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

Assessment - Deutscher Aktienindex - 2/24/20 - RS = 24

		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	9/09/19	prc diff	⇓ Δ24	∅-RS
		DAX	11,890.300	16:45	-3.86	13,035.200	-8.78	12,226.100	809.100	6.62	5.11
	L	RWE	31.160	16:35	-4.33	33.620	-7.32	26.240	7.380	28.13	34.25
	L	Deutsche Bank	7.879	16:35	-5.00	8.940	-11.87	7.328	1.612	22.00	26.75
	L	E.on	10.430	16:35	-5.10	11.170	-6.62	8.480	2.690	31.72	18.80
	L	Merck (EMD)	109.050	16:35	-5.91	118.000	-7.58	95.840	22.160	23.12	18.38
	L	Deutsche Börse	142.050	16:35	-5.58	152.850	-7.07	136.100	16.750	12.31	17.82
	L	Vonovia	48.580	16:35	-6.47	53.200	-8.68	42.200	11.000	26.07	15.91
		Münchener Rück	230.700	16:35	-9.46	263.200	-12.35	226.800	36.400	16.05	13.25
		Linde	171.750	16:35	-9.41	193.850	-11.40	168.750	25.100	14.87	12.01
		Infineon	18.794	16:35	-8.50	20.140	-6.68	17.360	2.780	16.01	11.67
	L	Fresenius MedCare	69.320	16:35	-3.80	73.540	-5.74	62.500	11.040	17.66	10.53
		Bayer	65.210	16:35	-6.71	70.500	-7.50	67.260	3.240	4.82	9.86
		MTU Aero Engines	220.700	16:35	-3.83	247.900	-10.97	248.200	-0.300	-0.12	9.71
		SAP	111.560	16:35	-3.44	121.240	-7.98	110.200	11.040	10.02	8.11
		Deutsche Telekom	14.756	16:35	-6.23	16.160	-8.69	15.034	1.126	7.49	7.49
		Allianz	194.800	16:35	-9.25	222.750	-12.55	206.650	16.100	7.79	5.83
		Adidas	250.550	16:35	-2.57	265.050	-5.47	277.050	-12.000	-4.33	1.10
		Fresenius	42.415	16:35	-7.45	47.645	-10.98	44.200	3.445	7.79	1.03
		Beiersdorf	94.900	16:35	-4.51	102.750	-7.64	111.400	-8.650	-7.76	0.60
		Deutsche Post	27.120	16:35	-5.19	30.365	-10.69	30.465	-0.100	-0.33	0.44
	S	Henkel	83.680	16:35	-3.24	90.020	-7.04	93.980	-3.960	-4.21	-0.25
	S	Volkswagen	148.580	16:35	-4.55	157.000	-5.36	154.080	2.920	1.90	-0.33
	L	Wirecard	114.950	16:35	-7.60	128.400	-10.48	156.900	-28.500	-18.16	-0.42
	S	Siemens	93.200	16:35	-3.62	100.900	-7.63	94.190	6.710	7.12	-2.29
	S	BASF	53.080	16:35	-7.56	58.730	-9.62	62.280	-3.550	-5.70	-9.08
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	9/09/19	prc diff	⇓ Δ24	∅-RS
	S	BMW	58.930	16:35	-1.52	61.440	-4.09	63.220	-1.780	-2.82	-9.91
	S	HeidelbergCement	53.840	16:35	-6.37	59.340	-9.27	66.820	-7.480	-11.19	-10.14
	S	Covestro	34.490	16:35	-9.12	38.670	-10.81	42.390	-3.720	-8.78	-11.12
		Continental	101.620	16:35	-3.42	107.480	-5.45	121.640	-14.160	-11.64	-12.75
		Deutsche Lufthansa	11.690	16:35	-10.49	13.510	-13.47	14.090	-0.580	-4.12	-17.84
	S	Daimler	37.540	16:35	-6.58	39.725	-5.50	46.450	-6.725	-14.48	-18.51
DAX - 30 out of 30 instruments rated - 2/24/20 / 9/09/19 - 17 did rise, Market-Ratio(24) = 56.67 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	DAX RS = 24 - B/S = 53/53

