Assessment - German Entrepreneurial Index GEX in Renminbi yuán - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						L		GEX PR	13,151.976	8/12/24	1.31	13,886.013	-5.29	15,154.281	-1,268.267	-8.37		-2.47
						L		Multitude	43.119	8/12/24	-0.72	47.337	-8.91	35.036	12.302	35.11		51.38
								Serviceware	100.767	8/12/24	-3.01	93.737	7.50	89.945	3.791	4.22		18.76
						L		DFV	48.431	8/12/24	-0.80	56.633	-14.48	52.318	4.315	8.25		9.41
								Mutares	244.106	8/12/24	0.16	272.618	-10.46	278.085	-5.467	-1.97		14.89
								Knorr-Bremse	553.047	8/12/24	1.36	553.438	-0.07	461.903	91.534	19.82		13.99
						L		AUTO1	63.468	8/12/24	0.18	49.602	27.95	50.966	-1.364	-2.68		13.42
								Stemmer Imaging	375.728	8/12/24	-0.21	271.056	38.62	260.803	10.253	3.93		10.10
						L		Knaus Tabbert	250.355	8/12/24	-1.69	306.207	-18.24	369.209	-63.002	-17.06		-14.82
						L		Nagarro	592.885	8/12/24	-0.20	602.650	-1.62	686.963	-84.314	-12.27		-1.59
						L		Dermapharm	274.571	8/12/24	0.29	279.648	-1.82	332.602	-52.954	-15.92		-7.90
								elumeo	17.654	8/12/24	-0.88	18.591	-5.04	21.210	-2.619	-12.35		-7.15
						S		Porsche	513.053	8/12/24	-0.97	541.799	-5.31	627.654	-85.856	-13.68		-21.18
						S		SMA Solar	171.070	8/12/24	-1.26	206.846	-17.30	475.651	-268.805	-56.51		-54.43
								Varta	28.199	8/12/24	41.68	67.139	-58.00	163.002	-95.863	-58.81		-45.56
						S		creditshelf	0.391	8/12/24		0.391		35.350	-34.959	-98.90		-86.33
GEX - 15 out of 15 instruments rated - 7/01/24 / 1/01/24 - 5 did rise, Market-Ratio(26) in CNY = 33.33 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions German Entrepreneurial Index GEX in Renminbi yuán * 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	17		579.286	619.508		40.223	7	10,684	55
3/05/07		8/06/07	154				- cash -
short	8/06/07	5/19/08	287				Patrizia Immobilien	100	84		126.607	44.658	358.930	232.323	183	30,199	276
long	5/19/08	6/23/08	35				Manz	100	15		1,915.956	1,836.181		-79.775	-4	29,002	-36
6/23/08		7/28/08	35				- cash -
short	7/28/08	4/13/09	259				Patrizia Immobilien	100	1,074		26.998	19.377	37.615	10.617	39	40,405	60
4/13/09		4/20/09	7				- cash -
long	4/20/09	7/20/09	91				Patrizia Immobilien	100	2,128		18.985	31.308		12.323	65	66,629	644
7/20/09		9/07/09	49				- cash -
	9/07/09	11/16/09	70				Patrizia Immobilien	100	1,983		33.595	39.070		5.476	16	77,487	120
11/16/09		4/05/10	140				- cash -
	4/05/10	5/03/10	28				YOC	100	223		347.258	304.845		-42.412	-12	68,029	-82
5/03/10		6/07/10	35				- cash -
short	6/07/10	7/26/10	49				Hypoport	100	1,338		50.822	62.151	39.492	-11.330	-22	52,870	-85
long	7/26/10	8/23/10	28				YOC	100	195		269.833	296.691		26.858	10	58,108	245
8/23/10		9/13/10	21				- cash -
	9/13/10	11/29/10	77				YOC	100	179		323.678	309.367		-14.310	-4	55,546	-19
11/29/10		1/31/11	63				- cash -
	1/31/11	3/07/11	35				InVision	100	385		144.232	210.451		66.219	46	81,041	5,043
3/07/11		6/27/11	112				- cash -
short	6/27/11	2/06/12	224				MeVis Medical	100	1,102		73.488	32.273	167.336	93.848	128	184,461	282
