| |
| |
Assessment - GCX Global Challenges - 8/31/20 - RS = 29
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/31/20 |
⇓ Δwk |
2/10/20 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
GCX PR |
2,707.170 |
8/12/24 |
-1.05 |
2,507.500 |
|
2,605.120 |
-97.620 |
-3.75 |
EUR |
9.58 |
| |  |
 |
 |
 |
L |
 |
Solaria Energía |
11.050 |
8/12/24 |
1.47 |
17.100 |
|
8.930 |
8.170 |
91.49 |
EUR |
115.23 |
| |  |
 |
 |
 |
L |
 |
Rockwool |
2,744.000 |
8/12/24 |
-0.22 |
2,370.000 |
|
1,738.000 |
632.000 |
36.36 |
DKK |
54.40 |
| |  |
 |
 |
 |
L |
 |
First Solar |
219.230 |
8/12/24 |
3.51 |
76.590 |
|
52.750 |
23.840 |
45.19 |
USD |
50.48 |
| |  |
 |
 |
 |
L |
 |
Hannon Armstrong SIC |
30.210 |
8/12/24 |
-1.63 |
42.460 |
|
36.910 |
5.550 |
15.04 |
USD |
43.39 |
| |  |
 |
 |
 |
L |
 |
Scatec |
84.600 |
8/12/24 |
-1.46 |
189.700 |
|
163.500 |
26.200 |
16.02 |
NOK |
43.03 |
| |  |
 |
 |
 |
L |
 |
SunPower |
0.200 |
8/12/24 |
-4.76 |
11.190 |
|
9.500 |
1.690 |
17.79 |
USD |
37.31 |
| |  |
 |
 |
 |
S |
 |
bioMérieux |
96.650 |
8/12/24 |
-0.67 |
127.000 |
|
92.350 |
34.650 |
37.52 |
EUR |
35.72 |
| |  |
 |
 |
 |
L |
 |
EDP Renováveis |
14.010 |
8/12/24 |
-0.92 |
14.320 |
|
12.320 |
2.000 |
16.23 |
EUR |
29.35 |
| |  |
 |
 |
 |
L |
 |
Aurubis |
64.400 |
8/12/24 |
1.02 |
60.140 |
|
52.020 |
8.120 |
15.61 |
EUR |
26.89 |
| |  |
 |
 |
 |
L |
 |
Ørsted |
417.500 |
8/12/24 |
0.63 |
882.600 |
|
729.200 |
153.400 |
21.04 |
DKK |
26.66 |
| |  |
 |
 |
 |
L |
 |
BillerudKorsnäs |
105.900 |
8/12/24 |
0.95 |
145.400 |
|
119.200 |
26.200 |
21.98 |
SEK |
23.46 |
| |  |
 |
 |
 |
|
 |
Signify |
20.900 |
8/12/24 |
-0.76 |
27.990 |
|
31.550 |
-3.560 |
-11.28 |
EUR |
19.27 |
| |  |
 |
 |
 |
|
 |
Drägerwerk |
45.750 |
8/12/24 |
0.44 |
71.000 |
|
55.200 |
15.800 |
28.62 |
EUR |
16.50 |
| |  |
 |
 |
 |
S |
 |
Union Pacific |
236.750 |
8/12/24 |
-0.32 |
192.440 |
|
184.670 |
7.770 |
4.21 |
USD |
15.94 |
| |  |
 |
 |
 |
|
 |
Coloplast |
884.400 |
8/12/24 |
0.25 |
1,058.500 |
|
929.000 |
129.500 |
13.94 |
DKK |
15.89 |
| |  |
 |
 |
 |
|
 |
Cdn Nat Railway |
152.200 |
8/12/24 |
-0.01 |
137.060 |
|
125.810 |
11.250 |
8.94 |
CAD |
15.78 |
| |  |
 |
 |
 |
|
 |
STMicroelectronics |
26.855 |
8/12/24 |
0.47 |
25.210 |
|
27.570 |
-2.360 |
-8.56 |
EUR |
14.64 |
| |  |
 |
 |
 |
|
 |
Nordex |
13.140 |
8/12/24 |
-2.81 |
10.950 |
|
12.010 |
-1.060 |
-8.83 |
EUR |
12.81 |
| |  |
 |
 |
 |
L |
 |
Kurita Water |
5,634.000 |
8/09/24 |
-9.14 |
3,320.000 |
|
3,445.000 |
-125.000 |
-3.63 |
JPY |
12.45 |
| |  |
 |
 |
 |
S |
 |
Dassault Systèmes |
33.530 |
8/12/24 |
-0.03 |
31.570 |
|
31.110 |
0.460 |
1.48 |
EUR |
11.72 |
| |  |
 |
 |
 |
S |
 |
CSX |
33.500 |
8/12/24 |
-1.47 |
25.487 |
|
26.293 |
-0.807 |
-3.07 |
USD |
11.23 |
| |  |
 |
 |
 |
|
 |
Befesa |
26.540 |
8/12/24 |
0.15 |
34.850 |
|
34.500 |
0.350 |
1.01 |
EUR |
8.72 |
| |  |
 |
 |
 |
L |
 |
Geberit |
522.800 |
8/12/24 |
-0.72 |
520.600 |
|
526.600 |
-6.000 |
-1.14 |
CHF |
8.28 |
| |  |
 |
 |
 |
S |
 |
Medtronic |
81.190 |
8/12/24 |
-1.04 |
107.470 |
|
119.380 |
-11.910 |
-9.98 |
USD |
4.97 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/31/20 |
⇓ Δwk |
2/10/20 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
Smurfit Kappa |
35.550 |
8/12/24 |
-0.97 |
29.680 |
|
35.020 |
-5.340 |
-15.25 |
EUR |
1.28 |
| |  |
 |
 |
 |
L |
 |
Sonova |
278.100 |
8/12/24 |
-1.52 |
211.100 |
|
253.400 |
-42.300 |
