Share-o-matic - Assessment BAX (Bayrischer Aktienindex)

Assessment - Bayrischer Aktienindex in Swiss Franc - 11/18/19 - RS = 21

		⇓instrument	freshest		⇓ Δday	11/18/19	⇓ Δwk	6/24/19	prc diff	⇓ Δ21	∅-RS
	L	BAX	877.205	16:37	0.35	874.165	0.35	844.476	29.689	3.52	4.06
	L	va-Q-tec	12.589	16:36	-0.86	12.699	-0.86	8.821	3.878	43.96	58.51
	L	Schaeffler	10.527	16:35	-1.76	10.715	-1.76	7.156	3.559	49.73	32.37
		Cancom	55.886	16:35	-2.48	57.309	-2.48	50.975	6.334	12.43	25.30
		CTS Eventim	58.842	16:35	0.94	58.294	0.94	45.080	13.215	29.31	24.71
		Puma	73.730	16:35	-0.15	73.840	-0.15	62.278	11.562	18.56	21.67
	L	Dermapharm	38.863	16:35	-1.39	39.410	-1.39	34.851	4.559	13.08	21.47
	L	Nemetschek	59.115	16:35		59.115		51.751	7.365	14.23	21.00
	L	Deutsche Pfandbrief	14.549	16:35	-0.23	14.582	-0.23	11.458	3.124	27.26	21.08
	L	Rational	775.069	16:35	0.43	771.785	0.43	661.011	110.773	16.76	18.94
	L	Münchener Rück	281.017	16:35	-0.08	281.236	-0.08	249.001	32.235	12.95	17.78
		Linde	206.357	16:35	-0.40	207.178	-0.40	197.971	9.207	4.65	16.11
	L	Siemens Healthineers	47.517	16:35	-0.22	47.621	-0.22	42.010	5.611	13.36	16.22
		MTU Aero Engines	270.398	16:35	2.57	263.611	2.57	228.279	35.332	15.48	15.80
	L	Osram Licht	43.899	16:35	-0.02	43.910	-0.02	30.430	13.480	44.30	14.22
	L	Süss Microtec	11.560	16:36	-2.58	11.867	-2.58	10.284	1.583	15.40	13.34
	L	Siemens	125.281	16:35	0.03	125.237	0.03	117.530	7.707	6.56	13.02
		Adidas	297.931	16:35	0.44	296.617	0.44	294.158	2.459	0.84	12.68
		Scout24	57.528	16:35	1.06	56.926	1.06	51.263	5.663	11.05	11.28
		7C Solarparken	3.678	16:36	0.30	3.667	0.30	3.236	0.432	13.34	11.02
	L	BayWa	30.160	16:35	0.18	30.105	0.18	28.479	1.626	5.71	10.07
	L	Infineon	21.102	16:35	-0.91	21.297	-0.91	16.474	4.823	29.28	8.59
	L	Allianz	239.417	16:35	0.30	238.706	0.30	235.925	2.781	1.18	6.83
	L	Steico	27.040	16:36	-0.80	27.259	-0.80	26.042	1.217	4.67	5.77
		Umweltbank	11.166	16:36	-0.49	11.221	-0.49	13.076	-1.855	-14.19	5.27
		⇓instrument	freshest		⇓ Δday	11/18/19	⇓ Δwk	6/24/19	prc diff	⇓ Δ21	∅-RS
		Morphosys	116.041	16:35	3.72	111.881	3.72	101.839	10.042	9.86	5.01
	L	BMW	80.485	16:35	0.46	80.112	0.46	70.523	9.590	13.60	4.69
	L	Adva	8.758	16:37	7.24	8.167	7.24	7.236	0.930	12.86	4.50
	L	Siltronic	84.338	16:35	-1.03	85.214	-1.03	66.179	19.035	28.76	3.53
	L	Patrizia Immobilien	19.716	16:35	-0.83	19.880	-0.83	19.736	0.144	0.73	-0.88
	L	Telefonica D	3.000	16:35	-0.62	3.018	-0.62	2.689	0.329	12.22	-1.26
		Sixt	90.808	16:35	-0.72	91.465	-0.72	101.340	-9.876	-9.75	-5.13
	L	Krones	69.789	16:35	1.03	69.077	1.03	77.127	-8.050	-10.44	-5.52
	L	Sixt Leasing	12.305	16:36	0.36	12.261	0.36	11.746	0.515	4.38	-5.83
	S	SFC Energy	11.112	16:36	5.73	10.509	5.73	16.345	-5.836	-35.70	-9.33
	L	Dr. Hönle	51.124	16:35	-0.64	51.452	-0.64	64.273	-12.820	-19.95	-9.51
