Share-o-matic - Portfolio

Tue, Aug 16th, 2022, 16:33UTC

Assessment - Deutscher Aktienindex - 8/15/22 - RS = 19

		⇓instrument	freshest		⇓ Δday	8/15/22	⇓ Δwk	4/04/22	prc diff	⇓ Δ19	∅-RS
	L	DAX	13,910.100	15:50	0.68	13,816.600	0.68	14,518.200	-701.600	-4.83	-5.77
		RWE	43.520	15:35	2.69	42.380	2.69	39.550	2.830	7.16	17.59
		Deutsche Börse	168.200	15:35	-0.44	168.950	-0.44	163.150	5.800	3.56	10.53
		Deutsche Telekom	19.112	15:35	1.89	18.758	1.89	17.368	1.390	8.00	9.00
		Linde	306.850	15:42	0.97	303.900	0.97	292.100	11.800	4.04	8.71
	L	Beiersdorf	102.950	15:41	0.68	102.250	0.68	97.500	4.750	4.87	8.48
	L	Qiagen	47.690	15:35	-1.61	48.470	-1.61	45.080	3.390	7.52	7.63
	L	MTU Aero Engines	198.150	15:35	0.84	196.500	0.84	207.800	-11.300	-5.44	4.28
	L	Sartorius	443.900	15:37	-0.54	446.300	-0.54	403.200	43.100	10.69	1.89
	L	Symrise	112.400	15:35	-1.10	113.650	-1.10	111.200	2.450	2.20	1.23
	L	Airbus	110.540	15:36	1.60	108.800	1.60	110.100	-1.300	-1.18	1.04
		Bayer	54.300	15:42	1.38	53.560	1.38	65.070	-11.510	-17.69	0.93
	L	Münchener Rück	239.700	15:43	0.42	238.700	0.42	240.400	-1.700	-0.71	-0.77
	L	Hannover Rück	151.250	15:35	0.13	151.050	0.13	150.150	0.900	0.60	-1.09
	L	Merck (EMD)	184.000	15:35	-1.05	185.950	-1.05	188.150	-2.200	-1.17	-1.11
	L	BMW	79.250	15:35	1.45	78.120	1.45	79.850	-1.730	-2.17	-5.35
	L	Brenntag	71.020	15:35	0.79	70.460	0.79	72.680	-2.220	-3.05	-5.43
	L	Henkel	65.840	15:35	1.11	65.120	1.11	60.400	4.720	7.81	-5.45
		Siemens Healthineers	51.140	15:35	0.24	51.020	0.24	55.940	-4.920	-8.80	-8.75
	L	Volkswagen	150.600	15:39	0.39	150.020	0.39	158.760	-8.740	-5.51	-8.99
		E.on	9.508	15:35	1.52	9.366	1.52	10.415	-1.049	-10.07	-10.25
	S	Allianz	179.940	15:35	0.65	178.780	0.65	216.850	-38.070	-17.56	-10.61
		Mercedes-Benz	61.220	15:35	1.09	60.560	1.09	64.260	-3.700	-5.76	-11.03
	L	HeidelbergCement	51.580	15:35	0.47	51.340	0.47	52.340	-1.000	-1.91	-11.19
		Porsche	71.760	15:35	2.60	69.940	2.60	88.980	-19.040	-21.40	-11.82
		⇓instrument	freshest		⇓ Δday	8/15/22	⇓ Δwk	4/04/22	prc diff	⇓ Δ19	∅-RS
	L	SAP	92.570	15:39	-0.77	93.290	-0.77	101.580	-8.290	-8.16	-12.30
	L	Siemens	112.040	15:36	-0.14	112.200	-0.14	125.720	-13.520	-10.75	-12.32
	L	Deutsche Post	40.805	15:36	1.17	40.335	1.17	42.335	-2.000	-4.72	-12.68
	L	Infineon	27.500	15:35	0.11	27.470	0.11	30.540	-3.070	-10.05	-12.98
		Deutsche Bank	8.964	15:44	0.25	8.942	0.25	11.806	-2.864	-24.26	-14.55
	L	Puma	69.240	15:35	0.55	68.860	0.55	78.840	-9.980	-12.66	-17.23
		Continental	67.220	15:35	2.59	65.520	2.59	67.460	-1.940	-2.88	-17.43
		BASF	44.750	15:39	1.57	44.060	1.57	51.870	-7.810	-15.06	-20.64
	L	Adidas	173.360	15:35	0.24	172.940	0.24	212.600	-39.660	-18.65	-21.53
		Vonovia	31.650	15:35	1.31	31.240	1.31	43.530	-12.290	-28.23	-26.26
	S	Fresenius	24.910	15:35	1.10	24.640	1.10	33.060	-8.420	-25.47	-28.04
	S	Covestro	32.980	15:39	2.17	32.280	2.17	46.100	-13.820	-29.98	-30.13
	S	Fresenius MedCare	37.300	15:35	1.63	36.700	1.63	60.900	-24.200	-39.74	-34.32
	L	Zalando	30.750	15:35	-2.16	31.430	-2.16	50.540	-19.110	-37.81	-36.05
		HelloFresh	30.380	15:41	-1.43	30.820	-1.43	44.190	-13.370	-30.26	-36.13
		Daimler Truck	28.675	15:38	0.37	28.570	0.37	25.180	3.390	13.46	-na-
DAX - 40 out of 40 instruments rated - 8/15/22 / 4/04/22 - 11 did rise, Market-Ratio(19) = 27.50 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/01/18	scale up chart	8/15/22

