| | |
| | |
Assessment - GCX Global Challenges - 5/07/21 - RS = 29
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/07/21 |
⇓ Δwk |
14/12/20 |
prc diff |
Δ29 |
Curr |
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
GCX PR |
2,707.170 |
12/08/24 |
-1.05 |
2,968.040 |
|
2,652.050 |
315.990 |
11.91 |
EUR |
11.04 |
| |  |
 |
 |
 |
|
 |
Interface |
16.310 |
12/08/24 |
-0.79 |
15.520 |
|
9.030 |
6.490 |
71.87 |
USD |
62.07 |
| |  |
 |
 |
 |
|
 |
Ricoh |
1,254.500 |
9/08/24 |
2.12 |
1,243.000 |
|
741.000 |
502.000 |
67.75 |
JPY |
45.45 |
| |  |
 |
 |
 |
|
 |
Signify |
20.900 |
12/08/24 |
-0.76 |
53.940 |
|
32.810 |
21.130 |
64.40 |
EUR |
50.18 |
| |  |
 |
 |
 |
L |
 |
Sonova |
278.100 |
12/08/24 |
-1.52 |
351.900 |
|
222.200 |
129.700 |
58.37 |
CHF |
47.91 |
| |  |
 |
 |
 |
S |
 |
Konica Minolta |
359.300 |
9/08/24 |
2.75 |
608.000 |
|
394.000 |
214.000 |
54.31 |
JPY |
49.27 |
| |  |
 |
 |
 |
L |
 |
Rockwool |
2,744.000 |
12/08/24 |
-0.22 |
3,150.000 |
|
2,158.000 |
992.000 |
45.97 |
DKK |
28.38 |
| |  |
 |
 |
 |
|
 |
Befesa |
26.540 |
12/08/24 |
0.15 |
66.100 |
|
48.000 |
18.100 |
37.71 |
EUR |
48.36 |
| |  |
 |
 |
 |
L |
 |
Aurubis |
64.400 |
12/08/24 |
1.02 |
83.440 |
|
61.300 |
22.140 |
36.12 |
EUR |
27.10 |
| |  |
 |
 |
 |
L |
 |
Lenzing |
30.350 |
12/08/24 |
0.83 |
104.000 |
|
76.700 |
27.300 |
35.59 |
EUR |
47.96 |
| |  |
 |
 |
 |
L |
 |
Kurita Water |
5,634.000 |
9/08/24 |
-9.14 |
5,280.000 |
|
3,915.000 |
1,365.000 |
34.87 |
JPY |
33.97 |
| |  |
 |
 |
 |
S |
 |
Dassault Systèmes |
33.530 |
12/08/24 |
-0.03 |
41.240 |
|
31.260 |
9.980 |
31.93 |
EUR |
22.80 |
| |  |
 |
 |
 |
S |
 |
FirstGroup |
161.800 |
12/08/24 |
0.87 |
87.850 |
|
66.950 |
20.900 |
31.22 |
GBP |
49.36 |
| |  |
 |
 |
 |
L |
 |
Geberit |
522.800 |
12/08/24 |
-0.72 |
691.000 |
|
527.000 |
164.000 |
31.12 |
CHF |
23.04 |
| |  |
 |
 |
 |
L |
 |
SunPower |
0.200 |
12/08/24 |
-4.76 |
28.810 |
|
21.990 |
6.820 |
31.01 |
USD |
53.71 |
| |  |
 |
 |
 |
|
 |
Siemens Healthineers |
50.280 |
12/08/24 |
0.08 |
51.980 |
|
40.455 |
11.525 |
28.49 |
EUR |
21.64 |
| |  |
 |
 |
 |
|
 |
Drägerwerk |
45.750 |
12/08/24 |
0.44 |
79.850 |
|
62.700 |
17.150 |
27.35 |
EUR |
12.60 |
| |  |
 |
 |
 |
|
 |
Pearson |
1,034.500 |
12/08/24 |
-0.72 |
828.600 |
|
662.200 |
166.400 |
25.13 |
GBP |
25.05 |
| |  |
 |
 |
 |
S |
 |
Pennon Group |
587.500 |
12/08/24 |
-0.84 |
1,178.000 |
|
947.200 |
230.800 |
24.37 |
GBP |
16.51 |
| |  |
 |
 |
 |
|
 |
MillerKnoll |
27.140 |
12/08/24 |
-3.49 |
46.940 |
|
37.930 |
9.010 |
23.75 |
USD |
38.76 |
| |  |
 |
 |
 |
|
 |
Smurfit Kappa |
