| |
| |
Assessment - German Entrepreneurial Index GEX - 3/01/21 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/01/21 |
⇓ Δwk |
11/30/20 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
GEX PR |
2,807.670 |
Fri |
-1.56 |
2,888.370 |
-2.79 |
2,795.700 |
92.670 |
3.31 |
|
22.90 |
| |  |
 |
 |
 |
L |
 |
elumeo |
5.600 |
Fri |
-10.40 |
6.450 |
-13.18 |
4.100 |
2.350 |
57.32 |
|
217.31 |
| |  |
 |
 |
 |
L |
 |
Akasol |
119.240 |
Fri |
-0.63 |
120.820 |
-1.31 |
68.440 |
52.380 |
76.53 |
|
149.27 |
| |  |
 |
 |
 |
|
 |
va-Q-tec |
27.300 |
Fri |
-4.88 |
29.200 |
-6.51 |
43.100 |
-13.900 |
-32.25 |
|
62.90 |
| |  |
 |
 |
 |
L |
 |
Stemmer Imaging |
26.100 |
Fri |
-2.97 |
26.800 |
-2.61 |
18.524 |
8.276 |
44.68 |
|
51.62 |
| |  |
 |
 |
 |
|
 |
SMA Solar |
48.520 |
Fri |
-1.74 |
51.550 |
-5.88 |
48.260 |
3.290 |
6.82 |
|
49.14 |
| |  |
 |
 |
 |
|
 |
capsensixx |
13.400 |
Fri |
-2.90 |
13.700 |
-2.19 |
12.900 |
0.800 |
6.20 |
|
39.70 |
| |  |
 |
 |
 |
L |
 |
Ferratum |
6.060 |
Fri |
|
6.060 |
|
4.710 |
1.350 |
28.66 |
|
33.67 |
| |  |
 |
 |
 |
L |
 |
Serviceware |
15.400 |
Fri |
-1.91 |
16.500 |
-6.67 |
13.950 |
2.550 |
18.28 |
|
32.80 |
| |  |
 |
 |
 |
L |
 |
Aumann |
14.600 |
Fri |
-2.54 |
14.820 |
-1.48 |
13.440 |
1.380 |
10.27 |
|
30.88 |
| |  |
 |
 |
 |
|
 |
Hella |
50.000 |
Fri |
0.08 |
50.550 |
-1.09 |
48.100 |
2.450 |
5.09 |
|
29.64 |
| |  |
 |
 |
 |
|
 |
Dermapharm |
56.000 |
Fri |
-1.13 |
57.880 |
-3.25 |
55.960 |
1.920 |
3.43 |
|
26.16 |
| |  |
 |
 |
 |
L |
 |
Aroundtown |
6.018 |
Fri |
-2.40 |
6.146 |
-2.08 |
5.818 |
0.328 |
5.64 |
|
19.56 |
| |  |
 |
 |
 |
|
 |
Varta |
106.100 |
Fri |
-3.19 |
111.800 |
-5.10 |
113.300 |
-1.500 |
-1.32 |
|
14.49 |
| |  |
 |
 |
 |
|
 |
Ströer Media |
74.400 |
Fri |
1.64 |
72.750 |
2.27 |
75.000 |
-2.250 |
-3.00 |
|
14.05 |
| |  |
 |
 |
 |
L |
 |
Voltabox |
4.230 |
Fri |
-0.94 |
4.495 |
-5.90 |
5.000 |
-0.505 |
-10.10 |
|
13.15 |
| |  |
 |
 |
 |
|
 |
Knorr-Bremse |
103.180 |
Fri |
-2.12 |
105.720 |
-2.40 |
107.280 |
-1.560 |
-1.45 |
|
9.15 |
| |  |
 |
 |
 |
L |
 |
Software |
34.420 |
Fri |
-2.60 |
35.960 |
-4.28 |
36.060 |
-0.100 |
-0.28 |
|
5.17 |
| |  |
 |
 |
 |
L |
 |
Aves One |
8.950 |
Fri |
-0.56 |
8.950 |
|
8.250 |
0.700 |
8.48 |
|
1.63 |
| |  |
 |
 |
 |
|
 |
Sixt Leasing |
16.100 |
Fri |
-0.12 |
16.200 |
-0.62 |
15.040 |
1.160 |
7.71 |
|
-3.00 |
| |  |
 |
 |
 |
L |
 |
creditshelf |
43.800 |
Fri |
-3.52 |
44.600 |
-1.79 |
44.600 |
0.000 |
0.00 |
|
-7.59 |
| |  |
 |
 |
 |
S |
 |
