Assessment - German Entrepreneurial Index GEX - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
						L		GEX PR	1,683.690	8/12/24	1.31	1,777.660	-5.29	1,929.130	-151.470	-7.85		-0.04
						L		Multitude	5.520	8/12/24	-0.72	6.060	-8.91	4.460	1.600	35.87		56.15
								Knorr-Bremse	70.800	8/12/24	1.36	70.850	-0.07	58.800	12.050	20.49		13.95
						L		DFV	6.200	8/12/24	-0.80	7.250	-14.48	6.660	0.590	8.86		17.67
								Serviceware	12.900	8/12/24	-3.01	12.000	7.50	11.450	0.550	4.80		18.75
								Stemmer Imaging	48.100	8/12/24	-0.21	34.700	38.62	33.200	1.500	4.52		0.13
								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		Nagarro	75.900	8/12/24	-0.20	77.150	-1.62	87.450	-10.300	-11.78		-1.27
								elumeo	2.260	8/12/24	-0.88	2.380	-5.04	2.700	-0.320	-11.85		-8.10
						S		Porsche	65.680	8/12/24	-0.97	69.360	-5.31	79.900	-10.540	-13.19		-21.17
						L		Dermapharm	35.150	8/12/24	0.29	35.800	-1.82	42.340	-6.540	-15.45		-7.56
						L		Knaus Tabbert	32.050	8/12/24	-1.69	39.200	-18.24	47.000	-7.800	-16.60		-1.02
						S		SMA Solar	21.900	8/12/24	-1.26	26.480	-17.30	60.550	-34.070	-56.27		-30.04
								Varta	3.610	8/12/24	41.68	8.595	-58.00	20.750	-12.155	-58.58		-41.66
						S		creditshelf	0.050	8/12/24		0.050		4.500	-4.450	-98.89		-88.21
GEX - 15 out of 15 instruments rated - 7/01/24 / 1/01/24 - 5 did rise, Market-Ratio(26) = 33.33 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions German Entrepreneurial Index GEX * 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
1/02/06		1/08/07	371				- cash -
long	1/08/07	3/05/07	56				Drägerwerk	100	175		57.050	60.660		3.610	6	10,632	49
3/05/07		8/06/07	154				- cash -
short	8/06/07	5/19/08	287				Patrizia Immobilien	100	875		12.150	4.100	36.006	23.856	196	31,505	298
long	5/19/08	6/23/08	35				Manz	100	179		175.900	171.000		-4.900	-3	30,628	-26
6/23/08		7/28/08	35				- cash -
short	7/28/08	4/13/09	259				Patrizia Immobilien	100	12,154		2.520	2.150	2.954	0.434	17	35,899	25
4/13/09		4/20/09	7				- cash -
long	4/20/09	7/20/09	91				Patrizia Immobilien	100	16,854		2.130	3.250		1.120	53	54,776	445
7/20/09		9/07/09	49				- cash -
	9/07/09	11/16/09	70				Patrizia Immobilien	100	15,923		3.440	3.840		0.400	12	61,145	77
11/16/09		4/05/10	140				- cash -
	4/05/10	5/03/10	28				YOC	100	1,622		37.686	33.584		-4.102	-11	54,492	-78
5/03/10		6/07/10	35				- cash -
short	6/07/10	7/26/10	49				Hypoport	100	8,760		6.220	7.100	5.340	-0.880	-14	46,783	-68
long	7/26/10	8/23/10	28				YOC	100	1,517		30.825	34.375		3.550	12	52,168	314
8/23/10		9/13/10	21				- cash -
	9/13/10	11/29/10	77				YOC	100	1,384		37.686	35.026		-2.660	-7	48,487	-29
11/29/10		1/31/11	63				- cash -
	1/31/11	3/07/11	35				InVision	100	3,011		16.100	22.905		6.805	42	68,977	3,851
3/07/11		6/27/11	112				- cash -
short	6/27/11	2/06/12	224				MeVis Medical	100	8,622		8.000	3.900	16.410	8.410	105	141,490	222
long	1/23/12	4/09/12	77				Delticom	100	1,854		76.300	76.420		0.120	0	141,713	1
4/09/12		5/14/12	35				- cash -
