| |
| |
Assessment - TecDAX - 5/16/22 - RS = 11
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/16/22 |
⇓ Δwk |
2/28/22 |
prc diff |
⇓ Δ11 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
TecDAX |
3,089.290 |
09:37 |
-0.68 |
3,074.010 |
0.50 |
3,236.390 |
-162.380 |
-5.02 |
|
-13.12 |
| |  |
 |
 |
 |
L |
 |
Telefonica D |
2.960 |
08:56 |
-0.13 |
2.982 |
-0.74 |
2.445 |
0.537 |
21.96 |
|
22.17 |
| |  |
 |
 |
 |
L |
 |
Aixtron |
25.600 |
08:55 |
1.59 |
24.050 |
6.44 |
19.385 |
4.665 |
24.06 |
|
20.18 |
| |  |
 |
 |
 |
L |
 |
Deutsche Telekom |
18.156 |
08:10 |
0.17 |
18.078 |
0.43 |
16.030 |
2.048 |
12.78 |
|
6.50 |
| |  |
 |
 |
 |
|
 |
Freenet |
23.390 |
08:56 |
0.60 |
22.940 |
1.96 |
23.980 |
-1.040 |
-4.34 |
|
1.81 |
| |  |
 |
 |
 |
|
 |
Qiagen |
43.270 |
08:10 |
-1.70 |
44.230 |
-2.17 |
44.800 |
-0.570 |
-1.27 |
|
0.53 |
| |  |
 |
 |
 |
|
 |
Vantage Towers |
28.800 |
08:52 |
-0.76 |
29.740 |
-3.16 |
29.170 |
0.570 |
1.95 |
|
0.50 |
| |  |
 |
 |
 |
|
 |
Verbio |
49.760 |
09:16 |
-5.31 |
55.600 |
-10.50 |
70.600 |
-15.000 |
-21.25 |
|
0.20 |
| |  |
 |
 |
 |
|
 |
Siemens Healthineers |
56.360 |
08:09 |
0.36 |
55.560 |
1.44 |
57.480 |
-1.920 |
-3.34 |
|
-0.81 |
| |  |
 |
 |
 |
|
 |
United Internet |
31.220 |
08:51 |
0.16 |
30.980 |
0.77 |
30.360 |
0.620 |
2.04 |
|
-7.38 |
| |  |
 |
 |
 |
L |
 |
S+T |
16.870 |
09:11 |
0.42 |
16.460 |
2.49 |
14.080 |
2.380 |
16.90 |
|
-8.05 |
| |  |
 |
 |
 |
S |
 |
Nagarro |
125.800 |
09:34 |
-0.79 |
124.400 |
1.13 |
127.500 |
-3.100 |
-2.43 |
|
-8.17 |
| |  |
 |
 |
 |
S |
 |
Jenoptik |
25.940 |
09:06 |
-0.69 |
25.360 |
2.29 |
32.420 |
-7.060 |
-21.78 |
|
-12.61 |
| |  |
 |
 |
 |
S |
 |
Software |
29.700 |
09:36 |
0.54 |
29.640 |
0.20 |
33.880 |
-4.240 |
-12.51 |
|
-16.63 |
| |  |
 |
 |
 |
|
 |
Infineon |
28.555 |
08:10 |
-0.82 |
28.255 |
1.06 |
30.745 |
-2.490 |
-8.10 |
|
-16.65 |
| |  |
 |
 |
 |
S |
 |
SAP |
92.890 |
08:11 |
-1.12 |
93.240 |
-0.38 |
101.320 |
-8.080 |
-7.97 |
|
-18.38 |
| |  |
 |
 |
 |
S |
 |
Nemetschek |
63.980 |
08:54 |
-1.39 |
64.360 |
-0.59 |
79.440 |
-15.080 |
-18.98 |
|
-19.67 |
| |  |
 |
 |
 |
S |
 |
1&1 |
19.470 |
08:51 |
-0.51 |
19.420 |
0.26 |
21.420 |
-2.000 |
-9.34 |
|
-20.02 |
| |  |
 |
 |
 |
|
 |
Compugroup Medical |
50.050 |
08:56 |
-1.57 |
49.900 |
0.30 |
50.450 |
-0.550 |
-1.09 |
|
-21.41 |
| |  |
 |
 |
 |
S |
 |
Carl Zeiss Meditec |
120.950 |
08:55 |
-0.37 |
119.700 |
1.04 |
140.850 |
-21.150 |
-15.02 |
|
-23.94 |
| |  |
 |
 |
 |
L |
 |
TeamViewer |
12.180 |
08:57 |
-2.60 |
