| | |
| | |
Assessment - GCX Global Challenges in Japanese yen - 5/10/21 - RS = 29
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/10/21 |
Δwk |
10/19/20 |
prc diff |
⇓ Δ29 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
GCX PR |
358,155.884 |
8/12/24 |
-1.05 |
372,217.945 |
|
323,555.904 |
48,662.041 |
15.04 |
|
15.44 |
| |  |
 |
 |
 |
L |
 |
First Solar |
23,846.997 |
8/12/24 |
3.51 |
7,852.551 |
|
8,792.165 |
-939.614 |
-10.69 |
|
2.83 |
| |  |
 |
 |
 |
S |
 |
FirstGroup |
24,902.254 |
8/12/24 |
0.87 |
11,304.515 |
|
6,633.673 |
4,670.842 |
70.41 |
|
45.25 |
| |  |
 |
 |
 |
L |
 |
Adtalem |
7,773.144 |
8/12/24 |
-0.85 |
4,055.175 |
|
2,773.700 |
1,281.475 |
46.20 |
|
15.98 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
30,084.793 |
8/12/24 |
5.23 |
20,030.069 |
|
16,071.480 |
3,958.589 |
24.63 |
|
12.51 |
| |  |
 |
 |
 |
|
 |
Pearson |
159,217.438 |
8/12/24 |
-0.72 |
129,621.002 |
|
73,318.107 |
56,302.895 |
76.79 |
|
51.73 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
12,575.720 |
8/12/24 |
0.10 |
10,653.086 |
|
7,960.558 |
2,692.529 |
33.82 |
|
19.10 |
| |  |
 |
 |
 |
|
 |
Interface |
1,774.139 |
8/12/24 |
-0.79 |
1,526.129 |
|
726.094 |
800.036 |
110.18 |
|
61.99 |
| |  |
 |
 |
 |
L |
 |
Kurita Water |
5,634.000 |
8/09/24 |
-9.14 |
5,020.000 |
|
3,380.000 |
1,640.000 |
48.52 |
|
38.12 |
| |  |
 |
 |
 |
|
 |
Cdn Nat Railway |
13,699.294 |
8/12/24 |
-0.01 |
12,314.964 |
|
11,735.894 |
579.070 |
4.93 |
|
12.63 |
| |  |
 |
 |
 |
L |
 |
Ormat Technologies |
7,800.338 |
8/12/24 |
-1.10 |
7,193.367 |
|
7,696.174 |
-502.807 |
-6.53 |
|
-7.95 |
| |  |
 |
 |
 |
|
 |
Siemens Healthineers |
6,651.994 |
8/12/24 |
0.08 |
6,255.097 |
|
4,763.691 |
1,491.406 |
31.31 |
|
18.80 |
| |  |
 |
 |
 |
L |
 |
Sonova |
33,627.960 |
8/12/24 |
-1.52 |
32,140.639 |
|
28,374.264 |
3,766.375 |
13.27 |
|
24.42 |
| |  |
 |
 |
 |
S |
 |
Union Pacific |
25,752.755 |
8/12/24 |
-0.32 |
24,848.826 |
|
21,673.218 |
3,175.607 |
14.65 |
|
20.47 |
| |  |
 |
 |
 |
S |
 |
bioMérieux |
12,786.698 |
8/12/24 |
-0.67 |
12,541.945 |
|
15,537.420 |
-2,995.475 |
-19.28 |
|
-17.30 |
| |  |
 |
 |
 |
|
 |
Ricoh |
1,254.500 |
8/09/24 |
2.12 |
1,232.000 |
|
667.000 |
565.000 |
84.71 |
|
53.24 |
| |  |
 |
 |
 |
|
 |
ConvaTec |
35,645.006 |
8/12/24 |
-0.17 |
35,044.766 |
|
25,160.321 |
9,884.445 |
39.29 |
|
26.76 |
| |  |
 |
 |
 |
S |
 |
Severn Trent |
386,923.770 |
8/12/24 |
-0.63 |
384,461.248 |
|
341,129.058 |
43,332.191 |
12.70 |
|
14.55 |
| |  |
 |
 |
 |
S |
 |
United Utilities |
