Share-o-matic - Assessment DAX (Deutscher Aktienindex)

Assessment - Deutscher Aktienindex - 7/01/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		DAX	17,726.500	8/12/24	0.02	18,290.700	-3.08	16,751.600	1,539.100	9.19	8.65
	L	Siemens Energy	24.250	8/12/24	0.25	24.160	0.37	12.000	12.160	101.33	67.67
		Rheinmetall	546.000	8/12/24	1.41	483.400	12.95	287.000	196.400	68.43	52.40
		Deutsche Bank	13.308	8/12/24	0.14	15.406	-13.62	12.364	3.042	24.60	26.34
		Commerzbank	12.420	8/12/24	0.89	14.605	-14.96	10.760	3.845	35.73	23.82
		SAP	189.300	8/12/24	-0.33	185.680	1.95	139.480	46.200	33.12	22.16
		Heidelberg Materials	87.640	8/12/24	-0.81	96.440	-9.12	80.940	15.500	19.15	19.84
	L	Münchener Rück	439.200	8/12/24	1.01	466.900	-5.93	375.100	91.800	24.47	18.31
		Adidas	212.400	8/12/24	-1.03	219.500	-3.23	184.160	35.340	19.19	17.93
	L	Symrise	111.550	8/12/24	0.13	114.500	-2.58	99.640	14.860	14.91	15.93
	L	Henkel	78.060	8/12/24	0.75	83.140	-6.11	72.860	10.280	14.11	15.30
	L	Beiersdorf	124.550	8/12/24	-1.11	136.550	-8.79	135.700	0.850	0.63	13.18
	L	Merck (EMD)	166.750	8/12/24	0.36	152.050	9.67	144.100	7.950	5.52	11.19
		Vonovia	29.070	8/12/24	-1.32	26.450	9.91	28.540	-2.090	-7.32	10.06
		MTU Aero Engines	258.600	8/12/24	0.23	236.600	9.30	195.250	41.350	21.18	9.60
	L	Fresenius	30.890	8/12/24		28.300	9.15	28.070	0.230	0.82	8.43
		Siemens	157.200	8/12/24	0.01	177.120	-11.25	169.920	7.200	4.24	7.94
		Allianz	255.900	8/12/24		262.500	-2.51	241.950	20.550	8.49	7.44
	L	Infineon	30.280	8/12/24	0.36	34.365	-11.89	37.800	-3.435	-9.09	7.08
	L	Deutsche Telekom	24.730	8/12/24	0.49	23.680	4.43	21.750	1.930	8.87	6.60
		Hannover Rück	227.400	8/12/24	5.23	240.900	-5.60	216.300	24.600	11.37	6.49
		Daimler Truck	33.000	8/12/24	-0.87	37.230	-11.36	34.020	3.210	9.44	6.15
		Deutsche Börse	185.150	8/12/24	0.54	190.500	-2.81	186.500	4.000	2.14	6.10
		E.on	12.325	8/12/24	0.78	12.205	0.98	12.150	0.055	0.45	4.41
		Airbus	133.760	8/12/24	-0.45	131.640	1.61	139.780	-8.140	-5.82	3.35
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		Siemens Healthineers	50.280	8/12/24	0.08	53.840	-6.61	52.600	1.240	2.36	2.97
		Covestro	53.740	8/12/24	-0.11	54.640	-1.65	52.680	1.960	3.72	1.45
	L	Qiagen	41.330	8/12/24	-0.65	37.820	9.28	40.619	-2.799	-6.89	0.58
		Zalando	22.880	8/12/24	0.39	22.850	0.13	21.450	1.400	6.53	-1.49
	S	BASF	41.280	8/12/24	-0.22	44.390	-7.01	48.780	-4.390	-9.00	-2.61
	S	Mercedes-Benz	57.480	8/12/24	-0.57	64.800	-11.30	62.550	2.250	3.60	-4.70
	L	RWE	32.360	8/12/24	1.70	32.600	-0.74	41.180	-8.580	-20.84	-7.27
	S	Volkswagen	93.500	8/12/24	-0.47	106.050	-11.83	111.800	-5.750	-5.14	-8.53
		Deutsche Post	36.040	8/12/24	-0.36	38.520	-6.44	44.855	-6.335	-14.12	-9.28
		Porsche Automobil	38.460	8/12/24	-0.57	42.330	-9.14	46.320	-3.990	-8.61	-11.50
	S	BMW	78.980	8/12/24	-0.90	89.140	-11.40	100.780	-11.640	-11.55	-12.27
	S	Brenntag	63.820	8/12/24	0.22	63.120	1.11	83.220	-20.100	-24.15	-13.41
	S	Continental	58.860	8/12/24	0.34	53.040	10.97	76.920	-23.880	-31.05	-17.95
	S	Porsche	65.680	8/12/24	-0.97	69.360	-5.31	79.900	-10.540	-13.19	-21.17
	S	Sartorius	241.100	8/12/24	-2.90	211.700	13.89	333.200	-121.500	-36.46	-21.62
	L	Bayer	25.960	8/12/24	-0.04	26.170	-0.80	33.630	-7.460	-22.18	-25.49
DAX - 40 out of 40 instruments rated - 7/01/24 / 1/01/24 - 25 did rise, Market-Ratio(26) = 62.50 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	DAX RS = 26 - B/S = 60/40

