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# dividend-shorter | ||
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bet on falling prices on payday **2024-12-19**. | ||
bet on falling prices on payday **2024-12-20**. | ||
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## Signale | ||
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| Ticker | Divid Rate | Close | Volume | last_close_volume | Divid % | 5_Days_pos | above_SMA_50 | | ||
|:---------|-------------:|--------:|----------------:|--------------------:|----------:|:-------------|:---------------| | ||
| SQY | 0.65 | 19.01 | 315400 | 5995754 | 3.44 | False | False | | ||
| SMCY | 2.35 | 29.02 | 339200 | 9843584 | 8.11 | False | False | | ||
| MSTY | 3.08 | 33.52 | 7.7159e+06 | 258636968 | 9.19 | False | True | | ||
| LIEN | 0.34 | 12.99 | 18800 | 244212 | 2.62 | True | True | | ||
| JOF | 0.31 | 7.77 | 33800 | 262626 | 4.01 | False | True | | ||
| IPB | 0.76 | 25.2 | 8400 | 211680 | 3 | False | False | | ||
| DNKEY | 0.46 | 14.6 | 24500 | 357700 | 3.13 | False | False | | ||
| AMZY | 0.86 | 19.69 | 812000 | 15988280 | 4.38 | False | False | | ||
| AIYY | 0.87 | 10.46 | 1.468e+06 | 15355280 | 8.33 | True | True | | ||
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## SQY | ||
| WHF | 0.38 | 10.44 | 92100 | 961524 | 3.69 | False | False | | ||
| VNQI | 2.04 | 40.75 | 582400 | 23732800 | 5.01 | False | False | | ||
| SDXAY | 0.57 | 16.46 | 41300 | 679798 | 3.46 | False | False | | ||
| PCAR | 3 | 107.51 | 3.1831e+06 | 342215081 | 2.79 | False | False | | ||
| OFS | 0.34 | 8.61 | 129800 | 1117578 | 3.95 | True | True | | ||
| NYMT | 0.2 | 5.88 | 1.1149e+06 | 6555612 | 3.4 | False | False | | ||
| ICMB | 0.12 | 3.2 | 83800 | 268160 | 3.75 | False | True | | ||
| GMRE | 0.21 | 7.95 | 876400 | 6967380 | 2.64 | False | False | | ||
| DMA | 0.32 | 8.67 | 33200 | 287844 | 3.74 | False | False | | ||
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## WHF | ||
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### Erwartung in R | ||
| | Day_r_0 | Day_r_1 | Day_r_2 | Day_r_3 | Day_r_4 | Treffer | | ||
|:-----|----------:|----------:|----------:|----------:|----------:|----------:| | ||
| ohne | -0.1 | -0.2 | -0.1 | -0.2 | -0.2 | 13 | | ||
| mit | -0 | -0.2 | -0.2 | -0.1 | -0.1 | 4 | | ||
| ohne | 0.1 | 0.2 | 0.4 | 0.5 | 0.4 | 54 | | ||
| mit | 0.1 | 0.2 | 0.7 | 0.8 | 1.2 | 7 | | ||
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### Ohne Filter | ||
![image info](./data/SQY_box_all.png) | ||
![image info](./data/SQY_median_all.png) | ||
![image info](./data/WHF_box_all.png) | ||
![image info](./data/WHF_median_all.png) | ||
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### Mit Filter | ||
![image info](./data/SQY_box_filtered.png) | ||
![image info](./data/SQY_median_filtered.png) | ||
![image info](./data/WHF_box_filtered.png) | ||
![image info](./data/WHF_median_filtered.png) | ||
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## SMCY | ||
## VNQI | ||
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### Erwartung in R | ||
| | Day_r_0 | Day_r_1 | Day_r_2 | Day_r_3 | Day_r_4 | Treffer | | ||
|:-----|----------:|----------:|----------:|----------:|----------:|----------:| | ||
| ohne | -0.2 | -0.6 | -0.7 | -0.8 | 0.9 | 2 | | ||
| mit | -0.2 | -0.6 | -0.7 | -0.8 | 0.9 | 2 | | ||
| ohne | 0 | -0 | -0.1 | -0.3 | -0.3 | 33 | | ||
| mit | 0 | -0 | 0 | -0.1 | -0.1 | 8 | | ||
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### Ohne Filter | ||
![image info](./data/SMCY_box_all.png) | ||
![image info](./data/SMCY_median_all.png) | ||
![image info](./data/VNQI_box_all.png) | ||
![image info](./data/VNQI_median_all.png) | ||