1/04/16	scale up chart	2/24/20

Transactions Deutscher Aktienindex * L24 - 53 ex 5 (2)

												⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
long	1/02/06	6/19/06	168		Deutsche Börse	50	113	43.955	50.460	6.505	15	10,735	35
					HeidelbergCement	50	65	76.490	83.630	7.140	9	11,199	21
6/19/06		6/26/06	7		- cash -
	6/26/06	7/17/06	21		Deutsche Börse	50	106	52.550	52.095	-0.455	-1	11,151	-14
					Wirecard	50	1,427	3.944	3.600	-0.344	-9	10,660	-80
7/17/06		7/31/06	14		- cash -
	7/31/06	8/07/06	7		HeidelbergCement	50	54	97.360	95.880	-1.480	-2	10,580	-55
					Wirecard	50	1,500	3.600	3.456	-0.144	-4	10,364	-88
8/07/06		8/21/06	14		- cash -
	8/21/06	8/28/06	7		Deutsche Börse	50	89	58.125	57.955	-0.170	0	10,349	-14
					HeidelbergCement	50	52	99.240	96.900	-2.340	-2	10,227	-71
8/28/06		10/02/06	35		- cash -
	10/02/06	10/16/06	14		Henkel	50	139	36.623	35.033	-1.590	-4	10,006	-69
		8/06/07	308		Wirecard	50	1,310	3.920	8.080	4.160	106	15,456	136
	10/16/06	3/19/07	154		Deutsche Lufthansa	50	282	17.260	20.070	2.810	16	16,248	43
	3/19/07	8/06/07	140		Volkswagen	50	75	74.540	86.510	11.970	16	17,146	47
8/06/07		8/20/07	14		- cash -
	8/20/07	10/22/07	63		Volkswagen	50	97	87.810	110.190	22.380	25	19,317	273
		9/24/07	35		Wirecard	50	1,141	7.560	7.520	-0.040	-1	19,271	-5
	9/24/07	10/22/07	28		Daimler	50	124	68.860	71.790	2.930	4	19,635	72
10/22/07		10/29/07	7		- cash -
	10/29/07	11/05/07	7		Deutsche Börse	50	88	111.210	114.510	3.300	3	19,925	359
					Volkswagen	50	80	121.670	121.770	0.100	0	19,933	4
11/05/07		12/10/07	35		- cash -
	12/10/07	12/17/07	7		Deutsche Börse	50	78	127.510	124.480	-3.030	-2	19,697	-71
					Wirecard	50	990	10.080	9.032	-1.048	-10	18,659	-100
12/17/07		1/14/08	28		- cash -
	1/14/08	1/21/08	7		Deutsche Börse	50	73	126.690	103.880	-22.810	-18	16,994	-100
					E.on	50	214	43.951	40.294	-3.657	-8	16,211	-99
1/21/08		4/13/09	448		- cash -
	4/13/09	4/20/09	7		Deutsche Bank	50	241	33.544	33.032	-0.512	-2	16,088	-55
					MTU Aero Engines	50	361	22.510	20.700	-1.810	-8	15,435	-99
4/20/09		5/04/09	14		- cash -
	5/04/09	6/15/09	42		MTU Aero Engines	50	297	25.950	24.220	-1.730	-7	14,921	-45
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
					Infineon	50	3,374	2.290	2.515	0.225	10	15,680	126
6/15/09		7/06/09	21		- cash -
	7/06/09	5/24/10	322		Infineon	50	3,186	2.460	4.643	2.183	89	22,635	105
		9/14/09	70		Wirecard	50	1,156	6.780	7.850	1.070	16	23,872	115
	9/14/09	5/24/10	252		Continental	50	264	34.272	38.230	3.958	12	24,917	17
5/24/10		6/14/10	21		- cash -
	6/14/10	6/21/10	7		Fresenius	50	686	18.146	18.423	0.277	2	25,107	120
