Thu, Nov 21st, 2024, 11:06UTC
Assessment - Austrian Traded Index - 7/01/24 - RS = 26
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
1/01/24
prc diff
⇓ Δ26
∅-RS
ATX
3,568.200
8/12
0.19
3,648.520
-2.20
3,434.970
213.550
6.22
7.12
L
Telekom Austria
8.510
8/12
2.04
8.990
-5.34
7.650
1.340
17.52
24.74
Do&Co
144.600
8/12
-2.56
166.600
-13.21
134.400
32.200
23.96
24.32
Immofinanz
29.550
8/12
-0.51
26.400
11.93
21.050
5.350
25.42
20.43
Bawag
64.400
8/12
-1.38
61.000
5.57
47.980
13.020
27.14
20.26
Wienerberger
28.200
8/12
-2.76
31.120
-9.38
30.220
0.900
2.98
18.71
L
EVN
29.250
8/12
29.700
-1.52
28.450
1.250
4.39
18.01
Erste Group Bank
46.100
8/12
0.37
45.090
2.24
36.730
8.360
22.76
17.30
Andritz
54.650
8/12
-0.55
58.100
-5.94
56.400
1.700
3.01
13.53
Vienna Insurance
29.800
8/12
1.36
30.600
-2.61
26.500
4.100
15.47
7.92
Raiffeisen Bank Int
16.610
8/12
1.59
16.340
1.65
18.670
-2.330
-12.48
1.72
L
Lenzing
30.350
8/12
0.83
33.200
-8.58
35.550
-2.350
-6.61
-0.38
Uniqa
7.680
8/12
0.26
8.000
-4.00
7.460
0.540
7.24
-0.68
L
Verbund
76.850
8/12
1.52
75.750
1.45
84.050
-8.300
-9.88
-1.50
CA Immobilien
31.940
8/12
0.13
31.240
2.24
32.450
-1.210
-3.73
-4.78
Österreichische Post
29.550
8/12
0.34
30.100
-1.83
32.700
-2.600
-7.95
-5.10
OMV
38.980
8/12
1.56
40.760
-4.37
39.770
0.990
2.49
-7.22
L
Mayr-Melnhof
103.600
8/12
1.17
110.800
-6.50
126.600
-15.800
-12.48
-7.39
voestalpine
22.080
8/12
-0.18
25.280
-12.66
28.560
-3.280
-11.48
-8.15
AT&S
15.660
8/12
2.02
21.580
-27.43
26.300
-4.720
-17.95
-8.21
Schoeller-Bleckmann
34.050
8/12
-0.87
37.750
-9.80
44.200
-6.450
-14.59
-19.45
ATX - 20 out of 20 instruments rated - 7/01/24 / 1/01/24 - 11 did rise, Market-Ratio(26) = 55.00 %
Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions Austrian Traded Index * L26 - 81/77 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
1/02/06
10/16/06
287
- cash -
long
10/16/06
10/23/06
7
voestalpine
100
267
37.340
36.540
-0.800
-2
9,786
-68
10/23/06
11/20/06
28
- cash -
11/20/06
6/11/07
203
RHI
100
283
34.500
39.920
5.420
16
11,320
30
6/11/07
7/27/09
777
- cash -
7/27/09
12/14/09
140
Immofinanz
100
941
12.030
22.200
10.170
85
20,890
394
12/14/09
11/08/10
329
- cash -
11/08/10
5/23/11
196
Schoeller-Bleckmann
100
392
53.160
63.500
10.340
19
24,944
39
5/23/11
5/21/12
364
- cash -
5/21/12
5/28/12
7
Österreichische Post
100
923
27.000
26.945
-0.055
0
24,893
-10
5/28/12
12/24/12
210
- cash -
12/24/12
3/18/13
84
Erste Group Bank
100
1,028
24.204
23.155
-1.049
-4
23,814
-18
3/18/13
12/23/13
280
- cash -
12/23/13
1/06/14
14
Flughafen Wien
100
1,567
15.193
15.300
0.108
1
23,983
20
1/06/14
1/13/14
7
- cash -
1/13/14
2/03/14
21
Zumtobel
100
1,812
13.230
16.700
3.470
26
30,270
5,631
2/03/14
4/06/15
427
- cash -
4/06/15
7/06/15
91
Zumtobel
100
1,298