1/04/21	scale up chart	7/01/24

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	698	7.177	2.131	24.174	16.997	237	35,238	121
100							252						127
long	6/01/09	6/22/09	21		Pro7-Sat1	50	3,863	4.560	3.850		-0.710	-16	32,496	-95
					Infineon	50	8,270	2.131	1.953		-0.178	-8	31,021	-78
100							-12						-89
short	6/22/09	7/20/09	28		Commerzbank	50	600	25.841	29.869	21.813	-4.028	-16	28,604	-89
					Continental	50	986	15.737	22.144	9.329	-6.408	-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	52,405	89
					Infineon	50	3,897	2.860	5.452		2.592	91	62,506	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	65,246	18
					RWE	50	1,021	30.593	32.405	28.781	-1.812	-6	63,396	-12
100							1						3
long	2/06/12	7/21/14	896		BMW	50	447	70.760	92.480		21.720	31	73,105	12
					Volkswagen	50	222	142.960	182.110		39.150	27	81,796	10
100							29						11
short	7/21/14	9/08/14	49		Deutsche Bank	50	1,733	23.589	24.214	22.964	-0.625	-3	80,714	-18
					Deutsche Lufthansa	50	2,866	14.275	13.810	14.756	0.481	3	82,091	28
100							0						3
long	9/08/14	10/06/14	28		Infineon	50	4,502	9.116	7.833		-1.283	-14	76,315	-86
					Vonovia	50	1,742	23.555	22.420		-1.135	-5	74,338	-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	74,058	-3
					Deutsche Lufthansa	50	3,080	12.080	14.310	9.850	-2.230	-18	67,190	-51
100							-10						-30
long	1/19/15	8/24/15	217		Merck (EMD)	50	382	87.860	79.080		-8.780	-10	63,836	-16
					Vonovia	50	1,137	29.570	26.610		-2.960	-10	60,470	-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	65,869	32
					RWE	50	2,287	13.220	10.850	16.108	2.888	22	72,473	39
100							20						36
long	3/28/16	4/25/16	28		Adidas	50	353	102.450	107.850		5.400	5	74,380	95
					Infineon	50	2,928	12.400	12.570		0.170	1	74,877	19
100							3						53
short	4/25/16	7/18/16	84		Commerzbank	50	4,582	8.170	5.950	11.218	3.048	37	88,845	297
					Deutsche Bank	50	2,609	14.347	11.710	17.579	3.231	23	97,275	142
100							30						212
long	7/18/16	4/09/18	630		Adidas	50	370	131.150	202.600		71.450	54	123,712	29
					RWE	50	3,089	15.780	20.210		4.430	28	137,396	15
100							41						22
short	4/09/18	4/15/19	371		Deutsche Bank	50	5,982	11.484	7.648	17.244	5.760	50	171,852	49
					Merck (EMD)	50	851	80.660	96.700	64.620	-16.040	-20	158,202	-20
100							15						15
long	4/15/19	8/26/19	133		RWE	50	3,353	23.590	25.330		1.740	7	164,037	22
					Linde	50	498	158.750	166.050		7.300	5	167,672	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	6,233	13.450	17.800	9.100	-4.350	-32	140,558	-84
					thyssenkrupp	50	7,996	10.485	13.335	7.635	-2.850	-27	117,770	-78
100							-30						-81
long	11/11/19	3/09/20	119		SAP	50	476	123.540	98.940		-24.600	-20	106,060	-49
					Volkswagen	50	324	181.500	131.720		-49.780	-27	89,932	-63
100							-24						-56
short	3/09/20	8/31/20	175		Mercedes-Benz	50	1,469	30.605	42.645	18.565	-12.040	-39	72,245	-65
					Continental	50	682	65.917	76.000	55.833	-10.083	-15	65,368	-29
100							-27						-49
long	8/31/20	12/13/21	469		Infineon	50	1,411	23.160	40.010		16.850	73	89,143	53
					Delivery Hero	50	363	90.020	100.250		10.230	11	92,857	9
100							42						31
short	12/13/21	12/12/22	364		Henkel	50	655	70.820	66.200	75.762	4.942	7	96,094	7
					MTU Aero Engines	50	281	164.950	203.600	126.300	-38.650	-23	85,233	-23
100							-8						-8
long	12/12/22	8/21/23	252		Hannover Rück	50	228	186.350	194.200		7.850	4	87,023	6
					Münchener Rück	50	139	307.200	355.800		48.600	16	93,779	24
100							10						15
short	8/21/23	12/18/23	119		Siemens Energy	50	3,637	12.890	11.085	14.989	2.099	16	101,412	59
					Symrise	50	531	88.280	105.550	71.010	-17.270	-20	92,242	-49
100							-2						-5
long	12/18/23	8/12/24	238		SAP	50	313	147.340	189.300		41.960	28	105,375	47
					Vonovia	50	1,737	26.550	29.070		2.520	9	109,753	15
100							19						31
accum	11/19/07	8/12/24	6442	days out of 7128 invested (90%)							998		109,753	15

