Assessment - German Entrepreneurial Index GEX in Dollar - 1/07/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
						L		GEX PR	1,805.960	12/08/24	1.31	1,906.754	-5.29	2,135.875	-229.121	-10.73		-3.28
						L		Multitude	5.921	12/08/24	-0.72	6.500	-8.91	4.938	1.562	31.63		50.19
								Knorr-Bremse	75.941	12/08/24	1.36	75.995	-0.07	65.102	10.894	16.73		13.02
						L		DFV	6.650	12/08/24	-0.80	7.776	-14.48	7.374	0.403	5.46		8.47
								Serviceware	13.837	12/08/24	-3.01	12.871	7.50	12.677	0.194	1.53		17.82
								Stemmer Imaging	51.593	12/08/24	-0.21	37.220	38.62	36.758	0.462	1.26		9.19
								Mutares	33.519	12/08/24	0.16	37.434	-10.46	39.194	-1.759	-4.49		13.97
						L		AUTO1	8.715	12/08/24	0.18	6.811	27.95	7.183	-0.372	-5.18		12.40
						L		Nagarro	81.412	12/08/24	-0.20	82.753	-1.62	96.822	-14.069	-14.53		-2.37
								elumeo	2.424	12/08/24	-0.88	2.553	-5.04	2.989	-0.437	-14.60		-7.93
						S		Porsche	70.450	12/08/24	-0.97	74.397	-5.31	88.463	-14.066	-15.90		-21.86
						L		Dermapharm	37.703	12/08/24	0.29	38.400	-1.82	46.878	-8.478	-18.08		-8.68
						L		Knaus Tabbert	34.377	12/08/24	-1.69	42.047	-18.24	52.037	-9.990	-19.20		-15.56
						S		SMA Solar	23.490	12/08/24	-1.26	28.403	-17.30	67.039	-38.636	-57.63		-54.82
								Varta	3.872	12/08/24	41.68	9.219	-58.00	22.974	-13.755	-59.87		-46.01
						S		creditshelf	0.054	12/08/24		0.054		4.982	-4.929	-98.92		-86.42
GEX - 15 out of 15 instruments rated - 1/07/24 / 1/01/24 - 5 did rise, Market-Ratio(26) in USD = 33.33 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions German Entrepreneurial Index GEX in Dollar * Mixed Straddles L9 - 72/54 (1) - S10 - 33/74 (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		8/01/07	371				- cash -
long	8/01/07	5/03/07	56				Drägerwerk	100	134		74.182	79.986		5.804	8	10,778	63
5/03/07		6/08/07	154				- cash -
short	6/08/07	19/05/08	287				Patrizia Immobilien	100	644		16.735	6.387	43.854	27.118	162	28,242	240
long	19/05/08	23/06/08	35				Manz	100	103		273.999	266.880		-7.120	-3	27,509	-24
23/06/08		28/07/08	35				- cash -
short	28/07/08	13/04/09	259				Patrizia Immobilien	100	6,948		3.959	2.835	5.528	1.569	40	38,413	60
13/04/09		20/04/09	7				- cash -
long	20/04/09	20/07/09	91				Patrizia Immobilien	100	13,824		2.779	4.583		1.805	65	63,359	644
20/07/09		7/09/09	49				- cash -
	7/09/09	16/11/09	70				Patrizia Immobilien	100	12,888		4.916	5.724		0.808	16	73,770	121
16/11/09		5/04/10	140				- cash -
	5/04/10	3/05/10	28				YOC	100	1,450		50.869	44.660		-6.209	-12	64,768	-82
3/05/10		7/06/10	35				- cash -
short	7/06/10	26/07/10	49				Hypoport	100	8,702		7.442	9.165	5.720	-1.722	-23	49,779	-86
long	26/07/10	23/08/10	28				YOC	100	1,251		39.789	43.691		3.902	10	54,660	239
23/08/10		13/09/10	21				- cash -
	13/09/10	29/11/10	77				YOC	100	1,143		47.805	46.402		-1.402	-3	53,057	-13
29/11/10		31/01/11	63				- cash -
	31/01/11	7/03/11	35				InVision	100	2,421		21.909	32.040		10.131	46	77,584	5,165
7/03/11		27/06/11	112				- cash -
short	27/06/11	6/02/12	224				MeVis Medical	100	6,834		11.351	5.129	25.122	13.771	121	171,695	265
long	23/01/12	9/04/12	77				Delticom	100	1,740		98.625	100.080		1.454	1	174,226	7
