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

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

		⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	1/01/24	prc diff	⇓ Δ26	⇓∅-RS
	S	GCX PR	2,707.170	12/08/24	-1.05	2,858.070	-5.28	3,079.220	-221.150	-7.18	-0.32
		Smith and Nephew	1,362.452	12/08/24	-0.86	1,149.834	18.49	1,240.696	-90.862	-7.32	-5.65
		Nordex	13.140	12/08/24	-2.81	11.510	14.16	10.400	1.110	10.67	11.66
		Interface	15.206	12/08/24	-0.79	13.584	11.94	11.398	2.185	19.17	26.78
	L	Ørsted	55.985	12/08/24	0.63	50.420	11.04	50.229	0.190	0.38	-5.24
	S	Fabege	7.904	12/08/24	-2.01	7.303	8.22	9.724	-2.421	-24.89	-6.60
	L	California Water	48.787	12/08/24	-0.42	45.095	8.19	46.867	-1.772	-3.78	-0.55
	S	bioMérieux	96.650	12/08/24	-0.67	89.700	7.75	100.600	-10.900	-10.83	-5.87
	L	BillerudKorsnäs	9.285	12/08/24	0.95	8.632	7.57	9.203	-0.571	-6.21	5.43
		Coloplast	118.593	12/08/24	0.25	111.620	6.25	103.599	8.021	7.74	2.21
	L	Adtalem	66.622	12/08/24	-0.85	62.716	6.23	53.117	9.598	18.07	36.91
	L	EDP Renováveis	14.010	12/08/24	-0.92	13.280	5.50	18.525	-5.245	-28.31	-12.34
	S	Union Pacific	220.721	12/08/24	-0.32	209.636	5.29	221.845	-12.209	-5.50	-0.41
	S	Medtronic	75.693	12/08/24	-1.04	71.899	5.28	74.406	-2.507	-3.37	-4.88
		Gecina	93.100	12/08/24	-0.64	88.450	5.26	110.100	-21.650	-19.66	-6.74
		Pearson	1,219.254	12/08/24	-0.72	1,159.263	5.17	1,109.207	50.057	4.51	7.20
	L	Hannon Armstrong SIC	28.165	12/08/24	-1.63	26.785	5.15	24.910	1.875	7.53	19.59
	S	Severn Trent	2,962.981	12/08/24	-0.63	2,821.549	5.01	2,966.857	-145.308	-4.90	-3.34
	L	Ormat Technologies	66.855	12/08/24	-1.10	64.515	3.63	68.454	-3.939	-5.75	-0.41
		MillerKnoll	25.303	12/08/24	-3.49	24.669	2.57	24.097	0.571	2.37	14.09
	S	Pennon Group	692.423	12/08/24	-0.84	688.887	0.51	864.518	-175.631	-20.32	-12.34
	S	United Utilities	1,165.392	12/08/24	-0.12	1,163.035	0.20	1,218.839	-55.804	-4.58	-1.88
	S	CSX	31.232	12/08/24	-1.47	31.316	-0.27	31.314	0.002	0.01	1.54
	S	FirstGroup	190.696	12/08/24	0.87	191.993	-0.68	201.318	-9.326	-4.63	2.90
	L	Sonova	286.923	12/08/24	-1.52	289.193	-0.78	295.868	-6.676	-2.26	10.96
		⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	1/01/24	prc diff	⇓ Δ26	⇓∅-RS
