Wed, 18th Sep 2024, 5:33UTC
Assessment - Austrian Traded Index in Swiss Franc - 1/07/24 - RS = 31
⇐
⇓ instrument
freshest
⇓ Δday
1/07/24
Δwk
27/11/23
prc diff
⇓ Δ31
⇓ ∅-RS
ATX
3,458.478
12/08
0.19
3,536.328
-2.20
3,129.388
406.940
13.00
10.66
Immofinanz
28.641
12/08
-0.51
25.588
11.93
17.983
7.605
42.29
32.84
Bawag
62.420
12/08
-1.38
59.124
5.57
45.930
13.194
28.73
27.27
CA Immobilien
30.958
12/08
0.13
30.279
2.24
28.670
1.609
5.61
4.56
Erste Group Bank
44.682
12/08
0.37
43.703
2.24
34.443
9.260
26.89
23.32
Raiffeisen Bank Int
16.099
12/08
1.59
15.838
1.65
14.697
1.141
7.76
3.71
L
Verbund
74.487
12/08
1.52
73.421
1.45
80.422
-7.001
-8.71
1.79
L
EVN
28.351
12/08
28.787
-1.52
26.068
2.718
10.43
20.58
Österreichische Post
28.641
12/08
0.34
29.174
-1.83
30.839
-1.664
-5.40
-3.39
Vienna Insurance
28.884
12/08
1.36
29.659
-2.61
25.105
4.554
18.14
16.90
Uniqa
7.444
12/08
0.26
7.754
-4.00
7.392
0.362
4.90
4.85
OMV
37.781
12/08
1.56
39.507
-4.37
38.307
1.199
3.13
-1.43
L
Telekom Austria
8.248
12/08
2.04
8.714
-5.34
6.862
1.852
26.99
22.43
Andritz
52.970
12/08
-0.55
56.313
-5.94
47.607
8.706
18.29
13.40
L
Mayr-Melnhof
100.414
12/08
1.17
107.393
-6.50
110.056
-2.663
-2.42
-7.28
L
Lenzing
29.417
12/08
0.83
32.179
-8.58
33.248
-1.069
-3.21
-4.68
Wienerberger
27.333
12/08
-2.76
30.163
-9.38
24.999
5.164
20.66
9.73
Schoeller-Bleckmann
33.003
12/08
-0.87
36.589
-9.80
40.090
-3.501
-8.73
-17.52
voestalpine
21.401
12/08
-0.18
24.503
-12.66
25.056
-0.554
-2.21
-3.97
Do&Co
140.154
12/08
-2.56
161.477
-13.21
121.813
39.664
32.56
33.14
AT&S
15.178
12/08
2.02
20.916
-27.43
22.647
-1.731
-7.64
-9.42
ATX - 20 out of 20 instruments rated - 1/07/24 / 27/11/23 - 13 did rise, Market-Ratio(31) in CHF = 65.00 %
Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions Austrian Traded Index in Swiss Franc * 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
2/01/06
6/08/07
581
- cash -
short
6/08/07
8/10/07
63
Conwert Immobilien
100
489
20.419
22.021
18.818
-1.601
-8
9,217
-38
long
8/10/07
22/10/07
14
Schoeller-Bleckmann
100
84
108.604
125.070
16.466
15
10,600
3,866
short
22/10/07
1/06/09
588
Immofinanz
100
100
105.376
16.938
655.580
550.204
522
65,621
211
long
1/06/09
24/05/10
357
Immofinanz
100
3,874
16.938
26.667
9.730
57
103,313
59
short
24/05/10
26/07/10
63
Verbund
100
2,933
35.216
36.898
33.535
-1.682
-5
98,381
-25
long
26/07/10
18/07/11
357
Lenzing
100
1,600
61.459
97.997
36.537
59
156,841
61
short
18/07/11
26/03/12
252
Flughafen Wien
100
16,390
9.569
8.496
10.778
1.209
13
176,650
19
long
26/03/12
9/04/12
14
Österreichische Post
100
5,816
30.369
30.983
0.615
2
180,226
69
short
9/04/12
16/04/12
7
Zumtobel
100
15,307
11.774
11.966
11.581
-0.192
-2
177,283
-58
long
16/04/12
21/05/12
35
Österreichische Post
100
5,516
32.139
32.430
0.290
1
178,884
10
short
21/05/12
25/06/12
35
Zumtobel
100
15,107
11.840
9.667
14.502
2.662
22
219,095
729
long
25/06/12
29/07/13
399
Österreichische Post
100
7,046
31.091
39.026
7.935
26
275,003
23
short
29/07/13
21/10/13
84
Raiffeisen Bank Int
100
9,645
28.510
31.279
25.741
-2.769
-10
248,292
-36
long
21/10/13
11/08/14
294
Wienerberger
100
15,401
16.121
13.984
-2.136
-13
215,389
-16
short
11/08/14
16/02/15
189
Raiffeisen Bank Int
100
9,387
22.945
14.587
36.094
13.148
57
338,811
140
long
16/02/15
7/09/15
203
Zumtobel
100
15,189
22.306
25.905
3.599
16
393,482
31
short
7/09/15
28/03/16
203
Vienna Insurance
100
13,257
29.681
20.341
43.308
13.627
46
574,142
97
long
28/03/16
16/05/16
49
Flughafen Wien
100
21,632
26.541
27.795
1.253
5
601,253
41
short
16/05/16
15/08/16
91
Zumtobel
100
46,430
12.950
14.953
10.946
-2.004
-15
508,223
-49
long
15/08/16
18/06/18
672
Lenzing
100
4,813
105.576
109.222
3.646
3
525,772
2
short
18/06/18
6/08/18
49
Lenzing
100
4,813
109.222
124.819
93.625
-15.597
-14
450,703
-68
long
6/08/18
13/08/18
7
Verbund
100
11,525
39.104
37.369
-1.735
-4
430,703
-91
short
13/08/18
15/07/19
336
