| | |
| | |
Assessment - Deutscher Aktienindex - 2/24/20 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/24/20 |
⇓ Δwk |
8/26/19 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
|
|
 |
DAX |
12,526.500 |
09:00 |
-1.94 |
13,035.200 |
-3.90 |
11,658.000 |
1,377.200 |
11.81 |
|
5.11 |
| | |
|
|
|
L |
|
RWE |
32.840 |
09:01 |
0.83 |
33.620 |
-2.32 |
25.330 |
8.290 |
32.73 |
|
34.25 |
| | |
|
|
|
L |
|
Deutsche Bank |
8.706 |
09:01 |
-1.74 |
8.940 |
-2.62 |
6.333 |
2.607 |
41.17 |
|
26.75 |
| | |
|
|
|
L |
|
E.on |
10.932 |
09:00 |
-0.53 |
11.170 |
-2.13 |
8.200 |
2.970 |
36.22 |
|
18.80 |
| | |
|
|
|
L |
|
Merck (EMD) |
114.750 |
09:01 |
-0.99 |
118.000 |
-2.75 |
94.980 |
23.020 |
24.24 |
|
18.38 |
| | |
|
|
|
L |
|
Deutsche Börse |
148.450 |
09:00 |
-1.33 |
152.850 |
-2.88 |
131.250 |
21.600 |
16.46 |
|
17.82 |
| | |
|
|
|
L |
|
Vonovia |
51.700 |
09:01 |
-0.46 |
53.200 |
-2.82 |
42.960 |
10.240 |
23.84 |
|
15.91 |
| | |
|
|
|
|
|
Münchener Rück |
251.700 |
09:00 |
-1.22 |
263.200 |
-4.37 |
218.600 |
44.600 |
20.40 |
|
13.25 |
| | |
|
|
|
|
|
Linde |
185.100 |
09:01 |
-2.37 |
193.850 |
-4.51 |
166.050 |
27.800 |
16.74 |
|
12.01 |
| | |
|
|
|
|
|
Infineon |
19.852 |
09:01 |
-3.35 |
20.140 |
-1.43 |
15.314 |
4.826 |
31.51 |
|
11.67 |
| | |
|
|
|
L |
|
Fresenius MedCare |
71.260 |
09:01 |
-1.11 |
73.540 |
-3.10 |
60.460 |
13.080 |
21.63 |
|
10.53 |
| | |
|
|
|
|
|
Bayer |
68.220 |
09:00 |
-2.40 |
70.500 |
-3.23 |
66.620 |
3.880 |
5.82 |
|
9.86 |
| | |
|
|
|
|
|
MTU Aero Engines |
229.400 |
09:01 |
-2.22 |
247.900 |
-7.46 |
245.600 |
2.300 |
0.94 |
|
9.71 |
| | |
|
|
|
|
|
SAP |
116.260 |
09:01 |
-2.11 |
121.240 |
-4.11 |
106.720 |
14.520 |
13.61 |
|
8.11 |
| | |
|
|
|
|
|
Deutsche Telekom |
15.556 |
09:01 |
-1.14 |
16.160 |
-3.74 |
14.812 |
1.348 |
9.10 |
|
7.49 |
| | |
|
|
|
|
|
Allianz |
209.550 |
09:01 |
-2.38 |
222.750 |
-5.93 |
199.160 |
23.590 |
11.84 |
|
5.83 |
| | |
|
|
|
|
|
Adidas |
257.100 |
09:00 |
-2.06 |
265.050 |
-3.00 |
261.400 |
3.650 |
1.40 |
|
1.10 |
| | |
|
|
|
|
|
Fresenius |
44.405 |
09:01 |
-3.11 |
47.645 |
-6.80 |
44.040 |
3.605 |
8.19 |
|
1.03 |
| | |
|
|
|
|
|
Beiersdorf |
98.360 |
09:01 |
-1.03 |
102.750 |
-4.27 |
110.900 |
-8.150 |
-7.35 |
|
0.60 |
| | |
|
|
|
|
|
Deutsche Post |
29.105 |
09:01 |
-1.99 |
30.365 |
-4.15 |
28.980 |
1.385 |
4.78 |
|
0.44 |
| | |
|
|
|
S |
|
Henkel |
87.040 |
09:01 |
-1.29 |
90.020 |
-3.31 |
86.660 |
3.360 |
3.88 |
|
-0.25 |
| | |
|
|
|
S |
|
Volkswagen |
151.680 |
09:01 |
-2.56 |