	L	Geberit	539.386	12/08/24	-0.72	545.989	-1.21	581.170	-35.181	-6.05	6.80
	L	Scatec	7.389	12/08/24	-1.46	7.503	-1.51	7.327	0.176	2.40	21.73
	L	First Solar	204.387	12/08/24	3.51	207.632	-1.56	155.604	52.028	33.44	31.25
		ConvaTec	272.962	12/08/24	-0.17	278.619	-2.03	280.925	-2.306	-0.82	2.19
	S	Dassault Systèmes	33.530	12/08/24	-0.03	34.500	-2.81	44.235	-9.735	-22.01	-10.98
	L	Rockwool	367.956	12/08/24	-0.22	378.683	-2.83	265.171	113.512	42.81	45.99
	L	Solaria Energía	11.050	12/08/24	1.47	11.600	-4.74	18.610	-7.010	-37.67	-7.39
		Steelcase	11.458	12/08/24	-1.76	12.083	-5.17	12.211	-0.129	-1.05	18.74
		Hannover Rück	227.400	12/08/24	5.23	240.900	-5.60	216.300	24.600	11.37	6.49
		Cdn Nat Railway	103.259	12/08/24	-0.01	109.677	-5.85	113.787	-4.110	-3.61	-1.23
	L	Henkel	78.060	12/08/24	0.75	83.140	-6.11	72.860	10.280	14.11	15.30
		Siemens Healthineers	50.280	12/08/24	0.08	53.840	-6.61	52.600	1.240	2.36	2.97
		Swiss Re	107.299	12/08/24	0.10	115.966	-7.47	101.958	14.008	13.74	12.97
		Drägerwerk	45.750	12/08/24	0.44	49.950	-8.41	51.800	-1.850	-3.57	4.48
	L	Lenzing	30.350	12/08/24	0.83	33.200	-8.58	35.550	-2.350	-6.61	-0.38
		Ricoh	7.239	9/08/24	2.12	8.101	-10.65	6.915	1.186	17.16	4.53
		Signify	20.900	12/08/24	-0.76	23.600	-11.44	30.320	-6.720	-22.16	-12.37
		Smurfit Kappa	35.550	12/08/24	-0.97	41.600	-14.54	35.880	5.720	15.94	17.57
	S	Xerox	9.053	12/08/24	-2.51	10.768	-15.93	16.556	-5.788	-34.96	-24.93
	L	Aurubis	64.400	12/08/24	1.02	77.550	-16.96	74.260	3.290	4.43	0.33
		Befesa	26.540	12/08/24	0.15	32.020	-17.11	35.200	-3.180	-9.03	-4.61
	L	Kurita Water	32.509	9/08/24	-9.14	39.606	-17.92	35.244	4.362	12.38	13.45
	S	Konica Minolta	2.073	9/08/24	2.75	2.608	-20.51	2.636	-0.028	-1.05	-10.74
		STMicroelectronics	26.855	12/08/24	0.47	36.245	-25.91	45.245	-9.000	-19.89	-4.02
	S	Intel	18.049	12/08/24	-1.78	28.752	-37.22	45.386	-16.634	-36.65	-17.28
		⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	1/01/24	prc diff	⇓ Δ26	⇓∅-RS
	L	SunPower	0.186	12/08/24	-4.76	2.527	-92.62	4.362	-1.836	-42.09	-31.89
GCX - 50 out of 50 instruments rated - 1/07/24 / 1/01/24 - 20 did rise, Market-Ratio(26) in EUR = 40.00 %

Drawing of market charts for mixed techniques is really a worry to me.

