Assessment - Mid-Cap-DAX - 6/01/20 - RS = 40
⇐
⇓ freshest
⇓ 6/01/20
⇓ 8/26/19
prc diff
⇓
∅-RS
MDAX
25,977.800
12:55
2.29
25,396.000
2.29
24,999.700
396.300
1.59
0.29
L
Sartorius
315.800
12:04
-5.28
333.400
-5.28
173.000
160.400
92.72
70.79
Delivery Hero
85.240
08:09
-1.09
86.180
-1.09
44.430
41.750
93.97
66.55
L
Zalando
60.580
08:09
-0.43
60.840
-0.43
43.100
17.740
41.16
46.95
Bechtle
154.800
12:04
-2.33
158.500
-2.33
87.000
71.500
82.18
44.08
L
Nemetschek
70.300
12:03
-0.85
70.900
-0.85
47.380
23.520
49.64
36.37
Scout24
68.550
08:09
-0.29
68.750
-0.29
52.500
16.250
30.95
26.79
L
United Internet
37.600
12:05
1.95
36.880
1.95
28.390
8.490
29.90
24.84
L
Software
34.520
12:05
-0.75
34.780
-0.75
24.270
10.510
43.30
21.53
L
Siemens Healthineers
45.470
12:04
-2.14
46.465
-2.14
35.445
11.020
31.09
20.59
Siltronic
91.640
12:05
4.49
87.700
4.49
56.400
31.300
55.50
20.58
L
Compugroup Medical
70.950
12:00
-3.27
73.350
-3.27
50.900
22.450
44.11
19.63
L
Aurubis
53.320
08:08
2.54
52.000
2.54
38.020
13.980
36.77
19.61
L
Qiagen
39.460
12:02
0.38
39.310
0.38
31.050
8.260
26.60
18.46
L
Cancom
56.500
12:00
56.500
50.150
6.350
12.66
17.02
L
Deutsche Wohnen
40.910
08:08
1.72
40.220
1.72
29.190
11.030
37.79
15.95
L
Morphosys
117.500
12:05
0.73
116.650
0.73
107.000
9.650
9.02
14.31
L
Gerresheimer
75.550
08:07
-1.50
76.700
-1.50
66.150
10.550
15.95
13.43
Symrise
97.340
08:09
-1.08
98.400
-1.08
82.000
16.400
20.00
12.00
L
Telefonica D
2.838
12:04
2.60
2.766
2.60
2.215
0.551
24.88
11.03
Evotec
23.830
12:05
-2.01
24.320
-2.01
19.655
4.665
23.73
11.01
Brenntag
48.050
08:08
1.35
47.410
1.35
41.700
5.710
13.69
9.47
GEA Group
27.800
08:08
3.77
26.790
3.77
23.780
3.010
12.66
9.45
Knorr-Bremse
95.910
08:12
0.77
95.180
0.77
84.040
11.140
13.26
7.45
LEG Immobilien
113.720
08:09
1.46
112.080
1.46
103.350
8.730
8.45
7.34
⇓ freshest
⇓ 6/01/20
⇓ 8/26/19
prc diff
⇓
∅-RS
Osram Licht
39.330
08:05
-0.51
39.530
-0.51
36.380
3.150
8.66
6.16
Uniper
28.060
08:08
-0.14
28.100
-0.14
27.030
1.070
3.96
3.70
Puma
65.700
08:08
2.37
64.180
2.37
66.400
-2.220
-3.34
2.32
L
Pro7-Sat1
11.990
08:09
4.26
11.500
4.26
11.645
-0.145
-1.25
0.70
Kion Group
51.860
08:08
3.31
50.200
3.31
42.170
8.030
19.04
-0.01
TAG Immobilien
21.180
08:09
1.44
20.880
1.44
20.780
0.100
0.48
-0.38
Fuchs Petrolub
36.900
08:08
3.02
35.820
3.02
31.560
4.260
13.50
-0.59
Grand City
21.020
08:08
3.14
20.380
3.14
19.460
0.920
4.73
-0.94
Dialog Semiconductor
36.600
12:04
3.04
35.520
3.04
42.040
-6.520
-15.51
-1.17
Fielmann
65.600
08:08
2.82
63.800
2.82
63.650
0.150
0.24
-1.26
L
1&1 Drillisch
23.750
12:03
3.17
23.020
3.17
24.520
-1.500
-6.12
-1.71
Hannover Rück
149.200
08:09
3.18
144.600
3.18
146.400
-1.800
-1.23
-3.87
