Share-o-matic - Portfolio

Fri, Nov 22nd, 2024, 6:28UTC

Assessment - GCX Global Challenges - 10/19/09 - RS = 29

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	10/19/09	⇓ Δwk	3/30/09	prc diff	⇓ Δ29	Curr	∅-RS
	S	GCX PR	2,707.170	8/12	-1.05	713.210		505.460	207.750	41.10	EUR	19.96
		Smurfit Kappa	35.550	8/12	-0.97	6.200		1.342	4.858	362.00	EUR	178.98
	L	BillerudKorsnäs	105.900	8/12	0.95	31.466		10.020	21.447	214.04	SEK	91.14
		Interface	16.310	8/12	-0.79	8.290		3.070	5.220	170.03	USD	77.49
		Gecina	93.100	8/12	-0.64	80.940		27.000	53.940	199.78	EUR	67.90
	L	Sonova	278.100	8/12	-1.52	108.800		68.050	40.750	59.88	CHF	53.11
		Swiss Re	104.000	8/12	0.10	47.340		16.810	30.530	181.62	CHF	50.57
	L	Lenzing	30.350	8/12	0.83	35.253		20.270	14.983	73.92	EUR	45.01
	S	Fabege	90.150	8/12	-2.01	22.050		13.900	8.150	58.63	SEK	42.59
	L	Henkel	78.060	8/12	0.75	31.600		19.790	11.810	59.68	EUR	40.86
	S	CSX	33.500	8/12	-1.47	5.204		2.848	2.357	82.75	USD	40.69
		Hannover Rück	227.400	8/12	5.23	34.360		23.470	10.890	46.40	EUR	39.30
	L	Solaria Energía	11.050	8/12	1.47	3.000		1.610	1.390	86.34	EUR	39.07
		STMicroelectronics	26.855	8/12	0.47	6.590		3.628	2.962	81.64	EUR	33.97
	L	Geberit	522.800	8/12	-0.72	163.800		100.600	63.200	62.82	CHF	33.35
	S	Intel	19.360	8/12	-1.78	20.410		14.720	5.690	38.65	USD	31.36
	S	Union Pacific	236.750	8/12	-0.32	32.065		20.490	11.575	56.49	USD	29.39
		Drägerwerk	45.750	8/12	0.44	26.800		15.800	11.000	69.62	EUR	28.70
	L	Rockwool	2,744.000	8/12	-0.22	476.000		341.000	135.000	39.59	DKK	25.96
	S	bioMérieux	96.650	8/12	-0.67	25.800		18.933	6.867	36.27	EUR	25.75
	L	Ormat Technologies	71.710	8/12	-1.10	40.900		26.910	13.990	51.99	USD	25.65
	S	Dassault Systèmes	33.530	8/12	-0.03	3.931		2.830	1.101	38.90	EUR	25.57
	L	Aurubis	64.400	8/12	1.02	29.890		19.110	10.780	56.41	EUR	25.01
		Pearson	1,034.500	8/12	-0.72	822.000		685.000	137.000	20.00	GBP	24.68
		MillerKnoll	27.140	8/12	-3.49	16.380		10.570	5.810	54.97	USD	19.42
		⇓instrument	freshest		⇓ Δday	10/19/09	⇓ Δwk	3/30/09	prc diff	⇓ Δ29	Curr	∅-RS
	L	EDP Renováveis	14.010	8/12	-0.92	7.090		6.047	1.043	17.25	EUR	18.78
	S	FirstGroup	161.800	8/12	0.87	333.869		210.349	123.520	58.72	GBP	18.56
	L	Kurita Water	5,634.000	8/09	-9.14	2,841.000		1,884.000	957.000	50.80	JPY	18.30
	S	Xerox	9.710	8/12	-2.51	31.200		18.360	12.840	69.93	USD	16.62
	L	SunPower	0.200	8/12	-4.76	33.700		23.820	9.880	41.48	USD	16.53
		Coloplast	884.400	8/12	0.25	84.110		71.600	12.510	17.47	DKK	13.99
		Nordex	13.140	8/12	-2.81	12.150		9.460	2.690	28.44	EUR	13.90
	S	Medtronic	81.190	8/12	-1.04	37.990		29.030	8.960	30.86	USD	13.84
		Cdn Nat Railway	152.200	8/12	-0.01	26.500		23.705	2.795	11.79	CAD	13.09
	L	Adtalem	71.460	8/12	-0.85	56.200		49.200	7.000	14.23	USD	12.28
	S	Konica Minolta	359.300	8/09	2.75	870.000		844.000	26.000	3.08	JPY	11.39
		Smith and Nephew	1,156.000	8/12	-0.86	531.000		422.000	109.000	25.83	GBP	10.50
		Ricoh	1,254.500	8/09	2.12	1,237.000		1,213.000	24.000	1.98	JPY	7.90
	L	First Solar	219.230	8/12	3.51	152.390		134.380	18.010	13.40	USD	7.26
		Steelcase	12.290	8/12	-1.76	5.740		5.150	0.590	11.46	USD	4.58
	L	California Water	52.330	8/12	-0.42	20.055		20.930	-0.875	-4.18	USD	3.80
	S	Pennon Group	587.500	8/12	-0.84	456.300		390.250	66.050	16.93	GBP	-1.73
	S	Severn Trent	2,514.000	8/12	-0.63	965.500		953.500	12.000	1.26	GBP	-10.37
	S	United Utilities	988.800	8/12	-0.12	437.900		463.750	-25.850	-5.57	GBP	-16.21
		Befesa	26.540	8/12	0.15						EUR	-na-
		ConvaTec	231.600	8/12	-0.17						GBP	-na-
	L	Hannon Armstrong SIC	30.210	8/12	-1.63						USD	-na-
	L	Ørsted	417.500	8/12	0.63						DKK	-na-
	L	Scatec	84.600	8/12	-1.46						NOK	-na-
		Siemens Healthineers	50.280	8/12	0.08						EUR	-na-
		⇓instrument	freshest		⇓ Δday	10/19/09	⇓ Δwk	3/30/09	prc diff	⇓ Δ29	Curr	∅-RS
		Signify	20.900	8/12	-0.76						EUR	-na-
GCX - 43 out of 50 instruments rated - 10/19/09 / 3/30/09 - 41 did rise, Market-Ratio(29) = 95.35 %

