Assessment - QIX Deutschland - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								QIX Deutschland TR	15,577.700	8/12/24	-0.07	16,125.800	-3.40	16,345.400	-219.600	-1.34		3.36
								SAP	189.300	8/12/24	-0.33	185.680	1.95	139.480	46.200	33.12		22.16
								Nemetschek	87.400	8/12/24	0.52	92.350	-5.36	78.480	13.870	17.67		20.89
								Rational	866.500	8/12/24	1.40	771.000	12.39	699.500	71.500	10.22		17.09
						L		Symrise	111.550	8/12/24	0.13	114.500	-2.58	99.640	14.860	14.91		15.93
								Knorr-Bremse	70.800	8/12/24	1.36	70.850	-0.07	58.800	12.050	20.49		13.95
						L		Beiersdorf	124.550	8/12/24	-1.11	136.550	-8.79	135.700	0.850	0.63		13.18
						L		Merck (EMD)	166.750	8/12/24	0.36	152.050	9.67	144.100	7.950	5.52		11.19
								Fuchs	38.320	8/12/24	-0.62	42.320	-9.45	40.300	2.020	5.01		10.95
						L		Infineon	30.280	8/12/24	0.36	34.365	-11.89	37.800	-3.435	-9.09		7.08
						L		Deutsche Telekom	24.730	8/12/24	0.49	23.680	4.43	21.750	1.930	8.87		6.60
								Hannover Rück	227.400	8/12/24	5.23	240.900	-5.60	216.300	24.600	11.37		6.49
								Deutsche Börse	185.150	8/12/24	0.54	190.500	-2.81	186.500	4.000	2.14		6.10
								E.on	12.325	8/12/24	0.78	12.205	0.98	12.150	0.055	0.45		4.41
								Siemens Healthineers	50.280	8/12/24	0.08	53.840	-6.61	52.600	1.240	2.36		2.97
								GEA Group	40.280	8/12/24	0.55	39.260	2.60	37.690	1.570	4.17		2.86
						S		Bechtle	38.960	8/12/24	-1.86	41.340	-5.76	45.390	-4.050	-8.92		-0.64
						S		DWS	33.140	8/12/24	0.61	33.580	-1.31	34.800	-1.220	-3.51		-1.26
						S		Siltronic	73.500	8/12/24	0.75	72.800	0.96	88.450	-15.650	-17.69		-6.97
						L		RWE	32.360	8/12/24	1.70	32.600	-0.74	41.180	-8.580	-20.84		-7.27
								Porsche Automobil	38.460	8/12/24	-0.57	42.330	-9.14	46.320	-3.990	-8.61		-11.50
						S		BMW	78.980	8/12/24	-0.90	89.140	-11.40	100.780	-11.640	-11.55		-12.27
						S		Brenntag	63.820	8/12/24	0.22	63.120	1.11	83.220	-20.100	-24.15		-13.41
								Compugroup Medical	14.960	8/12/24	-1.97	23.760	-37.04	37.900	-14.140	-37.31		-28.95
						S		Carl Zeiss Meditec	60.350	8/12/24	-5.33	66.250	-8.91	98.840	-32.590	-32.97		-29.17
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								Aixtron	18.340	8/12/24	-2.19	17.960	2.12	38.660	-20.700	-53.54		-29.83
QIX - 25 out of 25 instruments rated - 7/01/24 / 1/01/24 - 14 did rise, Market-Ratio(26) = 56.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions QIX Deutschland * Mixed Straddles L22 - 69/66 (1) - S22 - 19/46 (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		10/16/06	287				- cash -
long	10/16/06	7/30/07	287				Fuchs	100	1,250		8.000	11.331		3.331	42	14,164	56
7/30/07		8/06/07	7				- cash -
	8/06/07	8/13/07	7				Bechtle	100	3,015		4.697	4.392		-0.305	-6	13,244	-97
8/13/07		11/19/07	98				- cash -
short	11/19/07	8/11/08	266				Pro7-Sat1	100	788		16.790	6.430	43.842	27.052	161	34,561	273
8/11/08		9/29/08	49				- cash -
	9/29/08	3/30/09	182				Pro7-Sat1	100	7,200		4.800	1.170	19.692	14.892	310	141,786	1,596
3/30/09		5/18/09	49				- cash -
long	5/18/09	5/25/09	7				Pro7-Sat1	100	39,715		3.570	4.590		1.020	29	182,295	> 999,999
5/25/09		6/29/09	35				- cash -
	6/29/09	7/13/09	14				Pro7-Sat1	100	46,503		3.920	3.350		-0.570	-15	155,788	-98
