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

Assessment - Bayrischer Aktienindex - 4/12/23 - RS = 26

		⇓instrument	freshest		⇓ Δday	4/12/23	⇓ Δwk	5/06/23	prc diff	⇓ Δ26	∅-RS
		BAX	789.866	Fri	1.05	778.997	1.40	842.750	-63.753	-7.56	-2.91
	L	Mutares	32.500	Fri	1.25	32.500		24.600	7.900	32.11	45.38
	L	Vitesco Technologies	93.550	Fri	0.05	93.500	0.05	67.100	26.400	39.34	34.47
	L	Nemetschek	78.660	Fri	2.02	78.360	0.38	74.340	4.020	5.41	29.51
		Adidas	193.360	Fri	1.18	194.640	-0.66	158.300	36.340	22.96	23.22
		Morphosys	24.790	Fri	-0.72	24.760	0.12	25.480	-0.720	-2.83	20.45
	L	Synlab	11.500	Fri	-0.35	11.340	1.41	8.965	2.375	26.49	18.99
		Münchener Rück	391.300	Fri		392.000	-0.18	338.600	53.400	15.77	16.05
		Atoss	217.500	Fri	2.11	212.000	2.59	206.500	5.500	2.66	14.86
		Traton	20.760	Fri	1.27	20.300	2.27	19.000	1.300	6.84	12.93
		Scout24	65.140	Fri	0.34	63.620	2.39	60.040	3.580	5.96	12.38
	L	Siltronic	83.300	Fri	2.78	83.000	0.36	79.300	3.700	4.67	11.84
		Siemens	162.420	Fri	0.57	156.980	3.47	158.520	-1.540	-0.97	10.46
		Allianz	243.800	Fri	0.68	235.100	3.70	209.950	25.150	11.98	8.82
		Infineon	37.160	Fri	2.00	36.005	3.21	35.375	0.630	1.78	8.20
		Puma	56.000	Fri	0.29	59.940	-6.57	46.610	13.330	28.60	8.08
	L	CTS Eventim	62.950	Fri	0.64	63.600	-1.02	69.350	-5.750	-8.29	6.57
		va-Q-tec	26.000	Fri		26.000		21.900	4.100	18.72	6.25
	L	Siemens Healthineers	52.740	Fri	1.03	52.400	0.65	53.420	-1.020	-1.91	5.00
	L	Telefonica D	2.351	Fri	0.04	2.349	0.09	2.636	-0.287	-10.89	2.37
	L	Krones	105.100	Fri		103.800	1.25	106.300	-2.500	-2.35	-0.79
	S	BMW	100.920	Fri	2.35	96.160	4.95	106.440	-10.280	-9.66	-1.50
		Dermapharm	41.940	Fri	3.00	40.440	3.71	47.520	-7.080	-14.90	-1.65
		Adva	20.050	Fri		20.000	0.25	19.500	0.500	2.56	-3.25
	S	Rational	631.500	Fri	3.36	595.500	6.05	623.000	-27.500	-4.41	-3.31
		⇓instrument	freshest		⇓ Δday	4/12/23	⇓ Δwk	5/06/23	prc diff	⇓ Δ26	∅-RS
	L	WashTec	31.700	Fri	-4.66	33.500	-5.37	36.600	-3.100	-8.47	-6.27
		SFC Energy	20.750	Fri	1.47	20.550	0.97	24.200	-3.650	-15.08	-6.71
	L	7C Solarparken	3.405	Fri	0.15	3.450	-1.30	3.890	-0.440	-11.31	-7.76
	L	Cancom	27.320	Fri	-0.36	25.740	6.14	28.160	-2.420	-8.59	-8.55
	S	Knaus Tabbert	42.700	Fri	4.15	40.900	4.40	49.500	-8.600	-17.37	-8.76
		MTU Aero Engines	190.000	Fri	0.08	187.850	1.14	217.900	-30.050	-13.79	-10.15
		Sixt	93.450	Fri	2.30	89.700	4.18	106.700	-17.000	-15.93	-12.56
	S	Wacker Neuson	17.420	Fri	1.52	17.040	2.23	20.850	-3.810	-18.27	-12.94
	S	Schaeffler	5.210	Fri	0.97	5.060	2.96	5.840	-0.780	-13.36	-14.90
	S	Wacker Chemie	110.500	Fri	1.42	111.000	-0.45	126.500	-15.500	-12.25	-15.39
		Hensoldt	24.420	Fri	2.18	24.040	1.58	29.220	-5.180	-17.73	-16.30
		Stemmer Imaging	30.800	Fri	-0.32	29.000	6.21	40.000	-11.000	-27.50	-16.92
		Medigene	1.510	Fri	-0.33	1.525	-0.98	1.595	-0.070	-4.39	-17.88
	L	Steico	30.600	Fri	4.44	29.550	3.55	48.900	-19.350	-39.57	-20.40
		BayWa	31.000	Fri	0.16	29.600	4.73	39.400	-9.800	-24.87	-20.59
		Patrizia Immobilien	7.380	Fri	-0.27	7.250	1.79	9.580	-2.330	-24.32	-21.40
	S	Deutsche Pfandbrief	5.805	Fri	-0.26	5.750	0.96	7.305	-1.555	-21.29	-22.48
	S	KATEK	10.250	Fri	0.99	10.500	-2.38	14.950	-4.450	-29.77	-23.80
	S	AUTO1	5.258	Fri	-0.42	5.632	-6.64	8.016	-2.384	-29.74	-23.96
		Pro7-Sat1	5.980	Fri	2.05	5.858	2.08	7.982	-2.124	-26.61	-24.34
		Umweltbank	7.760	Fri	0.52	7.900	-1.77	11.100	-3.200	-28.83	-25.38
		Siemens Energy	11.365	Fri	-2.19	11.300	0.58	24.200	-12.900	-53.31	-28.08
	S	Koenig & Bauer	10.920	Fri	1.11	10.740	1.68	17.920	-7.180	-40.07	-32.83
BAX - 47 out of 47 instruments rated - 4/12/23 / 5/06/23 - 15 did rise, Market-Ratio(26) = 31.91 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