short	5/14/12	1/28/13	259				ZhongDe Waste Tech	100	59,046		2.400	2.100	2.743	0.343	14	161,960	21
long	1/21/13	4/01/13	70				MBB	100	9,334		17.350	18.395		1.045	6	171,714	36
4/01/13		4/29/13	28				- cash -
short	4/29/13	10/07/13	161				YOC	100	33,413		5.139	1.861	14.191	9.052	176	474,165	900
long	8/26/13	12/16/13	112				Manz	100	9,579		49.500	59.550		10.050	20	570,434	83
12/16/13		1/06/14	21				- cash -
	1/06/14	1/27/14	21				ZhongDe Waste Tech	100	120,344		4.740	4.700		-0.040	-1	565,620	-14
1/27/14		2/17/14	21				- cash -
	2/17/14	3/17/14	28				ZhongDe Waste Tech	100	131,539		4.300	3.801		-0.499	-12	499,982	-80
3/17/14		8/04/14	140				- cash -
short	8/04/14	12/22/14	140				SMA Solar	100	25,005		19.995	14.800	27.014	7.019	35	675,480	119
long	12/15/14	5/18/15	154				Ströer Media	100	30,661		22.030	36.110		14.080	64	1,107,186	223
5/18/15		8/24/15	98				- cash -
short	8/24/15	4/18/16	238				ZhongDe Waste Tech	100	671,022		1.650	1.458	1.867	0.217	13	1,253,000	21
long	10/26/15	1/04/16	70				Hypoport	100	22,802		54.950	75.500		20.550	37	1,721,581	424
	3/21/16	4/25/16	35				Verbio	100	228,265		7.542	8.378		0.836	11	1,912,410	199
4/25/16		6/27/16	63				- cash -
short	6/27/16	9/05/16	70				4SC	100	161,384		11.850	11.250	12.482	0.632	5	2,014,405	31
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
9/05/16		1/09/17	126				- cash -
long	1/09/17	4/17/17	98				MBB	100	27,173		74.130	81.610		7.480	10	2,217,659	43
4/17/17		5/08/17	21				- cash -
	5/08/17	7/03/17	56				MBB	100	24,662		89.920	93.720		3.800	4	2,311,374	31
7/03/17		9/11/17	70				- cash -
	9/11/17	11/13/17	63				Bauer	100	77,824		29.700	28.390		-1.310	-4	2,209,425	-23
11/13/17		1/15/18	63				- cash -
	1/15/18	2/05/18	21				Viscom	100	62,946		35.100	32.600		-2.500	-7	2,052,060	-72
2/05/18		3/19/18	42				- cash -
short	3/19/18	2/25/19	343				Verbio	100	420,849		4.876	7.025	2.727	-2.149	-44	1,147,656	-46
long	2/25/19	6/24/19	119				Varta	100	32,057		35.800	51.200		15.400	43	1,641,333	200
6/24/19		8/05/19	42				- cash -
short	8/05/19	5/25/20	294				Aumann	100	116,904		14.040	10.000	19.712	5.672	40	2,304,436	52
long	1/06/20	2/24/20	49				Varta	100	19,397		118.800	78.100		-40.700	-34	1,514,978	-96
	5/18/20	6/22/20	35				Sixt Leasing	100	82,246		18.420	17.200		-1.220	-7	1,414,638	-51
6/22/20		10/26/20	126				- cash -
short	10/26/20	1/11/21	77				Aroundtown	100	331,763		4.264	5.728	2.800	-1.464	-34	928,937	-86
long	12/28/20	3/29/21	91				Akasol	100	8,985		103.380	119.500		16.120	16	1,073,775	79
3/29/21		10/11/21	196				- cash -
short	10/11/21	12/05/22	420				Voltabox	100	547,286		1.962	1.020	3.774	1.812	92	2,065,458	77
long	11/28/22	1/23/23	56				SMA Solar	100	34,224		60.350	77.700		17.350	29	2,659,244	419
1/23/23		3/27/23	63				- cash -
short	3/27/23	1/08/24	287				The Social Chain	100	820,754		3.240	0.088	119.973	116.733	3,603	98,467,992	9,782
long	1/01/24	1/22/24	21				Mutares	100	2,781,581		35.400	34.450		-0.950	-3	95,825,490	-38
1/22/24		3/04/24	42				- cash -
short	3/04/24	8/12/24	161				creditshelf	100	187,893,118		0.510	0.050	5.202	4.692	920	977m	19,245
