Assessment - German Entrepreneurial Index GEX in Swiss Franc - 11/18/19 - RS = 13

 ⇐ 

								⇓instrument	freshest		⇓ Δday	11/18/19	⇓ Δwk	8/19/19	prc diff	⇓ Δ13		∅-RS
						L		GEX PR	2,441.281	16:44	0.16	2,437.460	0.16	2,106.178	331.283	15.73		13.93
						L		Varta	109.692	16:35	-3.28	113.414	-3.28	80.354	33.060	41.14		132.41
						L		va-Q-tec	12.589	16:36	-0.86	12.699	-0.86	9.677	3.022	31.22		58.51
						L		SMA Solar	35.141	16:35	-1.59	35.710	-1.59	21.703	14.007	64.54		49.31
								Ströer Media	80.408	16:35	1.38	79.313	1.38	75.026	4.287	5.71		24.21
								Aves One	1.961	16:36	-85.32	13.356	-85.32	10.873	2.482	22.83		23.04
						L		Dermapharm	38.863	16:35	-1.39	39.410	-1.39	33.099	6.312	19.07		21.47
						L		Drägerwerk	59.936	16:35	-4.62	62.838	-4.62	45.299	17.539	38.72		16.07
						L		Hella	52.394	16:35	-0.13	52.459	-0.13	40.166	12.293	30.61		14.50
						L		Godewind Immobilien	4.505	16:36	-0.72	4.538	-0.72	3.963	0.574	14.49		14.03
						L		Aroundtown	8.537	16:35	1.51	8.410	1.51	7.892	0.518	6.56		1.84
						L		Corestate Capital	36.783	16:35	1.82	36.126	1.82	32.566	3.560	10.93		1.85
						L		Software	33.630	16:35	2.81	32.711	2.81	26.422	6.288	23.80		-0.97
						S		Rocket Internet	25.244	16:35	0.35	25.157	0.35	27.314	-2.157	-7.90		-2.74
								Knorr-Bremse	94.125	16:35	0.64	93.523	0.64	92.739	0.784	0.84		-5.63
						L		Sixt Leasing	12.305	16:36	0.36	12.261	0.36	10.710	1.551	14.48		-5.83
								Ferratum	10.466	16:35	2.58	10.203	2.58	11.417	-1.214	-10.63		-6.26
								Serviceware	15.775	16:36	-4.15	16.458	-4.15	16.223	0.235	1.45		-10.27
						S		Akasol	36.679	16:36	-0.15	36.734	-0.15	46.158	-9.424	-20.42		-15.01
						S		creditshelf	57.473	16:36	0.96	56.926	0.96	64.697	-7.771	-12.01		-18.82
								capsensixx	9.196	16:36	-0.59	9.250	-0.59	10.438	-1.188	-11.38		-20.93
								Vapiano	4.488	16:36	-3.53	4.653	-3.53	4.349	0.303	6.97		-22.63
						L		elumeo	1.056	16:36		1.056		1.000	0.056	5.60		-22.82
						L		Aumann	16.596	16:36	0.53	16.509	0.53	14.962	1.547	10.34		-26.93
								Voltabox	7.992	16:36	-2.67	8.210	-2.67	6.383	1.828	28.64		-30.85
								⇓instrument	freshest		⇓ Δday	11/18/19	⇓ Δwk	8/19/19	prc diff	⇓ Δ13		∅-RS
						L		STS	5.561	16:36	0.69	5.523	0.69	6.350	-0.827	-13.03		-33.55
								DFV	11.059	16:36	0.36	11.020	0.36	11.213	-0.193	-1.72		-na-
GEX - 26 out of 26 instruments rated - 11/18/19 / 8/19/19 - 19 did rise, Market-Ratio(13) in CHF = 73.08 %
Stock Exchange Currency: EUR € Euro

 

Technical Chart

	GEX RS = 13 - B/S = 77/55
1/05/15	scale up chart	11/18/19

 

