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

Assessment - Bayrischer Aktienindex in Dollar - 29/06/20 - RS = 21

		⇓instrument	freshest		Δday	29/06/20	⇓ Δwk	3/02/20	prc diff	⇓ Δ21	⇓∅-RS
	L	BAX	896.320	15:37	1.01	880.187	1.83	928.145	-47.958	-5.17	5.50
	L	Sixt	81.087	15:35	6.18	77.381	4.79	101.958	-24.578	-24.11	-9.02
	L	Linde	220.912	15:35	4.41	211.422	4.49	205.964	5.458	2.65	8.47
	L	Adidas	274.708	15:35	4.04	259.883	5.70	315.335	-55.452	-17.59	-7.44
	L	MTU Aero Engines	179.189	15:35	3.84	172.338	3.98	305.377	-133.039	-43.57	-19.60
	L	Rational	569.968	15:35	3.78	561.545	1.50	753.486	-191.941	-25.47	-13.21
		Nemetschek	71.372	15:35	3.76	66.431	7.44	69.982	-3.552	-5.07	12.68
	L	Adva	6.840	15:35	3.75	6.435	6.28	8.409	-1.974	-23.47	-9.18
		STS	2.246	12:34	3.63	2.370	-5.21	6.882	-4.512	-65.57	-49.77
		Cancom	54.537	15:35	3.54	52.965	2.97	60.688	-7.723	-12.73	-2.31
	L	Zooplus	172.057	15:35	3.51	163.073	5.51	90.175	72.898	80.84	42.54
		Deutsche Pfandbrief	7.401	15:35	3.45	7.210	2.65	15.988	-8.778	-54.90	-33.60
	L	Schaeffler	7.581	15:35	3.45	7.519	0.82	9.931	-2.412	-24.29	-6.12
	L	SFC Energy	17.543	15:36	3.44	16.285	7.72	13.499	2.786	20.64	37.45
	L	Allianz	209.007	15:35	3.33	202.403	3.26	240.208	-37.805	-15.74	-5.57
	L	BMW	65.083	15:35	3.11	63.690	2.19	71.233	-7.542	-10.59	-5.02
	L	Koenig & Bauer	22.956	15:35	2.77	22.406	2.46	26.577	-4.171	-15.69	-20.02
	L	Scout24	80.582	15:35	2.57	77.325	4.21	69.927	7.398	10.58	24.85
	L	Siemens	119.676	15:35	2.46	116.464	2.76	123.058	-6.594	-5.36	8.72
	L	Münchener Rück	260.781	15:35	2.38	255.166	2.20	299.071	-43.905	-14.68	2.02
	L	Steico	39.084	15:36	2.35	38.747	0.87	35.849	2.898	8.08	31.59
	L	Leoni	7.704	15:35	2.16	7.856	-1.93	11.717	-3.861	-32.95	-23.68
	L	Telefonica D	3.032	15:35	2.16	2.932	3.41	3.028	-0.096	-3.17	5.65
	L	Pro7-Sat1	11.955	15:35	2.01	11.770	1.57	13.283	-1.513	-11.39	-4.86
	L	Wacker Chemie	70.283	15:35	1.76	69.587	1.00	70.547	-0.960	-1.36	3.50
		⇓instrument	freshest		Δday	29/06/20	⇓ Δwk	3/02/20	prc diff	⇓ Δ21	⇓∅-RS
	L	Infineon	23.411	15:35	1.53	23.063	1.51	21.589	1.474	6.83	19.31
	L	WashTec	41.610	15:35	1.37	42.060	-1.07	58.309	-16.250	-27.87	-15.94
	L	Siltronic	101.056	15:35	1.28	98.248	2.86	104.382	-6.134	-5.88	18.13
	L	Dr. Hönle	54.582	15:35	1.25	54.358	0.41	48.683	5.674	11.66	14.28
	L	Puma	79.178	15:35	1.21	76.011	4.17	79.276	-3.266	-4.12	7.73
	L	Wacker Neuson	15.173	15:35	1.05	15.555	-2.45	16.054	-0.500	-3.11	-1.07
	L	Medigene	5.565	15:36	0.92	5.795	-3.97	6.473	-0.678	-10.47	1.09
	L	Süss Microtec	15.948	15:36	0.85	15.836	0.71	11.042	4.793	43.41	54.38
	L	Morphosys	130.335	15:35	0.83	126.011	3.43	124.475	1.536	1.23	9.33
		CTS Eventim	42.677	15:35	0.64	41.734	2.26	63.454	-21.720	-34.23	-18.29
