| | |
| | |
Assessment - NAI - Der Natur-Index - 2/22/21 - RS = 11
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
12/07/20 |
prc diff |
⇓ Δ11 |
Curr |
∅-RS |
| |  |
 |
 |
|
L |
 |
NAI 30 |
14,787.200 |
13:54 |
-0.58 |
15,137.900 |
-2.32 |
12,683.700 |
2,454.200 |
19.35 |
EUR |
48.77 |
| | |
|
|
|
L |
|
SunOpta |
18.850 |
Thu |
-0.68 |
19.610 |
-3.88 |
12.560 |
7.050 |
56.13 |
CAD |
210.99 |
| | |
|
|
|
|
|
Tesla Motors |
682.220 |
Thu |
-8.06 |
714.500 |
-4.52 |
641.760 |
72.740 |
11.33 |
USD |
183.86 |
| | |
|
|
|
L |
|
Steico |
72.200 |
08:56 |
-1.90 |
75.000 |
-3.73 |
51.000 |
24.000 |
47.06 |
EUR |
95.22 |
| | |
|
|
|
L |
|
United Natural Foods |
26.310 |
Thu |
-2.74 |
26.860 |
-2.05 |
18.230 |
8.630 |
47.34 |
USD |
81.59 |
| | |
|
|
|
L |
|
Aixtron |
18.475 |
13:04 |
-5.26 |
17.565 |
5.18 |
13.225 |
4.340 |
32.82 |
EUR |
66.45 |
| | |
|
|
|
L |
|
Aegion |
25.900 |
Thu |
0.04 |
25.900 |
|
19.210 |
6.690 |
34.83 |
USD |
59.01 |
| | |
|
|
|
L |
|
Kadant |
166.910 |
Thu |
-0.09 |
164.000 |
1.77 |
136.420 |
27.580 |
20.22 |
USD |
55.02 |
| | |
|
|
|
L |
|
Sims Metal Managemt |
13.470 |
05:10 |
-2.18 |
13.270 |
1.51 |
12.850 |
0.420 |
3.27 |
AUD |
53.90 |
| | |
|
|
|
L |
|
Ormat Technologies |
90.350 |
Thu |
-13.09 |
105.280 |
-14.18 |
76.190 |
29.090 |
38.18 |
USD |
49.55 |
| | |
|
|
|
L |
|
Interface |
12.610 |
Thu |
-6.04 |
12.470 |
1.12 |
9.130 |
3.340 |
36.58 |
USD |
48.92 |
| | |
|
|
|
|
|
Vestas Wind Systems |
1,169.500 |
09:32 |
-1.18 |
1,230.500 |
-4.96 |
1,239.500 |
-9.000 |
-0.73 |
DKK |
46.73 |
| | |
|
|
|
L |
|
Kurita Water |
4,310.000 |
06:15 |
-1.37 |
4,430.000 |
-2.71 |
3,720.000 |
710.000 |
19.09 |
JPY |
37.92 |
| | |
|
|
|
L |
|
Acciona |
133.600 |
09:07 |
-0.45 |
136.500 |
-2.12 |
108.600 |
27.900 |
25.69 |
EUR |
37.31 |
| | |
|
|
|
L |
|
Potlatch |
51.370 |
Thu |
-3.48 |
54.000 |
-4.87 |
45.560 |
8.440 |
18.53 |
USD |
34.28 |
| | |
|
|
|
L |
|
Mayr-Melnhof |
181.400 |
09:19 |
-0.22 |
181.200 |
0.11 |
147.800 |
33.400 |
22.60 |
EUR |
31.94 |
| | |
|
|
|
|
|
Svenska Cellulosa B |
143.350 |
09:33 |
-2.08 |
150.050 |
-4.47 |
136.150 |
13.900 |
10.21 |
SEK |
29.85 |
| | |
|
|
|
L |
|
Ricoh |
922.000 |
06:15 |
-5.82 |
948.000 |
-2.74 |
738.000 |
210.000 |
28.46 |
JPY |
25.71 |
| | |
|
|
|
|
|
Molina Healthcare |
218.760 |
Thu |
-3.21 |
224.350 |
-2.49 |
211.450 |
12.900 |
6.10 |
USD |
25.57 |
| | |
|
|
|
|
|
Shimano |
23,810.000 |
06:15 |
-2.44 |
25,405.000 |
-6.28 |
24,400.000 |
1,005.000 |
4.12 |
JPY |
25.02 |
| | |
|
|
|
L |
|
Aspen Pharmacare |
7.750 |
07:13 |
-3.73 |
7.950 |
-2.52 |
6.950 |
1.000 |
14.39 |
EUR |
23.33 |
| | |
|
|
|
|
|
Natura Cosmeticos |
49.500 |
Tue |
-3.38 |
51.230 |
-3.38 |
48.450 |
2.780 |
5.74 |
BRL |
22.95 |
| | |
|
|
|
L |
|
Steelcase |
14.220 |
