Share-o-matic - Assessment GCX (GCX Global Challenges)

Assessment - GCX Global Challenges - 5/06/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	Curr	∅-RS
		GCX PR	2,964.620	Fri	0.27	2,915.260	1.69	2,732.230	183.030	6.70	EUR	0.55
	L	Interface	16.220	Fri	1.95	16.430	-1.28	9.500	6.930	72.95	USD	57.40
	L	Rockwool	2,576.000	Wed	-0.08	2,578.000	-0.08	1,599.500	978.500	61.18	DKK	40.73
	L	Smurfit Kappa	43.750	Fri	-0.02	43.700	0.11	31.930	11.770	36.86	EUR	24.99
		MillerKnoll	27.330	Fri	-0.29	26.810	1.94	24.570	2.240	9.12	USD	24.86
		Steelcase	13.150	Fri		12.570	4.61	11.160	1.410	12.63	USD	24.42
	L	Nordex	14.360	Fri	0.84	13.490	6.45	10.525	2.965	28.17	EUR	23.22
		Benesse	2,591.000	Fri		2,589.000	0.08	1,779.500	809.500	45.49	JPY	20.85
	L	First Solar	191.050	Fri	-1.32	193.810	-1.42	146.970	46.840	31.87	USD	15.20
	L	Kurita Water	6,748.000	Fri	8.14	6,277.000	7.50	4,860.000	1,417.000	29.16	JPY	13.96
		ConvaTec	262.000	Fri	0.08	258.800	1.24	208.600	50.200	24.07	GBP	13.09
	L	Ricoh	1,297.500	Fri	-0.76	1,356.500	-4.35	1,255.500	101.000	8.04	JPY	11.10
	L	Henkel	82.280	Fri	-0.29	79.500	3.50	67.800	11.700	17.26	EUR	10.99
		Hannover Rück	237.300	Fri	1.67	232.800	1.93	205.000	27.800	13.56	EUR	10.12
	L	Hannon Armstrong SIC	32.080	Fri	-1.50	26.060	23.10	20.350	5.710	28.06	USD	10.09
		FirstGroup	169.900	Fri	1.07	168.000	1.13	160.000	8.000	5.00	GBP	9.62
	L	Scatec	79.250	Fri	-0.31	76.750	3.26	66.200	10.550	15.94	NOK	9.21
		Pearson	997.600	Fri	-0.24	987.400	1.03	954.000	33.400	3.50	GBP	8.66
	L	Konica Minolta	541.800	Fri	3.08	512.300	5.76	460.400	51.900	11.27	JPY	8.56
		Union Pacific	247.400	Fri	0.32	239.210	3.42	213.100	26.110	12.25	USD	7.44
		Cdn Nat Railway	174.210	Fri	0.09	172.480	1.00	151.470	21.010	13.87	CAD	7.29
		Sonova	270.300	Fri	1.31	262.800	2.85	225.700	37.100	16.44	CHF	6.40
		Geberit	550.600	Fri	0.18	515.200	6.87	460.900	54.300	11.78	CHF	6.36
		Coloplast	845.200	Wed	0.33	872.600	-3.14	755.200	117.400	15.55	DKK	6.35
		Swiss Re	106.050	Fri	2.46	101.550	4.43	99.100	2.450	2.47	CHF	5.73
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	Curr	∅-RS
		Drägerwerk	49.100	Fri	1.55	50.200	-2.19	50.600	-0.400	-0.79	EUR	5.44
	L	United Utilities	1,094.500	Fri	-0.68	1,073.000	2.00	1,067.000	6.000	0.56	GBP	5.23
		bioMérieux	99.300	Fri	0.05	99.400	-0.10	92.700	6.700	7.23	EUR	2.99
		Siemens Healthineers	52.580	Fri	0.19	52.460	0.23	47.570	4.890	10.28	EUR	2.64
	L	California Water	53.150	Fri	0.89	50.740	4.75	51.570	-0.830	-1.61	USD	2.10
		Gecina	100.000	Fri	-0.30	99.100	0.91	96.450	2.650	2.75	EUR	1.73
		CSX	34.380	Fri	-0.35	33.680	2.08	30.380	3.300	10.86	USD	1.52
		Pennon Group	713.500	Fri	-0.97	698.500	2.15	741.000	-42.500	-5.74	GBP	0.56
	S	Medtronic	82.840	Fri	0.10	81.760	1.32	73.420	8.340	11.36	USD	-0.66
	L	Ørsted	431.100	Wed	-0.44	413.600	4.23	279.900	133.700	47.77	DKK	-0.68
	S	Fabege	89.200	Fri	-1.33	87.950	1.42	89.500	-1.550	-1.73	SEK	-0.98
		Severn Trent	2,587.000	Fri	-0.73	2,517.000	2.78	2,652.000	-135.000	-5.09	GBP	-1.23
	S	Signify	27.180	Fri		25.920	4.86	25.660	0.260	1.01	EUR	-2.47
		BillerudKorsnäs	93.700	Fri	1.57	90.950	3.02	103.600	-12.650	-12.21	SEK	-2.51
	L	Aurubis	71.300	Fri	1.78	69.050	3.26	78.380	-9.330	-11.90	EUR	-4.17
	L	Ormat Technologies	70.290	Fri	1.97	67.640	3.92	64.630	3.010	4.66	USD	-5.32
	S	Dassault Systèmes	38.160	Fri	0.21	37.140	2.75	39.920	-2.780	-6.96	EUR	-6.97
	S	Smith and Nephew	1,004.500	Fri	0.30	996.800	0.77	983.600	13.200	1.34	GBP	-7.43
		Befesa	29.420	Fri		29.080	1.17	27.100	1.980	7.31	EUR	-9.54
	S	STMicroelectronics	37.655	Fri	0.15	37.225	1.16	38.095	-0.870	-2.28	EUR	-10.74
	S	Xerox	13.540	Fri	-0.51	13.480	0.45	13.700	-0.220	-1.61	USD	-13.85
		EDP Renováveis	14.610	Fri	1.81	13.310	9.77	16.315	-3.005	-18.42	EUR	-15.73
	L	Lenzing	34.750	Fri	-1.56	30.600	13.56	38.200	-7.600	-19.90	EUR	-17.65
	S	Intel	29.850	Fri	-0.80	30.970	-3.62	37.950	-6.980	-18.39	USD	-17.74
		Solaria Energía	11.160	Fri	1.45	10.320	8.14	15.045	-4.725	-31.41	EUR	-22.67
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	SunPower	2.300	Fri	-2.95	2.360	-2.54	4.290	-1.930	-44.99	USD	-49.35
GCX - 50 out of 50 instruments rated - 5/06/24 / 11/06/23 - 35 did rise, Market-Ratio(26) = 70.00 %