	L	7C Solarparken	4.212	15:36	0.54	3.987	5.63	4.171	-0.184	-4.42	7.53
	S	Atoss	115.117	15:35	0.49	112.871	1.99	179.243	-66.373	-37.03	-25.72
		Dermapharm	50.887	15:35	0.41	49.663	2.46	42.570	7.093	16.66	23.67
		Traton	19.328	15:35	0.28	20.200	-4.31	25.448	-5.248	-20.62	-7.32
		Osram Licht	47.394	15:35	-0.12	47.507	-0.24	50.299	-2.792	-5.55	10.62
	L	BayWa	32.570	15:35	-0.17	32.457	0.35	29.819	2.639	8.85	12.09
	L	Krones	63.455	15:35	-0.18	64.128	-1.05	77.838	-13.710	-17.61	0.92
	L	Patrizia Immobilien	24.203	15:35	-0.46	25.157	-3.79	24.209	0.948	3.92	18.83
	L	va-Q-tec	17.745	15:36	-0.63	17.857	-0.63	13.222	4.635	35.06	49.43
	L	Siemens Healthineers	47.484	15:35	-0.80	47.984	-1.04	44.789	3.195	7.13	11.04
	L	Rhön-Klinikum	20.171	15:35	-1.10	20.440	-1.32	18.123	2.317	12.78	-3.59
	L	Umweltbank	13.589	15:36	-1.22	13.646	-0.41	13.665	-0.019	-0.14	13.58
		Sixt Leasing	18.823	15:35	-1.76	18.935	-0.59	15.048	3.888	25.84	31.40
		Wirecard	3.482	15:37	-35.42	3.661	-4.91	146.603	-142.942	-97.50	-96.83
BAX - 48 out of 48 instruments rated - 29/06/20 / 3/02/20 - 16 did rise, Market-Ratio(21) in USD = 33.33 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

4/01/16	scale up chart	29/06/20

Transactions Bayrischer Aktienindex in Dollar * 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	338	29.550	38.412	20.688	-8.862	-30	7,005	-64
long	16/10/06	30/10/06	14		Wirecard	100	1,295	5.405	6.615		1.210	22	8,572	19,273
short	30/10/06	6/11/06	7		Phoenix Solar	100	503	17.009	17.281	16.737	-0.272	-2	8,435	-57
long	6/11/06	6/08/07	273		Wirecard	100	1,318	6.399	11.129		4.731	74	14,670	110
short	6/08/07	16/06/08	315		Patrizia Immobilien	100	876	16.735	5.461	51.287	34.551	206	44,937	266
long	16/06/08	23/06/08	7		Phoenix Solar	100	621	72.315	75.101		2.785	4	46,666	618
short	23/06/08	27/04/09	308		Pro7-Sat1	100	4,869	9.583	2.423	37.894	28.311	295	184,514	410
long	27/04/09	18/05/09	21		Steico	100	49,764	3.708	4.723		1.015	27	235,032	6,609
short	18/05/09	15/06/09	28		Grammer	100	36,668	6.410	7.639	5.181	-1.229	-19	189,965	-94
long	15/06/09	6/07/09	21		Pro7-Sat1	100	32,117	5.915	5.452		-0.463	-8	175,096	-76
short	6/07/09	13/07/09	7		Grammer	100	23,858	7.339	7.456	7.222	-0.117	-2	172,298	-57
long	13/07/09	8/02/10	210		Infineon	100	43,301	3.979	5.416		1.437	36	234,510	71
short	8/02/10	1/03/10	21		Phoenix Solar	100	5,963	39.325	38.797	39.860	0.535	1	237,703	26
long	1/03/10	24/05/10	84		Pro7-Sat1	100	15,830	15.016	15.155		0.140	1	239,913	4
short	24/05/10	7/06/10	14		Phoenix Solar	100	7,091	33.832	32.341	35.392	1.559	5	250,971	224
long	7/06/10	23/08/10	77		Cancom	100	77,371	3.244	4.475		1.231	38	346,252	360
short	23/08/10	13/09/10	21		Phoenix Solar	100	9,329	37.113	36.152	38.100	0.987	3	355,455	58