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

													⇐
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	1,154	8.660	8.920		0.260	3	10,300	116
20/02/06		27/02/06	7		- cash -
	27/02/06	15/05/06	77		Nordex	100	1,135	9.070	18.970		9.900	109	21,537	3,204
15/05/06		29/05/06	14		- cash -
short	29/05/06	11/12/06	196		Intel	100	1,540	13.984	15.678	12.290	-1.694	-12	18,927	-21
long	9/10/06	5/03/07	147		Nordex	100	1,741	10.870	21.440		10.570	97	37,330	440
5/03/07		19/03/07	14		- cash -
	19/03/07	2/04/07	14		Nordex	100	1,505	24.790	23.970		-0.820	-3	36,096	-58
2/04/07		16/04/07	14		- cash -
	16/04/07	4/06/07	49		Nordex	100	1,277	28.260	28.720		0.460	2	36,683	13
4/06/07		11/06/07	7		- cash -
	11/06/07	25/06/07	14		Nordex	100	1,338	27.400	27.230		-0.170	-1	36,456	-15
short		24/08/09	805		AMD	100	3,528	10.402	2.792	38.752	28.350	273	136,475	82
long	23/07/07	30/07/07	7		REC Silicon	100	600	227.302	208.388		-18.914	-8	125,127	-99
	15/06/09	22/06/09	7		Kingfisher	100	57,739	2.167	2.039		-0.128	-6	117,749	-96
	13/07/09	2/11/09	112		Kingfisher	100	52,281	2.252	2.492		0.240	11	130,294	39
2/11/09		9/11/09	7		- cash -
	9/11/09	14/12/09	35		AMD	100	37,142	3.508	5.938		2.430	69	220,547	24,096
14/12/09		21/12/09	7		- cash -
short	21/12/09	27/02/12	798		REC Silicon	100	6,127	35.991	4.909	263.860	227.868	633	1,616,697	149
long	4/01/10	11/01/10	7		AMD	100	238,554	6.777	6.342		-0.435	-6	1,512,898	-97
	18/01/10	25/01/10	7		AMD	100	241,509	6.264	5.706		-0.558	-9	1,378,152	-99
	22/03/10	29/03/10	7		AMD	100	200,283	6.881	6.789		-0.092	-1	1,359,701	-50
	19/04/10	3/05/10	14		AMD	100	191,550	7.098	6.986		-0.112	-2	1,338,173	-34
	22/11/10	29/11/10	7		SKF B	100	68,039	19.668	20.276		0.608	3	1,379,558	389
	27/12/10	7/03/11	70		Atlas Copco A	100	96,040	14.364	13.785		-0.579	-4	1,323,909	-19
	23/01/12	12/03/12	49		Intel	100	64,069	20.664	20.565		-0.099	0	1,317,561	-4
12/03/12		19/03/12	7		- cash -
	19/03/12	26/03/12	7		Renault	100	31,706	41.555	40.895		-0.660	-2	1,296,636	-57
26/03/12		9/04/12	14		- cash -
	9/04/12	23/04/12	14		Hain Celestial	100	77,132	16.810	17.104		0.294	2	1,319,312	57
short	23/04/12	11/02/13	294		REC Silicon	100	379,249	3.479	1.027	11.784	8.305	239	4,468,996	355
long	7/05/12	14/05/12	7		Hain Celestial	100	229,603	19.464	20.708		1.244	6	4,754,520	2,426
	8/10/12	15/10/12	7		Hain Celestial	100	193,113	24.620	22.983		-1.637	-7	4,438,346	-97
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
	22/10/12	29/10/12	7		Coloplast	100	129,517	34.268	33.917		-0.351	-1	4,392,904	-42
	5/11/12	12/11/12	7		Coloplast	100	128,708	34.131	35.210		1.079	3	4,531,787	407
	10/12/12	24/12/12	14		Coloplast	100	124,370	36.438	37.124		0.686	2	4,617,125	63