Technical Chart

	GCX RS = 26 - B/S = 60/40

1/06/20	scale up chart	5/06/24

Transactions GCX Global Challenges * 26 - 60/40 (2)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		11/12/07	679		- cash -
short	11/12/07	4/27/09	532		MillerKnoll	50	197	USD	25.290	13.410	47.695	22.405	89	14,414	55
					Kingfisher	50	2,877	GBP	1.744	1.810	1.678	-0.066	-4	14,224	-3
100							42							27
long	4/27/09	7/05/10	434		Kingfisher	50	3,929	GBP	1.810	2.103		0.293	16	15,375	13
					Ansaldo STS	50	1,163	EUR	6.114	6.654		0.540	9	16,003	7
100							13							10
short	7/05/10	7/26/10	21		SunPower	50	630	USD	12.690	13.340	12.040	-0.650	-5	15,594	-60
					REC Silicon	50	61	NOK	131.100	167.900	94.300	-36.800	-28	13,349	-100
100							-17							-96
long	7/26/10	8/30/10	35		Dassault Systèmes	50	1,278	EUR	5.221	4.737		-0.484	-9	12,730	-64
					Sky	50	948	GBP	7.040	7.075		0.035	0	12,763	5
100							-4							-37
short	8/30/10	11/08/10	70		SunPower	50	606	USD	10.530	14.390	6.670	-3.860	-37	10,424	-91
					Siemens Gamesa	50	1,201	EUR	5.311	5.344	5.278	-0.033	-1	10,385	-3
100							-19							-66
long	11/08/10	7/18/11	252		Hain Celestial	50	391	USD	13.270	16.585		3.315	25	11,681	38
					SKF B	50	29	SEK	177.100	173.200		-3.900	-2	11,568	-3
100							11							17
short	7/18/11	2/06/12	203		Vestas Wind Systems	50	232	DKK	24.840	13.740	44.907	20.067	81	16,223	190
					REC Silicon	50	79	NOK	72.600	44.500	118.444	45.844	63	19,845	141
100							72							165
long	2/06/12	7/23/12	168		CA	50	375	USD	26.420	25.660		-0.760	-3	19,560	-6
					Hain Celestial	50	474	USD	20.950	26.570		5.620	27	22,224	68
100							12							28
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	7/23/12	11/05/12	105		Siemens Gamesa	50	9,903	EUR	1.122	1.660	0.584	-0.538	-48	16,896	-90
					Vestas Wind Systems	50	2,204	DKK	5.042	6.310	3.774	-1.268	-25	14,101	-63
100							-37							-79
long	11/05/12	8/24/15	1022		Energy Recovery	50	2,289	USD	3.080	2.920		-0.160	-5	13,735	-2
					Coloplast	50	27	DKK	254.600	431.700		177.100	70	18,517	21
100							32							10
short	8/24/15	12/28/15	126		AMD	50	5,260	USD	1.760	3.000	0.520	-1.240	-70	11,994	-97
					REC Silicon	50	793	NOK	11.670	18.690	4.650	-7.020	-60	6,428	-93
100							-65							-95
long	12/28/15	1/18/16	21		Nordex	50	98	EUR	32.630	28.410		-4.220	-13	6,014	-91
					Energy Recovery	50	454	USD	7.100	6.370		-0.730	-10	5,683	-85
100							-12							-88
short	1/18/16	3/14/16	56		Hain Celestial	50	79	USD	35.960	40.750	31.170	-4.790	-13	5,304	-61