-16.69 |
CHF |
0.64 |
| |  |
 |
 |
 |
S |
 |
Pennon Group |
587.500 |
8/12/24 |
-0.84 |
1,006.000 |
|
1,116.000 |
-110.000 |
-9.86 |
GBP |
0.48 |
| |  |
 |
 |
 |
L |
 |
Adtalem |
71.460 |
8/12/24 |
-0.85 |
33.200 |
|
32.560 |
0.640 |
1.97 |
USD |
0.38 |
| |  |
 |
 |
 |
L |
 |
Henkel |
78.060 |
8/12/24 |
0.75 |
85.560 |
|
94.060 |
-8.500 |
-9.04 |
EUR |
-0.22 |
| |  |
 |
 |
 |
|
 |
ConvaTec |
231.600 |
8/12/24 |
-0.17 |
191.600 |
|
212.000 |
-20.400 |
-9.62 |
GBP |
-0.57 |
| |  |
 |
 |
 |
S |
 |
Severn Trent |
2,514.000 |
8/12/24 |
-0.63 |
2,332.000 |
|
2,560.000 |
-228.000 |
-8.91 |
GBP |
-1.27 |
| |  |
 |
 |
 |
|
 |
Pearson |
1,034.500 |
8/12/24 |
-0.72 |
559.400 |
|
579.200 |
-19.800 |
-3.42 |
GBP |
-4.44 |
| |  |
 |
 |
 |
|
 |
Siemens Healthineers |
50.280 |
8/12/24 |
0.08 |
38.100 |
|
40.870 |
-2.770 |
-6.78 |
EUR |
-4.60 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
227.400 |
8/12/24 |
5.23 |
142.600 |
|
186.600 |
-44.000 |
-23.58 |
EUR |
-6.61 |
| |  |
 |
 |
 |
S |
 |
United Utilities |
988.800 |
8/12/24 |
-0.12 |
831.200 |
|
988.200 |
-157.000 |
-15.89 |
GBP |
-6.70 |
| |  |
 |
 |
 |
|
 |
Smith and Nephew |
1,156.000 |
8/12/24 |
-0.86 |
1,521.500 |
|
1,866.500 |
-345.000 |
-18.48 |
GBP |
-8.71 |
| |  |
 |
 |
 |
S |
 |
Intel |
19.360 |
8/12/24 |
-1.78 |
50.950 |
|
66.390 |
-15.440 |
-23.26 |
USD |
-9.59 |
| |  |
 |
 |
 |
L |
 |
California Water |
52.330 |
8/12/24 |
-0.42 |
45.340 |
|
54.970 |
-9.630 |
-17.52 |
USD |
-9.63 |
| |  |
 |
 |
 |
|
 |
Ricoh |
1,254.500 |
8/09/24 |
2.12 |
793.000 |
|
1,196.000 |
-403.000 |
-33.70 |
JPY |
-12.29 |
| |  |
 |
 |
 |
L |
 |
Ormat Technologies |
71.710 |
8/12/24 |
-1.10 |
60.870 |
|
84.500 |
-23.630 |
-27.96 |
USD |
-12.69 |
| |  |
 |
 |
 |
|
 |
Gecina |
93.100 |
8/12/24 |
-0.64 |
115.200 |
|
175.600 |
-60.400 |
-34.40 |
EUR |
-13.30 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
104.000 |
8/12/24 |
0.10 |
72.640 |
|
112.750 |
-40.110 |
-35.57 |
CHF |
-14.75 |
| |  |
 |
 |
 |
S |
 |
Xerox |
9.710 |
8/12/24 |
-2.51 |
18.860 |
|
37.690 |
-18.830 |
-49.96 |
USD |
-19.51 |
| |  |
 |
 |
 |
S |
 |
Fabege |
90.150 |
8/12/24 |
-2.01 |
105.350 |
|
171.150 |
-65.800 |
-38.45 |
SEK |
-19.96 |
| |  |
 |
 |
 |
|
 |
MillerKnoll |
27.140 |
8/12/24 |
-3.49 |
23.830 |
|
40.800 |
-16.970 |
-41.59 |
USD |
-21.28 |
| |  |
 |
 |
 |
|
 |
Steelcase |
12.290 |
8/12/24 |
-1.76 |
10.450 |
|
19.080 |
-8.630 |
-45.23 |
USD |
-24.59 |
| |  |
 |
 |
 |
L |
 |
Lenzing |
30.350 |
8/12/24 |
0.83 |
43.450 |
|
67.050 |
-23.600 |
-35.20 |
EUR |
-26.55 |
| |  |
 |
 |
 |
|
 |
Interface |
16.310 |
8/12/24 |
-0.79 |
7.560 |
|
16.210 |
-8.650 |
-53.36 |
USD |
-30.24 |
| |  |
 |
 |
 |
S |
 |
Konica Minolta |
359.300 |
8/09/24 |
2.75 |
343.000 |
|
686.000 |
-343.000 |
-50.00 |
JPY |
-32.41 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/31/20 |
⇓ Δwk |
2/10/20 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
FirstGroup |
161.800 |
8/12/24 |
0.87 |
43.660 |
|
124.000 |
-80.340 |
-64.79 |
GBP |
-38.55 |
GCX - 50 out of 50 instruments rated - 8/31/20 / 2/10/20 - 18 did rise, Market-Ratio(29) = 36.00 % |
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 |
5/13/24 |
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 | 7115 |
days out of 7122 invested (100%) |
-100 |
2 |
-35 |
|
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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