Assessment - Mid-Cap-DAX - 1/07/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
								MDAX	24,152.900	12/08/24	-0.40	25,244.700	-4.32	27,137.300	-1,892.600	-6.97		-3.85
								Morphosys	67.250	2/08/24		67.600	-0.52	34.000	33.600	98.82		86.20
								Hensoldt	34.640	12/08/24	0.99	35.200	-1.59	24.400	10.800	44.26		9.42
						L		Bilfinger	48.250	12/08/24	1.15	49.450	-2.43	34.820	14.630	42.02		28.59
								CTS Eventim	77.000	12/08/24	-0.32	77.400	-0.52	62.600	14.800	23.64		21.89
								Knorr-Bremse	70.800	12/08/24	1.36	70.850	-0.07	58.800	12.050	20.49		13.95
								Nemetschek	87.400	12/08/24	0.52	92.350	-5.36	78.480	13.870	17.67		20.89
								Talanx	66.500	12/08/24	1.92	75.050	-11.39	64.650	10.400	16.09		14.33
								Ströer Media	57.950	12/08/24	0.09	60.000	-3.42	53.750	6.250	11.63		22.72
								Nordex	13.140	12/08/24	-2.81	11.510	14.16	10.400	1.110	10.67		11.66
								Scout24	68.550	12/08/24	0.51	70.850	-3.25	64.160	6.690	10.43		7.29
								Encavis	17.000	12/08/24		16.900	0.59	15.590	1.310	8.40		20.38
								Gerresheimer	97.300	12/08/24	-1.47	101.100	-3.76	94.350	6.750	7.15		-1.05
								Hochtief	104.300	12/08/24	-1.23	106.800	-2.34	100.300	6.500	6.48		2.99
								Krones	117.800	12/08/24	0.68	118.200	-0.34	111.800	6.400	5.72		8.90
								Fuchs	38.320	12/08/24	-0.62	42.320	-9.45	40.300	2.020	5.01		10.95
						L		Aurubis	64.400	12/08/24	1.02	77.550	-16.96	74.260	3.290	4.43		0.33
								GEA Group	40.280	12/08/24	0.55	39.260	2.60	37.690	1.570	4.17		2.86
								Hella	86.300	12/08/24	0.23	85.900	0.47	82.500	3.400	4.12		10.07
								TAG Immobilien	14.110	12/08/24	-1.33	13.720	2.84	13.195	0.525	3.98		16.76
								Evonik Industries	18.085	12/08/24	-0.14	18.885	-4.24	18.500	0.385	2.08		3.31
								Kion Group	33.700	12/08/24	2.09	39.180	-13.99	38.670	0.510	1.32		5.06
								Freenet	25.020	12/08/24	1.46	25.140	-0.48	25.340	-0.200	-0.79		3.20
								LEG Immobilien	83.500	12/08/24	-2.36	76.100	9.72	79.320	-3.220	-4.06		9.21
								Fresenius MedCare	33.130	12/08/24	-1.31	35.880	-7.66	37.960	-2.080	-5.48		-3.75
								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
								Jenoptik	28.420	12/08/24	3.42	26.700	6.44	28.440	-1.740	-6.12		3.00
								Jungheinrich	28.020	12/08/24	-0.85	30.820	-9.09	33.220	-2.400	-7.22		1.48
						S		Bechtle	38.960	12/08/24	-1.86	41.340	-5.76	45.390	-4.050	-8.92		-0.64
								Befesa	26.540	12/08/24	0.15	32.020	-17.11	35.200	-3.180	-9.03		-4.61
						L		Delivery Hero	20.860	12/08/24	-3.07	22.470	-7.17	25.010	-2.540	-10.16		-1.34
								Wacker Chemie	84.060	12/08/24	-0.33	101.650	-17.30	114.300	-12.650	-11.07		-16.31
								United Internet	17.050	12/08/24	0.89	20.320	-16.09	23.040	-2.720	-11.81		3.19
								K+S	11.430	12/08/24	-0.52	12.590	-9.21	14.310	-1.720	-12.02		-15.82
								Fraport	44.240	12/08/24	-0.58	47.940	-7.72	54.760	-6.820	-12.45		-1.52
						L		Puma	34.810	12/08/24	-0.29	43.690	-20.33	50.520	-6.830	-13.52		-9.25