Thu |
-3.46 |
14.220 |
|
13.410 |
0.810 |
6.04 |
USD |
22.21 |
| | |
|
|
|
|
|
Kingfisher |
265.500 |
09:56 |
0.64 |
269.100 |
-1.34 |
265.500 |
3.600 |
1.36 |
GBP |
21.23 |
| | |
|
|
|
|
|
Stericycle |
66.540 |
Thu |
-3.17 |
67.780 |
-1.83 |
69.910 |
-2.130 |
-3.05 |
USD |
13.64 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
12/07/20 |
prc diff |
⇓ Δ11 |
Curr |
∅-RS |
| | |
|
|
|
|
|
Gaia |
9.560 |
Thu |
-5.44 |
10.130 |
-5.63 |
10.050 |
0.080 |
0.80 |
USD |
8.17 |
| | |
|
|
|
L |
|
EJR |
7,857.000 |
06:15 |
-0.54 |
7,625.000 |
3.04 |
6,911.000 |
714.000 |
10.33 |
JPY |
7.28 |
| | |
|
|
|
|
|
Tomra Systems |
371.200 |
09:06 |
-1.01 |
373.900 |
-0.72 |
370.900 |
3.000 |
0.81 |
NOK |
3.90 |
| | |
|
|
|
L |
|
Triodos Groenfonds |
60.610 |
Wed |
0.07 |
60.610 |
|
60.220 |
0.390 |
0.65 |
EUR |
2.41 |
| | |
|
|
|
|
|
Boiron |
35.150 |
10:15 |
0.14 |
35.500 |
-0.99 |
37.000 |
-1.500 |
-4.05 |
EUR |
0.56 |
| | |
|
|
|
|
|
Smith and Nephew |
1,415.500 |
09:57 |
0.71 |
1,415.000 |
0.04 |
1,533.000 |
-118.000 |
-7.70 |
GBP |
-7.97 |
| NAI 30 - 30 out of 30 instruments rated - 2/22/21 / 12/07/20 - 26 did rise, Market-Ratio(11) = 86.67 % |
Technical Chart
Transactions NAI - Der Natur-Index * A11 - 86/52 (1)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 1/02/06 |
1/09/06 |
7 |
|
- cash - |
| long |
1/09/06 |
5/29/06 |
140 |
|
|
|
SolarWorld |
100 |
2 |
EUR |
4,917.000 |
8,028.750 |
|
3,111.750 |
63 |
16,224 |
259 |
|
| short |
5/29/06 |
10/02/06 |
126 |
|
|
|
Boiron |
100 |
983 |
EUR |
16.500 |
17.050 |
15.950 |
-0.550 |
-3 |
15,683 |
-9 |
|
| long |
10/02/06 |
7/02/07 |
273 |
|
|
|
SunOpta |
100 |
1,312 |
CAD |
11.950 |
12.100 |
|
0.150 |
1 |
15,880 |
2 |
|
| short |
7/02/07 |
5/11/09 |
679 |
|
|
|
SolarWorld |
100 |
2 |
EUR |
5,625.000 |
3,270.000 |
9,676.032 |
4,051.032 |
72 |
23,982 |
34 |
|
| long |
5/11/09 |
2/01/10 |
266 |
|
|
|
Keurig |
100 |
1,285 |
USD |
18.653 |
28.136 |
|
9.483 |
51 |
36,167 |
76 |
|
| short |
2/01/10 |
12/29/14 |
1792 |
|
|
|
SolarWorld |
100 |
19 |
EUR |
1,877.250 |
12.575 |
280,243.941 |
278,366.691 |
14,828 |
5,325,135 |
177 |
|
| long |
12/29/14 |
6/01/15 |
154 |
|
|
|
Shimano |
100 |
33,419 |
JPY |
159.340 |
176.950 |
|
17.610 |
11 |
5,913,643 |
28 |
|
| short |
6/01/15 |
4/25/16 |
329 |
|
|
|
Aixtron |
100 |
857,049 |
EUR |
6.900 |
4.108 |
11.590 |
4.690 |
68 |
9,932,860 |
78 |
|
| long |
4/25/16 |
6/13/16 |
49 |
|
|
|
Steico |
100 |
1,008,412 |
EUR |
9.850 |
10.345 |
|
0.495 |
5 |
10,432,024 |
44 |
|
| short |
6/13/16 |
2/25/19 |
987 |
|
|
|
SunOpta |
100 |
1,783,251 |
CAD |
5.850 |
5.280 |
6.482 |
0.632 |
11 |
11,558,147 |
4 |
|
| long |
2/25/19 |
4/29/19 |
63 |
|
|
|
Natura Cosmeticos |
100 |
463,531 |
BRL |
24.935 |
26.175 |
|
1.240 |
5 |
12,132,925 |
32 |
|
