| |
| |
Assessment - NAI - Der Natur-Index - 1/18/21 - RS = 11
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/18/21 |
Δwk |
11/02/20 |
prc diff |
⇓ Δ11 |
Curr |
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
NAI 30 |
14,545.100 |
13:54 |
-0.16 |
14,352.800 |
1.34 |
10,752.900 |
3,599.900 |
33.48 |
EUR |
46.41 |
| |  |
 |
 |
 |
|
 |
United Natural Foods |
30.165 |
15:32 |
20.56 |
22.200 |
35.88 |
15.140 |
7.060 |
46.63 |
USD |
69.92 |
| |  |
 |
 |
 |
L |
 |
SunOpta |
17.490 |
15:33 |
5.36 |
15.400 |
13.57 |
9.010 |
6.390 |
70.92 |
CAD |
178.55 |
| |  |
 |
 |
 |
L |
 |
Aixtron |
16.445 |
13:04 |
0.95 |
14.770 |
11.34 |
9.544 |
5.226 |
54.76 |
EUR |
45.59 |
| |  |
 |
 |
 |
|
 |
Tesla Motors |
885.185 |
15:32 |
4.55 |
826.160 |
7.14 |
400.510 |
425.650 |
106.28 |
USD |
281.05 |
| |  |
 |
 |
 |
L |
 |
Potlatch |
53.500 |
15:28 |
1.38 |
50.530 |
5.88 |
42.160 |
8.370 |
19.85 |
USD |
27.70 |
| |  |
 |
 |
 |
L |
 |
Vestas Wind Systems |
1,455.000 |
15:59 |
-0.55 |
1,376.000 |
5.74 |
1,071.500 |
304.500 |
28.42 |
DKK |
73.92 |
| |  |
 |
 |
 |
L |
 |
Steico |
69.600 |
10:11 |
1.16 |
67.000 |
3.88 |
46.800 |
20.200 |
43.16 |
EUR |
85.09 |
| |  |
 |
 |
 |
L |
 |
Smith and Nephew |
1,630.000 |
09:57 |
-1.42 |
1,569.500 |
3.85 |
1,336.500 |
233.000 |
17.43 |
GBP |
0.69 |
| |  |
 |
 |
 |
L |
 |
Steelcase |
13.690 |
15:31 |
-0.87 |
13.200 |
3.71 |
10.740 |
2.460 |
22.91 |
USD |
10.68 |
| |  |
 |
 |
 |
L |
 |
Shimano |
26,220.000 |
06:15 |
-0.17 |
25,400.000 |
3.23 |
24,035.000 |
1,365.000 |
5.68 |
JPY |
29.83 |
| |  |
 |
 |
 |
|
 |
Molina Healthcare |
227.705 |
15:32 |
2.05 |
220.740 |
3.16 |
198.850 |
21.890 |
11.01 |
USD |
29.70 |
| |  |
 |
 |
 |
L |
 |
Sims Metal Managemt |
13.760 |
05:11 |
0.44 |
13.440 |
2.38 |
9.530 |
3.910 |
41.03 |
AUD |
57.88 |
| |  |
 |
 |
 |
L |
 |
Acciona |
130.000 |
09:07 |
0.93 |
127.100 |
2.28 |
88.700 |
38.400 |
43.29 |
EUR |
30.26 |
| |  |
 |
 |
 |
|
 |
Stericycle |
69.495 |
15:30 |
0.78 |
68.060 |
2.11 |
64.040 |
4.020 |
6.28 |
USD |
14.96 |
| |  |
 |
 |
 |
|
 |
Kingfisher |
272.900 |
09:57 |
-0.04 |
268.700 |
1.56 |
296.600 |
-27.900 |
-9.41 |
GBP |
23.92 |
| |  |
 |
 |
 |
|
 |
Tomra Systems |
415.000 |
15:25 |
-1.24 |
409.500 |
1.34 |
384.900 |
24.600 |
6.39 |
NOK |
18.28 |
| |  |
 |
 |
 |
L |
 |
Ormat Technologies |
109.370 |
15:32 |
2.65 |
108.030 |
1.24 |
72.080 |
35.950 |
49.88 |
USD |
57.20 |
| |  |
 |
 |
 |
L |
 |
Mayr-Melnhof |
169.400 |
15:22 |
-0.12 |
167.400 |
1.19 |
138.000 |
29.400 |
21.30 |
EUR |
25.17 |
| |  |
 |
 |
 |
L |
 |
Aspen Pharmacare |
7.850 |
07:10 |
0.64 |
7.800 |
0.64 |
5.900 |
1.900 |
32.20 |
EUR |
22.09 |
| |  |
 |
 |
 |
L |
 |
Interface |
10.960 |
15:31 |
-0.63 |
10.920 |
0.37 |
6.300 |
4.620 |
73.33 |
USD |
27.31 |
| |  |
 |
 |
 |
L |
 |
Ricoh |
736.000 |
06:15 |
-1.87 |
734.000 |
0.27 |
707.000 |
27.000 |
3.82 |
JPY |
