Assessment - Austrian Traded Index - 10/07/19 - RS = 23
⇐
⇓ freshest
⇓ 10/07/19
⇓ 4/29/19
prc diff
⇓
∅-RS
L
ATX
3,005.640
Fri
2.24
2,936.190
2.37
3,228.450
-292.260
-9.05
-2.52
L
S Immo
21.900
Fri
-0.45
21.700
0.92
19.460
2.240
11.51
23.11
L
Immofinanz
26.300
Fri
0.19
26.100
0.77
22.880
3.220
14.07
15.66
Verbund
48.300
Fri
2.99
47.800
1.05
44.120
3.680
8.34
9.45
L
OMV
49.240
Fri
1.01
49.040
0.41
48.120
0.920
1.91
9.27
L
Wienerberger
21.800
Fri
-0.46
22.020
-1.00
20.500
1.520
7.41
8.87
CA Immobilien
33.600
Fri
32.900
2.13
31.350
1.550
4.94
6.98
Do&Co
81.000
Fri
0.62
82.500
-1.82
75.900
6.600
8.70
3.60
L
Telekom Austria
6.810
Fri
0.89
6.780
0.44
6.740
0.040
0.59
2.22
Vienna Insurance
23.500
Fri
1.73
23.100
1.73
24.550
-1.450
-5.91
1.54
Lenzing
91.050
Fri
1.62
88.300
3.11
99.500
-11.200
-11.26
-0.01
Uniqa
8.250
Fri
1.41
8.130
1.48
9.490
-1.360
-14.33
-3.09
L
Österreichische Post
31.600
Fri
1.44
31.250
1.12
35.450
-4.200
-11.85
-4.51
L
Andritz
36.960
Fri
2.55
36.000
2.67
42.900
-6.900
-16.08
-5.72
AT&S
15.250
Fri
1.67
15.040
1.40
17.230
-2.190
-12.71
-6.83
Bawag
36.360
Fri
3.89
35.020
3.83
43.240
-8.220
-19.01
-7.52
Raiffeisen Bank Int
21.310
Fri
5.08
20.160
5.70
23.910
-3.750
-15.68
-9.64
Erste Group Bank
30.080
Fri
4.19
28.780
4.52
35.850
-7.070
-19.72
-11.65
voestalpine
21.630
Fri
2.90
20.550
5.26
28.800
-8.250
-28.65
-21.70
Schoeller-Bleckmann
54.200
Fri
3.63
53.200
1.88
84.200
-31.000
-36.82
-23.03
FACC
10.650
Fri
3.00
10.000
6.50
15.100
-5.100
-33.77
-23.30
ATX - 20 out of 20 instruments rated - 10/07/19 / 4/29/19 - 8 did rise, Market-Ratio(23) = 40.00 % Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions Austrian Traded Index * L23 - 41 ex 5 (1)
⇐ L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield long
1/02/06
4/24/06
112
OMV
100
199
50.120
56.100
5.980
12
11,190
44
4/24/06
7/31/06
98
voestalpine
100
354
31.580
28.915
-2.665
-8
10,247
-28
7/31/06 8/07/06 7 - cash -
8/07/06
9/11/06
35
Andritz
100
645
15.880
14.876
-1.004
-6
9,599
-49
9/11/06 9/18/06 7 - cash -
9/18/06
10/02/06
14
voestalpine
100
301
31.850
33.200
1.350
4
10,005
195
10/02/06 10/09/06 7 - cash -
10/09/06
9/10/07
336
voestalpine
100
290
34.500
56.700
22.200
64
16,443
72
9/10/07 10/15/07 35 - cash -
10/15/07
10/22/07
7
Schoeller-Bleckmann
100
235
69.850
75.000
5.150
7
17,654
3,983
10/22/07 4/28/08 189 - cash -
4/28/08
5/12/08
14
Verbund
100
348
50.653
51.368
0.715
1
17,902
44
5/12/08 5/19/08 7 - cash -
5/19/08
7/14/08
56
Verbund
100
327
54.594
50.971
-3.623
-7