| short |
4/29/19 |
12/30/19 |
245 |
|
|
|
Aspen Pharmacare |
100 |
1,972,833 |
EUR |
6.150 |
7.600 |
4.700 |
-1.450 |
-24 |
9,272,318 |
-33 |
|
| long |
12/30/19 |
3/02/20 |
63 |
|
|
|
Tesla Motors |
100 |
111,795 |
USD |
82.940 |
148.724 |
|
65.784 |
79 |
16,626,640 |
2,847 |
|
| short |
3/02/20 |
6/01/20 |
91 |
|
|
|
United Natural Foods |
100 |
2,785,031 |
USD |
5.970 |
21.210 |
0.000 |
-5.970 |
-100 |
5 |
-100 |
|
| long |
6/01/20 |
11/02/20 |
154 |
|
|
|
Tesla Motors |
100 |
0 |
USD |
179.620 |
400.510 |
|
220.890 |
123 |
5 |
0 |
|
| short |
11/02/20 |
12/07/20 |
35 |
|
|
|
Interface |
100 |
0 |
USD |
6.300 |
9.130 |
3.470 |
-2.830 |
-45 |
5 |
0 |
|
| long |
12/07/20 |
2/25/21 |
80 |
|
|
|
Tesla Motors |
100 |
0 |
USD |
641.760 |
682.220 |
|
40.460 |
6 |
5 |
0 |
|
| accum | 1/09/06 |
2/25/21 | 5527 |
days out of 5534 invested (100%) |
-100 |
5 |
-40 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| SolarWorld | long | 1/09/06 | 5/29/06 | 140 | 4,917.00 | 8,028.75 | | 3,111.75 | 63.29 | | | |
| | short | 7/02/07 | 5/11/09 | 679 | 5,625.00 | 3,270.00 | 9,676.03 | 4,051.03 | 72.02 | | | |
| | short | 2/01/10 | 12/29/14 | 1792 | 1,877.25 | 12.58 | 280,243.94 | 278,366.69 | 14,828.43 | | | 41,831.14 |
| Tesla Motors | long | 12/30/19 | 3/02/20 | 63 | 82.94 | 148.72 | | 65.78 | 79.32 | | | |
| | long | 6/01/20 | 11/02/20 | 154 | 179.62 | 400.51 | | 220.89 | 122.98 | | | |
| | long | 12/07/20 | 2/25/21 | 80 | 641.76 | 682.22 | | 40.46 | 6.30 | | | 325.04 |
| Aixtron | short | 6/01/15 | 4/25/16 | 329 | 6.90 | 4.11 | 11.59 | 4.69 | 67.97 | | | 67.97 |
| Keurig | long | 5/11/09 | 2/01/10 | 266 | 18.65 | 28.14 | | 9.48 | 50.84 | | | 50.84 |
| SunOpta | long | 10/02/06 | 7/02/07 | 273 | 11.95 | 12.10 | | 0.15 | 1.26 | | | |
| | short | 6/13/16 | 2/25/19 | 987 | 5.85 | 5.28 | 6.48 | 0.63 | 10.79 | | | 12.19 |
| Shimano | long | 12/29/14 | 6/01/15 | 154 | 159.34 | 176.95 | | 17.61 | 11.05 | | | 11.05 |
| Steico | long | 4/25/16 | 6/13/16 | 49 | 9.85 | 10.35 | | 0.50 | 5.03 | | | 5.03 |
| Natura Cosmeticos | long | 2/25/19 | 4/29/19 | 63 | 24.94 | 26.18 | | 1.24 | 4.97 | | | 4.97 |
| Boiron | short | 5/29/06 | 10/02/06 | 126 | 16.50 | 17.05 | 15.95 | -0.55 | -3.33 | | | -3.33 |
| Aspen Pharmacare | short | 4/29/19 | 12/30/19 | 245 | 6.15 | 7.60 | 4.70 | -1.45 | -23.58 | | | -23.58 |
| Interface | short | 11/02/20 | 12/07/20 | 35 | 6.30 | 9.13 | 3.47 | -2.83 | -44.92 | | | -44.92 |
| United Natural Foods | short | 3/02/20 | 6/01/20 | 91 | 5.97 | 21.21 | 0.00 | -5.97 | -100.00 | | | -100.00 |
Annotations
| 2/09/16 | NAI 30 | | | Smith & Nephew and Tesla Motors replace Keurig Green Mountain and SolarWorld |
| 8/17/15 | NAI 30 | | | complete analysis |
| 3/14/15 | NAI 30 | | | first complete analysis |
|
|