12.500 |
-2.56 |
14.365 |
-1.865 |
-12.98 |
|
-24.52 |
| |  |
 |
 |
 |
S |
 |
Bechtle |
42.200 |
08:53 |
-0.59 |
40.510 |
4.17 |
46.050 |
-5.540 |
-12.03 |
|
-25.03 |
| |  |
 |
 |
 |
S |
 |
Sartorius |
340.700 |
08:10 |
-1.65 |
342.400 |
-0.50 |
394.200 |
-51.800 |
-13.14 |
|
-26.13 |
| |  |
 |
 |
 |
|
 |
Nordex |
11.820 |
09:16 |
2.56 |
11.155 |
5.96 |
15.910 |
-4.755 |
-29.89 |
|
-26.92 |
| |  |
 |
 |
 |
|
 |
Siltronic |
89.100 |
08:52 |
-1.38 |
87.450 |
1.89 |
101.550 |
-14.100 |
-13.88 |
|
-28.19 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/16/22 |
⇓ Δwk |
2/28/22 |
prc diff |
⇓ Δ11 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
Evotec |
25.040 |
08:55 |
0.68 |
24.240 |
3.30 |
26.540 |
-2.300 |
-8.67 |
|
-29.33 |
| |  |
 |
 |
 |
S |
 |
Varta |
79.140 |
09:33 |
-0.75 |
77.740 |
1.80 |
92.120 |
-14.380 |
-15.61 |
|
-30.10 |
| |  |
 |
 |
 |
S |
 |
Cancom |
35.980 |
08:53 |
-2.12 |
35.460 |
1.47 |
51.060 |
-15.600 |
-30.55 |
|
-32.71 |
| |  |
 |
 |
 |
S |
 |
Morphosys |
18.645 |
09:06 |
0.76 |
17.950 |
3.87 |
24.720 |
-6.770 |
-27.39 |
|
-48.42 |
| |  |
 |
 |
 |
S |
 |
Eckert & Ziegler |
42.400 |
08:55 |
-1.17 |
41.700 |
1.68 |
66.250 |
-24.550 |
-37.06 |
|
-50.09 |
| |  |
 |
 |
 |
|
 |
Suse |
30.280 |
09:10 |
0.93 |
28.280 |
7.07 |
25.600 |
2.680 |
10.47 |
|
-na- |
TecDAX - 30 out of 30 instruments rated - 5/16/22 / 2/28/22 - 7 did rise, Market-Ratio(11) = 23.33 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions TecDAX * A11 - 87/64 (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 |
2/06/06 |
35 |
|
- cash - |
long |
2/06/06 |
5/15/06 |
98 |
 |
 |
 |
Nordex |
100 |
1,154 |
|
8.660 |
18.970 |
|
10.310 |
119 |
21,898 |
1,755 |
|
short |
5/15/06 |
10/02/06 |
140 |
 |
 |
 |
Dialog Semiconductor |
100 |
11,836 |
|
1.850 |
1.200 |
2.852 |
1.002 |
54 |
33,759 |
209 |
|
long |
10/02/06 |
5/07/07 |
217 |
 |
 |
 |
Nordex |
100 |
3,088 |
|
10.930 |
28.460 |
|
17.530 |
160 |
87,891 |
400 |
|
short |
5/07/07 |
6/08/09 |
763 |
 |
 |
 |
Evotec |
100 |
25,850 |
|
3.400 |
0.830 |
13.928 |
10.528 |
310 |
360,032 |
96 |
|
long |
6/08/09 |
1/25/10 |
231 |
 |
 |
 |
Dialog Semiconductor |
100 |
184,631 |
|
1.950 |
10.850 |
|
8.900 |
456 |
2,003,248 |
1,406 |
|
short |
1/25/10 |
9/20/10 |
238 |
 |
 |
 |
Nordex |
100 |
205,040 |
|
9.770 |
7.422 |
12.861 |
3.091 |
32 |
2,636,986 |
52 |
|
long |
9/20/10 |
3/14/11 |
175 |
 |
 |
 |
Cancom |
100 |
736,588 |
|
3.580 |
4.029 |
|
0.449 |
13 |
2,967,346 |
28 |
|
short |
3/14/11 |
2/06/12 |
329 |
 |
 |
 |