					MTU Aero Engines	50	248	50.140	49.105	-1.035	-2	24,850	-66
6/21/10		6/28/10	7		- cash -
	6/28/10	7/05/10	7		Fresenius	50	674	18.413	17.409	-1.004	-5	24,173	-95
					MTU Aero Engines	50	257	48.335	44.010	-4.325	-9	23,062	-99
7/05/10		7/12/10	7		- cash -
	7/12/10	1/10/11	182		Continental	50	246	46.685	58.490	11.805	25	25,966	57
		8/16/10	35		Infineon	50	2,298	5.038	4.711	-0.327	-6	25,214	-50
	8/16/10	10/11/10	56		Fresenius	50	568	19.033	19.269	0.236	1	25,349	8
	10/11/10	5/16/11	217		BMW	50	219	49.870	61.540	11.670	23	27,904	42
	1/10/11	7/18/11	189		Volkswagen	50	113	126.950	148.090	21.140	17	30,293	35
	5/16/11		63		Infineon	50	1,656	8.183	7.103	-1.080	-13	28,505	-56
7/18/11		7/25/11	7		- cash -
	7/25/11	8/01/11	7		BMW	50	193	73.520	67.710	-5.810	-8	27,383	-99
					Volkswagen	50	96	148.850	138.840	-10.010	-7	26,422	-97
8/01/11		1/23/12	175		- cash -
	1/23/12	2/20/12	28		Merck (EMD)	50	341	38.650	40.385	1.735	4	27,014	77
		2/06/12	14		Wirecard	50	953	13.890	13.735	-0.155	-1	26,866	-25
	2/06/12	3/19/12	42		BMW	50	185	70.760	71.840	1.080	2	27,066	14
	2/20/12	6/18/12	119		Continental	50	197	69.760	64.930	-4.830	-7	26,115	-20
	3/19/12	4/16/12	28		SAP	50	244	54.430	49.000	-5.430	-10	24,790	-75
	4/16/12	5/28/12	42		Henkel	50	215	55.730	51.880	-3.850	-7	23,962	-46
	5/28/12	7/23/12	56		Wirecard	50	756	14.760	15.655	0.895	6	24,638	47
	6/18/12	7/02/12	14		Beiersdorf	50	242	52.740	51.310	-1.430	-3	24,292	-51
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
	7/02/12	7/23/12	21		Deutsche Post	50	886	14.060	14.145	0.085	1	24,368	11
7/23/12		7/30/12	7		- cash -
	7/30/12	9/03/12	35		Continental	50	163	74.470	79.760	5.290	7	25,230	105
		8/06/12	7		Wirecard	50	740	16.510	16.100	-0.410	-2	24,927	-73
	8/06/12	9/03/12	28		Henkel	50	195	60.850	60.770	-0.080	0	24,911	-2
9/03/12		9/10/12	7		- cash -
	9/10/12	2/11/13	154		Bayer	50	193	64.410	70.170	5.760	9	26,023	23
		10/15/12	35		Continental	50	155	80.350	77.950	-2.400	-3	25,651	-27
	10/15/12	12/17/12	63		Merck (EMD)	50	245	49.270	51.050	1.780	4	26,087	23
	12/17/12	7/22/13	217		Deutsche Lufthansa	50	894	14.030	15.470	1.440	10	27,374	18
	2/11/13	2/25/13	14		Volkswagen	50	75	179.330	165.000	-14.330	-8	26,299	-89
	2/25/13	4/22/13	56		HeidelbergCement	50	240	51.840	50.260	-1.580	-3	25,920	-18
	4/22/13	5/06/13	14		Merck (EMD)	50	207	58.150	57.625	-0.525	-1	25,812	-21
	5/06/13	6/03/13	28		Adidas	50	141	84.840	82.500	-2.340	-3	25,482	-31
	6/03/13	6/17/13	14		HeidelbergCement	50	199	58.270	54.000	-4.270	-7	24,632	-86
	6/17/13	7/08/13	21		Merck (EMD)	50	175	61.550	57.875	-3.675	-6	23,989	-66
	7/08/13	5/19/14	315		Continental	50	93	108.700	160.300	51.600	47	28,788	57