157.000 |
-3.39 |
142.180 |
14.820 |
10.42 |
|
-0.33 |
| | |
|
|
|
L |
|
Wirecard |
122.200 |
09:01 |
-1.77 |
128.400 |
-4.83 |
144.500 |
-16.100 |
-11.14 |
|
-0.42 |
| | |
|
|
|
S |
|
Siemens |
96.780 |
09:01 |
-1.75 |
100.900 |
-4.08 |
88.570 |
12.330 |
13.92 |
|
-2.29 |
| | |
|
|
|
S |
|
BASF |
56.540 |
09:00 |
-1.53 |
58.730 |
-3.73 |
58.000 |
0.730 |
1.26 |
|
-9.08 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/24/20 |
⇓ Δwk |
8/26/19 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| | |
|
|
|
S |
|
BMW |
60.680 |
09:00 |
-1.78 |
61.440 |
-1.24 |
59.570 |
1.870 |
3.14 |
|
-9.91 |
| | |
|
|
|
S |
|
HeidelbergCement |
56.820 |
09:01 |
-1.18 |
59.340 |
-4.25 |
60.540 |
-1.200 |
-1.98 |
|
-10.14 |
| | |
|
|
|
S |
|
Covestro |
37.490 |
09:00 |
-1.21 |
38.670 |
-3.05 |
39.060 |
-0.390 |
-1.00 |
|
-11.12 |
| | |
|
|
|
|
|
Continental |
103.200 |
09:01 |
-1.92 |
107.480 |
-3.98 |
108.300 |
-0.820 |
-0.76 |
|
-12.75 |
| | |
|
|
|
|
|
Deutsche Lufthansa |
12.490 |
09:01 |
-4.36 |
13.510 |
-7.55 |
13.450 |
0.060 |
0.45 |
|
-17.84 |
| | |
|
|
|
S |
|
Daimler |
39.420 |
09:01 |
-1.90 |
39.725 |
-0.77 |
41.330 |
-1.605 |
-3.88 |
|
-18.51 |
| DAX - 30 out of 30 instruments rated - 2/24/20 / 8/26/19 - 24 did rise, Market-Ratio(26) = 80.00 % |
| Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions Deutscher Aktienindex * 26 - 60/40 (2)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 1/02/06 |
11/19/07 |
686 |
|
- cash - |
| short |
11/19/07 |
6/01/09 |
560 |
|
|
|
Pro7-Sat1 |
50 |
297 |
|
16.790 |
4.560 |
61.821 |
45.031 |
268 |
23,374 |
134 |
|
| |
|
|
|
|
|
|
Infineon |
50 |
622 |
|
8.050 |
2.390 |
27.114 |
19.064 |
237 |
35,232 |
121 |
|
| 100 |
252 |
127 | |
| long |
6/01/09 |
6/22/09 |
21 |
|
|
|
Pro7-Sat1 |
50 |
3,863 |
|
4.560 |
3.850 |
|
-0.710 |
-16 |
32,489 |
-95 |
|
| |
|
|
|
|
|
|
Infineon |
50 |
7,371 |
|
2.390 |
2.190 |
|
-0.200 |
-8 |
31,015 |
-78 |
|
| 100 |
-12 |
-89 | |
| short |
6/22/09 |
7/20/09 |
28 |
|
|
|
Commerzbank |
50 |
600 |
|
25.841 |
29.869 |
21.813 |
-4.028 |
-16 |
28,598 |
-89 |
|
| |
|
|
|
|
|
|
Continental |
50 |
821 |
|
18.884 |
26.573 |
11.195 |
-7.689 |
-41 |
22,286 |
-100 |
|
| 100 |
-28 |
-99 | |
| long |
7/20/09 |
8/08/11 |
749 |
|
|
|
Pro7-Sat1 |
50 |
2,947 |
|
3.780 |
14.000 |
|
10.220 |
270 |
52,404 |
89 |
|
| |
|
|
|
|
|
|
Infineon |
50 |
3,897 |
|
2.860 |
5.452 |
|
2.592 |
91 |
62,505 |
37 |
|
| 100 |
180 |
65 | |
| short |
8/08/11 |
2/06/12 |
182 |
|
|
|
Commerzbank |
50 |
2,035 |
|