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### Mit Filter | ||
![image info](./data/SMCY_box_filtered.png) | ||
![image info](./data/SMCY_median_filtered.png) | ||
![image info](./data/VNQI_box_filtered.png) | ||
![image info](./data/VNQI_median_filtered.png) | ||
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## MSTY | ||
## SDXAY | ||
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### Erwartung in R | ||
| | Day_r_0 | Day_r_1 | Day_r_2 | Day_r_3 | Day_r_4 | Treffer | | ||
|:-----|----------:|----------:|----------:|----------:|----------:|----------:| | ||
| ohne | 0.2 | 0.1 | 0.1 | 0.1 | 0.3 | 8 | | ||
| mit | 0.2 | 0.1 | 0.1 | 0.1 | 0.3 | 8 | | ||
| ohne | -0.1 | 0.2 | -0.1 | -0.2 | -0.1 | 13 | | ||
| mit | -0.3 | -0.8 | -1 | -1 | -1 | 1 | | ||
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### Ohne Filter | ||
![image info](./data/MSTY_box_all.png) | ||
![image info](./data/MSTY_median_all.png) | ||
![image info](./data/SDXAY_box_all.png) | ||
![image info](./data/SDXAY_median_all.png) | ||
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### Mit Filter | ||
![image info](./data/MSTY_box_filtered.png) | ||
![image info](./data/MSTY_median_filtered.png) | ||
![image info](./data/SDXAY_box_filtered.png) | ||
![image info](./data/SDXAY_median_filtered.png) | ||
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## LIEN | ||
## PCAR | ||
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### Erwartung in R | ||
| | Day_r_0 | Day_r_1 | Day_r_2 | Day_r_3 | Day_r_4 | Treffer | | ||
|:-----|----------:|----------:|----------:|----------:|----------:|----------:| | ||
| ohne | nan | nan | nan | nan | nan | 0 | | ||
| mit | nan | nan | nan | nan | nan | 0 | | ||
| ohne | 0 | 0.1 | -0.1 | 0.1 | -0.2 | 105 | | ||
| mit | 0.2 | 0.3 | 0.3 | 0.4 | -0 | 10 | | ||
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### Ohne Filter | ||
![image info](./data/LIEN_box_all.png) | ||
![image info](./data/LIEN_median_all.png) | ||
![image info](./data/PCAR_box_all.png) | ||
![image info](./data/PCAR_median_all.png) | ||
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### Mit Filter | ||
![image info](./data/LIEN_box_filtered.png) | ||
![image info](./data/LIEN_median_filtered.png) | ||
![image info](./data/PCAR_box_filtered.png) | ||
![image info](./data/PCAR_median_filtered.png) | ||
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## JOF | ||
## OFS | ||
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### Erwartung in R | ||
| | Day_r_0 | Day_r_1 | Day_r_2 | Day_r_3 | Day_r_4 | Treffer | | ||
|:-----|----------:|----------:|----------:|----------:|----------:|----------:| | ||
| ohne | 0 | 0.1 | 0 | -0.1 | -0.2 | 27 | | ||
| mit | nan | nan | nan | nan | nan | 0 | | ||
| ohne | 0.2 | 0.5 | 0.5 | 0.3 | 0.4 | 48 | | ||
| mit | 0.6 | 1.1 | 1.3 | 1.6 | 1.6 | 7 | | ||
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### Ohne Filter | ||
![image info](./data/JOF_box_all.png) | ||
![image info](./data/JOF_median_all.png) | ||
![image info](./data/OFS_box_all.png) | ||
![image info](./data/OFS_median_all.png) | ||
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### Mit Filter | ||
![image info](./data/JOF_box_filtered.png) | ||
![image info](./data/JOF_median_filtered.png) | ||
![image info](./data/OFS_box_filtered.png) | ||
![image info](./data/OFS_median_filtered.png) | ||
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## IPB | ||
## NYMT | ||
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### Erwartung in R | ||
| | Day_r_0 | Day_r_1 | Day_r_2 | Day_r_3 | Day_r_4 | Treffer | | ||
|:-----|----------:|----------:|----------:|----------:|----------:|----------:| | ||
| ohne | 0 | -0.1 | -0.4 | -0.4 | -0.5 | 32 | | ||
