| |
| |
Assessment - Deutscher Aktienindex - 8/15/22 - RS = 24
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/15/22 |
⇓ Δwk |
2/28/22 |
prc diff |
⇓ Δ24 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
DAX |
13,840.800 |
13:25 |
0.18 |
13,816.600 |
0.18 |
14,461.000 |
-644.400 |
-4.46 |
|
-5.77 |
| |  |
 |
 |
 |
|
 |
RWE |
42.970 |
08:13 |
1.39 |
42.380 |
1.39 |
41.490 |
0.890 |
2.15 |
|
17.59 |
| |  |
 |
 |
 |
|
 |
Deutsche Börse |
168.450 |
08:11 |
-0.30 |
168.950 |
-0.30 |
152.700 |
16.250 |
10.64 |
|
10.53 |
| |  |
 |
 |
 |
|
 |
Deutsche Telekom |
19.070 |
08:12 |
1.66 |
18.758 |
1.66 |
16.030 |
2.728 |
17.02 |
|
9.00 |
| |  |
 |
 |
 |
|
 |
Linde |
306.300 |
08:12 |
0.79 |
303.900 |
0.79 |
260.600 |
43.300 |
16.62 |
|
8.71 |
| |  |
 |
 |
 |
L |
 |
Beiersdorf |
102.750 |
08:10 |
0.49 |
102.250 |
0.49 |
90.420 |
11.830 |
13.08 |
|
8.48 |
| |  |
 |
 |
 |
L |
 |
Qiagen |
48.410 |
08:13 |
-0.12 |
48.470 |
-0.12 |
44.800 |
3.670 |
8.19 |
|
7.63 |
| |  |
 |
 |
 |
L |
 |
MTU Aero Engines |
198.600 |
08:12 |
1.07 |
196.500 |
1.07 |
216.200 |
-19.700 |
-9.11 |
|
4.28 |
| |  |
 |
 |
 |
L |
 |
Sartorius |
441.900 |
08:13 |
-0.99 |
446.300 |
-0.99 |
394.200 |
52.100 |
13.22 |
|
1.89 |
| |  |
 |
 |
 |
L |
 |
Symrise |
112.250 |
08:12 |
-1.23 |
113.650 |
-1.23 |
106.500 |
7.150 |
6.71 |
|
1.23 |
| |  |
 |
 |
 |
L |
 |
Airbus |
110.020 |
08:10 |
1.12 |
108.800 |
1.12 |
114.900 |
-6.100 |
-5.31 |
|
1.04 |
| |  |
 |
 |
 |
|
 |
Bayer |
54.720 |
08:11 |
2.17 |
53.560 |
2.17 |
51.510 |
2.050 |
3.98 |
|
0.93 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
241.000 |
08:12 |
0.96 |
238.700 |
0.96 |
247.150 |
-8.450 |
-3.42 |
|
-0.77 |
| |  |
 |
 |
 |
L |
 |
Hannover Rück |
153.500 |
08:10 |
1.62 |
151.050 |
1.62 |
164.800 |
-13.750 |
-8.34 |
|
-1.09 |
| |  |
 |
 |
 |
L |
 |
Merck (EMD) |
185.900 |
08:12 |
-0.03 |
185.950 |
-0.03 |
177.550 |
8.400 |
4.73 |
|
-1.11 |
| |  |
 |
 |
 |
L |
 |
BMW |
79.120 |
08:11 |
1.28 |
78.120 |
1.28 |
86.560 |
-8.440 |
-9.75 |
|
-5.35 |
| |  |
 |
 |
 |
L |
 |
Brenntag |
70.580 |
08:09 |
0.17 |
70.460 |
0.17 |
74.880 |
-4.420 |
-5.90 |
|
-5.43 |
| |  |
 |
 |
 |
L |
 |
Henkel |
65.860 |
08:11 |
1.14 |
65.120 |
1.14 |
70.840 |