15.354 |
14.116 |
16.701 |
1.347 |
9 |
65,245 |
18 |
|
| |
|
|
|
|
|
|
RWE |
50 |
1,021 |
|
30.593 |
32.405 |
28.781 |
-1.812 |
-6 |
63,395 |
-12 |
|
| 100 |
1 |
3 | |
| long |
2/06/12 |
7/21/14 |
896 |
|
|
|
BMW |
50 |
447 |
|
70.760 |
92.480 |
|
21.720 |
31 |
73,104 |
12 |
|
| |
|
|
|
|
|
|
Volkswagen |
50 |
222 |
|
142.960 |
182.110 |
|
39.150 |
27 |
81,795 |
10 |
|
| 100 |
29 |
11 | |
| short |
7/21/14 |
9/08/14 |
49 |
|
|
|
Deutsche Bank |
50 |
1,547 |
|
26.430 |
27.130 |
25.730 |
-0.700 |
-3 |
80,713 |
-18 |
|
| |
|
|
|
|
|
|
Deutsche Lufthansa |
50 |
2,865 |
|
14.275 |
13.810 |
14.756 |
0.481 |
3 |
82,090 |
28 |
|
| 100 |
0 |
3 | |
| long |
9/08/14 |
10/06/14 |
28 |
|
|
|
Infineon |
50 |
4,502 |
|
9.116 |
7.833 |
|
-1.283 |
-14 |
76,314 |
-86 |
|
| |
|
|
|
|
|
|
Vonovia |
50 |
1,742 |
|
23.555 |
22.420 |
|
-1.135 |
-5 |
74,336 |
-47 |
|
| 100 |
-9 |
-73 | |
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | | short |
10/06/14 |
1/19/15 |
105 |
|
|
|
Adidas |
50 |
636 |
|
58.370 |
58.810 |
57.930 |
-0.440 |
-1 |
74,057 |
-3 |
|
| |
|
|
|
|
|
|
Deutsche Lufthansa |
50 |
3,080 |
|
12.080 |
14.310 |
9.850 |
-2.230 |
-18 |
67,188 |
-51 |
|
| 100 |
-10 |
-30 | |
| long |
1/19/15 |
8/24/15 |
217 |
|
|
|
Merck (EMD) |
50 |
382 |
|
87.860 |
79.080 |
|
-8.780 |
-10 |
63,834 |
-16 |
|
| |
|
|
|
|
|
|
Vonovia |
50 |
1,137 |
|
29.570 |
26.610 |
|
-2.960 |
-10 |
60,469 |
-16 |
|
| 100 |
-10 |
-16 | |
| short |
8/24/15 |
3/28/16 |
217 |
|
|
|
E.on |
50 |
3,475 |
|
8.700 |
7.382 |
10.254 |
1.554 |
18 |
65,868 |
32 |
|
| |
|
|
|
|
|
|
RWE |
50 |
2,287 |
|
13.220 |
10.850 |
16.108 |
2.888 |
22 |
72,472 |
39 |
|
| 100 |
20 |
36 | |
| long |
3/28/16 |
4/25/16 |
28 |
|
|
|
Adidas |
50 |
353 |
|
102.450 |
107.850 |
|
5.400 |
5 |
74,378 |
95 |
|
| |
|
|
|
|
|
|
Infineon |
50 |
2,963 |
|
12.250 |
12.570 |
|
0.320 |
3 |
75,326 |
40 |
|
| 100 |
4 |
65 | |
| short |
4/25/16 |
7/18/16 |
84 |
|
|
|
Commerzbank |
50 |
4,609 |
|
8.170 |
5.950 |
11.218 |
3.048 |
37 |
89,376 |
297 |
|
| |
|
|
|
|
|
|
Deutsche Bank |
50 |
2,342 |
|
16.080 |
13.120 |
19.708 |
3.628 |
23 |
97,872 |
142 |
|
| 100 |
30 |
212 | |
| long |
7/18/16 |
4/09/18 |
630 |
|
|
|
Adidas |
50 |
373 |
|
131.150 |
202.600 |
|
71.450 |
54 |
124,523 |
29 |
|
| |
|
|
|
|
|
|
RWE |
50 |
3,102 |
|
15.780 |
20.210 |
|
4.430 |
28 |
138,265 |
15 |
|
| 100 |
41 |
22 | |
| short |
4/09/18 |
4/15/19 |
371 |
|
|
|
Deutsche Bank |
50 |
6,019 |
|
11.484 |
7.648 |
17.244 |
5.760 |
50 |
172,934 |
49 |
|
| |
|
|
|
|