7/13/09		7/27/09	14				- cash -
	7/27/09	8/30/10	399				Pro7-Sat1	100	35,813		4.350	14.440		10.090	232	517,141	200
8/30/10		9/13/10	14				- cash -
	9/13/10	9/27/10	14				Pro7-Sat1	100	31,200		16.575	17.270		0.695	4	538,825	192
9/27/10		10/04/10	7				- cash -
	10/04/10	3/28/11	175				Pro7-Sat1	100	31,779		16.955	19.780		2.825	17	628,601	38
3/28/11		4/04/11	7				- cash -
	4/04/11	6/20/11	77				BMW	100	10,405		60.410	63.900		3.490	6	664,915	31
6/20/11		7/04/11	14				- cash -
	7/04/11	7/11/11	7				BMW	100	9,661		68.820	66.750		-2.070	-3	644,916	-80
7/11/11		8/08/11	28				- cash -
short	8/08/11	1/09/12	154				Pro7-Sat1	100	46,065		14.000	14.500	13.500	-0.500	-4	621,884	-8
long	1/09/12	7/09/12	182				Freenet	100	60,969		10.200	12.050		1.850	18	734,676	40
7/09/12		7/30/12	21				- cash -
	7/30/12	8/13/12	14				Continental	100	11,838		62.058	67.825		5.767	9	802,943	914
8/13/12		9/10/12	28				- cash -
	9/10/12	8/26/13	350				Continental	100	11,991		66.958	101.000		34.042	51	1,211,137	54
8/26/13		10/28/13	63				- cash -
	10/28/13	4/28/14	182				Continental	100	10,981		110.292	138.875		28.583	26	1,525,007	59
4/28/14		5/12/14	14				- cash -
	5/12/14	5/26/14	14				Bechtle	100	143,732		10.610	10.817		0.207	2	1,554,716	65
5/26/14		7/07/14	42				- cash -
	7/07/14	7/21/14	14				Bechtle	100	144,044		10.793	10.287		-0.507	-5	1,481,743	-71
7/21/14		10/20/14	91				- cash -
short	10/20/14	11/24/14	35				Fuchs	100	53,705		27.590	32.200	22.980	-4.610	-17	1,234,163	-85
11/24/14		12/01/14	7				- cash -
long	12/01/14	12/15/14	14				Symrise	100	25,290		48.800	47.885		-0.915	-2	1,211,023	-39
12/15/14		12/22/14	7				- cash -
	12/22/14	6/29/15	189				Symrise	100	23,985		50.490	56.420		5.930	12	1,353,254	24
6/29/15		7/13/15	14				- cash -
	7/13/15	8/17/15	35				Fresenius	100	22,090		61.260	65.540		4.280	7	1,447,799	102
8/17/15		11/09/15	84				- cash -
	11/09/15	12/14/15	35				Gerresheimer	100	20,504		70.610	67.790		-2.820	-4	1,389,978	-35
12/14/15		1/25/16	42				- cash -
	1/25/16	2/01/16	7				Rational	100	3,413		407.200	419.500		12.300	3	1,431,958	372
2/01/16		4/04/16	63				- cash -
short	4/04/16	6/20/16	77				BMW	100	18,467		77.540	72.240	83.229	5.689	7	1,537,013	40
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
6/20/16		7/11/16	21				- cash -
long	7/11/16	7/25/16	14				Bechtle	100	92,927		16.540	16.750		0.210	1	1,556,528	39
7/25/16		9/12/16	49				- cash -
	9/12/16	9/19/16	7				Henkel	100	13,326		116.800	120.050		3.250	3	1,599,837	318
9/19/16		10/17/16	28				- cash -
	10/17/16	10/31/16	14				Henkel	100	13,523		118.300	116.900		-1.400	-1	1,580,905	-27
10/31/16		11/14/16	14				- cash -
	11/14/16	11/21/16	7				Henkel	100	13,523		116.900	108.650		-8.250	-7	1,469,340	-98
11/21/16		11/28/16	7				- cash -
	11/28/16	12/05/16	7				Deutsche Post	100	50,406		29.150	29.440		0.290	1	1,483,958	68
12/05/16		12/19/16	14				- cash -
	12/19/16	1/02/17	14				MTU Aero Engines	100	13,658		108.650	110.700		2.050	2	1,511,957	63
1/02/17		2/13/17	42				- cash -
	2/13/17	7/24/17	161				MTU Aero Engines	100	13,153		114.950	127.150		12.200	11	1,672,423	26
7/24/17		12/04/17	133				- cash -
	12/04/17	12/11/17	7				Bechtle	100	69,684		24.000	23.767		-0.233	-1	1,656,166	-40