long	1/23/12	4/09/12	77				Delticom	100	296		621.883	631.481		9.598	2	187,302	8
4/09/12		5/14/12	35				- cash -
short	5/14/12	1/28/13	259				ZhongDe Waste Tech	100	9,570		19.572	17.777	21.547	1.976	10	206,211	15
long	1/21/13	4/01/13	70				MBB	100	1,422		144.977	147.942		2.965	2	210,427	11
4/01/13		4/29/13	28				- cash -
short	4/29/13	10/07/13	161				YOC	100	5,053		41.640	15.466	112.110	70.470	169	566,509	844
long	8/26/13	12/16/13	112				Manz	100	1,398		405.083	497.600		92.517	23	695,848	95
12/16/13		1/06/14	21				- cash -
	1/06/14	1/27/14	21				ZhongDe Waste Tech	100	17,795		39.103	38.862		-0.240	-1	691,573	-10
1/27/14		2/17/14	21				- cash -
	2/17/14	3/17/14	28				ZhongDe Waste Tech	100	19,234		35.955	32.694		-3.261	-9	628,843	-71
3/17/14		8/04/14	140				- cash -
short	8/04/14	12/22/14	140				SMA Solar	100	3,792		165.821	112.603	244.190	78.369	47	926,019	174
long	12/15/14	5/18/15	154				Ströer Media	100	5,458		169.638	253.514		83.876	49	1,383,816	159
5/18/15		8/24/15	98				- cash -
short	8/24/15	4/18/16	238				ZhongDe Waste Tech	100	112,801		12.268	10.679	14.093	1.825	15	1,589,717	24
long	10/26/15	1/04/16	70				Hypoport	100	4,117		386.084	534.397		148.312	38	2,200,319	445
	3/21/16	4/25/16	35				Verbio	100	40,035		54.959	61.305		6.347	12	2,454,406	213
4/25/16		6/27/16	63				- cash -
short	6/27/16	9/05/16	70				4SC	100	28,203		87.026	83.781	90.398	3.371	4	2,549,481	22
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	4,690		543.543	597.385		53.842	10	2,801,999	42
4/17/17		5/08/17	21				- cash -
	5/08/17	7/03/17	56				MBB	100	4,132		678.042	724.231		46.189	7	2,992,852	54
7/03/17		9/11/17	70				- cash -
	9/11/17	11/13/17	63				Bauer	100	12,916		231.702	219.937		-11.765	-5	2,840,901	-26
11/13/17		1/15/18	63				- cash -
	1/15/18	2/05/18	21				Viscom	100	10,252		277.101	254.298		-22.803	-8	2,607,126	-78
2/05/18		3/19/18	42				- cash -
short	3/19/18	2/25/19	343				Verbio	100	68,464		38.080	53.311	22.850	-15.230	-40	1,564,392	-42
long	2/25/19	6/24/19	119				Varta	100	5,758		271.675	400.963		129.287	48	2,308,828	230
6/24/19		8/05/19	42				- cash -
short	8/05/19	5/25/20	294				Aumann	100	20,840		110.787	77.761	157.839	47.052	42	3,289,395	55
long	1/06/20	2/24/20	49				Varta	100	3,547		927.270	595.630		-331.640	-36	2,113,068	-96
	5/18/20	6/22/20	35				Sixt Leasing	100	14,803		142.746	136.867		-5.879	-4	2,026,048	-36
6/22/20		10/26/20	126				- cash -
short	10/26/20	1/11/21	77				Aroundtown	100	59,927		33.808	45.154	22.463	-11.345	-34	1,346,152	-86
long	12/28/20	3/29/21	91				Akasol	100	1,631		824.848	924.129		99.281	12	1,508,079	58
3/29/21		10/11/21	196				- cash -
short	10/11/21	12/05/22	420				Voltabox	100	103,058		14.633	7.451	28.739	14.106	96	2,961,817	80
long	11/28/22	1/23/23	56				SMA Solar	100	6,586		449.710	572.431		122.721	27	3,770,060	382
1/23/23		3/27/23	63				- cash -
short	3/27/23	1/08/24	287				The Social Chain	100	156,698		24.059	0.686	843.490	819.431	3,406	132m	9,118
long	1/01/24	1/22/24	21				Mutares	100	475,298		278.085	269.916		-8.169	-3	128m	-40
1/22/24		3/04/24	42				- cash -