16,718
-36
7/14/08 7/21/08 7 - cash -
7/21/08
7/28/08
7
Verbund
100
338
49.353
48.142
-1.211
-2
16,308
-73
7/28/08 8/18/08 21 - cash -
8/18/08
9/08/08
21
Verbund
100
338
48.192
46.504
-1.688
-4
15,738
-46
9/08/08 4/27/09 231 - cash -
4/27/09
3/01/10
308
Immofinanz
100
1,257
12.520
19.350
6.830
55
24,323
68
3/01/10 3/08/10 7 - cash -
3/08/10
3/22/10
14
AT&S
100
3,132
7.765
7.709
-0.056
-1
24,147
-17
3/22/10 3/29/10 7 - cash -
3/29/10
6/07/10
70
AT&S
100
3,128
7.718
9.636
1.918
25
30,145
218
6/07/10 6/14/10 7 - cash -
6/14/10
6/21/10
7
AT&S
100
3,036
9.927
10.153
0.226
2
30,830
223
6/21/10 6/28/10 7 - cash -
6/28/10
5/23/11
329
Do&Co
100
1,576
19.551
29.000
9.449
48
45,722
55
5/23/11 5/30/11 7 - cash -
5/30/11
6/06/11
7
Lenzing
100
458
99.750
100.150
0.400
0
45,905
23
6/06/11 7/04/11 28 - cash -
7/04/11
7/11/11
7
Lenzing
100
505
90.900
88.700
-2.200
-2
44,794
-72
7/11/11 1/16/12 189 - cash -
1/16/12
3/19/12
63
Schoeller-Bleckmann
100
647
69.190
65.910
-3.280
-5
42,672
-25
3/19/12
4/16/12
28
Lenzing
100
490
87.000
79.000
-8.000
-9
38,752
-72
4/16/12
6/11/12
56
Österreichische Post
100
1,450
26.725
26.230
-0.495
-2
38,034
-11
6/11/12 6/18/12 7 - cash -
6/18/12
6/25/12
7
Andritz
100
946
40.180
38.195
-1.985
-5
36,156
-93
6/25/12 8/06/12 42 - cash -
8/06/12
8/13/12
7
Andritz
100
794
45.500
43.435
-2.065
-5
34,517
-91
8/13/12 8/20/12 7 - cash -
8/20/12
8/27/12
7
Andritz
100
788
43.800
42.260
-1.540
-4
33,303
-85
8/27/12 9/10/12 14 - cash -
9/10/12
12/17/12
98
Raiffeisen Bank Int
100
1,137
29.290
31.150
1.860
6
35,418
26
12/17/12
6/10/13
175
Erste Group Bank
100
1,532
23.105
23.687
0.582
3
36,309
5
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
6/10/13 7/29/13 49 - cash -
7/29/13
8/26/13
28
Wienerberger
100
3,870
9.380
11.585
2.205
24
44,843
1,468
8/26/13 9/02/13 7 - cash -
9/02/13
10/07/13
35
Wienerberger
100
4,093
10.955
12.790
1.835
17
52,353
403
10/07/13 10/14/13 7 - cash -
10/14/13
5/12/14
210
Wienerberger
100
4,158
12.590
13.120
0.530
4
54,557
7
5/12/14 5/19/14 7 - cash -
5/19/14
8/04/14
77
AT&S
100
6,068
8.990
8.446
-0.544
-6
51,256
-26
8/04/14 8/18/14 14 - cash -
8/18/14
10/06/14
49
Do&Co
100
1,012
50.600
50.410
-0.190
0
51,064
-3
10/06/14 11/24/14 49 - cash -
11/24/14
12/08/14
14
Do&Co
100
915
55.760
58.790
3.030
5
53,836
297
12/08/14 12/22/14 14 - cash -
12/22/14
1/05/15
14
Do&Co
100
898
59.930
64.050
4.120
7
57,536
466
1/05/15 1/12/15 7 - cash -
1/12/15
5/04/15
112
Do&Co
100
869
66.200
64.030
-2.170
-3
55,650
-10
5/04/15
8/10/15
