| |
| |
Assessment - GCX Global Challenges - 10/17/16 - RS = 29
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
10/17/16 |
⇓ Δwk |
3/28/16 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| | |
|
|
|
|
|
GCX PR |
2,964.620 |
Fri |
0.27 |
1,598.380 |
|
1,529.410 |
68.970 |
4.51 |
EUR |
3.52 |
| | |
|
|
|
L |
|
Lenzing |
34.750 |
Fri |
-1.56 |
112.850 |
|
72.370 |
40.480 |
55.93 |
EUR |
49.70 |
| | |
|
|
|
S |
|
STMicroelectronics |
37.655 |
Fri |
0.15 |
7.349 |
|
4.900 |
2.449 |
49.98 |
EUR |
27.88 |
| | |
|
|
|
|
|
Solaria Energía |
11.160 |
Fri |
1.45 |
0.805 |
|
0.620 |
0.185 |
29.84 |
EUR |
21.03 |
| | |
|
|
|
|
|
bioMérieux |
99.300 |
Fri |
0.05 |
45.667 |
|
33.260 |
12.407 |
37.30 |
EUR |
20.17 |
| | |
|
|
|
L |
|
California Water |
53.150 |
Fri |
0.89 |
32.110 |
|
25.920 |
6.190 |
23.88 |
USD |
18.60 |
| | |
|
|
|
|
|
CSX |
34.380 |
Fri |
-0.35 |
10.337 |
|
8.540 |
1.797 |
21.04 |
USD |
17.45 |
| | |
|
|
|
|
|
Geberit |
550.600 |
Fri |
0.18 |
423.900 |
|
353.700 |
70.200 |
19.85 |
CHF |
16.77 |
| | |
|
|
|
L |
|
Ormat Technologies |
70.290 |
Fri |
1.97 |
47.300 |
|
40.240 |
7.060 |
17.54 |
USD |
16.34 |
| | |
|
|
|
L |
|
Henkel |
82.280 |
Fri |
-0.29 |
118.300 |
|
96.800 |
21.500 |
22.21 |
EUR |
14.53 |
| | |
|
|
|
|
|
Union Pacific |
247.400 |
Fri |
0.32 |
96.770 |
|
78.810 |
17.960 |
22.79 |
USD |
14.43 |
| | |
|
|
|
S |
|
Intel |
29.850 |
Fri |
-0.80 |
37.290 |
|
31.900 |
5.390 |
16.90 |
USD |
13.65 |
| | |
|
|
|
L |
|
Hannon Armstrong SIC |
32.080 |
Fri |
-1.50 |
21.830 |
|
18.130 |
3.700 |
20.41 |
USD |
11.61 |
| | |
|
|
|
|
|
BillerudKorsnäs |
93.700 |
Fri |
1.57 |
154.200 |
|
134.800 |
19.400 |
14.39 |
SEK |
11.51 |
| | |
|
|
|
|
|
Cdn Nat Railway |
174.210 |
Fri |
0.09 |
87.060 |
|
80.320 |
6.740 |
8.39 |
CAD |
10.28 |
| | |
|
|
|
|
|
Gecina |
100.000 |
Fri |
-0.30 |
131.500 |
|
116.850 |
14.650 |
12.54 |
EUR |
7.86 |
| | |
|
|
|
L |
|
Rockwool |
2,576.000 |
Wed |
-0.08 |
1,167.000 |
|
1,013.000 |
154.000 |
15.20 |
DKK |
7.58 |
| | |
|
|
|
S |
|
Dassault Systèmes |
38.160 |
Fri |
0.21 |
15.116 |
|
13.778 |
1.338 |
9.71 |
EUR |
6.17 |
| | |
|
|
|
L |
|
Aurubis |
71.300 |
Fri |
1.78 |
49.410 |
|
43.170 |
6.240 |
14.45 |
EUR |
5.84 |
| | |
|
|
|
S |
|
Fabege |
89.200 |
Fri |
-1.33 |
73.150 |
|
67.150 |
6.000 |
8.94 |
SEK |
5.15 |
| | |
|
|
|
S |
|
Smith and Nephew |
1,004.500 |
Fri |
0.30 |
1,229.370 |
|
1,119.000 |
110.370 |
9.86 |
GBP |
5.04 |
| | |
|
|
|
|
|
FirstGroup |
169.900 |
Fri |
1.07 |
105.100 |
|
93.650 |
11.450 |
12.23 |
GBP |
4.86 |
| | |
|
|
|
|
|
Sonova |
270.300 |
Fri |
1.31 |
133.800 |
|
118.500 |
15.300 |
12.91 |
CHF |
4.28 |
| | |
|
|
|
S |
|
Medtronic |
82.840 |
Fri |
0.10 |
82.570 |
|
73.980 |
8.590 |
11.61 |
USD |
3.43 |
| | |
|
|
|
|
|
EDP Renováveis |
14.610 |
Fri |
1.81 |
6.969 |
|
6.730 |
0.239 |
3.55 |
EUR |
3.26 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
10/17/16 |
⇓ Δwk |
3/28/16 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| | |
|
|
|
|
|
Severn Trent |
2,587.000 |
Fri |
-0.73 |
2,320.000 |
|
2,140.000 |
180.000 |
8.41 |
GBP |
3.24 |
| | |
|
|
|
|
|
Drägerwerk |
49.100 |
Fri |
1.55 |
61.750 |
|
58.130 |
3.620 |
6.23 |
EUR |
1.21 |
| | |
|
|
|
L |
|
Kurita Water |
6,748.000 |
Fri |
8.14 |
2,455.000 |
|
2,523.000 |
-68.000 |
-2.70 |
JPY |
-0.52 |