Drägerwerk |
61.600 |
Fri |
-0.32 |
61.800 |
-0.32 |
65.200 |
-3.400 |
-5.21 |
|
-12.97 |
| |  |
 |
 |
 |
S |
 |
DFV |
13.514 |
Fri |
-2.07 |
14.000 |
-3.47 |
21.820 |
-7.820 |
-35.84 |
|
-27.11 |
GEX - 22 out of 22 instruments rated - 3/01/21 / 11/30/20 - 13 did rise, Market-Ratio(13) = 59.09 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions German Entrepreneurial Index GEX * A13 - 77/55 (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 |
1/15/07 |
378 |
|
- cash - |
short |
1/15/07 |
2/12/07 |
28 |
 |
 |
 |
4SC |
100 |
570 |
|
17.539 |
16.990 |
18.107 |
0.567 |
3 |
10,323 |
51 |
|
long |
2/12/07 |
3/12/07 |
28 |
 |
 |
 |
Drägerwerk |
100 |
177 |
|
58.110 |
65.000 |
|
6.890 |
12 |
11,543 |
331 |
|
short |
3/12/07 |
6/11/07 |
91 |
 |
 |
 |
4SC |
100 |
730 |
|
15.799 |
14.837 |
16.823 |
1.024 |
6 |
12,290 |
29 |
|
long |
6/11/07 |
7/23/07 |
42 |
 |
 |
 |
Wacker Chemie |
100 |
81 |
|
149.900 |
184.380 |
|
34.480 |
23 |
15,083 |
504 |
|
short |
7/23/07 |
4/20/09 |
637 |
 |
 |
 |
Patrizia Immobilien |
100 |
1,321 |
|
11.410 |
2.130 |
61.121 |
49.711 |
436 |
80,752 |
162 |
|
long |
4/20/09 |
12/14/09 |
238 |
 |
 |
 |
Patrizia Immobilien |
100 |
37,911 |
|
2.130 |
3.050 |
|
0.920 |
43 |
115,630 |
73 |
|
short |
12/14/09 |
10/18/10 |
308 |
 |
 |
 |
ZhongDe Waste Tech |
100 |
9,716 |
|
11.900 |
13.830 |
9.970 |
-1.930 |
-16 |
96,878 |
-19 |
|
long |
10/18/10 |
11/29/10 |
42 |
 |
 |
 |
InVision |
100 |
6,827 |
|
14.190 |
15.270 |
|
1.080 |
8 |
104,251 |
89 |
|
short |
11/29/10 |
2/14/11 |
77 |
 |
 |
 |
MeVis Medical |
100 |
6,831 |
|
15.260 |
12.070 |
19.293 |
4.033 |
26 |
131,801 |
204 |
|
long |
2/14/11 |
3/07/11 |
21 |
 |
 |
 |
InVision |
100 |
6,426 |
|
20.510 |
22.905 |
|
2.395 |
12 |
147,192 |
582 |
|
short |
3/07/11 |
2/13/12 |
343 |
 |
 |
 |
MeVis Medical |
100 |
12,064 |
|
12.200 |
5.650 |
26.343 |
14.143 |
116 |
317,818 |
127 |
|
long |
2/13/12 |
5/07/12 |
84 |
 |
 |
 |
4SC |
100 |
25,799 |
|
12.319 |
9.617 |
|
-2.702 |
-22 |
248,113 |
-66 |
|
short |
5/07/12 |
2/18/13 |
287 |
 |
 |
 |
ZhongDe Waste Tech |
100 |
88,611 |
|
2.800 |
2.050 |
3.824 |
1.024 |
37 |
338,886 |
49 |
|
long |
2/18/13 |
4/22/13 |
63 |
 |
 |
 |
MBB |
100 |
18,318 |
|
18.500 |
17.650 |
|
-0.850 |
-5 |
323,315 |
-24 |
|
short |
4/22/13 |
9/23/13 |
154 |
 |
 |
 |
YOC |
100 |
64,035 |
|
5.049 |
2.219 |
11.488 |
6.439 |
128 |
735,650 |
602 |
|
long |
9/23/13 |
4/14/14 |
203 |
 |
 |
 |
Manz |
100 |
13,732 |
|
53.570 |
65.730 |
|
12.160 |
23 |
902,631 |