-5.720 |
-8.07 |
|
-5.45 |
| |  |
 |
 |
 |
|
 |
Siemens Healthineers |
50.980 |
08:14 |
-0.08 |
51.020 |
-0.08 |
57.480 |
-6.460 |
-11.24 |
|
-8.75 |
| |  |
 |
 |
 |
L |
 |
Volkswagen |
150.700 |
08:14 |
0.45 |
150.020 |
0.45 |
178.040 |
-28.020 |
-15.74 |
|
-8.99 |
| |  |
 |
 |
 |
|
 |
E.on |
9.420 |
08:11 |
0.58 |
9.366 |
0.58 |
12.118 |
-2.752 |
-22.71 |
|
-10.25 |
| |  |
 |
 |
 |
S |
 |
Allianz |
181.640 |
08:11 |
1.60 |
178.780 |
1.60 |
203.300 |
-24.520 |
-12.06 |
|
-10.61 |
| |  |
 |
 |
 |
|
 |
Mercedes-Benz |
61.330 |
08:13 |
1.27 |
60.560 |
1.27 |
70.170 |
-9.610 |
-13.70 |
|
-11.03 |
| |  |
 |
 |
 |
L |
 |
HeidelbergCement |
51.700 |
08:11 |
0.70 |
51.340 |
0.70 |
58.140 |
-6.800 |
-11.70 |
|
-11.19 |
| |  |
 |
 |
 |
|
 |
Porsche |
70.840 |
08:12 |
1.29 |
69.940 |
1.29 |
90.880 |
-20.940 |
-23.04 |
|
-11.82 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/15/22 |
⇓ Δwk |
2/28/22 |
prc diff |
⇓ Δ24 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
SAP |
93.010 |
08:13 |
-0.30 |
93.290 |
-0.30 |
101.320 |
-8.030 |
-7.93 |
|
-12.30 |
| |  |
 |
 |
 |
L |
 |
Siemens |
111.620 |
08:13 |
-0.52 |
112.200 |
-0.52 |
126.660 |
-14.460 |
-11.42 |
|
-12.32 |
| |  |
 |
 |
 |
L |
 |
Deutsche Post |
40.370 |
08:11 |
0.09 |
40.335 |
0.09 |
45.160 |
-4.825 |
-10.68 |
|
-12.68 |
| |  |
 |
 |
 |
L |
 |
Infineon |
27.555 |
08:12 |
0.31 |
27.470 |
0.31 |
30.745 |
-3.275 |
-10.65 |
|
-12.98 |
| |  |
 |
 |
 |
|
 |
Deutsche Bank |
9.072 |
08:11 |
1.45 |
8.942 |
1.45 |
11.260 |
-2.318 |
-20.59 |
|
-14.55 |
| |  |
 |
 |
 |
L |
 |
Puma |
68.560 |
08:12 |
-0.44 |
68.860 |
-0.44 |
81.980 |
-13.120 |
-16.00 |
|
-17.23 |
| |  |
 |
 |
 |
|
 |
Continental |
66.900 |
08:10 |
2.11 |
65.520 |
2.11 |
76.800 |
-11.280 |
-14.69 |
|
-17.43 |
| |  |
 |
 |
 |
|
 |
BASF |
44.380 |
08:10 |
0.73 |
44.060 |
0.73 |
59.250 |
-15.190 |
-25.64 |
|
-20.64 |
| |  |
 |
 |
 |
L |
 |
Adidas |
170.880 |
08:10 |
-1.19 |
172.940 |
-1.19 |
212.050 |
-39.110 |
-18.44 |
|
-21.53 |
| |  |
 |
 |
 |
|
 |
Vonovia |
31.340 |
08:13 |
0.32 |
31.240 |
0.32 |
47.500 |
-16.260 |
-34.23 |
|
-26.26 |
| |  |
 |
 |
 |
S |
 |
Fresenius |
24.820 |
08:11 |
0.73 |
24.640 |
0.73 |
31.265 |
-6.625 |
-21.19 |
|
