Share-o-matic - Portfolio

Sun, 17th Oct 2021, 16:40UTC

Assessment - Bayrischer Aktienindex in Swiss Franc - 11/10/21 - RS = 21

		instrument	freshest		⇓ Δday	11/10/21	⇓ Δwk	17/05/21	prc diff	⇓ Δ21	⇓∅-RS
		BAX	1,145.377	Fri	-1.00	1,132.530	1.13	1,156.487	-23.956	-2.07	3.74
	S	7C Solarparken	4.075	Fri	0.66	4.037	0.93	4.462	-0.425	-9.52	-8.43
	S	Adidas	294.250	Fri	2.77	280.149	5.03	325.382	-45.233	-13.90	-10.59
		Adva	13.083	Fri		12.847	1.84	11.555	1.292	11.18	25.94
	S	Allianz	212.967	Fri	1.12	213.331	-0.17	238.610	-25.278	-10.59	-1.84
		Atoss	188.946	Fri	2.44	176.293	7.18	175.408	0.885	0.50	-0.45
		AUTO1	32.127	Fri	1.32	30.980	3.70	44.126	-13.146	-29.79	-na-
		BMW	93.894	Fri	1.39	92.832	1.14	92.846	-0.013	-0.01	9.60
		BayWa	38.068	Fri	1.72	37.961	0.28	44.291	-6.330	-14.29	0.82
		Cancom	59.515	Fri	1.72	53.156	11.96	52.140	1.016	1.95	-0.00
	L	CTS Eventim	71.589	Fri	0.85	69.659	2.77	59.354	10.306	17.36	20.20
	L	Dermapharm	90.666	Fri	0.30	88.146	2.86	77.234	10.912	14.13	29.69
		Deutsche Pfandbrief	11.152	Fri	1.71	10.938	1.96	10.691	0.247	2.31	17.15
	S	Dr. Hönle	46.057	Fri	1.54	46.164	-0.23	53.719	-7.554	-14.06	-14.47
		Hensoldt	14.605	Fri	1.64	14.241	2.56	14.778	-0.537	-3.64	-2.09
		Infineon	39.752	Fri	0.32	38.374	3.59	34.364	4.010	11.67	8.48
		Knaus Tabbert	70.560	Fri	0.77	67.557	4.44	74.000	-6.443	-8.71	-4.61
	S	Koenig & Bauer	27.398	Fri	-0.20	26.058	5.14	28.559	-2.501	-8.76	-4.23
		Krones	93.508	Fri	0.58	89.808	4.12	82.771	7.038	8.50	16.57
		Leoni	13.930	Fri	1.48	13.747	1.33	12.607	1.140	9.04	28.43
		Linde	284.170	Fri	-0.09	275.806	3.03	270.951	4.855	1.79	10.49
	S	Medigene	3.952	Fri	-1.86	3.919	0.82	4.358	-0.438	-10.06	-7.31
	S	Morphosys	42.057	Fri	-1.65	41.521	1.29	75.382	-33.861	-44.92	-44.56
		MTU Aero Engines	203.798	Fri	0.18	210.876	-3.36	229.346	-18.470	-8.05	-2.17
	L	Münchener Rück	262.026	Fri	1.05	259.506	0.97	265.195	-5.689	-2.15	0.16
		instrument	freshest		⇓ Δday	11/10/21	⇓ Δwk	17/05/21	prc diff	⇓ Δ21	⇓∅-RS
		Nemetschek	95.889	Fri	1.73	88.254	8.65	62.116	26.137	42.08	28.63
	L	Patrizia Immobilien	24.181	Fri	-0.22	24.557	-1.53	23.680	0.877	3.70	-0.68
		Pro7-Sat1	15.275	Fri	-1.04	16.589	-7.92	19.213	-2.624	-13.66	0.18
		Puma	108.896	Fri	0.69	103.974	4.73	99.434	4.540	4.57	5.36
	S	Rational	849.508	Fri	1.17	785.382	8.16	850.510	-65.128	-7.66	-5.05
	L	Rhön-Klinikum	16.514	Fri		16.836	-1.91	17.102	-0.267	-1.56	-2.54
	S	Schaeffler	7.646	Fri	1.86	7.421	3.03	8.135	-0.714	-8.78	-1.30
	S	Scout24	65.777	Fri	0.72	61.917	6.23	69.747	-7.830	-11.23	-15.20
		SFC Energy	31.634	Fri		28.310	11.74	23.790	4.520	19.00	20.73
