Assessment - Austrian Traded Index in Japanese yen - 7/01/24 - RS = 23
⇐
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
1/22/24
prc diff
⇓ Δ23
⇓ ∅-RS
ATX
618,397.606
8/12/24
0.19
632,317.704
-2.20
543,563.199
88,754.506
16.33
18.20
L
Telekom Austria
1,474.851
8/12/24
2.04
1,558.039
-5.34
1,306.076
251.963
19.29
30.86
AT&S
2,714.003
8/12/24
2.02
3,739.987
-27.43
3,479.646
260.341
7.48
-3.60
Raiffeisen Bank Int
2,878.646
8/12/24
1.59
2,831.853
1.65
3,170.057
-338.204
-10.67
10.90
OMV
6,755.546
8/12/24
1.56
7,064.034
-4.37
6,146.621
917.413
14.93
5.19
L
Verbund
13,318.720
8/12/24
1.52
13,128.081
1.45
12,198.109
929.972
7.62
8.60
Vienna Insurance
5,164.578
8/12/24
1.36
5,303.225
-2.61
4,281.028
1,022.197
23.88
24.89
L
Mayr-Melnhof
17,954.709
8/12/24
1.17
19,202.526
-6.50
19,155.787
46.739
0.24
-1.14
L
Lenzing
5,259.898
8/12/24
0.83
5,753.826
-8.58
4,813.133
940.692
19.54
1.50
Erste Group Bank
7,989.499
8/12/24
0.37
7,814.458
2.24
6,340.114
1,474.344
23.25
31.87
Österreichische Post
5,121.251
8/12/24
0.34
5,216.571
-1.83
5,022.751
193.820
3.86
3.06
Uniqa
1,331.005
8/12/24
0.26
1,386.464
-4.00
1,222.230
164.234
13.44
11.96
CA Immobilien
5,535.458
8/12/24
0.13
5,414.142
2.24
4,869.569
544.573
11.18
11.62
L
EVN
5,069.259
8/12/24
5,147.248
-1.52
4,095.598
1,051.650
25.68
28.90
voestalpine
3,826.641
8/12/24
-0.18
4,381.226
-12.66
4,395.511
-14.285
-0.32
2.40
Immofinanz
5,121.251
8/12/24
-0.51
4,575.331
11.93
3,474.808
1,100.523
31.67
42.04
Andritz
9,471.282
8/12/24
-0.55
10,069.195
-5.94
8,981.291
1,087.904
12.11
21.18
Schoeller-Bleckmann
5,901.137
8/12/24
-0.87
6,542.377
-9.80
7,094.736
-552.359
-7.79
-12.17
Bawag
11,161.035
8/12/24
-1.38
10,571.788
5.57
7,623.616
2,948.172
38.67
36.08
Do&Co
25,060.337
8/12/24
-2.56
28,873.113
-13.21
20,187.749
8,685.364
43.02
42.31
Wienerberger
4,887.286
8/12/24
-2.76
5,393.345
-9.38
4,679.301
714.044
15.26
17.30
ATX - 20 out of 20 instruments rated - 7/01/24 / 1/22/24 - 17 did rise, Market-Ratio(23) in JPY = 85.00 %
Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions Austrian Traded Index in Japanese yen * L23 - 41 ex 5 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield long
1/02/06
4/24/06
112
OMV
100
1
6,993.244
8,070.546
1,077.302
15
11,077
60
4/24/06
9/11/06
140
voestalpine
100
2
4,543.099
4,308.174
-234.925
-5
10,607
-13
9/11/06
9/18/06
7
- cash -
9/18/06
9/25/06
7
voestalpine
100
2
4,738.325
4,499.800
-238.525
-5
10,130
-93
9/25/06
10/23/06
28
- cash -
10/23/06
9/10/07
322
voestalpine
100
1
5,474.423
8,850.303
3,375.880
62
13,506
