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

Assessment - Bayrischer Aktienindex - 11/11/19 - RS = 21

		⇓instrument	freshest		⇓ Δday	11/11/19	⇓ Δwk	6/17/19	prc diff	⇓ Δ21	∅-RS
	L	BAX	813.605	16:37	0.42	810.233	0.42	752.399	57.834	7.69	7.86
	L	va-Q-tec	12.500	16:36	5.93	11.800	5.93	7.160	4.640	64.80	66.77
	L	Schaeffler	9.988	16:35	1.09	9.880	1.09	6.334	3.546	55.98	36.61
	L	CTS Eventim	55.350	16:35	0.82	54.900	0.82	41.060	13.840	33.71	32.62
		Cancom	52.900	16:35	1.44	52.150	1.44	43.000	9.150	21.28	28.50
		Puma	66.350	16:35	-0.82	66.900	-0.82	54.550	12.350	22.64	24.37
	L	Dermapharm	35.755	16:35	-0.26	35.850	-0.26	32.000	3.850	12.03	24.16
	L	Rational	700.500	16:35	-2.10	715.500	-2.10	603.000	112.500	18.66	23.96
	L	Deutsche Pfandbrief	13.630	16:35	3.02	13.230	3.02	10.520	2.710	25.76	22.95
		Nemetschek	52.600	16:35	-0.85	53.050	-0.85	45.000	8.050	17.89	22.19
	L	Süss Microtec	11.340	16:36	0.71	11.260	0.71	9.300	1.960	21.08	20.13
	L	Münchener Rück	254.800	16:35	0.28	254.100	0.28	222.700	31.400	14.10	19.56
		MTU Aero Engines	240.200	16:35	-0.37	241.100	-0.37	199.700	41.400	20.73	19.02
	L	7C Solarparken	3.490	16:36	0.87	3.460	0.87	2.990	0.470	15.72	17.71
	L	Osram Licht	40.200	16:35	0.12	40.150	0.12	25.640	14.510	56.59	17.06
		Linde	186.600	16:35	1.55	183.750	1.55	181.100	2.650	1.46	15.66
	L	Siemens Healthineers	42.960	16:35	1.55	42.305	1.55	36.470	5.835	16.00	15.53
		Adidas	269.450	16:35	-0.13	269.800	-0.13	262.800	7.000	2.66	15.30
		SFC Energy	11.700	16:36	-0.85	11.800	-0.85	14.850	-3.050	-20.54	14.57
		Scout24	51.850	16:35	-0.29	52.000	-0.29	45.760	6.240	13.64	14.49
	L	Siemens	114.480	16:35	1.72	112.540	1.72	103.420	9.120	8.82	13.61
	L	BayWa	27.250	16:35	-0.55	27.400	-0.55	25.900	1.500	5.79	12.06
	L	Siltronic	81.180	16:35	-1.24	82.200	-1.24	57.640	24.560	42.61	11.48
	L	Steico	25.500	16:36		25.500		22.700	2.800	12.33	10.62
	L	Allianz	218.900	16:35	-0.55	220.100	-0.55	208.150	11.950	5.74	10.34
		⇓instrument	freshest		⇓ Δday	11/11/19	⇓ Δwk	6/17/19	prc diff	⇓ Δ21	∅-RS
	L	BMW	74.870	16:35	-0.21	75.030	-0.21	62.100	12.930	20.82	9.46
	L	Sixt	94.200	16:35	1.89	92.450	1.89	90.600	1.850	2.04	7.15
		Umweltbank	10.200	16:36	0.99	10.100	0.99	11.500	-1.400	-12.17	6.20
	L	Infineon	19.656	16:35	6.18	18.512	6.18	14.364	4.148	28.88	5.50
		Morphosys	96.150	16:35	-2.39	98.500	-2.39	87.200	11.300	12.96	3.27
	L	Adva	7.260	16:35	0.28	7.240	0.28	6.510	0.730	11.21	3.18
	L	Telefonica D	2.821	16:35	-0.14	2.825	-0.14	2.442	0.383	15.68	2.71
	L	Patrizia Immobilien	18.190	16:35	-1.30	18.430	-1.30	17.470	0.960	5.50	2.53
	L	Krones	62.950	16:35	-0.79	63.450	-0.79	68.550	-5.100	-7.44	-3.75
	L	Pro7-Sat1	13.615	16:35	-0.69	13.710	-0.69	14.500	-0.790	-5.45	-3.75