		Siemens	151.479	Fri	0.14	146.246	3.58	155.039	-8.793	-5.67	4.10
		Siemens Energy	25.640	Fri	1.53	24.171	6.08	26.914	-2.744	-10.19	-14.10
		Siemens Healthineers	61.488	Fri	0.70	59.451	3.43	51.526	7.924	15.38	17.04
		Siltronic	145.624	Fri	-0.40	146.642	-0.69	154.249	-7.607	-4.93	5.41
		Sixt	145.517	Fri	1.19	135.008	7.78	136.709	-1.701	-1.24	18.86
		Steico	126.322	Fri	1.03	108.735	16.17	97.461	11.274	11.57	34.44
	L	Stemmer Imaging	37.210	Fri		36.460	2.06	29.490	6.969	23.63	38.18
	S	Süss Microtec	24.235	Fri	2.03	23.484	3.20	26.421	-2.937	-11.11	-2.89
		Telefonica D	2.539	Fri	0.94	2.521	0.72	2.871	-0.350	-12.19	-1.09
	S	Traton	23.806	Fri	2.59	23.506	1.28	29.425	-5.919	-20.12	-8.10
	L	Umweltbank	22.305	Fri	-0.95	23.377	-4.59	18.747	4.630	24.70	33.18
		va-Q-tec	31.741	Fri	4.41	28.739	10.45	33.437	-4.698	-14.05	-15.15
		Wacker Chemie	165.569	Fri	-2.25	166.910	-0.80	139.230	27.680	19.88	28.78
		Wacker Neuson	27.859	Fri	1.72	26.873	3.67	27.693	-0.820	-2.96	22.28
		WashTec	60.051	Fri	2.38	57.906	3.70	62.270	-4.363	-7.01	8.05
	S	Westwing	30.133	Fri		30.240	-0.35	47.908	-17.668	-36.88	-22.55
		instrument	freshest		⇓ Δday	11/10/21	⇓ Δwk	17/05/21	prc diff	⇓ Δ21	⇓∅-RS
	L	Zooplus	513.222	Fri	-0.08	519.013	-1.12	249.299	269.714	108.19	117.24
BAX - 50 out of 50 instruments rated - 11/10/21 / 17/05/21 - 20 did rise, Market-Ratio(21) in CHF = 40.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	BAX RS = 21 - B/S = 64/61

2/01/17	scale up chart	11/10/21

Transactions Bayrischer Aktienindex in Swiss Franc * A21 - 64/61 (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		12/06/06	161		- cash -
short	12/06/06	16/10/06	126		MTU Aero Engines	100	274	36.382	48.902	23.861	-12.520	-34	6,569	-71
long	16/10/06	30/10/06	14		Wirecard	100	954	6.881	8.260		1.379	20	7,885	11,584
short	30/10/06	6/11/06	7		Phoenix Solar	100	371	21.239	21.669	20.808	-0.431	-2	7,725	-66
long	6/11/06	6/08/07	273		Wirecard	100	962	8.024	13.252		5.228	65	12,755	96
short	6/08/07	16/06/08	315		Patrizia Immobilien	100	640	19.927	5.715	69.485	49.558	249	44,472	325
long	16/06/08	23/06/08	7		Phoenix Solar	100	587	75.677	77.776		2.100	3	45,704	317
short	23/06/08	27/04/09	308		Pro7-Sat1	100	4,605	9.924	2.760	35.679	25.755	260	164,306	356
long	27/04/09	18/05/09	21		Steico	100	38,902	4.224	5.296		1.073	25	206,035	5,009
short	18/05/09	15/06/09	28		Grammer	100	28,664	7.188	8.244	6.132	-1.056	-15	175,766	-87
long	15/06/09	6/07/09	21		Pro7-Sat1	100	27,535	6.383	5.924		-0.459	-7	163,136	-73
short	6/07/09	13/07/09	7		Grammer	100	20,455	7.975	8.102	7.849	-0.126	-2	160,553	-56
