Assessment - German Entrepreneurial Index GEX in Swiss Franc - 8/31/20 - RS = 13

 ⇐ 

								⇓instrument	freshest		⇓ Δday	8/31/20	⇓ Δwk	6/01/20	prc diff	⇓ Δ13		∅-RS
						L		GEX PR	1,815.472	8/12/24	1.31	2,680.741		2,338.312	342.429	14.64		15.94
								elumeo	2.437	8/12/24	-0.88	2.092		1.337	0.755	56.47		49.29
								Varta	3.893	8/12/24	41.68	140.714		98.501	42.213	42.86		48.64
						L		DFV	6.685	8/12/24	-0.80	24.892		19.251	5.641	29.30		47.46
								Serviceware	13.910	8/12/24	-3.01	17.630		12.460	5.170	41.49		35.56
						S		SMA Solar	23.614	8/12/24	-1.26	40.866		28.577	12.289	43.00		33.60
								Knorr-Bremse	76.342	8/12/24	1.36	114.814		101.795	13.019	12.79		19.15
						L		Dermapharm	37.901	8/12/24	0.29	48.058		52.031	-3.973	-7.64		14.91
								Stemmer Imaging	51.865	8/12/24	-0.21	23.032		17.433	5.599	32.12		11.26
								Mutares	33.696	8/12/24	0.16	10.826		10.620	0.206	1.94		-1.73
						S		creditshelf	0.054	8/12/24		54.453		56.684	-2.231	-3.94		-4.85
						L		Multitude	5.952	8/12/24	-0.72	4.928		4.278	0.650	15.19		-21.87
						L		AUTO1	8.761	8/12/24	0.18							-na-
						L		Knaus Tabbert	34.559	8/12/24	-1.69							-na-
						L		Nagarro	81.841	8/12/24	-0.20							-na-
						S		Porsche	70.821	8/12/24	-0.97							-na-
GEX - 11 out of 15 instruments rated - 8/31/20 / 6/01/20 - 9 did rise, Market-Ratio(13) in CHF = 81.82 %
Stock Exchange Currency: EUR € Euro

 

Technical Chart

	GEX RS = 13 - B/S = 77/55
1/04/21	scale up chart	7/01/24

 

Transactions German Entrepreneurial Index GEX in Swiss Franc * A13 - 77/55 (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		1/15/07	378				- cash -
short	1/15/07	2/12/07	28				4SC	100	70		141.357	137.854	144.950	3.593	3	10,251	39
long	2/12/07	3/12/07	28				Drägerwerk	100	108		94.301	105.255		10.954	12	11,434	319
short	3/12/07	6/11/07	91				4SC	100	89		127.917	122.534	133.536	5.619	4	11,935	19
long	6/11/07	7/23/07	42				Wacker Chemie	100	48		247.590	306.163		58.573	24	14,746	533
short	7/23/07	4/20/09	637				Patrizia Immobilien	100	778		18.946	3.238	110.851	91.905	485	86,248	175
long	4/20/09	12/14/09	238				Patrizia Immobilien	100	26,634		3.238	4.613		1.375	42	122,859	72
short	12/14/09	10/18/10	308				ZhongDe Waste Tech	100	6,826		17.998	18.539	17.456	-0.542	-3	119,162	-4
long	10/18/10	11/29/10	42				InVision	100	6,264		19.022	20.291		1.269	7	127,111	75
short	11/29/10	2/14/11	77				MeVis Medical	100	6,268		20.277	15.916	25.835	5.558	27	161,946	215
long	2/14/11	3/07/11	21				InVision	100	5,988		27.044	29.628		2.583	10	177,414	388
short	3/07/11	2/13/12	343				MeVis Medical	100	11,242		15.781	6.834	36.442	20.661	131	409,685	144
long	2/13/12	5/07/12	84				4SC	100	5,499		74.497	57.763		-16.734	-22	317,666	-67
short	5/07/12	2/18/13	287				ZhongDe Waste Tech	100	94,441		3.364	2.525	4.481	1.117	33	423,171	44
long	2/18/13	4/22/13	63				MBB	100	18,571		22.786	21.515		-1.271	-6	399,566	-28
short	4/22/13	9/23/13	154				YOC	100	64,920		6.155	2.745	13.802	7.647	124	895,994	578
long	9/23/13	4/14/14	203				Manz	100	13,522		66.261	79.934		13.674	21	1,080,887	40
short	4/14/14	1/26/15	287				4SC	100	31,010		34.855	18.542	65.523	30.668	88	2,031,893	123
long	1/26/15	6/01/15	126				Ströer Media	100	74,902		27.127	40.080		12.953	48	3,002,117	210
short	6/01/15	11/23/15	175				ZhongDe Waste Tech	100	1,319,983		2.274	2.144	2.413	0.139	6	3,184,988	13
long	11/23/15	12/14/15	21				Hypoport	100	37,236		85.533	75.886		-9.647	-11	2,825,754	-88
short	12/14/15	5/09/16	147				Manz	100	64,170		44.035	40.039	48.429	4.394	10	3,107,712	27
long	5/09/16	5/23/16	14				Hypoport	100	35,963		86.412	94.125		7.713	9	3,385,095	829
short	5/23/16	2/27/17	280				Adler Modemärkte	100	414,315		8.170	5.078	13.146	4.975	61	5,446,380	86
long	2/27/17	5/22/17	84				MBB	100	59,587		91.402	119.181		27.779	30	7,101,646	217
short	5/22/17	3/11/19	658				InVision	100	223,888		31.720	18.580	54.153	22.433	71	12,124,118	35
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	3/11/19	5/13/19	63				Varta	100	297,273		40.784	48.864		8.079	20	14,525,921	185
short	5/13/19	6/15/20	399				elumeo	100	8,687,211		1.672	1.381	2.025	0.352	21	17,588,128	19
long	6/15/20	8/10/20	56				va-Q-tec	100	1,070,316		16.433	19.885		3.452	21	21,283,152	247
short	8/10/20	1/25/21	168				Vapiano	100	50,771,435		0.419	0.280	0.627	0.208	50	31,818,459	140
long	1/25/21	4/19/21	84				Akasol	100	284,828		111.711	131.973		20.262	18	37,589,600	106
short	4/19/21	8/16/21	119				DFV	100	2,645,148		14.211	15.708	12.714	-1.497	-11	33,629,631	-29
long	8/16/21	9/06/21	21				elumeo	100	4,139,158		8.125	7.060		-1.065	-13	29,221,014	-91
short	9/06/21	8/12/24	1071				Voltabox	100	10,697,627		2.732	1.357	5.499	2.767	101	58,821,974	27
accum	1/15/07	8/12/24	6816	days out of 7194 invested (95%)										588,120		58,821,974	59