	14/01/13	4/02/13	21		Energy Recovery	100	1,575,726	2.930	2.676		-0.254	-9	4,216,262	-79
	11/02/13	17/06/13	126		SunPower	100	596,976	7.063	14.394		7.331	104	8,592,771	687
17/06/13		8/07/13	21		- cash -
	8/07/13	15/07/13	7		SunPower	100	463,020	18.558	20.654		2.095	11	9,563,000	26,361
15/07/13		9/09/13	56		- cash -
	9/09/13	30/09/13	21		SunPower	100	532,411	17.962	19.295		1.333	7	10,272,812	247
30/09/13		21/10/13	21		- cash -
	21/10/13	2/12/13	42		SunPower	100	425,756	24.128	22.305		-1.823	-8	9,496,566	-49
short	25/11/13	6/01/14	42		Aurubis	100	224,107	42.375	43.845	40.905	-1.470	-3	9,167,129	-26
long	9/12/13	27/01/14	49		Vestas Wind Systems	100	2,290,185	4.003	4.431		0.428	11	10,146,820	113
27/01/14		3/02/14	7		- cash -
short	3/02/14	3/03/14	28		Aurubis	100	249,921	40.600	38.880	42.396	1.796	4	10,595,703	76
long	17/02/14	17/03/14	28		Vestas Wind Systems	100	2,014,911	5.259	5.301		0.042	1	10,680,679	11
17/03/14		31/03/14	14		- cash -
	31/03/14	7/04/14	7		Vestas Wind Systems	100	1,830,574	5.835	6.170		0.335	6	11,293,816	1,737
7/04/14		14/04/14	7		- cash -
short	14/04/14	28/04/14	14		EJR	100	65,806,221	0.172	0.172	0.172	-0.000	0	11,285,767	-2
28/04/14		5/05/14	7		- cash -
long	5/05/14	12/05/14	7		Vestas Wind Systems	100	1,698,942	6.643	7.328		0.685	10	12,450,051	16,625
12/05/14		19/05/14	7		- cash -
short	19/05/14	2/03/15	287		Energy Recovery	100	3,693,786	3.371	3.076	3.694	0.323	10	13,643,000	12
long	2/06/14	9/06/14	7		Vestas Wind Systems	100	1,758,651	7.758	8.046		0.288	4	14,149,903	570
	16/06/14	7/07/14	21		Vestas Wind Systems	100	1,930,980	7.328	7.200		-0.127	-2	13,903,719	-26
	1/09/14	8/09/14	7		Intel	100	528,196	26.323	27.398		1.075	4	14,471,643	706
	22/12/14	5/01/15	14		Shimano	100	13,038,420	1.110	1.100		-0.010	-1	14,342,629	-21
	16/02/15	30/03/15	42		Shimano	100	11,440,908	1.254	1.456		0.202	16	16,653,267	266
30/03/15		6/04/15	7		- cash -
	6/04/15	20/04/15	14		Boiron	100	159,132	104.650	105.750		1.100	1	16,828,313	31
20/04/15		27/04/15	7		- cash -
	27/04/15	11/05/15	14		Renault	100	173,416	97.040	95.400		-1.640	-2	16,543,910	-36
11/05/15		1/06/15	21		- cash -
short	1/06/15	5/10/20	1953		REC Silicon	100	8,931,144	1.852	0.464	7.391	5.539	299	66,011,873	30
long	14/11/16	21/11/16	7		AMD	100	10,034,169	6.579	8.411		1.832	28	84,396,914	> 999,999
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
	20/03/17	17/04/17	28		AMD	100	6,292,844	13.412	12.018		-1.393	-10	75,630,032	-76
	18/03/19	25/03/19	7		AMD	100	3,668,331	20.617	22.952		2.335	11	84,196,428	26,805
	8/04/19	27/05/19	49		Nordex	100	5,531,959	15.220	13.510		-1.710	-11	74,736,778	-59
	23/12/19	2/03/20	70		AMD	100	1,823,241	40.991	42.505		1.514	4	77,497,214	21
