| | |
| | |
Assessment - German Entrepreneurial Index GEX - 11/11/19 - RS = 15
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
11/11/19 |
⇓ Δwk |
7/29/19 |
prc diff |
⇓ Δ15 |
|
∅-RS |
| |  |
 |
 |
|
L |
 |
GEX PR |
2,238.150 |
16:45 |
-0.05 |
2,239.270 |
-0.05 |
2,035.050 |
204.220 |
10.04 |
|
17.26 |
| | |
|
|
|
L |
|
Varta |
103.800 |
16:35 |
-0.76 |
104.600 |
-0.76 |
67.600 |
37.000 |
54.73 |
|
145.57 |
| | |
|
|
|
L |
|
va-Q-tec |
12.500 |
16:36 |
5.93 |
11.800 |
5.93 |
9.680 |
2.120 |
21.90 |
|
66.77 |
| | |
|
|
|
L |
|
SMA Solar |
31.500 |
16:35 |
0.25 |
31.420 |
0.25 |
22.920 |
8.500 |
37.09 |
|
48.05 |
| | |
|
|
|
|
|
Ströer Media |
72.150 |
16:35 |
0.21 |
72.000 |
0.21 |
70.900 |
1.100 |
1.55 |
|
27.23 |
| | |
|
|
|
L |
|
Dermapharm |
35.755 |
16:35 |
-0.26 |
35.850 |
-0.26 |
31.000 |
4.850 |
15.65 |
|
24.16 |
| | |
|
|
|
|
|
Aves One |
12.400 |
16:36 |
4.20 |
11.900 |
4.20 |
11.400 |
0.500 |
4.39 |
|
23.66 |
| | |
|
|
|
L |
|
Hella |
48.620 |
16:35 |
-0.78 |
49.000 |
-0.78 |
43.280 |
5.720 |
13.22 |
|
19.90 |
| | |
|
|
|
L |
|
Drägerwerk |
55.550 |
16:35 |
-1.24 |
56.250 |
-1.24 |
47.880 |
8.370 |
17.48 |
|
16.21 |
| | |
|
|
|
L |
|
Godewind Immobilien |
4.180 |
16:36 |
2.20 |
4.090 |
2.20 |
3.800 |
0.290 |
7.63 |
|
15.34 |
| | |
|
|
|
L |
|
Corestate Capital |
32.550 |
16:35 |
-1.36 |
33.000 |
-1.36 |
32.500 |
0.500 |
1.54 |
|
3.51 |
| | |
|
|
|
L |
|
Aroundtown |
7.610 |
16:35 |
-0.47 |
7.646 |
-0.47 |
7.280 |
0.366 |
5.03 |
|
3.42 |
| | |
|
|
|
|
|
Knorr-Bremse |
90.200 |
16:35 |
-0.13 |
90.320 |
-0.13 |
93.290 |
-2.970 |
-3.18 |
|
1.96 |
| | |
|
|
|
L |
|
Software |
30.400 |
16:35 |
0.46 |
30.260 |
0.46 |
25.620 |
4.640 |
18.11 |
|
1.76 |
| | |
|
|
|
|
|
Rocket Internet |
23.380 |
16:35 |
-0.43 |
23.480 |
-0.43 |
25.340 |
-1.860 |
-7.34 |
|
1.35 |
| | |
|
|
|
|
|
Serviceware |
15.858 |
16:36 |
-2.89 |
16.330 |
-2.89 |
17.800 |
-1.470 |
-8.26 |
|
-0.93 |
| | |
|
|
|
|
|
Ferratum |
9.300 |
16:38 |
2.42 |
9.080 |
2.42 |
10.560 |
-1.480 |
-14.02 |
|
-7.24 |
| | |
|
|
|
|
|
Sixt Leasing |
11.240 |
16:36 |
4.07 |
10.800 |
4.07 |
10.940 |
-0.140 |
-1.28 |
|
-7.74 |
| | |
|
|
|
S |
|
Akasol |
33.600 |
16:36 |
-3.72 |
34.900 |
-3.72 |
49.140 |
-14.240 |
-28.98 |
|
-10.18 |
| | |
|
|
|
S |
|
creditshelf |
51.000 |
16:36 |
-0.97 |
51.500 |
-0.97 |
65.500 |
-14.000 |
-21.37 |