-5.35 |
| |  |
 |
 |
 |
L |
 |
EJR |
6,840.000 |
06:15 |
1.18 |
6,825.000 |
0.22 |
5,647.000 |
1,178.000 |
20.86 |
JPY |
-6.37 |
| |  |
 |
 |
 |
L |
 |
Triodos Groenfonds |
60.610 |
09:01 |
-0.08 |
60.700 |
-0.15 |
59.940 |
0.760 |
1.27 |
EUR |
2.71 |
| |  |
 |
 |
 |
L |
 |
Kadant |
151.450 |
15:17 |
-0.53 |
152.640 |
-0.78 |
120.500 |
32.140 |
26.67 |
USD |
48.09 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/18/21 |
Δwk |
11/02/20 |
prc diff |
⇓ Δ11 |
Curr |
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Svenska Cellulosa B |
143.650 |
16:29 |
-1.61 |
146.600 |
-2.01 |
119.600 |
27.000 |
22.58 |
SEK |
31.87 |
| |  |
 |
 |
 |
L |
 |
Aegion |
20.495 |
15:30 |
-0.65 |
20.930 |
-2.08 |
14.350 |
6.580 |
45.85 |
USD |
27.77 |
| |  |
 |
 |
 |
L |
 |
Kurita Water |
4,435.000 |
06:15 |
-0.22 |
4,555.000 |
-2.63 |
3,185.000 |
1,370.000 |
43.01 |
JPY |
45.25 |
| |  |
 |
 |
 |
|
 |
Gaia |
9.700 |
15:24 |
|
9.990 |
-2.90 |
10.190 |
-0.200 |
-1.96 |
USD |
7.90 |
| |  |
 |
 |
 |
|
 |
Boiron |
35.300 |
10:13 |
-0.56 |
36.500 |
-3.29 |
38.250 |
-1.750 |
-4.58 |
EUR |
3.82 |
| |  |
 |
 |
 |
|
 |
Natura Cosmeticos |
49.330 |
Fri |
0.35 |
51.940 |
-5.03 |
46.100 |
5.840 |
12.67 |
BRL |
25.68 |
NAI 30 - 30 out of 30 instruments rated - 1/18/21 / 11/02/20 - 27 did rise, Market-Ratio(11) = 90.00 % |
Technical Chart
Transactions NAI - Der Natur-Index * A11 - 86/52 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
1/09/06 |
7 |
|
- cash - |
long |
1/09/06 |
5/29/06 |
140 |
 |
 |
 |
SolarWorld |
100 |
2 |
EUR |
4,917.000 |
8,028.750 |
|
3,111.750 |
63 |
16,224 |
259 |
|
short |
5/29/06 |
10/02/06 |
126 |
 |
 |
 |
Boiron |
100 |
983 |
EUR |
16.500 |
17.050 |
15.950 |
-0.550 |
-3 |
15,683 |
-9 |
|
long |
10/02/06 |
7/02/07 |
273 |
 |
 |
 |
SunOpta |
100 |
1,312 |
CAD |
11.950 |
12.100 |
|
0.150 |
1 |
15,880 |
2 |
|
short |
7/02/07 |
5/11/09 |
679 |
 |
 |
 |
SolarWorld |
100 |
2 |
EUR |
5,625.000 |
3,270.000 |
9,676.032 |
4,051.032 |
72 |
23,982 |
34 |
|
long |
5/11/09 |
2/01/10 |
266 |
 |
 |
 |
Keurig |
100 |
1,285 |
USD |
18.653 |
28.136 |
|
9.483 |
51 |
36,167 |
76 |
|
short |
2/01/10 |
12/29/14 |
1792 |
 |
 |
 |
SolarWorld |
100 |
19 |
EUR |
1,877.250 |
12.575 |
280,243.941 |
278,366.691 |
14,828 |
5,325,135 |
177 |
|
long |
12/29/14 |
6/01/15 |
154 |
 |
 |
 |
Shimano |
100 |
33,419 |
JPY |
159.340 |
176.950 |
|
17.610 |
11 |
5,913,643 |
28 |
|
short |
6/01/15 |
4/25/16 |
329 |
 |
 |
 |
Aixtron |
100 |
857,049 |
EUR |
6.900 |
4.108 |
11.590 |
4.690 |
68 |
9,932,860 |
78 |
|
long |
4/25/16 |
6/13/16 |
49 |
 |
 |
 |
Steico |
100 |
1,008,412 |
EUR |
9.850 |
10.345 |
|
0.495 |
5 |
10,432,024 |
44 |
|
short |
6/13/16 |
2/25/19 |
987 |
 |
 |
 |
SunOpta |
100 |
1,783,251 |
CAD |
5.850 |
5.280 |
6.482 |
0.632 |
11 |
11,558,147 |
4 |
|
long |
2/25/19 |
4/29/19 |
63 |
 |
 |
 |
Natura Cosmeticos |
100 |