	3/08/20	21/09/20	49		AMD	100	1,172,884	66.074	66.366		0.292	0	77,839,457	3
	5/10/20	26/10/20	21		SunPower	100	5,898,540	13.196	13.895		0.698	5	81,958,135	145
26/10/20		2/11/20	7		- cash -
short	2/11/20	5/04/21	154		Konica Minolta	100	3543,090,952	0.023	0.045	0.001	-0.022	-95	3,897,400	-100
long	9/11/20	7/12/20	28		REC Silicon	100	3,615,668	1.078	0.970		-0.108	-10	3,507,374	-75
	14/12/20	1/03/21	77		REC Silicon	100	3,005,575	1.167	1.690		0.523	45	5,079,863	479
	15/03/21	17/05/21	63		REC Silicon	100	3,168,654	1.603	1.561		-0.043	-3	4,945,151	-14
17/05/21		21/06/21	35		- cash -
short	21/06/21	13/05/24	1057		bioMérieux	100	53,857	91.820	97.000	86.640	-5.180	-6	4,666,172	-2
long	13/02/23	13/03/23	28		First Solar	100	29,936	155.869	189.512		33.643	22	5,673,321	1,178
	8/01/24	22/01/24	14		Steelcase	100	479,730	11.826	11.800		-0.026	0	5,660,975	-6
	29/01/24	5/02/24	7		AMD	100	34,433	164.403	162.191		-2.213	-1	5,584,789	-51
	12/02/24	4/03/24	21		AMD	100	35,041	159.378	189.096		29.718	19	6,626,129	1,853
	11/03/24	1/04/24	21		Interface	100	476,375	13.909	15.450		1.540	11	7,359,815	520
13/05/24		27/05/24	14		- cash -
short	27/05/24	12/08/24	77		SunPower	100	2,736,389	2.690	0.186	38.797	36.107	1,342	106m	> 999,999
accum	6/02/06	12/08/24	7166	days out of 7523 invested (95%)							1,061,526		106m	60

Instrument Related Contribution

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	227.30	208.39		-18.91	-8.32
	short	21/12/09	27/02/12	798	35.99	4.91	263.86	227.87	633.12
	short	23/04/12	11/02/13	294	3.48	1.03	11.78	8.31	238.74
	short	1/06/15	5/10/20	1953	1.85	0.46	7.39	5.54	299.01
	long	9/11/20	7/12/20	28	1.08	0.97		-0.11	-10.01
	long	14/12/20	1/03/21	77	1.17	1.69		0.52	44.83
	long	15/03/21	17/05/21	63	1.60	1.56		-0.04	-2.65	11,426.51
SunPower	long	11/02/13	17/06/13	126	7.06	14.39		7.33	103.80
	long	8/07/13	15/07/13	7	18.56	20.65		2.10	11.29
	long	9/09/13	30/09/13	21	17.96	19.29		1.33	7.42
	long	21/10/13	2/12/13	42	24.13	22.31		-1.82	-7.56
	long	5/10/20	26/10/20	21	13.20	13.89		0.70	5.29
	short	27/05/24	12/08/24	77	2.69	0.19	38.80	36.11	1,342.46	3,320.87
AMD	short	11/06/07	24/08/09	805	10.40	2.79	38.75	28.35	272.56
	long	9/11/09	14/12/09	35	3.51	5.94		2.43	69.27
	long	4/01/10	11/01/10	7	6.78	6.34		-0.44	-6.42
	long	18/01/10	25/01/10	7	6.26	5.71		-0.56	-8.91
	long	22/03/10	29/03/10	7	6.88	6.79		-0.09	-1.34
	long	19/04/10	3/05/10	14	7.10	6.99		-0.11	-1.58
	long	14/11/16	21/11/16	7	6.58	8.41		1.83	27.85
	long	20/03/17	17/04/17	28	13.41	12.02		-1.39	-10.39
	long	18/03/19	25/03/19	7	20.62	22.95		2.34	11.33
	long	23/12/19	2/03/20	70	40.99	42.51		1.51	3.69
	long	3/08/20	21/09/20	49	66.07	66.37		0.29	0.44