					REC Silicon	50	230	NOK	12.350	12.560	12.140	-0.210	-2	5,256	-11
100							-8							-40
long	3/14/16	5/02/16	49		AMD	50	966	USD	2.720	3.740		1.020	38	6,241	972
					Energy Recovery	50	286	USD	9.170	12.300		3.130	34	7,136	791
100							36							878
short	5/02/16	7/18/16	77		SunPower	50	183	USD	19.410	15.800	23.845	4.435	23	7,948	165
					Konica Minolta	50	393	JPY	9.120	7.970	10.436	1.316	14	8,465	89
100							19							125
long	7/18/16	3/26/18	616		AMD	50	768	USD	5.510	10.440		4.930	89	12,251	46
					Energy Recovery	50	412	USD	10.270	8.330		-1.940	-19	11,452	-12
100							35							20
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	3/26/18	4/08/19	378		Umweltbank	50	739	EUR	7.740	9.560	5.920	-1.820	-24	10,107	-23
					FirstGroup	50	7,444	GBP	0.770	0.952	0.589	-0.182	-24	8,756	-23
100							-24							-23
long	4/08/19	8/26/19	140		Nordex	50	287	EUR	15.220	9.135		-6.085	-40	7,010	-74
					AMD	50	153	USD	28.530	30.280		1.750	6	7,277	17
100							-17							-38
short	8/26/19	11/11/19	77		Interface	50	333	USD	10.910	16.940	4.880	-6.030	-55	5,269	-98
					Konica Minolta	50	504	JPY	7.220	7.200	7.240	0.020	0	5,279	1
100							-27							-78
long	11/11/19	3/09/20	119		AMD	50	72	USD	36.310	43.270		6.960	19	5,781	71
					STMicroelectronics	50	123	EUR	21.620	21.030		-0.590	-3	5,708	-8
100							8							27
short	3/09/20	9/07/20	182		Lenzing	50	54	EUR	52.150	44.750	60.774	8.624	17	6,174	36
					Renault	50	147	EUR	19.660	25.160	14.160	-5.500	-28	5,365	-48
100							-6							-12
long	9/07/20	1/10/22	490		AMD	50	32	USD	82.010	132.000		49.990	61	6,965	43
					Rockwool	50	1	DKK	2,332.000	2,587.000		255.000	11	7,220	8
100							37							27
short	1/10/22	3/27/23	441		SunPower	50	183	USD	19.620	12.390	31.069	11.449	58	9,315	46
					Scatec	50	26	NOK	137.000	63.420	295.948	158.948	116	13,448	89
100							87							68
long	3/27/23	7/10/23	105		First Solar	50	31	USD	210.140	190.820		-19.320	-9	12,849	-28
					STMicroelectronics	50	151	EUR	45.845	44.105		-1.740	-4	12,586	-13
100							-6							-21
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	7/10/23	12/25/23	168		Lenzing	50	148	EUR	42.400	36.400	49.389	6.989	16	13,620	39
					SunPower	50	674	USD	9.350	4.460	19.602	10.252	110	20,530	399
100							63							190
long	12/25/23	5/10/24	137		Intel	50	213	USD	48.000	29.850		-18.150	-38	16,664	-72
					Steelcase	50	741	USD	13.900	13.150		-0.750	-5	16,108	-14
100							-22							-48
accum	11/12/07	5/10/24	6026	days out of 6705 invested (90%)								61		16,108	3

