Assessment - Bayrischer Aktienindex - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								BAX	801.962	8/12/24	-0.03	842.566	-4.82	815.229	27.337	3.35		5.86
								Morphosys	67.250	8/02/24		67.600	-0.52	34.000	33.600	98.82		86.20
						L		Siemens Energy	24.250	8/12/24	0.25	24.160	0.37	12.000	12.160	101.33		67.67
								Traton	26.700	8/12/24		30.700	-13.03	21.320	9.380	44.00		32.61
								CTS Eventim	77.000	8/12/24	-0.32	77.400	-0.52	62.600	14.800	23.64		21.89
								Nemetschek	87.400	8/12/24	0.52	92.350	-5.36	78.480	13.870	17.67		20.89
						L		Münchener Rück	439.200	8/12/24	1.01	466.900	-5.93	375.100	91.800	24.47		18.31
								Adidas	212.400	8/12/24	-1.03	219.500	-3.23	184.160	35.340	19.19		17.93
								Rational	866.500	8/12/24	1.40	771.000	12.39	699.500	71.500	10.22		17.09
						L		WashTec	36.400	8/12/24	-0.27	39.100	-6.91	32.000	7.100	22.19		14.72
								Mutares	31.250	8/12/24	0.16	34.900	-10.46	35.400	-0.500	-1.41		14.45
						L		AUTO1	8.125	8/12/24	0.18	6.350	27.95	6.488	-0.138	-2.13		13.81
						L		Cancom	30.360	8/12/24	-0.52	32.660	-7.04	29.560	3.100	10.49		13.52
						L		Koenig & Bauer	9.570	8/12/24	-4.20	13.580	-29.53	12.100	1.480	12.23		10.97
						L		Steico	26.850	8/12/24	0.56	29.000	-7.41	33.650	-4.650	-13.82		9.83
								MTU Aero Engines	258.600	8/12/24	0.23	236.600	9.30	195.250	41.350	21.18		9.60
								Hensoldt	34.640	8/12/24	0.99	35.200	-1.59	24.400	10.800	44.26		9.42
						L		SFC Energy	19.620	8/12/24	-0.71	19.740	-0.61	19.520	0.220	1.13		9.18
								Krones	117.800	8/12/24	0.68	118.200	-0.34	111.800	6.400	5.72		8.90
								Synlab	11.060	8/12/24	1.10	11.200	-1.25	11.420	-0.220	-1.93		8.07
								Siemens	157.200	8/12/24	0.01	177.120	-11.25	169.920	7.200	4.24		7.94
								Allianz	255.900	8/12/24		262.500	-2.51	241.950	20.550	8.49		7.44
								Scout24	68.550	8/12/24	0.51	70.850	-3.25	64.160	6.690	10.43		7.29
						L		Infineon	30.280	8/12/24	0.36	34.365	-11.89	37.800	-3.435	-9.09		7.08
								Pro7-Sat1	5.820	8/12/24	0.17	6.690	-13.00	5.534	1.156	20.89		3.13
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								Siemens Healthineers	50.280	8/12/24	0.08	53.840	-6.61	52.600	1.240	2.36		2.97
								Atoss	135.800	8/12/24	0.74	110.600	22.78	104.500	6.100	5.84		1.25
								Stemmer Imaging	48.100	8/12/24	-0.21	34.700	38.62	33.200	1.500	4.52		0.13
								Adtran Networks	19.100	8/12/24		19.340	-1.24	20.000	-0.660	-3.30		-0.70
						L		Knaus Tabbert	32.050	8/12/24	-1.69	39.200	-18.24	47.000	-7.800	-16.60		-1.02
						S		Schaeffler	4.646	8/12/24	0.17	5.345	-13.08	5.595	-0.250	-4.47		-2.90
						L		Deutsche Pfandbrief	4.944	8/12/24	0.20	5.155	-4.09	6.195	-1.040	-16.79		-4.51
								Patrizia Immobilien	7.150	8/12/24	1.27	7.070	1.13	8.200	-1.130	-13.78		-6.31