	L	Pro7-Sat1	14.292	16:35	0.46	14.226	0.46	15.719	-1.493	-9.50	-10.04
	S	Wirecard	132.736	16:35	0.04	132.681	0.04	167.885	-35.203	-20.97	-10.77
		Wacker Chemie	68.661	16:35	-0.92	69.296	-0.92	75.332	-6.036	-8.01	-17.14
		Koenig & Bauer	34.615	16:35	1.28	34.177	1.28	39.229	-5.051	-12.88	-17.50
		Wacker Neuson	17.702	16:35	2.02	17.351	2.02	24.313	-6.961	-28.63	-17.74
	L	WashTec	51.452	16:35	-0.63	51.781	-0.63	65.048	-13.268	-20.40	-17.90
	S	Zooplus	100.715	16:35	-1.29	102.029	-1.29	133.421	-31.392	-23.53	-18.42
	S	Rhön-Klinikum	20.537	16:35	2.18	20.099	2.18	29.255	-9.156	-31.30	-22.54
	L	Medigene	6.218	16:36	-0.35	6.240	-0.35	8.211	-1.971	-24.01	-26.01
	L	Leoni	13.870	16:35	4.07	13.328	4.07	15.425	-2.097	-13.60	-26.23
	L	STS	5.561	16:36	0.69	5.523	0.69	8.045	-2.522	-31.35	-33.55
		Traton	27.303	16:35	0.20	27.248	0.20				-na-
BAX - 46 out of 47 instruments rated - 11/18/19 / 6/24/19 - 30 did rise, Market-Ratio(21) in CHF = 65.22 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/05/15	scale up chart	11/18/19

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
1/02/06		6/12/06	161		- cash -
short	6/12/06	10/16/06	126		MTU Aero Engines	100	274	36.382	48.902	23.861	-12.520	-34	6,569	-71
long	10/16/06	10/30/06	14		Wirecard	100	954	6.881	8.260		1.379	20	7,885	11,584
short	10/30/06	11/06/06	7		Phoenix Solar	100	371	21.239	21.669	20.808	-0.431	-2	7,725	-66
long	11/06/06	8/06/07	273		Wirecard	100	962	8.024	13.252		5.228	65	12,755	96
short	8/06/07	6/16/08	315		Patrizia Immobilien	100	640	19.927	5.715	69.485	49.558	249	44,472	325
long	6/16/08	6/23/08	7		Phoenix Solar	100	587	75.677	77.776		2.100	3	45,704	317
short	6/23/08	4/27/09	308		Pro7-Sat1	100	4,605	9.924	2.760	35.679	25.755	260	164,306	356
long	4/27/09	5/18/09	21		Steico	100	38,902	4.224	5.296		1.073	25	206,035	5,009
short	5/18/09	6/15/09	28		Grammer	100	28,664	7.188	8.244	6.132	-1.056	-15	175,766	-87
long	6/15/09	7/06/09	21		Pro7-Sat1	100	27,535	6.383	5.924		-0.459	-7	163,136	-73
short	7/06/09	7/13/09	7		Grammer	100	20,455	7.975	8.102	7.849	-0.126	-2	160,553	-56
long	7/13/09	2/08/10	210		Infineon	100	37,136	4.323	5.807		1.483	34	215,643	67
short	2/08/10	3/01/10	21		Phoenix Solar	100	5,114	42.164	41.637	42.699	0.534	1	218,374	24
long	3/01/10	5/24/10	84		Pro7-Sat1	100	13,551	16.115	17.407		1.292	8	235,889	40
short	5/24/10	6/07/10	14		Phoenix Solar	100	6,070	38.860	37.588	40.175	1.315	3	243,870	138
long	6/07/10	8/23/10	77		Cancom	100	64,688	3.770	4.628		0.858	23	299,378	164
short	8/23/10	9/13/10	21		Phoenix Solar	100	7,800	38.380	36.862	39.962	1.581	4	311,711	102
long	9/13/10	5/30/11	259		Grammer	100	15,756	19.783	21.336		1.553	8	336,179	11
short	5/30/11	6/06/11	7		Phoenix Solar	100	17,898	18.783	20.625	16.940	-1.842	-10	303,208	-100
long	6/06/11	6/13/11	7		Zooplus	100	5,323	56.955	59.032		2.077	4	314,266	547