short	3/04/24	8/12/24	161				creditshelf	100	32,177,002		3.987	0.391	40.701	36.713	921	1,310m	19,281
accum	1/08/07	8/12/24	5380	days out of 7564 invested (71%)										13,096,101		1,310m	122

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	24.06	0.69	843.49	819.43	3,405.89			3,405.89
creditshelf	short	3/04/24	8/12/24	161	3.99	0.39	40.70	36.71	920.82			920.82
Patrizia Immobilien	short	8/06/07	5/19/08	287	126.61	44.66	358.93	232.32	183.50
	short	7/28/08	4/13/09	259	27.00	19.38	37.62	10.62	39.33
	long	4/20/09	7/20/09	91	18.99	31.31		12.32	64.91
	long	9/07/09	11/16/09	70	33.59	39.07		5.48	16.30			657.55
YOC	long	4/05/10	5/03/10	28	347.26	304.85		-42.41	-12.21
	long	7/26/10	8/23/10	28	269.83	296.69		26.86	9.95
	long	9/13/10	11/29/10	77	323.68	309.37		-14.31	-4.42
	short	4/29/13	10/07/13	161	41.64	15.47	112.11	70.47	169.23			148.39
MeVis Medical	short	6/27/11	2/06/12	224	73.49	32.27	167.34	93.85	127.71			127.71
Voltabox	short	10/11/21	12/05/22	420	14.63	7.45	28.74	14.11	96.40			96.40
SMA Solar	short	8/04/14	12/22/14	140	165.82	112.60	244.19	78.37	47.26
	long	11/28/22	1/23/23	56	449.71	572.43		122.72	27.29			87.45
Ströer Media	long	12/15/14	5/18/15	154	169.64	253.51		83.88	49.44			49.44
InVision	long	1/31/11	3/07/11	35	144.23	210.45		66.22	45.91			45.91
Aumann	short	8/05/19	5/25/20	294	110.79	77.76	157.84	47.05	42.47			42.47
MBB	long	1/21/13	4/01/13	70	144.98	147.94		2.97	2.05
	long	1/09/17	4/17/17	98	543.54	597.39		53.84	9.91
	long	5/08/17	7/03/17	56	678.04	724.23		46.19	6.81			19.79
Manz	long	5/19/08	6/23/08	35	1,915.96	1,836.18		-79.77	-4.16
	long	8/26/13	12/16/13	112	405.08	497.60		92.52	22.84			17.72
ZhongDe Waste Tech	short	5/14/12	1/28/13	259	19.57	17.78	21.55	1.98	10.10
	long	1/06/14	1/27/14	21	39.10	38.86		-0.24	-0.61
	long	2/17/14	3/17/14	28	35.96	32.69		-3.26	-9.07
	short	8/24/15	4/18/16	238	12.27	10.68	14.09	1.83	14.88			14.30
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Akasol	long	12/28/20	3/29/21	91	824.85	924.13		99.28	12.04			12.04
Hypoport	short	6/07/10	7/26/10	49	50.82	62.15	39.49	-11.33	-22.29
	long	10/26/15	1/04/16	70	386.08	534.40		148.31	38.41			7.56
Drägerwerk	long	1/08/07	3/05/07	56	579.29	619.51		40.22	6.94			6.94
4SC	short	6/27/16	9/05/16	70	87.03	83.78	90.40	3.37	3.87			3.87
Delticom	long	1/23/12	4/09/12	77	621.88	631.48		9.60	1.54			1.54
Mutares	long	1/01/24	1/22/24	21	278.08	269.92		-8.17	-2.94			-2.94
Sixt Leasing	long	5/18/20	6/22/20	35	142.75	136.87		-5.88	-4.12			-4.12
Bauer	long	9/11/17	11/13/17	63	231.70	219.94		-11.76	-5.08			-5.08
Varta	long	2/25/19	6/24/19	119	271.68	400.96		129.29	47.59
	long	1/06/20	2/24/20	49	927.27	595.63		-331.64	-35.77			-5.20
Viscom	long	1/15/18	2/05/18	21	277.10	254.30		-22.80	-8.23			-8.23
Verbio	long	3/21/16	4/25/16	35	54.96	61.31		6.35	11.55
	short	3/19/18	2/25/19	343	38.08	53.31	22.85	-15.23	-40.00			-33.07
Aroundtown	short	10/26/20	1/11/21	77	33.81	45.15	22.46	-11.35	-33.56			-33.56

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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