-28.04 |
| |  |
 |
 |
 |
S |
 |
Covestro |
32.420 |
08:10 |
0.43 |
32.280 |
0.43 |
47.210 |
-14.930 |
-31.62 |
|
-30.13 |
| |  |
 |
 |
 |
S |
 |
Fresenius MedCare |
37.270 |
08:11 |
1.55 |
36.700 |
1.55 |
57.320 |
-20.620 |
-35.97 |
|
-34.32 |
| |  |
 |
 |
 |
L |
 |
Zalando |
31.130 |
08:13 |
-0.95 |
31.430 |
-0.95 |
59.580 |
-28.150 |
-47.25 |
|
-36.05 |
| |  |
 |
 |
 |
|
 |
HelloFresh |
31.560 |
08:12 |
2.40 |
30.820 |
2.40 |
48.880 |
-18.060 |
-36.95 |
|
-36.13 |
| |  |
 |
 |
 |
|
 |
Daimler Truck |
28.700 |
08:11 |
0.46 |
28.570 |
0.46 |
27.180 |
1.390 |
5.11 |
|
-na- |
DAX - 40 out of 40 instruments rated - 8/15/22 / 2/28/22 - 11 did rise, Market-Ratio(24) = 27.50 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions Deutscher Aktienindex * 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 |
11/19/07 |
686 |
|
- cash - |
short |
11/19/07 |
11/26/07 |
7 |
 |
 |
 |
Infineon |
100 |
1,393 |
|
7.177 |
6.954 |
7.407 |
0.230 |
3 |
10,320 |
418 |
|
11/26/07 |
3/10/08 |
105 |
|
- cash - |
|
3/10/08 |
4/28/08 |
49 |
 |
 |
 |
Infineon |
100 |
2,431 |
|
4.244 |
5.314 |
3.174 |
-1.070 |
-25 |
7,720 |
-89 |
|
4/28/08 |
5/19/08 |
21 |
|
- cash - |
|
5/19/08 |
7/07/08 |
49 |
 |
 |
 |
Sartorius |
100 |
1,557 |
|
4.955 |
4.498 |
5.459 |
0.504 |
10 |
8,504 |
106 |
|
7/07/08 |
7/14/08 |
7 |
|
- cash - |
|
7/14/08 |
7/28/08 |
14 |
 |
 |
 |
MTU Aero Engines |
100 |
447 |
|
19.010 |
18.940 |
19.080 |
0.070 |
0 |
8,536 |
10 |
|
7/28/08 |
9/22/08 |
56 |
|
- cash - |
|
9/22/08 |
10/27/08 |
35 |
 |
 |
 |
Sartorius |
100 |
2,510 |
|
3.400 |
2.305 |
5.015 |
1.615 |
48 |
12,590 |
5,660 |
|
|
10/27/08 |
4/06/09 |
161 |
 |
 |
 |
Infineon |
100 |
6,661 |
|
1.890 |
0.999 |
3.578 |
1.687 |
89 |
23,830 |
325 |
|
4/06/09 |
8/08/11 |
854 |
|
- cash - |
|
8/08/11 |
8/15/11 |
7 |
 |
 |
 |
RWE |
100 |
778 |
|
30.593 |
28.006 |
33.419 |
2.826 |
9 |
26,028 |
9,918 |
|
8/15/11 |
8/22/11 |
7 |
|
- cash - |
|
8/22/11 |
11/14/11 |
84 |
 |
 |
 |
RWE |
100 |
1,019 |
|
25.529 |
29.297 |
21.761 |
-3.768 |
-15 |
22,189 |
-50 |
|
11/14/11 |
11/21/11 |
7 |
|
- cash - |
|
11/21/11 |
1/02/12 |
42 |
 |
 |
 |
Mercedes-Benz |
100 |
730 |
|
30.395 |
35.365 |
25.425 |
-4.970 |
-16 |
18,561 |
-79 |
|
