| | |
| | |
Assessment - NAI - Der Natur-Index - 2/24/20 - RS = 11
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/24/20 |
⇓ Δwk |
12/09/19 |
prc diff |
⇓ Δ11 |
Curr |
∅-RS |
| |  |
 |
 |
|
L |
 |
NAI 30 |
8,901.190 |
13:54 |
-2.13 |
9,522.560 |
-6.53 |
8,756.710 |
765.850 |
8.75 |
EUR |
14.86 |
| | |
|
|
|
L |
|
Tesla Motors |
683.347 |
15:30 |
-12.26 |
833.790 |
-18.04 |
339.530 |
494.260 |
145.57 |
USD |
199.15 |
| | |
|
|
|
L |
|
Natura Cosmeticos |
45.520 |
16:18 |
-1.77 |
48.500 |
-6.14 |
34.080 |
14.420 |
42.31 |
BRL |
59.79 |
| | |
|
|
|
L |
|
Steico |
31.800 |
10:15 |
-7.29 |
32.800 |
-3.05 |
28.300 |
4.500 |
15.90 |
EUR |
32.27 |
| | |
|
|
|
L |
|
Gaia |
8.180 |
15:29 |
-8.19 |
10.270 |
-20.35 |
8.680 |
1.590 |
18.32 |
USD |
30.53 |
| | |
|
|
|
|
|
Stericycle |
60.160 |
15:30 |
-2.54 |
65.430 |
-8.05 |
65.870 |
-0.440 |
-0.67 |
USD |
24.53 |
| | |
|
|
|
L |
|
Ormat Technologies |
71.390 |
15:26 |
-1.67 |
83.210 |
-14.21 |
75.560 |
7.650 |
10.12 |
USD |
24.13 |
| | |
|
|
|
L |
|
Tomra Systems |
301.600 |
10:16 |
-2.39 |
317.400 |
-4.98 |
282.600 |
34.800 |
12.31 |
NOK |
22.90 |
| | |
|
|
|
|
|
Vestas Wind Systems |
659.600 |
15:59 |
-2.77 |
688.000 |
-4.13 |
663.000 |
25.000 |
3.77 |
DKK |
18.16 |
| | |
|
|
|
|
|
Svenska Cellulosa B |
98.380 |
09:31 |
-2.11 |
101.350 |
-2.93 |
95.680 |
5.670 |
5.93 |
SEK |
17.68 |
| | |
|
|
|
L |
|
Acciona |
110.800 |
09:05 |
-1.07 |
112.400 |
-1.42 |
92.050 |
20.350 |
22.11 |
EUR |
17.26 |
| | |
|
|
|
|
|
Aegion |
19.855 |
15:29 |
-3.05 |
22.190 |
-10.52 |
21.470 |
0.720 |
3.35 |
USD |
15.03 |
| | |
|
|
|
|
|
Kurita Water |
2,922.000 |
06:15 |
-4.51 |
3,220.000 |
-9.25 |
3,135.000 |
85.000 |
2.71 |
JPY |
11.06 |
| | |
|
|
|
L |
|
Smith and Nephew |
1,839.000 |
09:24 |
-0.03 |
1,890.000 |
-2.70 |
1,675.500 |
214.500 |
12.80 |
GBP |
10.62 |
| | |
|
|
|
L |
|
Mayr-Melnhof |
120.800 |
08:55 |
-1.15 |
126.600 |
-4.58 |
119.800 |
6.800 |
5.68 |
EUR |
10.03 |
| | |
|
|
|
L |
|
Aixtron |
9.662 |
13:03 |
-2.97 |
9.654 |
0.08 |
8.072 |
1.582 |
19.60 |
EUR |
7.70 |
| | |
|
|
|
|
|
Aspen Pharmacare |
6.250 |
07:05 |
3.31 |
6.700 |
-6.72 |
6.800 |
-0.100 |
-1.47 |
EUR |
6.96 |
| | |
|
|
|
|
|
Kadant |
92.760 |
15:09 |
-1.93 |
97.980 |
-5.33 |
100.460 |
-2.480 |
-2.47 |
USD |
6.85 |
| | |
|
|
|
|
|
Interface |
15.650 |
15:29 |
