| |
| |
Assessment - Deutscher Aktienindex in Renminbi yuán - 7/01/24 - RS = 24
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
1/15/24 |
prc diff |
⇓ Δ24 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
DAX |
138,468.782 |
8/12/24 |
0.02 |
142,875.974 |
-3.08 |
130,497.568 |
12,378.406 |
9.49 |
|
9.73 |
| |  |
 |
 |
 |
L |
 |
Siemens Energy |
189.426 |
8/12/24 |
0.25 |
188.723 |
0.37 |
95.191 |
93.532 |
98.26 |
|
73.99 |
| |  |
 |
 |
 |
|
 |
Rheinmetall |
4,265.024 |
8/12/24 |
1.41 |
3,776.031 |
12.95 |
2,477.712 |
1,298.318 |
52.40 |
|
49.79 |
| |  |
 |
 |
 |
|
 |
Deutsche Bank |
103.954 |
8/12/24 |
0.14 |
120.342 |
-13.62 |
93.723 |
26.620 |
28.40 |
|
31.67 |
| |  |
 |
 |
 |
|
 |
Commerzbank |
97.018 |
8/12/24 |
0.89 |
114.085 |
-14.96 |
89.813 |
24.272 |
27.03 |
|
29.38 |
| |  |
 |
 |
 |
|
 |
SAP |
1,478.698 |
8/12/24 |
-0.33 |
1,450.421 |
1.95 |
1,134.912 |
315.509 |
27.80 |
|
28.15 |
| |  |
 |
 |
 |
|
 |
Heidelberg Materials |
684.591 |
8/12/24 |
-0.81 |
753.331 |
-9.12 |
662.922 |
90.410 |
13.64 |
|
19.09 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
3,430.767 |
8/12/24 |
1.01 |
3,647.143 |
-5.93 |
3,022.558 |
624.585 |
20.66 |
|
19.70 |
| |  |
 |
 |
 |
|
 |
Adidas |
1,659.141 |
8/12/24 |
-1.03 |
1,714.602 |
-3.23 |
1,379.229 |
335.374 |
24.32 |
|
17.58 |
| |  |
 |
 |
 |
L |
 |
Symrise |
871.362 |
8/12/24 |
0.13 |
894.405 |
-2.58 |
764.825 |
129.580 |
16.94 |
|
16.29 |
| |  |
 |
 |
 |
L |
 |
Henkel |
609.758 |
8/12/24 |
0.75 |
649.440 |
-6.11 |
580.174 |
69.266 |
11.94 |
|
14.71 |
| |  |
 |
 |
 |
L |
 |
Beiersdorf |
972.910 |
8/12/24 |
-1.11 |
1,066.647 |
-8.79 |
1,053.970 |
12.677 |
1.20 |
|
5.32 |
| |  |
 |
 |
 |
L |
 |
Merck (EMD) |
1,302.551 |
8/12/24 |
0.36 |
1,187.723 |
9.67 |
1,132.870 |
54.853 |
4.84 |
|
-1.46 |
| |  |
 |
 |
 |
|
 |
Vonovia |
227.077 |
8/12/24 |
-1.32 |
206.612 |
9.91 |
216.604 |
-9.992 |
-4.61 |
|
9.69 |
| |  |
 |
 |
 |
|
 |
MTU Aero Engines |
2,020.028 |
8/12/24 |
0.23 |
1,848.177 |
9.30 |
1,616.480 |
231.698 |
14.33 |
|
15.37 |
| |  |
 |
 |
 |
L |
 |
Fresenius |
241.294 |
8/12/24 |
|
221.063 |
9.15 |
211.579 |
9.484 |
4.48 |
|
4.07 |
| |  |
 |
 |
 |
|
 |
Siemens |
1,227.952 |
8/12/24 |
0.01 |
1,383.555 |
-11.25 |
1,271.202 |
112.354 |
8.84 |
|
13.64 |
| |  |
 |
 |
 |
|
 |
Allianz |
1,998.937 |
8/12/24 |
|
2,050.493 |
-2.51 |
1,898.323 |
152.169 |