|
|
Merck (EMD) |
50 |
857 |
|
80.660 |
96.700 |
64.620 |
-16.040 |
-20 |
159,188 |
-20 |
|
| 100 |
15 |
15 | |
| long |
4/15/19 |
8/26/19 |
133 |
|
|
|
RWE |
50 |
3,374 |
|
23.590 |
25.330 |
|
1.740 |
7 |
165,059 |
22 |
|
| |
|
|
|
|
|
|
Linde |
50 |
501 |
|
158.750 |
166.050 |
|
7.300 |
5 |
168,716 |
13 |
|
| 100 |
6 |
17 | |
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | | short |
8/26/19 |
11/11/19 |
77 |
|
|
|
Deutsche Lufthansa |
50 |
6,271 |
|
13.450 |
17.800 |
9.100 |
-4.350 |
-32 |
141,437 |
-84 |
|
| |
|
|
|
|
|
|
thyssenkrupp |
50 |
8,046 |
|
10.485 |
13.335 |
7.635 |
-2.850 |
-27 |
118,506 |
-78 |
|
| 100 |
-30 |
-81 | |
| long |
11/11/19 |
2/27/20 |
108 |
|
|
|
SAP |
50 |
479 |
|
123.540 |
116.260 |
|
-7.280 |
-6 |
115,019 |
-19 |
|
| |
|
|
|
|
|
|
Volkswagen |
50 |
326 |
|
181.500 |
151.680 |
|
-29.820 |
-16 |
105,298 |
-45 |
|
| 100 |
-11 |
-33 | |
| accum | 11/19/07 |
2/27/20 | 4483 |
days out of 5169 invested (87%) |
953 |
105,298 |
21 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
| Pro7-Sat1 | short | 11/19/07 | 6/01/09 | 560 | 16.79 | 4.56 | 61.82 | 45.03 | 268.20 | 50 | 134.10 | |
| | long | 6/01/09 | 6/22/09 | 21 | 4.56 | 3.85 | | -0.71 | -15.57 | | -7.79 | |
| | long | 7/20/09 | 8/08/11 | 749 | 3.78 | 14.00 | | 10.22 | 270.37 | | 135.19 | 407.71 |
| Infineon | short | 11/19/07 | 6/01/09 | 560 | 8.05 | 2.39 | 27.11 | 19.06 | 236.82 | | 118.41 | |
| | long | 6/01/09 | 6/22/09 | 21 | 2.39 | 2.19 | | -0.20 | -8.37 | | -4.18 | |
| | long | 7/20/09 | 8/08/11 | 749 | 2.86 | 5.45 | | 2.59 | 90.63 | | 45.31 | |
| | long | 9/08/14 | 10/06/14 | 28 | 9.12 | 7.83 | | -1.28 | -14.07 | | -7.04 | |
| | long | 3/28/16 | 4/25/16 | 28 | 12.25 | 12.57 | | 0.32 | 2.61 | | 1.31 | 186.39 |
| Deutsche Bank | short | 7/21/14 | 9/08/14 | 49 | 26.43 | 27.13 | 25.73 | -0.70 | -2.65 | | -1.32 | |
| | short | 4/25/16 | 7/18/16 | 84 | 16.08 | 13.12 | 19.71 | 3.63 | 22.56 | | 11.28 | |
| | short | 4/09/18 | 4/15/19 | 371 | 11.48 | 7.65 | 17.24 | 5.76 | 50.16 | | 25.08 | 37.34 |
| Adidas | short | 10/06/14 | 1/19/15 | 105 | 58.37 | 58.81 | 57.93 | -0.44 | -0.75 | | -0.38 | |
| | long | 3/28/16 | 4/25/16 | 28 | 102.45 | 107.85 | | 5.40 | 5.27 | | 2.64 | |
| | long | 7/18/16 | 4/09/18 | 630 | 131.15 | 202.60 | | 71.45 | 54.48 | | 27.24 | 30.10 |
| RWE | short | 8/08/11 | 2/06/12 | 182 | 30.59 | 32.41 | 28.78 | -1.81 | -5.92 | | -2.96 | |
| | short | 8/24/15 | 3/28/16 | 217 | 13.22 | 10.85 | 16.11 | 2.89 | 21.84 | | 10.92 | |