long	13/09/10	30/05/11	259		Grammer	100	18,320	19.402	25.128		5.726	30	460,363	44
short	30/05/11	6/06/11	7		Phoenix Solar	100	20,810	22.121	24.731	19.511	-2.610	-12	406,046	-100
long	6/06/11	13/06/11	7		Zooplus	100	5,945	68.295	70.008		1.712	3	416,227	264
short	13/06/11	2/01/12	203		Phoenix Solar	100	17,219	24.171	3.227	181.063	156.892	649	3,117,748	3,636
long	2/01/12	9/01/12	7		Wirecard	100	188,251	16.562	16.803		0.241	1	3,163,168	113
short	9/01/12	16/01/12	7		Phoenix Solar	100	1,167,955	2.708	2.903	2.514	-0.194	-7	2,936,006	-98
long	16/01/12	18/06/12	154		Wirecard	100	176,270	16.656	18.958		2.302	14	3,341,765	36
short	18/06/12	29/10/12	133		Phoenix Solar	100	1,651,983	2.023	1.333	3.071	1.048	52	5,072,745	214
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	167,735	30.243	41.754		11.512	38	7,003,649	64
short	24/06/13	1/07/13	7		SFC Energy	100	1,123,649	6.233	6.050	6.422	0.189	3	7,215,850	374
long	1/07/13	14/04/14	287		Morphosys	100	125,640	57.433	80.523		23.091	40	10,116,961	54
short	14/04/14	21/04/14	7		Adva	100	2,285,685	4.426	4.428	4.425	-0.002	0	10,113,245	-2
long	21/04/14	5/05/14	14		Sixt	100	253,426	39.906	40.085		0.179	0	10,158,566	12
short	5/05/14	9/06/14	35		Adva	100	2,287,965	4.440	4.344	4.538	0.098	2	10,382,329	26
long	9/06/14	16/06/14	7		Cancom	100	386,929	26.833	24.978		-1.855	-7	9,664,627	-98
short	16/06/14	23/06/14	7		Adva	100	2,270,561	4.256	4.212	4.302	0.045	1	9,767,272	73
long	23/06/14	14/07/14	21		Wacker Neuson	100	433,295	22.542	23.386		0.844	4	10,132,849	89
short	14/07/14	28/07/14	14		Phoenix Solar	100	2,655,133	3.816	2.661	5.473	1.657	43	14,532,606	> 999,999
long	28/07/14	4/08/14	7		Nemetschek	100	1,701,827	8.539	8.222		-0.318	-4	13,991,728	-86
short	4/08/14	29/12/14	147		Phoenix Solar	100	5,665,052	2.470	1.899	3.212	0.742	30	18,196,715	92
long	29/12/14	27/07/15	210		KUKA	100	252,520	72.060	82.462		10.401	14	20,823,235	26
short	27/07/15	9/11/15	105		Grammer	100	714,768	29.133	25.451	33.348	4.215	14	23,835,951	60
long	9/11/15	16/11/15	7		Adva	100	2,183,454	10.917	11.252		0.336	3	24,569,008	385
short	16/11/15	23/11/15	7		Leoni	100	662,014	37.112	38.301	35.924	-1.189	-3	23,781,888	-82
long	23/11/15	14/12/15	21		Adva	100	2,017,201	11.790	10.836		-0.954	-8	21,858,446	-77
short	14/12/15	4/07/16	203		Leoni	100	598,392	36.529	27.871	47.875	11.346	31	28,647,988	63
long	4/07/16	18/07/16	14		Koenig & Bauer	100	594,041	48.226	49.313		1.087	2	29,293,745	79
short	18/07/16	25/07/16	7		Siltronic	100	1,822,873	16.070	16.105	16.035	-0.035	0	29,229,963	-11
long	25/07/16	1/08/16	7		Koenig & Bauer	100	533,091	54.831	55.293		0.462	1	29,476,443	55
short	1/08/16	21/11/16	112		Telefonica D	100	7,141,781	4.127	3.795	4.489	0.362	9	32,061,602	32
long	21/11/16	5/12/16	14		Siltronic	100	820,126	39.093	44.979		5.886	15	36,888,688	3,772