8.02 |
|
9.85 |
| |  |
 |
 |
 |
L |
 |
Infineon |
236.529 |
8/12/24 |
0.36 |
268.439 |
-11.89 |
265.396 |
3.042 |
1.15 |
|
1.89 |
| |  |
 |
 |
 |
L |
 |
Deutsche Telekom |
193.176 |
8/12/24 |
0.49 |
184.974 |
4.43 |
177.978 |
6.996 |
3.93 |
|
11.44 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
1,776.312 |
8/12/24 |
5.23 |
1,881.766 |
-5.60 |
1,760.934 |
120.832 |
6.86 |
|
11.23 |
| |  |
 |
 |
 |
|
 |
Daimler Truck |
257.776 |
8/12/24 |
-0.87 |
290.818 |
-11.36 |
250.441 |
40.378 |
16.12 |
|
6.71 |
| |  |
 |
 |
 |
|
 |
Deutsche Börse |
1,446.281 |
8/12/24 |
0.54 |
1,488.072 |
-2.81 |
1,475.165 |
12.906 |
0.87 |
|
8.35 |
| |  |
 |
 |
 |
|
 |
E.on |
96.276 |
8/12/24 |
0.78 |
95.338 |
0.98 |
99.430 |
-4.092 |
-4.12 |
|
2.77 |
| |  |
 |
 |
 |
|
 |
Airbus |
1,044.853 |
8/12/24 |
-0.45 |
1,028.293 |
1.61 |
1,162.075 |
-133.783 |
-11.51 |
|
-6.91 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
1/15/24 |
prc diff |
⇓ Δ24 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Siemens Healthineers |
392.757 |
8/12/24 |
0.08 |
420.566 |
-6.61 |
413.580 |
6.986 |
1.69 |
|
5.52 |
| |  |
 |
 |
 |
|
 |
Covestro |
419.785 |
8/12/24 |
-0.11 |
426.815 |
-1.65 |
384.218 |
42.597 |
11.09 |
|
11.05 |
| |  |
 |
 |
 |
L |
 |
Qiagen |
322.845 |
8/12/24 |
-0.65 |
295.427 |
9.28 |
329.167 |
-33.740 |
-10.25 |
|
-5.76 |
| |  |
 |
 |
 |
|
 |
Zalando |
178.725 |
8/12/24 |
0.39 |
178.490 |
0.13 |
139.273 |
39.217 |
28.16 |
|
-0.86 |
| |  |
 |
 |
 |
S |
 |
BASF |
322.455 |
8/12/24 |
-0.22 |
346.748 |
-7.01 |
349.557 |
-2.809 |
-0.80 |
|
-3.63 |
| |  |
 |
 |
 |
S |
 |
Mercedes-Benz |
448.999 |
8/12/24 |
-0.57 |
506.179 |
-11.30 |
482.196 |
23.983 |
4.97 |
|
-2.58 |
| |  |
 |
 |
 |
L |
 |
RWE |
252.777 |
8/12/24 |
1.70 |
254.652 |
-0.74 |
302.727 |
-48.075 |
-15.88 |
|
-8.16 |
| |  |
 |
 |
 |
S |
 |
Volkswagen |
730.366 |
8/12/24 |
-0.47 |
828.399 |
-11.83 |
875.207 |
-46.808 |
-5.35 |
|
-7.41 |
| |  |
 |
 |
 |
|
 |
Deutsche Post |
281.523 |
8/12/24 |
-0.36 |
300.895 |
-6.44 |
351.245 |
-50.350 |
-14.33 |
|
-6.91 |
| |  |
 |
 |
 |
|
 |
Porsche Automobil |
300.426 |
8/12/24 |
-0.57 |
330.657 |
-9.14 |
355.013 |
-24.357 |
-6.86 |
|
-11.81 |
| |  |
 |
 |
 |
S |
 |
BMW |
616.944 |
8/12/24 |
-0.90 |
696.308 |
-11.40 |
749.908 |
-53.600 |
-7.15 |
|
-10.82 |
| |  |
 |
 |
 |
S |
 |
Brenntag |
498.524 |
8/12/24 |
0.22 |
493.056 |
1.11 |