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	4,841	59.533	133.083		73.550	124	644,300	47
short	8/11/14	8/18/14	7		Adidas	100	11,214	57.450	60.070	54.830	-2.620	-5	614,919	-91
long	8/18/14	10/06/14	49		Vonovia	100	26,934	22.830	22.420		-0.410	-2	603,876	-13
short	10/06/14	11/17/14	42		Deutsche Lufthansa	100	49,989	12.080	13.145	11.015	-1.065	-9	550,638	-55
long	11/17/14	7/06/15	231		Merck (EMD)	100	7,181	76.670	90.640		13.970	18	650,956	30
short	7/06/15	7/13/15	7		RWE	100	33,833	19.240	20.205	18.275	-0.965	-5	618,307	-93
long	7/13/15	7/27/15	14		Fresenius	100	10,093	61.260	61.200		-0.060	0	617,702	-3
short	7/27/15	10/19/15	84		RWE	100	33,299	18.550	12.230	28.136	9.586	52	936,903	511
long	10/19/15	12/21/15	63		Fresenius	100	15,534	60.310	63.430		3.120	5	985,369	34
short	12/21/15	12/28/15	7		RWE	100	86,473	11.395	11.660	11.130	-0.265	-2	962,453	-71
long	12/28/15	3/07/16	70		Adidas	100	10,803	89.090	96.970		7.880	9	1,047,581	56
short	3/07/16	4/25/16	49		Deutsche Bank	100	66,163	15.833	14.347	17.473	1.640	10	1,156,082	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	1,225,219	355
short	5/09/16	5/16/16	7		Deutsche Bank	100	93,705	13.075	12.861	13.293	0.218	2	1,245,628	137
long	5/16/16	3/05/18	658		Adidas	100	11,334	109.900	174.750		64.850	59	1,980,638	29
short	3/05/18	5/07/18	63		Merck (EMD)	100	24,782	79.920	82.660	77.180	-2.740	-3	1,912,735	-18
long	5/07/18	5/21/18	14		Deutsche Börse	100	16,404	116.600	111.550		-5.050	-4	1,829,895	-68
short	5/21/18	6/18/18	28		Deutsche Bank	100	169,278	10.810	9.481	12.325	1.515	14	2,086,402	453
long	6/18/18	10/15/18	119		Deutsche Börse	100	18,285	114.100	109.900		-4.200	-4	2,009,605	-11
short	10/15/18	11/12/18	28		Continental	100	17,424	115.333	113.583	117.110	1.777	2	2,040,568	22
long	11/12/18	11/19/18	7		Wirecard	100	13,451	151.700	137.600		-14.100	-9	1,850,909	-99
short	11/19/18	11/26/18	7		Bayer	100	29,709	62.300	64.230	60.370	-1.930	-3	1,793,570	-81
long	11/26/18	12/10/18	14		Merck (EMD)	100	18,422	97.360	95.600		-1.760	-2	1,761,147	-38
short	12/10/18	2/25/19	77		Covestro	100	40,626	43.350	49.970	36.730	-6.620	-15	1,492,203	-54
long	2/25/19	3/02/20	371		Linde	100	9,705	153.750	172.600		18.850	12	1,675,143	12
short	3/02/20	7/13/20	133		Deutsche Lufthansa	100	153,260	10.930	8.732	13.681	2.751	25	2,096,807	85
long	7/13/20	1/24/22	560		Infineon	100	90,360	23.205	34.285		11.080	48	3,097,996	29
short	1/24/22	1/31/22	7		Delivery Hero	100	45,173	68.580	67.920	69.246	0.666	1	3,128,099	66
long	1/31/22	2/07/22	7		E.on	100	255,981	12.220	12.230		0.010	0	3,130,659	4
short	2/07/22	2/14/22	7		Delivery Hero	100	46,174	67.800	43.270	106.236	38.436	57	4,905,412	> 999,999
long	2/14/22	3/07/22	21		Deutsche Bank	100	353,008	13.896	8.895		-5.001	-36	3,140,019	-100
short	3/07/22	4/11/22	35		Delivery Hero	100	76,773	40.900	38.830	43.080	2.180	5	3,307,415	72
long	4/11/22	4/18/22	7		Bayer	100	48,832	67.730	67.300		-0.430	-1	3,286,417	-28
short	4/18/22	7/18/22	91		Delivery Hero	100	91,162	36.050	39.060	33.040	-3.010	-8	3,012,019	-30
long	7/18/22	8/16/22	29		Deutsche Telekom	100	159,029	18.940	19.112		0.172	1	3,039,372	12
accum	6/12/06	8/16/22	5909	days out of 6070 invested (97%)							30,294		3,039,372	42

