| | |
| | |
Assessment - GCX Global Challenges - 18/10/21 - RS = 29
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
18/10/21 |
⇓ Δwk |
29/03/21 |
prc diff |
Δ29 |
Curr |
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
GCX PR |
2,707.170 |
12/08/24 |
-1.05 |
3,113.840 |
|
2,899.640 |
214.200 |
7.39 |
EUR |
9.70 |
| |  |
 |
 |
 |
L |
 |
Sonova |
278.100 |
12/08/24 |
-1.52 |
361.600 |
|
254.600 |
107.000 |
42.03 |
CHF |
32.88 |
| |  |
 |
 |
 |
L |
 |
First Solar |
219.230 |
12/08/24 |
3.51 |
104.780 |
|
81.610 |
23.170 |
28.39 |
USD |
19.76 |
| |  |
 |
 |
 |
S |
 |
Dassault Systèmes |
33.530 |
12/08/24 |
-0.03 |
46.285 |
|
36.480 |
9.805 |
26.88 |
EUR |
24.16 |
| |  |
 |
 |
 |
L |
 |
EDP Renováveis |
14.010 |
12/08/24 |
-0.92 |
21.760 |
|
17.400 |
4.360 |
25.06 |
EUR |
11.08 |
| |  |
 |
 |
 |
|
 |
Siemens Healthineers |
50.280 |
12/08/24 |
0.08 |
57.000 |
|
45.865 |
11.135 |
24.28 |
EUR |
21.02 |
| |  |
 |
 |
 |
|
 |
Interface |
16.310 |
12/08/24 |
-0.79 |
15.020 |
|
12.090 |
2.930 |
24.23 |
USD |
27.76 |
| |  |
 |
 |
 |
S |
 |
Fabege |
90.150 |
12/08/24 |
-2.01 |
145.000 |
|
117.550 |
27.450 |
23.35 |
SEK |
9.39 |
| |  |
 |
 |
 |
|
 |
Befesa |
26.540 |
12/08/24 |
0.15 |
68.700 |
|
57.000 |
11.700 |
20.53 |
EUR |
25.18 |
| |  |
 |
 |
 |
L |
 |
Geberit |
522.800 |
12/08/24 |
-0.72 |
707.600 |
|
600.000 |
107.600 |
17.93 |
CHF |
14.54 |
| |  |
 |
 |
 |
L |
 |
Kurita Water |
5,634.000 |
9/08/24 |
-9.14 |
5,600.000 |
|
4,855.000 |
745.000 |
15.35 |
JPY |
22.34 |
| |  |
 |
 |
 |
|
 |
STMicroelectronics |
26.855 |
12/08/24 |
0.47 |
36.700 |
|
31.910 |
4.790 |
15.01 |
EUR |
13.53 |
| |  |
 |
 |
 |
S |
 |
Pennon Group |
587.500 |
12/08/24 |
-0.84 |
1,140.000 |
|
993.000 |
147.000 |
14.80 |
GBP |
8.30 |
| |  |
 |
 |
 |
S |
 |
Severn Trent |
2,514.000 |
12/08/24 |
-0.63 |
2,621.000 |
|
2,342.000 |
279.000 |
11.91 |
GBP |
6.01 |
| |  |
 |
 |
 |
|
 |
Smurfit Kappa |
35.550 |
12/08/24 |
-0.97 |
43.300 |
|
40.460 |
2.840 |
7.02 |
EUR |
4.03 |
| |  |
 |
 |
 |
L |
 |
Hannon Armstrong SIC |
30.210 |
12/08/24 |
-1.63 |
56.840 |
|
53.210 |
3.630 |
6.82 |
USD |
3.48 |
| |  |
 |
 |
 |
L |
 |
California Water |
52.330 |
12/08/24 |
-0.42 |
59.840 |
|
56.170 |
3.670 |
6.53 |
USD |
6.56 |
| |  |
 |
 |
 |
L |
 |
BillerudKorsnäs |
105.900 |
12/08/24 |
0.95 |
172.800 |
|
162.250 |
10.550 |
6.50 |
SEK |
6.87 |
| |  |
 |
 |
 |
S |
 |
United Utilities |
988.800 |
12/08/24 |
-0.12 |
987.000 |
|
926.800 |
60.200 |
6.50 |
GBP |
2.92 |
| |  |
 |
 |
 |
L |
 |
Rockwool |
2,744.000 |
12/08/24 |
-0.22 |
2,822.000 |
|
2,650.000 |
172.000 |
6.49 |
DKK |
4.60 |
| |  |
 |
 |
 |
S |
 |
CSX |
33.500 |
12/08/24 |
-1.47 |
34.230 |
|
32.203 |
2.027 |
6.29 |
USD |
9.75 |
| |  |
 |
 |
 |
|
 |
Coloplast |
884.400 |
12/08/24 |
0.25 |
1,024.000 |
|
968.200 |
55.800 |
5.76 |
DKK |
3.67 |
| |  |
 |
 |
 |
S |
 |
Konica Minolta |
359.300 |
9/08/24 |
2.75 |
632.000 |
|
599.000 |
33.000 |
5.51 |
JPY |
30.97 |
| |  |
 |
 |
 |
|
 |
ConvaTec |
231.600 |
12/08/24 |
-0.17 |
206.400 |
|
197.200 |
9.200 |
4.67 |
GBP |
-2.59 |
| |  |
 |
 |
 |
L |
 |
Aurubis |
64.400 |
12/08/24 |
1.02 |
73.120 |
|
69.960 |
3.160 |
4.52 |
EUR |
4.38 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
18/10/21 |
⇓ Δwk |
29/03/21 |
prc diff |
Δ29 |
Curr |
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Cdn Nat Railway |
152.200 |
12/08/24 |
-0.01 |
153.000 |
|
147.090 |
5.910 |