	L	Dr. Hönle	47.000	16:37	-0.84	47.400	-0.84	59.400	-12.000	-20.20	-7.64
	L	Wacker Chemie	69.040	16:35	-0.63	69.480	-0.63	67.220	2.260	3.36	-7.73
		Sixt Leasing	11.240	16:36	4.07	10.800	4.07	10.980	-0.180	-1.64	-7.74
	S	Wirecard	121.350	16:35	1.25	119.850	1.25	151.300	-31.450	-20.79	-10.34
		Wacker Neuson	16.880	16:35	0.24	16.840	0.24	22.100	-5.260	-23.80	-11.14
	S	Zooplus	98.800	16:35	-0.20	99.000	-0.20	120.800	-21.800	-18.05	-12.01
	L	Koenig & Bauer	33.240	16:35	2.15	32.540	2.15	34.520	-1.980	-5.74	-12.83
	L	WashTec	47.400	16:35	-0.11	47.450	-0.11	56.900	-9.450	-16.61	-16.72
	S	Rhön-Klinikum	19.300	16:35	-0.41	19.380	-0.41	25.650	-6.270	-24.44	-16.90
	L	Medigene	5.765	16:36	-2.78	5.930	-2.78	7.600	-1.670	-21.97	-22.51
	L	Leoni	12.695	16:35	0.59	12.620	0.59	13.170	-0.550	-4.18	-23.52
	L	STS	5.055	16:36	1.31	4.990	1.31	7.940	-2.951	-37.16	-34.61
		Traton	25.000	16:35		25.000					-na-
BAX - 46 out of 47 instruments rated - 11/11/19 / 6/17/19 - 31 did rise, Market-Ratio(21) = 67.39 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	BAX RS = 21 - B/S = 64/61

1/05/15	scale up chart	11/11/19

Transactions Bayrischer Aktienindex * A21 - 64/61 (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		6/12/06	161		- cash -
short	6/12/06	10/16/06	126		MTU Aero Engines	100	427	23.380	30.700	16.060	-7.320	-31	6,874	-66
long	10/16/06	10/30/06	14		Wirecard	100	1,591	4.320	5.192		0.872	20	8,262	11,973
short	10/30/06	11/06/06	7		Phoenix Solar	100	618	13.350	13.590	13.110	-0.240	-2	8,113	-61
long	11/06/06	8/06/07	273		Wirecard	100	1,612	5.032	8.080		3.048	61	13,027	88
short	8/06/07	6/16/08	315		Patrizia Immobilien	100	1,072	12.150	3.550	41.584	29.434	242	44,580	316
long	6/16/08	6/23/08	7		Phoenix Solar	100	948	47.010	48.120		1.110	2	45,632	238
short	6/23/08	4/27/09	308		Pro7-Sat1	100	7,431	6.140	1.830	20.601	14.461	236	153,091	320
long	4/27/09	5/18/09	21		Steico	100	54,675	2.800	3.500		0.700	25	191,364	4,735
short	5/18/09	6/15/09	28		Grammer	100	40,287	4.750	5.450	4.050	-0.700	-15	163,163	-87
long	6/15/09	7/06/09	21		Pro7-Sat1	100	38,664	4.220	3.900		-0.320	-8	150,790	-75
short	7/06/09	7/13/09	7		Grammer	100	28,721	5.250	5.350	5.150	-0.100	-2	147,918	-63
long	7/13/09	2/08/10	210		Infineon	100	51,810	2.855	3.958		1.103	39	205,064	76
short	2/08/10	3/01/10	21		Phoenix Solar	100	7,135	28.740	28.460	29.023	0.283	1	207,082	19
long	3/01/10	5/24/10	84		Pro7-Sat1	100	18,800	11.015	12.050		1.035	9	226,540	48
short	5/24/10	6/07/10	14		Phoenix Solar	100	8,421	26.900	27.030	26.770	-0.130	0	225,446	-12
long	6/07/10	8/23/10	77		Cancom	100	83,159	2.711	3.521		0.810	30	292,804	245
short	8/23/10	9/13/10	21		Phoenix Solar	100	10,027	29.200	28.500	29.917	0.717	2	299,996	52