short	5/12/16	2/01/17	28		SFC Energy	100	15,504,830	2.379	2.061	2.746	0.367	15	42,582,465	550
long	2/01/17	5/03/18	427		Siltronic	100	908,527	46.870	148.883		102.014	218	135m	169
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	10,987,898	12.310	11.612	13.051	0.740	6	143m	40
long	7/05/18	14/05/18	7		SFC Energy	100	13,889,228	10.324	10.361		0.037	0	144m	20
short	14/05/18	30/07/18	77		Osram Licht	100	2,388,242	60.258	44.031	82.466	22.208	37	197m	342
long	30/07/18	6/08/18	7		Wirecard	100	1,049,610	187.640	191.991		4.352	2	202m	231
short	6/08/18	15/04/19	252		Osram Licht	100	4,391,657	45.886	37.017	56.881	10.995	24	250m	36
long	15/04/19	10/06/19	56		Adva	100	23,176,582	10.778	7.798		-2.981	-28	181m	-88
short	10/06/19	8/07/19	28		Leoni	100	11,811,143	15.301	15.464	15.138	-0.163	-1	179m	-13
long	8/07/19	15/07/19	7		SFC Energy	100	12,797,174	13.972	14.191		0.219	2	182m	125
short	15/07/19	4/11/19	112		Leoni	100	12,137,327	14.962	13.390	16.719	1.757	12	203m	44
long	4/11/19	25/11/19	21		va-Q-tec	100	17,017,133	11.925	13.101		1.177	10	223m	413
short	25/11/19	16/12/19	21		STS	100	40,476,491	5.508	5.343	5.679	0.170	3	230m	70
long	16/12/19	2/03/20	77		va-Q-tec	100	14,468,149	15.886	12.338		-3.548	-22	179m	-70
short	2/03/20	2/07/20	122		Koenig & Bauer	100	7,634,816	23.381	22.956	23.814	0.433	2	182m	6
accum	12/06/06	2/07/20	5134	days out of 5295 invested (97%)							1,818,047		182m	101

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	17.01	17.28	16.74	-0.27	-1.60
	long	16/06/08	23/06/08	7	72.32	75.10		2.79	3.85
	short	8/02/10	1/03/10	21	39.32	38.80	39.86	0.54	1.36
	short	24/05/10	7/06/10	14	33.83	32.34	35.39	1.56	4.61
	short	23/08/10	13/09/10	21	37.11	36.15	38.10	0.99	2.66
	short	30/05/11	6/06/11	7	22.12	24.73	19.51	-2.61	-11.80
	short	13/06/11	2/01/12	203	24.17	3.23	181.06	156.89	649.08
	short	9/01/12	16/01/12	7	2.71	2.90	2.51	-0.19	-7.18
	short	18/06/12	29/10/12	133	2.02	1.33	3.07	1.05	51.80
	short	14/07/14	28/07/14	14	3.82	2.66	5.47	1.66	43.42
	short	4/08/14	29/12/14	147	2.47	1.90	3.21	0.74	30.05	1,831.49
Pro7-Sat1	short	23/06/08	27/04/09	308	9.58	2.42	37.89	28.31	295.44
	long	15/06/09	6/07/09	21	5.91	5.45		-0.46	-7.83
	long	1/03/10	24/05/10	84	15.02	15.16		0.14	0.93	267.88
Siltronic	short	18/07/16	25/07/16	7	16.07	16.11	16.04	-0.03	-0.22
	long	21/11/16	5/12/16	14	39.09	44.98		5.89	15.06
	long	2/01/17	5/03/18	427	46.87	148.88		102.01	217.65	264.68
Patrizia Immobilien	short	6/08/07	16/06/08	315	16.74	5.46	51.29	34.55	206.45	206.45
Wirecard	long	16/10/06	30/10/06	14	5.41	6.62		1.21	22.38
	long	6/11/06	6/08/07	273	6.40	11.13		4.73	73.93
	long	2/01/12	9/01/12	7	16.56	16.80		0.24	1.46
	long	16/01/12	18/06/12	154	16.66	18.96		2.30	13.82