1/02/12 |
1/09/12 |
7 |
|
- cash - |
|
1/09/12 |
1/16/12 |
7 |
 |
 |
 |
Deutsche Bank |
100 |
827 |
|
22.443 |
24.874 |
20.013 |
-2.430 |
-11 |
16,551 |
-100 |
|
1/16/12 |
8/24/15 |
1316 |
|
- cash - |
|
8/24/15 |
9/14/15 |
21 |
 |
 |
 |
RWE |
100 |
1,251 |
|
13.220 |
11.800 |
14.811 |
1.591 |
12 |
18,541 |
621 |
|
9/14/15 |
9/28/15 |
14 |
|
- cash - |
|
9/28/15 |
10/19/15 |
21 |
 |
 |
 |
RWE |
100 |
2,014 |
|
9.204 |
12.230 |
6.178 |
-3.026 |
-33 |
12,447 |
-100 |
|
10/19/15 |
1/18/16 |
91 |
|
- cash - |
|
1/18/16 |
2/01/16 |
14 |
 |
 |
 |
Volkswagen |
100 |
112 |
|
110.350 |
105.900 |
114.987 |
4.637 |
4 |
12,966 |
192 |
|
2/01/16 |
4/11/16 |
70 |
|
- cash - |
|
4/11/16 |
4/18/16 |
7 |
 |
 |
 |
Deutsche Bank |
100 |
1,037 |
|
12.495 |
13.945 |
11.045 |
-1.450 |
-12 |
11,462 |
-100 |
|
4/18/16 |
5/16/16 |
28 |
|
- cash - |
|
5/16/16 |
5/23/16 |
7 |
 |
 |
 |
Deutsche Bank |
100 |
891 |
|
12.861 |
13.530 |
12.192 |
-0.669 |
-5 |
10,866 |
-94 |
|
5/23/16 |
6/13/16 |
21 |
|
- cash - |
|
6/13/16 |
6/20/16 |
7 |
 |
 |
 |
Deutsche Bank |
100 |
898 |
|
12.094 |
12.924 |
11.264 |
-0.830 |
-7 |
10,120 |
-98 |
|
6/20/16 |
12/24/18 |
917 |
|
- cash - |
|
12/24/18 |
1/14/19 |
21 |
 |
 |
 |
HelloFresh |
100 |
1,656 |
|
6.110 |
6.950 |
5.270 |
-0.840 |
-14 |
8,729 |
-92 |
|
1/14/19 |
3/09/20 |
420 |
|
- cash - |
|
3/09/20 |
4/27/20 |
49 |
 |
 |
 |
Mercedes-Benz |
100 |
285 |
|
30.605 |
29.320 |
31.946 |
1.341 |
4 |
9,111 |
38 |
|
4/27/20 |
5/04/20 |
7 |
|
- cash - |
|
5/04/20 |
5/11/20 |
7 |
 |
 |
 |
Airbus |
100 |
165 |
|
55.000 |
54.500 |
55.505 |
0.505 |
1 |
9,195 |
61 |
|
5/11/20 |
3/07/22 |
665 |
|
- cash - |
|
3/07/22 |
3/21/22 |
14 |
 |
 |
 |
HelloFresh |
100 |
257 |
|
35.760 |
41.390 |
30.130 |
-5.630 |
-16 |
7,748 |
-99 |
|
3/21/22 |
4/25/22 |
35 |
|
- cash - |
|
4/25/22 |
5/16/22 |
21 |
 |
 |
 |
Zalando |
100 |
196 |
|
39.500 |
34.670 |
45.003 |
5.503 |
14 |
8,826 |
865 |
|
5/16/22 |
6/13/22 |
28 |
|
- cash - |
|
6/13/22 |
7/11/22 |
28 |
 |
 |
 |
Zalando |
100 |
299 |
|
29.500 |
26.060 |
33.394 |
3.894 |
13 |
9,991 |
403 |
|
7/11/22 |
7/18/22 |
7 |
|
- cash - |
|
7/18/22 |
7/25/22 |
7 |
 |
 |
 |
Zalando |
100 |
369 |
|
27.020 |
28.820 |
25.220 |
-1.800 |
-7 |