152,183.860 |
8/12/24 |
-0.12 |
152,060.734 |
|
119,586.816 |
32,473.918 |
27.16 |
|
20.18 |
| |  |
 |
 |
 |
S |
 |
CSX |
3,644.001 |
8/12/24 |
-1.47 |
3,740.453 |
|
2,776.861 |
963.592 |
34.70 |
|
29.08 |
| |  |
 |
 |
 |
L |
 |
Rockwool |
48,820.789 |
8/12/24 |
-0.22 |
52,734.992 |
|
45,529.596 |
7,205.396 |
15.83 |
|
40.39 |
| |  |
 |
 |
 |
|
 |
Coloplast |
15,735.097 |
8/12/24 |
0.25 |
17,144.210 |
|
16,355.940 |
788.270 |
4.82 |
|
3.48 |
| |  |
 |
 |
 |
L |
 |
California Water |
5,692.256 |
8/12/24 |
-0.42 |
6,273.121 |
|
4,811.821 |
1,461.300 |
30.37 |
|
17.92 |
| |  |
 |
 |
 |
S |
 |
Dassault Systèmes |
4,435.985 |
8/12/24 |
-0.03 |
4,910.939 |
|
3,971.916 |
939.023 |
23.64 |
|
22.02 |
| |  |
 |
 |
 |
|
 |
STMicroelectronics |
3,552.890 |
8/12/24 |
0.47 |
3,988.815 |
|
3,655.206 |
333.609 |
9.13 |
|
14.31 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/10/21 |
Δwk |
10/19/20 |
prc diff |
⇓ Δ29 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Steelcase |
1,336.859 |
8/12/24 |
-1.76 |
1,592.483 |
|
1,250.905 |
341.578 |
27.31 |
|
21.90 |
| |  |
 |
 |
 |
L |
 |
Geberit |
63,217.179 |
8/12/24 |
-0.72 |
75,309.217 |
|
63,216.192 |
12,093.025 |
19.13 |
|
22.51 |
| |  |
 |
 |
 |
L |
 |
Aurubis |
8,520.056 |
8/12/24 |
1.02 |
10,422.515 |
|
7,648.236 |
2,774.279 |
36.27 |
|
35.48 |
| |  |
 |
 |
 |
L |
 |
Henkel |
10,327.260 |
8/12/24 |
0.75 |
12,764.208 |
|
11,235.132 |
1,529.076 |
13.61 |
|
16.69 |
| |  |
 |
 |
 |
|
 |
Smurfit Kappa |
4,703.229 |
8/12/24 |
-0.97 |
5,876.722 |
|
4,364.388 |
1,512.334 |
34.65 |
|
37.64 |
| |  |
 |
 |
 |
L |
 |
EDP Renováveis |
1,853.509 |
8/12/24 |
-0.92 |
2,467.376 |
|
2,066.688 |
400.688 |
19.39 |
|
24.56 |
| |  |
 |
 |
 |
|
 |
Smith and Nephew |
177,917.215 |
8/12/24 |
-0.86 |
237,787.281 |
|
204,034.053 |
33,753.228 |
16.54 |
|
11.87 |
| |  |
 |
 |
 |
L |
 |
Solaria Energía |
1,461.904 |
8/12/24 |
1.47 |
2,016.237 |
|
2,152.386 |
-136.149 |
-6.33 |
|
5.23 |
| |  |
 |
 |
 |
|
 |
Gecina |
12,317.037 |
8/12/24 |
-0.64 |
17,238.560 |
|
13,450.860 |
3,787.700 |
28.16 |
|
18.39 |
| |  |
 |
 |
 |
S |
 |
Fabege |
1,179.022 |
8/12/24 |
-2.01 |
1,753.820 |
|
1,454.408 |
299.412 |
20.59 |
|
21.13 |
| |  |
 |
 |
 |
|
 |
Nordex |
1,738.409 |
8/12/24 |
-2.81 |
2,661.856 |
|
1,684.152 |
977.704 |
58.05 |
|
56.09 |
| |  |
 |
 |
 |
S |
 |
Medtronic |
8,831.536 |
8/12/24 |
-1.04 |
13,803.694 |
|
11,432.027 |
2,371.667 |
20.75 |
|
20.48 |
| |  |
 |
 |
 |
L |
 |
Hannon Armstrong SIC |
3,286.128 |
8/12/24 |
-1.63 |
5,256.064 |
|
4,664.284 |
