Assessment - GCX Global Challenges in Dollar - 1/07/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						S		GCX PR	2,903.765	12/08/24	-1.05	3,065.623	-5.28	3,409.220	-343.597	-10.08		-2.74
						L		First Solar	219.230	12/08/24	3.51	222.710	-1.56	172.280	50.430	29.27		53.49
						L		Rockwool	394.677	12/08/24	-0.22	406.183	-2.83	293.589	112.594	38.35		44.74
								Interface	16.310	12/08/24	-0.79	14.570	11.94	12.620	1.950	15.45		29.79
						L		Adtalem	71.460	12/08/24	-0.85	67.270	6.23	58.810	8.460	14.39		28.84
						L		Hannon Armstrong SIC	30.210	12/08/24	-1.63	28.730	5.15	27.580	1.150	4.17		27.72
						L		Scatec	7.926	12/08/24	-1.46	8.048	-1.51	8.112	-0.065	-0.80		20.79
						L		Kurita Water	34.869	9/08/24	-9.14	42.482	-17.92	39.021	3.461	8.87		12.50
								Smurfit Kappa	38.132	12/08/24	-0.97	44.621	-14.54	39.725	4.896	12.32		14.32
						L		Henkel	83.729	12/08/24	0.75	89.178	-6.11	80.668	8.509	10.55		13.74
								Steelcase	12.290	12/08/24	-1.76	12.960	-5.17	13.520	-0.560	-4.14		14.76
								Swiss Re	115.092	12/08/24	0.10	124.387	-7.47	112.885	11.502	10.19		11.96
								Nordex	14.094	12/08/24	-2.81	12.346	14.16	11.515	0.831	7.22		1.69
						L		Geberit	578.556	12/08/24	-0.72	585.639	-1.21	643.454	-57.815	-8.99		5.90
								Ricoh	7.764	9/08/24	2.12	8.689	-10.65	7.656	1.034	13.50		3.59
						L		Sonova	307.759	12/08/24	-1.52	310.194	-0.78	327.576	-17.383	-5.31		10.04
								MillerKnoll	27.140	12/08/24	-3.49	26.460	2.57	26.680	-0.220	-0.82		8.52
						L		BillerudKorsnäs	9.959	12/08/24	0.95	9.258	7.57	10.189	-0.931	-9.13		4.48
								Hannover Rück	243.914	12/08/24	5.23	258.394	-5.60	239.481	18.913	7.90		10.30
								Coloplast	127.206	12/08/24	0.25	119.726	6.25	114.702	5.024	4.38		1.35
								ConvaTec	292.784	12/08/24	-0.17	298.853	-2.03	311.032	-12.180	-3.92		1.30
								Drägerwerk	49.072	12/08/24	0.44	53.577	-8.41	57.351	-3.774	-6.58		2.87
						L		Ormat Technologies	71.710	12/08/24	-1.10	69.200	3.63	75.790	-6.590	-8.70		4.32
								Siemens Healthineers	53.931	12/08/24	0.08	57.750	-6.61	58.237	-0.487	-0.84		4.66
								Pearson	1,307.796	12/08/24	-0.72	1,243.449	5.17	1,228.080	15.369	1.25		6.25
								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								Cdn Nat Railway	110.757	12/08/24	-0.01	117.641	-5.85	125.982	-8.340	-6.62		-2.08