	long	29/01/24	5/02/24	7	164.40	162.19		-2.21	-1.35
	long	12/02/24	4/03/24	21	159.38	189.10		29.72	18.65	711.64
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Nordex	long	6/02/06	20/02/06	14	8.66	8.92		0.26	3.00
	long	27/02/06	15/05/06	77	9.07	18.97		9.90	109.15
	long	9/10/06	5/03/07	147	10.87	21.44		10.57	97.24
	long	19/03/07	2/04/07	14	24.79	23.97		-0.82	-3.31
	long	16/04/07	4/06/07	49	28.26	28.72		0.46	1.63
	long	11/06/07	25/06/07	14	27.40	27.23		-0.17	-0.62
	long	8/04/19	27/05/19	49	15.22	13.51		-1.71	-11.24	268.34
Vestas Wind Systems	long	9/12/13	27/01/14	49	4.00	4.43		0.43	10.69
	long	17/02/14	17/03/14	28	5.26	5.30		0.04	0.80
	long	31/03/14	7/04/14	7	5.83	6.17		0.33	5.74
	long	5/05/14	12/05/14	7	6.64	7.33		0.69	10.32
	long	2/06/14	9/06/14	7	7.76	8.05		0.29	3.72
	long	16/06/14	7/07/14	21	7.33	7.20		-0.13	-1.74	32.64
First Solar	long	13/02/23	13/03/23	28	155.87	189.51		33.64	21.58	21.58
Shimano	long	22/12/14	5/01/15	14	1.11	1.10		-0.01	-0.89
	long	16/02/15	30/03/15	42	1.25	1.46		0.20	16.11	15.08
Interface	long	11/03/24	1/04/24	21	13.91	15.45		1.54	11.07	11.07
Kingfisher	long	15/06/09	22/06/09	7	2.17	2.04		-0.13	-5.90
	long	13/07/09	2/11/09	112	2.25	2.49		0.24	10.65	4.13
Coloplast	long	22/10/12	29/10/12	7	34.27	33.92		-0.35	-1.02
	long	5/11/12	12/11/12	7	34.13	35.21		1.08	3.16
	long	10/12/12	24/12/12	14	36.44	37.12		0.69	1.88	4.03
SKF B	long	22/11/10	29/11/10	7	19.67	20.28		0.61	3.09	3.09
Boiron	long	6/04/15	20/04/15	14	104.65	105.75		1.10	1.05	1.05
Hain Celestial	long	9/04/12	23/04/12	14	16.81	17.10		0.29	1.75
	long	7/05/12	14/05/12	7	19.46	20.71		1.24	6.39
	long	8/10/12	15/10/12	7	24.62	22.98		-1.64	-6.65	1.05
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Aurubis	short	25/11/13	6/01/14	42	42.38	43.85	40.91	-1.47	-3.47
	short	3/02/14	3/03/14	28	40.60	38.88	42.40	1.80	4.42	0.80
Energy Recovery	long	14/01/13	4/02/13	21	2.93	2.68		-0.25	-8.68
	short	19/05/14	2/03/15	287	3.37	3.08	3.69	0.32	9.58	0.07
EJR	short	14/04/14	28/04/14	14	0.17	0.17	0.17	-0.00	-0.07	-0.07
Steelcase	long	8/01/24	22/01/24	14	11.83	11.80		-0.03	-0.22	-0.22
Renault	long	19/03/12	26/03/12	7	41.56	40.90		-0.66	-1.59
	long	27/04/15	11/05/15	14	97.04	95.40		-1.64	-1.69	-3.25
Atlas Copco A	long	27/12/10	7/03/11	70	14.36	13.78		-0.58	-4.03	-4.03
bioMérieux	short	21/06/21	13/05/24	1057	91.82	97.00	86.64	-5.18	-5.64	-5.64
Intel	short	29/05/06	11/12/06	196	13.98	15.68	12.29	-1.69	-12.12
	long	23/01/12	12/03/12	49	20.66	20.56		-0.10	-0.48
	long	1/09/14	8/09/14	7	26.32	27.40		1.08	4.08	-8.96
Konica Minolta	short	2/11/20	5/04/21	154	0.02	0.05	0.00	-0.02	-95.24	-95.24

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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