								Redcare Pharmacy	139.000	12/08/24	0.36	111.000	25.23	131.600	-20.600	-15.65		-4.90
						S		Siltronic	73.500	12/08/24	0.75	72.800	0.96	88.450	-15.650	-17.69		-6.97
								RTL Group	28.350	12/08/24	1.25	28.550	-0.70	34.960	-6.410	-18.34		-12.03
								Lanxess	22.630	12/08/24	-1.91	23.080	-1.95	28.370	-5.290	-18.65		-15.33
								Aroundtown	2.034	12/08/24	-0.54	1.947	4.47	2.475	-0.528	-21.33		7.53
						S		TeamViewer	12.400	12/08/24	-1.27	10.780	15.03	14.060	-3.280	-23.33		-24.66
						S		Deutsche Lufthansa	5.542	12/08/24	-1.21	5.756	-3.72	8.048	-2.292	-28.48		-22.27
						S		Stabilus	41.550	12/08/24	-1.42	43.700	-4.92	61.700	-18.000	-29.17		-19.13
						S		Carl Zeiss Meditec	60.350	12/08/24	-5.33	66.250	-8.91	98.840	-32.590	-32.97		-29.17
						S		Sixt	60.750	12/08/24	-2.49	66.400	-8.51	101.200	-34.800	-34.39		-25.47
								thyssenkrupp	3.320	12/08/24	-1.63	4.093	-18.89	6.312	-2.219	-35.16		-28.91
						S		Hugo Boss	36.400	12/08/24	-3.50	41.730	-12.77	67.460	-25.730	-38.14		-26.85
								Aixtron	18.340	12/08/24	-2.19	17.960	2.12	38.660	-20.700	-53.54		-29.83
						S		SMA Solar	21.900	12/08/24	-1.26	26.480	-17.30	60.550	-34.070	-56.27		-30.04
						S		Evotec	5.390	12/08/24	-2.88	9.020	-40.24	21.280	-12.260	-57.61		-50.96
								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
								HelloFresh	5.400	12/08/24	7.14	4.810	12.27	14.310	-9.500	-66.39		-55.52
MDAX - 50 out of 49 instruments rated - 1/07/24 / 1/01/24 - 21 did rise, Market-Ratio(26) = 42.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions Mid-Cap-DAX * Mixed Cut L17 - 75/48 (1) - S21 - 16/23 (2)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		9/01/06	7				- cash -
long	9/01/06	12/06/06	154				Salzgitter	100	196		50.880	59.230		8.350	16	11,637	43
12/06/06		25/09/06	105				- cash -
short	25/09/06	9/10/06	14				Airbus	50	258		22.500	20.160	25.112	2.612	12	12,310	1,651
							KUKA	50	361		16.119	15.753	16.494	0.375	2	12,446	82
long	9/10/06	6/08/07	301				Salzgitter	100	156		79.690	144.160		64.470	81	22,503	105
6/08/07		26/11/07	112				- cash -
short	26/11/07	24/12/07	28				Aareal Bank	50	493		22.822	27.141	18.503	-4.319	-19	20,374	-94
							Deutsche Wohnen	50	738		15.246	11.930	19.484	4.238	28	23,501	2,346
24/12/07		21/01/08	28				- cash -
	21/01/08	14/04/08	84				Lanxess	50	514		22.830	25.450	20.210	-2.620	-11	22,154	-41
							Deutsche Wohnen	50	1,009		11.658	9.629	14.115	2.457	21	24,633	130
14/04/08		19/05/08	35				- cash -
long	19/05/08	23/06/08	35				K+S	100	312		78.718	89.188		10.470	13	27,900	268
23/06/08		15/09/08	84				- cash -
short	15/09/08	16/03/09	182				Hugo Boss	50	662		21.060	10.370	42.770	21.710	103	42,272	314
							Aareal Bank	50	1,061		13.147	3.887	44.467	31.320	238	75,502	1,052
16/03/09		18/05/09	63				- cash -
long	18/05/09	23/08/10	462				MTU Aero Engines	100	2,898		26.050	45.185		19.135	73	130,955	55
23/08/10		13/09/10	21				- cash -