	7/22/13	2/03/14	196		Daimler	50	262	52.840	60.690	7.850	15	30,844	29
	2/03/14	4/07/14	63		Wirecard	50	488	32.600	29.000	-3.600	-11	29,087	-49
	4/07/14	5/12/14	35		Daimler	50	202	69.940	65.280	-4.660	-7	28,146	-51
	5/12/14	5/19/14	7		Infineon	50	1,506	8.789	8.613	-0.176	-2	27,881	-65
5/19/14		5/26/14	7		- cash -
	5/26/14	6/16/14	21		Deutsche Lufthansa	50	729	19.120	16.130	-2.990	-16	25,701	-95
					Continental	50	81	171.600	171.550	-0.050	0	25,697	-1
6/16/14		6/23/14	7		- cash -
	6/23/14	7/07/14	14		RWE	50	405	31.715	31.230	-0.485	-2	25,501	-33
					Infineon	50	1,377	9.329	9.216	-0.113	-1	25,345	-27
7/07/14		7/14/14	7		- cash -
	7/14/14	8/04/14	21		RWE	50	410	30.840	29.175	-1.665	-5	24,663	-62
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
					Infineon	50	1,422	8.926	8.214	-0.712	-8	23,650	-76
8/04/14		9/01/14	28		- cash -
	9/01/14	9/15/14	14		Infineon	50	1,327	8.910	8.871	-0.039	0	23,598	-11
					Vonovia	50	518	22.810	23.205	0.395	2	23,803	56
9/15/14		12/01/14	77		- cash -
	12/01/14	12/15/14	14		Merck (EMD)	50	148	80.080	75.790	-4.290	-5	23,168	-76
					Vonovia	50	474	25.185	26.645	1.460	6	23,860	335
12/15/14		12/29/14	14		- cash -
	12/29/14	1/05/15	7		Merck (EMD)	50	151	78.910	78.030	-0.880	-1	23,727	-44
					Vonovia	50	426	27.990	27.860	-0.130	0	23,672	-22
1/05/15		1/12/15	7		- cash -
	1/12/15	6/22/15	161		Merck (EMD)	50	142	83.210	94.070	10.860	13	25,214	32
		3/30/15	77		Vonovia	50	428	27.650	32.160	4.510	16	27,144	105
	3/30/15	7/27/15	119		Fresenius MedCare	50	177	77.670	77.260	-0.410	-1	27,072	-2
	6/22/15		35		Fresenius	50	231	57.950	61.200	3.250	6	27,822	77
7/27/15		8/10/15	14		- cash -
	8/10/15	8/17/15	7		Deutsche Börse	50	166	83.720	83.410	-0.310	0	27,771	-18
					Fresenius	50	216	64.350	65.540	1.190	2	28,028	160
8/17/15		11/23/15	98		- cash -
	11/23/15	12/14/15	21		Adidas	50	156	89.380	85.930	-3.450	-4	27,490	-50
					Fresenius	50	205	68.580	61.950	-6.630	-10	26,131	-83
12/14/15		12/21/15	7		- cash -
	12/21/15	12/28/15	7		Adidas	50	149	87.470	89.090	1.620	2	26,372	160
					Infineon	50	962	13.605	13.305	-0.300	-2	26,083	-69
12/28/15		3/14/16	77		- cash -
	3/14/16	3/28/16	14		Adidas	50	127	101.950	102.450	0.500	0	26,147	14
					Deutsche Lufthansa	50	876	14.990	14.020	-0.970	-6	25,297	-83
3/28/16		5/30/16	63		- cash -
	5/30/16	6/13/16	14		Adidas	50	109	115.750	117.500	1.750	2	25,488	48
					Infineon	50	946	13.400	12.690	-0.710	-5	24,816	-76
6/13/16		7/04/16	21		- cash -
	7/04/16	7/18/16	14		Adidas	50	97	127.400	131.150	3.750	3	25,180	113
					RWE	50	835	14.910	15.780	0.870	6	25,907	339
7/18/16		7/25/16	7		- cash -
	7/25/16	12/26/16	154		Adidas	50	93	139.100	144.500	5.400	4	26,409	9