643.609 |
-150.553 |
-23.39 |
|
-15.23 |
| |  |
 |
 |
 |
S |
 |
Continental |
459.779 |
8/12/24 |
0.34 |
414.317 |
10.97 |
578.133 |
-163.816 |
-28.34 |
|
-21.45 |
| |  |
 |
 |
 |
S |
 |
Porsche |
513.053 |
8/12/24 |
-0.97 |
541.799 |
-5.31 |
577.348 |
-35.549 |
-6.16 |
|
-21.18 |
| |  |
 |
 |
 |
S |
 |
Sartorius |
1,883.329 |
8/12/24 |
-2.90 |
1,653.673 |
13.89 |
2,422.757 |
-769.084 |
-31.74 |
|
-30.78 |
| |  |
 |
 |
 |
L |
 |
Bayer |
202.784 |
8/12/24 |
-0.04 |
204.424 |
-0.80 |
263.394 |
-58.970 |
-22.39 |
|
-24.37 |
DAX - 40 out of 40 instruments rated - 7/01/24 / 1/15/24 - 25 did rise, Market-Ratio(24) in CNY = 62.50 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions Deutscher Aktienindex in Renminbi yuán * S24 - 19 ex 5 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
3/10/08 |
798 |
|
- cash - |
short |
3/10/08 |
4/28/08 |
49 |
 |
 |
 |
Infineon |
100 |
215 |
|
46.343 |
58.207 |
34.479 |
-11.864 |
-26 |
7,449 |
-89 |
|
4/28/08 |
5/19/08 |
21 |
|
- cash - |
|
5/19/08 |
7/07/08 |
49 |
 |
 |
 |
Sartorius |
100 |
138 |
|
53.971 |
48.451 |
60.121 |
6.149 |
11 |
8,298 |
123 |
|
7/07/08 |
7/14/08 |
7 |
|
- cash - |
|
7/14/08 |
7/28/08 |
14 |
 |
 |
 |
MTU Aero Engines |
100 |
40 |
|
207.104 |
202.912 |
211.384 |
4.279 |
2 |
8,469 |
70 |
|
7/28/08 |
9/22/08 |
56 |
|
- cash - |
|
9/22/08 |
10/27/08 |
35 |
 |
 |
 |
Sartorius |
100 |
251 |
|
33.622 |
19.911 |
56.776 |
23.154 |
69 |
14,280 |
23,499 |
|
|
10/27/08 |
11/03/08 |
7 |
 |
 |
 |
Infineon |
100 |
874 |
|
16.327 |
20.954 |
11.699 |
-4.628 |
-28 |
10,236 |
-100 |
|
|
11/03/08 |
12/22/08 |
49 |
 |
 |
 |
Volkswagen |
100 |
30 |
|
335.400 |
362.609 |
308.190 |
-27.209 |
-8 |
9,419 |
-47 |
|
|
12/22/08 |
4/06/09 |
105 |
 |
 |
 |
Infineon |
100 |
1,585 |
|
5.943 |
9.205 |
2.680 |
-3.262 |
-55 |
4,248 |
-94 |
|
4/06/09 |
8/08/11 |
854 |
|
- cash - |
|
8/08/11 |
1/02/12 |
147 |
 |
 |
 |
Commerzbank |
100 |
30 |
|
141.367 |
82.622 |
241.882 |
100.514 |
71 |
7,264 |
279 |
|
1/02/12 |
1/09/12 |
7 |
|
- cash - |
|
1/09/12 |
1/16/12 |
7 |
 |
 |
 |
Commerzbank |
100 |
102 |
|
70.687 |
85.602 |
55.772 |
-14.915 |
-21 |
5,743 |
-100 |
|
1/16/12 |
10/20/14 |
1008 |
|
- cash - |
|
10/20/14 |
10/27/14 |
7 |
 |
 |
 |
Rheinmetall |
100 |
22 |
|
258.227 |
250.088 |
266.630 |
8.404 |
3 |
5,927 |
431 |
|
10/27/14 |
8/24/15 |
301 |
|
- cash - |
|
8/24/15 |