| mit | nan | nan | nan | nan | nan | 0 | | ||
| ohne | 0 | 0 | 0.1 | 0.2 | 0.2 | 66 | | ||
| mit | 0 | 0.2 | 0.2 | 0.5 | 0.8 | 5 | | ||
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### Ohne Filter | ||
![image info](./data/IPB_box_all.png) | ||
![image info](./data/IPB_median_all.png) | ||
![image info](./data/NYMT_box_all.png) | ||
![image info](./data/NYMT_median_all.png) | ||
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### Mit Filter | ||
![image info](./data/IPB_box_filtered.png) | ||
![image info](./data/IPB_median_filtered.png) | ||
![image info](./data/NYMT_box_filtered.png) | ||
![image info](./data/NYMT_median_filtered.png) | ||
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## DNKEY | ||
## ICMB | ||
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### Erwartung in R | ||
| | Day_r_0 | Day_r_1 | Day_r_2 | Day_r_3 | Day_r_4 | Treffer | | ||
|:-----|----------:|----------:|----------:|----------:|----------:|----------:| | ||
| ohne | -0.1 | -0.2 | -0.3 | 0.1 | 0.7 | 11 | | ||
| mit | 0 | -0.1 | 0.1 | 0.1 | 0.7 | 1 | | ||
| ohne | 0.4 | 0.6 | 0.7 | 0.5 | 0.6 | 52 | | ||
| mit | -0.1 | -0 | -0.1 | -0.3 | -0.2 | 1 | | ||
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### Ohne Filter | ||
![image info](./data/DNKEY_box_all.png) | ||
![image info](./data/DNKEY_median_all.png) | ||
![image info](./data/ICMB_box_all.png) | ||
![image info](./data/ICMB_median_all.png) | ||
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### Mit Filter | ||
![image info](./data/DNKEY_box_filtered.png) | ||
![image info](./data/DNKEY_median_filtered.png) | ||
![image info](./data/ICMB_box_filtered.png) | ||
![image info](./data/ICMB_median_filtered.png) | ||
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## AMZY | ||
## GMRE | ||
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### Erwartung in R | ||
| | Day_r_0 | Day_r_1 | Day_r_2 | Day_r_3 | Day_r_4 | Treffer | | ||
|:-----|----------:|----------:|----------:|----------:|----------:|----------:| | ||
| ohne | -0 | -0.1 | -0.2 | -0.3 | -0.3 | 15 | | ||
| mit | -0 | 0 | -0.1 | -0.2 | -0.2 | 8 | | ||
| ohne | 0.2 | 0.2 | 0.1 | 0.2 | 0.3 | 33 | | ||
| mit | nan | nan | nan | nan | nan | 0 | | ||
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### Ohne Filter | ||
![image info](./data/AMZY_box_all.png) | ||
![image info](./data/AMZY_median_all.png) | ||
![image info](./data/GMRE_box_all.png) | ||
![image info](./data/GMRE_median_all.png) | ||
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### Mit Filter | ||
![image info](./data/AMZY_box_filtered.png) | ||
![image info](./data/AMZY_median_filtered.png) | ||
![image info](./data/GMRE_box_filtered.png) | ||
![image info](./data/GMRE_median_filtered.png) | ||
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## AIYY | ||
## DMA | ||
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### Erwartung in R | ||
| | Day_r_0 | Day_r_1 | Day_r_2 | Day_r_3 | Day_r_4 | Treffer | | ||
|:-----|----------:|----------:|----------:|----------:|----------:|----------:| | ||
| ohne | 0.1 | -0.3 | -0.3 | -0.3 | -0.2 | 11 | | ||
| mit | 0.1 | 0.1 | -0.3 | -0.2 | -0.2 | 6 | | ||
| ohne | -0.2 | 0.1 | 0.3 | 0.3 | 0.3 | 18 | | ||
| mit | nan | nan | nan | nan | nan | 0 | | ||
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### Ohne Filter | ||
![image info](./data/AIYY_box_all.png) | ||
![image info](./data/AIYY_median_all.png) | ||
![image info](./data/DMA_box_all.png) | ||
![image info](./data/DMA_median_all.png) | ||
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### Mit Filter | ||
![image info](./data/AIYY_box_filtered.png) | ||
![image info](./data/AIYY_median_filtered.png) | ||