72
9/10/07
10/15/07
35
- cash -
10/15/07
10/22/07
7
Schoeller-Bleckmann
100
1
11,647.488
12,281.250
633.763
5
14,140
1,484
10/22/07
4/28/08
189
- cash -
4/28/08
5/12/08
14
Verbund
100
1
8,265.557
8,179.327
-86.230
-1
14,054
-24
5/12/08
5/19/08
7
- cash -
5/19/08
7/14/08
56
Verbund
100
1
8,859.514
8,633.468
-226.046
-3
13,828
-16
7/14/08
8/25/08
42
- cash -
8/25/08
9/08/08
14
Verbund
100
1
8,200.592
7,150.920
-1,049.672
-13
12,778
-97
9/08/08
3/30/09
203
- cash -
3/30/09
4/13/09
14
Mayr-Melnhof
100
1
6,754.797
6,873.360
118.563
2
12,897
57
4/13/09
4/27/09
14
- cash -
4/27/09
3/01/10
308
Immofinanz
100
8
1,611.074
2,345.801
734.727
46
18,774
56
3/01/10
3/08/10
7
- cash -
3/08/10
3/14/11
371
AT&S
100
19
954.882
1,481.551
526.669
55
28,781
54
3/14/11
6/13/11
91
Lenzing
100
2
9,654.810
11,178.644
1,523.835
16
31,829
80
6/13/11
7/04/11
21
- cash -
7/04/11
7/11/11
7
Lenzing
100
2
10,673.478
10,199.613
-473.865
-4
30,881
-91
7/11/11
1/16/12
189
- cash -
1/16/12
3/19/12
63
Schoeller-Bleckmann
100
4
6,748.793
7,245.486
496.694
7
32,868
51
3/19/12
4/09/12
21
Lenzing
100
3
9,563.910
8,456.859
-1,107.051
-12
29,547
-88
4/09/12
7/02/12
84
Österreichische Post
100
10
2,758.020
2,721.546
-36.474
-1
29,182
-6
7/02/12
8/20/12
49
- cash -
8/20/12
8/27/12
7
Andritz
100
6
4,298.532
4,158.384
-140.148
-3
28,341
-82
8/27/12
9/10/12
14
- cash -
9/10/12
12/17/12
98
Raiffeisen Bank Int
100
9
2,936.323
3,425.566
489.243
17
32,744
78
12/17/12
6/10/13
175
Erste Group Bank
100
12
2,540.857
3,054.676
513.819
20
38,910
47
6/10/13
7/29/13
49
- cash -
7/29/13
8/19/13
21
Wienerberger
100
31
1,218.706
1,483.311
264.605
22
47,113
2,942
8/19/13
9/02/13
14
- cash -
9/02/13
5/12/14
252
Wienerberger
100
32
1,446.290
1,843.924
397.634
27
59,837
42
5/12/14
5/19/14
7
- cash -
5/19/14
8/04/14
77
AT&S
100
47
1,247.273
1,162.676
-84.596
-7
55,861
-28
8/04/14
8/18/14
14
- cash -
8/18/14
10/06/14
49
Do&Co
100
8
6,934.629
6,937.928
3.299
0
55,888
0
10/06/14
1/12/15
98
- cash -
1/12/15
5/04/15
112
Do&Co
100
6
9,270.648
8,575.730
-694.918
-7
51,718
-22
5/04/15
8/17/15
105
AT&S
100
26
1,933.993
2,150.226
216.233
11
57,340
45
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
8/17/15
11/09/15
84
- cash -
11/09/15
11/16/15
7
AT&S
100
27
2,081.328
2,014.016
-67.313
-3
55,523
-82
11/16/15
11/23/15
7
- cash -
11/23/15
12/28/15
35
Do&Co
100
4
12,398.830
12,326.508
-72.322
-1
55,233
-6
12/28/15
1/04/16
7
- cash -
1/04/16
1/11/16
7
Do&Co
100
4
12,512.183
12,200.324
-311.858
-2
53,986
-73
1/11/16
2/01/16
21
- cash -
2/01/16
2/08/16
7
Do&Co