4.02 |
CAD |
10.19 |
| |  |
 |
 |
 |
|
 |
Gecina |
93.100 |
12/08/24 |
-0.64 |
119.750 |
|
117.000 |
2.750 |
2.35 |
EUR |
-3.52 |
| |  |
 |
 |
 |
|
 |
Ricoh |
1,254.500 |
9/08/24 |
2.12 |
1,183.000 |
|
1,163.000 |
20.000 |
1.72 |
JPY |
22.88 |
| |  |
 |
 |
 |
S |
 |
Union Pacific |
236.750 |
12/08/24 |
-0.32 |
225.930 |
|
222.980 |
2.950 |
1.32 |
USD |
6.51 |
| |  |
 |
 |
 |
S |
 |
Medtronic |
81.190 |
12/08/24 |
-1.04 |
120.720 |
|
119.160 |
1.560 |
1.31 |
USD |
-0.07 |
| |  |
 |
 |
 |
L |
 |
Lenzing |
30.350 |
12/08/24 |
0.83 |
108.000 |
|
107.000 |
1.000 |
0.93 |
EUR |
12.68 |
| |  |
 |
 |
 |
S |
 |
FirstGroup |
161.800 |
12/08/24 |
0.87 |
89.500 |
|
89.900 |
-0.400 |
-0.44 |
GBP |
17.13 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
227.400 |
12/08/24 |
5.23 |
153.000 |
|
155.100 |
-2.100 |
-1.35 |
EUR |
6.10 |
| |  |
 |
 |
 |
|
 |
Drägerwerk |
45.750 |
12/08/24 |
0.44 |
68.050 |
|
69.500 |
-1.450 |
-2.09 |
EUR |
-3.53 |
| |  |
 |
 |
 |
|
 |
Signify |
20.900 |
12/08/24 |
-0.76 |
42.690 |
|
43.790 |
-1.100 |
-2.51 |
EUR |
1.49 |
| |  |
 |
 |
 |
L |
 |
Ormat Technologies |
71.710 |
12/08/24 |
-1.10 |
72.140 |
|
75.120 |
-2.980 |
-3.97 |
USD |
-5.58 |
| |  |
 |
 |
 |
|
 |
MillerKnoll |
27.140 |
12/08/24 |
-3.49 |
38.190 |
|
40.280 |
-2.090 |
-5.19 |
USD |
-4.65 |
| |  |
 |
 |
 |
L |
 |
SunPower |
0.200 |
12/08/24 |
-4.76 |
27.440 |
|
29.240 |
-1.800 |
-6.16 |
USD |
8.77 |
| |  |
 |
 |
 |
L |
 |
Adtalem |
71.460 |
12/08/24 |
-0.85 |
36.550 |
|
39.420 |
-2.870 |
-7.28 |
USD |
3.19 |
| |  |
 |
 |
 |
S |
 |
bioMérieux |
96.650 |
12/08/24 |
-0.67 |
100.350 |
|
109.200 |
-8.850 |
-8.10 |
EUR |
-6.65 |
| |  |
 |
 |
 |
|
 |
Smith and Nephew |
1,156.000 |
12/08/24 |
-0.86 |
1,261.000 |
|
1,376.000 |
-115.000 |
-8.36 |
GBP |
-13.64 |
| |  |
 |
 |
 |
|
 |
Steelcase |
12.290 |
12/08/24 |
-1.76 |
12.460 |
|
14.060 |
-1.600 |
-11.38 |
USD |
-8.59 |
| |  |
 |
 |
 |
L |
 |
Ørsted |
417.500 |
12/08/24 |
0.63 |
877.000 |
|
1,013.000 |
-136.000 |
-13.43 |
DKK |
-11.30 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
104.000 |
12/08/24 |
0.10 |
81.040 |
|
94.240 |
-13.200 |
-14.01 |
CHF |
-2.76 |
| |  |
 |
 |
 |
L |
 |
Solaria Energía |
11.050 |
12/08/24 |
1.47 |
14.835 |
|
17.320 |
-2.485 |
-14.35 |
EUR |
-15.68 |
| |  |
 |
 |
 |
S |
 |
Intel |
19.360 |
12/08/24 |
-1.78 |
54.470 |
|
64.500 |
-10.030 |
-15.55 |
USD |
-0.40 |
| |  |
 |
 |
 |
S |
 |
Xerox |
9.710 |
12/08/24 |
-2.51 |
20.110 |
|
24.250 |
-4.140 |
-17.07 |
USD |
-12.35 |
| |  |
 |
 |
 |
|
 |
Pearson |
1,034.500 |
12/08/24 |
-0.72 |
615.200 |
|
768.200 |
-153.000 |
-19.92 |
GBP |
-16.32 |
| |  |
 |
 |
 |
L |
 |
Henkel |
78.060 |
12/08/24 |
0.75 |
77.640 |
|
97.100 |
-19.460 |
-20.04 |
EUR |
-12.23 |
| |  |
 |
 |
 |
L |
 |
Scatec |
84.600 |
12/08/24 |
-1.46 |
150.100 |
|
244.600 |
-94.500 |
-38.63 |
NOK |
-34.99 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
18/10/21 |
⇓ Δwk |
29/03/21 |
prc diff |
Δ29 |
Curr |
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Nordex |
13.140 |
12/08/24 |
-2.81 |
14.990 |
|
25.740 |
-10.750 |
-41.76 |
EUR |
-19.06 |
| GCX - 50 out of 50 instruments rated - 18/10/21 / 29/03/21 - 30 did rise, Market-Ratio(29) = 60.00 % |
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 | 7307 |
days out of 7314 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 |
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