9/14/15 |
21 |
 |
 |
 |
RWE |
100 |
60 |
|
98.291 |
85.070 |
113.566 |
15.276 |
16 |
6,844 |
1,132 |
|
9/14/15 |
9/28/15 |
14 |
|
- cash - |
|
9/28/15 |
10/05/15 |
7 |
 |
 |
 |
RWE |
100 |
103 |
|
65.886 |
79.875 |
51.897 |
-13.989 |
-21 |
5,403 |
-100 |
|
10/05/15 |
1/18/16 |
105 |
|
- cash - |
|
1/18/16 |
2/01/16 |
14 |
 |
 |
 |
Volkswagen |
100 |
6 |
|
790.768 |
758.699 |
824.192 |
33.424 |
4 |
5,604 |
194 |
|
2/01/16 |
5/16/16 |
105 |
|
- cash - |
|
5/16/16 |
5/23/16 |
7 |
 |
 |
 |
Deutsche Bank |
100 |
59 |
|
94.868 |
99.523 |
90.213 |
-4.655 |
-5 |
5,329 |
-93 |
|
5/23/16 |
6/13/16 |
21 |
|
- cash - |
|
6/13/16 |
6/20/16 |
7 |
 |
 |
 |
Deutsche Bank |
100 |
59 |
|
89.951 |
96.193 |
83.709 |
-6.242 |
-7 |
4,961 |
-98 |
|
6/20/16 |
10/22/18 |
854 |
|
- cash - |
|
10/22/18 |
10/29/18 |
7 |
 |
 |
 |
Continental |
100 |
5 |
|
884.798 |
948.172 |
821.425 |
-63.373 |
-7 |
4,644 |
-98 |
|
10/29/18 |
12/24/18 |
56 |
|
- cash - |
|
12/24/18 |
1/28/19 |
35 |
 |
 |
 |
Zalando |
100 |
26 |
|
177.347 |
221.454 |
133.240 |
-44.107 |
-25 |
3,497 |
-95 |
|
1/28/19 |
3/09/20 |
406 |
|
- cash - |
|
3/09/20 |
3/23/20 |
14 |
 |
 |
 |
Commerzbank |
100 |
119 |
|
29.310 |
24.168 |
35.546 |
6.236 |
21 |
4,239 |
15,184 |
|
|
3/23/20 |
5/11/20 |
49 |
 |
 |
 |
Airbus |
100 |
10 |
|
419.183 |
418.075 |
420.293 |
1.111 |
0 |
4,250 |
2 |
|
5/11/20 |
3/07/22 |
665 |
|
- cash - |
|
3/07/22 |
3/21/22 |
14 |
 |
 |
 |
Zalando |
100 |
13 |
|
307.459 |
347.065 |
267.854 |
-39.605 |
-13 |
3,735 |
-97 |
|
3/21/22 |
4/25/22 |
35 |
|
- cash - |
|
4/25/22 |
5/16/22 |
21 |
 |
 |
 |
Zalando |
100 |
13 |
|
277.559 |
245.256 |
314.116 |
36.558 |
13 |
4,211 |
759 |
|
5/16/22 |
6/13/22 |
28 |
|
- cash - |
|
6/13/22 |
7/11/22 |
28 |
 |
 |
 |
Zalando |
100 |
20 |
|
207.913 |
176.150 |
245.404 |
37.491 |
18 |
4,960 |
768 |
|
7/11/22 |
7/18/22 |
7 |
|
- cash - |
|
7/18/22 |
7/25/22 |
7 |
 |
 |
 |
Zalando |
100 |
26 |
|
185.133 |
198.815 |
171.451 |
-13.682 |
-7 |
4,605 |
-98 |
|
7/25/22 |
9/26/22 |
63 |
|
- cash - |
|
9/26/22 |
10/03/22 |
7 |
 |
 |
 |
Zalando |
100 |
34 |
|
135.167 |
142.255 |
128.079 |
-7.088 |
-5 |
4,364 |
-94 |
|
10/03/22 |
10/10/22 |
7 |
|
- cash - |
|
10/10/22 |
10/17/22 |
7 |
 |
 |
 |
Zalando |
100 |
30 |
|
143.240 |
165.025 |
121.454 |
-21.786 |
-15 |
3,710 |
-100 |
|
10/17/22 |
7/11/25 |
998 |
|
- cash - |
accum | 3/10/08 |