Carl Zeiss Meditec
89.950
12:04
-2.33
92.100
-2.33
103.000
-10.900
-10.58
-6.10
Evonik Industries
23.010
08:08
3.88
22.150
3.88
22.320
-0.170
-0.76
-6.10
Grenke
73.250
08:07
1.10
72.450
1.10
73.500
-1.050
-1.43
-7.05
Lanxess
48.760
08:09
4.91
46.480
4.91
50.700
-4.220
-8.32
-8.06
Hella
37.400
08:13
6.55
35.100
6.55
36.680
-1.580
-4.31
-10.42
CTS Eventim
41.540
08:08
1.81
40.800
1.81
50.700
-9.900
-19.53
-11.60
S
Alstria Office
13.300
08:51
1.53
13.100
1.53
14.890
-1.790
-12.02
-13.77
Freenet
15.990
12:02
2.66
15.575
2.66
17.135
-1.560
-9.10
-14.63
Hochtief
83.750
08:08
5.88
79.100
5.88
97.450
-18.350
-18.83
-14.79
Dürr
22.440
08:08
5.35
21.300
5.35
22.670
-1.370
-6.04
-15.10
S
Rocket Internet
17.940
08:08
0.17
17.910
0.17
25.240
-7.330
-29.04
-18.52
Rational
494.600
08:07
2.53
482.400
2.53
607.500
-125.100
-20.59
-18.74
Rheinmetall
76.100
08:09
4.30
72.960
4.30
105.350
-32.390
-30.75
-18.82
⇓ freshest
⇓ 6/01/20
⇓ 8/26/19
prc diff
⇓
∅-RS
RTL Group
31.460
08:08
3.28
30.460
3.28
41.980
-11.520
-27.44
-22.89
Aareal Bank
18.180
08:08
5.70
17.200
5.70
25.470
-8.270
-32.47
-25.51
Fraport
46.180
08:09
3.50
44.620
3.50
73.940
-29.320
-39.65
-26.23
Aroundtown
5.386
08:13
8.98
4.942
8.98
7.324
-2.382
-32.52
-26.75
Commerzbank
3.723
08:09
6.34
3.501
6.34
4.973
-1.472
-29.60
-27.25
Metro
8.940
08:08
6.48
8.396
6.48
14.150
-5.754
-40.66
-29.33
thyssenkrupp
6.500
08:09
3.90
6.060
7.26
10.485
-4.425
-42.20
-32.08
Hugo Boss
26.660
08:09
8.64
24.540
8.64
50.260
-25.720
-51.17
-36.00
S
Deutsche Pfandbrief
6.615
08:08
6.69
6.200
6.69
10.650
-4.450
-41.78
-39.50
K+S
6.096
08:09
6.69
5.714
6.69
14.030
-8.316
-59.27
-39.63
Airbus
63.240
12:25
6.39
59.440
6.39
122.840
-63.400
-51.61
-40.35
MDAX - 60 out of 60 instruments rated - 6/01/20 / 8/26/19 - 31 did rise, Market-Ratio(40) = 51.67 % Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions Mid-Cap-DAX * A40 - 67/67 (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 7/17/06 196 - cash -
short
7/17/06
7/24/06
7
Airbus
100
494
20.220
21.560
18.880
-1.340
-7
9,338
-97
long
7/24/06
12/04/06
133
Salzgitter
100
152
61.130
94.160
33.030
54
14,359
227
short
12/04/06
12/18/06
14
Airbus
100
620
23.150
24.300
22.000
-1.150
-5
13,646
-74
long
12/18/06
8/13/07
238
Salzgitter
100
135
100.350
135.390
35.040
35
18,376
58
short
8/13/07
8/27/07
14
Deutsche Wohnen
100
1,177
15.603
14.963
16.270
0.667
4
19,162
198
long
8/27/07
9/17/07
21
DMG Mori
100
1,312
14.600
15.786
1.186
8
20,718
289
short
9/17/07
10/08/07
21
Deutsche Wohnen
100
1,273
16.266
18.114
14.418
-1.848
-11
18,365
-88
long
10/08/07
10/22/07
14
DMG Mori
100
911
20.138
20.016
-0.122
-1
18,254
-15
short
10/22/07
7/27/09
644
Deutsche Wohnen
100
1,058
17.247