	13/09/10	13/06/11	273				Hugo Boss	100	4,033		32.470	56.370		23.900	74	227,344	109
13/06/11		8/08/11	56				- cash -
short	8/08/11	15/08/11	7				Ceconomy	50	11,827		9.611	10.361	8.861	-0.750	-8	218,473	-99
							Ströer Media	50	7,560		15.035	14.990	15.080	0.045	0	218,814	17
15/08/11		22/08/11	7				- cash -
	22/08/11	29/08/11	7				Ceconomy	50	11,446		9.558	9.601	9.516	-0.043	0	218,323	-21
							Ströer Media	50	9,053		12.085	10.500	13.909	1.824	15	234,838	152,576
29/08/11		5/09/11	7				- cash -
	5/09/11	2/01/12	119				Wacker Chemie	50	1,369		85.720	65.850	111.586	25.866	30	270,248	125
							Ströer Media	50	9,276		12.665	12.920	12.410	-0.255	-2	267,883	-6
2/01/12		23/01/12	21				- cash -
long	23/01/12	21/05/12	119				Dürr	100	29,357		9.125	10.445		1.320	14	306,634	51
21/05/12		10/09/12	112				- cash -
	10/09/12	24/06/13	287				Dürr	100	22,056		13.903	21.555		7.653	55	475,418	75
24/06/13		5/08/13	42				- cash -
	5/08/13	19/05/14	287				Dürr	100	17,194		27.650	29.495		1.845	7	507,140	9
19/05/14		8/12/14	203				- cash -
	8/12/14	6/07/15	210				Ströer Media	100	21,954		23.100	43.450		20.350	88	953,904	200
6/07/15		16/05/16	315				- cash -
	16/05/16	27/06/16	42				Hochtief	100	8,419		113.300	107.150		-6.150	-5	902,128	-38
27/06/16		5/09/16	70				- cash -
	5/09/16	21/11/16	77				Südzucker	100	38,429		23.475	21.790		-1.685	-7	837,375	-30
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
21/11/16		20/02/17	91				- cash -
	20/02/17	4/09/17	196				Covestro	100	12,135		69.000	65.440		-3.560	-5	794,174	-9
4/09/17		11/12/17	98				- cash -
	11/12/17	5/03/18	84				Uniper	100	1,610		493.100	492.400		-0.700	0	793,047	-1
5/03/18		10/12/18	280				- cash -
short	10/12/18	11/02/19	63				Wacker Chemie	50	5,562		71.280	91.420	51.140	-20.140	-28	681,028	-85
							Siltronic	50	5,565		71.260	96.140	46.380	-24.880	-35	542,571	-92
11/02/19		8/04/19	56				- cash -
long	8/04/19	5/08/19	119				Evotec	100	21,319		25.450	23.810		-1.640	-6	507,608	-18
5/08/19		2/12/19	119				- cash -
	2/12/19	2/03/20	91				Dialog Semiconductor	100	11,391		44.560	31.070		-13.490	-30	353,943	-76
2/03/20		16/03/20	14				- cash -
short	16/03/20	27/04/20	42				K+S	50	33,863		5.226	5.996	4.456	-0.770	-15	327,869	-75
							thyssenkrupp	50	43,122		4.104	5.800	2.408	-1.696	-41	254,734	-99
27/04/20		13/07/20	77				- cash -
long	13/07/20	5/10/20	84				Delivery Hero	100	2,660		95.760	98.280		2.520	3	261,437	12
5/10/20		18/01/21	105				- cash -
	18/01/21	29/11/21	315				HelloFresh	100	4,091		63.900	94.500		30.600	48	386,622	57
29/11/21		7/03/22	98				- cash -
short	7/03/22	4/04/22	28				Uniper	50	542		356.100	473.600	238.600	-117.500	-33	322,937	-99
							AUTO1	50	18,972		10.205	11.390	9.020	-1.185	-12	300,455	-80
4/04/22		13/06/22	70				- cash -
	13/06/22	1/08/22	49				TAG Immobilien	50	12,037		12.480	10.370	15.019	2.539	20	331,021	297
							Delivery Hero	50	4,514		33.280	47.810	18.750	-14.530	-44	265,432	-99