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
SunPower	short	7/05/10	7/26/10	21	12.69	13.34	12.04	-0.65	-5.12	50	-2.56
	short	8/30/10	11/08/10	70	10.53	14.39	6.67	-3.86	-36.66		-18.33
	short	5/02/16	7/18/16	77	19.41	15.80	23.84	4.43	22.85		11.42
	short	1/10/22	3/27/23	441	19.62	12.39	31.07	11.45	58.35		29.18
	short	7/10/23	12/25/23	168	9.35	4.46	19.60	10.25	109.64		54.82	77.34
AMD	short	8/24/15	12/28/15	126	1.76	3.00	0.52	-1.24	-70.45		-35.23
	long	3/14/16	5/02/16	49	2.72	3.74		1.02	37.50		18.75
	long	7/18/16	3/26/18	616	5.51	10.44		4.93	89.47		44.74
	long	4/08/19	8/26/19	140	28.53	30.28		1.75	6.13		3.07
	long	11/11/19	3/09/20	119	36.31	43.27		6.96	19.17		9.58
	long	9/07/20	1/10/22	490	82.01	132.00		49.99	60.96		30.48	64.06
Scatec	short	1/10/22	3/27/23	441	137.00	63.42	295.95	158.95	116.02		58.01	58.01
MillerKnoll	short	11/12/07	4/27/09	532	25.29	13.41	47.69	22.40	88.59		44.30	44.30
Coloplast	long	11/05/12	8/24/15	1022	254.60	431.70		177.10	69.56		34.78	34.78
Vestas Wind Systems	short	7/18/11	2/06/12	203	24.84	13.74	44.91	20.07	80.79		40.39
	short	7/23/12	11/05/12	105	5.04	6.31	3.77	-1.27	-25.15		-12.57	22.74
Hain Celestial	long	11/08/10	7/18/11	252	13.27	16.59		3.32	24.98		12.49
	long	2/06/12	7/23/12	168	20.95	26.57		5.62	26.83		13.41
	short	1/18/16	3/14/16	56	35.96	40.75	31.17	-4.79	-13.32		-6.66	19.08
Lenzing	short	3/09/20	9/07/20	182	52.15	44.75	60.77	8.62	16.54		8.27
	short	7/10/23	12/25/23	168	42.40	36.40	49.39	6.99	16.48		8.24	17.19
Konica Minolta	short	5/02/16	7/18/16	77	9.12	7.97	10.44	1.32	14.43		7.21
	short	8/26/19	11/11/19	77	7.22	7.20	7.24	0.02	0.28		0.14	7.36
Kingfisher	short	11/12/07	4/27/09	532	1.74	1.81	1.68	-0.07	-3.78		-1.89
	long	4/27/09	7/05/10	434	1.81	2.10		0.29	16.19		8.09	6.05
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Rockwool	long	9/07/20	1/10/22	490	2,332.00	2,587.00		255.00	10.93		5.47	5.47
Ansaldo STS	long	4/27/09	7/05/10	434	6.11	6.65		0.54	8.83		4.42	4.42
Sky	long	7/26/10	8/30/10	35	7.04	7.08		0.04	0.50		0.25	0.25
SKF B	long	11/08/10	7/18/11	252	177.10	173.20		-3.90	-2.20		-1.10	-1.10
CA	long	2/06/12	7/23/12	168	26.42	25.66		-0.76	-2.88		-1.44	-1.44
Energy Recovery	long	11/05/12	8/24/15	1022	3.08	2.92		-0.16	-5.19		-2.60
	long	12/28/15	1/18/16	21	7.10	6.37		-0.73	-10.28		-5.14
