Share-o-matic - Portfolio

Thu, Jun 8th, 2023, 15:57UTC

Assessment - Austrian Traded Index in Dollar - 6/05/23 - RS = 31

		⇓instrument	freshest		⇓ Δday	6/05/23	⇓ Δwk	10/31/22	prc diff	⇓ Δ31	∅-RS
		ATX	3,392.981	13:05	0.90	3,365.134	0.83	2,904.341	460.792	15.87	4.03
		Do&Co	133.291	14:17	1.63	123.862	7.61	78.718	45.144	57.35	33.91
		voestalpine	35.058	14:21	1.80	32.894	6.58	21.737	11.158	51.33	26.41
	L	Immofinanz	17.594	13:53	-0.85	17.358	1.36	11.808	5.550	47.00	24.67
		Uniqa	8.593	14:20	-0.50	8.657	-0.74	6.487	2.170	33.45	16.16
		Wienerberger	29.894	14:21	1.23	29.358	1.82	22.884	6.475	28.29	16.07
		Erste Group Bank	33.976	14:21	0.22	33.516	1.37	24.684	8.832	35.78	14.81
		Österreichische Post	35.251	14:21	0.92	35.305	-0.15	28.530	6.774	23.74	10.96
		EVN	22.126	13:45	0.73	22.287	-0.72	16.653	5.633	33.83	9.20
		Andritz	57.324	14:19	1.33	55.877	2.59	46.539	9.338	20.07	6.79
		Raiffeisen Bank Int	14.776	14:21	-0.65	15.022	-1.64	13.914	1.108	7.96	6.59
		Vienna Insurance	25.608	13:39	0.63	25.822	-0.83	22.399	3.423	15.28	5.70
	L	Strabag	42.591	13:53	1.40	42.269	0.76	38.420	3.850	10.02	3.53
		OMV	42.548	14:21	1.53	47.134	-9.73	46.123	1.011	2.19	3.29
	S	Schoeller-Bleckmann	57.216	14:20	1.14	58.074	-1.48	55.083	2.991	5.43	-3.39
		CA Immobilien	27.965	14:16	-1.51	28.340	-1.32	31.596	-3.256	-10.30	-5.94
	S	Bawag	47.145	14:21	1.06	46.052	2.37	48.378	-2.326	-4.81	-5.93
	S	Mayr-Melnhof	147.863	13:37	-0.58	146.791	0.73	142.405	4.386	3.08	-6.60
	S	Lenzing	62.252	14:16	-0.51	62.360	-0.17	47.864	14.496	30.29	-8.87
		AT&S	31.115	14:22	-0.89	30.923	0.62	30.904	0.019	0.06	-14.76
	S	Verbund	75.003	14:16	1.08	74.521	0.65	78.372	-3.851	-4.91	-16.06
ATX - 20 out of 20 instruments rated - 6/05/23 / 10/31/22 - 17 did rise, Market-Ratio(31) in USD = 85.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	ATX RS = 31 - B/S = 58/42

1/07/19	scale up chart	6/05/23

Transactions Austrian Traded Index in Dollar * A31 - 58/42 (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		8/06/07	581		- cash -
short	8/06/07	10/08/07	63		Conwert Immobilien	100	583	17.149	18.686	15.611	-1.538	-9	9,103	-42
long	10/08/07	10/22/07	14		Schoeller-Bleckmann	100	98	92.160	107.273		15.112	16	10,584	5,139
short	10/22/07	6/01/09	588		Immofinanz	100	117	90.381	15.875	514.556	424.175	469	60,213	194
long	6/01/09	5/24/10	357		Immofinanz	100	3,792	15.875	23.217		7.342	46	88,054	47
short	5/24/10	7/26/10	63		Verbund	100	2,871	30.660	34.985	26.336	-4.324	-14	75,639	-59
long	7/26/10	7/18/11	357		Lenzing	100	1,298	58.272	120.335		62.063	107	156,196	110
short	7/18/11	3/26/12	252		Flughafen Wien	100	13,292	11.750	9.355	14.758	3.008	26	196,179	39
long	3/26/12	4/09/12	14		Österreichische Post	100	5,866	33.440	33.788		0.347	1	198,217	31
short	4/09/12	4/16/12	7		Zumtobel	100	15,438	12.839	13.012	12.667	-0.172	-1	195,556	-51
long	4/16/12	5/21/12	35		Österreichische Post	100	5,595	34.948	34.484		-0.464	-1	192,961	-13
short	5/21/12	6/25/12	35		Zumtobel	100	15,325	12.591	10.117	15.669	3.078	24	240,132	878
long	6/25/12	7/29/13	399		Österreichische Post	100	7,379	32.539	41.917		9.379	29	309,339	26
short	7/29/13	10/21/13	84		Raiffeisen Bank Int	100	10,101	30.622	34.681	26.563	-4.059	-13	268,338	-46
long	10/21/13	8/11/14	294		Wienerberger	100	15,012	17.874	15.425		-2.449	-14	231,571	-17
short	8/11/14	2/16/15	189		Raiffeisen Bank Int	100	9,149	25.309	15.656	40.914	15.605	62	374,343	153
long	2/16/15	9/07/15	203		Zumtobel	100	15,636	23.941	26.559		2.618	11	415,283	21
short	9/07/15	3/28/16	203		Vienna Insurance	100	13,647	30.430	20.890	44.326	13.897	46	604,930	97
long	3/28/16	5/16/16	49		Flughafen Wien	100	22,193	27.257	28.425		1.168	4	630,847	37
short	5/16/16	8/15/16	91		Zumtobel	100	47,635	13.243	15.372	11.114	-2.129	-16	529,426	-50
long	8/15/16	6/18/18	672		Lenzing	100	4,877	108.535	109.782		1.247	1	535,507	1
short	6/18/18	8/06/18	49		Lenzing	100	4,877	109.782	125.259	94.304	-15.478	-14	460,021	-68
long	8/06/18	8/13/18	7		Verbund	100	11,722	39.242	37.620		-1.622	-4	441,007	-89
short	8/13/18	7/15/19	336		Raiffeisen Bank Int	100	15,129	29.150	24.620	34.513	5.363	18	522,146	20
long	7/15/19	9/30/19	77		Verbund	100	9,570	54.556	54.738		0.182	0	523,888	2
short	9/30/19	10/28/19	28		Schoeller-Bleckmann	100	8,815	59.426	58.249	60.627	1.201	2	534,472	30
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	10/28/19	3/02/20	126		S Immo	100	21,505	24.853	28.752		3.899	16	618,313	53
short	3/02/20	10/19/20	231		Schoeller-Bleckmann	100	15,068	41.034	26.458	63.639	22.605	55	958,923	100
long	10/19/20	2/28/22	497		Verbund	100	15,527	61.756	121.049		59.293	96	1,879,558	64
short	2/28/22	12/12/22	287		Raiffeisen Bank Int	100	114,311	16.442	15.416	17.537	1.095	7	2,004,680	9
long	12/12/22	12/19/22	7		Andritz	100	35,230	56.902	57.285		0.383	1	2,018,190	42
short	12/19/22	1/16/23	28		S Immo	100	153,138	13.179	13.544	12.814	-0.365	-3	1,962,288	-31
long	1/16/23	6/08/23	143		Raiffeisen Bank Int	100	107,972	18.174	14.776		-3.398	-19	1,595,363	-41
accum	8/06/07	6/08/23	5785	days out of 6366 invested (91%)							15,854		1,595,363	38