98
AT&S
100
3,853
14.440
15.955
1.515
10
61,488
45
8/10/15 11/09/15 91 - cash -
11/09/15
11/16/15
7
AT&S
100
3,911
15.720
15.300
-0.420
-3
59,845
-76
11/16/15 11/23/15 7 - cash -
11/23/15
12/28/15
35
Do&Co
100
629
95.000
93.360
-1.640
-2
58,814
-17
12/28/15 1/04/16 7 - cash -
1/04/16
1/11/16
7
Do&Co
100
608
96.720
95.400
-1.320
-1
58,011
-51
1/11/16 2/01/16 21 - cash -
2/01/16
2/08/16
7
Do&Co
100
614
94.400
90.200
-4.200
-4
55,432
-91
2/08/16 3/07/16 28 - cash -
3/07/16
3/28/16
21
Do&Co
100
563
98.400
105.000
6.600
7
59,148
209
3/28/16 4/25/16 28 - cash -
4/25/16
5/02/16
7
Do&Co
100
596
99.100
99.500
0.400
0
59,386
23
5/02/16 5/23/16 21 - cash -
5/23/16
6/06/16
14
Lenzing
100
737
80.500
82.890
2.390
3
61,148
114
6/06/16 6/20/16 14 - cash -
6/20/16
8/22/16
63
Lenzing
100
732
83.520
100.200
16.680
20
73,358
187
8/22/16 9/05/16 14 - cash -
9/05/16
10/03/16
28
Lenzing
100
677
108.250
104.350
-3.900
-4
70,717
-38
10/03/16 10/10/16 7 - cash -
10/10/16
7/10/17
273
Lenzing
100
634
111.500
152.550
41.050
37
96,743
52
7/10/17
6/04/18
329
FACC
100
10,857
8.910
16.480
7.570
85
178,930
98
6/04/18 7/23/18 49 - cash -
7/23/18
8/20/18
28
Verbund
100
5,409
33.080
34.140
1.060
3
184,664
51
8/20/18 8/27/18 7 - cash -
8/27/18
9/10/18
14
Verbund
100
5,390
34.260
37.960
3.700
11
204,607
1,349
9/10/18 9/17/18 7 - cash -
9/17/18
9/24/18
7
Verbund
100
5,195
39.380
40.800
1.420
4
211,984
534
9/24/18 12/03/18 70 - cash -
12/03/18
12/10/18
7
Do&Co
100
2,395
88.500
81.200
-7.300
-8
194,500
-99
12/10/18 3/25/19 105 - cash -
3/25/19
5/13/19
49
Verbund
100
4,491
43.300
44.220
0.920
2
198,632
17
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
5/13/19 5/20/19 7 - cash -
5/20/19
8/05/19
77
Verbund
100
4,271
46.500
52.300
5.800
12
223,404
75
8/05/19 9/16/19 42 - cash -
9/16/19
9/23/19
7
Verbund
100
4,333
51.550
51.550
0.000
0
223,404
0
9/23/19 10/14/19 21 - cash -
accum 1/02/06
9/23/19 3500
days out of 5033 invested (70%)
2,134
223,404
38
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total FACC long 7/10/17 6/04/18 329 8.91 16.48 7.57 84.96 84.96 voestalpine 4/24/06 7/31/06 98 31.58 28.92 -2.67 -8.44 9/18/06 10/02/06 14 31.85 33.20 1.35 4.24 10/09/06 9/10/07 336 34.50 56.70 22.20 64.35 56.86 Immofinanz 4/27/09 3/01/10 308 12.52 19.35 6.83 54.55 54.55 Wienerberger 7/29/13 8/26/13 28 9.38 11.59 2.21 23.51 9/02/13 10/07/13 35 10.96 12.79 1.84 16.75 10/14/13 5/12/14 210 12.59 13.12 0.53 4.21 50.27 Do&Co 6/28/10 5/23/11 329 19.55 29.00 9.45 48.33 8/18/14 10/06/14 49 