Transactions German Entrepreneurial Index GEX in Swiss Franc * A13 - 77/55 (1)

																⇒
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	sum buy	sum sell	prf/loss	asset	yield
1/02/06		1/15/07	378				- cash -
short	1/15/07	2/12/07	28				4SC	100	353		28.271	27.571	28.990	0.719	3	9,980	10,233	254	10,254	39
long	2/12/07	3/12/07	28				Drägerwerk	100	108		94.301	105.255		10.954	12	10,184	11,367	1,183	11,437	319
short	3/12/07	6/11/07	91				4SC	100	447		25.583	24.507	26.707	1.124	4	11,436	11,938	502	11,939	19
long	6/11/07	7/23/07	42				Wacker Chemie	100	48		247.590	306.163		58.573	24	11,884	14,696	2,812	14,751	533
short	7/23/07	4/20/09	637				Patrizia Immobilien	100	778		18.946	3.238	110.851	91.905	485	14,740	86,242	71,502	86,252	175
long	4/20/09	12/14/09	238				Patrizia Immobilien	100	26,635		3.238	4.613		1.375	42	86,250	122,862	36,612	122,864	72
short	12/14/09	10/18/10	308				ZhongDe Waste Tech	100	6,826		17.998	18.539	17.456	-0.542	-3	122,851	119,155	-3,697	119,168	-4
long	10/18/10	11/29/10	42				InVision	100	6,264		19.022	20.291		1.269	7	119,152	127,101	7,950	127,117	75
short	11/29/10	2/14/11	77				MeVis Medical	100	6,268		20.277	15.916	25.835	5.558	27	127,099	161,934	34,834	161,952	215
long	2/14/11	3/07/11	21				InVision	100	5,988		27.044	29.628		2.583	10	161,942	177,410	15,468	177,420	388
short	3/07/11	2/13/12	343				MeVis Medical	100	11,242		15.781	6.834	36.442	20.661	131	177,407	409,678	232,271	409,690	144
long	2/13/12	5/07/12	84				4SC	100	27,497		14.899	11.553		-3.347	-22	409,687	317,662	-92,025	317,665	-67
short	5/07/12	2/18/13	287				ZhongDe Waste Tech	100	94,440		3.364	2.525	4.481	1.117	33	317,662	423,167	105,505	423,170	44
long	2/18/13	4/22/13	63				MBB	100	18,571		22.786	21.515		-1.271	-6	423,167	399,562	-23,606	399,564	-28
short	4/22/13	9/23/13	154				YOC	100	64,919		6.155	2.745	13.802	7.647	124	399,559	895,980	496,421	895,985	578
long	9/23/13	4/14/14	203				Manz	100	13,522		66.261	79.934		13.674	21	895,978	1,080,871	184,893	1,080,878	40
short	4/14/14	1/26/15	287				4SC	100	155,051		6.971	3.708	13.105	6.134	88	1,080,878	2,031,897	951,019	2,031,897	123
long	1/26/15	6/01/15	126				Ströer Media	100	74,902		27.127	40.080		12.953	48	2,031,880	3,002,104	970,224	3,002,122	210
short	6/01/15	11/23/15	175				ZhongDe Waste Tech	100	1,319,985		2.274	2.144	2.413	0.139	6	3,002,121	3,184,992	182,871	3,184,992	13
long	11/23/15	12/14/15	21				Hypoport	100	37,236		85.533	75.886		-9.647	-11	3,184,918	2,825,684	-359,234	2,825,758	-88
short	12/14/15	5/09/16	147				Manz	100	64,171		44.035	40.039	48.429	4.394	10	2,825,756	3,107,718	281,962	3,107,721	27
long	5/09/16	5/23/16	14				Hypoport	100	35,963		86.412	94.125		7.713	9	3,107,647	3,385,031	277,384	3,385,104	829
short	5/23/16	2/27/17	280				Adler Modemärkte	100	414,316		8.170	5.078	13.146	4.975	61	3,385,101	5,446,391	2,061,290	5,446,394	86
long	2/27/17	5/22/17	84				MBB	100	59,587		91.402	119.181		27.779	30	5,446,348	7,101,614	1,655,266	7,101,660	217
short	5/22/17	3/11/19	658				InVision	100	223,889		31.720	18.580	54.153	22.433	71	7,101,655	12,124,149	5,022,494	12,124,155	35
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	sum buy	sum sell	prf/loss	asset	yield
long	3/11/19	5/13/19	63				Varta	100	297,274		40.784	48.864		8.079	20	12,124,142	14,525,952	2,401,810	14,525,965	185
short	5/13/19	11/19/19	190				elumeo	100	8,687,237		1.672	1.056	2.647	0.974	58	14,525,964	22,991,641	8,465,678	22,991,643	142
accum	1/15/07	11/19/19	4691	days out of 5069 invested (93%)										229,816		10,000	22,991,643	22,981,643	22,991,643	83