long	9/13/10	5/30/11	259		Grammer	100	19,613	15.295	17.550		2.255	15	344,223	21
short	5/30/11	6/06/11	7		Phoenix Solar	100	22,279	15.450	16.900	14.000	-1.450	-9	311,918	-99
long	6/06/11	6/13/11	7		Zooplus	100	6,683	46.669	48.803		2.134	5	326,180	929
short	6/13/11	1/02/12	203		Phoenix Solar	100	19,357	16.850	2.490	114.025	97.175	577	2,207,198	3,012
long	1/02/12	1/09/12	7		Wirecard	100	172,707	12.780	13.215		0.435	3	2,282,326	473
short	1/09/12	1/16/12	7		Phoenix Solar	100	1,071,514	2.130	2.290	1.970	-0.160	-8	2,110,884	-98
long	1/16/12	6/18/12	154		Wirecard	100	160,645	13.140	14.995		1.855	14	2,408,880	37
short	6/18/12	10/29/12	133		Phoenix Solar	100	1,505,550	1.600	1.030	2.485	0.885	55	3,741,894	235
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	10/29/12	6/24/13	238		KUKA	100	160,081	23.375	31.820		8.445	36	5,093,778	60
short	6/24/13	7/01/13	7		SFC Energy	100	1,072,374	4.750	4.650	4.852	0.102	2	5,203,375	203
long	7/01/13	4/14/14	287		Morphosys	100	117,870	44.145	58.270		14.125	32	6,868,289	42
short	4/14/14	4/21/14	7		Adva	100	2,144,329	3.203	3.210	3.196	-0.007	0	6,853,278	-11
long	4/21/14	5/05/14	14		Sixt	100	236,891	28.930	28.890		-0.040	0	6,843,803	-4
short	5/05/14	6/09/14	35		Adva	100	2,138,688	3.200	3.196	3.204	0.004	0	6,852,357	1
long	6/09/14	6/16/14	7		Cancom	100	347,130	19.740	18.403		-1.338	-7	6,388,071	-97
short	6/16/14	6/23/14	7		Adva	100	2,037,012	3.136	3.096	3.177	0.040	1	6,470,570	95
long	6/23/14	7/14/14	21		Wacker Neuson	100	390,499	16.570	17.170		0.600	4	6,704,869	86
short	7/14/14	7/28/14	14		Phoenix Solar	100	2,392,886	2.802	1.980	3.965	1.163	42	9,488,514	854,530
long	7/28/14	8/04/14	7		Nemetschek	100	1,493,266	6.354	6.125		-0.229	-4	9,146,257	-85
short	8/04/14	12/29/14	147		Phoenix Solar	100	4,970,791	1.840	1.562	2.168	0.328	18	10,774,191	50
long	12/29/14	7/27/15	210		KUKA	100	181,781	59.270	74.330		15.060	25	13,511,813	48
short	7/27/15	11/09/15	105		Grammer	100	514,539	26.260	23.675	29.127	2.867	11	14,987,099	43
long	11/09/15	11/16/15	7		Adva	100	1,475,834	10.155	10.530		0.375	4	15,540,537	562
short	11/16/15	11/23/15	7		Leoni	100	447,467	34.730	36.045	33.415	-1.315	-4	14,952,118	-87
long	11/23/15	12/14/15	21		Adva	100	1,347,644	11.095	9.859		-1.236	-11	13,286,430	-87
short	12/14/15	7/04/16	203		Leoni	100	399,772	33.235	24.990	44.200	10.965	33	17,670,050	67
long	7/04/16	7/18/16	14		Koenig & Bauer	100	408,650	43.240	44.510		1.270	3	18,189,035	113
short	7/18/16	7/25/16	7		Siltronic	100	1,253,983	14.505	14.645	14.365	-0.140	-1	18,013,478	-40
long	7/25/16	8/01/16	7		Koenig & Bauer	100	361,281	49.860	49.515		-0.345	-1	17,888,836	-30
short	8/01/16	11/21/16	112		Telefonica D	100	4,840,052	3.696	3.570	3.826	0.130	4	18,519,979	12