7/01/19	scale up chart	4/12/23

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
2/01/06		28/08/06	238		- cash -
short	28/08/06	13/11/06	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	13/11/06	26/11/07	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	26/11/07	27/04/09	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	27/04/09	6/07/09	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	6/07/09	20/07/09	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	20/07/09	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	6/02/12	182		Phoenix Solar	50	3,704	13.000	3.530	47.875	34.875	268	225,498	1,266
					Adva	50	13,018	3.700	4.140	3.260	-0.440	-12	219,770	-22
100							128						423
long	6/02/12	29/09/14	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	29/09/14	26/01/15	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	26/01/15	24/08/15	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	24/08/15	30/11/15	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	30/11/15	18/01/16	49		Adva	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	18/01/16	22/02/16	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	22/02/16	2/05/16	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	2/05/16	1/08/16	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	1/08/16	2/07/18	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	2/07/18	15/04/19	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	15/04/19	9/03/20	329		Adva	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	9/03/20	7/09/20	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	7/09/20	24/01/22	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	24/01/22	16/01/23	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	16/01/23	28/08/23	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	28/08/23	8/12/23	102		Telefonica D	50	111,899	1.710	2.351	1.069	-0.641	-37	310,970	-81
					Steico	50	6,357	30.100	30.600	29.600	-0.500	-2	307,792	-6
100							-20						-54
accum	28/08/06	8/12/23	6314	days out of 6552 invested (96%)							2,978		307,792	22