35.550 |
12/08/24 |
-0.97 |
46.460 |
|
37.760 |
8.700 |
23.04 |
EUR |
27.11 |
| |  |
 |
 |
 |
L |
 |
Adtalem |
71.460 |
12/08/24 |
-0.85 |
38.610 |
|
32.130 |
6.480 |
20.17 |
USD |
15.29 |
| |  |
 |
 |
 |
L |
 |
BillerudKorsnäs |
105.900 |
12/08/24 |
0.95 |
173.000 |
|
144.400 |
28.600 |
19.81 |
SEK |
13.47 |
| |  |
 |
 |
 |
|
 |
ConvaTec |
231.600 |
12/08/24 |
-0.17 |
244.600 |
|
208.800 |
35.800 |
17.15 |
GBP |
21.64 |
| |  |
 |
 |
 |
|
 |
Steelcase |
12.290 |
12/08/24 |
-1.76 |
14.700 |
|
12.840 |
1.860 |
14.49 |
USD |
15.81 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/07/21 |
⇓ Δwk |
14/12/20 |
prc diff |
Δ29 |
Curr |
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
Union Pacific |
236.750 |
12/08/24 |
-0.32 |
224.720 |
|
198.000 |
26.720 |
13.49 |
USD |
10.37 |
| |  |
 |
 |
 |
S |
 |
Medtronic |
81.190 |
12/08/24 |
-1.04 |
126.830 |
|
111.970 |
14.860 |
13.27 |
USD |
12.70 |
| |  |
 |
 |
 |
S |
 |
Fabege |
90.150 |
12/08/24 |
-2.01 |
142.950 |
|
126.600 |
16.350 |
12.91 |
SEK |
16.19 |
| |  |
 |
 |
 |
S |
 |
Intel |
19.360 |
12/08/24 |
-1.78 |
56.760 |
|
50.470 |
6.290 |
12.46 |
USD |
5.19 |
| |  |
 |
 |
 |
S |
 |
Severn Trent |
2,514.000 |
12/08/24 |
-0.63 |
2,563.000 |
|
2,310.000 |
253.000 |
10.95 |
GBP |
6.85 |
| |  |
 |
 |
 |
S |
 |
CSX |
33.500 |
12/08/24 |
-1.47 |
32.580 |
|
29.640 |
2.940 |
9.92 |
USD |
12.80 |
| |  |
 |
 |
 |
|
 |
Coloplast |
884.400 |
12/08/24 |
0.25 |
1,028.500 |
|
936.200 |
92.300 |
9.86 |
DKK |
5.51 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
227.400 |
12/08/24 |
5.23 |
144.950 |
|
132.100 |
12.850 |
9.73 |
EUR |
2.02 |
| |  |
 |
 |
 |
|
 |
STMicroelectronics |
26.855 |
12/08/24 |
0.47 |
31.760 |
|
28.950 |
2.810 |
9.71 |
EUR |
8.19 |
| |  |
 |
 |
 |
L |
 |
California Water |
52.330 |
12/08/24 |
-0.42 |
56.810 |
|
52.250 |
4.560 |
8.73 |
USD |
9.76 |
| |  |
 |
 |
 |
S |
 |
United Utilities |
988.800 |
12/08/24 |
-0.12 |
1,000.000 |
|
931.800 |
68.200 |
7.32 |
GBP |
9.37 |
| |  |
 |
 |
 |
S |
 |
Xerox |
9.710 |
12/08/24 |
-2.51 |
24.030 |
|
22.740 |
1.290 |
5.67 |
USD |
12.65 |
| |  |
 |
 |
 |
L |
 |
First Solar |
219.230 |
12/08/24 |
3.51 |
90.820 |
|
86.590 |
4.230 |
4.89 |
USD |
15.03 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
104.000 |
12/08/24 |
0.10 |
84.400 |
|
80.580 |
3.820 |
4.74 |
CHF |
5.22 |
| |  |
 |
 |
 |
L |
 |
EDP Renováveis |
14.010 |
12/08/24 |
-0.92 |
19.690 |
|
18.940 |
0.750 |
3.96 |
EUR |
13.83 |
| |  |
 |
 |
 |
|
 |
Smith and Nephew |
1,156.000 |
12/08/24 |
-0.86 |
1,586.500 |
|
1,528.000 |
58.500 |
3.83 |
GBP |