SMA Solar |
100 |
40,235 |
|
73.750 |
50.420 |
107.875 |
34.125 |
46 |
4,340,369 |
52 |
|
long |
2/06/12 |
5/21/12 |
105 |
 |
 |
 |
Dialog Semiconductor |
100 |
259,203 |
|
16.745 |
15.475 |
|
-1.270 |
-8 |
4,011,181 |
-24 |
|
short |
5/21/12 |
12/22/14 |
945 |
 |
 |
 |
SMA Solar |
100 |
152,429 |
|
26.315 |
14.800 |
46.789 |
20.474 |
78 |
7,132,028 |
25 |
|
long |
12/22/14 |
6/01/15 |
161 |
 |
 |
 |
Dialog Semiconductor |
100 |
243,538 |
|
29.285 |
51.190 |
|
21.905 |
75 |
12,466,728 |
255 |
|
short |
6/01/15 |
4/25/16 |
329 |
 |
 |
 |
Aixtron |
100 |
1,806,772 |
|
6.900 |
4.108 |
11.590 |
4.690 |
68 |
20,939,766 |
78 |
|
long |
4/25/16 |
5/09/16 |
14 |
 |
 |
 |
SMA Solar |
100 |
447,765 |
|
46.765 |
46.500 |
|
-0.265 |
-1 |
20,821,108 |
-14 |
|
short |
5/09/16 |
2/20/17 |
287 |
 |
 |
 |
Dialog Semiconductor |
100 |
757,406 |
|
27.490 |
45.340 |
9.640 |
-17.850 |
-65 |
7,301,411 |
-74 |
|
long |
2/20/17 |
7/10/17 |
140 |
 |
 |
 |
Siltronic |
100 |
126,060 |
|
57.920 |
78.000 |
|
20.080 |
35 |
9,832,696 |
117 |
|
short |
7/10/17 |
1/29/18 |
203 |
 |
 |
 |
Nordex |
100 |
835,403 |
|
11.770 |
10.870 |
12.745 |
0.975 |
8 |
10,646,796 |
15 |
|
long |
1/29/18 |
2/05/18 |
7 |
 |
 |
 |
Aixtron |
100 |
824,055 |
|
12.920 |
11.435 |
|
-1.485 |
-11 |
9,423,074 |
-100 |
|
short |
2/05/18 |
6/01/20 |
847 |
 |
 |
 |
Dialog Semiconductor |
100 |
390,998 |
|
24.100 |
35.520 |
12.680 |
-11.420 |
-47 |
4,957,877 |
-24 |
|
long |
6/01/20 |
8/10/20 |
70 |
 |
 |
 |
Sartorius |
100 |
14,870 |
|
333.400 |
332.200 |
|
-1.200 |
0 |
4,940,033 |
-2 |
|
short |
8/10/20 |
1/11/21 |
154 |
 |
 |
 |
Wirecard |
100 |
2,874,117 |
|
1.719 |
0.600 |
4.924 |
3.205 |
186 |
14,151,578 |
1,112 |
|
long |
1/11/21 |
3/08/21 |
56 |
 |
 |
 |
Nordex |
100 |
553,661 |
|
25.560 |
19.800 |
|
-5.760 |
-23 |
10,962,491 |
-81 |
|
short |
3/08/21 |
5/18/22 |
436 |
 |
 |
 |
Morphosys |
100 |
133,526 |
|
82.100 |
18.645 |
361.513 |
279.413 |
340 |
48,271,391 |
246 |
|
accum | 2/06/06 |
5/18/22 | 5945 |
days out of 5980 invested (99%) |
482,614 |
48,271,391 |
68 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Nordex | long | 2/06/06 | 5/15/06 | 98 | 8.66 | 18.97 | | 10.31 | 119.05 | | | |
| long | 10/02/06 | 5/07/07 | 217 | 10.93 | 28.46 | | 17.53 | 160.38 | | | |
| short | 1/25/10 | 9/20/10 | 238 | 9.77 | 7.42 | 12.86 | 3.09 | 31.64 | | | |
| short | 7/10/17 | 1/29/18 | 203 | 11.77 | 10.87 | 12.74 | 0.97 | 8.28 | | | |
| long | 1/11/21 | 3/08/21 | 56 | 25.56 | 19.80 | | -5.76 | -22.54 | | | 529.78 |