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
		10/10/16	77		RWE	50	822	15.775	13.360	-2.415	-15	24,424	-55
	10/10/16	5/29/17	231		Covestro	50	208	52.570	65.640	13.070	25	27,142	42
	12/26/16	6/26/17	182		MTU Aero Engines	50	122	110.500	127.050	16.550	15	29,161	32
	5/29/17	8/14/17	77		Deutsche Lufthansa	50	802	17.020	19.660	2.640	16	31,279	98
	6/26/17		49		RWE	50	822	18.850	19.210	0.360	2	31,574	15
8/14/17		8/21/17	7		- cash -
	8/21/17	8/28/17	7		Deutsche Lufthansa	50	756	20.860	20.650	-0.210	-1	31,416	-41
					Wirecard	50	231	68.320	69.520	1.200	2	31,693	148
8/28/17		9/11/17	14		- cash -
	9/11/17	3/05/18	175		Deutsche Lufthansa	50	701	22.585	26.670	4.085	18	34,556	41
		12/04/17	84		RWE	50	737	21.520	19.220	-2.300	-11	32,861	-39
	12/04/17	3/05/18	91		Wirecard	50	155	91.080	93.460	2.380	3	33,230	11
3/05/18		3/12/18	7		- cash -
	3/12/18	3/19/18	7		Deutsche Lufthansa	50	639	26.000	26.660	0.660	3	33,652	270
					Wirecard	50	162	102.350	98.940	-3.410	-3	33,100	-83
3/19/18		7/30/18	133		- cash -
	7/30/18	8/13/18	14		MTU Aero Engines	50	90	182.300	184.300	2.000	1	33,280	33
					Wirecard	50	104	160.150	169.800	9.650	6	34,283	360
8/13/18		8/20/18	7		- cash -
	8/20/18	8/27/18	7		MTU Aero Engines	50	90	190.000	195.300	5.300	3	34,760	320
					Wirecard	50	93	184.600	194.250	9.650	5	35,658	1,325
8/27/18		9/03/18	7		- cash -
	9/03/18	9/17/18	14		MTU Aero Engines	50	94	189.500	189.100	-0.400	0	35,620	-5
					Wirecard	50	91	195.750	188.250	-7.500	-4	34,938	-64
9/17/18		4/01/19	196		- cash -
	4/01/19	4/22/19	21		RWE	50	738	23.660	22.900	-0.760	-3	34,377	-43
		5/20/19	49		MTU Aero Engines	50	85	205.000	203.500	-1.500	-1	34,249	-5
	4/22/19		28		Adidas	50	73	232.150	251.000	18.850	8	35,625	177
5/20/19		5/27/19	7		- cash -
	5/27/19	8/05/19	70		Adidas	50	68	261.850	267.800	5.950	2	36,030	12
					Linde	50	105	169.200	171.550	2.350	1	36,277	7
8/05/19		9/09/19	35		- cash -
	9/09/19	9/23/19	14		Adidas	50	65	277.050	272.400	-4.650	-2	35,974	-36
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
					MTU Aero Engines	50	73	248.200	237.100	-11.100	-4	35,164	-70
9/23/19		9/30/19	7		- cash -
	9/30/19	10/07/19	7		Adidas	50	61	285.650	272.350	-13.300	-5	34,353	-92
					RWE	50	618	28.690	28.020	-0.670	-2	33,939	-71
10/07/19		10/21/19	14		- cash -
	10/21/19	11/11/19	21		Adidas	50	60	281.350	269.800	-11.550	-4	33,246	-52
					RWE	50	628	27.130	25.940	-1.190	-4	32,498	-54
	11/11/19	12/02/19	21		SAP	50	131	123.540	119.440	-4.100	-3	31,961	-44
		11/18/19	7		Volkswagen	50	89	181.500	175.940	-5.560	-3	31,466	-80
	11/18/19	1/27/20	70		Deutsche Post	50	463	34.120	32.285	-1.835	-5	30,617	-25
	12/02/19		56		Münchener Rück	50	61	255.800	266.700	10.900	4	31,282	31