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	28/08/06	13/11/06	77	16.37	14.72	18.21	1.84	11.21	50	5.60
	short	8/08/11	6/02/12	182	13.00	3.53	47.88	34.88	268.27		134.14
	short	29/09/14	26/01/15	119	2.09	1.92	2.28	0.19	9.01		4.51
	long	22/02/16	2/05/16	70	4.36	4.26		-0.10	-2.29		-1.15	155.44
Patrizia Immobilien	short	26/11/07	27/04/09	518	5.82	2.10	16.13	10.31	177.14		88.57
	long	26/01/15	24/08/15	210	14.95	17.91		2.96	19.80		9.90	107.24
Steico	long	27/04/09	6/07/09	70	2.80	3.58		0.78	27.86		13.93
	long	20/07/09	8/08/11	749	4.00	8.68		4.68	117.00		58.50
	short	28/08/23	8/12/23	102	30.10	30.60	29.60	-0.50	-1.66		-0.83	79.08
SFC Energy	short	26/11/07	27/04/09	518	14.75	6.06	35.90	21.15	143.40		71.70	71.70
Infineon	long	27/04/09	6/07/09	70	1.63	2.19		0.57	34.80		17.40
	long	20/07/09	8/08/11	749	2.86	5.45		2.59	90.63		45.31	70.60
Westwing	short	24/01/22	16/01/23	357	19.33	10.30	36.28	16.95	87.67		43.83	43.83
Morphosys	short	18/01/16	22/02/16	35	41.48	38.06	45.20	3.72	8.97		4.49
	short	2/05/16	1/08/16	91	43.73	39.74	48.13	4.40	10.05		5.03
	short	24/01/22	16/01/23	357	25.45	16.55	39.14	13.69	53.78		26.89	39.25
Wirecard	long	13/11/06	26/11/07	378	5.01	8.33		3.32	66.29		33.15	33.15
Schaltbau	long	13/11/06	26/11/07	378	9.88	12.83		2.95	29.85		14.92	14.92
Leoni	short	18/01/16	22/02/16	35	30.77	26.94	35.15	4.38	14.24		7.12
	short	2/05/16	1/08/16	91	31.30	32.63	29.98	-1.33	-4.23		-2.12
	short	9/03/20	7/09/20	182	7.01	5.95	8.26	1.25	17.81		8.91	14.19
Wacker Neuson	long	6/02/12	29/09/14	966	12.55	15.23		2.68	21.35		10.68
	short	24/08/15	30/11/15	98	13.90	13.59	14.22	0.32	2.32		1.16	11.96
Adidas	long	1/08/16	2/07/18	700	148.80	183.55		34.75	23.35		11.68	11.68
BMW	long	6/02/12	29/09/14	966	70.76	85.21		14.45	20.42		10.21	10.21
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Süss Microtec	long	7/09/20	24/01/22	504	15.62	18.60		2.98	19.08		9.54	9.54
Vitesco Technologies	long	16/01/23	28/08/23	224	63.85	72.15		8.30	13.00		6.50	6.50
Koenig & Bauer	long	30/11/15	18/01/16	49	32.25	28.37		-3.89	-12.05		-6.02
	long	1/08/16	2/07/18	700	49.52	61.55		12.04	24.31		12.15
	short	9/03/20	7/09/20	182	18.90	18.78	19.02	0.12	0.64		0.32	5.73
Adler Modemärkte	short	2/07/18	15/04/19	287	3.48	3.28	3.69	0.21	6.10		3.05	3.05
Nemetschek	long	15/04/19	9/03/20	329	51.03	51.05		0.02	0.03		0.02	0.02
Cancom	long	22/02/16	2/05/16	70	23.65	22.51		-1.14	-4.82		-2.41	-2.41
va-Q-tec	long	7/09/20	24/01/22	504	21.90	20.15		-1.75	-7.99		-4.00
	long	16/01/23	28/08/23	224	25.15	25.90		0.75	2.98		1.49	-2.56
KUKA	short	28/08/06	13/11/06	77	14.09	17.03	11.16	-2.94	-20.84		-10.42
	short	6/07/09	20/07/09	14	10.16	10.33	9.98	-0.18	-1.75		-0.88
	long	26/01/15	24/08/15	210	61.83	64.20		2.37	3.83		1.92	-9.50
Osram Licht	short	29/09/14	26/01/15	119	29.65	41.05	18.25	-11.40	-38.46		-19.23
	short	2/07/18	15/04/19	287	33.59	32.73	34.47	0.88	2.63		1.31	-18.17
Telefonica D	short	28/08/23	8/12/23	102	1.71	2.35	1.07	-0.64	-37.49		-18.74	-18.74
Grammer	short	6/07/09	20/07/09	14	5.25	5.36	5.14	-0.11	-2.10		-1.05
	short	24/08/15	30/11/15	98	19.81	28.39	11.23	-8.58	-43.31		-21.66	-22.48
Adva	short	8/08/11	6/02/12	182	3.70	4.14	3.26	-0.44	-11.89		-5.95
	long	30/11/15	18/01/16	49	11.80	8.78		-3.02	-25.59		-12.80
	long	15/04/19	9/03/20	329	9.53	5.13		-4.40	-46.17		-23.08	-36.92

Annotations

28/06/19	Nemetschek	splits1:3 (three for one)
11/06/19	Puma	splits 1:10 (ten for one)
16/07/18	Cancom	stock split 1:2 (another one for one)
18/09/17	Umweltbank	stock split 1:5 (five for one)
20/03/17	BAX	GFK drops out (acquired by KKR)
16/12/16	Medigene	return
10/10/16	Chorus	acquired by Capital Stage - deletion
4/06/16	Schaeffler	moves from SDAX to MDAX (2016-06-20)
10/03/16	WashTec	recording started (SDAX)
9/03/16	Pro7-Sat1	moves from MDAX to DAX
8/02/16	BayX40	complete analysis
21/12/15	Scout24	entry (SDAX)
	Schaeffler	entry (SDAX)
	Siltronic	recording started
4/09/15	Deutsche Pfandbrief	recording started (MDAX)
30/06/15	Nemetschek	stock split 1:4 (four for one)
21/06/15	Koenig & Bauer	returns to SDAX
	Adva	returns to TecDAX
1/04/15	CTS Eventim	promotion from SDAX to MDAX replacing TUI


	is taking down something concerning