100
4
12,438.994
11,695.783
-743.211
-6
51,013
-96
2/08/16
3/07/16
28
- cash -
3/07/16
3/28/16
21
Do&Co
100
4
12,287.700
13,333.950
1,046.250
9
55,198
314
3/28/16
4/25/16
28
- cash -
4/25/16
5/09/16
14
Do&Co
100
4
12,421.194
11,884.212
-536.982
-4
53,050
-68
5/09/16
5/23/16
14
- cash -
5/23/16
6/06/16
14
Lenzing
100
5
9,866.483
10,122.527
256.044
3
54,330
95
6/06/16
6/20/16
14
- cash -
6/20/16
6/27/16
7
Lenzing
100
5
9,819.029
8,676.366
-1,142.663
-12
48,617
-100
6/27/16
7/11/16
14
- cash -
7/11/16
8/22/16
42
Lenzing
100
4
9,772.248
11,379.614
1,607.366
16
55,047
276
8/22/16
9/05/16
14
- cash -
9/05/16
9/26/16
21
Lenzing
100
4
12,480.467
11,261.013
-1,219.454
-10
50,169
-83
9/26/16
10/10/16
14
- cash -
10/10/16
7/10/17
273
Lenzing
100
3
12,867.881
19,829.212
6,961.331
54
71,053
78
7/10/17
1/15/18
189
OMV
100
12
5,853.225
7,542.251
1,689.027
29
91,321
63
1/15/18
6/04/18
140
AT&S
100
25
3,554.082
2,297.133
-1,256.949
-35
59,897
-68
6/04/18
7/23/18
49
- cash -
7/23/18
8/20/18
28
Verbund
100
13
4,309.993
4,312.633
2.640
0
59,932
1
8/20/18
9/03/18
14
- cash -
9/03/18
9/10/18
7
Verbund
100
13
4,465.407
4,891.222
425.815
10
65,467
11,450
9/10/18
9/17/18
7
- cash -
9/17/18
9/24/18
7
Verbund
100
12
5,151.534
5,407.591
256.057
5
68,540
1,155
9/24/18
12/03/18
70
- cash -
12/03/18
12/10/18
7
Do&Co
100
6
11,419.598
10,441.102
-978.495
-9
62,669
-99
12/10/18
3/25/19
105
- cash -
3/25/19
4/01/19
7
Verbund
100
11
5,386.347
5,371.477
-14.870
0
62,505
-13
4/01/19
4/08/19
7
- cash -
4/08/19
5/13/19
35
Verbund
100
11
5,497.586
5,426.855
-70.731
-1
61,727
-13
5/13/19
5/20/19
7
- cash -
5/20/19
8/05/19
77
Verbund
100
10
5,709.456
6,218.365
508.909
9
66,816
50
8/05/19
9/16/19
42
- cash -
9/16/19
9/23/19
7
Verbund
100
10
6,128.419
6,089.705
-38.714
-1
66,429
-28
9/23/19
10/21/19
28
- cash -
10/21/19
3/02/20
133
Wienerberger
100
23
2,870.262
2,679.742
-190.520
-7
62,047
-17
3/02/20
8/24/20
175
- cash -
8/24/20
10/19/20
56
Mayr-Melnhof
100
3
18,368.532
18,480.960
112.428
1
62,385
4
10/19/20
11/09/20
21
- cash -
11/09/20
11/16/20
7
Verbund
100
9
6,774.238
6,746.065
-28.174
0
62,131
-20
11/16/20
11/23/20
7
- cash -
11/23/20
9/13/21
294
Lenzing
100
7
8,829.964
13,506.168
4,676.204
53
94,864
69
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
9/13/21
9/27/21
14
AT&S
100
19
4,837.546
4,207.788
-629.758
-13
82,899
-97
9/27/21
11/22/21
56
OMV
100
12
6,825.967
6,445.533
-380.434
-6
78,334
-31
11/22/21
1/24/22
63
AT&S
100
13
5,767.396
4,728.795
-1,038.601
-18
64,832
-68
1/24/22
2/28/22
35
Erste Group Bank
100