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Patrizia Immobilien	short	7/23/07	4/20/09	637	18.95	3.24	110.85	91.90	485.08
	long	4/20/09	12/14/09	238	3.24	4.61		1.37	42.45			733.44
MeVis Medical	short	11/29/10	2/14/11	77	20.28	15.92	25.84	5.56	27.41
	short	3/07/11	2/13/12	343	15.78	6.83	36.44	20.66	130.93			194.22
YOC	short	4/22/13	9/23/13	154	6.15	2.74	13.80	7.65	124.24			124.24
Voltabox	short	9/06/21	8/12/24	1071	2.73	1.36	5.50	2.77	101.30			101.30
InVision	long	10/18/10	11/29/10	42	19.02	20.29		1.27	6.67
	long	2/14/11	3/07/11	21	27.04	29.63		2.58	9.55
	short	5/22/17	3/11/19	658	31.72	18.58	54.15	22.43	70.72			99.51
Adler Modemärkte	short	5/23/16	2/27/17	280	8.17	5.08	13.15	4.98	60.89			60.89
4SC	short	1/15/07	2/12/07	28	141.36	137.85	144.95	3.59	2.54
	short	3/12/07	6/11/07	91	127.92	122.53	133.54	5.62	4.39
	long	2/13/12	5/07/12	84	74.50	57.76		-16.73	-22.46
	short	4/14/14	1/26/15	287	34.86	18.54	65.52	30.67	87.99			56.03
Vapiano	short	8/10/20	1/25/21	168	0.42	0.28	0.63	0.21	49.50			49.50
Ströer Media	long	1/26/15	6/01/15	126	27.13	40.08		12.95	47.75			47.75
ZhongDe Waste Tech	short	12/14/09	10/18/10	308	18.00	18.54	17.46	-0.54	-3.01
	short	5/07/12	2/18/13	287	3.36	2.52	4.48	1.12	33.21
	short	6/01/15	11/23/15	175	2.27	2.14	2.41	0.14	6.09			37.07
Manz	long	9/23/13	4/14/14	203	66.26	79.93		13.67	20.64
	short	12/14/15	5/09/16	147	44.03	40.04	48.43	4.39	9.98			32.67
Wacker Chemie	long	6/11/07	7/23/07	42	247.59	306.16		58.57	23.66			23.66
MBB	long	2/18/13	4/22/13	63	22.79	21.52		-1.27	-5.58
	long	2/27/17	5/22/17	84	91.40	119.18		27.78	30.39			23.12
va-Q-tec	long	6/15/20	8/10/20	56	16.43	19.88		3.45	21.01			21.01
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Varta	long	3/11/19	5/13/19	63	40.78	48.86		8.08	19.81			19.81
Akasol	long	1/25/21	4/19/21	84	111.71	131.97		20.26	18.14			18.14
Drägerwerk	long	2/12/07	3/12/07	28	94.30	105.25		10.95	11.62			11.62
elumeo	short	5/13/19	6/15/20	399	1.67	1.38	2.02	0.35	21.08
	long	8/16/21	9/06/21	21	8.12	7.06		-1.07	-13.11			5.21
Hypoport	long	11/23/15	12/14/15	21	85.53	75.89		-9.65	-11.28
	long	5/09/16	5/23/16	14	86.41	94.13		7.71	8.93			-3.36
DFV	short	4/19/21	8/16/21	119	14.21	15.71	12.71	-1.50	-10.53			-10.53

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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