463,531 |
BRL |
24.935 |
26.175 |
|
1.240 |
5 |
12,132,925 |
32 |
|
short |
4/29/19 |
12/30/19 |
245 |
 |
 |
 |
Aspen Pharmacare |
100 |
1,972,833 |
EUR |
6.150 |
7.600 |
4.700 |
-1.450 |
-24 |
9,272,318 |
-33 |
|
long |
12/30/19 |
3/02/20 |
63 |
 |
 |
 |
Tesla Motors |
100 |
111,795 |
USD |
82.940 |
148.724 |
|
65.784 |
79 |
16,626,640 |
2,847 |
|
short |
3/02/20 |
6/01/20 |
91 |
 |
 |
 |
United Natural Foods |
100 |
2,785,031 |
USD |
5.970 |
21.210 |
0.000 |
-5.970 |
-100 |
5 |
-100 |
|
long |
6/01/20 |
11/02/20 |
154 |
 |
 |
 |
Tesla Motors |
100 |
0 |
USD |
179.620 |
400.510 |
|
220.890 |
123 |
5 |
0 |
|
short |
11/02/20 |
12/07/20 |
35 |
 |
 |
 |
Interface |
100 |
0 |
USD |
6.300 |
9.130 |
3.470 |
-2.830 |
-45 |
5 |
0 |
|
long |
12/07/20 |
1/25/21 |
49 |
 |
 |
 |
Tesla Motors |
100 |
0 |
USD |
641.760 |
885.185 |
|
243.425 |
38 |
5 |
0 |
|
accum | 1/09/06 |
1/25/21 | 5495 |
days out of 5502 invested (100%) |
-100 |
5 |
-40 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
SolarWorld | long | 1/09/06 | 5/29/06 | 140 | 4,917.00 | 8,028.75 | | 3,111.75 | 63.29 | | | |
| short | 7/02/07 | 5/11/09 | 679 | 5,625.00 | 3,270.00 | 9,676.03 | 4,051.03 | 72.02 | | | |
| short | 2/01/10 | 12/29/14 | 1792 | 1,877.25 | 12.58 | 280,243.94 | 278,366.69 | 14,828.43 | | | 41,831.14 |
Tesla Motors | long | 12/30/19 | 3/02/20 | 63 | 82.94 | 148.72 | | 65.78 | 79.32 | | | |
| long | 6/01/20 | 11/02/20 | 154 | 179.62 | 400.51 | | 220.89 | 122.98 | | | |
| long | 12/07/20 | 1/25/21 | 49 | 641.76 | 885.19 | | 243.43 | 37.93 | | | 451.49 |
Aixtron | short | 6/01/15 | 4/25/16 | 329 | 6.90 | 4.11 | 11.59 | 4.69 | 67.97 | | | 67.97 |
Keurig | long | 5/11/09 | 2/01/10 | 266 | 18.65 | 28.14 | | 9.48 | 50.84 | | | 50.84 |
SunOpta | long | 10/02/06 | 7/02/07 | 273 | 11.95 | 12.10 | | 0.15 | 1.26 | | | |
| short | 6/13/16 | 2/25/19 | 987 | 5.85 | 5.28 | 6.48 | 0.63 | 10.79 | | | 12.19 |
Shimano | long | 12/29/14 | 6/01/15 | 154 | 159.34 | 176.95 | | 17.61 | 11.05 | | | 11.05 |
Steico | long | 4/25/16 | 6/13/16 | 49 | 9.85 | 10.35 | | 0.50 | 5.03 | | | 5.03 |
Natura Cosmeticos | long | 2/25/19 | 4/29/19 | 63 | 24.94 | 26.18 | | 1.24 | 4.97 | | | 4.97 |
Boiron | short | 5/29/06 | 10/02/06 | 126 | 16.50 | 17.05 | 15.95 | -0.55 | -3.33 | | | -3.33 |
Aspen Pharmacare | short | 4/29/19 | 12/30/19 | 245 | 6.15 | 7.60 | 4.70 | -1.45 | -23.58 | | | -23.58 |
Interface | short | 11/02/20 | 12/07/20 | 35 | 6.30 | 9.13 | 3.47 | -2.83 | -44.92 | | | -44.92 |
United Natural Foods | short | 3/02/20 | 6/01/20 | 91 | 5.97 | 21.21 | 0.00 | -5.97 | -100.00 | | | -100.00 |
Annotations
2/09/16 | NAI 30 | | | Smith & Nephew and Tesla Motors replace Keurig Green Mountain and SolarWorld |
8/17/15 | NAI 30 | | | complete analysis |
3/14/15 | NAI 30 | | | first complete analysis |
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