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Immofinanz	short	10/22/07	6/01/09	588	90.38	15.88	514.56	424.18	469.32
	long	6/01/09	5/24/10	357	15.88	23.22		7.34	46.25	732.62
Schoeller-Bleckmann	long	10/08/07	10/22/07	14	92.16	107.27		15.11	16.40
	short	9/30/19	10/28/19	28	59.43	58.25	60.63	1.20	2.02
	short	3/02/20	10/19/20	231	41.03	26.46	63.64	22.60	55.09	84.17
Lenzing	long	7/26/10	7/18/11	357	58.27	120.33		62.06	106.51
	long	8/15/16	6/18/18	672	108.53	109.78		1.25	1.15
	short	6/18/18	8/06/18	49	109.78	125.26	94.30	-15.48	-14.10	79.43
Verbund	short	5/24/10	7/26/10	63	30.66	34.98	26.34	-4.32	-14.10
	long	8/06/18	8/13/18	7	39.24	37.62		-1.62	-4.13
	long	7/15/19	9/30/19	77	54.56	54.74		0.18	0.33
	long	10/19/20	2/28/22	497	61.76	121.05		59.29	96.01	61.94
Vienna Insurance	short	9/07/15	3/28/16	203	30.43	20.89	44.33	13.90	45.67	45.67
Raiffeisen Bank Int	short	7/29/13	10/21/13	84	30.62	34.68	26.56	-4.06	-13.26
	short	8/11/14	2/16/15	189	25.31	15.66	40.91	15.61	61.66
	short	8/13/18	7/15/19	336	29.15	24.62	34.51	5.36	18.40
	short	2/28/22	12/12/22	287	16.44	15.42	17.54	1.09	6.66
	long	1/16/23	6/08/23	143	18.17	14.78		-3.40	-18.70	43.97
Flughafen Wien	short	7/18/11	3/26/12	252	11.75	9.36	14.76	3.01	25.60
	long	3/28/16	5/16/16	49	27.26	28.42		1.17	4.28	30.98
Österreichische Post	long	3/26/12	4/09/12	14	33.44	33.79		0.35	1.04
	long	4/16/12	5/21/12	35	34.95	34.48		-0.46	-1.33
	long	6/25/12	7/29/13	399	32.54	41.92		9.38	28.82	28.43
Zumtobel	short	4/09/12	4/16/12	7	12.84	13.01	12.67	-0.17	-1.34
	short	5/21/12	6/25/12	35	12.59	10.12	15.67	3.08	24.45
	long	2/16/15	9/07/15	203	23.94	26.56		2.62	10.94
	short	5/16/16	8/15/16	91	13.24	15.37	11.11	-2.13	-16.08	14.31
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
S Immo	long	10/28/19	3/02/20	126	24.85	28.75		3.90	15.69
	short	12/19/22	1/16/23	28	13.18	13.54	12.81	-0.37	-2.77	12.48
Andritz	long	12/12/22	12/19/22	7	56.90	57.29		0.38	0.67	0.67
Conwert Immobilien	short	8/06/07	10/08/07	63	17.15	18.69	15.61	-1.54	-8.97	-8.97
Wienerberger	long	10/21/13	8/11/14	294	17.87	15.43		-2.45	-13.70	-13.70

Annotations

9/24/18	ATX	Do&Co replaces Porr
6/25/18	Immofinanz	reverse stock split 10:1 (one for ten)
5/22/18	ATX	component exchange: AT&S and FACC for Agrana and Zumtobel
3/25/17	ATX	Machine Learning processed for all techniques. The exchanging short technique S23 - 25 ex 2 (2) looks someway bumpy, but it scores a fine yield in the long run. So we kept it inside - just to see what happens.
3/20/17	ATX	Flughafen Wien replaces Do&Co
9/19/16	ATX	Do&Co replaces AT&S
3/21/16	ATX	AT&S replaces Flughafen Wien
9/09/15	ATX	complete analysis (scheduled)


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