5.54 |
| |  |
 |
 |
 |
|
 |
Gecina |
93.100 |
12/08/24 |
-0.64 |
129.650 |
|
126.000 |
3.650 |
2.90 |
EUR |
8.79 |
| |  |
 |
 |
 |
L |
 |
Hannon Armstrong SIC |
30.210 |
12/08/24 |
-1.63 |
57.790 |
|
56.300 |
1.490 |
2.65 |
USD |
20.01 |
| |  |
 |
 |
 |
L |
 |
Henkel |
78.060 |
12/08/24 |
0.75 |
89.200 |
|
88.560 |
0.640 |
0.72 |
EUR |
-0.50 |
| |  |
 |
 |
 |
|
 |
Cdn Nat Railway |
152.200 |
12/08/24 |
-0.01 |
131.040 |
|
139.630 |
-8.590 |
-6.15 |
CAD |
-4.68 |
| |  |
 |
 |
 |
L |
 |
Ormat Technologies |
71.710 |
12/08/24 |
-1.10 |
69.690 |
|
76.110 |
-6.420 |
-8.44 |
USD |
-5.10 |
| |  |
 |
 |
 |
|
 |
Nordex |
13.140 |
12/08/24 |
-2.81 |
17.420 |
|
19.460 |
-2.040 |
-10.48 |
EUR |
8.91 |
| |  |
 |
 |
 |
L |
 |
Ørsted |
417.500 |
12/08/24 |
0.63 |
916.000 |
|
1,076.000 |
-160.000 |
-14.87 |
DKK |
-5.98 |
| |  |
 |
 |
 |
L |
 |
Solaria Energía |
11.050 |
12/08/24 |
1.47 |
15.780 |
|
19.690 |
-3.910 |
-19.86 |
EUR |
-7.45 |
| |  |
 |
 |
 |
L |
 |
Scatec |
84.600 |
12/08/24 |
-1.46 |
235.600 |
|
300.400 |
-64.800 |
-21.57 |
NOK |
4.05 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/07/21 |
⇓ Δwk |
14/12/20 |
prc diff |
Δ29 |
Curr |
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
bioMérieux |
96.650 |
12/08/24 |
-0.67 |
93.600 |
|
119.700 |
-26.100 |
-21.80 |
EUR |
-19.22 |
| GCX - 50 out of 50 instruments rated - 5/07/21 / 14/12/20 - 43 did rise, Market-Ratio(29) = 86.00 % |
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 | |
| 2/01/06 |
9/01/06 |
7 |
|
- cash - |
| long |
9/01/06 |
29/05/06 |
140 |
 |
 |
 |
Nordex |
100 |
1,689 |
EUR |
5.920 |
15.300 |
|
9.380 |
158 |
25,843 |
1,089 |
|
| short |
29/05/06 |
11/12/06 |
196 |
 |
 |
 |
Intel |
100 |
1,451 |
USD |
17.810 |
20.700 |
14.920 |
-2.890 |
-16 |
21,649 |
-28 |
|
| long |
11/12/06 |
11/06/07 |
182 |
 |
 |
 |
Vestas Wind Systems |
100 |
459 |
DKK |
47.100 |
74.300 |
|
27.200 |
58 |
34,134 |
149 |
|
| short |
11/06/07 |
24/08/09 |
805 |
 |
 |
 |
AMD |
100 |
2,453 |
USD |
13.910 |
4.000 |
48.372 |
34.462 |
248 |
118,670 |
76 |
|
| long |
24/08/09 |
21/12/09 |
119 |
 |
 |
 |
Renault |
100 |
3,493 |
EUR |
33.965 |
34.700 |
|
0.735 |
2 |
121,237 |
7 |
|
| short |
21/12/09 |
27/02/12 |
798 |
 |
 |
 |
REC Silicon |
100 |
401 |
NOK |
301.800 |
36.800 |
2,475.088 |
2,173.288 |
720 |
992,725 |
162 |
|
| long |
27/02/12 |
23/04/12 |
56 |
 |
 |
 |
CA |
100 |
36,713 |
USD |
27.040 |
26.450 |
|
-0.590 |
-2 |
971,065 |
-13 |
|
| short |
23/04/12 |
11/02/13 |
294 |
 |
 |
 |
REC Silicon |
100 |
36,922 |
NOK |
26.300 |
7.600 |
91.012 |
64.712 |
246 |