44 |
|
short |
4/14/14 |
1/26/15 |
287 |
 |
 |
 |
4SC |
100 |
157,462 |
|
5.732 |
3.657 |
8.986 |
3.254 |
57 |
1,414,973 |
77 |
|
long |
1/26/15 |
6/01/15 |
126 |
 |
 |
 |
Ströer Media |
100 |
52,896 |
|
26.750 |
38.770 |
|
12.020 |
45 |
2,050,783 |
193 |
|
short |
6/01/15 |
11/23/15 |
175 |
 |
 |
 |
ZhongDe Waste Tech |
100 |
932,173 |
|
2.200 |
1.980 |
2.444 |
0.244 |
11 |
2,278,606 |
25 |
|
long |
11/23/15 |
12/14/15 |
21 |
 |
 |
 |
Hypoport |
100 |
28,843 |
|
79.000 |
70.070 |
|
-8.930 |
-11 |
2,021,038 |
-88 |
|
short |
12/14/15 |
5/09/16 |
147 |
 |
 |
 |
Manz |
100 |
49,705 |
|
40.660 |
36.225 |
45.638 |
4.978 |
12 |
2,268,469 |
33 |
|
long |
5/09/16 |
5/23/16 |
14 |
 |
 |
 |
Hypoport |
100 |
29,015 |
|
78.180 |
84.790 |
|
6.610 |
8 |
2,460,258 |
730 |
|
short |
5/23/16 |
2/27/17 |
280 |
 |
 |
 |
Adler Modemärkte |
100 |
334,274 |
|
7.360 |
4.753 |
11.397 |
4.037 |
55 |
3,809,689 |
77 |
|
long |
2/27/17 |
5/22/17 |
84 |
 |
 |
 |
MBB |
100 |
44,531 |
|
85.550 |
109.000 |
|
23.450 |
27 |
4,853,941 |
187 |
|
short |
5/22/17 |
3/11/19 |
658 |
 |
 |
 |
InVision |
100 |
167,319 |
|
29.010 |
16.400 |
51.316 |
22.306 |
77 |
8,586,142 |
37 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
3/11/19 |
5/13/19 |
63 |
 |
 |
 |
Varta |
100 |
238,503 |
|
36.000 |
43.250 |
|
7.250 |
20 |
10,315,289 |
190 |
|
short |
5/13/19 |
6/15/20 |
399 |
 |
 |
 |
elumeo |
100 |
6,969,789 |
|
1.480 |
1.290 |
1.698 |
0.218 |
15 |
11,834,703 |
13 |
|
long |
6/15/20 |
8/10/20 |
56 |
 |
 |
 |
va-Q-tec |
100 |
770,990 |
|
15.350 |
18.500 |
|
3.150 |
21 |
14,263,321 |
238 |
|
short |
8/10/20 |
1/25/21 |
168 |
 |
 |
 |
Vapiano |
100 |
36,572,618 |
|
0.390 |
0.260 |
0.585 |
0.195 |
50 |
21,394,982 |
141 |
|
long |
1/25/21 |
3/05/21 |
39 |
 |
 |
 |
Akasol |
100 |
206,555 |
|
103.580 |
119.240 |
|
15.660 |
15 |
24,629,633 |
273 |
|
accum | 1/15/07 |
3/05/21 | 5165 |
days out of 5543 invested (93%) |
246,196 |
24,629,633 |
74 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Patrizia Immobilien | short | 7/23/07 | 4/20/09 | 637 | 11.41 | 2.13 | 61.12 | 49.71 | 435.68 | | | |
| long | 4/20/09 | 12/14/09 | 238 | 2.13 | 3.05 | | 0.92 | 43.19 | | | 667.05 |
MeVis Medical | short | 11/29/10 | 2/14/11 | 77 | 15.26 | 12.07 | 19.29 | 4.03 | 26.43 | | | |
| short | 3/07/11 | 2/13/12 | 343 | 12.20 | 5.65 | 26.34 | 14.14 | 115.93 | | | 173.00 |
YOC | short | 4/22/13 | 9/23/13 | 154 | 5.05 | 2.22 | 11.49 | 6.44 | 127.53 | | | 127.53 |