|
-18.48 |
| | |
|
|
|
|
|
capsensixx |
8.600 |
16:36 |
|
8.600 |
|
9.850 |
-1.250 |
-12.69 |
|
-18.69 |
| | |
|
|
|
L |
|
elumeo |
0.970 |
16:36 |
|
0.970 |
|
0.975 |
-0.005 |
-0.51 |
|
-22.15 |
| | |
|
|
|
S |
|
Vapiano |
4.210 |
16:36 |
4.60 |
4.025 |
4.60 |
5.700 |
-1.675 |
-29.39 |
|
-26.24 |
| | |
|
|
|
|
|
Voltabox |
7.900 |
16:36 |
3.27 |
7.650 |
3.27 |
13.140 |
-5.490 |
-41.78 |
|
-29.44 |
| | |
|
|
|
L |
|
STS |
5.055 |
16:36 |
1.31 |
4.990 |
1.31 |
7.133 |
-2.144 |
-30.05 |
|
-34.61 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
11/11/19 |
⇓ Δwk |
7/29/19 |
prc diff |
⇓ Δ15 |
|
∅-RS |
| | |
|
|
|
L |
|
Aumann |
12.460 |
16:36 |
1.80 |
12.240 |
1.80 |
15.340 |
-3.100 |
-20.21 |
|
-41.19 |
| | |
|
|
|
|
|
DFV |
10.002 |
16:36 |
-2.63 |
10.272 |
-2.63 |
10.752 |
-0.480 |
-4.46 |
|
-na- |
| GEX - 26 out of 26 instruments rated - 11/11/19 / 7/29/19 - 12 did rise, Market-Ratio(15) = 46.15 % |
| Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions German Entrepreneurial Index GEX * S15 - 65 ex 8 (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 |
5/09/16 |
3780 |
|
- cash - |
| short |
5/09/16 |
5/23/16 |
14 |
|
|
|
Rocket Internet |
100 |
524 |
|
19.075 |
20.990 |
17.160 |
-1.915 |
-10 |
8,997 |
-94 |
|
| 5/23/16 |
6/06/16 |
14 |
|
- cash - |
| |
6/06/16 |
1/30/17 |
238 |
|
|
|
Rocket Internet |
100 |
472 |
|
19.055 |
22.450 |
15.660 |
-3.395 |
-18 |
7,394 |
-26 |
|
| 1/30/17 |
2/06/17 |
7 |
|
- cash - |
| |
2/06/17 |
2/20/17 |
14 |
|
|
|
SMA Solar |
100 |
318 |
|
23.215 |
24.350 |
22.080 |
-1.135 |
-5 |
7,033 |
-73 |
|
| 2/20/17 |
3/06/17 |
14 |
|
- cash - |
| |
3/06/17 |
3/13/17 |
7 |
|
|
|
SMA Solar |
100 |
296 |
|
23.700 |
26.040 |
21.360 |
-2.340 |
-10 |
6,341 |
-100 |
|
| 3/13/17 |
4/03/17 |
21 |
|
- cash - |
| |
4/03/17 |
4/10/17 |
7 |
|
|
|
SMA Solar |
100 |
266 |
|
23.800 |
24.110 |
23.490 |
-0.310 |
-1 |
6,258 |
-50 |
|
| 4/10/17 |
4/17/17 |
7 |
|
- cash - |
| |
4/17/17 |
4/24/17 |
7 |
|
|
|
SMA Solar |
100 |
263 |
|
23.750 |
23.970 |
23.530 |
-0.220 |
-1 |
6,200 |
-38 |
|
| 4/24/17 |
8/28/17 |
126 |
|
- cash - |
| |
8/28/17 |
9/25/17 |
28 |
|
|
|
elumeo |
100 |
788 |
|
7.867 |
7.975 |
7.759 |
-0.108 |
-1 |
6,115 |
-16 |
|
| 9/25/17 |
11/20/17 |
56 |
|
- cash - |
| |
11/20/17 |
11/27/17 |
7 |
|
|
|
Drägerwerk |
100 |
87 |
|
69.890 |
71.040 |
68.740 |