3,360,354 |
367 |
|
| long |
11/02/13 |
25/11/13 |
287 |
 |
 |
 |
SunPower |
100 |
355,969 |
USD |
9.440 |
29.510 |
|
20.070 |
213 |
10,504,652 |
326 |
|
| short |
25/11/13 |
6/01/14 |
42 |
 |
 |
 |
Aurubis |
100 |
247,897 |
EUR |
42.375 |
43.845 |
40.905 |
-1.470 |
-3 |
10,140,243 |
-26 |
|
| long |
6/01/14 |
3/02/14 |
28 |
 |
 |
 |
Vestas Wind Systems |
100 |
272,440 |
DKK |
37.220 |
35.740 |
|
-1.480 |
-4 |
9,737,032 |
-41 |
|
| short |
3/02/14 |
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 |
14/04/14 |
42 |
 |
 |
 |
Vestas Wind Systems |
100 |
272,302 |
DKK |
37.340 |
43.660 |
|
6.320 |
17 |
11,888,736 |
289 |
|
| short |
14/04/14 |
28/04/14 |
14 |
 |
 |
 |
EJR |
100 |
492,150 |
JPY |
24.157 |
24.377 |
23.937 |
-0.220 |
-1 |
11,780,463 |
-21 |
|
| long |
28/04/14 |
19/05/14 |
21 |
 |
 |
 |
Vestas Wind Systems |
100 |
256,097 |
DKK |
46.000 |
52.820 |
|
6.820 |
15 |
13,527,044 |
1,006 |
|
| short |
19/05/14 |
2/03/15 |
287 |
 |
 |
 |
Energy Recovery |
100 |
2,947,068 |
USD |
4.590 |
3.440 |
6.124 |
1.534 |
33 |
18,049,025 |
44 |
|
| long |
2/03/15 |
1/06/15 |
91 |
 |
 |
 |
Shimano |
100 |
96,534 |
JPY |
186.970 |
176.950 |
|
-10.020 |
-5 |
17,081,755 |
-20 |
|
| short |
1/06/15 |
5/10/20 |
1953 |
 |
 |
 |
REC Silicon |
100 |
1,060,319 |
NOK |
16.110 |
5.040 |
51.495 |
35.385 |
220 |
54,600,612 |
24 |
|
| long |
5/10/20 |
2/11/20 |
28 |
 |
 |
 |
SunPower |
100 |
3,509,036 |
USD |
15.560 |
16.845 |
|
1.285 |
8 |
59,109,723 |
181 |
|
| short |
2/11/20 |
5/04/21 |
154 |
 |
 |
 |
Konica Minolta |
100 |
20,960,894 |
JPY |
2.820 |
5.870 |
0.000 |
-2.820 |
-100 |
2 |
-100 |
|
| long |
5/04/21 |
21/06/21 |
77 |
 |
 |
 |
REC Silicon |
100 |
0 |
NOK |
19.200 |
17.800 |
|
-1.400 |
-7 |
2 |
0 |
|
| short |
21/06/21 |
13/05/24 |
1057 |
 |
 |
 |
bioMérieux |
100 |
0 |
EUR |
91.820 |
97.000 |
86.640 |
-5.180 |
-6 |
2 |
0 |
|
| long |
13/05/24 |
27/05/24 |
14 |
 |
 |
 |
Interface |
100 |
0 |
USD |
15.940 |
15.660 |
|
-0.280 |
-2 |
2 |
0 |
|
| short |
27/05/24 |
12/08/24 |
77 |
 |
 |
 |
SunPower |
100 |
0 |
USD |
2.920 |
0.200 |
42.632 |
39.712 |
1,360 |
2 |
0 |
|
| accum | 9/01/06 |
12/08/24 | 7306 |
days out of 7313 invested (100%) |
-100 |
2 |
-34 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| REC Silicon | short | 21/12/09 | 27/02/12 | 798 | 301.80 | 36.80 | 2,475.09 | 2,173.29 | 720.11 | | | |
| | short | 23/04/12 | 11/02/13 | 294 | 26.30 | 7.60 | 91.01 | 64.71 | 246.05 | | | |
| | short | 1/06/15 | 5/10/20 | 1953 | 16.11 | 5.04 | 51.49 | 35.38 | 219.64 | | | |
| | long | 5/04/21 | 21/06/21 | 77 | 19.20 | 17.80 | | -1.40 | -7.29 | | | 8,310.03 |