591.780 |
12.69 |
|
13.42 |
| |  |
 |
 |
 |
L |
 |
BillerudKorsnäs |
1,385.008 |
8/12/24 |
0.95 |
2,245.570 |
|
1,780.932 |
464.638 |
26.09 |
|
27.04 |
| |  |
 |
 |
 |
|
 |
Drägerwerk |
6,052.679 |
8/12/24 |
0.44 |
9,962.115 |
|
8,867.880 |
1,094.235 |
12.34 |
|
13.42 |
| |  |
 |
 |
 |
|
 |
MillerKnoll |
2,952.185 |
8/12/24 |
-3.49 |
4,915.595 |
|
3,599.908 |
1,315.686 |
36.55 |
|
50.97 |
| |  |
 |
 |
 |
S |
 |
Konica Minolta |
359.300 |
8/09/24 |
2.75 |
638.000 |
|
258.000 |
380.000 |
147.29 |
|
65.45 |
| |  |
 |
 |
 |
S |
 |
Pennon Group |
90,420.730 |
8/12/24 |
-0.84 |
161,295.191 |
|
137,711.008 |
23,584.183 |
17.13 |
|
13.08 |
| |  |
 |
 |
 |
L |
 |
Ørsted |
7,428.090 |
8/12/24 |
0.63 |
15,382.818 |
|
17,040.219 |
-1,657.400 |
-9.73 |
|
-2.98 |
| |  |
 |
 |
 |
|
 |
Befesa |
3,511.215 |
8/12/24 |
0.15 |
7,885.020 |
|
4,396.680 |
3,488.340 |
79.34 |
|
56.34 |
| |  |
 |
 |
 |
|
 |
Signify |
2,765.049 |
8/12/24 |
-0.76 |
6,662.578 |
|
4,494.798 |
2,167.780 |
48.23 |
|
75.50 |
| |  |
 |
 |
 |
L |
 |
Scatec |
1,117.272 |
8/12/24 |
-1.46 |
2,717.903 |
|
2,810.929 |
-93.027 |
-3.31 |
|
7.73 |
| |  |
 |
 |
 |
S |
 |
Xerox |
1,056.216 |
8/12/24 |
-2.51 |
2,625.856 |
|
2,078.167 |
547.689 |
26.35 |
|
22.48 |
| |  |
 |
 |
 |
S |
 |
Intel |
2,105.906 |
8/12/24 |
-1.78 |
6,088.202 |
|
5,751.844 |
336.358 |
5.85 |
|
5.43 |
| |  |
 |
 |
 |
L |
 |
Lenzing |
4,015.275 |
8/12/24 |
0.83 |
15,002.707 |
|
6,893.100 |
8,109.607 |
117.65 |
|
96.85 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/10/21 |
Δwk |
10/19/20 |
prc diff |
⇓ Δ29 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
SunPower |
21.755 |
8/12/24 |
-4.76 |
2,332.161 |
|
1,846.323 |
485.838 |
26.31 |
|
48.56 |
| GCX - 50 out of 50 instruments rated - 5/10/21 / 10/19/20 - 44 did rise, Market-Ratio(29) in JPY = 88.00 % |
Technical Chart
Transactions GCX Global Challenges in Japanese yen * A29 - 86/76 (1)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | | 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 |
12 |
|
823.531 |
2,195.703 |
|
1,372.172 |
167 |
26,466 |
1,189 |
|
| short |
5/29/06 |
12/11/06 |
196 |
 |
 |
 |
Intel |
100 |
13 |
|
2,006.841 |
2,407.866 |
1,605.816 |
-401.025 |
-20 |
21,253 |
-34 |
|
| long |
12/11/06 |
6/11/07 |
182 |
 |
 |
 |
Vestas Wind Systems |
100 |
21 |
|
970.174 |
1,624.533 |
|
654.359 |
67 |
34,994 |
181 |
|
| short |
6/11/07 |
8/24/09 |
805 |
 |
 |
 |
AMD |
100 |
20 |
|
1,693.269 |
377.497 |
7,595.187 |
5,901.918 |
349 |
153,033 |
97 |
|
| long |
8/24/09 |
12/21/09 |
119 |