long	11/21/16	12/05/16	14		Siltronic	100	503,533	36.780	41.970		5.190	14	21,133,315	3,023
short	12/05/16	1/02/17	28		SFC Energy	100	9,519,511	2.220	1.970	2.502	0.282	13	23,814,961	375
long	1/02/17	3/05/18	427		Siltronic	100	531,583	44.800	120.700		75.900	169	64,162,111	133
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	3/05/18	5/07/18	63		Umweltbank	100	6,429,069	9.980	9.740	10.226	0.246	2	65,743,019	15
long	5/07/18	5/14/18	7		SFC Energy	100	7,591,572	8.660	8.680		0.020	0	65,894,850	13
short	5/14/18	7/30/18	77		Osram Licht	100	1,305,365	50.480	37.580	67.808	17.328	34	88,514,476	305
long	7/30/18	8/06/18	7		Wirecard	100	552,697	160.150	166.150		6.000	4	91,830,658	581
short	8/06/18	4/15/19	252		Osram Licht	100	2,312,532	39.710	32.730	48.179	8.469	21	111m	32
long	4/15/19	6/10/19	56		Adva	100	11,690,930	9.530	6.890		-2.640	-28	80,550,511	-88
short	6/10/19	7/08/19	28		Leoni	100	5,957,878	13.520	13.780	13.260	-0.260	-2	79,001,463	-22
long	7/08/19	7/15/19	7		SFC Energy	100	6,345,499	12.450	12.600		0.150	1	79,953,288	87
short	7/15/19	11/04/19	112		Leoni	100	6,018,312	13.285	12.015	14.689	1.404	11	88,404,202	39
long	11/04/19	11/12/19	8		va-Q-tec	100	8,262,074	10.700	12.500		1.800	17	103m	120,372
accum	6/12/06	11/12/19	4901	days out of 5062 invested (97%)							1,032,659		103m	99

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Phoenix Solar	short	10/30/06	11/06/06	7	13.35	13.59	13.11	-0.24	-1.80
	long	6/16/08	6/23/08	7	47.01	48.12		1.11	2.36
	short	2/08/10	3/01/10	21	28.74	28.46	29.02	0.28	0.98
	short	5/24/10	6/07/10	14	26.90	27.03	26.77	-0.13	-0.48
	short	8/23/10	9/13/10	21	29.20	28.50	29.92	0.72	2.46
	short	5/30/11	6/06/11	7	15.45	16.90	14.00	-1.45	-9.39
	short	6/13/11	1/02/12	203	16.85	2.49	114.03	97.18	576.71
	short	1/09/12	1/16/12	7	2.13	2.29	1.97	-0.16	-7.51
	short	6/18/12	10/29/12	133	1.60	1.03	2.49	0.89	55.34
	short	7/14/14	7/28/14	14	2.80	1.98	3.97	1.16	41.52
	short	8/04/14	12/29/14	147	1.84	1.56	2.17	0.33	17.80	1,420.04
Patrizia Immobilien	short	8/06/07	6/16/08	315	12.15	3.55	41.58	29.43	242.25	242.25
Pro7-Sat1	short	6/23/08	4/27/09	308	6.14	1.83	20.60	14.46	235.52
	long	6/15/09	7/06/09	21	4.22	3.90		-0.32	-7.58
	long	3/01/10	5/24/10	84	11.02	12.05		1.04	9.40	239.21
Siltronic	short	7/18/16	7/25/16	7	14.51	14.65	14.37	-0.14	-0.97
	long	11/21/16	12/05/16	14	36.78	41.97		5.19	14.11
	long	1/02/17	3/05/18	427	44.80	120.70		75.90	169.42	204.47
Wirecard	long	10/16/06	10/30/06	14	4.32	5.19		0.87	20.19
	long	11/06/06	8/06/07	273	5.03	8.08		3.05	60.57
	long	1/02/12	1/09/12	7	12.78	13.22		0.44	3.40
	long	1/16/12	6/18/12	154	13.14	15.00		1.86	14.12
	long	7/30/18	8/06/18	7	160.15	166.15		6.00	3.75	136.26
