.56	15.51		0.95	6.54
	long	1/09/17	4/17/17	98	64.45	69.10		4.65	7.22
	long	5/08/17	7/03/17	56	75.90	82.32		6.42	8.46			23.89
Hypoport	short	6/07/10	7/26/10	49	5.15	5.94	4.36	-0.79	-15.40
	long	10/26/15	1/04/16	70	39.57	55.56		15.99	40.39			18.77
Manz	long	5/19/08	6/23/08	35	139.96	135.06		-4.91	-3.51
	long	8/26/13	12/16/13	112	42.49	50.28		7.80	18.35			14.20
Akasol	long	12/28/20	3/29/21	91	93.80	102.10		8.30	8.84			8.84
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Drägerwerk	long	1/08/07	3/05/07	56	38.45	41.07		2.62	6.82			6.82
4SC	short	6/27/16	9/05/16	70	9.84	9.43	10.28	0.44	4.44			4.44
ZhongDe Waste Tech	short	5/14/12	1/28/13	259	1.93	1.79	2.08	0.15	7.81
	long	1/06/14	1/27/14	21	3.94	3.88		-0.06	-1.49
	long	2/17/14	3/17/14	28	3.55	3.18		-0.36	-10.28
	short	8/24/15	4/18/16	238	1.21	1.16	1.28	0.06	5.13			0.17
Delticom	long	1/23/12	4/09/12	77	63.34	63.05		-0.29	-0.46			-0.46
Mutares	long	1/01/24	1/22/24	21	30.77	29.51		-1.27	-4.12			-4.12
Varta	long	2/25/19	6/24/19	119	31.05	45.77		14.73	47.44
	long	1/06/20	2/24/20	49	101.05	65.61		-35.43	-35.07			-4.26
Sixt Leasing	long	5/18/20	6/22/20	35	16.45	15.54		-0.91	-5.54			-5.54
Bauer	long	9/11/17	11/13/17	63	26.96	25.29		-1.67	-6.21			-6.21
Viscom	long	1/15/18	2/05/18	21	31.20	28.92		-2.28	-7.32			-7.32
Aroundtown	short	10/26/20	1/11/21	77	3.87	5.15	2.58	-1.29	-33.26			-33.26
Verbio	long	3/21/16	4/25/16	35	5.90	6.52		0.62	10.50
	short	3/19/18	2/25/19	343	4.29	6.09	2.49	-1.80	-42.04			-35.95

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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