Share-o-matic - Assessment BAX (Bayrischer Aktienindex)

Assessment - Bayrischer Aktienindex - 4/22/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	10/23/23	prc diff	⇓ Δ26	∅-RS
	L	BAX	867.631	Wed	-0.35	863.010	0.54	720.247	142.763	19.82	6.75
		Morphosys	67.700	Wed	-0.07	67.750	-0.07	25.800	41.950	162.60	121.50
	L	Traton	34.750	Wed		33.850	2.66	18.110	15.740	86.91	59.97
		Mutares	40.650	Wed	-1.33	40.400	0.62	28.450	11.950	42.00	45.75
	L	CTS Eventim	82.200	Wed	-1.02	81.250	1.17	54.300	26.950	49.63	30.40
	L	Siemens Energy	17.780	Wed	0.11	17.770	0.06	10.685	7.085	66.31	27.46
		Hensoldt	39.200	Wed	2.24	37.880	3.48	26.900	10.980	40.82	26.77
	L	Adidas	227.700	Wed	-0.09	223.800	1.74	169.000	54.800	32.43	26.51
		Rational	787.000	Tue	1.16	778.000	1.16	565.000	213.000	37.70	18.18
	L	Allianz	266.700	Wed	-1.40	266.700		217.800	48.900	22.45	15.85
	L	Krones	123.600	Wed	-0.32	123.200	0.32	91.250	31.950	35.01	15.24
		KATEK	15.150	Wed		15.050	0.66	10.250	4.800	46.83	14.69
		Siemens	174.640	Wed	-0.40	174.020	0.36	127.700	46.320	36.27	14.15
	L	Medigene	1.590	Wed	-7.56	1.920	-17.19	1.560	0.360	23.08	13.70
		Münchener Rück	430.600	Wed	-1.01	418.500	2.89	372.100	46.400	12.47	12.78
		Nemetschek	82.750	Wed	1.16	80.550	2.73	62.720	17.830	28.43	11.85
	L	Pro7-Sat1	7.675	Wed	3.02	7.385	3.93	5.372	2.013	37.47	10.75
		Atoss	239.500	Wed	-1.03	240.000	-0.21	207.000	33.000	15.94	10.46
	L	Schaeffler	6.305	Wed	0.24	6.215	1.45	5.160	1.055	20.45	9.06
		Scout24	69.100	Wed	0.44	67.800	1.92	59.360	8.440	14.22	8.26
	L	Cancom	30.260	Wed	0.53	29.160	3.77	24.440	4.720	19.31	7.61
	L	WashTec	37.400	Wed	1.63	37.300	0.27	31.200	6.100	19.55	7.58
		MTU Aero Engines	223.500	Wed	-0.27	217.400	2.81	166.300	51.100	30.73	5.88
	L	Stemmer Imaging	33.900	Wed	-1.74	34.300	-1.17	24.700	9.600	38.87	5.19
		Synlab	10.540	Wed	0.19	10.560	-0.19	9.930	0.630	6.34	4.69
		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	10/23/23	prc diff	⇓ Δ26	∅-RS
	L	Steico	33.900	Wed	-0.15	32.100	5.61	22.750	9.350	41.10	4.58
	L	BMW	106.550	Wed	0.09	105.850	0.66	93.310	12.540	13.44	4.51
		Siemens Healthineers	52.760	Wed	1.15	51.460	2.53	46.970	4.490	9.56	0.35
	L	Adtran Networks	19.920	Wed	-0.10	19.900	0.10	19.940	-0.040	-0.20	-0.32
	S	Siltronic	77.400	Wed	-0.39	76.800	0.78	79.400	-2.600	-3.27	-2.55
	L	Patrizia Immobilien	7.850	Wed	-2.48	8.090	-2.97	7.150	0.940	13.15	-2.89
	L	Koenig & Bauer	12.700	Wed	-0.16	12.680	0.16	12.040	0.640	5.32	-4.80
		Sixt	89.900	Wed	-1.43	90.100	-0.22	87.950	2.150	2.44	-6.66
	L	Wacker Chemie	106.300	Wed	-2.21	110.150	-3.50	111.650	-1.500	-1.34	-7.17
	L	SFC Energy	18.700	Wed	-2.60	18.600	0.54	17.080	1.520	8.90	-7.71
	L	Wacker Neuson	16.980	Wed	-1.74	17.160	-1.05	17.400	-0.240	-1.38	-9.81
	S	7C Solarparken	3.115	Wed	1.30	3.090	0.81	3.235	-0.145	-4.48	-10.59
	S	Infineon	31.430	Wed	5.43	29.805	5.45	29.080	0.725	2.49	-11.57
		Knaus Tabbert	42.300	Wed	1.32	41.000	3.17	43.550	-2.550	-5.86	-12.22
		Puma	42.410	Wed	-1.23	42.710	-0.70	50.820	-8.110	-15.96	-14.77
	S	Vitesco Technologies	66.800	Wed	3.09	64.600	3.41	92.150	-27.550	-29.90	-15.04
