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

Assessment - Bayrischer Aktienindex - 7/01/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		BAX	801.962	8/12/24	-0.03	842.566	-4.82	815.229	27.337	3.35	5.86
		Morphosys	67.250	8/02/24		67.600	-0.52	34.000	33.600	98.82	86.20
	L	Siemens Energy	24.250	8/12/24	0.25	24.160	0.37	12.000	12.160	101.33	67.67
		Traton	26.700	8/12/24		30.700	-13.03	21.320	9.380	44.00	32.61
		CTS Eventim	77.000	8/12/24	-0.32	77.400	-0.52	62.600	14.800	23.64	21.89
		Nemetschek	87.400	8/12/24	0.52	92.350	-5.36	78.480	13.870	17.67	20.89
	L	Münchener Rück	439.200	8/12/24	1.01	466.900	-5.93	375.100	91.800	24.47	18.31
		Adidas	212.400	8/12/24	-1.03	219.500	-3.23	184.160	35.340	19.19	17.93
		Rational	866.500	8/12/24	1.40	771.000	12.39	699.500	71.500	10.22	17.09
	L	WashTec	36.400	8/12/24	-0.27	39.100	-6.91	32.000	7.100	22.19	14.72
		Mutares	31.250	8/12/24	0.16	34.900	-10.46	35.400	-0.500	-1.41	14.45
	L	AUTO1	8.125	8/12/24	0.18	6.350	27.95	6.488	-0.138	-2.13	13.81
	L	Cancom	30.360	8/12/24	-0.52	32.660	-7.04	29.560	3.100	10.49	13.52
	L	Koenig & Bauer	9.570	8/12/24	-4.20	13.580	-29.53	12.100	1.480	12.23	10.97
	L	Steico	26.850	8/12/24	0.56	29.000	-7.41	33.650	-4.650	-13.82	9.83
		MTU Aero Engines	258.600	8/12/24	0.23	236.600	9.30	195.250	41.350	21.18	9.60
		Hensoldt	34.640	8/12/24	0.99	35.200	-1.59	24.400	10.800	44.26	9.42
	L	SFC Energy	19.620	8/12/24	-0.71	19.740	-0.61	19.520	0.220	1.13	9.18
		Krones	117.800	8/12/24	0.68	118.200	-0.34	111.800	6.400	5.72	8.90
		Synlab	11.060	8/12/24	1.10	11.200	-1.25	11.420	-0.220	-1.93	8.07
		Siemens	157.200	8/12/24	0.01	177.120	-11.25	169.920	7.200	4.24	7.94
		Allianz	255.900	8/12/24		262.500	-2.51	241.950	20.550	8.49	7.44
		Scout24	68.550	8/12/24	0.51	70.850	-3.25	64.160	6.690	10.43	7.29
	L	Infineon	30.280	8/12/24	0.36	34.365	-11.89	37.800	-3.435	-9.09	7.08
		Pro7-Sat1	5.820	8/12/24	0.17	6.690	-13.00	5.534	1.156	20.89	3.13
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		Siemens Healthineers	50.280	8/12/24	0.08	53.840	-6.61	52.600	1.240	2.36	2.97
		Atoss	135.800	8/12/24	0.74	110.600	22.78	104.500	6.100	5.84	1.25
		Stemmer Imaging	48.100	8/12/24	-0.21	34.700	38.62	33.200	1.500	4.52	0.13
		Adtran Networks	19.100	8/12/24		19.340	-1.24	20.000	-0.660	-3.30	-0.70
	L	Knaus Tabbert	32.050	8/12/24	-1.69	39.200	-18.24	47.000	-7.800	-16.60	-1.02
	S	Schaeffler	4.646	8/12/24	0.17	5.345	-13.08	5.595	-0.250	-4.47	-2.90
	L	Deutsche Pfandbrief	4.944	8/12/24	0.20	5.155	-4.09	6.195	-1.040	-16.79	-4.51
		Patrizia Immobilien	7.150	8/12/24	1.27	7.070	1.13	8.200	-1.130	-13.78	-6.31
	S	Siltronic	73.500	8/12/24	0.75	72.800	0.96	88.450	-15.650	-17.69	-6.97
	L	Dermapharm	35.150	8/12/24	0.29	35.800	-1.82	42.340	-6.540	-15.45	-7.56
	L	Puma	34.810	8/12/24	-0.29	43.690	-20.33	50.520	-6.830	-13.52	-9.25
		7C Solarparken	2.285	8/12/24	0.88	2.755	-17.06	3.625	-0.870	-24.00	-10.60
	S	BMW	78.980	8/12/24	-0.90	89.140	-11.40	100.780	-11.640	-11.55	-12.27
		Wacker Neuson	14.040	8/12/24	-0.28	15.100	-7.02	18.260	-3.160	-17.31	-14.56
	L	Umweltbank	5.640	8/12/24	-1.40	6.380	-11.60	7.860	-1.480	-18.83	-15.93
		Wacker Chemie	84.060	8/12/24	-0.33	101.650	-17.30	114.300	-12.650	-11.07	-16.31
	S	Vitesco Technologies	52.050	8/12/24	-0.10	59.850	-13.03	78.200	-18.350	-23.47	-19.51
	S	Medigene	1.100	8/12/24	0.46	1.115	-1.35	1.525	-0.410	-26.89	-23.51
	S	Sixt	60.750	8/12/24	-2.49	66.400	-8.51	101.200	-34.800	-34.39	-25.47
	S	BayWa	13.800	8/12/24	0.44	20.100	-31.34	31.300	-11.200	-35.78	-29.58
BAX - 44 out of 43 instruments rated - 7/01/24 / 1/01/24 - 22 did rise, Market-Ratio(26) = 50.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/04/21	scale up chart	7/01/24

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	7/01/24	126		Morphosys	50	2,590	65.100	67.600		2.500	4	343,741	12
		8/12/24	168		Mutares	50	4,924	34.250	31.250		-3.000	-9	328,969	-18
100							-2						-5
accum	8/28/06	8/12/24	6896	days out of 7134 invested (97%)							3,190		328,969	20

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	7/01/24	126	65.10	67.60		2.50	3.84		1.92	41.92
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
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
Mutares	long	2/26/24	8/12/24	168	34.25	31.25		-3.00	-8.76		-4.38	-4.38
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

8/12/24	Morphosys	acquired by Novartis
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


	is taking down something concerning