![image info](./data/DMA_box_filtered.png) | ||
![image info](./data/DMA_median_filtered.png) | ||
|
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### Erwartung in R | ||
| | Day_r_0 | Day_r_1 | Day_r_2 | Day_r_3 | Day_r_4 | Treffer | | ||
|:-----|----------:|----------:|----------:|----------:|----------:|----------:| | ||
| ohne | -0.2 | 0.1 | 0.3 | 0.3 | 0.3 | 18 | | ||
| mit | nan | nan | nan | nan | nan | 0 | | ||
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### Ohne Filter | ||
![image info](./data/DMA_box_all.png) | ||
![image info](./data/DMA_median_all.png) | ||
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### Mit Filter | ||
![image info](./data/DMA_box_filtered.png) | ||
![image info](./data/DMA_median_filtered.png) |
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### Erwartung in R | ||
| | Day_r_0 | Day_r_1 | Day_r_2 | Day_r_3 | Day_r_4 | Treffer | | ||
|:-----|----------:|----------:|----------:|----------:|----------:|----------:| | ||
| ohne | 0.2 | 0.2 | 0.1 | 0.2 | 0.3 | 33 | | ||
| mit | nan | nan | nan | nan | nan | 0 | | ||
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### Ohne Filter | ||
![image info](./data/GMRE_box_all.png) | ||
![image info](./data/GMRE_median_all.png) | ||
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### Mit Filter | ||
![image info](./data/GMRE_box_filtered.png) | ||
![image info](./data/GMRE_median_filtered.png) |
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### Erwartung in R | ||
| | Day_r_0 | Day_r_1 | Day_r_2 | Day_r_3 | Day_r_4 | Treffer | | ||
|:-----|----------:|----------:|----------:|----------:|----------:|----------:| | ||
| ohne | 0.4 | 0.6 | 0.7 | 0.5 | 0.6 | 52 | | ||
| mit | -0.1 | -0 | -0.1 | -0.3 | -0.2 | 1 | | ||
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### Ohne Filter | ||
![image info](./data/ICMB_box_all.png) | ||
![image info](./data/ICMB_median_all.png) | ||
|
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### Mit Filter | ||
![image info](./data/ICMB_box_filtered.png) | ||
![image info](./data/ICMB_median_filtered.png) |
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### Erwartung in R | ||
| | Day_r_0 | Day_r_1 | Day_r_2 | Day_r_3 | Day_r_4 | Treffer | | ||
|:-----|----------:|----------:|----------:|----------:|----------:|----------:| | ||
| ohne | 0 | 0 | 0.1 | 0.2 | 0.2 | 66 | | ||
| mit | 0 | 0.2 | 0.2 | 0.5 | 0.8 | 5 | | ||
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### Ohne Filter | ||
![image info](./data/NYMT_box_all.png) | ||
![image info](./data/NYMT_median_all.png) | ||
|
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### Mit Filter | ||
![image info](./data/NYMT_box_filtered.png) | ||
![image info](./data/NYMT_median_filtered.png) |
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### Erwartung in R | ||
| | Day_r_0 | Day_r_1 | Day_r_2 | Day_r_3 | Day_r_4 | Treffer | | ||
|:-----|----------:|----------:|----------:|----------:|----------:|----------:| | ||
| ohne | 0.2 | 0.5 | 0.5 | 0.3 | 0.4 | 48 | | ||
| mit | 0.6 | 1.1 | 1.3 | 1.6 | 1.6 | 7 | | ||
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### Ohne Filter | ||
![image info](./data/OFS_box_all.png) | ||
![image info](./data/OFS_median_all.png) | ||
|
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### Mit Filter | ||
![image info](./data/OFS_box_filtered.png) | ||
![image info](./data/OFS_median_filtered.png) |
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### Erwartung in R | ||
| | Day_r_0 | Day_r_1 | Day_r_2 | Day_r_3 | Day_r_4 | Treffer | | ||
|:-----|----------:|----------:|----------:|----------:|----------:|----------:| | ||
| ohne | 0 | 0.1 | -0.1 | 0.1 | -0.2 | 105 | | ||
| mit | 0.2 | 0.3 | 0.3 | 0.4 | -0 | 10 | | ||