12
5,215.848
4,126.070
-1,089.778
-21
51,755
-91
2/28/22
8/15/22
168
- cash -
8/15/22
8/22/22
7
Schoeller-Bleckmann
100
7
6,962.130
7,508.710
546.580
8
55,581
5,046
8/22/22
11/21/22
91
- cash -
11/21/22
3/06/23
105
Schoeller-Bleckmann
100
6
8,448.205
9,962.229
1,514.024
18
64,665
77
3/06/23
6/19/23
105
voestalpine
100
12
5,251.228
5,007.758
-243.470
-5
61,743
-15
6/19/23
9/04/23
77
- cash -
9/04/23
9/11/23
7
Immofinanz
100
21
2,823.720
2,821.361
-2.359
0
61,694
-4
9/11/23
11/13/23
63
- cash -
11/13/23
1/29/24
77
EVN
100
14
4,257.593
4,014.896
-242.697
-6
58,296
-24
1/29/24
4/15/24
77
Raiffeisen Bank Int
100
18
3,170.411
2,883.760
-286.651
-9
53,136
-36
4/15/24
8/12/24
119
Immofinanz
100
13
3,842.283
5,121.251
1,278.969
33
69,763
141
accum 1/02/06
8/12/24 5290
days out of 7453 invested (71%)
598
69,763
14
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Lenzing long 3/14/11 6/13/11 91 9,654.81 11,178.64 1,523.83 15.78
7/04/11 7/11/11 7 10,673.48 10,199.61 -473.87 -4.44
3/19/12 4/09/12 21 9,563.91 8,456.86 -1,107.05 -11.58
5/23/16 6/06/16 14 9,866.48 10,122.53 256.04 2.60
6/20/16 6/27/16 7 9,819.03 8,676.37 -1,142.66 -11.64
7/11/16 8/22/16 42 9,772.25 11,379.61 1,607.37 16.45
9/05/16 9/26/16 21 12,480.47 11,261.01 -1,219.45 -9.77
10/10/16 7/10/17 273 12,867.88 19,829.21 6,961.33 54.10
11/23/20 9/13/21 294 8,829.96 13,506.17 4,676.20 52.96 119.66
Immofinanz 4/27/09 3/01/10 308 1,611.07 2,345.80 734.73 45.60
9/04/23 9/11/23 7 2,823.72 2,821.36 -2.36 -0.08
4/15/24 8/12/24 119 3,842.28 5,121.25 1,278.97 33.29 93.91
Wienerberger 7/29/13 8/19/13 21 1,218.71 1,483.31 264.61 21.71
9/02/13 5/12/14 252 1,446.29 1,843.92 397.63 27.49
10/21/19 3/02/20 133 2,870.26 2,679.74 -190.52 -6.64 44.87
Schoeller-Bleckmann 10/15/07 10/22/07 7 11,647.49 12,281.25 633.76 5.44
1/16/12 3/19/12 63 6,748.79 7,245.49 496.69 7.36
8/15/22 8/22/22 7 6,962.13 7,508.71 546.58 7.85
11/21/22 3/06/23 105 8,448.20 9,962.23 1,514.02 17.92 43.97
OMV 1/02/06 4/24/06 112 6,993.24 8,070.55 1,077.30 15.40
7/10/17 1/15/18 189 5,853.22 7,542.25 1,689.03 28.86
9/27/21 11/22/21 56 6,825.97 6,445.53 -380.43 -5.57 40.42
voestalpine 4/24/06 9/11/06 140 4,543.10 4,308.17 -234.92 -5.17
9/18/06 9/25/06 7 4,738.32 4,499.80 -238.52 -5.03
10/23/06 9/10/07 322 5,474.42 8,850.30 3,375.88 61.67
3/06/23 6/19/23 105 5,251.23 5,007.76 -243.47 -4.64 38.84
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Raiffeisen Bank Int 9/10/12 12/17/12 98 2,936.32 3,425.57 489.24 16.66
1/29/24 4/15/24 77 3,170.41 2,883.76 -286.65 -9.04 6.11
