Share-o-matic - Portfolio

Thu, Nov 21st, 2024, 18:18UTC

Assessment - GCX Global Challenges - 9/27/21 - RS = 29

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	9/27/21	⇓ Δwk	3/08/21	prc diff	⇓ Δ29	Curr	∅-RS
	S	GCX PR	2,707.170	8/12	-1.05	3,030.760		2,721.710	309.050	11.35	EUR	7.73
	L	Sonova	278.100	8/12	-1.52	363.100		221.400	141.700	64.00	CHF	36.19
	S	Konica Minolta	359.300	8/09	2.75	610.000		558.000	52.000	9.32	JPY	32.39
	S	Dassault Systèmes	33.530	8/12	-0.03	47.700		33.530	14.170	42.26	EUR	30.40
		Interface	16.310	8/12	-0.79	14.440		13.495	0.945	7.00	USD	29.75
	S	FirstGroup	161.800	8/12	0.87	93.850		90.200	3.650	4.05	GBP	29.29
	L	Kurita Water	5,634.000	8/09	-9.14	5,640.000		4,375.000	1,265.000	28.91	JPY	26.54
		Siemens Healthineers	50.280	8/12	0.08	58.140		44.535	13.605	30.55	EUR	26.41
		Befesa	26.540	8/12	0.15	66.600		53.600	13.000	24.25	EUR	26.37
		STMicroelectronics	26.855	8/12	0.47	39.570		29.040	10.530	36.26	EUR	24.50
		Ricoh	1,254.500	8/09	2.12	1,124.000		1,137.000	-13.000	-1.14	JPY	20.24
	L	Geberit	522.800	8/12	-0.72	697.000		569.600	127.400	22.37	CHF	14.32
	L	EDP Renováveis	14.010	8/12	-0.92	21.800		16.520	5.280	31.96	EUR	13.77
	L	Lenzing	30.350	8/12	0.83	102.400		116.600	-14.200	-12.18	EUR	12.89
	L	Adtalem	71.460	8/12	-0.85	38.960		38.350	0.610	1.59	USD	12.88
	S	Pennon Group	587.500	8/12	-0.84	1,179.000		941.400	237.600	25.24	GBP	12.58
		Smurfit Kappa	35.550	8/12	-0.97	46.080		40.100	5.980	14.91	EUR	12.57
	L	First Solar	219.230	8/12	3.51	95.710		71.450	24.260	33.95	USD	11.44
		Hannover Rück	227.400	8/12	5.23	156.300		150.800	5.500	3.65	EUR	9.24
	S	Medtronic	81.190	8/12	-1.04	128.750		116.670	12.080	10.35	USD	7.72
	S	Severn Trent	2,514.000	8/12	-0.63	2,655.000		2,204.000	451.000	20.46	GBP	7.70
	L	Hannon Armstrong SIC	30.210	8/12	-1.63	58.000		51.260	6.740	13.15	USD	7.21
	S	Fabege	90.150	8/12	-2.01	140.950		120.100	20.850	17.36	SEK	7.04
		Cdn Nat Railway	152.200	8/12	-0.01	148.290		143.530	4.760	3.32	CAD	6.94
	L	California Water	52.330	8/12	-0.42	58.990		53.350	5.640	10.57	USD	6.93
		⇓instrument	freshest		⇓ Δday	9/27/21	⇓ Δwk	3/08/21	prc diff	⇓ Δ29	Curr	∅-RS
		Coloplast	884.400	8/12	0.25	1,049.500		874.200	175.300	20.05	DKK	6.42
	L	Rockwool	2,744.000	8/12	-0.22	2,861.000		2,302.000	559.000	24.28	DKK	6.31
	S	United Utilities	988.800	8/12	-0.12	994.200		880.600	113.600	12.90	GBP	4.30
		ConvaTec	231.600	8/12	-0.17	216.900		189.300	27.600	14.58	GBP	3.40
	L	BillerudKorsnäs	105.900	8/12	0.95	166.100		160.500	5.600	3.49	SEK	3.38
		Signify	20.900	8/12	-0.76	42.780		37.300	5.480	14.69	EUR	3.21
		MillerKnoll	27.140	8/12	-3.49	40.430		41.830	-1.400	-3.35	USD	2.32
		Drägerwerk	45.750	8/12	0.44	72.150		62.100	10.050	16.18	EUR	1.94
	S	Intel	19.360	8/12	-1.78	54.660		59.850	-5.190	-8.67	USD	0.12
		Gecina	93.100	8/12	-0.64	123.100		116.100	7.000	6.03	EUR	-0.53
	S	CSX	33.500	8/12	-1.47	30.560		30.843	-0.283	-0.92	USD	-0.97
		Steelcase	12.290	8/12	-1.76	13.350		15.950	-2.600	-16.30	USD	-1.07
		Swiss Re	104.000	8/12	0.10	81.300		91.540	-10.240	-11.19	CHF	-1.62
		Pearson	1,034.500	8/12	-0.72	701.200		808.800	-107.600	-13.30	GBP	-3.02
	S	Union Pacific	236.750	8/12	-0.32	203.960		210.890	-6.930	-3.29	USD	-3.68
	L	Aurubis	64.400	8/12	1.02	65.040		71.480	-6.440	-9.01	EUR	-6.50
	S	bioMérieux	96.650	8/12	-0.67	100.700		107.500	-6.800	-6.33	EUR	-8.00
	L	SunPower	0.200	8/12	-4.76	22.250		29.090	-6.840	-23.51	USD	-8.22
	L	Henkel	78.060	8/12	0.75	80.960		87.380	-6.420	-7.35	EUR	-9.18
		Smith and Nephew	1,156.000	8/12	-0.86	1,330.000		1,365.000	-35.000	-2.56	GBP	-9.83
	L	Ørsted	417.500	8/12	0.63	890.000		905.400	-15.400	-1.70	DKK	-10.59
	S	Xerox	9.710	8/12	-2.51	20.320		26.700	-6.380	-23.90	USD	-11.09
	L	Ormat Technologies	71.710	8/12	-1.10	67.610		79.200	-11.590	-14.63	USD	-11.16
		Nordex	13.140	8/12	-2.81	15.640		19.800	-4.160	-21.01	EUR	-14.37
	L	Solaria Energía	11.050	8/12	1.47	14.830		17.450	-2.620	-15.01	EUR	-16.72
		⇓instrument	freshest		⇓ Δday	9/27/21	⇓ Δwk	3/08/21	prc diff	⇓ Δ29	Curr	∅-RS
	L	Scatec	84.600	8/12	-1.46	172.500		251.200	-78.700	-31.33	NOK	-27.21
GCX - 50 out of 50 instruments rated - 9/27/21 / 3/08/21 - 30 did rise, Market-Ratio(29) = 60.00 %

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	6891	days out of 6898 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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