| |
| |
Assessment - NAI - Der Natur-Index - 1/23/23 - RS = 11
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/23/23 |
⇓ Δwk |
11/07/22 |
prc diff |
⇓ Δ11 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
NAI 30 |
15,177.100 |
Mon |
-0.77 |
15,087.400 |
0.59 |
14,954.000 |
133.400 |
0.89 |
EUR |
-3.57 |
| |  |
 |
 |
 |
L |
 |
Aixtron |
27.200 |
Mon |
-3.31 |
30.470 |
-10.73 |
25.210 |
5.260 |
20.86 |
EUR |
30.04 |
| |  |
 |
 |
 |
L |
 |
Vestas Wind Systems |
193.940 |
Mon |
0.87 |
202.950 |
-4.44 |
161.220 |
41.730 |
25.88 |
DKK |
15.96 |
| |  |
 |
 |
 |
|
 |
Pearson |
921.200 |
Mon |
-0.82 |
924.600 |
-0.37 |
947.800 |
-23.200 |
-2.45 |
GBP |
14.92 |
| |  |
 |
 |
 |
L |
 |
NVidia |
195.260 |
Mon |
-4.12 |
191.930 |
1.74 |
143.010 |
48.920 |
34.21 |
USD |
12.64 |
| |  |
 |
 |
 |
|
 |
Kurita Water |
5,950.000 |
Mon |
1.02 |
5,690.000 |
4.57 |
6,000.000 |
-310.000 |
-5.17 |
JPY |
11.77 |
| |  |
 |
 |
 |
|
 |
Ormat Technologies |
91.325 |
Mon |
-0.18 |
90.820 |
0.56 |
100.930 |
-10.110 |
-10.02 |
USD |
10.37 |
| |  |
 |
 |
 |
L |
 |
Kadant |
199.260 |
Mon |
-0.65 |
200.510 |
-0.62 |
177.690 |
22.820 |
12.84 |
USD |
7.44 |
| |  |
 |
 |
 |
|
 |
Acciona |
180.100 |
Mon |
-2.12 |
187.800 |
-4.10 |
181.800 |
6.000 |
3.30 |
EUR |
6.00 |
| |  |
 |
 |
 |
L |
 |
Kingfisher |
274.300 |
Mon |
0.85 |
262.800 |
4.38 |
225.400 |
37.400 |
16.59 |
GBP |
4.11 |
| |  |
 |
 |
 |
|
 |
EJR |
7,251.000 |
Mon |
-0.56 |
7,334.000 |
-1.13 |
7,947.000 |
-613.000 |
-7.71 |
JPY |
2.88 |
| |  |
 |
 |
 |
L |
 |
Mayr-Melnhof |
154.800 |
Mon |
1.31 |
157.600 |
-1.78 |
149.800 |
7.800 |
5.21 |
EUR |
1.78 |
| |  |
 |
 |
 |
L |
 |
Smith and Nephew |
1,118.500 |
Mon |
-0.31 |
1,155.000 |
-3.16 |
1,043.000 |
112.000 |
10.74 |
GBP |
1.35 |
| |  |
 |
 |
 |
|
 |
United Natural Foods |
40.670 |
Mon |
-0.05 |
40.640 |
0.07 |
43.880 |
-3.240 |
-7.38 |
USD |
-1.47 |
| |  |
 |
 |
 |
L |
 |
Potlatch |
47.780 |
Mon |
-2.03 |
46.690 |
2.33 |
45.510 |
1.180 |
2.59 |
USD |
-3.26 |
| |  |
 |
 |
 |
L |
 |
Sims Metal Managemt |
15.210 |
Mon |
-2.75 |
14.840 |
2.49 |
12.790 |
2.050 |
16.03 |
AUD |
-3.30 |
| |  |
 |
 |
 |
L |
 |
Svenska Cellulosa B |
142.650 |
Mon |
-0.97 |
149.250 |
-4.42 |
136.600 |
12.650 |
9.26 |
SEK |
-4.02 |
| |  |
 |
 |
 |
L |
 |
Tomra Systems |
182.760 |
Mon |
-0.75 |
184.600 |
-1.00 |
163.880 |
20.720 |
12.64 |
NOK |
-5.00 |
| |  |
 |
 |
 |
L |
 |
Umweltbank |
13.800 |
Mon |
-0.36 |
13.950 |
-1.08 |
11.700 |
2.250 |
19.23 |
EUR |
-5.08 |
| |  |
 |
 |
 |
|
 |
BioNTech |
140.215 |
Mon |
-2.40 |
143.730 |
-2.45 |
160.720 |
-16.990 |
-10.57 |
USD |
-5.53 |
| |  |
 |
 |
 |
S |
 |
Ricoh |
1,013.000 |
Mon |
-0.59 |
979.000 |
3.47 |
1,035.000 |
-56.000 |
-5.41 |
JPY |
-5.95 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
306.360 |
Mon |
1.98 |
297.270 |
3.06 |
330.880 |
-33.610 |
-10.16 |
USD |
-5.99 |
| |  |
 |
 |
 |
|
 |
Shimano |
23,065.000 |
Mon |
-0.30 |
21,955.000 |
5.06 |
22,990.000 |
-1,035.000 |
-4.50 |
JPY |
-7.54 |
| |  |
 |
 |
 |
L |
 |
Li-Cycle |
5.670 |
Mon |
-1.73 |
6.020 |
-5.81 |
5.760 |
0.260 |
4.51 |