						S		Siltronic	73.500	8/12/24	0.75	72.800	0.96	88.450	-15.650	-17.69		-6.97
						L		Dermapharm	35.150	8/12/24	0.29	35.800	-1.82	42.340	-6.540	-15.45		-7.56
						L		Puma	34.810	8/12/24	-0.29	43.690	-20.33	50.520	-6.830	-13.52		-9.25
								7C Solarparken	2.285	8/12/24	0.88	2.755	-17.06	3.625	-0.870	-24.00		-10.60
						S		BMW	78.980	8/12/24	-0.90	89.140	-11.40	100.780	-11.640	-11.55		-12.27
								Wacker Neuson	14.040	8/12/24	-0.28	15.100	-7.02	18.260	-3.160	-17.31		-14.56
						L		Umweltbank	5.640	8/12/24	-1.40	6.380	-11.60	7.860	-1.480	-18.83		-15.93
								Wacker Chemie	84.060	8/12/24	-0.33	101.650	-17.30	114.300	-12.650	-11.07		-16.31
						S		Vitesco Technologies	52.050	8/12/24	-0.10	59.850	-13.03	78.200	-18.350	-23.47		-19.51
						S		Medigene	1.100	8/12/24	0.46	1.115	-1.35	1.525	-0.410	-26.89		-23.51
						S		Sixt	60.750	8/12/24	-2.49	66.400	-8.51	101.200	-34.800	-34.39		-25.47
						S		BayWa	13.800	8/12/24	0.44	20.100	-31.34	31.300	-11.200	-35.78		-29.58
BAX - 44 out of 43 instruments rated - 7/01/24 / 1/01/24 - 22 did rise, Market-Ratio(26) = 50.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions Bayrischer Aktienindex * Mixed Straddles L22 - 62/50 (1) - S23 - 27/38 (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		8/07/06	217				- cash -
short	8/07/06	9/18/06	42				KUKA	100	617		16.188	14.982	17.491	1.303	8	10,804	96
9/18/06		10/23/06	35				- cash -
long	10/23/06	9/10/07	322				Wirecard	100	2,455		4.400	7.728		3.328	76	18,974	89
9/10/07		11/26/07	77				- cash -
short	11/26/07	5/05/08	161				Patrizia Immobilien	100	3,260		5.820	3.670	9.230	3.410	59	30,089	184
5/05/08		5/12/08	7				- cash -
	5/12/08	6/23/08	42				Pro7-Sat1	100	3,064		9.820	6.140	15.706	5.886	60	48,123	5,821
6/23/08		7/14/08	21				- cash -
	7/14/08	4/06/09	266				Pro7-Sat1	100	9,114		5.280	1.590	17.534	12.254	232	159,802	419
4/06/09		4/27/09	21				- cash -
long	4/27/09	6/08/09	42				Steico	100	57,072		2.800	4.250		1.450	52	242,556	3,658
6/08/09		6/15/09	7				- cash -
	6/15/09	6/20/11	735				Pro7-Sat1	100	57,477		4.220	18.575		14.355	340	1,067,639	109
6/20/11		7/25/11	35				- cash -
	7/25/11	8/08/11	14				Zooplus	100	18,237		58.542	48.645		-9.897	-17	887,147	-99
short	8/08/11	1/16/12	161				Phoenix Solar	100	68,242		13.000	2.290	73.799	60.799	468	5,036,199	5,024
long	1/09/12	7/09/12	182				Wirecard	100	381,097		13.215	15.350		2.135	16	5,849,841	35
7/09/12		11/05/12	119				- cash -
	11/05/12	7/28/14	630				Morphosys	100	224,260		26.085	72.000		45.915	176	16,146,739	80
7/28/14		10/13/14	77				- cash -
short	10/13/14	11/24/14	42				Phoenix Solar	100	8,159,039		1.979	1.690	2.317	0.338	17	18,907,758	294
11/24/14		1/05/15	42				- cash -