| | long | 7/18/16 | 4/09/18 | 630 | 15.78 | 20.21 | | 4.43 | 28.07 | | 14.04 | |
| | long | 4/15/19 | 8/26/19 | 133 | 23.59 | 25.33 | | 1.74 | 7.38 | | 3.69 | 27.27 |
| BMW | long | 2/06/12 | 7/21/14 | 896 | 70.76 | 92.48 | | 21.72 | 30.70 | | 15.35 | 15.35 |
| Commerzbank | short | 6/22/09 | 7/20/09 | 28 | 25.84 | 29.87 | 21.81 | -4.03 | -15.59 | | -7.79 | |
| | short | 8/08/11 | 2/06/12 | 182 | 15.35 | 14.12 | 16.70 | 1.35 | 8.77 | | 4.39 | |
| | short | 4/25/16 | 7/18/16 | 84 | 8.17 | 5.95 | 11.22 | 3.05 | 37.31 | | 18.66 | 14.21 |
| E.on | short | 8/24/15 | 3/28/16 | 217 | 8.70 | 7.38 | 10.25 | 1.55 | 17.86 | | 8.93 | 8.93 |
| Volkswagen | long | 2/06/12 | 7/21/14 | 896 | 142.96 | 182.11 | | 39.15 | 27.39 | | 13.69 | |
| | long | 11/11/19 | 2/27/20 | 108 | 181.50 | 151.68 | | -29.82 | -16.43 | | -8.21 | 4.35 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
| Linde | long | 4/15/19 | 8/26/19 | 133 | 158.75 | 166.05 | | 7.30 | 4.60 | | 2.30 | 2.30 |
| SAP | long | 11/11/19 | 2/27/20 | 108 | 123.54 | 116.26 | | -7.28 | -5.89 | | -2.95 | -2.95 |
| Vonovia | long | 9/08/14 | 10/06/14 | 28 | 23.56 | 22.42 | | -1.14 | -4.82 | | -2.41 | |
| | long | 1/19/15 | 8/24/15 | 217 | 29.57 | 26.61 | | -2.96 | -10.01 | | -5.01 | -7.29 |
| thyssenkrupp | short | 8/26/19 | 11/11/19 | 77 | 10.49 | 13.34 | 7.64 | -2.85 | -27.18 | | -13.59 | -13.59 |
| Merck (EMD) | long | 1/19/15 | 8/24/15 | 217 | 87.86 | 79.08 | | -8.78 | -9.99 | | -5.00 | |
| | short | 4/09/18 | 4/15/19 | 371 | 80.66 | 96.70 | 64.62 | -16.04 | -19.89 | | -9.94 | -14.44 |
| Continental | short | 6/22/09 | 7/20/09 | 28 | 18.88 | 26.57 | 11.20 | -7.69 | -40.72 | | -20.36 | -20.36 |
| Deutsche Lufthansa | short | 7/21/14 | 9/08/14 | 49 | 14.28 | 13.81 | 14.76 | 0.48 | 3.37 | | 1.68 | |
| | short | 10/06/14 | 1/19/15 | 105 | 12.08 | 14.31 | 9.85 | -2.23 | -18.46 | | -9.23 | |
| | short | 8/26/19 | 11/11/19 | 77 | 13.45 | 17.80 | 9.10 | -4.35 | -32.34 | | -16.17 | -22.63 |
Annotations
| 9/24/18 | DAX | | | Wirecard replaces Commerzbank |
| 3/19/18 | DAX | | | Covestro replaces Pro7-Sat1 |
| 9/12/16 | E.on | | | demerger of Uniper (power plants) 10 + 1 (one additional Uniper for ten E.on) |
| 3/09/16 | DAX | | | complete analysis
after advanced exchange of Pro7Sat.1 and K+S |
| 12/21/15 | Covestro | | | recording started |
| 9/21/15 | Vonovia | | | moves from MDAX to DAX |
| 9/07/15 | DAX | | | complete analysis
ex Lanxess - in Vonovia |
| 9/02/15 | Deutsche Annington | | | changes name to Vonovia |
|
|
