| | |
| | |
Assessment - NAI - Der Natur-Index - 3/27/23 - RS = 11
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/27/23 |
⇓ Δwk |
1/09/23 |
prc diff |
⇓ Δ11 |
Curr |
∅-RS |
| |  |
 |
 |
|
|
 |
NAI 30 |
15,106.700 |
Fri |
1.66 |
14,723.000 |
2.61 |
14,538.000 |
185.000 |
1.27 |
EUR |
-4.97 |
| | |
|
|
|
L |
|
NVidia |
277.770 |
Fri |
1.44 |
265.310 |
4.70 |
156.280 |
109.030 |
69.77 |
USD |
57.32 |
| | |
|
|
|
|
|
Aixtron |
31.230 |
Fri |
-1.58 |
29.820 |
4.73 |
28.990 |
0.830 |
2.86 |
EUR |
16.79 |
| | |
|
|
|
|
|
Kurita Water |
6,040.000 |
Fri |
0.17 |
5,920.000 |
2.03 |
5,370.000 |
550.000 |
10.24 |
JPY |
11.50 |
| | |
|
|
|
|
|
Vestas Wind Systems |
199.000 |
Fri |
0.34 |
189.540 |
4.99 |
202.850 |
-13.310 |
-6.56 |
DKK |
6.69 |
| | |
|
|
|
L |
|
Aspen Pharmacare |
9.350 |
Fri |
1.63 |
8.950 |
4.47 |
7.500 |
1.450 |
19.33 |
EUR |
6.11 |
| | |
|
|
|
|
|
Kadant |
208.520 |
Fri |
2.26 |
198.320 |
5.14 |
183.510 |
14.810 |
8.07 |
USD |
5.91 |
| | |
|
|
|
|
|
Kingfisher |
261.200 |
Fri |
0.73 |
255.200 |
2.35 |
254.400 |
0.800 |
0.31 |
GBP |
2.58 |
| | |
|
|
|
|
|
EJR |
7,335.000 |
Fri |
-0.14 |
7,354.000 |
-0.26 |
7,310.000 |
44.000 |
0.60 |
JPY |
2.57 |
| | |
|
|
|
|
|
Smith and Nephew |
1,122.000 |
Fri |
1.77 |
1,140.000 |
-1.58 |
1,168.500 |
-28.500 |
-2.44 |
GBP |
0.76 |
| | |
|
|
|
L |
|
Potlatch |
49.500 |
Fri |
2.97 |
47.550 |
4.10 |
44.360 |
3.190 |
7.19 |
USD |
0.72 |
| | |
|
|
|
L |
|
Sims Metal Managemt |
15.510 |
Fri |
2.38 |
14.830 |
4.59 |
14.100 |
0.730 |
5.18 |
AUD |
-1.54 |
| | |
|
|
|
L |
|
Steelcase |
8.420 |
Fri |
|
8.740 |
-3.66 |
7.480 |
1.260 |
16.84 |
USD |
-2.35 |
| | |
|
|
|
|
|
Ormat Technologies |
84.770 |
Fri |
0.09 |
83.530 |
1.48 |
84.400 |
-0.870 |
-1.03 |
USD |
-2.62 |
| | |
|
|
|
S |
|
Pearson |
844.400 |
Fri |
3.51 |
825.600 |
2.28 |
906.600 |
-81.000 |
-8.93 |
GBP |
-3.44 |
| | |
|
|
|
S |
|
Mayr-Melnhof |
153.000 |
Fri |
0.79 |
148.000 |
3.38 |
159.400 |
-11.400 |
-7.15 |
EUR |
-3.56 |
| | |
|
|
|
|
|
Shimano |
22,840.000 |
Fri |
0.99 |
22,005.000 |
3.79 |
20,725.000 |
1,280.000 |
6.18 |
JPY |
-4.46 |
| | |
|
|
|
S |
|
Acciona |
184.700 |
Fri |
1.48 |
175.700 |
5.12 |
177.500 |
-1.800 |
-1.01 |
EUR |
-4.52 |
| | |
|
|
|
S |
|
Ricoh |
991.000 |
Fri |
1.23 |
982.000 |
0.92 |
979.000 |
3.000 |
0.31 |
JPY |
-5.95 |
| | |
|
|
|
L |
|
Natura Cosmeticos |
13.200 |
Fri |
-3.23 |
13.590 |
-2.87 |
12.150 |
1.440 |
11.85 |
BRL |
-6.73 |
| | |
|
|
|
|
|
Tomra Systems |
176.000 |
Fri |
1.45 |
169.100 |
4.08 |
181.480 |
-12.380 |
-6.82 |
NOK |
-9.82 |
| | |
|
|
|
L |
|
Tesla Motors |
207.460 |
Fri |
6.24 |
191.810 |
8.16 |
119.770 |
72.040 |
60.15 |
USD |
-9.97 |
| | |
|
|
|
L |
|
Steico |
54.100 |
Fri |
1.88 |
53.300 |
1.50 |
48.850 |
4.450 |
9.11 |
EUR |
-10.49 |
| | |
|
|
|
|
|
Svenska Cellulosa B |
136.450 |
Fri |
-0.15 |
135.600 |
0.63 |
145.250 |
-9.650 |
-6.64 |
SEK |
-11.20 |
| | |
|
|
|
S |
|
Molina Healthcare |
267.490 |
Fri |
0.55 |
269.640 |
-0.80 |