	1/27/20	2/28/20	32		RWE	50	494	31.600	31.160	-0.440	-1	31,064	-15
		2/24/20	28		MTU Aero Engines	50	56	277.900	247.900	-30.000	-11	29,384	-77
	2/24/20	2/28/20	4		Deutsche Bank	50	1,565	8.940	7.879	-1.061	-12	27,724	-100
accum	1/02/06	2/28/20	3434	days out of 5170 invested (66%)						177		27,724	11

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Wirecard	long	6/26/06	7/17/06	21	3.94	3.60	-0.34	-8.72	50	-4.36
		7/31/06	8/07/06	7	3.60	3.46	-0.14	-4.00		-2.00
		10/02/06	8/06/07	308	3.92	8.08	4.16	106.12		53.06
		8/20/07	9/24/07	35	7.56	7.52	-0.04	-0.53		-0.26
		12/10/07	12/17/07	7	10.08	9.03	-1.05	-10.40		-5.20
		7/06/09	9/14/09	70	6.78	7.85	1.07	15.78		7.89
		1/23/12	2/06/12	14	13.89	13.74	-0.16	-1.12		-0.56
		5/28/12	7/23/12	56	14.76	15.66	0.90	6.06		3.03
		7/30/12	8/06/12	7	16.51	16.10	-0.41	-2.48		-1.24
		2/03/14	4/07/14	63	32.60	29.00	-3.60	-11.04		-5.52
		8/21/17	8/28/17	7	68.32	69.52	1.20	1.76		0.88
		12/04/17	3/05/18	91	91.08	93.46	2.38	2.61		1.31
		3/12/18	3/19/18	7	102.35	98.94	-3.41	-3.33		-1.67
		7/30/18	8/13/18	14	160.15	169.80	9.65	6.03		3.01
		8/20/18	8/27/18	7	184.60	194.25	9.65	5.23		2.61
		9/03/18	9/17/18	14	195.75	188.25	-7.50	-3.83		-1.92	45.77
Continental		9/14/09	5/24/10	252	34.27	38.23	3.96	11.55		5.77
		7/12/10	1/10/11	182	46.69	58.49	11.81	25.29		12.64
		2/20/12	6/18/12	119	69.76	64.93	-4.83	-6.92		-3.46
		7/30/12	9/03/12	35	74.47	79.76	5.29	7.10		3.55
		9/10/12	10/15/12	35	80.35	77.95	-2.40	-2.99		-1.49
		7/08/13	5/19/14	315	108.70	160.30	51.60	47.47		23.74
		5/26/14	6/16/14	21	171.60	171.55	-0.05	-0.03		-0.01	45.16
Infineon		5/04/09	6/15/09	42	2.29	2.52	0.23	9.83		4.91
		7/06/09	5/24/10	322	2.46	4.64	2.18	88.74		44.37
		7/12/10	8/16/10	35	5.04	4.71	-0.33	-6.49		-3.25
		5/16/11	7/18/11	63	8.18	7.10	-1.08	-13.20		-6.60
		5/12/14	5/19/14	7	8.79	8.61	-0.18	-2.00		-1.00
		6/23/14	7/07/14	14	9.33	9.22	-0.11	-1.21		-0.61
		7/14/14	8/04/14	21	8.93	8.21	-0.71	-7.98		-3.99
		9/01/14	9/15/14	14	8.91	8.87	-0.04	-0.44		-0.22
		12/21/15	12/28/15	7	13.61	13.31	-0.30	-2.21		-1.10
		5/30/16	6/13/16	14	13.40	12.69	-0.71	-5.30		-2.65	24.23
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Volkswagen		3/19/07	8/06/07	140	74.54	86.51	11.97	16.06		8.03
		8/20/07	10/22/07	63	87.81	110.19	22.38	25.49		12.74
		10/29/07	11/05/07	7	121.67	121.77	0.10	0.08		0.04
		1/10/11	7/18/11	189	126.95	148.09	21.14	16.65		8.33
		7/25/11	8/01/11	7	148.85	138.84	-10.01	-6.72		-3.36
		2/11/13	2/25/13	14	179.33	165.00	-14.33	-7.99		-4.00
		11/11/19	11/18/19	7	181.50	175.94	-5.56	-3.06		-1.53	20.58
Deutsche Lufthansa		10/16/06	3/19/07	154	17.26	20.07	2.81	16.28		8.14