5.367
55.424
38.177
221
58,645
94
long
7/27/09
8/08/11
742
Aareal Bank
100
6,767
8.666
15.385
6.719
78
104,112
33
short
8/08/11
5/14/12
280
Ceconomy
100
10,832
9.611
7.298
12.656
3.045
32
137,100
43
long
5/14/12
5/21/12
7
Dürr
100
12,525
10.946
10.445
-0.501
-5
130,825
-91
short
5/21/12
5/28/12
7
Ströer Media
100
16,470
7.943
8.000
7.886
-0.057
-1
129,886
-31
long
5/28/12
6/04/12
7
Rhön-Klinikum
100
5,905
21.995
22.100
0.105
0
130,506
28
short
6/04/12
6/18/12
14
Ströer Media
100
15,582
8.375
8.546
8.204
-0.171
-2
127,842
-42
long
6/18/12
6/25/12
7
Dürr
100
11,295
11.318
11.594
0.276
2
130,959
251
short
6/25/12
7/02/12
7
Ströer Media
100
16,286
8.041
8.090
7.992
-0.049
-1
130,161
-27
long
7/02/12
7/23/12
21
Dürr
100
10,442
12.465
13.345
0.880
7
139,350
227
short
7/23/12
8/06/12
14
Ströer Media
100
17,579
7.927
7.080
8.875
0.948
12
156,020
1,803
long
8/06/12
10/29/12
84
Dürr
100
11,275
13.838
14.790
0.952
7
166,760
34
short
10/29/12
1/14/13
77
Ströer Media
100
25,152
6.630
6.901
6.359
-0.271
-4
159,944
-18
long
1/14/13
6/24/13
161
KUKA
100
5,674
28.185
31.820
3.635
13
180,569
32
short
6/24/13
7/01/13
7
Salzgitter
100
7,107
25.405
25.340
25.470
0.065
0
181,032
14
long
7/01/13
7/28/14
392
Dürr
100
7,543
23.998
30.355
6.358
26
228,987
24
short
7/28/14
2/02/15
189
Südzucker
100
16,491
13.885
11.245
17.145
3.260
23
282,744
50
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield long
2/02/15
11/16/15
287
Ströer Media
100
10,963
25.790
61.450
35.660
138
673,685
202
short
11/16/15
5/30/16
196
Leoni
100
19,397
34.730
29.880
40.367
5.637
16
783,029
32
long
5/30/16
6/06/16
7
Stada
100
16,505
47.440
48.830
1.390
3
805,971
351
short
6/06/16
10/17/16
133
Hugo Boss
100
14,418
55.900
53.240
58.693
2.793
5
846,239
14
long
10/17/16
10/31/16
14
Covestro
100
15,700
53.900
53.840
-0.060
0
845,297
-3
short
10/31/16
11/14/16
14
GEA Group
100
23,997
35.225
35.225
35.225
0.000
0
845,297
0
long
11/14/16
11/21/16
7
Covestro
100
15,700
53.840
57.850
4.010
7
908,254
4,134
short
11/21/16
1/16/17
56
GEA Group
100
26,919
33.740
38.300
29.180
-4.560
-14
785,504
-61
long
1/16/17
2/12/18
392
Covestro
100
12,294
63.890
85.580
21.690
34
1,052,160
31
short
2/12/18
2/26/18
14
Steinhoff
100
2,752,905
0.382
0.412
0.353
-0.030
-8
970,399
-88
long
2/26/18
3/05/18
7
Uniper
100
38,462
25.230
24.620
-0.610
-2
946,937
-72
short
3/05/18
4/09/18
35
Steinhoff
100
3,129,337
0.303
0.201
0.456
0.153
51
1,426,978
7,099
long
4/09/18
5/14/18
35
Rocket Internet
100
55,010
25.940
24.460
-1.480
-6
1,345,563
-46
short
5/14/18
5/21/18
7
Metro
100
115,202
11.680
11.490
11.873
0.193
2
1,367,808
135
long
5/21/18
6/04/18
14
Uniper
100
50,102
27.300
27.030
-0.270
-1
1,354,281
-23
short
6/04/18