Technical Chart

	GCX RS = 29 - B/S = 86/76

1/06/20	scale up chart	7/01/24

Transactions GCX Global Challenges * A29 - 86/76 (1)

														⇐
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		1/09/06	7		- cash -
long	1/09/06	5/29/06	140		Nordex	100	1,689	EUR	5.920	15.300		9.380	158	25,843	1,089
short	5/29/06	12/11/06	196		Intel	100	1,451	USD	17.810	20.700	14.920	-2.890	-16	21,649	-28
long	12/11/06	6/11/07	182		Vestas Wind Systems	100	459	DKK	47.100	74.300		27.200	58	34,134	149
short	6/11/07	8/24/09	805		AMD	100	2,453	USD	13.910	4.000	48.372	34.462	248	118,670	76
long	8/24/09	12/21/09	119		Renault	100	3,493	EUR	33.965	34.700		0.735	2	121,237	7
short	12/21/09	2/27/12	798		REC Silicon	100	401	NOK	301.800	36.800	2,475.088	2,173.288	720	992,725	162
long	2/27/12	4/23/12	56		CA	100	36,713	USD	27.040	26.450		-0.590	-2	971,065	-13
short	4/23/12	2/11/13	294		REC Silicon	100	36,922	NOK	26.300	7.600	91.012	64.712	246	3,360,354	367
long	2/11/13	11/25/13	287		SunPower	100	355,969	USD	9.440	29.510		20.070	213	10,504,652	326
short	11/25/13	1/06/14	42		Aurubis	100	247,897	EUR	42.375	43.845	40.905	-1.470	-3	10,140,243	-26
long	1/06/14	2/03/14	28		Vestas Wind Systems	100	272,440	DKK	37.220	35.740		-1.480	-4	9,737,032	-41
short	2/03/14	3/03/14	28		Aurubis	100	239,828	EUR	40.600	38.880	42.396	1.796	4	10,167,787	76
long	3/03/14	4/14/14	42		Vestas Wind Systems	100	272,302	DKK	37.340	43.660		6.320	17	11,888,736	289
short	4/14/14	4/28/14	14		EJR	100	492,150	JPY	24.157	24.377	23.937	-0.220	-1	11,780,463	-21
long	4/28/14	5/19/14	21		Vestas Wind Systems	100	256,097	DKK	46.000	52.820		6.820	15	13,527,044	1,006
short	5/19/14	3/02/15	287		Energy Recovery	100	2,947,068	USD	4.590	3.440	6.124	1.534	33	18,049,025	44
long	3/02/15	6/01/15	91		Shimano	100	96,534	JPY	186.970	176.950		-10.020	-5	17,081,755	-20
short	6/01/15	10/05/20	1953		REC Silicon	100	1,060,319	NOK	16.110	5.040	51.495	35.385	220	54,600,612	24
long	10/05/20	11/02/20	28		SunPower	100	3,509,036	USD	15.560	16.845		1.285	8	59,109,723	181
short	11/02/20	4/05/21	154		Konica Minolta	100	20,960,894	JPY	2.820	5.870	0.000	-2.820	-100	2	-100
long	4/05/21	6/21/21	77		REC Silicon	100	0	NOK	19.200	17.800		-1.400	-7	2	0
short	6/21/21	5/13/24	1057		bioMérieux	100	0	EUR	91.820	97.000	86.640	-5.180	-6	2	0
long	5/13/24	5/27/24	14		Interface	100	0	USD	15.940	15.660		-0.280	-2	2	0
short	5/27/24	8/12/24	77		SunPower	100	0	USD	2.920	0.200	42.632	39.712	1,360	2	0
accum	1/09/06	8/12/24	6892	days out of 6899 invested (100%)								-100		2	-36