50.60 50.41 -0.19 -0.38 11/24/14 12/08/14 14 55.76 58.79 3.03 5.43 12/22/14 1/05/15 14 59.93 64.05 4.12 6.87 1/12/15 5/04/15 112 66.20 64.03 -2.17 -3.28 11/23/15 12/28/15 35 95.00 93.36 -1.64 -1.73 1/04/16 1/11/16 7 96.72 95.40 -1.32 -1.36 2/01/16 2/08/16 7 94.40 90.20 -4.20 -4.45 3/07/16 3/28/16 21 98.40 105.00 6.60 6.71 4/25/16 5/02/16 7 99.10 99.50 0.40 0.40 12/03/18 12/10/18 7 88.50 81.20 -7.30 -8.25 46.63 Lenzing 5/30/11 6/06/11 7 99.75 100.15 0.40 0.40 7/04/11 7/11/11 7 90.90 88.70 -2.20 -2.42 3/19/12 4/16/12 28 87.00 79.00 -8.00 -9.20 5/23/16 6/06/16 14 80.50 82.89 2.39 2.97 6/20/16 8/22/16 63 83.52 100.20 16.68 19.97 9/05/16 10/03/16 28 108.25 104.35 -3.90 -3.60 10/10/16 7/10/17 273 111.50 152.55 41.05 36.82 44.94 instrument L/S date buy date sell days prc buy prc sell prc diff d % total AT&S 3/08/10 3/22/10 14 7.77 7.71 -0.06 -0.73 3/29/10 6/07/10 70 7.72 9.64 1.92 24.85 6/14/10 6/21/10 7 9.93 10.15 0.23 2.27 5/19/14 8/04/14 77 8.99 8.45 -0.54 -6.05 5/04/15 8/10/15 98 14.44 15.96 1.52 10.49 11/09/15 11/16/15 7 15.72 15.30 -0.42 -2.67 28.07 Verbund 4/28/08 5/12/08 14 50.65 51.37 0.72 1.41 5/19/08 7/14/08 56 54.59 50.97 -3.62 -6.64 7/21/08 7/28/08 7 49.35 48.14 -1.21 -2.45 8/18/08 9/08/08 21 48.19 46.50 -1.69 -3.50 7/23/18 8/20/18 28 33.08 34.14 1.06 3.20 8/27/18 9/10/18 14 34.26 37.96 3.70 10.80 9/17/18 9/24/18 7 39.38 40.80 1.42 3.61 3/25/19 5/13/19 49 43.30 44.22 0.92 2.12 5/20/19 8/05/19 77 46.50 52.30 5.80 12.47 9/16/19 9/23/19 7 51.55 51.55 0.00 0.00 21.28 OMV 1/02/06 4/24/06 112 50.12 56.10 5.98 11.93 11.93 Raiffeisen Bank Int 9/10/12 12/17/12 98 29.29 31.15 1.86 6.35 6.35 Erste Group Bank 12/17/12 6/10/13 175 23.11 23.69 0.58 2.52 2.52 Schoeller-Bleckmann 10/15/07 10/22/07 7 69.85 75.00 5.15 7.37 1/16/12 3/19/12 63 69.19 65.91 -3.28 -4.74 2.28 Österreichische Post 4/16/12 6/11/12 56 26.73 26.23 -0.50 -1.85 -1.85 Andritz 8/07/06 9/11/06 35 15.88 14.88 -1.00 -6.32 6/18/12 6/25/12 7 40.18 38.20 -1.99 -4.94 8/06/12 8/13/12 7 45.50 43.44 -2.07 -4.54 8/20/12 8/27/12 7 43.80 42.26 -1.54 -3.52 -17.98
Annotations
9/24/18 ATX Do&Co replaces Porr 6/25/18 Immofinanz reverse stock split 10:1 (one for ten) 5/22/18 ATX component exchange: AT&S and FACC for Agrana and Zumtobel 3/25/17 ATX Machine Learning processed for all techniques. 3/20/17 ATX Flughafen Wien replaces Do&Co 9/19/16 ATX Do&Co replaces AT&S 3/21/16 ATX AT&S replaces Flughafen Wien 9/09/15 ATX complete analysis (scheduled)
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