6/11/18
7
Metro
100
116,698
11.605
11.295
11.924
0.319
3
1,391,449
310
long
6/11/18
6/25/18
14
Aroundtown
100
190,740
7.295
7.170
-0.125
-2
1,367,607
-36
short
6/25/18
9/23/19
455
Osram Licht
100
33,315
41.050
38.110
44.217
3.167
8
1,473,109
6
long
9/23/19
11/11/19
49
Dialog Semiconductor
100
33,895
43.460
42.890
-0.570
-1
1,453,788
-9
short
11/11/19
12/16/19
35
Hugo Boss
100
36,011
40.370
43.590
37.150
-3.220
-8
1,337,833
-58
long
12/16/19
1/13/20
28
Delivery Hero
100
20,741
64.500
67.500
3.000
5
1,400,056
81
short
1/13/20
2/17/20
35
K+S
100
128,504
10.895
8.920
13.307
2.412
22
1,710,046
705
long
2/17/20
2/24/20
7
Delivery Hero
100
21,646
79.000
72.760
-6.240
-8
1,574,975
-99
short
2/24/20
6/02/20
99
K+S
100
193,581
8.136
6.096
10.859
2.723
33
2,102,038
190
accum 7/17/06
6/02/20 5069
days out of 5265 invested (96%)
20,920
2,102,038
47
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Deutsche Wohnen short 8/13/07 8/27/07 14 15.60 14.96 16.27 0.67 4.28 short 9/17/07 10/08/07 21 16.27 18.11 14.42 -1.85 -11.36 short 10/22/07 7/27/09 644 17.25 5.37 55.42 38.18 221.35 197.03 Ströer Media short 5/21/12 5/28/12 7 7.94 8.00 7.89 -0.06 -0.72 short 6/04/12 6/18/12 14 8.38 8.55 8.20 -0.17 -2.04 short 6/25/12 7/02/12 7 8.04 8.09 7.99 -0.05 -0.61 short 7/23/12 8/06/12 14 7.93 7.08 8.88 0.95 11.96 short 10/29/12 1/14/13 77 6.63 6.90 6.36 -0.27 -4.09 long 2/02/15 11/16/15 287 25.79 61.45 35.66 138.27 147.33 Salzgitter long 7/24/06 12/04/06 133 61.13 94.16 33.03 54.03 long 12/18/06 8/13/07 238 100.35 135.39 35.04 34.92 short 6/24/13 7/01/13 7 25.41 25.34 25.47 0.07 0.26 108.35 Aareal Bank long 7/27/09 8/08/11 742 8.67 15.39 6.72 77.53 77.53 K+S short 1/13/20 2/17/20 35 10.90 8.92 13.31 2.41 22.14 short 2/24/20 6/02/20 99 8.14 6.10 10.86 2.72 33.46 63.02 Covestro long 10/17/16 10/31/16 14 53.90 53.84 -0.06 -0.11 long 11/14/16 11/21/16 7 53.84 57.85 4.01 7.45 long 1/16/17 2/12/18 392 63.89 85.58 21.69 33.95 43.77 Dürr long 5/14/12 5/21/12 7 10.95 10.45 -0.50 -4.58 long 6/18/12 6/25/12 7 11.32 11.59 0.28 2.44 long 7/02/12 7/23/12 21 12.47 13.35 0.88 7.06 long 8/06/12 10/29/12 84 13.84 14.79 0.95 6.88 long 7/01/13 7/28/14 392 24.00 30.36 6.36 26.49 41.49 Steinhoff short 2/12/18 2/26/18 14 0.38 0.41 0.35 -0.03 -7.77 short 3/05/18 4/09/18 35 0.30 0.20 0.46 0.15 50.69 38.98 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Ceconomy short 8/08/11 5/14/12 280 9.61 7.30 12.66 3.05 31.69 31.69 Südzucker short 7/28/14 2/02/15 189 13.89 11.25 17.14 3.26 23.48 23.48 Leoni short 11/16/15 5/30/16 196 34.73 29.88 40.37 5.64 16.23 16.23 KUKA long 1/14/13 6/24/13 161 28.19 31.82 3.64 12.90 12.90 Osram Licht short 6/25/18 9/23/19 455 41.05 38.11 44.22 3.17 