 |
 |
 |
Renault |
100 |
33 |
|
4,592.408 |
4,500.590 |
|
-91.818 |
-2 |
150,003 |
-6 |
|
| short |
12/21/09 |
2/27/12 |
798 |
 |
 |
 |
REC Silicon |
100 |
32 |
|
4,668.049 |
536.241 |
40,635.972 |
35,967.923 |
771 |
1,300,976 |
169 |
|
| long |
2/27/12 |
4/23/12 |
56 |
 |
 |
 |
CA |
100 |
592 |
|
2,195.317 |
2,157.647 |
|
-37.670 |
-2 |
1,278,676 |
-11 |
|
| short |
4/23/12 |
2/11/13 |
294 |
 |
 |
 |
REC Silicon |
100 |
3,410 |
|
374.869 |
127.160 |
1,105.124 |
730.254 |
195 |
3,768,843 |
283 |
|
| long |
2/11/13 |
11/25/13 |
287 |
 |
 |
 |
SunPower |
100 |
4,309 |
|
874.503 |
2,997.314 |
|
2,122.811 |
243 |
12,916,033 |
379 |
|
| short |
11/25/13 |
1/06/14 |
42 |
 |
 |
 |
Aurubis |
100 |
2,216 |
|
5,827.622 |
6,228.051 |
5,427.193 |
-400.429 |
-7 |
12,028,683 |
-46 |
|
| long |
1/06/14 |
2/03/14 |
28 |
 |
 |
 |
Vestas Wind Systems |
100 |
16,972 |
|
708.712 |
654.710 |
|
-54.002 |
-8 |
11,112,161 |
-64 |
|
| short |
2/03/14 |
3/03/14 |
28 |
 |
 |
 |
Aurubis |
100 |
2,002 |
|
5,550.223 |
5,417.345 |
5,686.361 |
136.137 |
2 |
11,384,708 |
37 |
|
| long |
3/03/14 |
4/14/14 |
42 |
 |
 |
 |
Vestas Wind Systems |
100 |
16,329 |
|
697.170 |
822.937 |
|
125.767 |
18 |
13,438,359 |
323 |
|
| short |
4/14/14 |
4/28/14 |
14 |
 |
 |
 |
EJR |
100 |
556,299 |
|
24.157 |
24.377 |
23.937 |
-0.220 |
-1 |
13,315,973 |
-21 |
|
| long |
4/28/14 |
5/19/14 |
21 |
 |
 |
 |
Vestas Wind Systems |
100 |
15,224 |
|
874.628 |
981.773 |
|
107.145 |
12 |
14,947,148 |
645 |
|
| short |
5/19/14 |
3/02/15 |
287 |
 |
 |
 |
Energy Recovery |
100 |
31,963 |
|
467.629 |
413.283 |
529.121 |
61.492 |
13 |
16,912,616 |
17 |
|
| long |
3/02/15 |
6/01/15 |
91 |
 |
 |
 |
Shimano |
100 |
90,456 |
|
186.970 |
176.950 |
|
-10.020 |
-5 |
16,006,247 |
-20 |
|
| short |
6/01/15 |
10/05/20 |
1953 |
 |
 |
 |
REC Silicon |
100 |
63,361 |
|
252.617 |
57.861 |
1,102.902 |
850.285 |
337 |
69,881,160 |
32 |
|
| long |
10/05/20 |
11/02/20 |
28 |
 |
 |
 |
SunPower |
100 |
42,487 |
|
1,644.746 |
1,765.665 |
|
120.919 |
7 |
75,018,650 |
152 |
|
| short |
11/02/20 |
4/05/21 |
154 |
 |
 |
 |
Konica Minolta |
100 |
26,602,358 |
|
2.820 |
5.870 |
0.000 |
-2.820 |
-100 |
0 |
-100 |
|
| long |
4/05/21 |
6/21/21 |
77 |
 |
 |
 |
REC Silicon |
100 |
0 |
|
248.711 |
228.694 |
|
-20.016 |
-8 |
0 |
0 |
|
| short |
6/21/21 |
5/13/24 |
1057 |
 |
 |
 |
bioMérieux |
100 |
0 |
|
12,055.966 |
16,354.588 |
7,757.344 |
-4,298.622 |
-36 |
0 |
0 |
|
| long |
5/13/24 |
5/27/24 |
14 |
 |
 |
 |
Interface |
100 |
0 |
|
2,489.208 |
2,454.154 |