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	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	7.18	2.13	24.17	17.00	236.83		118.41
	long	6/01/09	6/22/09	21	2.13	1.95		-0.18	-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	12.40	12.57		0.17	1.37		0.69
	long	8/31/20	12/13/21	469	23.16	40.01		16.85	72.75		36.38	288.19
Deutsche Bank	short	7/21/14	9/08/14	49	23.59	24.21	22.96	-0.62	-2.65		-1.32
	short	4/25/16	7/18/16	84	14.35	11.71	17.58	3.23	22.52		11.26
	short	4/09/18	4/15/19	371	11.48	7.65	17.24	5.76	50.16		25.08	37.32
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
Siemens Energy	short	8/21/23	12/18/23	119	12.89	11.09	14.99	2.10	16.28		8.14	8.14
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Münchener Rück	long	12/12/22	8/21/23	252	307.20	355.80		48.60	15.82		7.91	7.91
Delivery Hero	long	8/31/20	12/13/21	469	90.02	100.25		10.23	11.36		5.68	5.68
Henkel	short	12/13/21	12/12/22	364	70.82	66.20	75.76	4.94	6.98		3.49	3.49
SAP	long	11/11/19	3/09/20	119	123.54	98.94		-24.60	-19.91		-9.96
	long	12/18/23	8/12/24	238	147.34	189.30		41.96	28.48		14.24	2.87
Linde	long	4/15/19	8/26/19	133	158.75	166.05		7.30	4.60		2.30	2.30
Hannover Rück	long	12/12/22	8/21/23	252	186.35	194.20		7.85	4.21		2.11	2.11
Volkswagen	long	2/06/12	7/21/14	896	142.96	182.11		39.15	27.39		13.69
	long	11/11/19	3/09/20	119	181.50	131.72		-49.78	-27.43		-13.71	-1.90
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
	long	12/18/23	8/12/24	238	26.55	29.07		2.52	9.49		4.75	-2.89
Symrise	short	8/21/23	12/18/23	119	88.28	105.55	71.01	-17.27	-19.56		-9.78	-9.78
MTU Aero Engines	short	12/13/21	12/12/22	364	164.95	203.60	126.30	-38.65	-23.43		-11.72	-11.72
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
Mercedes-Benz	short	3/09/20	8/31/20	175	30.61	42.65	18.57	-12.04	-39.34		-19.67	-19.67
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
Continental	short	6/22/09	7/20/09	28	15.74	22.14	9.33	-6.41	-40.72		-20.36
	short	3/09/20	8/31/20	175	65.92	76.00	55.83	-10.08	-15.30		-7.65	-26.45

Annotations

9/20/21	DAX	DAX40: Join-ins from MDAX: Airbus, Brenntag, HelloFresh, Porsche, Puma, Qiagen, Sartorius, Siemens Healthineers, Symrise, Zalando
9/16/21	Continental	spin-off drive technology: one additional Vitesco for five Continental
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)
6/13/16	Sartorius	stock split 1:4 (four for one)
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
6/21/15	Zalando	promotion from SDAX to MDAX


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