12/11/17		1/08/18	28				- cash -
	1/08/18	2/12/18	35				Bechtle	100	68,389		24.217	23.100		-1.117	-5	1,579,796	-39
2/12/18		3/26/18	42				- cash -
short	3/26/18	7/09/18	105				Freenet	100	65,742		24.030	23.120	24.976	0.946	4	1,641,975	14
7/09/18		8/06/18	28				- cash -
long	8/06/18	8/13/18	7				MTU Aero Engines	100	8,899		184.500	184.300		-0.200	0	1,640,195	-5
8/13/18		10/29/18	77				- cash -
short	10/29/18	4/01/19	154				Continental	100	13,711		119.625	117.650	121.633	2.008	2	1,667,729	4
4/01/19		4/08/19	7				- cash -
long	4/08/19	7/15/19	98				MTU Aero Engines	100	7,903		211.000	217.800		6.800	3	1,721,470	13
7/15/19		10/28/19	105				- cash -
	10/28/19	2/17/20	112				Deutsche Börse	100	11,954		144.000	154.950		10.950	8	1,852,366	27
2/17/20		3/09/20	21				- cash -
short	3/09/20	8/03/20	147				Mercedes-Benz	100	60,524		30.605	39.060	22.150	-8.455	-28	1,340,636	-55
8/03/20		8/10/20	7				- cash -
long	8/10/20	11/02/20	84				Software	100	33,315		40.240	30.660		-9.580	-24	1,021,478	-69
11/02/20		11/09/20	7				- cash -
	11/09/20	12/14/20	35				Jungheinrich	100	29,285		34.880	39.000		4.120	12	1,142,132	220
12/14/20		3/29/21	105				- cash -
	3/29/21	7/19/21	112				Jungheinrich	100	30,359		37.620	42.360		4.740	13	1,286,034	47
7/19/21		7/26/21	7				- cash -
	7/26/21	9/20/21	56				Deutsche Post	100	21,763		59.090	57.820		-1.270	-2	1,258,395	-13
9/20/21		10/18/21	28				- cash -
	10/18/21	11/01/21	14				Nemetschek	100	13,722		91.700	101.500		9.800	11	1,392,871	1,311
11/01/21		1/24/22	84				- cash -
short	1/24/22	8/08/22	196				Software	100	46,834		29.740	27.200	32.517	2.777	9	1,522,938	18
8/08/22		8/22/22	14				- cash -
	8/22/22	11/14/22	84				Knorr-Bremse	100	31,316		48.630	56.200	41.060	-7.570	-16	1,285,876	-52
11/14/22		12/11/23	392				- cash -
long	12/11/23	1/01/24	21				Nemetschek	100	16,472		78.060	78.480		0.420	1	1,292,794	10
1/01/24		1/08/24	7				- cash -
	1/08/24	2/12/24	35				Software	100	34,940		37.000	38.680		1.680	5	1,351,493	59
2/12/24		2/19/24	7				- cash -
	2/19/24	4/22/24	63				SAP	100	8,228		164.240	166.100		1.860	1	1,366,797	7
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
4/22/24		5/13/24	21				- cash -
	5/13/24	5/27/24	14				DWS	100	32,636		41.880	42.860		0.980	2	1,398,781	83
5/27/24		11/17/25	539				- cash -
accum	10/16/06	5/27/24	4340	days out of 7259 invested (60%)										13,888		1,398,781	52

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Pro7-Sat1	short	11/19/07	8/11/08	266	16.79	6.43	43.84	27.05	161.12
	short	9/29/08	3/30/09	182	4.80	1.17	19.69	14.89	310.26
	long	5/18/09	5/25/09	7	3.57	4.59		1.02	28.57
	long	6/29/09	7/13/09	14	3.92	3.35		-0.57	-14.54
	long	7/27/09	8/30/10	399	4.35	14.44		10.09	231.95
	long	9/13/10	9/27/10	14	16.58	17.27		0.70	4.19
	long	10/04/10	3/28/11	175	16.96	19.78		2.83	16.66
	short	8/08/11	1/09/12	154	14.00	14.50	13.50	-0.50	-3.57			4,479.83
Continental	long	7/30/12	8/13/12	14	62.06	67.83		5.77	9.29
	long	9/10/12	8/26/13	350	66.96	101.00		34.04	50.84
	long	10/28/13	4/28/14	182	110.29	138.88		28.58	25.92
	short	10/29/18	4/01/19	154	119.63	117.65	121.63	2.01	1.68			111.07
Jungheinrich	long	11/09/20	12/14/20	35	34.88	39.00		4.12	11.81
	long	3/29/21	7/19/21	112	37.62	42.36		4.74	12.60			25.90
