| | Sun, Jan 23rd, 2022, 12:04UTC |
| | |
Assessment - NAI - Der Natur-Index - 1/17/22 - RS = 11
⇐
| |
|
⇓instrument |
freshest |
Δday |
1/17/22 |
⇓ Δwk |
11/01/21 |
prc diff |
⇓ Δ11 |
Curr |
⇓∅-RS |
| |  |
 |
 |
|
|
 |
NAI 30 |
16,281.700 |
Fri |
-2.47 |
17,037.600 |
-4.44 |
18,181.200 |
-1,143.600 |
-6.29 |
EUR |
1.72 |
| | |
|
|
|
|
|
Aspen Pharmacare |
12.600 |
Fri |
7.69 |
12.600 |
|
13.500 |
-0.900 |
-6.67 |
EUR |
24.54 |
| | |
|
|
|
S |
|
Boiron |
39.000 |
Fri |
7.29 |
35.400 |
10.17 |
42.000 |
-6.600 |
-15.71 |
EUR |
-8.42 |
| | |
|
|
|
S |
|
Natura Cosmeticos |
23.230 |
Fri |
4.55 |
21.230 |
9.42 |
40.160 |
-18.930 |
-47.14 |
BRL |
-51.18 |
| | |
|
|
|
|
|
Steico |
97.000 |
Fri |
3.30 |
94.500 |
2.65 |
115.400 |
-20.900 |
-18.11 |
EUR |
1.20 |
| | |
|
|
|
|
|
Kadant |
208.750 |
Fri |
3.16 |
210.590 |
-0.87 |
221.260 |
-10.670 |
-4.82 |
USD |
12.04 |
| | |
|
|
|
S |
|
EJR |
6,762.000 |
Fri |
1.76 |
6,716.000 |
0.68 |
7,261.000 |
-545.000 |
-7.51 |
JPY |
-9.70 |
| | |
|
|
|
S |
|
Stericycle |
57.900 |
Fri |
0.75 |
59.280 |
-2.33 |
67.850 |
-8.570 |
-12.63 |
USD |
-12.36 |
| | |
|
|
|
|
|
Kurita Water |
5,000.000 |
Fri |
-0.40 |
5,340.000 |
-6.37 |
5,540.000 |
-200.000 |
-3.61 |
JPY |
4.92 |
| | |
|
|
|
|
|
United Natural Foods |
37.840 |
Fri |
-0.63 |
45.960 |
-17.67 |
44.700 |
1.260 |
2.82 |
USD |
25.93 |
| | |
|
|
|
|
|
Molina Healthcare |
278.080 |
Fri |
-1.06 |
286.100 |
-2.80 |
297.970 |
-11.870 |
-3.98 |
USD |
10.87 |
| | |
|
|
|
L |
|
Smith and Nephew |
1,258.500 |
Fri |
-1.22 |
1,257.500 |
0.08 |
1,280.000 |
-22.500 |
-1.76 |
GBP |
-10.25 |
| | |
|
|
|
|
|
Umweltbank |
19.450 |
Fri |
-1.52 |
19.750 |
-1.52 |
20.800 |
-1.050 |
-5.05 |
EUR |
7.44 |
| | |
|
|
|
|
|
Interface |
13.190 |
Fri |
-1.71 |
14.810 |
-10.94 |
14.960 |
-0.150 |
-1.00 |
USD |
5.40 |
| | |
|
|
|
|
|
Acciona |
152.500 |
Fri |
-1.80 |
155.500 |
-1.93 |
166.000 |
-10.500 |
-6.33 |
EUR |
10.55 |
| | |
|
|
|
|
|
Steelcase |
12.090 |
Fri |
-1.87 |
12.890 |
-6.21 |
12.220 |
0.670 |
5.48 |
USD |
-4.54 |
| | |
|
|
|
|
|
Potlatch |
52.050 |
Fri |
-1.92 |
57.100 |
-8.84 |
53.890 |
3.210 |
5.96 |
USD |
4.62 |
| | |
|
|
|
|
|
Kingfisher |
326.000 |
Fri |
-2.42 |
337.700 |
-3.46 |
334.500 |
3.200 |
0.96 |
GBP |
1.42 |
| | |
|
|
|
S |
|
Shimano |
26,205.000 |
Fri |
-2.44 |
27,740.000 |
-5.53 |
32,660.000 |
-4,920.000 |
-15.06 |
JPY |
-0.95 |