Raiffeisen Bank Int
100
14,874
28.955
24.237
34.591
5.636
19
514,532
21
long
15/07/19
30/09/19
77
Verbund
100
9,580
53.708
54.625
0.917
2
523,319
8
short
30/09/19
28/10/19
28
Schoeller-Bleckmann
100
8,824
59.304
57.978
60.660
1.356
2
535,286
34
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield long
28/10/19
2/03/20
126
S Immo
100
21,638
24.737
27.509
2.772
11
595,262
36
short
2/03/20
19/10/20
231
Schoeller-Bleckmann
100
15,161
39.261
24.056
64.076
24.815
63
971,480
117
long
19/10/20
28/02/22
497
Verbund
100
17,301
56.149
111.162
55.014
98
1,923,269
65
short
28/02/22
12/12/22
287
Raiffeisen Bank Int
100
127,372
15.100
14.423
15.808
0.709
5
2,013,520
6
long
12/12/22
19/12/22
7
Andritz
100
37,823
53.235
53.235
0.001
0
2,013,543
0
short
19/12/22
16/01/23
28
S Immo
100
164,409
12.247
12.537
11.957
-0.290
-2
1,965,896
-27
long
16/01/23
26/06/23
161
Raiffeisen Bank Int
100
116,859
16.823
13.485
-3.337
-20
1,575,912
-39
short
26/06/23
1/01/24
189
Lenzing
100
33,516
47.018
32.970
67.052
20.034
43
2,247,356
98
long
1/01/24
12/08/24
224
Immofinanz
100
115,115
19.523
28.641
9.119
47
3,297,058
87
accum 6/08/07
12/08/24 6253
days out of 6834 invested (91%)
32,871
3,297,058
40
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Immofinanz short 22/10/07 1/06/09 588 105.38 16.94 655.58 550.20 522.14
long 1/06/09 24/05/10 357 16.94 26.67 9.73 57.44
long 1/01/24 12/08/24 224 19.52 28.64 9.12 46.71 1,337.03
Lenzing long 26/07/10 18/07/11 357 61.46 98.00 36.54 59.45
long 15/08/16 18/06/18 672 105.58 109.22 3.65 3.45
short 18/06/18 6/08/18 49 109.22 124.82 93.63 -15.60 -14.28
short 26/06/23 1/01/24 189 47.02 32.97 67.05 20.03 42.61 101.65
Schoeller-Bleckmann long 8/10/07 22/10/07 14 108.60 125.07 16.47 15.16
short 30/09/19 28/10/19 28 59.30 57.98 60.66 1.36 2.29
short 2/03/20 19/10/20 231 39.26 24.06 64.08 24.81 63.21 92.25
Verbund short 24/05/10 26/07/10 63 35.22 36.90 33.53 -1.68 -4.77
long 6/08/18 13/08/18 7 39.10 37.37 -1.74 -4.44
long 15/07/19 30/09/19 77 53.71 54.63 0.92 1.71
long 19/10/20 28/02/22 497 56.15 111.16 55.01 97.98 83.24
Vienna Insurance short 7/09/15 28/03/16 203 29.68 20.34 43.31 13.63 45.91 45.91
Raiffeisen Bank Int short 29/07/13 21/10/13 84 28.51 31.28 25.74 -2.77 -9.71
short 11/08/14 16/02/15 189 22.95 14.59 36.09 13.15 57.30
short 13/08/18 15/07/19 336 28.95 24.24 34.59 5.64 19.46
short 28/02/22 12/12/22 287 15.10 14.42 15.81 0.71 4.69
long 16/01/23 26/06/23 161 16.82 13.49 -3.34 -19.84 42.39
Österreichische Post long 26/03/12 9/04/12 14 30.37 30.98 0.61 2.02
long 16/04/12 21/05/12 35 32.14 32.43 0.29 0.90
long 25/06/12 29/07/13 399 31.09 39.03 7.93 25.52 29.22
Zumtobel short 9/04/12 16/04/12 7 11.77 11.97 11.58 -0.19 -1.63
short 21/05/12 25/06/12 35 11.84 9.67 14.50 2.66 22.48
long 16/02/15 7/09/15 203 22.31 25.91 3.60 16.14
short 16/05/16 15/08/16 91 12.95 14.95 10.95 -2.00 -15.47 18.27
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Flughafen Wien short 18/07/11 26/03/12 252 9.57 8.50 10.78 1.21 12.63
long 28/03/16 16/05/16 49 26.54 27.79 1.25 4.72 17.95
S Immo long 28/10/19 2/03/20 126 24.74 27.51 2.77 11.20
short 19/12/22 16/01/23 28 12.25 12.54 11.96 -0.29 -2.37 8.57
Andritz long 12/12/22 19/12/22 7 53.23 53.24 0.00 0.00 0.00
Conwert Immobilien short 6/08/07 8/10/07 63 20.42 22.02 18.82 -1.60 -7.84 -7.84
Wienerberger long 21/10/13 11/08/14 294 16.12 13.98 -2.14 -13.25 -13.25
Annotations
19/02/24 ATX : Component update: Telekom Austria replaces Strabag
24/09/18 ATX Do&Co replaces Porr
25/06/18 Immofinanz reverse stock split 10:1 (one for ten)
22/05/18 ATX component exchange: AT&S and FACC for Agrana and Zumtobel
25/03/17 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.
20/03/17 ATX Flughafen Wien replaces Do&Co
19/09/16 ATX Do&Co replaces AT&S
21/03/16 ATX AT&S replaces Flughafen Wien
9/09/15 ATX complete analysis (scheduled)
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