short	6/13/11	1/02/12	203		Phoenix Solar	100	15,418	20.382	3.030	137.109	116.727	573	2,113,960	2,979
long	1/02/12	1/09/12	7		Wirecard	100	135,939	15.551	16.058		0.507	3	2,182,860	432
short	1/09/12	1/16/12	7		Phoenix Solar	100	843,401	2.588	2.765	2.411	-0.177	-7	2,033,778	-97
long	1/16/12	6/18/12	154		Wirecard	100	128,190	15.865	18.012		2.147	14	2,308,970	35
short	6/18/12	10/29/12	133		Phoenix Solar	100	1,201,387	1.922	1.246	2.965	1.043	54	3,562,113	229
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	10/29/12	6/24/13	238		KUKA	100	125,994	28.272	39.018		10.746	38	4,915,997	64
short	6/24/13	7/01/13	7		SFC Energy	100	844,027	5.824	5.716	5.935	0.111	2	5,009,473	167
long	7/01/13	4/14/14	287		Morphosys	100	92,318	54.263	70.862		16.599	31	6,541,870	40
short	4/14/14	4/21/14	7		Adva	100	1,679,483	3.895	3.918	3.873	-0.023	-1	6,503,799	-26
long	4/21/14	5/05/14	14		Sixt	100	184,196	35.309	35.182		-0.127	0	6,480,439	-9
short	5/05/14	6/09/14	35		Adva	100	1,662,947	3.897	3.898	3.896	-0.001	0	6,479,507	0
long	6/09/14	6/16/14	7		Cancom	100	269,161	24.073	22.411		-1.662	-7	6,032,063	-98
short	6/16/14	6/23/14	7		Adva	100	1,579,479	3.819	3.766	3.873	0.053	1	6,116,533	106
long	6/23/14	7/14/14	21		Wacker Neuson	100	303,438	20.157	20.856		0.699	3	6,328,634	81
short	7/14/14	7/28/14	14		Phoenix Solar	100	1,859,399	3.404	2.406	4.816	1.412	41	8,954,497	850,607
long	7/28/14	8/04/14	7		Nemetschek	100	1,159,951	7.720	7.454		-0.266	-3	8,646,423	-84
short	8/04/14	12/29/14	147		Phoenix Solar	100	3,861,251	2.239	1.879	2.669	0.429	19	10,303,749	55
long	12/29/14	7/27/15	210		KUKA	100	144,508	71.302	79.384		8.083	11	11,471,754	21
short	7/27/15	11/09/15	105		Grammer	100	409,038	28.046	25.541	30.797	2.751	10	12,596,943	38
long	11/09/15	11/16/15	7		Adva	100	1,149,858	10.955	11.362		0.407	4	13,064,540	569
short	11/16/15	11/23/15	7		Leoni	100	348,632	37.474	39.026	35.921	-1.552	-4	12,523,369	-89
long	11/23/15	12/14/15	21		Adva	100	1,042,523	12.013	10.677		-1.335	-11	11,131,330	-87
short	12/14/15	7/04/16	203		Leoni	100	309,259	35.994	27.059	47.878	11.884	33	14,806,656	67
long	7/04/16	7/18/16	14		Koenig & Bauer	100	316,244	46.820	48.436		1.616	3	15,317,551	142
short	7/18/16	7/25/16	7		Siltronic	100	970,427	15.784	15.877	15.692	-0.092	-1	15,227,941	-26
long	7/25/16	8/01/16	7		Koenig & Bauer	100	281,721	54.053	53.541		-0.513	-1	15,083,515	-39
short	8/01/16	11/21/16	112		Telefonica D	100	3,774,195	3.996	3.827	4.174	0.177	4	15,752,737	15
long	11/21/16	12/05/16	14		Siltronic	100	399,567	39.424	45.437		6.012	15	18,155,029	3,946
short	12/05/16	1/02/17	28		SFC Energy	100	7,553,982	2.403	2.110	2.738	0.335	14	20,682,803	447
long	1/02/17	3/05/18	427		Siltronic	100	431,104	47.976	139.964		91.987	192	60,338,939	150