| | |
|
|
|
L |
|
Ormat Technologies |
73.330 |
Fri |
-2.67 |
76.570 |
-4.23 |
74.750 |
1.820 |
2.43 |
USD |
1.26 |
| | |
|
|
|
|
|
Aixtron |
19.120 |
Fri |
-3.29 |
20.290 |
-5.77 |
20.920 |
-0.630 |
-3.01 |
EUR |
5.16 |
| | |
|
|
|
|
|
Tomra Systems |
473.300 |
Fri |
-3.62 |
514.400 |
-7.99 |
562.600 |
-48.200 |
-8.57 |
NOK |
11.36 |
| | |
|
|
|
L |
|
Svenska Cellulosa B |
156.050 |
Fri |
-3.85 |
156.750 |
-0.45 |
138.650 |
18.100 |
13.05 |
SEK |
5.43 |
| | |
|
|
|
|
|
Ricoh |
1,064.000 |
Fri |
-3.97 |
1,063.000 |
0.09 |
1,133.000 |
-70.000 |
-6.18 |
JPY |
-3.50 |
| | |
|
|
|
S |
|
Gaia |
7.330 |
Fri |
-4.18 |
8.090 |
-9.39 |
10.085 |
-1.995 |
-19.78 |
USD |
-21.73 |
| |
|
⇓instrument |
freshest |
Δday |
1/17/22 |
⇓ Δwk |
11/01/21 |
prc diff |
⇓ Δ11 |
Curr |
⇓∅-RS |
| | |
|
|
|
L |
|
Sims Metal Managemt |
15.070 |
Fri |
-4.20 |
15.710 |
-4.07 |
14.630 |
1.080 |
7.38 |
AUD |
5.97 |
| | |
|
|
|
|
|
SunOpta |
6.320 |
Fri |
-4.39 |
7.420 |
-14.82 |
9.690 |
-2.270 |
-23.43 |
CAD |
-41.18 |
| | |
|
|
|
L |
|
Mayr-Melnhof |
181.200 |
Fri |
-4.43 |
191.800 |
-5.53 |
172.600 |
19.200 |
11.12 |
EUR |
9.14 |
| | |
|
|
|
|
|
Tesla Motors |
943.900 |
Fri |
-5.26 |
1,049.610 |
-10.07 |
1,208.590 |
-158.980 |
-13.15 |
USD |
38.23 |
| | |
|
|
|
S |
|
Vestas Wind Systems |
176.150 |
Fri |
-9.04 |
185.050 |
-4.81 |
278.900 |
-93.850 |
-33.65 |
DKK |
-21.57 |
| NAI 30 - 29 out of 29 instruments rated - 1/17/22 / 11/01/21 - 8 did rise, Market-Ratio(11) = 27.59 % |
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 |
7/19/21 |
224 |
|
|
|
Tesla Motors |
100 |
0 |
USD |
641.760 |
646.220 |
|
4.460 |
1 |
5 |
0 |
|
| short |
7/19/21 |
1/21/22 |
186 |
|
|
|
Ormat Technologies |
100 |
0 |
USD |
65.730 |
73.330 |
58.130 |
-7.600 |
-12 |
5 |
0 |
|
| accum | 1/09/06 |
1/21/22 | 5858 |
days out of 5865 invested (100%) |
-100 |
5 |
-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 | 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 | 7/19/21 | 224 | 641.76 | 646.22 | | 4.46 | 0.69 | | | 302.61 |
| 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 |
| Ormat Technologies | short | 7/19/21 | 1/21/22 | 186 | 65.73 | 73.33 | 58.13 | -7.60 | -11.56 | | | -11.56 |
| 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
| 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 |
| 3/14/15 | NAI 30 | | | first complete analysis |
|
|