1/08/22		15/08/22	14				- cash -
	15/08/22	7/11/22	84				Uniper	50	856		154.900	66.000	363.546	208.646	135	444,033	3,973
							TAG Immobilien	50	11,978		11.090	6.280	19.584	8.494	77	545,775	1,083
7/11/22		16/01/23	70				- cash -
long	16/01/23	8/05/23	112				Rheinmetall	100	2,527		215.900	265.000		49.100	23	669,851	95
8/05/23		25/09/26	1236				- cash -
accum	9/01/06	8/05/23	3955	days out of 7571 invested (52%)										6,599		669,851	47

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Hugo Boss	short	15/09/08	16/03/09	182	21.06	10.37	42.77	21.71	103.09	50	51.54
	long	13/09/10	13/06/11	273	32.47	56.37		23.90	73.61	100	73.61	163.09
Salzgitter	long	9/01/06	12/06/06	154	50.88	59.23		8.35	16.41		16.41
	long	9/10/06	6/08/07	301	79.69	144.16		64.47	80.90		80.90	110.59
Ströer Media	short	8/08/11	15/08/11	7	15.04	14.99	15.08	0.05	0.30	50	0.15
	short	22/08/11	29/08/11	7	12.09	10.50	13.91	1.82	15.10		7.55
	short	5/09/11	2/01/12	119	12.67	12.92	12.41	-0.25	-2.01		-1.01
	long	8/12/14	6/07/15	210	23.10	43.45		20.35	88.10	100	88.10	100.56
Aareal Bank	short	26/11/07	24/12/07	28	22.82	27.14	18.50	-4.32	-18.92	50	-9.46
	short	15/09/08	16/03/09	182	13.15	3.89	44.47	31.32	238.23		119.12	98.38
Dürr	long	23/01/12	21/05/12	119	9.13	10.45		1.32	14.47	100	14.47
	long	10/09/12	24/06/13	287	13.90	21.56		7.65	55.04		55.04
	long	5/08/13	19/05/14	287	27.65	29.50		1.85	6.67		6.67	89.31
MTU Aero Engines	long	18/05/09	23/08/10	462	26.05	45.19		19.14	73.45		73.45	73.45
TAG Immobilien	short	13/06/22	1/08/22	49	12.48	10.37	15.02	2.54	20.35	50	10.17
	short	15/08/22	7/11/22	84	11.09	6.28	19.58	8.49	76.59		38.30	52.37
HelloFresh	long	18/01/21	29/11/21	315	63.90	94.50		30.60	47.89	100	47.89	47.89
Uniper	long	11/12/17	5/03/18	84	493.10	492.40		-0.70	-0.14		-0.14
	short	7/03/22	4/04/22	28	356.10	473.60	238.60	-117.50	-33.00	50	-16.50
	short	15/08/22	7/11/22	84	154.90	66.00	363.55	208.65	134.70		67.35	39.54
Deutsche Wohnen	short	26/11/07	24/12/07	28	15.25	11.93	19.48	4.24	27.80		13.90
	short	21/01/08	14/04/08	84	11.66	9.63	14.11	2.46	21.07		10.54	25.90
Rheinmetall	long	16/01/23	8/05/23	112	215.90	265.00		49.10	22.74	100	22.74	22.74
Airbus	short	25/09/06	9/10/06	14	22.50	20.16	25.11	2.61	11.61	50	5.80	5.80
K+S	long	19/05/08	23/06/08	35	78.72	89.19		10.47	13.30	100	13.30
	short	16/03/20	27/04/20	42	5.23	6.00	4.46	-0.77	-14.73	50	-7.37	4.95
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
KUKA	short	25/09/06	9/10/06	14	16.12	15.75	16.49	0.37	2.32		1.16	1.16
Wacker Chemie	short	5/09/11	2/01/12	119	85.72	65.85	111.59	25.87	30.17		15.09
	short	10/12/18	11/02/19	63	71.28	91.42	51.14	-20.14	-28.25		-14.13	-1.17
Ceconomy	short	8/08/11	15/08/11	7	9.61	10.36	8.86	-0.75	-7.80		-3.90
	short	22/08/11	29/08/11	7	9.56	9.60	9.52	-0.04	-0.45		-0.22	-4.12
Covestro	long	20/02/17	4/09/17	196	69.00	65.44		-3.56	-5.16	100	-5.16	-5.16
Hochtief	long	16/05/16	27/06/16	42	113.30	107.15		-6.15	-5.43		-5.43	-5.43