9/04/12		14/05/12	35				- cash -
short	14/05/12	28/01/13	259				ZhongDe Waste Tech	100	56,196		3.100	2.827	3.400	0.299	10	191,055	14
long	21/01/13	1/04/13	70				MBB	100	8,267		23.110	23.581		0.470	2	194,944	11
1/04/13		29/04/13	28				- cash -
short	29/04/13	7/10/13	161				YOC	100	29,110		6.697	2.527	17.747	11.051	165	516,626	811
long	26/08/13	16/12/13	112				Manz	100	7,806		66.182	81.947		15.765	24	639,689	101
16/12/13		6/01/14	21				- cash -
	6/01/14	27/01/14	21				ZhongDe Waste Tech	100	99,006		6.461	6.425		-0.036	-1	636,153	-9
27/01/14		17/02/14	21				- cash -
	17/02/14	17/03/14	28				ZhongDe Waste Tech	100	107,492		5.918	5.291		-0.627	-11	568,785	-77
17/03/14		4/08/14	140				- cash -
short	4/08/14	22/12/14	140				SMA Solar	100	21,192		26.839	18.096	39.807	12.968	48	843,599	179
long	15/12/14	18/05/15	154				Ströer Media	100	30,777		27.410	40.851		13.442	49	1,257,289	157
18/05/15		24/08/15	98				- cash -
short	24/08/15	18/04/16	238				ZhongDe Waste Tech	100	656,324		1.916	1.649	2.225	0.310	16	1,460,454	26
long	26/10/15	4/01/16	70				Hypoport	100	24,045		60.736	81.774		21.038	35	1,966,308	372
	21/03/16	25/04/16	35				Verbio	100	231,972		8.476	9.442		0.966	11	2,190,289	208
25/04/16		27/06/16	63				- cash -
short	27/06/16	5/09/16	70				4SC	100	167,316		13.091	12.544	13.662	0.571	4	2,285,794	25
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
5/09/16		9/01/17	126				- cash -
long	9/01/17	17/04/17	98				MBB	100	29,161		78.385	86.849		8.464	11	2,532,622	47
17/04/17		8/05/17	21				- cash -
	8/05/17	3/07/17	56				MBB	100	25,780		98.238	106.503		8.266	8	2,745,714	69
3/07/17		11/09/17	70				- cash -
	11/09/17	13/11/17	63				Bauer	100	77,349		35.497	33.123		-2.375	-7	2,562,024	-33
13/11/17		15/01/18	63				- cash -
	15/01/18	5/02/18	21				Viscom	100	59,496		43.062	40.462		-2.600	-6	2,407,318	-66
5/02/18		19/03/18	42				- cash -
short	19/03/18	25/02/19	343				Verbio	100	400,216		6.015	7.976	4.054	-1.961	-33	1,622,641	-34
long	25/02/19	24/06/19	119				Varta	100	39,922		40.645	58.341		17.696	44	2,329,103	203
24/06/19		5/08/19	42				- cash -
short	5/08/19	25/05/20	294				Aumann	100	148,107		15.726	10.902	22.685	6.959	44	3,359,782	58
long	6/01/20	24/02/20	49				Varta	100	25,260		133.005	84.781		-48.224	-36	2,141,638	-97
	18/05/20	22/06/20	35				Sixt Leasing	100	106,605		20.089	19.376		-0.713	-4	2,065,582	-31
22/06/20		26/10/20	126				- cash -
short	26/10/20	11/01/21	77				Aroundtown	100	409,920		5.039	6.971	3.107	-1.932	-38	1,273,624	-90
long	28/12/20	29/03/21	91				Akasol	100	10,087		126.258	140.738		14.480	11	1,419,679	55
29/03/21		11/10/21	196				- cash -
short	11/10/21	5/12/22	420				Voltabox	100	625,540		2.270	1.071	4.810	2.541	112	3,009,099	92
long	28/11/22	23/01/23	56				SMA Solar	100	48,210		62.416	84.429		22.013	35	4,070,348	616
23/01/23		27/03/23	63				- cash -
short	27/03/23	8/01/24	287				The Social Chain	100	1,163,814		3.497	0.096	127.464	123.966	3,545	148m	9,584
long	1/01/24	22/01/24	21				Mutares	100	3,784,889		39.194	37.544		-1.650	-4	142m	-53
22/01/24		4/03/24	42				- cash -
short	4/03/24	12/08/24	161				creditshelf	100	256,557,816		0.554	0.054	5.720	5.166	933	1,467m	19,797