Verbund 4/28/08 5/12/08 14 8,265.56 8,179.33 -86.23 -1.04
5/19/08 7/14/08 56 8,859.51 8,633.47 -226.05 -2.55
8/25/08 9/08/08 14 8,200.59 7,150.92 -1,049.67 -12.80
7/23/18 8/20/18 28 4,309.99 4,312.63 2.64 0.06
9/03/18 9/10/18 7 4,465.41 4,891.22 425.82 9.54
9/17/18 9/24/18 7 5,151.53 5,407.59 256.06 4.97
3/25/19 4/01/19 7 5,386.35 5,371.48 -14.87 -0.28
4/08/19 5/13/19 35 5,497.59 5,426.86 -70.73 -1.29
5/20/19 8/05/19 77 5,709.46 6,218.37 508.91 8.91
9/16/19 9/23/19 7 6,128.42 6,089.70 -38.71 -0.63
11/09/20 11/16/20 7 6,774.24 6,746.06 -28.17 -0.42 2.64
Mayr-Melnhof 3/30/09 4/13/09 14 6,754.80 6,873.36 118.56 1.76
8/24/20 10/19/20 56 18,368.53 18,480.96 112.43 0.61 2.38
Österreichische Post 4/09/12 7/02/12 84 2,758.02 2,721.55 -36.47 -1.32 -1.32
Andritz 8/20/12 8/27/12 7 4,298.53 4,158.38 -140.15 -3.26 -3.26
Erste Group Bank 12/17/12 6/10/13 175 2,540.86 3,054.68 513.82 20.22
1/24/22 2/28/22 35 5,215.85 4,126.07 -1,089.78 -20.89 -4.90
EVN 11/13/23 1/29/24 77 4,257.59 4,014.90 -242.70 -5.70 -5.70
Do&Co 8/18/14 10/06/14 49 6,934.63 6,937.93 3.30 0.05
1/12/15 5/04/15 112 9,270.65 8,575.73 -694.92 -7.50
11/23/15 12/28/15 35 12,398.83 12,326.51 -72.32 -0.58
1/04/16 1/11/16 7 12,512.18 12,200.32 -311.86 -2.49
2/01/16 2/08/16 7 12,438.99 11,695.78 -743.21 -5.97
3/07/16 3/28/16 21 12,287.70 13,333.95 1,046.25 8.51
4/25/16 5/09/16 14 12,421.19 11,884.21 -536.98 -4.32
12/03/18 12/10/18 7 11,419.60 10,441.10 -978.50 -8.57 -19.92
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
AT&S 3/08/10 3/14/11 371 954.88 1,481.55 526.67 55.16
5/19/14 8/04/14 77 1,247.27 1,162.68 -84.60 -6.78
5/04/15 8/17/15 105 1,933.99 2,150.23 216.23 11.18
11/09/15 11/16/15 7 2,081.33 2,014.02 -67.31 -3.23
1/15/18 6/04/18 140 3,554.08 2,297.13 -1,256.95 -35.37
9/13/21 9/27/21 14 4,837.55 4,207.79 -629.76 -13.02
11/22/21 1/24/22 63 5,767.40 4,728.80 -1,038.60 -18.01 -28.27
Annotations
2/19/24 ATX : Component update: Telekom Austria replaces Strabag
9/24/18 ATX Do&Co replaces Porr
6/25/18 Immofinanz reverse stock split 10:1 (one for ten)
5/22/18 ATX component exchange: AT&S and FACC for Agrana and Zumtobel
3/25/17 ATX Machine Learning processed for all techniques.
The exchanging short technique S23 - 25 ex 2 (2) looks someway bumpy,
but it scores a fine yield in the long run.
So we kept it inside - just to see what happens.
3/20/17 ATX Flughafen Wien replaces Do&Co
9/19/16 ATX Do&Co replaces AT&S
3/21/16 ATX AT&S replaces Flughafen Wien
9/09/15 ATX complete analysis (scheduled)
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