| | |
| | |
Assessment - NAI - Der Natur-Index - 4/19/21 - RS = 11
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/19/21 |
Δwk |
2/01/21 |
prc diff |
⇓ Δ11 |
Curr |
⇓∅-RS |
| |  |
 |
 |
|
|
 |
NAI 30 |
16,221.400 |
16:31 |
1.01 |
16,223.000 |
-0.01 |
14,530.900 |
1,692.100 |
11.64 |
EUR |
42.51 |
| | |
|
|
|
|
|
Vestas Wind Systems |
1,328.000 |
14:59 |
10.21 |
1,222.400 |
8.64 |
1,328.000 |
-105.600 |
-7.95 |
DKK |
29.27 |
| | |
|
|
|
S |
|
Smith and Nephew |
1,492.000 |
15:47 |
1.77 |
1,412.500 |
5.63 |
1,564.500 |
-152.000 |
-9.72 |
GBP |
-7.02 |
| | |
|
|
|
|
|
Ormat Technologies |
78.235 |
14:41 |
2.90 |
75.020 |
4.29 |
116.570 |
-41.550 |
-35.64 |
USD |
3.37 |
| | |
|
|
|
|
|
Tesla Motors |
745.210 |
14:35 |
0.15 |
714.630 |
4.28 |
839.810 |
-125.180 |
-14.91 |
USD |
102.97 |
| | |
|
|
|
L |
|
Acciona |
143.000 |
15:35 |
3.10 |
140.200 |
2.00 |
125.100 |
15.100 |
12.07 |
EUR |
35.21 |
| | |
|
|
|
|
|
Boiron |
41.350 |
15:35 |
2.10 |
40.600 |
1.85 |
34.500 |
6.100 |
17.68 |
EUR |
10.94 |
| | |
|
|
|
|
|
Stericycle |
69.430 |
14:28 |
-0.34 |
68.400 |
1.51 |
66.770 |
1.630 |
2.44 |
USD |
9.28 |
| | |
|
|
|
|
|
Kadant |
181.570 |
14:41 |
0.33 |
179.290 |
1.27 |
145.110 |
34.180 |
23.55 |
USD |
48.69 |
| | |
|
|
|
L |
|
Kurita Water |
5,050.000 |
06:15 |
2.96 |
5,000.000 |
1.00 |
4,505.000 |
495.000 |
10.99 |
JPY |
41.95 |
| | |
|
|
|
|
|
Interface |
12.500 |
14:36 |
0.24 |
12.420 |
0.64 |
10.350 |
2.070 |
20.00 |
USD |
42.37 |
| | |
|
|
|
|
|
Tomra Systems |
407.300 |
14:25 |
2.65 |
406.000 |
0.32 |
401.200 |
4.800 |
1.20 |
NOK |
7.89 |
| | |
|
|
|
L |
|
Kingfisher |
360.600 |
15:45 |
0.45 |
360.700 |
-0.03 |
287.800 |
72.900 |
25.33 |
GBP |
45.29 |
| | |
|
|
|
|
|
Triodos Groenfonds |
60.480 |
09:00 |
0.03 |
60.520 |
-0.07 |
60.690 |
-0.170 |
-0.28 |
EUR |
1.65 |
| | |
|
|
|
L |
|
Aegion |
30.450 |
14:30 |
-0.52 |
30.500 |
-0.16 |
18.980 |
11.520 |
60.70 |
USD |
75.53 |
| | |
|
|
|
|
|
Aixtron |
18.755 |
15:35 |
4.40 |
18.815 |
-0.32 |
15.850 |
2.965 |
18.71 |
EUR |
59.38 |
| | |
|
|
|
|
|
United Natural Foods |
34.470 |
14:41 |
-2.65 |
34.640 |
-0.49 |
26.720 |
7.920 |
29.64 |
USD |
82.37 |
| | |
|
|
|
|
|
Svenska Cellulosa B |
156.300 |
15:29 |
0.51 |
157.400 |
-0.70 |
151.550 |
5.850 |
3.86 |
SEK |
25.52 |
| | |
|
|
|
|
|
Molina Healthcare |
252.625 |
14:40 |
-0.71 |
254.670 |
-0.80 |
214.110 |
40.560 |
18.94 |
USD |
29.91 |
| | |
|
|
|
|
|
Gaia |
10.640 |
14:34 |
4.01 |
10.760 |
-1.12 |
9.460 |
1.300 |
13.74 |
USD |
7.47 |
| | |
|
|
|
|
|
Aspen Pharmacare |
8.450 |
06:29 |
|
8.550 |
-1.17 |
7.750 |
0.800 |
10.32 |
EUR |
23.46 |
| | |
|
|
|
|
|
Steico |
75.000 |
15:36 |
0.81 |
75.900 |
-1.19 |
70.000 |
5.900 |
8.43 |
EUR |
69.69 |
| | |
|
|
|
|
|
Shimano |
26,460.000 |
06:15 |
-0.43 |
26,845.000 |
-1.43 |
25,230.000 |
1,615.000 |
6.40 |
JPY |
21.03 |
| | |
|
|
|
L |
|
Ricoh |
1,153.000 |
06:15 |
1.05 |
1,181.000 |
-2.37 |
817.000 |
364.000 |
44.55 |
JPY |
50.46 |
| | |
|
|
|
|
|
Steelcase |
14.150 |
14:40 |
-0.98 |
14.520 |
-2.55 |
13.340 |
1.180 |
8.85 |
USD |
20.45 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/19/21 |
Δwk |
2/01/21 |
prc diff |
⇓ Δ11 |
Curr |
⇓∅-RS |
| | |
|
|
|
|
|
SunOpta |
17.620 |
14:49 |
0.51 |
18.090 |
-2.60 |
19.960 |
-1.870 |
-9.37 |
CAD |
101.01 |
| | |
|
|
|
|
|
EJR |
7,215.000 |
06:15 |
0.40 |
7,412.000 |
-2.66 |
6,561.000 |
851.000 |
12.97 |
JPY |
4.62 |
| | |
|
|
|
L |
|
Potlatch |
59.720 |
14:40 |
0.15 |
61.620 |
-3.08 |
49.540 |
12.080 |
24.38 |
USD |
41.07 |
| | |
|
|
|
L |
|
Sims Metal Managemt |
15.920 |
06:10 |
-2.51 |
16.560 |
-3.86 |
12.370 |
4.190 |
33.87 |
AUD |
74.59 |
| | |
|
|
|
|
|
Mayr-Melnhof |
175.000 |
15:35 |
-1.57 |
182.400 |
-4.06 |
166.000 |
16.400 |
9.88 |
EUR |
23.29 |
| | |
|
|
|
|
|
Natura Cosmeticos |
47.330 |
19:48 |
-3.86 |
50.010 |
-5.36 |
48.460 |
1.550 |
3.20 |
BRL |
9.88 |
| NAI 30 - 30 out of 30 instruments rated - 4/19/21 / 2/01/21 - 24 did rise, Market-Ratio(11) = 80.00 % |
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 |
4/22/21 |
136 |
|
|
|
Tesla Motors |
100 |
0 |
USD |
641.760 |
745.210 |
|
103.450 |
16 |
5 |
0 |
|
| accum | 1/09/06 |
4/22/21 | 5582 |
days out of 5589 invested (100%) |
-100 |
5 |
-39 |
|
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 | 4/22/21 | 136 | 641.76 | 745.21 | | 103.45 | 16.12 | | | 364.28 |
| 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 |
|
|