		AUTO1	4.724	Wed	-3.16	4.854	-2.68	5.696	-0.842	-14.78	-16.55
	S	Dermapharm	31.500	Wed	-3.08	32.700	-3.67	38.000	-5.300	-13.95	-19.77
		Deutsche Pfandbrief	4.600	Wed	-2.13	4.586	0.31	5.965	-1.379	-23.12	-24.13
		Umweltbank	6.540	Wed	-0.30	6.380	2.51	7.580	-1.200	-15.83	-25.27
	S	BayWa	22.850	Wed	-0.22	22.750	0.44	31.100	-8.350	-26.85	-28.80
BAX - 45 out of 45 instruments rated - 4/22/24 / 10/23/23 - 32 did rise, Market-Ratio(26) = 71.11 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	BAX RS = 26 - B/S = 60/40

1/06/20	scale up chart	4/22/24

Transactions Bayrischer Aktienindex * 26 - 60/40 (2)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		8/28/06	238		- cash -
short	8/28/06	11/13/06	77		KUKA	50	354	14.092	17.029	11.155	-2.937	-21	8,960	-67
					Phoenix Solar	50	306	16.370	14.720	18.205	1.835	11	9,522	65
100							-5						-21
long	11/13/06	11/26/07	378		Wirecard	50	950	5.008	8.328		3.320	66	12,676	63
					Schaltbau	50	482	9.883	12.833		2.950	30	14,098	29
100							48						46
short	11/26/07	4/27/09	518		SFC Energy	50	477	14.750	6.060	35.901	21.151	143	24,187	87
					Patrizia Immobilien	50	1,213	5.820	2.100	16.130	10.310	177	36,693	105
100							160						96
long	4/27/09	7/06/09	70		Infineon	50	11,275	1.627	2.193		0.566	35	43,077	374
					Steico	50	6,552	2.800	3.580		0.780	28	48,187	260
100							31						314
short	7/06/09	7/20/09	14		KUKA	50	2,372	10.156	10.334	9.978	-0.178	-2	47,765	-37
					Grammer	50	4,589	5.250	5.360	5.140	-0.110	-2	47,260	-42
100							-2						-40
long	7/20/09	8/08/11	749		Infineon	50	8,262	2.860	5.452		2.592	91	68,675	37
					Steico	50	5,907	4.000	8.680		4.680	117	96,320	46
100							104						41
short	8/08/11	2/06/12	182		Phoenix Solar	50	3,704	13.000	3.530	47.875	34.875	268	225,498	1,266
					Adtran Networks	50	13,018	3.700	4.140	3.260	-0.440	-12	219,770	-22
100							128						423
long	2/06/12	9/29/14	966		BMW	50	1,552	70.760	85.210		14.450	20	242,197	7
					Wacker Neuson	50	8,761	12.550	15.230		2.680	21	265,676	8
100							21						7
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	9/29/14	1/26/15	119		Osram Licht	50	4,480	29.645	41.045	18.245	-11.400	-38	214,604	-77
					Phoenix Solar	50	63,481	2.093	1.920	2.282	0.189	9	226,577	30
100							-15						-39
long	1/26/15	8/24/15	210		KUKA	50	1,832	61.830	64.200		2.370	4	230,919	7
					Patrizia Immobilien	50	7,578	14.950	17.910		2.960	20	253,350	37
100							12						21
short	8/24/15	11/30/15	98		Grammer	50	6,394	19.810	28.390	11.230	-8.580	-43	198,489	-88
					Wacker Neuson	50	9,113	13.900	13.585	14.222	0.322	2	201,426	9
100							-20						-57
long	11/30/15	1/18/16	49		Adtran Networks	50	8,535	11.800	8.780		-3.020	-26	175,650	-89
					Koenig & Bauer	50	3,122	32.250	28.365		-3.885	-12	163,522	-62
100							-19						-79
short	1/18/16	2/22/16	35		Leoni	50	2,657	30.770	26.935	35.151	4.381	14	175,162	301
					Morphosys	50	1,971	41.475	38.060	45.196	3.721	9	182,497	145
100							12						214
long	2/22/16	5/02/16	70		Phoenix Solar	50	20,928	4.360	4.260		-0.100	-2	180,404	-11