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
REC Silicon	short	12/21/09	2/27/12	798	301.80	36.80	2,475.09	2,173.29	720.11
	short	4/23/12	2/11/13	294	26.30	7.60	91.01	64.71	246.05
	short	6/01/15	10/05/20	1953	16.11	5.04	51.49	35.38	219.64
	long	4/05/21	6/21/21	77	19.20	17.80		-1.40	-7.29	8,310.03
SunPower	long	2/11/13	11/25/13	287	9.44	29.51		20.07	212.61
	long	10/05/20	11/02/20	28	15.56	16.85		1.29	8.26
	short	5/27/24	8/12/24	77	2.92	0.20	42.63	39.71	1,360.00	4,840.96
AMD	short	6/11/07	8/24/09	805	13.91	4.00	48.37	34.46	247.75	247.75
Nordex	long	1/09/06	5/29/06	140	5.92	15.30		9.38	158.45	158.45
Vestas Wind Systems	long	12/11/06	6/11/07	182	47.10	74.30		27.20	57.75
	long	1/06/14	2/03/14	28	37.22	35.74		-1.48	-3.98
	long	3/03/14	4/14/14	42	37.34	43.66		6.32	16.93
	long	4/28/14	5/19/14	21	46.00	52.82		6.82	14.83	103.37
Energy Recovery	short	5/19/14	3/02/15	287	4.59	3.44	6.12	1.53	33.43	33.43
Renault	long	8/24/09	12/21/09	119	33.97	34.70		0.73	2.16	2.16
Aurubis	short	11/25/13	1/06/14	42	42.38	43.85	40.91	-1.47	-3.47
	short	2/03/14	3/03/14	28	40.60	38.88	42.40	1.80	4.42	0.80
EJR	short	4/14/14	4/28/14	14	24.16	24.38	23.94	-0.22	-0.91	-0.91
Interface	long	5/13/24	5/27/24	14	15.94	15.66		-0.28	-1.76	-1.76
CA	long	2/27/12	4/23/12	56	27.04	26.45		-0.59	-2.18	-2.18
Shimano	long	3/02/15	6/01/15	91	186.97	176.95		-10.02	-5.36	-5.36
bioMérieux	short	6/21/21	5/13/24	1057	91.82	97.00	86.64	-5.18	-5.64	-5.64
Intel	short	5/29/06	12/11/06	196	17.81	20.70	14.92	-2.89	-16.23	-16.23
Konica Minolta	short	11/02/20	4/05/21	154	2.82	5.87	0.00	-2.82	-100.00	-100.00

Annotations

3/01/24	GCX	Adtalem Global Education replaces Benesse
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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