accum	8/01/07	12/08/24	5094	days out of 7278 invested (70%)										14,674,751		1,467m	135

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
The Social Chain	short	27/03/23	8/01/24	287	3.50	0.10	127.46	123.97	3,544.51			3,544.51
creditshelf	short	4/03/24	12/08/24	161	0.55	0.05	5.72	5.17	932.72			932.72
Patrizia Immobilien	short	6/08/07	19/05/08	287	16.74	6.39	43.85	27.12	162.04
	short	28/07/08	13/04/09	259	3.96	2.83	5.53	1.57	39.65
	long	20/04/09	20/07/09	91	2.78	4.58		1.80	64.95
	long	7/09/09	16/11/09	70	4.92	5.72		0.81	16.43			602.76
YOC	long	5/04/10	3/05/10	28	50.87	44.66		-6.21	-12.21
	long	26/07/10	23/08/10	28	39.79	43.69		3.90	9.81
	long	13/09/10	29/11/10	77	47.80	46.40		-1.40	-2.93
	short	29/04/13	7/10/13	161	6.70	2.53	17.75	11.05	165.02			147.99
MeVis Medical	short	27/06/11	6/02/12	224	11.35	5.13	25.12	13.77	121.32			121.32
Voltabox	short	11/10/21	5/12/22	420	2.27	1.07	4.81	2.54	111.96			111.96
SMA Solar	short	4/08/14	22/12/14	140	26.84	18.10	39.81	12.97	48.32
	long	28/11/22	23/01/23	56	62.42	84.43		22.01	35.27			100.63
Ströer Media	long	15/12/14	18/05/15	154	27.41	40.85		13.44	49.04			49.04
InVision	long	31/01/11	7/03/11	35	21.91	32.04		10.13	46.24			46.24
Aumann	short	5/08/19	25/05/20	294	15.73	10.90	22.68	6.96	44.25			44.25
MBB	long	21/01/13	1/04/13	70	23.11	23.58		0.47	2.04
	long	9/01/17	17/04/17	98	78.39	86.85		8.46	10.80
	long	8/05/17	3/07/17	56	98.24	106.50		8.27	8.41			22.57
Manz	long	19/05/08	23/06/08	35	274.00	266.88		-7.12	-2.60
	long	26/08/13	16/12/13	112	66.18	81.95		15.77	23.82			20.60
ZhongDe Waste Tech	short	14/05/12	28/01/13	259	3.10	2.83	3.40	0.30	9.66
	long	6/01/14	27/01/14	21	6.46	6.43		-0.04	-0.55
	long	17/02/14	17/03/14	28	5.92	5.29		-0.63	-10.59
	short	24/08/15	18/04/16	238	1.92	1.65	2.23	0.31	16.16			13.26
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Akasol	long	28/12/20	29/03/21	91	126.26	140.74		14.48	11.47			11.47
Drägerwerk	long	8/01/07	5/03/07	56	74.18	79.99		5.80	7.82			7.82
4SC	short	27/06/16	5/09/16	70	13.09	12.54	13.66	0.57	4.36			4.36
Hypoport	short	7/06/10	26/07/10	49	7.44	9.16	5.72	-1.72	-23.14
	long	26/10/15	4/01/16	70	60.74	81.77		21.04	34.64			3.48
Delticom	long	23/01/12	9/04/12	77	98.63	100.08		1.45	1.47			1.47
Sixt Leasing	long	18/05/20	22/06/20	35	20.09	19.38		-0.71	-3.55			-3.55
Mutares	long	1/01/24	22/01/24	21	39.19	37.54		-1.65	-4.21			-4.21
Viscom	long	15/01/18	5/02/18	21	43.06	40.46		-2.60	-6.04			-6.04
Bauer	long	11/09/17	13/11/17	63	35.50	33.12		-2.37	-6.69			-6.69
Varta	long	25/02/19	24/06/19	119	40.64	58.34		17.70	43.54
	long	6/01/20	24/02/20	49	133.00	84.78		-48.22	-36.26			-8.51
Verbio	long	21/03/16	25/04/16	35	8.48	9.44		0.97	11.39
	short	19/03/18	25/02/19	343	6.02	7.98	4.05	-1.96	-32.60			-24.92
Aroundtown	short	26/10/20	11/01/21	77	5.04	6.97	3.11	-1.93	-38.34			-38.34

Annotations

21/02/24	GEX			Component update: The Social Chain (insolvency) and va-Q-tec (acuisition by EQT) retire
10/02/17	GEX			machine learning processed for all techniques
6/02/17	GEX			implementation
21/06/15	Ferratum			recording started

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