long	13/07/09	8/02/10	210		Infineon	100	41,653	3.854	5.807		1.952	51	241,872	104
short	8/02/10	1/03/10	21		Phoenix Solar	100	5,736	42.164	41.637	42.699	0.534	1	244,935	24
long	1/03/10	24/05/10	84		Pro7-Sat1	100	15,199	16.115	17.407		1.292	8	264,580	40
short	24/05/10	7/06/10	14		Phoenix Solar	100	6,808	38.860	37.588	40.175	1.315	3	273,531	138
long	7/06/10	23/08/10	77		Cancom	100	72,556	3.770	4.628		0.858	23	335,791	164
short	23/08/10	13/09/10	21		Phoenix Solar	100	8,748	38.380	36.862	39.962	1.581	4	349,622	102
long	13/09/10	30/05/11	259		Grammer	100	17,673	19.783	21.336		1.553	8	377,068	11
short	30/05/11	6/06/11	7		Phoenix Solar	100	20,075	18.783	20.625	16.940	-1.842	-10	340,087	-100
long	6/06/11	13/06/11	7		Zooplus	100	5,971	56.955	59.032		2.077	4	352,490	547
short	13/06/11	2/01/12	203		Phoenix Solar	100	17,294	20.382	3.030	137.109	116.727	573	2,371,164	2,979
long	2/01/12	9/01/12	7		Wirecard	100	152,479	15.551	16.058		0.507	3	2,448,447	432
short	9/01/12	16/01/12	7		Phoenix Solar	100	946,017	2.588	2.765	2.411	-0.177	-7	2,281,226	-97
long	16/01/12	18/06/12	154		Wirecard	100	143,787	15.865	18.012		2.147	14	2,589,902	35
short	18/06/12	29/10/12	133		Phoenix Solar	100	1,347,559	1.922	1.246	2.965	1.043	54	3,995,514	229
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	29/10/12	24/06/13	238		KUKA	100	141,323	28.272	39.018		10.746	38	5,514,117	64
short	24/06/13	1/07/13	7		SFC Energy	100	946,718	5.824	5.716	5.935	0.111	2	5,618,966	167
long	1/07/13	14/04/14	287		Morphosys	100	103,550	54.263	70.862		16.599	31	7,337,804	40
short	14/04/14	21/04/14	7		Adva	100	1,883,822	3.895	3.918	3.873	-0.023	-1	7,295,101	-26
long	21/04/14	5/05/14	14		Sixt	100	206,607	35.309	35.182		-0.127	0	7,268,899	-9
short	5/05/14	9/06/14	35		Adva	100	1,865,274	3.897	3.898	3.896	-0.001	0	7,267,854	0
long	9/06/14	16/06/14	7		Cancom	100	301,909	24.073	22.411		-1.662	-7	6,765,971	-98
short	16/06/14	23/06/14	7		Adva	100	1,771,650	3.819	3.766	3.873	0.053	1	6,860,718	106
long	23/06/14	14/07/14	21		Wacker Neuson	100	340,357	20.157	20.856		0.699	3	7,098,625	81
short	14/07/14	28/07/14	14		Phoenix Solar	100	2,085,629	3.404	2.406	4.816	1.412	41	10,043,973	850,607
long	28/07/14	4/08/14	7		Nemetschek	100	1,301,080	7.720	7.454		-0.266	-3	9,698,415	-84
short	4/08/14	29/12/14	147		Phoenix Solar	100	4,331,041	2.239	1.879	2.669	0.429	19	11,557,385	55
long	29/12/14	27/07/15	210		KUKA	100	162,091	71.302	79.384		8.083	11	12,867,506	21
short	27/07/15	9/11/15	105		Grammer	100	458,805	28.046	25.541	30.797	2.751	10	14,129,596	38