23.305
26.055
2.750
12
33,840
56
7/06/15
7/13/15
7
- cash -
7/13/15
7/20/15
7
Zumtobel
100
1,238
27.330
29.890
2.560
9
37,009
10,557
7/20/15
8/08/16
385
- cash -
8/08/16
8/22/16
14
Lenzing
100
379
97.480
100.200
2.720
3
38,040
105
8/22/16
12/12/16
112
- cash -
12/12/16
8/28/17
259
Lenzing
100
329
115.400
133.100
17.700
15
43,863
22
8/28/17
10/02/17
35
- cash -
10/02/17
10/23/17
21
Raiffeisen Bank Int
100
1,543
28.425
28.960
0.535
2
44,689
38
10/23/17
7/01/19
616
- cash -
7/01/19
7/08/19
7
Do&Co
100
520
85.900
86.800
0.900
1
45,157
72
7/08/19
12/14/20
525
- cash -
12/14/20
12/21/20
7
Lenzing
100
588
76.700
77.400
0.700
1
45,569
61
12/21/20
12/28/20
7
- cash -
12/28/20
9/13/21
259
Verbund
100
654
69.600
94.500
24.900
36
61,853
54
9/13/21
1/17/22
126
- cash -
1/17/22
1/24/22
7
Erste Group Bank
100
1,386
44.620
40.480
-4.140
-9
56,115
-99
1/24/22
4/03/23
434
- cash -
4/03/23
5/01/23
28
Andritz
100
900
62.300
58.850
-3.450
-6
53,010
-52
5/01/23
11/21/24
570
- cash -
accum 10/16/06
5/01/23 1372
days out of 6898 invested (20%)
430
53,010
56
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Immofinanz long 7/27/09 12/14/09 140 12.03 22.20 10.17 84.54 84.54
Zumtobel 1/13/14 2/03/14 21 13.23 16.70 3.47 26.23
4/06/15 7/06/15 91 23.31 26.06 2.75 11.80
7/13/15 7/20/15 7 27.33 29.89 2.56 9.37 54.34
Verbund 12/28/20 9/13/21 259 69.60 94.50 24.90 35.78 35.78
Lenzing 8/08/16 8/22/16 14 97.48 100.20 2.72 2.79
12/12/16 8/28/17 259 115.40 133.10 17.70 15.34
12/14/20 12/21/20 7 76.70 77.40 0.70 0.91 19.64
Schoeller-Bleckmann 11/08/10 5/23/11 196 53.16 63.50 10.34 19.45 19.45
RHI 11/20/06 6/11/07 203 34.50 39.92 5.42 15.71 15.71
Raiffeisen Bank Int 10/02/17 10/23/17 21 28.43 28.96 0.54 1.88 1.88
Do&Co 7/01/19 7/08/19 7 85.90 86.80 0.90 1.05 1.05
Flughafen Wien 12/23/13 1/06/14 14 15.19 15.30 0.11 0.71 0.71
Österreichische Post 5/21/12 5/28/12 7 27.00 26.95 -0.05 -0.20 -0.20
voestalpine 10/16/06 10/23/06 7 37.34 36.54 -0.80 -2.14 -2.14
Andritz 4/03/23 5/01/23 28 62.30 58.85 -3.45 -5.54 -5.54
Erste Group Bank 12/24/12 3/18/13 84 24.20 23.16 -1.05 -4.33
1/17/22 1/24/22 7 44.62 40.48 -4.14 -9.28 -13.21
Annotations
2/19/24 ATX : Component update: Telekom Austria replaces Strabag
9/24/18 ATX Do&Co replaces Porr
6/25/18 Immofinanz reverse stock split 10:1 (one for ten)
5/22/18 ATX component exchange: AT&S and FACC for Agrana and Zumtobel
3/25/17 ATX Machine Learning processed for all techniques.
The exchanging short technique S23 - 25 ex 2 (2) looks someway bumpy,
but it scores a fine yield in the long run.
So we kept it inside - just to see what happens.
3/20/17 ATX Flughafen Wien replaces Do&Co
9/19/16 ATX Do&Co replaces AT&S
3/21/16 ATX AT&S replaces Flughafen Wien
9/09/15 ATX complete analysis (scheduled)
write an annotation