Share-o-matic - Portfolio

Mon, Jun 14th, 2021, 12:30UTC

Assessment - Deutscher Aktienindex - 6/07/21 - RS = 19

		⇓instrument	freshest		⇓ Δday	6/07/21	⇓ Δwk	1/25/21	prc diff	⇓ Δ19	∅-RS
		DAX	15,697.800	11:55	0.03	15,677.200	0.13	13,644.000	2,033.200	14.90	15.98
		Daimler	79.180	11:54	-0.69	80.140	-1.20	57.440	22.700	39.52	52.79
	L	Volkswagen	231.300	11:54	-0.86	240.000	-3.63	158.640	81.360	51.29	51.90
	L	Deutsche Post	56.830	11:54	-0.51	57.170	-0.59	42.220	14.950	35.41	41.99
	L	BMW	94.450	11:54	-0.31	95.890	-1.50	70.210	25.680	36.58	39.85
	L	Deutsche Bank	11.644	11:54	-0.43	12.372	-5.88	8.608	3.764	43.73	37.35
		HeidelbergCement	74.920	11:55	-0.08	75.820	-1.19	61.500	14.320	23.28	27.58
		Continental	129.720	11:53	-0.58	131.240	-1.16	114.250	16.990	14.87	26.15
		Covestro	53.560	11:53	-2.19	57.980	-7.62	55.360	2.620	4.73	25.13
	L	Deutsche Wohnen	51.820	11:51	0.23	51.300	1.01	41.950	9.350	22.29	21.42
		Infineon	34.285	12:05	0.93	33.380	2.71	33.895	-0.515	-1.52	20.60
		Linde	240.350	11:54	0.19	247.350	-2.83	203.200	44.150	21.73	16.41
		MTU Aero Engines	210.000	11:54	-0.10	207.600	1.16	194.750	12.850	6.60	16.22
		BASF	67.220	11:54	-0.43	68.510	-1.88	64.530	3.980	6.17	15.72
	L	Fresenius	45.300	11:54	0.10	44.825	1.06	37.570	7.255	19.31	14.94
	L	Deutsche Telekom	17.844	12:05	0.28	17.442	2.30	14.920	2.522	16.90	14.87
		Allianz	216.800	11:54	-0.28	218.300	-0.69	190.480	27.820	14.61	13.90
		Merck (EMD)	154.300	11:54	-0.55	146.400	5.40	143.050	3.350	2.34	13.85
		Siemens	135.900	11:54	-0.60	136.000	-0.07	128.360	7.640	5.95	13.55
		Adidas	292.800	11:54	-0.71	297.000	-1.41	269.000	28.000	10.41	9.48
		Henkel	92.260	11:54		94.320	-2.18	89.080	5.240	5.88	6.04
	L	E.on	10.144	11:54	0.65	10.062	0.81	8.780	1.282	14.60	5.88
		Delivery Hero	113.200	11:53	1.94	110.850	2.12	137.750	-26.900	-19.53	5.40
	L	SAP	119.280	12:05	0.79	114.800	3.90	105.520	9.280	8.79	0.38
		Münchener Rück	233.550	11:53	0.19	237.700	-1.75	223.300	14.400	6.45	0.31
		⇓instrument	freshest		⇓ Δday	6/07/21	⇓ Δwk	1/25/21	prc diff	⇓ Δ19	∅-RS
		Bayer	53.340	11:54	-0.24	52.950	0.74	51.490	1.460	2.84	-0.35
	L	Fresenius MedCare	68.980	11:54	0.55	67.640	1.98	68.980	-1.340	-1.94	-0.99
	S	Vonovia	53.800	11:54	0.34	52.940	1.62	55.860	-2.920	-5.23	-5.42
	S	RWE	31.190	11:54	1.17	30.890	0.97	36.790	-5.900	-16.04	-6.41
	S	Deutsche Börse	137.250	11:53	1.78	134.550	2.01	133.000	1.550	1.17	-6.50
		Siemens Energy	25.320	11:54	3.81	25.390	-0.28	32.840	-7.450	-22.69	-na-
DAX - 30 out of 30 instruments rated - 6/07/21 / 1/25/21 - 24 did rise, Market-Ratio(19) = 80.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	DAX RS = 19 - B/S = 33/27