Freenet	long	1/09/12	7/09/12	182	10.20	12.05		1.85	18.14
	short	3/26/18	7/09/18	105	24.03	23.12	24.98	0.95	3.94			22.79
Fuchs	long	10/16/06	7/30/07	287	8.00	11.33		3.33	41.64
	short	10/20/14	11/24/14	35	27.59	32.20	22.98	-4.61	-16.71			17.97
MTU Aero Engines	long	12/19/16	1/02/17	14	108.65	110.70		2.05	1.89
	long	2/13/17	7/24/17	161	114.95	127.15		12.20	10.61
	long	8/06/18	8/13/18	7	184.50	184.30		-0.20	-0.11
	long	4/08/19	7/15/19	98	211.00	217.80		6.80	3.22			16.21
Nemetschek	long	10/18/21	11/01/21	14	91.70	101.50		9.80	10.69
	long	12/11/23	1/01/24	21	78.06	78.48		0.42	0.54			11.28
BMW	long	4/04/11	6/20/11	77	60.41	63.90		3.49	5.78
	long	7/04/11	7/11/11	7	68.82	66.75		-2.07	-3.01
	short	4/04/16	6/20/16	77	77.54	72.24	83.23	5.69	7.34			10.12
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Symrise	long	12/01/14	12/15/14	14	48.80	47.89		-0.91	-1.88
	long	12/22/14	6/29/15	189	50.49	56.42		5.93	11.74			9.65
Deutsche Börse	long	10/28/19	2/17/20	112	144.00	154.95		10.95	7.60			7.60
Fresenius	long	7/13/15	8/17/15	35	61.26	65.54		4.28	6.99			6.99
Rational	long	1/25/16	2/01/16	7	407.20	419.50		12.30	3.02			3.02
DWS	long	5/13/24	5/27/24	14	41.88	42.86		0.98	2.34			2.34
SAP	long	2/19/24	4/22/24	63	164.24	166.10		1.86	1.13			1.13
Deutsche Post	long	11/28/16	12/05/16	7	29.15	29.44		0.29	0.99
	long	7/26/21	9/20/21	56	59.09	57.82		-1.27	-2.15			-1.18
Gerresheimer	long	11/09/15	12/14/15	35	70.61	67.79		-2.82	-3.99			-3.99
Henkel	long	9/12/16	9/19/16	7	116.80	120.05		3.25	2.78
	long	10/17/16	10/31/16	14	118.30	116.90		-1.40	-1.18
	long	11/14/16	11/21/16	7	116.90	108.65		-8.25	-7.06			-5.60
Software	long	8/10/20	11/02/20	84	40.24	30.66		-9.58	-23.81
	short	1/24/22	8/08/22	196	29.74	27.20	32.52	2.78	9.34
	long	1/08/24	2/12/24	35	37.00	38.68		1.68	4.54			-12.91
Bechtle	long	8/06/07	8/13/07	7	4.70	4.39		-0.31	-6.49
	long	5/12/14	5/26/14	14	10.61	10.82		0.21	1.95
	long	7/07/14	7/21/14	14	10.79	10.29		-0.51	-4.69
	long	7/11/16	7/25/16	14	16.54	16.75		0.21	1.27
	long	12/04/17	12/11/17	7	24.00	23.77		-0.23	-0.97
	long	1/08/18	2/12/18	35	24.22	23.10		-1.12	-4.61			-13.09
Knorr-Bremse	short	8/22/22	11/14/22	84	48.63	56.20	41.06	-7.57	-15.57			-15.57
Mercedes-Benz	short	3/09/20	8/03/20	147	30.61	39.06	22.15	-8.46	-27.63			-27.63

Annotations

4/24/24	QIX			Carl Zeiss Meditec, Compugroup Medical, Deutsche Telekom, DWS, Fuchs, GEA and Porsche Automobil replace Allianz, Aurubis, Elmos, Evonik, Münchener Rück, Sartorius and Talanx
2/20/24	QIX			Component update: Aixtron, Allianz, Aurubis, Beiersdorf, BMW, E.ON, Elmos Semiconductor, Infineon, Münchener Rück, RWE, Siltronic and Talanx replace Adidas, Cancom, Carl Zeiss, Covestro, Deutsche Post, Freenet, Fresenius Medcare, Fuchs Petrolub, Gerresheimer, Henkel, Schaeffler and Software
8/16/21	Bechtle			stock split 1:3 (three for one)
6/28/19	Nemetschek			splits1:3 (three for one)
11/11/17	QIX			http://www.finanzen.net/index/QIX-Deutschland
7/24/17	Bechtle			stock split 1:2 (two for one)
9/12/16	E.on			demerger of Uniper (power plants) 10 + 1 (one additional Uniper for ten E.on)
12/21/15	Siltronic			recording started
6/30/15	Nemetschek			stock split 1:4 (four for one)

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