| SunPower | long | 11/02/13 | 25/11/13 | 287 | 9.44 | 29.51 | | 20.07 | 212.61 | | | |
| | long | 5/10/20 | 2/11/20 | 28 | 15.56 | 16.85 | | 1.29 | 8.26 | | | |
| | short | 27/05/24 | 12/08/24 | 77 | 2.92 | 0.20 | 42.63 | 39.71 | 1,360.00 | | | 4,840.96 |
| AMD | short | 11/06/07 | 24/08/09 | 805 | 13.91 | 4.00 | 48.37 | 34.46 | 247.75 | | | 247.75 |
| Nordex | long | 9/01/06 | 29/05/06 | 140 | 5.92 | 15.30 | | 9.38 | 158.45 | | | 158.45 |
| Vestas Wind Systems | long | 11/12/06 | 11/06/07 | 182 | 47.10 | 74.30 | | 27.20 | 57.75 | | | |
| | long | 6/01/14 | 3/02/14 | 28 | 37.22 | 35.74 | | -1.48 | -3.98 | | | |
| | long | 3/03/14 | 14/04/14 | 42 | 37.34 | 43.66 | | 6.32 | 16.93 | | | |
| | long | 28/04/14 | 19/05/14 | 21 | 46.00 | 52.82 | | 6.82 | 14.83 | | | 103.37 |
| Energy Recovery | short | 19/05/14 | 2/03/15 | 287 | 4.59 | 3.44 | 6.12 | 1.53 | 33.43 | | | 33.43 |
| Renault | long | 24/08/09 | 21/12/09 | 119 | 33.97 | 34.70 | | 0.73 | 2.16 | | | 2.16 |
| Aurubis | short | 25/11/13 | 6/01/14 | 42 | 42.38 | 43.85 | 40.91 | -1.47 | -3.47 | | | |
| | short | 3/02/14 | 3/03/14 | 28 | 40.60 | 38.88 | 42.40 | 1.80 | 4.42 | | | 0.80 |
| EJR | short | 14/04/14 | 28/04/14 | 14 | 24.16 | 24.38 | 23.94 | -0.22 | -0.91 | | | -0.91 |
| Interface | long | 13/05/24 | 27/05/24 | 14 | 15.94 | 15.66 | | -0.28 | -1.76 | | | -1.76 |
| CA | long | 27/02/12 | 23/04/12 | 56 | 27.04 | 26.45 | | -0.59 | -2.18 | | | -2.18 |
| Shimano | long | 2/03/15 | 1/06/15 | 91 | 186.97 | 176.95 | | -10.02 | -5.36 | | | -5.36 |
| bioMérieux | short | 21/06/21 | 13/05/24 | 1057 | 91.82 | 97.00 | 86.64 | -5.18 | -5.64 | | | -5.64 |
| Intel | short | 29/05/06 | 11/12/06 | 196 | 17.81 | 20.70 | 14.92 | -2.89 | -16.23 | | | -16.23 |
| Konica Minolta | short | 2/11/20 | 5/04/21 | 154 | 2.82 | 5.87 | 0.00 | -2.82 | -100.00 | | | -100.00 |
Annotations
| 1/03/24 | GCX | | | Adtalem Global Education replaces Benesse |
| 29/02/24 | 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) |
| 29/06/21 | CSX | | | stock split 1:3 (three for one) |
| 20/09/17 | bioMérieux | | | stock split 1:3 (three for one) |
| 15/06/17 | Xerox | | | reverse stock split 4:1 (one for four) |
| 21/02/17 | GCX | | | machine learning processed for all techniques |
| 18/03/16 | GCX | | | Sonova replaces Accenture |
| 4/09/15 | GCX | | | Swiss Re replaces BWT |
| 18/08/15 | GCX | | | complete analysis |
| 1/07/15 | Scatec Solar | | | monitoring started |
| 10/03/15 | GCX | | | Accenture and Autodesk replace Interface and J Sainsbury |
|
|