						L		Aurubis	69.077	12/08/24	1.02	83.182	-16.96	82.218	0.963	1.17		7.40
						L		Lenzing	32.554	12/08/24	0.83	35.611	-8.58	39.360	-3.749	-9.52		-6.43
						S		United Utilities	1,250.023	12/08/24	-0.12	1,247.494	0.20	1,349.462	-101.967	-7.56		-2.74
						S		CSX	33.500	12/08/24	-1.47	33.590	-0.27	34.670	-1.080	-3.12		-2.31
						S		Medtronic	81.190	12/08/24	-1.04	77.120	5.28	82.380	-5.260	-6.39		-2.42
						S		Union Pacific	236.750	12/08/24	-0.32	224.860	5.29	245.620	-20.760	-8.45		-2.65
						L		California Water	52.330	12/08/24	-0.42	48.370	8.19	51.890	-3.520	-6.78		-3.69
								STMicroelectronics	28.805	12/08/24	0.47	38.877	-25.91	50.094	-11.217	-22.39		-12.97
						L		Ørsted	60.050	12/08/24	0.63	54.081	11.04	55.613	-1.532	-2.75		-5.94
						S		FirstGroup	204.545	12/08/24	0.87	205.935	-0.68	222.894	-16.958	-7.61		2.01
								Befesa	28.467	12/08/24	0.15	34.345	-17.11	38.972	-4.627	-11.87		0.85
						S		Severn Trent	3,178.152	12/08/24	-0.63	3,026.450	5.01	3,284.815	-258.365	-7.87		-4.17
						S		Konica Minolta	2.224	9/08/24	2.75	2.797	-20.51	2.918	-0.121	-4.13		-11.52
						S		bioMérieux	103.669	12/08/24	-0.67	96.214	7.75	111.381	-15.167	-13.62		-7.82
						S		Fabege	8.478	12/08/24	-2.01	7.834	8.22	10.766	-2.932	-27.24		-7.40
								Smith and Nephew	1,461.394	12/08/24	-0.86	1,233.335	18.49	1,373.662	-140.326	-10.22		-6.42
								Gecina	99.861	12/08/24	-0.64	94.873	5.26	121.899	-27.026	-22.17		-10.09
						L		Solaria Energía	11.852	12/08/24	1.47	12.442	-4.74	20.604	-8.162	-39.61		-11.32
						S		Xerox	9.710	12/08/24	-2.51	11.550	-15.93	18.330	-6.780	-36.99		-10.58
						S		Dassault Systèmes	35.965	12/08/24	-0.03	37.005	-2.81	48.976	-11.970	-24.44		-13.63
						L		EDP Renováveis	15.027	12/08/24	-0.92	14.244	5.50	20.510	-6.266	-30.55		-13.18
						S		Pennon Group	742.707	12/08/24	-0.84	738.914	0.51	957.169	-218.255	-22.80		-13.07
								Signify	22.418	12/08/24	-0.76	25.314	-11.44	33.569	-8.256	-24.59		-11.67
						S		Intel	19.360	12/08/24	-1.78	30.840	-37.22	50.250	-19.410	-38.63		-17.91
								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						L		SunPower	0.200	12/08/24	-4.76	2.710	-92.62	4.830	-2.120	-43.89		-34.59
GCX - 50 out of 50 instruments rated - 1/07/24 / 1/01/24 - 15 did rise, Market-Ratio(26) in USD = 30.00 %