|
-35.054 |
-1 |
0 |
0 |
|
| short |
5/27/24 |
8/12/24 |
77 |
 |
 |
 |
SunPower |
100 |
0 |
|
457.607 |
32.315 |
6,480.121 |
6,022.514 |
1,316 |
0 |
0 |
|
| accum | 1/09/06 |
8/12/24 | 7430 |
days out of 7437 invested (100%) |
-100 |
0 |
-40 |
|
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 | 4,668.05 | 536.24 | 40,635.97 | 35,967.92 | 770.51 | | | |
| | short | 4/23/12 | 2/11/13 | 294 | 374.87 | 127.16 | 1,105.12 | 730.25 | 194.80 | | | |
| | short | 6/01/15 | 10/05/20 | 1953 | 252.62 | 57.86 | 1,102.90 | 850.29 | 336.59 | | | |
| | long | 4/05/21 | 6/21/21 | 77 | 248.71 | 228.69 | | -20.02 | -8.05 | | | 10,202.47 |
| SunPower | long | 2/11/13 | 11/25/13 | 287 | 874.50 | 2,997.31 | | 2,122.81 | 242.74 | | | |
| | long | 10/05/20 | 11/02/20 | 28 | 1,644.75 | 1,765.66 | | 120.92 | 7.35 | | | |
| | short | 5/27/24 | 8/12/24 | 77 | 457.61 | 32.31 | 6,480.12 | 6,022.51 | 1,316.09 | | | 5,110.39 |
| AMD | short | 6/11/07 | 8/24/09 | 805 | 1,693.27 | 377.50 | 7,595.19 | 5,901.92 | 348.55 | | | 348.55 |
| Nordex | long | 1/09/06 | 5/29/06 | 140 | 823.53 | 2,195.70 | | 1,372.17 | 166.62 | | | 166.62 |
| Vestas Wind Systems | long | 12/11/06 | 6/11/07 | 182 | 970.17 | 1,624.53 | | 654.36 | 67.45 | | | |
| | long | 1/06/14 | 2/03/14 | 28 | 708.71 | 654.71 | | -54.00 | -7.62 | | | |
| | long | 3/03/14 | 4/14/14 | 42 | 697.17 | 822.94 | | 125.77 | 18.04 | | | |
| | long | 4/28/14 | 5/19/14 | 21 | 874.63 | 981.77 | | 107.14 | 12.25 | | | 104.96 |
| Energy Recovery | short | 5/19/14 | 3/02/15 | 287 | 467.63 | 413.28 | 529.12 | 61.49 | 13.15 | | | 13.15 |
| 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 | 2,489.21 | 2,454.15 | | -35.05 | -1.41 | | | -1.41 |
| CA | long | 2/27/12 | 4/23/12 | 56 | 2,195.32 | 2,157.65 | | -37.67 | -1.72 | | | -1.72 |
| Renault | long | 8/24/09 | 12/21/09 | 119 | 4,592.41 | 4,500.59 | | -91.82 | -2.00 | | | -2.00 |
| Aurubis | short | 11/25/13 | 1/06/14 | 42 | 5,827.62 | 6,228.05 | 5,427.19 | -400.43 | -6.87 | | | |
| | short | 2/03/14 | 3/03/14 | 28 | 5,550.22 | 5,417.34 | 5,686.36 | 136.14 | 2.45 | | | -4.59 |
| Shimano | long | 3/02/15 | 6/01/15 | 91 | 186.97 | 176.95 | | -10.02 | -5.36 | | | -5.36 |
| Intel | short | 5/29/06 | 12/11/06 | 196 | 2,006.84 | 2,407.87 | 1,605.82 | -401.03 | -19.98 | | | -19.98 |
| bioMérieux | short | 6/21/21 | 5/13/24 | 1057 | 12,055.97 | 16,354.59 | 7,757.34 | -4,298.62 | -35.66 | | | -35.66 |
| 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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