Lanxess	short	21/01/08	14/04/08	84	22.83	25.45	20.21	-2.62	-11.48	50	-5.74	-5.74
AUTO1	short	7/03/22	4/04/22	28	10.21	11.39	9.02	-1.19	-11.61		-5.81	-5.81
Evotec	long	8/04/19	5/08/19	119	25.45	23.81		-1.64	-6.44	100	-6.44	-6.44
Südzucker	long	5/09/16	21/11/16	77	23.48	21.79		-1.69	-7.18		-7.18	-7.18
Siltronic	short	10/12/18	11/02/19	63	71.26	96.14	46.38	-24.88	-34.91	50	-17.46	-17.46
Delivery Hero	long	13/07/20	5/10/20	84	95.76	98.28		2.52	2.63	100	2.63
	short	13/06/22	1/08/22	49	33.28	47.81	18.75	-14.53	-43.66	50	-21.83	-19.77
thyssenkrupp	short	16/03/20	27/04/20	42	4.10	5.80	2.41	-1.70	-41.33		-20.66	-20.66
Dialog Semiconductor	long	2/12/19	2/03/20	91	44.56	31.07		-13.49	-30.27	100	-30.27	-30.27

Annotations

12/08/24	Morphosys			acquired by Novartis
22/05/23	MDAX			Hochtief and SMA Solar replace Evotec and Vantage Towers
4/04/22	Hella			acquired by Faurecia
20/09/21	MDAX			Befesa, Jungheinrich, Hypoport, Vantage Towers and zooplus replace Encavis, Hochtief, Morphosys, Nordex and Shop Apotheke
	MDAX			Exits to the DAX40: Airbus, Brenntag, HelloFresh, Porsche, Puma, Qiagen, Sartorius, Siemens Healthineers, Symrise, Zalando
16/08/21	Bechtle			stock split 1:3 (three for one)
28/06/19	Nemetschek			splits1:3 (three for one)
11/06/19	Puma			splits 1:10 (ten for one)
19/03/18	MDAX			Aroundtown, Pro7-Sat1 and Rocket Internet replace Covestro, Steinhoff and Südzucker
27/02/18	Capital Stage			renames into Encavis (ENergy + CApital + VISion)
24/07/17	Bechtle			stock split 1:2 (two for one)
19/12/16	MDAX			innogy and Uniper replace DMG Mori and Rhön-Klinikum
11/08/16	MDAX			Rational replaces Kuka (acquired by Midea)
8/08/16	Capital Stage			acquires Chorus Clean Energy
22/06/16	Jungheinrich			stock split 1:3 (three for one)
10/03/16	MDAX			complete analysis after advanced changes on 2016-03-21
	MDAX			Elrinklinger and Klöckner move to the SDAX
9/03/16	K+S			moves from DAX to MDAX
21/12/15	Scout24			entry (SDAX)
	MDAX			MAN and Kabel Deutschland drop out
	Ströer Media			moves from SDAX to MDAX
	Siltronic			recording started
21/09/15	Lanxess			moves from DAX to MDAX
7/09/15	MDAX			complete analysis ex Celesio, Gerry Weber, Vonovia - in Deutsche Pfandbriefbank, Hella, Lanxess
20/08/15	MDAX			complete analysis
30/06/15	Nemetschek			stock split 1:4 (four for one)
22/06/15	MDAX			Zalando replaces Bertrandt
1/04/15	CTS Eventim			promotion from SDAX to MDAX replacing TUI
26/02/15	MDAX			Gagfah open transactions were replaced by next scoring instruments in fundamental ranking on signal date.
30/01/15	MDax			Recently we recognized long signals for Gagfah, it should be considered that Gagfah mergers with Deutsche Annington. The gathering of REITs at the top of the MDax is conspicious, potentially instruments of industry companies such as KUKA or Symrise might be more financially rewarding.
19/01/15	Hella			entry

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