 

 

Transactions GCX Global Challenges in Dollar * Mixed Cut L20 - 75/75 (1) - S29 - 76/86 (1)

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L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		6/02/06	35				- cash -
long	6/02/06	20/02/06	14				Nordex	100	960		10.413	10.642		0.229	2	10,220	76
20/02/06		27/02/06	7				- cash -
	27/02/06	15/05/06	77				Nordex	100	948		10.772	24.523		13.750	128	23,255	4,837
15/05/06		29/05/06	14				- cash -
short	29/05/06	11/12/06	196				Intel	100	1,305		17.810	20.700	14.920	-2.890	-16	19,483	-28
11/12/06		19/03/07	98				- cash -
long	19/03/07	2/04/07	14				Nordex	100	590		33.015	32.012		-1.003	-3	18,891	-55
2/04/07		16/04/07	14				- cash -
	16/04/07	4/06/07	49				Nordex	100	494		38.230	38.631		0.401	1	19,089	8
4/06/07		11/06/07	7				- cash -
	11/06/07	25/06/07	14				Nordex	100	520		36.642	36.676		0.034	0	19,107	2
25/06/07		23/07/07	28				- cash -
	23/07/07	30/07/07	7				REC Silicon	100	60		314.290	284.137		-30.154	-10	17,298	-99
30/07/07		15/06/09	686				- cash -
	15/06/09	22/06/09	7				Kingfisher	100	5,695		3.037	2.842		-0.195	-6	16,187	-97
22/06/09		13/07/09	21				- cash -
	13/07/09	2/11/09	112				Kingfisher	100	5,157		3.139	3.667		0.529	17	18,913	66
2/11/09		9/11/09	7				- cash -
	9/11/09	14/12/09	35				AMD	100	3,630		5.210	8.680		3.470	67	31,509	20,403
14/12/09		21/12/09	7				- cash -
short	21/12/09	27/02/12	798				REC Silicon	100	610		51.597	6.605	403.067	351.470	681	245,906	156
27/02/12		19/03/12	21				- cash -
long	19/03/12	26/03/12	7				Renault	100	4,491		54.753	54.268		-0.485	-1	243,727	-37
26/03/12		9/04/12	14				- cash -
	9/04/12	23/04/12	14				Hain Celestial	100	11,070		22.015	22.595		0.580	3	250,148	97
short	23/04/12	11/02/13	294				REC Silicon	100	54,434		4.595	1.373	15.385	10.789	235	837,457	348
long	11/02/13	17/06/13	126				SunPower	100	88,713		9.440	19.210		9.770	103	1,704,183	683
17/06/13		8/07/13	21				- cash -
	8/07/13	15/07/13	7				SunPower	100	71,574		23.810	26.990		3.180	13	1,931,788	68,898
15/07/13		9/09/13	56				- cash -
	9/09/13	30/09/13	21				SunPower	100	81,133		23.810	26.160		2.350	10	2,122,451	413
30/09/13		21/10/13	21				- cash -
	21/10/13	2/12/13	42				SunPower	100	64,297		33.010	30.190		-2.820	-9	1,941,133	-54
2/12/13		9/12/13	7				- cash -
	9/12/13	27/01/14	49				Vestas Wind Systems	100	352,969		5.499	6.057		0.558	10	2,137,947	105
27/01/14		3/02/14	7				- cash -
short	3/02/14	3/03/14	28				Aurubis	100	38,928		54.920	53.409	56.473	1.553	3	2,198,398	44
3/03/14		31/03/14	28				- cash -
long	31/03/14	7/04/14	7				Vestas Wind Systems	100	273,568		8.036	8.478		0.442	6	2,319,367	1,533
7/04/14		14/04/14	7				- cash -
short	14/04/14	28/04/14	14				EJR	100	9,779,555		0.237	0.238	0.236	-0.001	0	2,311,887	-8
28/04/14		5/05/14	7				- cash -
long	5/05/14	12/05/14	7				Vestas Wind Systems	100	250,830		9.217	10.082		0.865	9	2,528,883	10,655
12/05/14		19/05/14	7				- cash -
short	19/05/14	2/03/15	287				Energy Recovery	100	550,954		4.590	3.440	6.124	1.534	33	3,374,267	44
2/03/15		6/04/15	35				- cash -
long	6/04/15	20/04/15	14				Boiron	100	29,475		114.477	113.544		-0.933	-1	3,346,771	-19
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
20/04/15		27/04/15	7				- cash -
	27/04/15	11/05/15	14				Renault	100	31,675		105.657	106.419		0.762	1	3,370,893	21
11/05/15		1/06/15	21				- cash -
short	1/06/15	5/10/20	1953				REC Silicon	100	1,665,226		2.024	0.547	7.486	5.462	270	12,465,716	28
long	5/10/20	26/10/20	21				SunPower	100	801,138		15.560	16.420		0.860	6	13,154,695	155
26/10/20		2/11/20	7				- cash -
short	2/11/20	5/04/21	154				Konica Minolta	100	488,955,011		0.027	0.053	0.001	-0.026	-98	244,478	-100
5/04/21		21/06/21	77				- cash -
	21/06/21	13/05/24	1057				bioMérieux	100	2,233		109.466	104.729	114.417	4.951	5	255,534	2
13/05/24		27/05/24	14				- cash -
	27/05/24	12/08/24	77				SunPower	100	87,511		2.920	0.200	42.632	39.712	1,360	3,730,770	> 999,999
accum	6/02/06	12/08/24	6327	days out of 7608 invested (83%)										37,208		3,730,770	41