7.71 7.71 DMG Mori long 8/27/07 9/17/07 21 14.60 15.79 1.19 8.12 long 10/08/07 10/22/07 14 20.14 20.02 -0.12 -0.61 7.47 Metro short 5/14/18 5/21/18 7 11.68 11.49 11.87 0.19 1.65 short 6/04/18 6/11/18 7 11.61 11.30 11.92 0.32 2.74 4.44 Stada long 5/30/16 6/06/16 7 47.44 48.83 1.39 2.93 2.93 Rhön-Klinikum long 5/28/12 6/04/12 7 22.00 22.10 0.11 0.48 0.48 Dialog Semiconductor long 9/23/19 11/11/19 49 43.46 42.89 -0.57 -1.31 -1.31 Aroundtown long 6/11/18 6/25/18 14 7.30 7.17 -0.13 -1.71 -1.71 Hugo Boss short 6/06/16 10/17/16 133 55.90 53.24 58.69 2.79 5.00 short 11/11/19 12/16/19 35 40.37 43.59 37.15 -3.22 -7.98 -3.38 Uniper long 2/26/18 3/05/18 7 25.23 24.62 -0.61 -2.42 long 5/21/18 6/04/18 14 27.30 27.03 -0.27 -0.99 -3.38 Delivery Hero long 12/16/19 1/13/20 28 64.50 67.50 3.00 4.65 long 2/17/20 2/24/20 7 79.00 72.76 -6.24 -7.90 -3.61 Rocket Internet long 4/09/18 5/14/18 35 25.94 24.46 -1.48 -5.71 -5.71 Airbus short 7/17/06 7/24/06 7 20.22 21.56 18.88 -1.34 -6.63 short 12/04/06 12/18/06 14 23.15 24.30 22.00 -1.15 -4.97 -11.27 GEA Group short 10/31/16 11/14/16 14 35.23 35.23 35.23 0.00 0.00 short 11/21/16 1/16/17 56 33.74 38.30 29.18 -4.56 -13.52 -13.52
Annotations
6/28/19 Nemetschek splits1:3 (three for one) 6/11/19 Puma splits 1:10 (ten for one) 7/16/18 Cancom stock split 1:2 (another one for one) 3/19/18 MDAX Aroundtown, Pro7-Sat1 and Rocket Internet replace Covestro, Steinhoff and Südzucker 7/24/17 Bechtle stock split 1:2 (two for one) 7/10/17 Grenkeleasing stock split 1:3 (three for one) 12/19/16 MDAX innogy and Uniper replace DMG Mori and Rhön-Klinikum 12/16/16 Uniper new admission 8/11/16 MDAX Rational replaces Kuka (acquired by Midea) 6/13/16 Sartorius stock split 1:4 (four for one) 3/10/16 MDAX complete analysis after advanced changes on 2016-03-21 MDAX Elrinklinger and Klöckner move to the SDAX Alstria Office moves from SDAX to MDAX 3/09/16 K+S moves from DAX to MDAX Pro7-Sat1 moves from MDAX to DAX 12/21/15 Scout24 entry (SDAX) MDAX MAN and Kabel Deutschland drop out Siltronic recording started 9/21/15 Lanxess moves from DAX to MDAX 9/07/15 MDAX complete analysis 9/04/15 Deutsche Pfandbrief recording started (MDAX) 8/20/15 MDAX complete analysis 6/30/15 Nemetschek stock split 1:4 (four for one) 6/22/15 MDAX Zalando replaces Bertrandt 6/21/15 Zalando promotion from SDAX to MDAX 4/01/15 CTS Eventim promotion from SDAX to MDAX replacing TUI 2/26/15 MDAX Gagfah open transactions were replaced by next scoring instruments in fundamental ranking on signal date. 1/30/15 MDax Recently we recognized long signals for Gagfah, it should be considered that Gagfah mergers with Deutsche Annington. 1/19/15 Hella entry
write an annotation