					Cancom	50	3,859	23.645	22.505		-1.140	-5	176,005	-23
100							-4						-17
short	5/02/16	8/01/16	91		Leoni	50	2,811	31.300	32.625	29.975	-1.325	-4	172,280	-16
					Morphosys	50	2,012	43.730	39.735	48.127	4.397	10	181,126	47
100							3						12
long	8/01/16	7/02/18	700		Adidas	50	608	148.800	183.550		34.750	23	202,254	12
					Koenig & Bauer	50	1,830	49.515	61.550		12.035	24	224,278	12
100							24						12
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	7/02/18	4/15/19	287		Osram Licht	50	3,338	33.590	32.730	34.473	0.883	3	227,224	3
					Adler Modemärkte	50	32,228	3.480	3.280	3.692	0.212	6	234,063	8
100							4						6
long	4/15/19	3/09/20	329		Adtran Networks	50	12,280	9.530	5.130		-4.400	-46	180,031	-50
					Nemetschek	50	2,293	51.033	51.050		0.017	0	180,069	0
100							-23						-25
short	3/09/20	9/07/20	182		Leoni	50	12,843	7.010	5.950	8.259	1.249	18	196,108	39
					Koenig & Bauer	50	4,764	18.900	18.780	19.021	0.121	1	196,683	1
100							9						19
long	9/07/20	1/24/22	504		Süss Microtec	50	6,295	15.620	18.600		2.980	19	215,442	13
					va-Q-tec	50	4,491	21.900	20.150		-1.750	-8	207,583	-6
100							6						4
short	1/24/22	1/16/23	357		Morphosys	50	4,078	25.450	16.550	39.136	13.686	54	263,395	55
					Westwing	50	5,369	19.330	10.300	36.277	16.947	88	354,381	90
100							71						73
long	1/16/23	8/28/23	224		Vitesco Technologies	50	2,775	63.850	72.150		8.300	13	377,414	22
					va-Q-tec	50	7,045	25.150	25.900		0.750	3	382,698	5
100							8						13
short	8/28/23	2/26/24	182		Telefonica D	50	111,899	1.710	2.341	1.079	-0.631	-37	312,089	-60
					Steico	50	6,357	30.100	26.600	34.061	3.961	13	337,266	28
100							-12						-22
long	2/26/24	4/24/24	58		Morphosys	50	2,590	65.100	67.700		2.600	4	344,000	28
					Mutares	50	4,924	34.250	40.650		6.400	19	375,514	194
100							11						97
accum	8/28/06	4/24/24	6450	days out of 6688 invested (96%)							3,655		375,514	23

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Phoenix Solar	short	8/28/06	11/13/06	77	16.37	14.72	18.21	1.84	11.21	50	5.60
	short	8/08/11	2/06/12	182	13.00	3.53	47.88	34.88	268.27		134.14
	short	9/29/14	1/26/15	119	2.09	1.92	2.28	0.19	9.01		4.51
	long	2/22/16	5/02/16	70	4.36	4.26		-0.10	-2.29		-1.15	155.44
Patrizia Immobilien	short	11/26/07	4/27/09	518	5.82	2.10	16.13	10.31	177.14		88.57
	long	1/26/15	8/24/15	210	14.95	17.91		2.96	19.80		9.90	107.24
Steico	long	4/27/09	7/06/09	70	2.80	3.58		0.78	27.86		13.93
	long	7/20/09	8/08/11	749	4.00	8.68		4.68	117.00		58.50
	short	8/28/23	2/26/24	182	30.10	26.60	34.06	3.96	13.16		6.58	92.46
SFC Energy	short	11/26/07	4/27/09	518	14.75	6.06	35.90	21.15	143.40		71.70	71.70
Infineon	long	4/27/09	7/06/09	70	1.63	2.19		0.57	34.80		17.40
	long	7/20/09	8/08/11	749	2.86	5.45		2.59	90.63		45.31	70.60
Westwing	short	1/24/22	1/16/23	357	19.33	10.30	36.28	16.95	87.67		43.83	43.83
Morphosys	short	1/18/16	2/22/16	35	41.48	38.06	45.20	3.72	8.97		4.49
	short	5/02/16	8/01/16	91	43.73	39.74	48.13	4.40	10.05		5.03
	short	1/24/22	1/16/23	357	25.45	16.55	39.14	13.69	53.78		26.89