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
REC Silicon	long	23/07/07	30/07/07	7	314.29	284.14		-30.15	-9.59
	short	21/12/09	27/02/12	798	51.60	6.60	403.07	351.47	681.18
	short	23/04/12	11/02/13	294	4.60	1.37	15.38	10.79	234.79
	short	1/06/15	5/10/20	1953	2.02	0.55	7.49	5.46	269.80			8,643.57
SunPower	long	11/02/13	17/06/13	126	9.44	19.21		9.77	103.50
	long	8/07/13	15/07/13	7	23.81	26.99		3.18	13.36
	long	9/09/13	30/09/13	21	23.81	26.16		2.35	9.87
	long	21/10/13	2/12/13	42	33.01	30.19		-2.82	-8.54
	long	5/10/20	26/10/20	21	15.56	16.42		0.86	5.53
	short	27/05/24	12/08/24	77	2.92	0.20	42.63	39.71	1,360.00			3,471.18
Nordex	long	6/02/06	20/02/06	14	10.41	10.64		0.23	2.20
	long	27/02/06	15/05/06	77	10.77	24.52		13.75	127.64
	long	19/03/07	2/04/07	14	33.02	32.01		-1.00	-3.04
	long	16/04/07	4/06/07	49	38.23	38.63		0.40	1.05
	long	11/06/07	25/06/07	14	36.64	36.68		0.03	0.09			128.15
AMD	long	9/11/09	14/12/09	35	5.21	8.68		3.47	66.60			66.60
Energy Recovery	short	19/05/14	2/03/15	287	4.59	3.44	6.12	1.53	33.43			33.43
Vestas Wind Systems	long	9/12/13	27/01/14	49	5.50	6.06		0.56	10.14
	long	31/03/14	7/04/14	7	8.04	8.48		0.44	5.50
	long	5/05/14	12/05/14	7	9.22	10.08		0.87	9.39			27.11
Kingfisher	long	15/06/09	22/06/09	7	3.04	2.84		-0.20	-6.42
	long	13/07/09	2/11/09	112	3.14	3.67		0.53	16.84			9.34
bioMérieux	short	21/06/21	13/05/24	1057	109.47	104.73	114.42	4.95	4.52			4.52
Aurubis	short	3/02/14	3/03/14	28	54.92	53.41	56.47	1.55	2.83			2.83
Hain Celestial	long	9/04/12	23/04/12	14	22.02	22.60		0.58	2.63			2.63
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Renault	long	19/03/12	26/03/12	7	54.75	54.27		-0.49	-0.89
	long	27/04/15	11/05/15	14	105.66	106.42		0.76	0.72			-0.17
EJR	short	14/04/14	28/04/14	14	0.24	0.24	0.24	-0.00	-0.32			-0.32
Boiron	long	6/04/15	20/04/15	14	114.48	113.54		-0.93	-0.81			-0.81
Intel	short	29/05/06	11/12/06	196	17.81	20.70	14.92	-2.89	-16.23			-16.23
Konica Minolta	short	2/11/20	5/04/21	154	0.03	0.05	0.00	-0.03	-98.14			-98.14

Annotations

1/03/24	GCX			Adtalem Global Education replaces Benesse
29/02/24	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)
29/06/21	CSX			stock split 1:3 (three for one)
20/09/17	bioMérieux			stock split 1:3 (three for one)
15/06/17	Xerox			reverse stock split 4:1 (one for four)
21/02/17	GCX			machine learning processed for all techniques
18/03/16	GCX			Sonova replaces Accenture
4/09/15	GCX			Swiss Re replaces BWT
18/08/15	GCX			complete analysis
1/07/15	Scatec Solar			monitoring started
10/03/15	GCX			Accenture and Autodesk replace Interface and J Sainsbury

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