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Patrizia Immobilien	short	7/23/07	4/20/09	637	18.95	3.24	110.85	91.90	485.08
	long	4/20/09	12/14/09	238	3.24	4.61		1.37	42.45			733.44
MeVis Medical	short	11/29/10	2/14/11	77	20.28	15.92	25.84	5.56	27.41
	short	3/07/11	2/13/12	343	15.78	6.83	36.44	20.66	130.93			194.22
YOC	short	4/22/13	9/23/13	154	6.15	2.74	13.80	7.65	124.24			124.24
InVision	long	10/18/10	11/29/10	42	19.02	20.29		1.27	6.67
	long	2/14/11	3/07/11	21	27.04	29.63		2.58	9.55
	short	5/22/17	3/11/19	658	31.72	18.58	54.15	22.43	70.72			99.51
Adler Modemärkte	short	5/23/16	2/27/17	280	8.17	5.08	13.15	4.98	60.89			60.89
elumeo	short	5/13/19	11/19/19	190	1.67	1.06	2.65	0.97	58.28			58.28
4SC	short	1/15/07	2/12/07	28	28.27	27.57	28.99	0.72	2.54
	short	3/12/07	6/11/07	91	25.58	24.51	26.71	1.12	4.39
	long	2/13/12	5/07/12	84	14.90	11.55		-3.35	-22.46
	short	4/14/14	1/26/15	287	6.97	3.71	13.10	6.13	87.99			56.03
Ströer Media	long	1/26/15	6/01/15	126	27.13	40.08		12.95	47.75			47.75
ZhongDe Waste Tech	short	12/14/09	10/18/10	308	18.00	18.54	17.46	-0.54	-3.01
	short	5/07/12	2/18/13	287	3.36	2.52	4.48	1.12	33.21
	short	6/01/15	11/23/15	175	2.27	2.14	2.41	0.14	6.09			37.07
Manz	long	9/23/13	4/14/14	203	66.26	79.93		13.67	20.64
	short	12/14/15	5/09/16	147	44.03	40.04	48.43	4.39	9.98			32.67
Wacker Chemie	long	6/11/07	7/23/07	42	247.59	306.16		58.57	23.66			23.66
MBB	long	2/18/13	4/22/13	63	22.79	21.52		-1.27	-5.58
	long	2/27/17	5/22/17	84	91.40	119.18		27.78	30.39			23.12
Varta	long	3/11/19	5/13/19	63	40.78	48.86		8.08	19.81			19.81
Drägerwerk	long	2/12/07	3/12/07	28	94.30	105.25		10.95	11.62			11.62
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Hypoport	long	11/23/15	12/14/15	21	85.53	75.89		-9.65	-11.28
	long	5/09/16	5/23/16	14	86.41	94.13		7.71	8.93			-3.36

Annotations

2/10/17	GEX			machine learning processed for all techniques
2/06/17	GEX			implementation
12/21/15	Ströer Media			moves from SDAX to MDAX
9/04/15	Sixt Leasing			recording started (SDAX)
6/21/15	Ferratum			recording started
1/19/15	Hella			entry

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