Versioning
Seite erstellt am 17-Oct-2005
Datenbasis: XETRA-DAX vom 01-Jan-2002 bis 17-Oct-2005 (959 Kurse je Aktie)
Copyright by Stefan Güttel, www.guettel.com
Tabelle
| Aktie | L = 5 | L = 10 | Status |
| alpha = 1.0 | alpha = 1.2 | alpha = 1.4 | alpha = 1.0 | alpha = 1.2 | alpha = 1.4 | L(-) | 100*P(-) |
| Adidas-Sal | -0.277 | -0.249 | -0.221 | 0.848 | 0.830 | 0.811 | 0 | 0.00 |
| Allianz | 0.439 | 0.445 | 0.452 | 0.712 | 0.726 | 0.737 | 0 | 0.00 |
| Altana | -0.935 | -0.931 | -0.925 | -0.824 | -0.844 | -0.861 | 0 | 0.00 |
| BASF | -0.952 | -0.941 | -0.929 | -0.906 | -0.908 | -0.909 | 4 | -3.13 |
| Bayer | -0.874 | -0.878 | -0.880 | -0.864 | -0.858 | -0.850 | 3 | -2.31 |
| Hypobank | 0.744 | 0.715 | 0.687 | -0.227 | -0.189 | -0.154 | 2 | -0.39 |
| BMW | -0.809 | -0.799 | -0.790 | -0.848 | -0.839 | -0.827 | 1 | -0.44 |
| Combank | -0.365 | -0.378 | -0.388 | -0.630 | -0.604 | -0.580 | 0 | 0.00 |
| Conti | -0.968 | -0.957 | -0.945 | -0.744 | -0.750 | -0.752 | 4 | -1.72 |
| Daimler-Chr | -0.960 | -0.960 | -0.958 | -0.945 | -0.934 | -0.921 | 8 | -7.77 |
| Dt.Bank | -0.893 | -0.889 | -0.882 | -0.799 | -0.796 | -0.792 | 0 | 0.00 |
| Dt.Börse | -0.487 | -0.523 | -0.555 | -0.583 | -0.577 | -0.570 | 2 | -1.97 |
| Lufthansa | -0.186 | -0.219 | -0.249 | 0.609 | 0.599 | 0.588 | 3 | -2.66 |
| Dt.Post | -0.961 | -0.966 | -0.969 | -0.495 | -0.534 | -0.569 | 3 | -4.90 |
| Dt.Tele | -0.019 | 0.003 | 0.026 | 0.172 | 0.165 | 0.159 | 0 | 0.00 |
| EON | -0.899 | -0.883 | -0.866 | -0.908 | -0.921 | -0.930 | 0 | 0.00 |
| Fresenius | 0.585 | 0.594 | 0.600 | 0.903 | 0.886 | 0.868 | 0 | 0.00 |
| Henkel | -0.739 | -0.756 | -0.770 | -0.674 | -0.650 | -0.627 | 3 | -1.95 |
| Infineon | -0.406 | -0.396 | -0.383 | -0.728 | -0.716 | -0.702 | 0 | 0.00 |
| Linde | -0.808 | -0.823 | -0.836 | -0.467 | -0.461 | -0.458 | 3 | -2.29 |
| MAN | -0.897 | -0.908 | -0.917 | -0.916 | -0.914 | -0.910 | 3 | -5.33 |
| Metro | 0.314 | 0.293 | 0.274 | -0.611 | -0.588 | -0.564 | 0 | 0.00 |
| MünchRück | 0.858 | 0.852 | 0.846 | 0.790 | 0.810 | 0.828 | 0 | 0.00 |
| RWE | -0.945 | -0.942 | -0.937 | -0.983 | -0.981 | -0.976 | 0 | 0.00 |
| SAP | -0.230 | -0.213 | -0.195 | -0.646 | -0.622 | -0.598 | 0 | 0.00 |
| Schering | -0.799 | -0.790 | -0.779 | -0.740 | -0.759 | -0.775 | 0 | 0.00 |
| Siemens | -0.361 | -0.335 | -0.309 | -0.875 | -0.862 | -0.846 | 0 | 0.00 |
| ThyssenK | -0.685 | -0.670 | -0.654 | -0.278 | -0.297 | -0.315 | 0 | 0.00 |
| TUI | -0.843 | -0.839 | -0.834 | -0.854 | -0.863 | -0.869 | 0 | 0.00 |
| VW | -0.968 | -0.968 | -0.966 | -0.909 | -0.905 | -0.899 | 8 | -12.52 |