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	3/05/18	5/07/18	63		Umweltbank	100	5,213,854	11.573	11.647	11.499	-0.074	-1	59,951,508	-4
long	5/07/18	5/14/18	7		SFC Energy	100	5,789,268	10.356	10.365		0.009	0	60,003,031	5
short	5/14/18	7/30/18	77		Osram Licht	100	995,460	60.277	43.489	83.544	23.267	39	83,164,544	370
long	7/30/18	8/06/18	7		Wirecard	100	448,728	185.334	191.317		5.983	3	85,849,352	424
short	8/06/18	4/15/19	252		Osram Licht	100	1,877,519	45.725	37.149	56.281	10.556	23	106m	35
long	4/15/19	6/10/19	56		Adva	100	9,769,028	10.817	7.715		-3.102	-29	75,364,102	-89
short	6/10/19	7/08/19	28		Leoni	100	4,978,447	15.138	15.351	14.926	-0.213	-1	74,305,816	-17
long	7/08/19	7/15/19	7		SFC Energy	100	5,357,671	13.869	13.970		0.101	1	74,848,007	46
short	7/15/19	11/04/19	112		Leoni	100	5,081,419	14.730	13.208	16.427	1.697	12	83,470,445	43
long	11/04/19	11/19/19	15		va-Q-tec	100	7,096,247	11.763	12.589		0.827	7	89,337,466	422
accum	6/12/06	11/19/19	4908	days out of 5069 invested (97%)							893,275		89,337,466	97

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Phoenix Solar	short	10/30/06	11/06/06	7	21.24	21.67	20.81	-0.43	-2.03
	long	6/16/08	6/23/08	7	75.68	77.78		2.10	2.77
	short	2/08/10	3/01/10	21	42.16	41.64	42.70	0.53	1.27
	short	5/24/10	6/07/10	14	38.86	37.59	40.17	1.31	3.38
	short	8/23/10	9/13/10	21	38.38	36.86	39.96	1.58	4.12
	short	5/30/11	6/06/11	7	18.78	20.62	16.94	-1.84	-9.81
	short	6/13/11	1/02/12	203	20.38	3.03	137.11	116.73	572.70
	short	1/09/12	1/16/12	7	2.59	2.76	2.41	-0.18	-6.83
	short	6/18/12	10/29/12	133	1.92	1.25	2.97	1.04	54.27
	short	7/14/14	7/28/14	14	3.40	2.41	4.82	1.41	41.49
	short	8/04/14	12/29/14	147	2.24	1.88	2.67	0.43	19.17	1,513.94
Pro7-Sat1	short	6/23/08	4/27/09	308	9.92	2.76	35.68	25.75	259.52
	long	6/15/09	7/06/09	21	6.38	5.92		-0.46	-7.19
	long	3/01/10	5/24/10	84	16.11	17.41		1.29	8.02	260.45
Patrizia Immobilien	short	8/06/07	6/16/08	315	19.93	5.71	69.49	49.56	248.70	248.70
Siltronic	short	7/18/16	7/25/16	7	15.78	15.88	15.69	-0.09	-0.59
	long	11/21/16	12/05/16	14	39.42	45.44		6.01	15.25
	long	1/02/17	3/05/18	427	47.98	139.96		91.99	191.74	234.26
Wirecard	long	10/16/06	10/30/06	14	6.88	8.26		1.38	20.03
	long	11/06/06	8/06/07	273	8.02	13.25		5.23	65.16
	long	1/02/12	1/09/12	7	15.55	16.06		0.51	3.26
	long	1/16/12	6/18/12	154	15.87	18.01		2.15	13.53
	long	7/30/18	8/06/18	7	185.33	191.32		5.98	3.23	139.92
Osram Licht	short	5/14/18	7/30/18	77	60.28	43.49	83.54	23.27	38.60
	short	8/06/18	4/15/19	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
KUKA	long	10/29/12	6/24/13	238	28.27	39.02		10.75	38.01
	long	12/29/14	7/27/15	210	71.30	79.38		8.08	11.34	53.65
Leoni	short	11/16/15	11/23/15	7	37.47	39.03	35.92	-1.55	-4.14
	short	12/14/15	7/04/16	203	35.99	27.06	47.88	11.88	33.02
	short	6/10/19	7/08/19	28	15.14	15.35	14.93	-0.21	-1.40
