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

Assessment - Bayrischer Aktienindex - 8/10/20 - RS = 21

		⇓instrument	freshest		⇓ Δday	8/10/20	⇓ Δwk	3/16/20	prc diff	⇓ Δ21	∅-RS
	L	BAX	812.643	09:15	1.55	800.252	1.55	565.673	234.579	41.47	5.55
	L	va-Q-tec	18.400	08:04	-0.54	18.500	-0.54	7.620	10.880	142.78	61.27
	L	Süss Microtec	14.480	09:14	1.69	14.240	1.69	7.090	7.150	100.85	47.73
	L	Steico	39.500	09:14	-0.50	39.700	-0.50	22.700	17.000	74.89	42.55
		Zooplus	147.800	08:11	1.23	146.000	1.23	71.700	74.300	103.63	38.20
	L	SFC Energy	15.280	08:18	0.92	15.140	0.92	7.920	7.220	91.16	37.12
	L	Wacker Chemie	83.580	08:11	1.19	82.600	1.19	44.520	38.080	85.53	35.03
	L	Scout24	76.000	08:08	0.80	75.400	0.80	52.050	23.350	44.86	29.10
		Sixt Leasing	17.280	Mon	-0.69	17.280		17.380	-0.100	-0.58	25.81
	L	Patrizia Immobilien	24.400	07:59	2.31	23.850	2.31	17.400	6.450	37.07	21.86
	L	Infineon	22.150	08:01	2.98	21.510	2.98	12.604	8.906	70.66	19.32
	L	Siemens	117.560	08:01	1.57	115.740	1.57	65.920	49.820	75.58	18.21
	L	Wacker Neuson	16.530	08:05	1.60	16.270	1.60	8.755	7.515	85.84	17.33
	L	Linde	209.400	08:00	1.60	206.100	1.60	139.200	66.900	48.06	15.40
	L	Adva	7.580	09:12	3.69	7.310	3.69	4.265	3.045	71.40	14.68
		Dermapharm	42.870	08:08		42.870		29.345	13.525	46.09	13.02
		Nemetschek	62.000	08:00	1.72	60.950	1.72	40.220	20.730	51.54	12.27
	L	Osram Licht	44.100	08:06	0.02	44.090	0.02	38.750	5.340	13.78	9.99
	L	BayWa	28.850	08:58	-0.17	28.900	-0.17	22.100	6.800	30.77	8.20
		Umweltbank	11.750	07:34		11.750		10.200	1.550	15.20	6.71
	L	Medigene	5.460	09:15	2.82	5.310	2.82	3.520	1.790	50.85	4.80
	L	Puma	69.480	08:08	2.48	67.800	2.48	49.800	18.000	36.14	4.73
		Siemens Healthineers	41.300	08:09	0.73	41.000	0.73	31.000	10.000	32.26	3.31
		Cancom	51.100	08:07	2.00	50.100	2.00	33.600	16.500	49.11	2.21
	L	Krones	59.750	08:10	2.05	58.550	2.05	46.400	12.150	26.19	2.17
		⇓instrument	freshest		⇓ Δday	8/10/20	⇓ Δwk	3/16/20	prc diff	⇓ Δ21	∅-RS
	L	Münchener Rück	236.900	08:00	1.94	232.400	1.94	160.150	72.250	45.11	2.17
		7C Solarparken	3.500	09:09	0.29	3.490	0.29	3.000	0.490	16.33	2.08
	L	Adidas	262.300	08:00	3.35	253.800	3.35	175.700	78.100	44.45	1.65
		Dr. Hönle	42.900	Mon	-1.83	42.900		30.000	12.900	43.00	1.08
		Morphosys	109.500	08:07	3.20	106.100	3.20	77.300	28.800	37.26	-0.36
		Siltronic	76.720	08:09	1.59	75.520	1.59	59.640	15.880	26.63	-2.83
	L	Sixt	72.350	08:09	1.90	71.000	1.90	42.560	28.440	66.82	-4.75
	L	Rhön-Klinikum	17.500	07:54	0.11	17.480	0.11	17.060	0.420	2.46	-5.47
	L	Allianz	184.520	08:00	2.95	179.240	2.95	132.420	46.820	35.36	-6.00
	L	BMW	57.840	08:01	4.50	55.350	4.50	40.090	15.260	38.06	-7.41
	L	Rational	531.500	07:59	0.95	526.500	0.95	471.600	54.900	11.64	-8.38
	S	Telefonica D	2.343	08:09	1.43	2.310	1.43	1.830	0.481	26.26	-8.85
		Pro7-Sat1	9.992	08:09	2.65	9.734	2.65	7.038	2.696	38.31	-10.30
		Traton	16.810	08:12	0.84	16.670	0.84	12.768	3.902	30.56	-12.05
		Schaeffler	6.435	08:00	2.71	6.265	2.71	5.620	0.645	11.48	-13.76
	L	MTU Aero Engines	158.750	08:01	2.75	154.500	2.75	135.350	19.150	14.15	-16.70
	L	STS	3.220	07:23	3.54	3.110	3.54	2.180	0.930	42.66	-17.94
	L	Leoni	7.315	08:09	2.45	7.140	2.45	5.974	1.166	19.52	-18.48
	L	Koenig & Bauer	19.620	08:09	2.88	19.070	2.88	16.820	2.250	13.38	-19.72
	S	Atoss	107.500	07:40	0.94	106.500	0.94	116.000	-9.500	-8.19	-19.96
		WashTec	34.750	07:25		34.750		36.150	-1.400	-3.87	-20.14
	S	CTS Eventim	35.560	08:05	2.72	34.620	2.72	30.680	3.940	12.84	-22.89
	L	Deutsche Pfandbrief	6.070	07:59	1.85	5.960	1.85	8.215	-2.255	-27.45	-34.61
	S	Wirecard	1.695	07:59	-1.38	1.719	-1.38	90.760	-89.041	-98.11	-89.18
BAX - 48 out of 48 instruments rated - 8/10/20 / 3/16/20 - 43 did rise, Market-Ratio(21) = 89.58 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/04/16	scale up chart	8/10/20

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	11/25/19	21		va-Q-tec	100	8,262,074	10.700	11.900		1.200	11	98,318,690	534
short	11/25/19	12/16/19	21		STS	100	19,651,946	5.003	4.793	5.223	0.220	4	103m	111
long	12/16/19	3/02/20	77		va-Q-tec	100	7,202,541	14.250	11.050		-3.200	-22	79,588,092	-70
short	3/02/20	8/03/20	154		Koenig & Bauer	100	3,800,768	20.940	19.000	23.078	2.138	10	87,714,514	26
long	8/03/20	8/11/20	8		Steico	100	2,226,256	39.400	39.500		0.100	0	87,937,139	12
accum	6/12/06	8/11/20	5174	days out of 5335 invested (97%)							879,271		87,937,139	90

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
	long	8/03/20	8/11/20	8	39.40	39.50		0.10	0.25	25.32
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
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
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
	short	3/02/20	8/03/20	154	20.94	19.00	23.08	2.14	10.21	12.66
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
STS	short	11/25/19	12/16/19	21	5.00	4.79	5.22	0.22	4.39	4.39
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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
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
va-Q-tec	long	11/04/19	11/25/19	21	10.70	11.90		1.20	11.21
	long	12/16/19	3/02/20	77	14.25	11.05		-3.20	-22.46	-13.76
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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