| | |
|
|
|
|
|
Swiss Re |
106.050 |
Fri |
2.46 |
88.050 |
|
88.350 |
-0.300 |
-0.34 |
CHF |
-0.57 |
| | |
|
|
|
|
|
Pennon Group |
713.500 |
Fri |
-0.97 |
832.500 |
|
811.000 |
21.500 |
2.65 |
GBP |
-1.65 |
| | |
|
|
|
|
|
Hannover Rück |
237.300 |
Fri |
1.67 |
95.390 |
|
100.800 |
-5.410 |
-5.37 |
EUR |
-1.95 |
| | |
|
|
|
L |
|
United Utilities |
1,094.500 |
Fri |
-0.68 |
935.000 |
|
919.000 |
16.000 |
1.74 |
GBP |
-2.18 |
| | |
|
|
|
S |
|
Xerox |
13.540 |
Fri |
-0.51 |
38.280 |
|
42.680 |
-4.400 |
-10.31 |
USD |
-3.09 |
| | |
|
|
|
|
|
Benesse |
2,591.000 |
Fri |
|
2,717.000 |
|
3,436.000 |
-719.000 |
-20.93 |
JPY |
-4.80 |
| | |
|
|
|
L |
|
Interface |
16.220 |
Fri |
1.95 |
16.550 |
|
17.860 |
-1.310 |
-7.33 |
USD |
-4.99 |
| | |
|
|
|
L |
|
Nordex |
14.360 |
Fri |
0.84 |
24.970 |
|
22.780 |
2.190 |
9.61 |
EUR |
-5.67 |
| | |
|
|
|
|
|
Coloplast |
845.200 |
Wed |
0.33 |
480.900 |
|
492.400 |
-11.500 |
-2.34 |
DKK |
-5.96 |
| | |
|
|
|
L |
|
Konica Minolta |
541.800 |
Fri |
3.08 |
895.000 |
|
972.000 |
-77.000 |
-7.92 |
JPY |
-7.19 |
| | |
|
|
|
|
|
Pearson |
997.600 |
Fri |
-0.24 |
762.500 |
|
883.000 |
-120.500 |
-13.65 |
GBP |
-7.77 |
| | |
|
|
|
|
|
MillerKnoll |
27.330 |
Fri |
-0.29 |
27.490 |
|
30.080 |
-2.590 |
-8.61 |
USD |
-7.91 |
| | |
|
|
|
|
|
Steelcase |
13.150 |
Fri |
|
13.600 |
|
14.650 |
-1.050 |
-7.17 |
USD |
-8.73 |
| | |
|
|
|
L |
|
Smurfit Kappa |
43.750 |
Fri |
-0.02 |
19.700 |
|
22.590 |
-2.890 |
-12.79 |
EUR |
-12.49 |
| | |
|
|
|
L |
|
Ricoh |
1,297.500 |
Fri |
-0.76 |
915.000 |
|
1,149.000 |
-234.000 |
-20.37 |
JPY |
-12.61 |
| | |
|
|
|
L |
|
Scatec |
79.250 |
Fri |
-0.31 |
30.600 |
|
40.000 |
-9.400 |
-23.50 |
NOK |
-16.21 |
| | |
|
|
|
L |
|
First Solar |
191.050 |
Fri |
-1.32 |
39.300 |
|
68.400 |
-29.100 |
-42.54 |
USD |
-24.23 |
| | |
|
|
|
L |
|
SunPower |
2.300 |
Fri |
-2.95 |
8.500 |
|
21.940 |
-13.440 |
-61.26 |
USD |
-49.60 |
| | |
|
|
|
|
|
Befesa |
29.420 |
Fri |
|
|
|
|
|
|
EUR |
-na- |
| | |
|
|
|
|
|
ConvaTec |
262.000 |
Fri |
0.08 |
|
|
|
|
|
GBP |
-na- |
| | |
|
|
|
L |
|
Ørsted |
431.100 |
Wed |
-0.44 |
265.300 |
|
|
|
|
DKK |
-na- |
| | |
|
|
|
|
|
Siemens Healthineers |
52.580 |
Fri |
0.19 |
|
|
|
|
|
EUR |
-na- |
| |
|
⇓instrument |
freshest |
⇓ Δday |
10/17/16 |
⇓ Δwk |
3/28/16 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| | |
|
|
|
S |
|
Signify |
27.180 |
Fri |
|
23.745 |
|
|
|
|
EUR |
-na- |
GCX - 45 out of 50 instruments rated - 10/17/16 / 3/28/16 - 29 did rise, Market-Ratio(29) = 64.44 % |
Technical Chart
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 |
5/10/24 |
1054 |
|
|
|
bioMérieux |
100 |
0 |
EUR |
91.820 |
99.300 |
84.340 |
-7.480 |
-8 |
2 |
0 |
|
accum | 1/09/06 |
5/10/24 | 6699 |
days out of 6706 invested (100%) |
-100 |
2 |
-37 |
|
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 |
AMD | short | 6/11/07 | 8/24/09 | 805 | 13.91 | 4.00 | 48.37 | 34.46 | 247.75 | | | 247.75 |
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 | | | 238.42 |
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 |
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 | 5/10/24 | 1054 | 91.82 | 99.30 | 84.34 | -7.48 | -8.15 | | | -8.15 |
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
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 |
|
|