	long	2/26/24	4/24/24	58	65.10	67.70		2.60	3.99		2.00	42.03
Wirecard	long	11/13/06	11/26/07	378	5.01	8.33		3.32	66.29		33.15	33.15
Schaltbau	long	11/13/06	11/26/07	378	9.88	12.83		2.95	29.85		14.92	14.92
Leoni	short	1/18/16	2/22/16	35	30.77	26.94	35.15	4.38	14.24		7.12
	short	5/02/16	8/01/16	91	31.30	32.63	29.98	-1.33	-4.23		-2.12
	short	3/09/20	9/07/20	182	7.01	5.95	8.26	1.25	17.81		8.91	14.19
Wacker Neuson	long	2/06/12	9/29/14	966	12.55	15.23		2.68	21.35		10.68
	short	8/24/15	11/30/15	98	13.90	13.59	14.22	0.32	2.32		1.16	11.96
Adidas	long	8/01/16	7/02/18	700	148.80	183.55		34.75	23.35		11.68	11.68
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
BMW	long	2/06/12	9/29/14	966	70.76	85.21		14.45	20.42		10.21	10.21
Süss Microtec	long	9/07/20	1/24/22	504	15.62	18.60		2.98	19.08		9.54	9.54
Mutares	long	2/26/24	4/24/24	58	34.25	40.65		6.40	18.69		9.34	9.34
Vitesco Technologies	long	1/16/23	8/28/23	224	63.85	72.15		8.30	13.00		6.50	6.50
Koenig & Bauer	long	11/30/15	1/18/16	49	32.25	28.37		-3.89	-12.05		-6.02
	long	8/01/16	7/02/18	700	49.52	61.55		12.04	24.31		12.15
	short	3/09/20	9/07/20	182	18.90	18.78	19.02	0.12	0.64		0.32	5.73
Adler Modemärkte	short	7/02/18	4/15/19	287	3.48	3.28	3.69	0.21	6.10		3.05	3.05
Nemetschek	long	4/15/19	3/09/20	329	51.03	51.05		0.02	0.03		0.02	0.02
Cancom	long	2/22/16	5/02/16	70	23.65	22.51		-1.14	-4.82		-2.41	-2.41
va-Q-tec	long	9/07/20	1/24/22	504	21.90	20.15		-1.75	-7.99		-4.00
	long	1/16/23	8/28/23	224	25.15	25.90		0.75	2.98		1.49	-2.56
KUKA	short	8/28/06	11/13/06	77	14.09	17.03	11.16	-2.94	-20.84		-10.42
	short	7/06/09	7/20/09	14	10.16	10.33	9.98	-0.18	-1.75		-0.88
	long	1/26/15	8/24/15	210	61.83	64.20		2.37	3.83		1.92	-9.50
Osram Licht	short	9/29/14	1/26/15	119	29.65	41.05	18.25	-11.40	-38.46		-19.23
	short	7/02/18	4/15/19	287	33.59	32.73	34.47	0.88	2.63		1.31	-18.17
Telefonica D	short	8/28/23	2/26/24	182	1.71	2.34	1.08	-0.63	-36.90		-18.45	-18.45
Grammer	short	7/06/09	7/20/09	14	5.25	5.36	5.14	-0.11	-2.10		-1.05
	short	8/24/15	11/30/15	98	19.81	28.39	11.23	-8.58	-43.31		-21.66	-22.48
Adtran Networks	short	8/08/11	2/06/12	182	3.70	4.14	3.26	-0.44	-11.89		-5.95
	long	11/30/15	1/18/16	49	11.80	8.78		-3.02	-25.59		-12.80
	long	4/15/19	3/09/20	329	9.53	5.13		-4.40	-46.17		-23.08	-36.92

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)
9/18/17	Umweltbank	stock split 1:5 (five for one)
3/20/17	BAX	GFK drops out (acquired by KKR)
12/16/16	Medigene	return
10/10/16	Chorus	acquired by Capital Stage - deletion
6/04/16	Schaeffler	moves from SDAX to MDAX (2016-06-20)
3/10/16	WashTec	recording started (SDAX)
3/09/16	Pro7-Sat1	moves from MDAX to DAX
2/08/16	BayX40	complete analysis
12/21/15	Scout24	entry (SDAX)
	Schaeffler	entry (SDAX)
	Siltronic	recording started
9/04/15	Deutsche Pfandbrief	recording started (MDAX)
6/30/15	Nemetschek	stock split 1:4 (four for one)
6/21/15	Koenig & Bauer	returns to SDAX
	Adva	returns to TecDAX
4/01/15	CTS Eventim	promotion from SDAX to MDAX replacing TUI


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