KUKA	long	10/29/12	6/24/13	238	23.38	31.82		8.45	36.13
	long	12/29/14	7/27/15	210	59.27	74.33		15.06	25.41	70.72
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Osram Licht	short	5/14/18	7/30/18	77	50.48	37.58	67.81	17.33	34.33
	short	8/06/18	4/15/19	252	39.71	32.73	48.18	8.47	21.33	62.97
Leoni	short	11/16/15	11/23/15	7	34.73	36.05	33.42	-1.32	-3.79
	short	12/14/15	7/04/16	203	33.24	24.99	44.20	10.97	32.99
	short	6/10/19	7/08/19	28	13.52	13.78	13.26	-0.26	-1.92
	short	7/15/19	11/04/19	112	13.29	12.02	14.69	1.40	10.57	38.76
Infineon	long	7/13/09	2/08/10	210	2.86	3.96		1.10	38.63	38.63
Morphosys	long	7/01/13	4/14/14	287	44.15	58.27		14.13	32.00	32.00
Steico	long	4/27/09	5/18/09	21	2.80	3.50		0.70	25.00	25.00
Cancom	long	6/07/10	8/23/10	77	2.71	3.52		0.81	29.88
	long	6/09/14	6/16/14	7	19.74	18.40		-1.34	-6.78	21.08
va-Q-tec	long	11/04/19	11/12/19	8	10.70	12.50		1.80	16.82	16.82
SFC Energy	short	6/24/13	7/01/13	7	4.75	4.65	4.85	0.10	2.15
	short	12/05/16	1/02/17	28	2.22	1.97	2.50	0.28	12.69
	long	5/07/18	5/14/18	7	8.66	8.68		0.02	0.23
	long	7/08/19	7/15/19	7	12.45	12.60		0.15	1.20	16.77
Grammer	short	5/18/09	6/15/09	28	4.75	5.45	4.05	-0.70	-14.74
	short	7/06/09	7/13/09	7	5.25	5.35	5.15	-0.10	-1.90
	long	9/13/10	5/30/11	259	15.30	17.55		2.26	14.74
	short	7/27/15	11/09/15	105	26.26	23.68	29.13	2.87	10.92	6.45
Zooplus	long	6/06/11	6/13/11	7	46.67	48.80		2.13	4.57	4.57
Wacker Neuson	long	6/23/14	7/14/14	21	16.57	17.17		0.60	3.62	3.62
Telefonica D	short	8/01/16	11/21/16	112	3.70	3.57	3.83	0.13	3.53	3.53
Umweltbank	short	3/05/18	5/07/18	63	9.98	9.74	10.23	0.25	2.46	2.46
Koenig & Bauer	long	7/04/16	7/18/16	14	43.24	44.51		1.27	2.94
	long	7/25/16	8/01/16	7	49.86	49.52		-0.34	-0.69	2.22
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Sixt	long	4/21/14	5/05/14	14	28.93	28.89		-0.04	-0.14	-0.14
Nemetschek	long	7/28/14	8/04/14	7	6.35	6.13		-0.23	-3.61	-3.61
MTU Aero Engines	short	6/12/06	10/16/06	126	23.38	30.70	16.06	-7.32	-31.31	-31.31
Adva	short	4/14/14	4/21/14	7	3.20	3.21	3.20	-0.01	-0.22
	short	5/05/14	6/09/14	35	3.20	3.20	3.20	0.00	0.13
	short	6/16/14	6/23/14	7	3.14	3.10	3.18	0.04	1.29
	long	11/09/15	11/16/15	7	10.16	10.53		0.38	3.69
	long	11/23/15	12/14/15	21	11.10	9.86		-1.24	-11.14
	long	4/15/19	6/10/19	56	9.53	6.89		-2.64	-27.70	-32.59

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
3/04/16	Süss Microtec	returns to the TecDAX
2/08/16	BayX40	complete analysis
12/21/15	Scout24	entry (SDAX)
	Schaeffler	entry (SDAX)
	Siltronic	recording started
9/04/15	Sixt Leasing	recording started (SDAX)
	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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