9,327 |
-97 |
|
7/25/22 |
8/16/22 |
22 |
|
- cash - |
accum | 11/19/07 |
7/25/22 | 679 |
days out of 6070 invested (11%) |
-7 |
9,327 |
-4 |
|
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 | 4.96 | 4.50 | 5.46 | 0.50 | 10.17 | | | |
| | 9/22/08 | 10/27/08 | 35 | 3.40 | 2.31 | 5.02 | 1.62 | 47.51 | | | 62.51 |
Infineon | | 11/19/07 | 11/26/07 | 7 | 7.18 | 6.95 | 7.41 | 0.23 | 3.20 | | | |
| | 3/10/08 | 4/28/08 | 49 | 4.24 | 5.31 | 3.17 | -1.07 | -25.21 | | | |
| | 10/27/08 | 4/06/09 | 161 | 1.89 | 1.00 | 3.58 | 1.69 | 89.28 | | | 46.10 |
Zalando | | 4/25/22 | 5/16/22 | 21 | 39.50 | 34.67 | 45.00 | 5.50 | 13.93 | | | |
| | 6/13/22 | 7/11/22 | 28 | 29.50 | 26.06 | 33.39 | 3.89 | 13.20 | | | |
| | 7/18/22 | 7/25/22 | 7 | 27.02 | 28.82 | 25.22 | -1.80 | -6.66 | | | 20.38 |
Volkswagen | | 1/18/16 | 2/01/16 | 14 | 110.35 | 105.90 | 114.99 | 4.64 | 4.20 | | | 4.20 |
Airbus | | 5/04/20 | 5/11/20 | 7 | 55.00 | 54.50 | 55.50 | 0.50 | 0.92 | | | 0.92 |
MTU Aero Engines | | 7/14/08 | 7/28/08 | 14 | 19.01 | 18.94 | 19.08 | 0.07 | 0.37 | | | 0.37 |
Mercedes-Benz | | 11/21/11 | 1/02/12 | 42 | 30.40 | 35.37 | 25.43 | -4.97 | -16.35 | | | |
| | 3/09/20 | 4/27/20 | 49 | 30.61 | 29.32 | 31.95 | 1.34 | 4.38 | | | -12.69 |
HelloFresh | | 12/24/18 | 1/14/19 | 21 | 6.11 | 6.95 | 5.27 | -0.84 | -13.75 | | | |
| | 3/07/22 | 3/21/22 | 14 | 35.76 | 41.39 | 30.13 | -5.63 | -15.74 | | | -27.33 |
RWE | | 8/08/11 | 8/15/11 | 7 | 30.59 | 28.01 | 33.42 | 2.83 | 9.24 | | | |
| | 8/22/11 | 11/14/11 | 84 | 25.53 | 29.30 | 21.76 | -3.77 | -14.76 | | | |
| | 8/24/15 | 9/14/15 | 21 | 13.22 | 11.80 | 14.81 | 1.59 | 12.03 | | | |
| | 9/28/15 | 10/19/15 | 21 | 9.20 | 12.23 | 6.18 | -3.03 | -32.88 | | | -29.98 |
Deutsche Bank | | 1/09/12 | 1/16/12 | 7 | 22.44 | 24.87 | 20.01 | -2.43 | -10.83 | | | |
| | 4/11/16 | 4/18/16 | 7 | 12.50 | 13.95 | 11.04 | -1.45 | -11.61 | | | |
| | 5/16/16 | 5/23/16 | 7 | 12.86 | 13.53 | 12.19 | -0.67 | -5.20 | | | |
| | 6/13/16 | 6/20/16 | 7 | 12.09 | 12.92 | 11.26 | -0.83 | -6.86 | | | -30.41 |
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 |
6/11/19 | Puma | | | splits 1:10 (ten for one) |
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 |
|
|