-1.150 |
-2 |
6,015 |
-58 |
|
| 11/27/17 |
12/04/17 |
7 |
|
- cash - |
| |
12/04/17 |
1/08/18 |
35 |
|
|
|
Drägerwerk |
100 |
84 |
|
71.000 |
78.650 |
63.350 |
-7.650 |
-11 |
5,372 |
-70 |
|
| 1/08/18 |
1/22/18 |
14 |
|
- cash - |
| |
1/22/18 |
8/13/18 |
203 |
|
|
|
Drägerwerk |
100 |
69 |
|
77.700 |
68.950 |
87.560 |
9.860 |
13 |
6,053 |
24 |
|
| |
8/13/18 |
4/08/19 |
238 |
|
|
|
elumeo |
100 |
1,455 |
|
4.160 |
1.770 |
9.777 |
5.617 |
135 |
14,226 |
271 |
|
| 4/08/19 |
5/06/19 |
28 |
|
- cash - |
| |
5/06/19 |
6/17/19 |
42 |
|
|
|
elumeo |
100 |
9,810 |
|
1.450 |
1.020 |
2.061 |
0.611 |
42 |
20,223 |
2,027 |
|
| 6/17/19 |
7/15/19 |
28 |
|
- cash - |
| |
7/15/19 |
11/12/19 |
120 |
|
|
|
Aumann |
100 |
1,394 |
|
14.500 |
12.460 |
16.874 |
2.374 |
16 |
23,532 |
59 |
|
| accum | 5/09/16 |
11/12/19 | 960 |
days out of 5062 invested (19%) |
135 |
23,532 |
38 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| elumeo | short | 8/28/17 | 9/25/17 | 28 | 7.87 | 7.98 | 7.76 | -0.11 | -1.37 | | | |
| | | 8/13/18 | 4/08/19 | 238 | 4.16 | 1.77 | 9.78 | 5.62 | 135.03 | | | |
| | | 5/06/19 | 6/17/19 | 42 | 1.45 | 1.02 | 2.06 | 0.61 | 42.16 | | | 229.53 |
| Aumann | | 7/15/19 | 11/12/19 | 120 | 14.50 | 12.46 | 16.87 | 2.37 | 16.37 | | | 16.37 |
| Drägerwerk | | 11/20/17 | 11/27/17 | 7 | 69.89 | 71.04 | 68.74 | -1.15 | -1.65 | | | |
| | | 12/04/17 | 1/08/18 | 35 | 71.00 | 78.65 | 63.35 | -7.65 | -10.77 | | | |
| | | 1/22/18 | 8/13/18 | 203 | 77.70 | 68.95 | 87.56 | 9.86 | 12.69 | | | -1.11 |
| SMA Solar | | 2/06/17 | 2/20/17 | 14 | 23.22 | 24.35 | 22.08 | -1.14 | -4.89 | | | |
| | | 3/06/17 | 3/13/17 | 7 | 23.70 | 26.04 | 21.36 | -2.34 | -9.87 | | | |
| | | 4/03/17 | 4/10/17 | 7 | 23.80 | 24.11 | 23.49 | -0.31 | -1.30 | | | |
| | | 4/17/17 | 4/24/17 | 7 | 23.75 | 23.97 | 23.53 | -0.22 | -0.93 | | | -16.18 |
| Rocket Internet | | 5/09/16 | 5/23/16 | 14 | 19.08 | 20.99 | 17.16 | -1.92 | -10.04 | | | |
| | | 6/06/16 | 1/30/17 | 238 | 19.06 | 22.45 | 15.66 | -3.40 | -17.82 | | | -26.07 |
Annotations
| 2/10/17 | GEX | | | machine learning processed for all techniques |
| 2/06/17 | GEX | | | implementation |
| 12/21/15 | Ströer Media | | | moves from SDAX to MDAX |
| 9/04/15 | Sixt Leasing | | | recording started (SDAX) |
| 6/21/15 | Ferratum | | | recording started |
| 1/19/15 | Hella | | | entry |
|