long	9/11/15	16/11/15	7		Adva	100	1,289,759	10.955	11.362		0.407	4	14,654,085	569
short	16/11/15	23/11/15	7		Leoni	100	391,050	37.474	39.026	35.921	-1.552	-4	14,047,069	-89
long	23/11/15	14/12/15	21		Adva	100	1,169,365	12.013	10.677		-1.335	-11	12,485,664	-87
short	14/12/15	4/07/16	203		Leoni	100	346,886	35.994	27.059	47.878	11.884	33	16,608,159	67
long	4/07/16	18/07/16	14		Koenig & Bauer	100	354,721	46.820	48.436		1.616	3	17,181,215	142
short	18/07/16	25/07/16	7		Siltronic	100	1,088,497	15.784	15.877	15.692	-0.092	-1	17,080,702	-26
long	25/07/16	1/08/16	7		Koenig & Bauer	100	315,997	54.053	53.541		-0.513	-1	16,918,704	-39
short	1/08/16	21/11/16	112		Telefonica D	100	4,233,396	3.996	3.827	4.174	0.177	4	17,669,349	15
long	21/11/16	5/12/16	14		Siltronic	100	448,182	39.424	45.437		6.012	15	20,363,927	3,946
short	5/12/16	2/01/17	28		SFC Energy	100	8,473,064	2.403	2.110	2.738	0.335	14	23,199,251	447
long	2/01/17	5/03/18	427		Siltronic	100	483,556	47.976	139.964		91.987	192	67,680,311	150
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	5/03/18	7/05/18	63		Umweltbank	100	5,848,218	11.573	11.647	11.499	-0.074	-1	67,245,741	-4
long	7/05/18	14/05/18	7		SFC Energy	100	6,493,642	10.356	10.365		0.009	0	67,303,532	5
short	14/05/18	30/07/18	77		Osram Licht	100	1,116,577	60.277	43.489	83.544	23.267	39	93,283,093	370
long	30/07/18	6/08/18	7		Wirecard	100	503,325	185.334	191.317		5.983	3	96,294,563	424
short	6/08/18	15/04/19	252		Osram Licht	100	2,105,955	45.725	37.149	56.281	10.556	23	119m	35
long	15/04/19	10/06/19	56		Adva	100	10,957,617	10.817	7.715		-3.102	-29	84,533,581	-89
short	10/06/19	8/07/19	28		Leoni	100	5,584,170	15.138	15.351	14.926	-0.213	-1	83,346,534	-17
long	8/07/19	15/07/19	7		SFC Energy	100	6,009,534	13.869	13.970		0.101	1	83,954,693	46
short	15/07/19	4/11/19	112		Leoni	100	5,699,670	14.730	13.208	16.427	1.697	12	93,626,214	43
long	4/11/19	25/11/19	21		va-Q-tec	100	7,959,641	11.763	13.055		1.293	11	104m	512
short	25/11/19	16/12/19	21		STS	100	18,932,586	5.489	5.251	5.737	0.248	5	109m	116
long	16/12/19	2/03/20	77		va-Q-tec	100	6,956,402	15.614	11.805		-3.809	-24	82,119,882	-73
short	2/03/20	3/08/20	154		Koenig & Bauer	100	3,670,880	22.371	20.517	24.391	2.021	9	89,537,553	23
long	3/08/20	26/10/20	84		Steico	100	2,104,464	42.546	49.205		6.658	16	104m	88
short	26/10/20	9/11/20	14		Leoni	100	19,165,655	5.403	6.440	4.366	-1.037	-19	83,675,338	-100
long	9/11/20	6/09/21	301		va-Q-tec	100	2,631,705	31.795	30.791		-1.004	-3	81,032,672	-4
short	6/09/21	15/10/21	39		Morphosys	100	1,549,187	52.307	42.057	65.054	12.747	24	101m	670