10/17/22 | 714 |
days out of 7130 invested (10%) |
-63 |
3,710 |
-40 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Sartorius | short | 5/19/08 | 7/07/08 | 49 | 53.97 | 48.45 | 60.12 | 6.15 | 11.39 | | | |
| | 9/22/08 | 10/27/08 | 35 | 33.62 | 19.91 | 56.78 | 23.15 | 68.86 | | | 88.10 |
Commerzbank | | 8/08/11 | 1/02/12 | 147 | 141.37 | 82.62 | 241.88 | 100.51 | 71.10 | | | |
| | 1/09/12 | 1/16/12 | 7 | 70.69 | 85.60 | 55.77 | -14.92 | -21.10 | | | |
| | 3/09/20 | 3/23/20 | 14 | 29.31 | 24.17 | 35.55 | 6.24 | 21.28 | | | 63.72 |
Rheinmetall | | 10/20/14 | 10/27/14 | 7 | 258.23 | 250.09 | 266.63 | 8.40 | 3.25 | | | 3.25 |
MTU Aero Engines | | 7/14/08 | 7/28/08 | 14 | 207.10 | 202.91 | 211.38 | 4.28 | 2.07 | | | 2.07 |
Airbus | | 3/23/20 | 5/11/20 | 49 | 419.18 | 418.07 | 420.29 | 1.11 | 0.26 | | | 0.26 |
Volkswagen | | 11/03/08 | 12/22/08 | 49 | 335.40 | 362.61 | 308.19 | -27.21 | -8.11 | | | |
| | 1/18/16 | 2/01/16 | 14 | 790.77 | 758.70 | 824.19 | 33.42 | 4.23 | | | -4.23 |
Continental | | 10/22/18 | 10/29/18 | 7 | 884.80 | 948.17 | 821.42 | -63.37 | -7.16 | | | -7.16 |
RWE | | 8/24/15 | 9/14/15 | 21 | 98.29 | 85.07 | 113.57 | 15.28 | 15.54 | | | |
| | 9/28/15 | 10/05/15 | 7 | 65.89 | 79.88 | 51.90 | -13.99 | -21.23 | | | -8.99 |
Deutsche Bank | | 5/16/16 | 5/23/16 | 7 | 94.87 | 99.52 | 90.21 | -4.65 | -4.91 | | | |
| | 6/13/16 | 6/20/16 | 7 | 89.95 | 96.19 | 83.71 | -6.24 | -6.94 | | | -11.51 |
Zalando | | 12/24/18 | 1/28/19 | 35 | 177.35 | 221.45 | 133.24 | -44.11 | -24.87 | | | |
| | 3/07/22 | 3/21/22 | 14 | 307.46 | 347.06 | 267.85 | -39.61 | -12.88 | | | |
| | 4/25/22 | 5/16/22 | 21 | 277.56 | 245.26 | 314.12 | 36.56 | 13.17 | | | |
| | 6/13/22 | 7/11/22 | 28 | 207.91 | 176.15 | 245.40 | 37.49 | 18.03 | | | |
| | 7/18/22 | 7/25/22 | 7 | 185.13 | 198.81 | 171.45 | -13.68 | -7.39 | | | |
| | 9/26/22 | 10/03/22 | 7 | 135.17 | 142.26 | 128.08 | -7.09 | -5.24 | | | |
| | 10/10/22 | 10/17/22 | 7 | 143.24 | 165.03 | 121.45 | -21.79 | -15.21 | | | -34.95 |
Infineon | | 3/10/08 | 4/28/08 | 49 | 46.34 | 58.21 | 34.48 | -11.86 | -25.60 | | | |
| | 10/27/08 | 11/03/08 | 7 | 16.33 | 20.95 | 11.70 | -4.63 | -28.34 | | | |
| | 12/22/08 | 4/06/09 | 105 | 5.94 | 9.21 | 2.68 | -3.26 | -54.90 | | | -75.96 |
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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