InVision | long | 10/18/10 | 11/29/10 | 42 | 14.19 | 15.27 | | 1.08 | 7.61 | | | |
| long | 2/14/11 | 3/07/11 | 21 | 20.51 | 22.91 | | 2.40 | 11.68 | | | |
| short | 5/22/17 | 3/11/19 | 658 | 29.01 | 16.40 | 51.32 | 22.31 | 76.89 | | | 112.58 |
Adler Modemärkte | short | 5/23/16 | 2/27/17 | 280 | 7.36 | 4.75 | 11.40 | 4.04 | 54.85 | | | 54.85 |
Vapiano | short | 8/10/20 | 1/25/21 | 168 | 0.39 | 0.26 | 0.59 | 0.20 | 50.00 | | | 50.00 |
Ströer Media | long | 1/26/15 | 6/01/15 | 126 | 26.75 | 38.77 | | 12.02 | 44.93 | | | 44.93 |
Manz | long | 9/23/13 | 4/14/14 | 203 | 53.57 | 65.73 | | 12.16 | 22.70 | | | |
| short | 12/14/15 | 5/09/16 | 147 | 40.66 | 36.23 | 45.64 | 4.98 | 12.24 | | | 37.72 |
4SC | short | 1/15/07 | 2/12/07 | 28 | 17.54 | 16.99 | 18.11 | 0.57 | 3.24 | | | |
| short | 3/12/07 | 6/11/07 | 91 | 15.80 | 14.84 | 16.82 | 1.02 | 6.48 | | | |
| long | 2/13/12 | 5/07/12 | 84 | 12.32 | 9.62 | | -2.70 | -21.93 | | | |
| short | 4/14/14 | 1/26/15 | 287 | 5.73 | 3.66 | 8.99 | 3.25 | 56.76 | | | 34.53 |
ZhongDe Waste Tech | short | 12/14/09 | 10/18/10 | 308 | 11.90 | 13.83 | 9.97 | -1.93 | -16.22 | | | |
| short | 5/07/12 | 2/18/13 | 287 | 2.80 | 2.05 | 3.82 | 1.02 | 36.59 | | | |
| short | 6/01/15 | 11/23/15 | 175 | 2.20 | 1.98 | 2.44 | 0.24 | 11.11 | | | 27.15 |
Wacker Chemie | long | 6/11/07 | 7/23/07 | 42 | 149.90 | 184.38 | | 34.48 | 23.00 | | | 23.00 |
MBB | long | 2/18/13 | 4/22/13 | 63 | 18.50 | 17.65 | | -0.85 | -4.59 | | | |
| long | 2/27/17 | 5/22/17 | 84 | 85.55 | 109.00 | | 23.45 | 27.41 | | | 21.56 |
va-Q-tec | long | 6/15/20 | 8/10/20 | 56 | 15.35 | 18.50 | | 3.15 | 20.52 | | | 20.52 |
Varta | long | 3/11/19 | 5/13/19 | 63 | 36.00 | 43.25 | | 7.25 | 20.14 | | | 20.14 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Akasol | long | 1/25/21 | 3/05/21 | 39 | 103.58 | 119.24 | | 15.66 | 15.12 | | | 15.12 |
elumeo | short | 5/13/19 | 6/15/20 | 399 | 1.48 | 1.29 | 1.70 | 0.22 | 14.73 | | | 14.73 |
Drägerwerk | long | 2/12/07 | 3/12/07 | 28 | 58.11 | 65.00 | | 6.89 | 11.86 | | | 11.86 |
Hypoport | long | 11/23/15 | 12/14/15 | 21 | 79.00 | 70.07 | | -8.93 | -11.30 | | | |
| long | 5/09/16 | 5/23/16 | 14 | 78.18 | 84.79 | | 6.61 | 8.45 | | | -3.80 |
Annotations
2/10/17 | GEX | | | machine learning processed for all techniques |
2/06/17 | GEX | | | implementation |
12/21/15 | Ströer Media | | | moves from SDAX to MDAX |
9/04/15 | Sixt Leasing | | | recording started (SDAX) |
6/21/15 | Ferratum | | | recording started |
1/19/15 | Hella | | | entry |
|
|