accum	12/06/06	15/10/21	5606	days out of 5767 invested (97%)							1,007,705		101m	82

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Phoenix Solar	short	30/10/06	6/11/06	7	21.24	21.67	20.81	-0.43	-2.03
	long	16/06/08	23/06/08	7	75.68	77.78		2.10	2.77
	short	8/02/10	1/03/10	21	42.16	41.64	42.70	0.53	1.27
	short	24/05/10	7/06/10	14	38.86	37.59	40.17	1.31	3.38
	short	23/08/10	13/09/10	21	38.38	36.86	39.96	1.58	4.12
	short	30/05/11	6/06/11	7	18.78	20.62	16.94	-1.84	-9.81
	short	13/06/11	2/01/12	203	20.38	3.03	137.11	116.73	572.70
	short	9/01/12	16/01/12	7	2.59	2.76	2.41	-0.18	-6.83
	short	18/06/12	29/10/12	133	1.92	1.25	2.97	1.04	54.27
	short	14/07/14	28/07/14	14	3.40	2.41	4.82	1.41	41.49
	short	4/08/14	29/12/14	147	2.24	1.88	2.67	0.43	19.17	1,513.94
Pro7-Sat1	short	23/06/08	27/04/09	308	9.92	2.76	35.68	25.75	259.52
	long	15/06/09	6/07/09	21	6.38	5.92		-0.46	-7.19
	long	1/03/10	24/05/10	84	16.11	17.41		1.29	8.02	260.45
Patrizia Immobilien	short	6/08/07	16/06/08	315	19.93	5.71	69.49	49.56	248.70	248.70
Siltronic	short	18/07/16	25/07/16	7	15.78	15.88	15.69	-0.09	-0.59
	long	21/11/16	5/12/16	14	39.42	45.44		6.01	15.25
	long	2/01/17	5/03/18	427	47.98	139.96		91.99	191.74	234.26
Wirecard	long	16/10/06	30/10/06	14	6.88	8.26		1.38	20.03
	long	6/11/06	6/08/07	273	8.02	13.25		5.23	65.16
	long	2/01/12	9/01/12	7	15.55	16.06		0.51	3.26
	long	16/01/12	18/06/12	154	15.87	18.01		2.15	13.53
	long	30/07/18	6/08/18	7	185.33	191.32		5.98	3.23	139.92
Osram Licht	short	14/05/18	30/07/18	77	60.28	43.49	83.54	23.27	38.60
	short	6/08/18	15/04/19	252	45.72	37.15	56.28	10.56	23.09	70.60
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Morphosys	long	1/07/13	14/04/14	287	54.26	70.86		16.60	30.59
	short	6/09/21	15/10/21	39	52.31	42.06	65.05	12.75	24.37	62.42
KUKA	long	29/10/12	24/06/13	238	28.27	39.02		10.75	38.01
	long	29/12/14	27/07/15	210	71.30	79.38		8.08	11.34	53.65
Infineon	long	13/07/09	8/02/10	210	3.85	5.81		1.95	50.65	50.65
Steico	long	27/04/09	18/05/09	21	4.22	5.30		1.07	25.40
	long	3/08/20	26/10/20	84	42.55	49.20		6.66	15.65	45.02
SFC Energy	short	24/06/13	1/07/13	7	5.82	5.72	5.94	0.11	1.90
	short	5/12/16	2/01/17	28	2.40	2.11	2.74	0.33	13.92
	long	7/05/18	14/05/18	7	10.36	10.36		0.01	0.09
	long	8/07/19	15/07/19	7	13.87	13.97		0.10	0.73	17.04
Cancom	long	7/06/10	23/08/10	77	3.77	4.63		0.86	22.76
	long	9/06/14	16/06/14	7	24.07	22.41		-1.66	-6.91	14.28
Leoni	short	16/11/15	23/11/15	7	37.47	39.03	35.92	-1.55	-4.14
	short	14/12/15	4/07/16	203	35.99	27.06	47.88	11.88	33.02
	short	10/06/19	8/07/19	28	15.14	15.35	14.93	-0.21	-1.40