	long	30/07/18	6/08/18	7	187.64	191.99		4.35	2.32	151.52
Osram Licht	short	14/05/18	30/07/18	77	60.26	44.03	82.47	22.21	36.85
	short	6/08/18	15/04/19	252	45.89	37.02	56.88	10.99	23.96	69.65
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
KUKA	long	29/10/12	24/06/13	238	30.24	41.75		11.51	38.06
	long	29/12/14	27/07/15	210	72.06	82.46		10.40	14.43	57.99
Leoni	short	16/11/15	23/11/15	7	37.11	38.30	35.92	-1.19	-3.20
	short	14/12/15	4/07/16	203	36.53	27.87	47.87	11.35	31.06
	short	10/06/19	8/07/19	28	15.30	15.46	15.14	-0.16	-1.07
	short	15/07/19	4/11/19	112	14.96	13.39	16.72	1.76	11.74	40.25
Morphosys	long	1/07/13	14/04/14	287	57.43	80.52		23.09	40.20	40.20
Infineon	long	13/07/09	8/02/10	210	3.98	5.42		1.44	36.11	36.11
Cancom	long	7/06/10	23/08/10	77	3.24	4.48		1.23	37.97
	long	9/06/14	16/06/14	7	26.83	24.98		-1.85	-6.91	28.43
Steico	long	27/04/09	18/05/09	21	3.71	4.72		1.02	27.38	27.38
SFC Energy	short	24/06/13	1/07/13	7	6.23	6.05	6.42	0.19	3.03
	short	5/12/16	2/01/17	28	2.38	2.06	2.75	0.37	15.44
	long	7/05/18	14/05/18	7	10.32	10.36		0.04	0.36
	long	8/07/19	15/07/19	7	13.97	14.19		0.22	1.57	21.23
Grammer	short	18/05/09	15/06/09	28	6.41	7.64	5.18	-1.23	-19.17
	short	6/07/09	13/07/09	7	7.34	7.46	7.22	-0.12	-1.60
	long	13/09/10	30/05/11	259	19.40	25.13		5.73	29.51
	short	27/07/15	9/11/15	105	29.13	25.45	33.35	4.21	14.47	17.91
Telefonica D	short	1/08/16	21/11/16	112	4.13	3.79	4.49	0.36	8.77	8.77
Umweltbank	short	5/03/18	7/05/18	63	12.31	11.61	13.05	0.74	6.01	6.01
Koenig & Bauer	long	4/07/16	18/07/16	14	48.23	49.31		1.09	2.25
	long	25/07/16	1/08/16	7	54.83	55.29		0.46	0.84
	short	2/03/20	2/07/20	122	23.38	22.96	23.81	0.43	1.85	5.03
Wacker Neuson	long	23/06/14	14/07/14	21	22.54	23.39		0.84	3.74	3.74
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
STS	short	25/11/19	16/12/19	21	5.51	5.34	5.68	0.17	3.09	3.09
Zooplus	long	6/06/11	13/06/11	7	68.30	70.01		1.71	2.51	2.51
Sixt	long	21/04/14	5/05/14	14	39.91	40.08		0.18	0.45	0.45
Nemetschek	long	28/07/14	4/08/14	7	8.54	8.22		-0.32	-3.72	-3.72
va-Q-tec	long	4/11/19	25/11/19	21	11.92	13.10		1.18	9.87
	long	16/12/19	2/03/20	77	15.89	12.34		-3.55	-22.34	-14.67
Adva	short	14/04/14	21/04/14	7	4.43	4.43	4.42	-0.00	-0.04
	short	5/05/14	9/06/14	35	4.44	4.34	4.54	0.10	2.20
	short	16/06/14	23/06/14	7	4.26	4.21	4.30	0.05	1.06
	long	9/11/15	16/11/15	7	10.92	11.25		0.34	3.08
	long	23/11/15	14/12/15	21	11.79	10.84		-0.95	-8.09
	long	15/04/19	10/06/19	56	10.78	7.80		-2.98	-27.65	-29.23
MTU Aero Engines	short	12/06/06	16/10/06	126	29.55	38.41	20.69	-8.86	-29.99	-29.99

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	Sixt Leasing	recording started (SDAX)
	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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