		12/17/12	7/22/13	217	14.03	15.47	1.44	10.26		5.13
		5/26/14	6/16/14	21	19.12	16.13	-2.99	-15.64		-7.82
		3/14/16	3/28/16	14	14.99	14.02	-0.97	-6.47		-3.24
		5/29/17	8/14/17	77	17.02	19.66	2.64	15.51		7.76
		8/21/17	8/28/17	7	20.86	20.65	-0.21	-1.01		-0.50
		9/11/17	3/05/18	175	22.59	26.67	4.09	18.09		9.04
		3/12/18	3/19/18	7	26.00	26.66	0.66	2.54		1.27	20.06
Covestro		10/10/16	5/29/17	231	52.57	65.64	13.07	24.86		12.43	12.43
Vonovia		9/01/14	9/15/14	14	22.81	23.21	0.40	1.73		0.87
		12/01/14	12/15/14	14	25.19	26.65	1.46	5.80		2.90
		12/29/14	1/05/15	7	27.99	27.86	-0.13	-0.46		-0.23
		1/12/15	3/30/15	77	27.65	32.16	4.51	16.31		8.16	11.99
BMW		10/11/10	5/16/11	217	49.87	61.54	11.67	23.40		11.70
		7/25/11	8/01/11	7	73.52	67.71	-5.81	-7.90		-3.95
		2/06/12	3/19/12	42	70.76	71.84	1.08	1.53		0.76	8.11
Daimler		9/24/07	10/22/07	28	68.86	71.79	2.93	4.26		2.13
		7/22/13	2/03/14	196	52.84	60.69	7.85	14.86		7.43
		4/07/14	5/12/14	35	69.94	65.28	-4.66	-6.66		-3.33	6.06
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Bayer		9/10/12	2/11/13	154	64.41	70.17	5.76	8.94		4.47	4.47
Merck (EMD)		1/23/12	2/20/12	28	38.65	40.39	1.74	4.49		2.24
		10/15/12	12/17/12	63	49.27	51.05	1.78	3.61		1.81
		4/22/13	5/06/13	14	58.15	57.63	-0.52	-0.90		-0.45
		6/17/13	7/08/13	21	61.55	57.88	-3.68	-5.97		-2.99
		12/01/14	12/15/14	14	80.08	75.79	-4.29	-5.36		-2.68
		12/29/14	1/05/15	7	78.91	78.03	-0.88	-1.12		-0.56
		1/12/15	6/22/15	161	83.21	94.07	10.86	13.05		6.53	3.64
Münchener Rück		12/02/19	1/27/20	56	255.80	266.70	10.90	4.26		2.13	2.13
Adidas		5/06/13	6/03/13	28	84.84	82.50	-2.34	-2.76		-1.38
		11/23/15	12/14/15	21	89.38	85.93	-3.45	-3.86		-1.93
		12/21/15	12/28/15	7	87.47	89.09	1.62	1.85		0.93
		3/14/16	3/28/16	14	101.95	102.45	0.50	0.49		0.25
		5/30/16	6/13/16	14	115.75	117.50	1.75	1.51		0.76
		7/04/16	7/18/16	14	127.40	131.15	3.75	2.94		1.47
		7/25/16	12/26/16	154	139.10	144.50	5.40	3.88		1.94
		4/22/19	5/20/19	28	232.15	251.00	18.85	8.12		4.06
		5/27/19	8/05/19	70	261.85	267.80	5.95	2.27		1.14
		9/09/19	9/23/19	14	277.05	272.40	-4.65	-1.68		-0.84
		9/30/19	10/07/19	7	285.65	272.35	-13.30	-4.66		-2.33
		10/21/19	11/11/19	21	281.35	269.80	-11.55	-4.11		-2.05	1.82
Linde		5/27/19	8/05/19	70	169.20	171.55	2.35	1.39		0.69	0.69
Fresenius MedCare		3/30/15	7/27/15	119	77.67	77.26	-0.41	-0.53		-0.26	-0.26
Beiersdorf		6/18/12	7/02/12	14	52.74	51.31	-1.43	-2.71		-1.36	-1.36
Deutsche Post		7/02/12	7/23/12	21	14.06	14.15	0.08	0.60		0.30
		11/18/19	1/27/20	70	34.12	32.29	-1.84	-5.38		-2.69	-2.39
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Fresenius		6/14/10	6/21/10	7	18.15	18.42	0.28	1.53		0.76
		6/28/10	7/05/10	7	18.41	17.41	-1.00	-5.45		-2.73