	short	7/15/19	11/04/19	112	14.73	13.21	16.43	1.70	11.52	40.20
Infineon	long	7/13/09	2/08/10	210	4.32	5.81		1.48	34.31	34.31
Morphosys	long	7/01/13	4/14/14	287	54.26	70.86		16.60	30.59	30.59
Steico	long	4/27/09	5/18/09	21	4.22	5.30		1.07	25.40	25.40
SFC Energy	short	6/24/13	7/01/13	7	5.82	5.72	5.94	0.11	1.90
	short	12/05/16	1/02/17	28	2.40	2.11	2.74	0.33	13.92
	long	5/07/18	5/14/18	7	10.36	10.36		0.01	0.09
	long	7/08/19	7/15/19	7	13.87	13.97		0.10	0.73	17.04
Cancom	long	6/07/10	8/23/10	77	3.77	4.63		0.86	22.76
	long	6/09/14	6/16/14	7	24.07	22.41		-1.66	-6.91	14.28
va-Q-tec	long	11/04/19	11/19/19	15	11.76	12.59		0.83	7.03	7.03
Telefonica D	short	8/01/16	11/21/16	112	4.00	3.83	4.17	0.18	4.44	4.44
Zooplus	long	6/06/11	6/13/11	7	56.95	59.03		2.08	3.65	3.65
Wacker Neuson	long	6/23/14	7/14/14	21	20.16	20.86		0.70	3.47	3.47
Koenig & Bauer	long	7/04/16	7/18/16	14	46.82	48.44		1.62	3.45
	long	7/25/16	8/01/16	7	54.05	53.54		-0.51	-0.95	2.47
Sixt	long	4/21/14	5/05/14	14	35.31	35.18		-0.13	-0.36	-0.36
Grammer	short	5/18/09	6/15/09	28	7.19	8.24	6.13	-1.06	-14.69
	short	7/06/09	7/13/09	7	7.98	8.10	7.85	-0.13	-1.58
	long	9/13/10	5/30/11	259	19.78	21.34		1.55	7.85
	short	7/27/15	11/09/15	105	28.05	25.54	30.80	2.75	9.81	-0.57
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Umweltbank	short	3/05/18	5/07/18	63	11.57	11.65	11.50	-0.07	-0.64	-0.64
Nemetschek	long	7/28/14	8/04/14	7	7.72	7.45		-0.27	-3.44	-3.44
Adva	short	4/14/14	4/21/14	7	3.90	3.92	3.87	-0.02	-0.58
	short	5/05/14	6/09/14	35	3.90	3.90	3.90	-0.00	-0.01
	short	6/16/14	6/23/14	7	3.82	3.77	3.87	0.05	1.40
	long	11/09/15	11/16/15	7	10.96	11.36		0.41	3.71
	long	11/23/15	12/14/15	21	12.01	10.68		-1.34	-11.12
	long	4/15/19	6/10/19	56	10.82	7.71		-3.10	-28.68	-33.73
MTU Aero Engines	short	6/12/06	10/16/06	126	36.38	48.90	23.86	-12.52	-34.41	-34.41

Annotations

6/28/19	Nemetschek	splits1:3 (three for one)
6/11/19	Puma	splits 1:10 (ten for one)
7/16/18	Cancom	stock split 1:2 (another one for one)
9/18/17	Umweltbank	stock split 1:5 (five for one)
3/20/17	BAX	GFK drops out (acquired by KKR)
12/16/16	Medigene	return
10/10/16	Chorus	acquired by Capital Stage - deletion
6/04/16	Schaeffler	moves from SDAX to MDAX (2016-06-20)
3/10/16	WashTec	recording started (SDAX)
3/09/16	Pro7-Sat1	moves from MDAX to DAX
3/04/16	Süss Microtec	returns to the TecDAX
2/08/16	BayX40	complete analysis
12/21/15	Scout24	entry (SDAX)
	Schaeffler	entry (SDAX)
	Siltronic	recording started
9/04/15	Sixt Leasing	recording started (SDAX)
	Deutsche Pfandbrief	recording started (MDAX)
6/30/15	Nemetschek	stock split 1:4 (four for one)
6/21/15	Koenig & Bauer	returns to SDAX
	Adva	returns to TecDAX
4/01/15	CTS Eventim	promotion from SDAX to MDAX replacing TUI


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