	short	15/07/19	4/11/19	112	14.73	13.21	16.43	1.70	11.52
	short	26/10/20	9/11/20	14	5.40	6.44	4.37	-1.04	-19.19	13.29
Koenig & Bauer	long	4/07/16	18/07/16	14	46.82	48.44		1.62	3.45
	long	25/07/16	1/08/16	7	54.05	53.54		-0.51	-0.95
	short	2/03/20	3/08/20	154	22.37	20.52	24.39	2.02	9.03	11.73
STS	short	25/11/19	16/12/19	21	5.49	5.25	5.74	0.25	4.52	4.52
Telefonica D	short	1/08/16	21/11/16	112	4.00	3.83	4.17	0.18	4.44	4.44
Zooplus	long	6/06/11	13/06/11	7	56.95	59.03		2.08	3.65	3.65
Wacker Neuson	long	23/06/14	14/07/14	21	20.16	20.86		0.70	3.47	3.47
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Sixt	long	21/04/14	5/05/14	14	35.31	35.18		-0.13	-0.36	-0.36
Grammer	short	18/05/09	15/06/09	28	7.19	8.24	6.13	-1.06	-14.69
	short	6/07/09	13/07/09	7	7.98	8.10	7.85	-0.13	-1.58
	long	13/09/10	30/05/11	259	19.78	21.34		1.55	7.85
	short	27/07/15	9/11/15	105	28.05	25.54	30.80	2.75	9.81	-0.57
Umweltbank	short	5/03/18	7/05/18	63	11.57	11.65	11.50	-0.07	-0.64	-0.64
Nemetschek	long	28/07/14	4/08/14	7	7.72	7.45		-0.27	-3.44	-3.44
va-Q-tec	long	4/11/19	25/11/19	21	11.76	13.06		1.29	10.99
	long	16/12/19	2/03/20	77	15.61	11.80		-3.81	-24.39
	long	9/11/20	6/09/21	301	31.80	30.79		-1.00	-3.16	-18.74
Adva	short	14/04/14	21/04/14	7	3.90	3.92	3.87	-0.02	-0.58
	short	5/05/14	9/06/14	35	3.90	3.90	3.90	-0.00	-0.01
	short	16/06/14	23/06/14	7	3.82	3.77	3.87	0.05	1.40
	long	9/11/15	16/11/15	7	10.96	11.36		0.41	3.71
	long	23/11/15	14/12/15	21	12.01	10.68		-1.34	-11.12
	long	15/04/19	10/06/19	56	10.82	7.71		-3.10	-28.68	-33.73
MTU Aero Engines	short	12/06/06	16/10/06	126	36.38	48.90	23.86	-12.52	-34.41	-34.41

Annotations

28/06/19	Nemetschek	splits1:3 (three for one)
11/06/19	Puma	splits 1:10 (ten for one)
16/07/18	Cancom	stock split 1:2 (another one for one)
18/09/17	Umweltbank	stock split 1:5 (five for one)
20/03/17	BAX	GFK drops out (acquired by KKR)
16/12/16	Medigene	return
10/10/16	Chorus	acquired by Capital Stage - deletion
4/06/16	Schaeffler	moves from SDAX to MDAX (2016-06-20)
10/03/16	WashTec	recording started (SDAX)
9/03/16	Pro7-Sat1	moves from MDAX to DAX
4/03/16	Süss Microtec	returns to the TecDAX
8/02/16	BayX40	complete analysis
21/12/15	Scout24	entry (SDAX)
	Schaeffler	entry (SDAX)
	Siltronic	recording started
4/09/15	Deutsche Pfandbrief	recording started (MDAX)
30/06/15	Nemetschek	stock split 1:4 (four for one)
21/06/15	Koenig & Bauer	returns to SDAX
	Adva	returns to TecDAX
1/04/15	CTS Eventim	promotion from SDAX to MDAX replacing TUI


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