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
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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