Share-o-matic - Portfolio

Sat, Nov 23rd, 2024, 6:59UTC

Assessment - GCX Global Challenges - 9/15/14 - RS = 29

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	9/15/14	⇓ Δwk	2/24/14	prc diff	⇓ Δ29	Curr	∅-RS
	S	GCX PR	2,707.170	8/12	-1.05	1,361.320		1,227.870	133.450	10.87	EUR	10.72
	S	Intel	19.360	8/12	-1.78	34.540		24.630	9.910	40.24	USD	30.02
		Cdn Nat Railway	152.200	8/12	-0.01	80.110		62.260	17.850	28.67	CAD	27.98
	S	Konica Minolta	359.300	8/09	2.75	1,218.000		1,055.000	163.000	15.45	JPY	26.96
	L	BillerudKorsnäs	105.900	8/12	0.95	104.400		87.950	16.450	18.70	SEK	22.66
	L	EDP Renováveis	14.010	8/12	-0.92	5.518		4.720	0.798	16.91	EUR	21.56
	L	First Solar	219.230	8/12	3.51	69.915		57.750	12.165	21.06	USD	20.43
		Coloplast	884.400	8/12	0.25	486.000		440.300	45.700	10.38	DKK	19.61
	S	Union Pacific	236.750	8/12	-0.32	107.040		89.805	17.235	19.19	USD	19.49
		Smith and Nephew	1,156.000	8/12	-0.86	1,080.000		960.000	120.000	12.50	GBP	18.99
	S	Dassault Systèmes	33.530	8/12	-0.03	10.546		8.513	2.033	23.88	EUR	17.19
	L	Sonova	278.100	8/12	-1.52	147.100		124.800	22.300	17.87	CHF	16.24
	S	Xerox	9.710	8/12	-2.51	53.600		43.120	10.480	24.30	USD	15.65
	L	Adtalem	71.460	8/12	-0.85	43.990		41.510	2.480	5.97	USD	14.61
	L	SunPower	0.200	8/12	-4.76	36.710		34.500	2.210	6.41	USD	13.70
	L	Geberit	522.800	8/12	-0.72	313.800		270.900	42.900	15.84	CHF	12.62
		Nordex	13.140	8/12	-2.81	13.495		10.210	3.285	32.17	EUR	12.41
	S	United Utilities	988.800	8/12	-0.12	857.500		781.000	76.500	9.80	GBP	12.08
	S	CSX	33.500	8/12	-1.47	10.497		9.230	1.267	13.72	USD	11.13
	S	Pennon Group	587.500	8/12	-0.84	801.000		725.500	75.500	10.41	GBP	10.52
	L	Kurita Water	5,634.000	8/09	-9.14	2,409.000		2,147.000	262.000	12.20	JPY	10.06
	S	Medtronic	81.190	8/12	-1.04	64.950		57.600	7.350	12.76	USD	9.95
	S	Severn Trent	2,514.000	8/12	-0.63	1,966.000		1,830.000	136.000	7.43	GBP	7.61
	S	Fabege	90.150	8/12	-2.01	44.975		44.050	0.925	2.10	SEK	7.02
		Gecina	93.100	8/12	-0.64	106.000		97.400	8.600	8.83	EUR	6.74
		⇓instrument	freshest		⇓ Δday	9/15/14	⇓ Δwk	2/24/14	prc diff	⇓ Δ29	Curr	∅-RS
	S	bioMérieux	96.650	8/12	-0.67	27.303		25.867	1.437	5.55	EUR	6.66
	L	Hannon Armstrong SIC	30.210	8/12	-1.63	13.990		14.320	-0.330	-2.30	USD	4.86
	L	Lenzing	30.350	8/12	0.83	48.595		45.950	2.645	5.76	EUR	4.82
	L	California Water	52.330	8/12	-0.42	23.510		23.650	-0.140	-0.59	USD	4.57
		Ricoh	1,254.500	8/09	2.12	1,195.000		1,254.000	-59.000	-4.70	JPY	4.56
		Smurfit Kappa	35.550	8/12	-0.97	18.040		20.160	-2.120	-10.52	EUR	4.41
		Pearson	1,034.500	8/12	-0.72	1,206.000		1,099.000	107.000	9.74	GBP	3.14
	L	Ormat Technologies	71.710	8/12	-1.10	27.950		26.350	1.600	6.07	USD	2.95
	L	Henkel	78.060	8/12	0.75	82.900		81.380	1.520	1.87	EUR	2.63
		MillerKnoll	27.140	8/12	-3.49	30.375		27.990	2.385	8.52	USD	2.16
		Hannover Rück	227.400	8/12	5.23	63.200		61.850	1.350	2.18	EUR	2.12
		Steelcase	12.290	8/12	-1.76	15.680		14.750	0.930	6.31	USD	0.02
	L	Aurubis	64.400	8/12	1.02	40.020		41.470	-1.450	-3.50	EUR	-1.72
		STMicroelectronics	26.855	8/12	0.47	6.179		6.155	0.024	0.39	EUR	-2.29
		Swiss Re	104.000	8/12	0.10	75.900		83.700	-7.800	-9.32	CHF	-3.58
	S	FirstGroup	161.800	8/12	0.87	120.400		140.800	-20.400	-14.49	GBP	-5.60
	L	Rockwool	2,744.000	8/12	-0.22	863.500		1,109.000	-245.500	-22.14	DKK	-11.89
	L	Solaria Energía	11.050	8/12	1.47	0.875		1.460	-0.585	-40.07	EUR	-12.34
		Drägerwerk	45.750	8/12	0.44	73.620		97.610	-23.990	-24.58	EUR	-12.48
		Interface	16.310	8/12	-0.79	16.510		19.000	-2.490	-13.11	USD	-13.61
		Befesa	26.540	8/12	0.15						EUR	-na-
		ConvaTec	231.600	8/12	-0.17						GBP	-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	9/15/14	⇓ Δwk	2/24/14	prc diff	⇓ Δ29	Curr	∅-RS
		Signify	20.900	8/12	-0.76						EUR	-na-
GCX - 44 out of 50 instruments rated - 9/15/14 / 2/24/14 - 33 did rise, Market-Ratio(29) = 75.00 %

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	6893	days out of 6900 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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