long	1/05/15	8/17/15	224				Patrizia Immobilien	100	1,439,494		13.135	24.300		11.165	85	34,979,709	172
8/17/15		8/24/15	7				- cash -
short	8/24/15	8/31/15	7				Grammer	100	1,765,760		19.810	21.365	18.255	-1.555	-8	32,233,952	-99
8/31/15		10/26/15	56				- cash -
long	10/26/15	1/11/16	77				Adtran Networks	100	3,295,905		9.780	10.160		0.380	4	33,486,396	20
1/11/16		1/25/16	14				- cash -
	1/25/16	2/08/16	14				Koenig & Bauer	100	1,105,161		30.300	23.835		-6.465	-21	26,341,530	-100
2/08/16		2/29/16	21				- cash -
	2/29/16	3/28/16	28				Phoenix Solar	100	5,652,688		4.660	4.500		-0.160	-3	25,437,100	-37
3/28/16		6/20/16	84				- cash -
	6/20/16	6/27/16	7				Koenig & Bauer	100	536,421		47.420	42.820		-4.600	-10	22,969,563	-100
6/27/16		7/11/16	14				- cash -
	7/11/16	11/07/16	119				Koenig & Bauer	100	524,299		43.810	42.780		-1.030	-2	22,429,535	-7
11/07/16		11/28/16	21				- cash -
	11/28/16	3/05/18	462				Siltronic	100	609,829		36.780	120.700		83.920	228	73,606,385	156
3/05/18		5/07/18	63				- cash -
	5/07/18	6/18/18	42				SFC Energy	100	8,499,582		8.660	7.960		-0.700	-8	67,656,678	-52
6/18/18		8/06/18	49				- cash -
	8/06/18	8/13/18	7				Wirecard	100	407,202		166.150	169.800		3.650	2	69,142,965	211
8/13/18		8/27/18	14				- cash -
	8/27/18	9/10/18	14				Wirecard	100	355,948		194.250	186.250		-8.000	-4	66,295,381	-67
9/10/18		10/15/18	35				- cash -
short	10/15/18	3/18/19	154				Osram Licht	100	2,064,633		32.110	37.900	26.320	-5.790	-18	54,341,156	-38
3/18/19		4/15/19	28				- cash -
long	4/15/19	8/05/19	112				Adtran Networks	100	5,702,114		9.530	6.400		-3.130	-33	36,493,539	-73
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
8/05/19		11/04/19	91				- cash -
	11/04/19	3/02/20	119				va-Q-tec	100	3,410,611		10.700	11.050		0.350	3	37,687,253	10
3/02/20		3/09/20	7				- cash -
short	3/09/20	6/08/20	91				Leoni	100	5,376,212		7.010	8.695	5.325	-1.685	-24	28,628,336	-67
6/08/20		8/10/20	63				- cash -
long	8/10/20	11/02/20	84				va-Q-tec	100	1,547,477		18.500	25.800		7.300	39	39,924,918	324
11/02/20		11/16/20	14				- cash -
	11/16/20	10/04/21	322				va-Q-tec	100	1,093,833		36.500	28.100		-8.400	-23	30,736,720	-26
10/04/21		1/24/22	112				- cash -
short	1/24/22	8/15/22	203				Morphosys	100	1,207,729		25.450	24.030	26.954	1.504	6	32,553,024	11
8/15/22		8/22/22	7				- cash -
	8/22/22	11/21/22	91				Koenig & Bauer	100	2,616,802		12.440	15.400	9.480	-2.960	-24	24,807,290	-66
11/21/22		2/06/23	77				- cash -
long	2/06/23	6/26/23	140				va-Q-tec	100	1,006,380		24.650	26.050		1.400	6	26,216,222	15
6/26/23		9/25/23	91				- cash -
short	9/25/23	12/04/23	70				Steico	100	1,018,105		25.750	29.550	21.950	-3.800	-15	22,347,423	-57
12/04/23		2/26/24	84				- cash -