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### Ohne Filter | ||
![image info](./data/PCAR_box_all.png) | ||
![image info](./data/PCAR_median_all.png) | ||
|
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### Mit Filter | ||
![image info](./data/PCAR_box_filtered.png) | ||
![image info](./data/PCAR_median_filtered.png) |
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### Erwartung in R | ||
| | Day_r_0 | Day_r_1 | Day_r_2 | Day_r_3 | Day_r_4 | Treffer | | ||
|:-----|----------:|----------:|----------:|----------:|----------:|----------:| | ||
| ohne | -0.1 | 0.2 | -0.1 | -0.2 | -0.1 | 13 | | ||
| mit | -0.3 | -0.8 | -1 | -1 | -1 | 1 | | ||
|
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### Ohne Filter | ||
![image info](./data/SDXAY_box_all.png) | ||
![image info](./data/SDXAY_median_all.png) | ||
|
||
### Mit Filter | ||
![image info](./data/SDXAY_box_filtered.png) | ||
![image info](./data/SDXAY_median_filtered.png) |
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### Erwartung in R | ||
| | Day_r_0 | Day_r_1 | Day_r_2 | Day_r_3 | Day_r_4 | Treffer | | ||
|:-----|----------:|----------:|----------:|----------:|----------:|----------:| | ||
| ohne | 0 | -0 | -0.1 | -0.3 | -0.3 | 33 | | ||
| mit | 0 | -0 | 0 | -0.1 | -0.1 | 8 | | ||
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### Ohne Filter | ||
![image info](./data/VNQI_box_all.png) | ||
![image info](./data/VNQI_median_all.png) | ||
|
||
### Mit Filter | ||
![image info](./data/VNQI_box_filtered.png) | ||
![image info](./data/VNQI_median_filtered.png) |
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@@ -0,0 +1,13 @@ | ||
### Erwartung in R | ||
| | Day_r_0 | Day_r_1 | Day_r_2 | Day_r_3 | Day_r_4 | Treffer | | ||
|:-----|----------:|----------:|----------:|----------:|----------:|----------:| | ||
| ohne | 0.1 | 0.2 | 0.4 | 0.5 | 0.4 | 54 | | ||
| mit | 0.1 | 0.2 | 0.7 | 0.8 | 1.2 | 7 | | ||
|
||
### Ohne Filter | ||
![image info](./data/WHF_box_all.png) | ||
![image info](./data/WHF_median_all.png) | ||
|
||
### Mit Filter | ||
![image info](./data/WHF_box_filtered.png) | ||
![image info](./data/WHF_median_filtered.png) |
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| Ticker | Divid Rate | Close | Volume | last_close_volume | Divid % | 5_Days_pos | above_SMA_50 | | ||
|:---------|-------------:|--------:|----------------:|--------------------:|----------:|:-------------|:---------------| | ||
| SQY | 0.65 | 19.01 | 315400 | 5995754 | 3.44 | False | False | | ||
| SMCY | 2.35 | 29.02 | 339200 | 9843584 | 8.11 | False | False | | ||
| MSTY | 3.08 | 33.52 | 7.7159e+06 | 258636968 | 9.19 | False | True | | ||
| LIEN | 0.34 | 12.99 | 18800 | 244212 | 2.62 | True | True | | ||
| JOF | 0.31 | 7.77 | 33800 | 262626 | 4.01 | False | True | | ||
| IPB | 0.76 | 25.2 | 8400 | 211680 | 3 | False | False | | ||
| DNKEY | 0.46 | 14.6 | 24500 | 357700 | 3.13 | False | False | | ||
| AMZY | 0.86 | 19.69 | 812000 | 15988280 | 4.38 | False | False | | ||
| AIYY | 0.87 | 10.46 | 1.468e+06 | 15355280 | 8.33 | True | True | | ||
| WHF | 0.38 | 10.44 | 92100 | 961524 | 3.69 | False | False | | ||
| VNQI | 2.04 | 40.75 | 582400 | 23732800 | 5.01 | False | False | | ||
| SDXAY | 0.57 | 16.46 | 41300 | 679798 | 3.46 | False | False | | ||
| PCAR | 3 | 107.51 | 3.1831e+06 | 342215081 | 2.79 | False | False | | ||
| OFS | 0.34 | 8.61 | 129800 | 1117578 | 3.95 | True | True | | ||
| NYMT | 0.2 | 5.88 | 1.1149e+06 | 6555612 | 3.4 | False | False | | ||
| ICMB | 0.12 | 3.2 | 83800 | 268160 | 3.75 | False | True | | ||
| GMRE | 0.21 | 7.95 | 876400 | 6967380 | 2.64 | False | False | | ||
| DMA | 0.32 | 8.67 | 33200 | 287844 | 3.74 | False | False | |