USD |
-7.94 |
| |  |
 |
 |
 |
L |
 |
Interface |
10.980 |
Mon |
-0.90 |
10.900 |
0.73 |
10.820 |
0.080 |
0.74 |
USD |
-8.68 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/23/23 |
⇓ Δwk |
11/07/22 |
prc diff |
⇓ Δ11 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
Scatec |
82.300 |
Mon |
-3.34 |
85.800 |
-4.08 |
84.000 |
1.800 |
2.14 |
NOK |
-11.88 |
| |  |
 |
 |
 |
L |
 |
Aspen Pharmacare |
7.950 |
Mon |
1.92 |
7.600 |
4.61 |
8.150 |
-0.550 |
-6.75 |
EUR |
-15.14 |
| |  |
 |
 |
 |
L |
 |
Natura Cosmeticos |
13.110 |
Tue |
4.71 |
12.520 |
4.71 |
13.420 |
-0.900 |
-6.71 |
BRL |
-19.80 |
| |  |
 |
 |
 |
L |
 |
Steico |
49.650 |
Mon |
0.40 |
51.200 |
-3.03 |
44.200 |
7.000 |
15.84 |
EUR |
-21.11 |
| |  |
 |
 |
 |
L |
 |
Steelcase |
7.505 |
Mon |
1.01 |
7.360 |
1.97 |
7.850 |
-0.490 |
-6.24 |
USD |
-24.10 |
| |  |
 |
 |
 |
|
 |
Tesla Motors |
172.330 |
Mon |
-3.13 |
143.750 |
19.88 |
197.080 |
-53.330 |
-27.06 |
USD |
-37.82 |
NAI 30 - 30 out of 30 instruments rated - 1/23/23 / 11/07/22 - 17 did rise, Market-Ratio(11) = 56.67 % |
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 Dr Pepper |
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 |
335,386 |
USD |
27.647 |
49.575 |
|
21.928 |
79 |
16,626,662 |
2,847 |
|
short |
3/02/20 |
6/01/20 |
91 |
 |
 |
 |
United Natural Foods |
100 |
2,785,035 |
USD |
5.970 |
21.210 |
0.000 |
-5.970 |
-100 |
3 |
-100 |
|
long |
6/01/20 |
11/02/20 |
154 |
 |
 |
 |
Tesla Motors |
100 |
0 |
USD |
59.873 |
133.503 |
|
73.630 |
123 |
3 |
0 |
|
short |
11/02/20 |
12/07/20 |
35 |
 |
 |
 |
Interface |
100 |
0 |
USD |
6.300 |
9.130 |
3.470 |
-2.830 |
-45 |
3 |
0 |
|
long |
12/07/20 |
7/19/21 |
224 |
 |
 |
 |
Tesla Motors |
100 |
0 |
USD |
213.920 |
215.407 |
|
1.487 |
1 |
3 |
0 |
|
short |
7/19/21 |
1/30/23 |
560 |
 |
 |
 |
Ormat Technologies |
100 |
0 |
USD |
65.730 |
91.325 |
40.135 |
-25.595 |
-39 |
3 |
0 |
|
accum | 1/09/06 |
1/30/23 | 6231 |
days out of 6238 invested (100%) |
-100 |
3 |
-38 |
|
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 | 27.65 | 49.57 | | 21.93 | 79.32 | | | |
| long | 6/01/20 | 11/02/20 | 154 | 59.87 | 133.50 | | 73.63 | 122.98 | | | |
| long | 12/07/20 | 7/19/21 | 224 | 213.92 | 215.41 | | 1.49 | 0.70 | | | 302.61 |
Aixtron | short | 6/01/15 | 4/25/16 | 329 | 6.90 | 4.11 | 11.59 | 4.69 | 67.97 | | | 67.97 |
Keurig Dr Pepper | 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 |
Ormat Technologies | short | 7/19/21 | 1/30/23 | 560 | 65.73 | 91.33 | 40.14 | -25.60 | -38.94 | | | -38.94 |
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
8/25/22 | Tesla Motors | | | stock split 1:3 (three for one) |
5/27/22 | Tomra Systems | | | stock split 1:2 (two for one) |
7/20/21 | NVidia | | | stock split 1:4 (four for one) |
9/18/17 | Umweltbank | | | stock split 1:5 (five for one) |
2/09/16 | NAI 30 | | | Smith & Nephew and Tesla Motors replace Keurig Green Mountain and SolarWorld |
8/17/15 | NAI 30 | | | complete analysis |
7/01/15 | Scatec Solar | | | monitoring started |
3/14/15 | NAI 30 | | | first complete analysis |
|
|