-3.16 |
16.100 |
-2.80 |
16.970 |
-0.870 |
-5.13 |
USD |
6.02 |
| | |
|
|
|
L |
|
Molina Healthcare |
124.430 |
15:30 |
-3.34 |
138.210 |
-9.97 |
129.630 |
8.580 |
6.62 |
USD |
5.22 |
| | |
|
|
|
|
|
Potlatch |
37.240 |
15:30 |
-3.50 |
41.220 |
-9.66 |
42.640 |
-1.420 |
-3.33 |
USD |
4.28 |
| | |
|
|
|
|
|
Steelcase |
16.710 |
15:30 |
-1.99 |
18.070 |
-7.53 |
18.550 |
-0.480 |
-2.59 |
USD |
3.61 |
| | |
|
|
|
|
|
Ricoh |
1,040.000 |
06:15 |
-2.71 |
1,114.000 |
-6.64 |
1,155.000 |
-41.000 |
-3.55 |
JPY |
3.57 |
| | |
|
|
|
L |
|
Triodos Groenfonds |
59.960 |
09:00 |
|
59.910 |
0.08 |
59.110 |
0.800 |
1.35 |
EUR |
1.56 |
| | |
|
|
|
|
|
Sims Metal Managemt |
9.580 |
05:10 |
-1.44 |
10.440 |
-8.24 |
10.630 |
-0.190 |
-1.79 |
AUD |
-0.79 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/24/20 |
⇓ Δwk |
12/09/19 |
prc diff |
⇓ Δ11 |
Curr |
∅-RS |
| | |
|
|
|
|
|
Kingfisher |
190.550 |
09:24 |
-2.98 |
207.900 |
-8.35 |
214.000 |
-6.100 |
-2.85 |
GBP |
-4.87 |
| | |
|
|
|
S |
|
Shimano |
15,260.000 |
06:15 |
-0.91 |
15,550.000 |
-1.86 |
17,870.000 |
-2,320.000 |
-12.98 |
JPY |
-6.60 |
| | |
|
|
|
L |
|
SunOpta |
3.200 |
15:16 |
0.31 |
3.270 |
-2.14 |
3.480 |
-0.210 |
-6.03 |
CAD |
-8.59 |
| | |
|
|
|
|
|
EJR |
8,528.000 |
06:15 |
-2.20 |
9,089.000 |
-6.17 |
9,956.000 |
-867.000 |
-8.71 |
JPY |
-10.30 |
| | |
|
|
|
|
|
Boiron |
32.600 |
10:07 |
-0.15 |
31.600 |
3.16 |
33.200 |
-1.600 |
-4.82 |
EUR |
-17.40 |
| | |
|
|
|
|
|
United Natural Foods |
5.885 |
15:30 |
-9.32 |
7.220 |
-18.49 |
9.690 |
-2.470 |
-25.49 |
USD |
-23.88 |
| NAI 30 - 30 out of 30 instruments rated - 2/24/20 / 12/09/19 - 16 did rise, Market-Ratio(11) = 53.33 % |
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 |
2/27/20 |
59 |
|
|
|
Tesla Motors |
100 |
22,359 |
USD |
414.700 |
683.347 |
|
268.647 |
65 |
15,278,996 |
2,097 |
|
| accum | 1/09/06 |
2/27/20 | 5162 |
days out of 5169 invested (100%) |
152,690 |
15,278,996 |
68 |
|
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 |
| Aixtron | short | 6/01/15 | 4/25/16 | 329 | 6.90 | 4.11 | 11.59 | 4.69 | 67.97 | | | 67.97 |
| Tesla Motors | long | 12/30/19 | 2/27/20 | 59 | 414.70 | 683.35 | | 268.65 | 64.78 | | | 64.78 |
| 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 |
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 |
|
|