296.400 |
-26.760 |
-9.03 |
USD |
-13.72 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/27/23 |
⇓ Δwk |
1/09/23 |
prc diff |
⇓ Δ11 |
Curr |
∅-RS |
| | |
|
|
|
S |
|
Umweltbank |
11.150 |
Fri |
|
11.750 |
-5.11 |
14.200 |
-2.450 |
-17.25 |
EUR |
-16.28 |
| | |
|
|
|
S |
|
BioNTech |
124.570 |
Fri |
1.63 |
123.600 |
0.78 |
148.760 |
-25.160 |
-16.91 |
USD |
-17.01 |
| | |
|
|
|
|
|
Li-Cycle |
5.630 |
Fri |
2.74 |
4.890 |
15.13 |
5.220 |
-0.330 |
-6.32 |
USD |
-21.79 |
| | |
|
|
|
S |
|
Scatec |
69.480 |
Fri |
5.53 |
63.420 |
9.56 |
84.100 |
-20.680 |
-24.59 |
NOK |
-28.71 |
| | |
|
|
|
S |
|
Interface |
8.120 |
Fri |
2.92 |
8.020 |
1.25 |
10.400 |
-2.380 |
-22.88 |
USD |
-28.99 |
| | |
|
|
|
|
|
United Natural Foods |
26.350 |
Fri |
3.90 |
24.820 |
6.16 |
39.570 |
-14.750 |
-37.28 |
USD |
-38.85 |
| NAI 30 - 30 out of 30 instruments rated - 3/27/23 / 1/09/23 - 15 did rise, Market-Ratio(11) = 50.00 % |
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 Dr Pepper |
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 |
335,386 |
USD |
27.647 |
49.575 |
|
21.928 |
79 |
16,626,662 |
2,847 |
|
| short |
3/02/20 |
6/01/20 |
91 |
|
|
|
United Natural Foods |
100 |
2,785,035 |
USD |
5.970 |
21.210 |
0.000 |
-5.970 |
-100 |
3 |
-100 |
|
| long |
6/01/20 |
11/02/20 |
154 |
|
|
|
Tesla Motors |
100 |
0 |
USD |
59.873 |
133.503 |
|
73.630 |
123 |
3 |
0 |
|
| short |
11/02/20 |
12/07/20 |
35 |
|
|
|
Interface |
100 |
0 |
USD |
6.300 |
9.130 |
3.470 |
-2.830 |
-45 |
3 |
0 |
|
| long |
12/07/20 |
7/19/21 |
224 |
|
|
|
Tesla Motors |
100 |
0 |
USD |
213.920 |
215.407 |
|
1.487 |
1 |
3 |
0 |
|
| short |
7/19/21 |
3/31/23 |
620 |
|
|
|
Ormat Technologies |
100 |
0 |
USD |
65.730 |
84.770 |
46.690 |
-19.040 |
-29 |
3 |
0 |
|
| accum | 1/09/06 |
3/31/23 | 6292 |
days out of 6299 invested (100%) |
-100 |
3 |
-38 |
|
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 | 27.65 | 49.57 | | 21.93 | 79.32 | | | |
| | long | 6/01/20 | 11/02/20 | 154 | 59.87 | 133.50 | | 73.63 | 122.98 | | | |
| | long | 12/07/20 | 7/19/21 | 224 | 213.92 | 215.41 | | 1.49 | 0.70 | | | 302.61 |
| Aixtron | short | 6/01/15 | 4/25/16 | 329 | 6.90 | 4.11 | 11.59 | 4.69 | 67.97 | | | 67.97 |
| Keurig Dr Pepper | 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 |
| Ormat Technologies | short | 7/19/21 | 3/31/23 | 620 | 65.73 | 84.77 | 46.69 | -19.04 | -28.97 | | | -28.97 |
| 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
| 8/25/22 | Tesla Motors | | | stock split 1:3 (three for one) |
| 5/27/22 | Tomra Systems | | | stock split 1:2 (two for one) |
| 7/20/21 | NVidia | | | stock split 1:4 (four for one) |
| 9/18/17 | Umweltbank | | | stock split 1:5 (five for one) |
| 2/09/16 | NAI 30 | | | Smith & Nephew and Tesla Motors replace Keurig Green Mountain and SolarWorld |
| 8/17/15 | NAI 30 | | | complete analysis |
| 7/01/15 | Scatec Solar | | | monitoring started |
| 3/14/15 | NAI 30 | | | first complete analysis |
|
|