1/02/17	scale up chart	6/07/21

Transactions Deutscher Aktienindex * A19 - 33/27 (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		6/12/06	161		- cash -
short	6/12/06	8/21/06	70		Deutsche Telekom	100	777	12.870	11.440	14.479	1.609	13	11,250	85
long	8/21/06	11/19/07	455		thyssenkrupp	100	426	26.400	37.530		11.130	42	15,991	33
short	11/19/07	12/03/07	14		Pro7-Sat1	100	952	16.790	17.700	15.880	-0.910	-5	15,125	-77
long	12/03/07	1/28/08	56		Deutsche Börse	100	121	124.560	119.580		-4.980	-4	14,523	-23
short	1/28/08	6/02/08	126		Pro7-Sat1	100	1,110	13.080	9.060	18.884	5.804	44	20,965	190
long	6/02/08	6/30/08	28		Linde	100	217	96.460	89.300		-7.160	-7	19,411	-63
short	6/30/08	7/21/08	21		Pro7-Sat1	100	3,047	6.370	6.010	6.752	0.382	6	20,574	175
long	7/21/08	8/18/08	28		SAP	100	584	35.190	38.420		3.230	9	22,460	214
short	8/18/08	4/06/09	231		Pro7-Sat1	100	3,322	6.760	1.590	28.741	21.981	325	95,480	884
long	4/06/09	8/08/11	854		BMW	100	3,816	25.015	55.140		30.125	120	210,437	40
short	8/08/11	12/19/11	133		Commerzbank	100	13,705	15.354	9.482	24.862	9.508	62	340,749	275
long	12/19/11	6/04/12	168		Merck (EMD)	100	9,285	36.695	36.500		-0.195	-1	338,939	-1
short	6/04/12	7/16/12	42		thyssenkrupp	100	26,751	12.670	14.565	10.775	-1.895	-15	288,245	-76
long	7/16/12	8/11/14	756		Continental	100	4,034	71.440	159.700		88.260	124	644,286	47
short	8/11/14	8/18/14	7		Adidas	100	11,214	57.450	60.070	54.830	-2.620	-5	614,906	-91
long	8/18/14	10/06/14	49		Vonovia	100	26,934	22.830	22.420		-0.410	-2	603,863	-13
short	10/06/14	11/17/14	42		Deutsche Lufthansa	100	49,988	12.080	13.145	11.015	-1.065	-9	550,625	-55
long	11/17/14	7/06/15	231		Merck (EMD)	100	7,181	76.670	90.640		13.970	18	650,944	30
short	7/06/15	7/13/15	7		RWE	100	33,832	19.240	20.205	18.275	-0.965	-5	618,296	-93
long	7/13/15	7/27/15	14		Fresenius	100	10,092	61.260	61.200		-0.060	0	617,691	-3
short	7/27/15	10/19/15	84		RWE	100	33,298	18.550	12.230	28.136	9.586	52	936,882	511
long	10/19/15	12/21/15	63		Fresenius	100	15,534	60.310	63.430		3.120	5	985,348	34
short	12/21/15	12/28/15	7		RWE	100	86,471	11.395	11.660	11.130	-0.265	-2	962,433	-71
long	12/28/15	3/07/16	70		Adidas	100	10,802	89.090	96.970		7.880	9	1,047,553	56
short	3/07/16	4/25/16	49		Deutsche Bank	100	66,162	15.833	14.347	17.473	1.640	10	1,156,052	108
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	4/25/16	5/09/16	14		Adidas	100	10,719	107.850	114.300		6.450	6	1,225,190	355
short	5/09/16	5/16/16	7		Deutsche Bank	100	93,703	13.075	12.861	13.293	0.218	2	1,245,598	137
long	5/16/16	3/05/18	658		Adidas	100	11,333	109.900	174.750		64.850	59	1,980,543	29
short	3/05/18	5/07/18	63		Merck (EMD)	100	24,781	79.920	82.660	77.180	-2.740	-3	1,912,643	-18
long	5/07/18	5/21/18	14		Deutsche Börse	100	16,403	116.600	111.550		-5.050	-4	1,829,808	-68
short	5/21/18	6/18/18	28		Deutsche Bank	100	169,269	10.810	9.481	12.325	1.515	14	2,086,301	453
long	6/18/18	10/15/18	119		Deutsche Börse	100	18,284	114.100	109.900		-4.200	-4	2,009,509	-11
short	10/15/18	11/12/18	28		Continental	100	14,519	138.400	136.300	140.532	2.132	2	2,040,469	22
long	11/12/18	11/19/18	7		Wirecard	100	13,450	151.700	137.600		-14.100	-9	1,850,824	-99
short	11/19/18	11/26/18	7		Bayer	100	29,708	62.300	64.230	60.370	-1.930	-3	1,793,487	-81
long	11/26/18	12/10/18	14		Merck (EMD)	100	18,421	97.360	95.600		-1.760	-2	1,761,066	-38
short	12/10/18	2/25/19	77		Covestro	100	40,624	43.350	49.970	36.730	-6.620	-15	1,492,136	-54
long	2/25/19	3/02/20	371		Linde	100	9,704	153.750	172.600		18.850	12	1,675,056	12
short	3/02/20	7/13/20	133		Deutsche Lufthansa	100	153,253	10.930	8.732	13.681	2.751	25	2,096,701	85
long	7/13/20	6/14/21	336		Infineon	100	90,355	23.205	34.285		11.080	48	3,097,834	53
accum	6/12/06	6/14/21	5481	days out of 5642 invested (97%)							30,878		3,097,834	47