	long	3/14/16	5/02/16	49	9.17	12.30		3.13	34.13		17.07
	long	7/18/16	3/26/18	616	10.27	8.33		-1.94	-18.89		-9.44	-2.05
Steelcase	long	12/25/23	5/10/24	137	13.90	13.15		-0.75	-5.40		-2.70	-2.70
STMicroelectronics	long	11/11/19	3/09/20	119	21.62	21.03		-0.59	-2.73		-1.36
	long	3/27/23	7/10/23	105	45.85	44.11		-1.74	-3.80		-1.90	-3.24
First Solar	long	3/27/23	7/10/23	105	210.14	190.82		-19.32	-9.19		-4.60	-4.60
Dassault Systèmes	long	7/26/10	8/30/10	35	5.22	4.74		-0.48	-9.27		-4.64	-4.64
Umweltbank	short	3/26/18	4/08/19	378	7.74	9.56	5.92	-1.82	-23.51		-11.76	-11.76
FirstGroup	short	3/26/18	4/08/19	378	0.77	0.95	0.59	-0.18	-23.57		-11.79	-11.79
Renault	short	3/09/20	9/07/20	182	19.66	25.16	14.16	-5.50	-27.98		-13.99	-13.99
Intel	long	12/25/23	5/10/24	137	48.00	29.85		-18.15	-37.81		-18.91	-18.91
REC Silicon	short	7/05/10	7/26/10	21	131.10	167.90	94.30	-36.80	-28.07		-14.04
	short	7/18/11	2/06/12	203	72.60	44.50	118.44	45.84	63.15		31.57
	short	8/24/15	12/28/15	126	11.67	18.69	4.65	-7.02	-60.15		-30.08
	short	1/18/16	3/14/16	56	12.35	12.56	12.14	-0.21	-1.70		-0.85	-21.59
Siemens Gamesa	short	8/30/10	11/08/10	70	5.31	5.34	5.28	-0.03	-0.62		-0.31
	short	7/23/12	11/05/12	105	1.12	1.66	0.58	-0.54	-47.95		-23.98	-24.21
Nordex	long	12/28/15	1/18/16	21	32.63	28.41		-4.22	-12.93		-6.47
	long	4/08/19	8/26/19	140	15.22	9.14		-6.09	-39.98		-19.99	-25.16
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Interface	short	8/26/19	11/11/19	77	10.91	16.94	4.88	-6.03	-55.27		-27.64	-27.64

Annotations

2/29/24	GCX	Component update: CWT, Convatec, Medtronic, Siemens Healthineers, Smurfit Kappa and Solaria Energia replace AMD, Atlas Copco, Autodesk, Berkeley, Kingfisher and SKF
7/07/21	Dassault Systèmes	stock split 1:5 (five for one)
6/29/21	CSX	stock split 1:3 (three for one)
9/20/17	bioMérieux	stock split 1:3 (three for one)
6/15/17	Xerox	reverse stock split 4:1 (one for four)
2/21/17	GCX	machine learning processed for all techniques
3/18/16	GCX	Sonova replaces Accenture
9/04/15	GCX	Swiss Re replaces BWT
8/18/15	GCX	complete analysis
7/01/15	Scatec Solar	monitoring started
3/10/15	GCX	Accenture and Autodesk replace Interface and J Sainsbury


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