Morphosys | short | 3/08/21 | 5/18/22 | 436 | 82.10 | 18.65 | 361.51 | 279.41 | 340.33 | | | 340.33 |
Evotec | short | 5/07/07 | 6/08/09 | 763 | 3.40 | 0.83 | 13.93 | 10.53 | 309.64 | | | 309.64 |
Wirecard | short | 8/10/20 | 1/11/21 | 154 | 1.72 | 0.60 | 4.92 | 3.21 | 186.47 | | | 186.47 |
SMA Solar | short | 3/14/11 | 2/06/12 | 329 | 73.75 | 50.42 | 107.88 | 34.13 | 46.27 | | | |
| short | 5/21/12 | 12/22/14 | 945 | 26.32 | 14.80 | 46.79 | 20.47 | 77.80 | | | |
| long | 4/25/16 | 5/09/16 | 14 | 46.77 | 46.50 | | -0.27 | -0.57 | | | 158.60 |
Dialog Semiconductor | short | 5/15/06 | 10/02/06 | 140 | 1.85 | 1.20 | 2.85 | 1.00 | 54.17 | | | |
| long | 6/08/09 | 1/25/10 | 231 | 1.95 | 10.85 | | 8.90 | 456.41 | | | |
| long | 2/06/12 | 5/21/12 | 105 | 16.75 | 15.48 | | -1.27 | -7.58 | | | |
| long | 12/22/14 | 6/01/15 | 161 | 29.29 | 51.19 | | 21.91 | 74.80 | | | |
| short | 5/09/16 | 2/20/17 | 287 | 27.49 | 45.34 | 9.64 | -17.85 | -64.93 | | | |
| short | 2/05/18 | 6/01/20 | 847 | 24.10 | 35.52 | 12.68 | -11.42 | -47.39 | | | 155.67 |
Aixtron | short | 6/01/15 | 4/25/16 | 329 | 6.90 | 4.11 | 11.59 | 4.69 | 67.97 | | | |
| long | 1/29/18 | 2/05/18 | 7 | 12.92 | 11.44 | | -1.49 | -11.49 | | | 48.66 |
Siltronic | long | 2/20/17 | 7/10/17 | 140 | 57.92 | 78.00 | | 20.08 | 34.67 | | | 34.67 |
Cancom | long | 9/20/10 | 3/14/11 | 175 | 3.58 | 4.03 | | 0.45 | 12.53 | | | 12.53 |
Sartorius | long | 6/01/20 | 8/10/20 | 70 | 333.40 | 332.20 | | -1.20 | -0.36 | | | -0.36 |
Annotations
8/16/21 | Bechtle | | | stock split 1:3 (three for one) |
6/28/19 | Nemetschek | | | splits1:3 (three for one) |
9/24/18 | TecDAX | | | Deutsche Telekom, Infineon and SAP replace Medigene, SLM Solutions and SMA Solar |
7/16/18 | Cancom | | | stock split 1:2 (another one for one) |
3/19/18 | TecDAX | | | Aumann and Isra Vision replace ADVA Optical Networking and GFT Technologies |
7/24/17 | Bechtle | | | stock split 1:2 (two for one) |
3/20/17 | TecDAX | | | Aixtron returns, Stratec Biomedical must drop out. |
12/19/16 | TecDAX | | | Medigene replaces Aixtron |
9/19/16 | TecDAX | | | S&T replaces Süss MicroTec |
6/13/16 | Sartorius | | | stock split 1:4 (four for one) |
3/08/16 | TecDAX | | | complete analysis |
| TecDAX | | | SLM Solutions and Süss Microtec replace LPKF Laser & Electronics and QSC |
12/21/15 | TecDAX | | | Siltronic replaces Manz |
| Siltronic | | | recording started |
8/20/15 | TecDAX | | | complete analysis |
6/30/15 | Nemetschek | | | stock split 1:4 (four for one) |
|
|