long	2/26/24	7/01/24	126				Morphosys	100	343,278		65.100	67.600		2.500	4	23,205,618	12
accum	8/07/06	7/01/24	5562	days out of 7172 invested (78%)										231,956		23,205,618	66

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Pro7-Sat1	short	5/12/08	6/23/08	42	9.82	6.14	15.71	5.89	59.93
	short	7/14/08	4/06/09	266	5.28	1.59	17.53	12.25	232.08
	long	6/15/09	6/20/11	735	4.22	18.58		14.36	340.17			2,237.74
Phoenix Solar	short	8/08/11	1/16/12	161	13.00	2.29	73.80	60.80	467.69
	short	10/13/14	11/24/14	42	1.98	1.69	2.32	0.34	17.10
	long	2/29/16	3/28/16	28	4.66	4.50		-0.16	-3.43			541.93
Siltronic	long	11/28/16	3/05/18	462	36.78	120.70		83.92	228.17			228.17
Morphosys	long	11/05/12	7/28/14	630	26.09	72.00		45.92	176.02
	short	1/24/22	8/15/22	203	25.45	24.03	26.95	1.50	5.91
	long	2/26/24	7/01/24	126	65.10	67.60		2.50	3.84			203.56
Patrizia Immobilien	short	11/26/07	5/05/08	161	5.82	3.67	9.23	3.41	58.58
	long	1/05/15	8/17/15	224	13.14	24.30		11.17	85.00			193.38
Wirecard	long	10/23/06	9/10/07	322	4.40	7.73		3.33	75.64
	long	1/09/12	7/09/12	182	13.22	15.35		2.14	16.16
	long	8/06/18	8/13/18	7	166.15	169.80		3.65	2.20
	long	8/27/18	9/10/18	14	194.25	186.25		-8.00	-4.12			99.91
Steico	long	4/27/09	6/08/09	42	2.80	4.25		1.45	51.79
	short	9/25/23	12/04/23	70	25.75	29.55	21.95	-3.80	-14.76			29.39
va-Q-tec	long	11/04/19	3/02/20	119	10.70	11.05		0.35	3.27
	long	8/10/20	11/02/20	84	18.50	25.80		7.30	39.46
	long	11/16/20	10/04/21	322	36.50	28.10		-8.40	-23.01
	long	2/06/23	6/26/23	140	24.65	26.05		1.40	5.68			17.17
KUKA	short	8/07/06	9/18/06	42	16.19	14.98	17.49	1.30	8.05			8.05
Grammer	short	8/24/15	8/31/15	7	19.81	21.37	18.26	-1.56	-7.85			-7.85
SFC Energy	long	5/07/18	6/18/18	42	8.66	7.96		-0.70	-8.08			-8.08
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Zooplus	long	7/25/11	8/08/11	14	58.54	48.65		-9.90	-16.91			-16.91
Osram Licht	short	10/15/18	3/18/19	154	32.11	37.90	26.32	-5.79	-18.03			-18.03
Leoni	short	3/09/20	6/08/20	91	7.01	8.70	5.33	-1.69	-24.04			-24.04
Adtran Networks	long	10/26/15	1/11/16	77	9.78	10.16		0.38	3.89
	long	4/15/19	8/05/19	112	9.53	6.40		-3.13	-32.84			-30.23
Koenig & Bauer	long	1/25/16	2/08/16	14	30.30	23.84		-6.47	-21.34
	long	6/20/16	6/27/16	7	47.42	42.82		-4.60	-9.70
	long	7/11/16	11/07/16	119	43.81	42.78		-1.03	-2.35
	short	8/22/22	11/21/22	91	12.44	15.40	9.48	-2.96	-23.79			-47.14

Annotations

8/12/24	Morphosys			acquired by Novartis
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
2/08/16	BayX40			complete analysis
12/21/15	Scout24			entry (SDAX)
	Schaeffler			entry (SDAX)
	Siltronic			recording started
9/04/15	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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