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Pro7-Sat1	short	11/19/07	12/03/07	14	16.79	17.70	15.88	-0.91	-5.42
	short	1/28/08	6/02/08	126	13.08	9.06	18.88	5.80	44.37
	short	6/30/08	7/21/08	21	6.37	6.01	6.75	0.38	5.99
	short	8/18/08	4/06/09	231	6.76	1.59	28.74	21.98	325.16	515.31
Continental	long	7/16/12	8/11/14	756	71.44	159.70		88.26	123.54
	short	10/15/18	11/12/18	28	138.40	136.30	140.53	2.13	1.54	126.99
BMW	long	4/06/09	8/08/11	854	25.02	55.14		30.13	120.43	120.43
Adidas	short	8/11/14	8/18/14	7	57.45	60.07	54.83	-2.62	-4.56
	long	12/28/15	3/07/16	70	89.09	96.97		7.88	8.84
	long	4/25/16	5/09/16	14	107.85	114.30		6.45	5.98
	long	5/16/16	3/05/18	658	109.90	174.75		64.85	59.01	75.06
Commerzbank	short	8/08/11	12/19/11	133	15.35	9.48	24.86	9.51	61.93	61.93
Infineon	long	7/13/20	6/14/21	336	23.21	34.29		11.08	47.75	47.75
RWE	short	7/06/15	7/13/15	7	19.24	20.21	18.28	-0.97	-5.02
	short	7/27/15	10/19/15	84	18.55	12.23	28.14	9.59	51.68
	short	12/21/15	12/28/15	7	11.40	11.66	11.13	-0.26	-2.33	40.72
Deutsche Bank	short	3/07/16	4/25/16	49	15.83	14.35	17.47	1.64	10.36
	short	5/09/16	5/16/16	7	13.08	12.86	13.29	0.22	1.67
	short	5/21/18	6/18/18	28	10.81	9.48	12.33	1.52	14.02	27.92
thyssenkrupp	long	8/21/06	11/19/07	455	26.40	37.53		11.13	42.16
	short	6/04/12	7/16/12	42	12.67	14.57	10.78	-1.90	-14.96	20.90
Deutsche Lufthansa	short	10/06/14	11/17/14	42	12.08	13.15	11.02	-1.07	-8.82
	short	3/02/20	7/13/20	133	10.93	8.73	13.68	2.75	25.17	14.14
Deutsche Telekom	short	6/12/06	8/21/06	70	12.87	11.44	14.48	1.61	12.50	12.50
Linde	long	2/25/19	3/02/20	371	153.75	172.60		18.85	12.26	12.26
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Merck (EMD)	long	12/19/11	6/04/12	168	36.70	36.50		-0.20	-0.53
	long	11/17/14	7/06/15	231	76.67	90.64		13.97	18.22
	short	3/05/18	5/07/18	63	79.92	82.66	77.18	-2.74	-3.43
	long	11/26/18	12/10/18	14	97.36	95.60		-1.76	-1.81	11.51
SAP	long	7/21/08	8/18/08	28	35.19	38.42		3.23	9.18	9.18
Fresenius	long	7/13/15	7/27/15	14	61.26	61.20		-0.06	-0.10
	long	10/19/15	12/21/15	63	60.31	63.43		3.12	5.17	5.07
Vonovia	long	8/18/14	10/06/14	49	22.83	22.42		-0.41	-1.80	-1.80
Bayer	short	11/19/18	11/26/18	7	62.30	64.23	60.37	-1.93	-3.10	-3.10
Linde	long	6/02/08	6/30/08	28	96.46	89.30		-7.16	-7.42	-7.42
Wirecard	long	11/12/18	11/19/18	7	151.70	137.60		-14.10	-9.29	-9.29
Deutsche Börse	long	12/03/07	1/28/08	56	124.56	119.58		-4.98	-4.00
	long	5/07/18	5/21/18	14	116.60	111.55		-5.05	-4.33
	long	6/18/18	10/15/18	119	114.10	109.90		-4.20	-3.68	-11.54
Covestro	short	12/10/18	2/25/19	77	43.35	49.97	36.73	-6.62	-15.27	-15.27

Annotations

9/24/18	DAX	Wirecard replaces Commerzbank
3/19/18	DAX	Covestro replaces Pro7-Sat1
9/12/16	E.on	demerger of Uniper (power plants) 10 + 1 (one additional Uniper for ten E.on)
3/09/16	DAX	complete analysis after advanced exchange of Pro7Sat.1 and K+S
12/21/15	Covestro	recording started
9/21/15	Vonovia	moves from MDAX to DAX
9/07/15	DAX	complete analysis ex Lanxess - in Vonovia
9/02/15	Deutsche Annington	changes name to Vonovia


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