		8/16/10	10/11/10	56	19.03	19.27	0.24	1.24		0.62
		6/22/15	7/27/15	35	57.95	61.20	3.25	5.61		2.80
		8/10/15	8/17/15	7	64.35	65.54	1.19	1.85		0.92
		11/23/15	12/14/15	21	68.58	61.95	-6.63	-9.67		-4.83	-2.62
HeidelbergCement		1/02/06	6/19/06	168	76.49	83.63	7.14	9.33		4.67
		7/31/06	8/07/06	7	97.36	95.88	-1.48	-1.52		-0.76
		8/21/06	8/28/06	7	99.24	96.90	-2.34	-2.36		-1.18
		2/25/13	4/22/13	56	51.84	50.26	-1.58	-3.05		-1.52
		6/03/13	6/17/13	14	58.27	54.00	-4.27	-7.33		-3.66	-2.62
Deutsche Börse		1/02/06	6/19/06	168	43.96	50.46	6.51	14.80		7.40
		6/26/06	7/17/06	21	52.55	52.10	-0.45	-0.87		-0.43
		8/21/06	8/28/06	7	58.13	57.96	-0.17	-0.29		-0.15
		10/29/07	11/05/07	7	111.21	114.51	3.30	2.97		1.48
		12/10/07	12/17/07	7	127.51	124.48	-3.03	-2.38		-1.19
		1/14/08	1/21/08	7	126.69	103.88	-22.81	-18.00		-9.00
		8/10/15	8/17/15	7	83.72	83.41	-0.31	-0.37		-0.19	-2.74
E.on		1/14/08	1/21/08	7	43.95	40.29	-3.66	-8.32		-4.16	-4.16
Henkel		10/02/06	10/16/06	14	36.62	35.03	-1.59	-4.34		-2.17
		4/16/12	5/28/12	42	55.73	51.88	-3.85	-6.91		-3.45
		8/06/12	9/03/12	28	60.85	60.77	-0.08	-0.13		-0.07	-5.61
SAP		3/19/12	4/16/12	28	54.43	49.00	-5.43	-9.98		-4.99
		11/11/19	12/02/19	21	123.54	119.44	-4.10	-3.32		-1.66	-6.56
Deutsche Bank		4/13/09	4/20/09	7	33.54	33.03	-0.51	-1.53		-0.76
		2/24/20	2/28/20	4	8.94	7.88	-1.06	-11.87		-5.93	-6.65
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
MTU Aero Engines		4/13/09	4/20/09	7	22.51	20.70	-1.81	-8.04		-4.02
		5/04/09	6/15/09	42	25.95	24.22	-1.73	-6.67		-3.33
		6/14/10	6/21/10	7	50.14	49.11	-1.04	-2.06		-1.03
		6/28/10	7/05/10	7	48.34	44.01	-4.33	-8.95		-4.47
		12/26/16	6/26/17	182	110.50	127.05	16.55	14.98		7.49
		7/30/18	8/13/18	14	182.30	184.30	2.00	1.10		0.55
		8/20/18	8/27/18	7	190.00	195.30	5.30	2.79		1.39
		9/03/18	9/17/18	14	189.50	189.10	-0.40	-0.21		-0.11
		4/01/19	5/20/19	49	205.00	203.50	-1.50	-0.73		-0.37
		9/09/19	9/23/19	14	248.20	237.10	-11.10	-4.47		-2.24
		1/27/20	2/24/20	28	277.90	247.90	-30.00	-10.80		-5.40	-11.52
RWE		6/23/14	7/07/14	14	31.72	31.23	-0.48	-1.53		-0.76
		7/14/14	8/04/14	21	30.84	29.18	-1.67	-5.40		-2.70
		7/04/16	7/18/16	14	14.91	15.78	0.87	5.84		2.92
		7/25/16	10/10/16	77	15.78	13.36	-2.42	-15.31		-7.65
		6/26/17	8/14/17	49	18.85	19.21	0.36	1.91		0.95
		9/11/17	12/04/17	84	21.52	19.22	-2.30	-10.69		-5.34
		4/01/19	4/22/19	21	23.66	22.90	-0.76	-3.21		-1.61
		9/30/19	10/07/19	7	28.69	28.02	-0.67	-2.34		-1.17
		10/21/19	11/11/19	21	27.13	25.94	-1.19	-4.39		-2.19
		1/27/20	2/28/20	32	31.60	31.16	-0.44	-1.39		-0.70	-17.17

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


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