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	59.53	133.08		73.55	123.54
	short	10/15/18	11/12/18	28	115.33	113.58	117.11	1.78	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
Delivery Hero	short	1/24/22	1/31/22	7	68.58	67.92	69.25	0.67	0.97
	short	2/07/22	2/14/22	7	67.80	43.27	106.24	38.44	56.69
	short	3/07/22	4/11/22	35	40.90	38.83	43.08	2.18	5.33
	short	4/18/22	7/18/22	91	36.05	39.06	33.04	-3.01	-8.35	52.73
Infineon	long	7/13/20	1/24/22	560	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
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
	long	7/18/22	8/16/22	29	18.94	19.11		0.17	0.91	13.52
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Linde	long	2/25/19	3/02/20	371	153.75	172.60		18.85	12.26	12.26
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
E.on	long	1/31/22	2/07/22	7	12.22	12.23		0.01	0.08	0.08
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
	long	4/11/22	4/18/22	7	67.73	67.30		-0.43	-0.63	-3.71
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
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
	long	2/14/22	3/07/22	21	13.90	8.90		-5.00	-35.99	-18.12

Annotations

9/20/21	DAX	DAX40: Join-ins from MDAX: Airbus, Brenntag, HelloFresh, Porsche, Puma, Qiagen, Sartorius, Siemens Healthineers, Symrise, Zalando
9/16/21	Continental	spin-off drive technology: one additional Vitesco for five Continental
6/11/19	Puma	splits 1:10 (ten for one)
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)
6/13/16	Sartorius	stock split 1:4 (four for one)
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
6/21/15	Zalando	promotion from SDAX to MDAX


	is taking down something concerning