accum	1/08/07	8/12/24	5210	days out of 7394 invested (70%)										9,774,100		977m	124

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
The Social Chain	short	3/27/23	1/08/24	287	3.24	0.09	119.97	116.73	3,602.86			3,602.86
creditshelf	short	3/04/24	8/12/24	161	0.51	0.05	5.20	4.69	920.00			920.00
Patrizia Immobilien	short	8/06/07	5/19/08	287	12.15	4.10	36.01	23.86	196.34
	short	7/28/08	4/13/09	259	2.52	2.15	2.95	0.43	17.21
	long	4/20/09	7/20/09	91	2.13	3.25		1.12	52.58
	long	9/07/09	11/16/09	70	3.44	3.84		0.40	11.63			491.61
YOC	long	4/05/10	5/03/10	28	37.69	33.58		-4.10	-10.88
	long	7/26/10	8/23/10	28	30.83	34.38		3.55	11.52
	long	9/13/10	11/29/10	77	37.69	35.03		-2.66	-7.06
	short	4/29/13	10/07/13	161	5.14	1.86	14.19	9.05	176.14			155.05
MeVis Medical	short	6/27/11	2/06/12	224	8.00	3.90	16.41	8.41	105.13			105.13
Voltabox	short	10/11/21	12/05/22	420	1.96	1.02	3.77	1.81	92.35			92.35
SMA Solar	short	8/04/14	12/22/14	140	20.00	14.80	27.01	7.02	35.10
	long	11/28/22	1/23/23	56	60.35	77.70		17.35	28.75			73.94
Ströer Media	long	12/15/14	5/18/15	154	22.03	36.11		14.08	63.91			63.91
InVision	long	1/31/11	3/07/11	35	16.10	22.91		6.81	42.27			42.27
Aumann	short	8/05/19	5/25/20	294	14.04	10.00	19.71	5.67	40.40			40.40
MBB	long	1/21/13	4/01/13	70	17.35	18.40		1.05	6.02
	long	1/09/17	4/17/17	98	74.13	81.61		7.48	10.09
	long	5/08/17	7/03/17	56	89.92	93.72		3.80	4.23			21.65
Hypoport	short	6/07/10	7/26/10	49	6.22	7.10	5.34	-0.88	-14.15
	long	10/26/15	1/04/16	70	54.95	75.50		20.55	37.40			17.96
Manz	long	5/19/08	6/23/08	35	175.90	171.00		-4.90	-2.79
	long	8/26/13	12/16/13	112	49.50	59.55		10.05	20.30			16.95
Akasol	long	12/28/20	3/29/21	91	103.38	119.50		16.12	15.59			15.59
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
ZhongDe Waste Tech	short	5/14/12	1/28/13	259	2.40	2.10	2.74	0.34	14.29
	long	1/06/14	1/27/14	21	4.74	4.70		-0.04	-0.84
	long	2/17/14	3/17/14	28	4.30	3.80		-0.50	-11.60
	short	8/24/15	4/18/16	238	1.65	1.46	1.87	0.22	13.17			13.36
Drägerwerk	long	1/08/07	3/05/07	56	57.05	60.66		3.61	6.33			6.33
4SC	short	6/27/16	9/05/16	70	11.85	11.25	12.48	0.63	5.33			5.33
Delticom	long	1/23/12	4/09/12	77	76.30	76.42		0.12	0.16			0.16
Mutares	long	1/01/24	1/22/24	21	35.40	34.45		-0.95	-2.68			-2.68
Bauer	long	9/11/17	11/13/17	63	29.70	28.39		-1.31	-4.41			-4.41
Varta	long	2/25/19	6/24/19	119	35.80	51.20		15.40	43.02
	long	1/06/20	2/24/20	49	118.80	78.10		-40.70	-34.26			-5.98
Sixt Leasing	long	5/18/20	6/22/20	35	18.42	17.20		-1.22	-6.62			-6.62
Viscom	long	1/15/18	2/05/18	21	35.10	32.60		-2.50	-7.12			-7.12
Aroundtown	short	10/26/20	1/11/21	77	4.26	5.73	2.80	-1.46	-34.33			-34.33
Verbio	long	3/21/16	4/25/16	35	7.54	8.38		0.84	11.08
	short	3/19/18	2/25/19	343	4.88	7.03	2.73	-2.15	-44.07			-37.87

Annotations

2/21/24	GEX			Component update: The Social Chain (insolvency) and va-Q-tec (acuisition by EQT) retire
2/10/17	GEX			machine learning processed for all techniques
2/06/17	GEX			implementation
6/21/15	Ferratum			recording started

write an annotation