| | |
| | |
Assessment - GCX Global Challenges in Dollar - 22/08/22 - RS = 29
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
22/08/22 |
⇓ Δwk |
31/01/22 |
prc diff |
Δ29 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
GCX PR |
2,689.419 |
12/08/24 |
-1.05 |
2,950.406 |
|
3,448.899 |
-498.493 |
-14.45 |
|
-11.54 |
| |  |
 |
 |
 |
L |
 |
SunPower |
0.200 |
12/08/24 |
-4.76 |
24.610 |
|
16.780 |
7.830 |
46.66 |
|
22.32 |
| |  |
 |
 |
 |
L |
 |
First Solar |
219.230 |
12/08/24 |
3.51 |
114.480 |
|
78.380 |
36.100 |
46.06 |
|
38.03 |
| |  |
 |
 |
 |
L |
 |
Solaria Energía |
10.978 |
12/08/24 |
1.47 |
22.154 |
|
17.282 |
4.872 |
28.19 |
|
12.51 |
| |  |
 |
 |
 |
|
 |
Pearson |
1,217.948 |
12/08/24 |
-0.72 |
1,026.161 |
|
826.807 |
199.354 |
24.11 |
|
12.33 |
| |  |
 |
 |
 |
L |
 |
EDP Renováveis |
13.918 |
12/08/24 |
-0.92 |
26.008 |
|
20.896 |
5.113 |
24.47 |
|
7.52 |
| |  |
 |
 |
 |
L |
 |
Ormat Technologies |
71.710 |
12/08/24 |
-1.10 |
92.130 |
|
68.160 |
23.970 |
35.17 |
|
21.82 |
| |  |
 |
 |
 |
|
 |
ConvaTec |
272.670 |
12/08/24 |
-0.17 |
275.024 |
|
235.866 |
39.159 |
16.60 |
|
2.65 |
| |  |
 |
 |
 |
L |
 |
Adtalem |
71.460 |
12/08/24 |
-0.85 |
38.890 |
|
29.420 |
9.470 |
32.19 |
|
22.76 |
| |  |
 |
 |
 |
L |
 |
Kurita Water |
40.997 |
9/08/24 |
-9.14 |
41.114 |
|
40.316 |
0.798 |
1.98 |
|
-1.27 |
| |  |
 |
 |
 |
|
 |
Ricoh |
9.129 |
9/08/24 |
2.12 |
8.004 |
|
8.385 |
-0.380 |
-4.53 |
|
-8.35 |
| |  |
 |
 |
 |
L |
 |
Ørsted |
55.768 |
12/08/24 |
0.63 |
103.321 |
|
105.424 |
-2.103 |
-1.99 |
|
-13.71 |
| |  |
 |
 |
 |
S |
 |
FirstGroup |
190.492 |
12/08/24 |
0.87 |
128.329 |
|
135.875 |
-7.546 |
-5.55 |
|
-8.05 |
| |  |
 |
 |
 |
S |
 |
United Utilities |
1,164.144 |
12/08/24 |
-0.12 |
1,343.334 |
|
1,434.682 |
-91.348 |
-6.37 |
|
-3.47 |
| |  |
 |
 |
 |
|
 |
Cdn Nat Railway |
116.680 |
12/08/24 |
-0.01 |
124.852 |
|
122.036 |
2.817 |
2.31 |
|
3.20 |
| |  |
 |
 |
 |
S |
 |
Severn Trent |
2,959.808 |
12/08/24 |
-0.63 |
3,511.976 |
|
3,861.209 |
-349.233 |
-9.04 |
|
-6.31 |
| |  |
 |
 |
 |
S |
 |
Konica Minolta |
2.615 |
9/08/24 |
2.75 |
3.515 |
|
4.188 |
-0.673 |
-16.08 |
|
-15.01 |
| |  |
 |
 |
 |
L |
 |
California Water |
52.330 |
12/08/24 |
-0.42 |
61.210 |
|
62.090 |
-0.880 |
-1.42 |
|
3.28 |
| |  |
 |
 |
 |
S |
 |
CSX |
33.500 |
12/08/24 |
-1.47 |
33.560 |
|
34.220 |
-0.660 |
-1.93 |
|
0.38 |
| |  |
 |
 |
 |
S |
 |
Union Pacific |
236.750 |
12/08/24 |
-0.32 |
237.510 |
|
244.550 |
-7.040 |
-2.88 |
|
2.53 |
| |  |
 |
 |
 |
S |
 |
bioMérieux |
96.016 |
12/08/24 |
-0.67 |
100.089 |
|
116.766 |
-16.677 |
-14.28 |
|
-10.88 |
| |  |
 |
 |
 |
|
 |
Steelcase |
12.290 |
12/08/24 |
-1.76 |
11.900 |
|
12.340 |
-0.440 |
-3.57 |
|
-0.36 |
| |  |
 |
 |
 |
|
 |
Drägerwerk |
45.450 |
12/08/24 |
0.44 |
48.877 |
|
57.625 |
-8.748 |
-15.18 |
|
-18.65 |
| |  |
 |
 |
 |
L |
 |
Hannon Armstrong SIC |
30.210 |
12/08/24 |
-1.63 |
39.720 |
|
41.480 |
-1.760 |
-4.24 |
|
-13.10 |
| |  |
 |
 |
 |
S |
 |
Dassault Systèmes |
33.310 |
12/08/24 |
-0.03 |
40.259 |
|
47.638 |
-7.379 |
-15.49 |
|
-16.03 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
22/08/22 |
⇓ Δwk |
31/01/22 |
prc diff |
Δ29 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Interface |
16.310 |
12/08/24 |
-0.79 |
12.520 |
|
13.260 |
-0.740 |
-5.58 |
|
-10.48 |
| |  |
 |
 |
 |
L |
 |
BillerudKorsnäs |
9.884 |
12/08/24 |
0.95 |
12.843 |
|
15.757 |
-2.914 |
-18.49 |
|
-17.81 |
| |  |
 |
 |
 |
S |
 |
Pennon Group |
691.681 |
12/08/24 |
-0.84 |
1,170.266 |
|
1,455.513 |
-285.247 |
-19.60 |
|
-17.93 |
| |  |
 |
 |
 |
L |
 |
Henkel |
77.548 |
12/08/24 |
0.75 |
65.726 |
|
81.315 |
-15.589 |
-19.17 |
|
-12.78 |
| |  |
 |
 |
 |
|
 |
Coloplast |
118.134 |
12/08/24 |
0.25 |
116.425 |
|
144.547 |
-28.122 |
-19.46 |
|
-18.39 |
| |  |
 |
 |
 |
S |
 |
Medtronic |
81.190 |
12/08/24 |
-1.04 |
93.090 |
|
103.490 |
-10.400 |
-10.05 |
|
-12.61 |
| |  |
 |
 |
 |
|
 |
STMicroelectronics |
26.679 |
12/08/24 |
0.47 |
35.337 |
|
46.280 |
-10.943 |
-23.65 |
|
-14.32 |
| |  |
 |
 |
 |
|
 |
Siemens Healthineers |
49.950 |
12/08/24 |
0.08 |
48.142 |
|
63.697 |
-15.554 |
-24.42 |
|
-21.51 |
| |  |
 |
 |
 |
L |
 |
Sonova |
288.452 |
12/08/24 |
-1.52 |
288.867 |
|
351.733 |
-62.866 |
-17.87 |
|
-20.84 |
| |  |
 |
 |
 |
S |
 |
Xerox |
9.710 |
12/08/24 |
-2.51 |
17.650 |
|
21.110 |
-3.460 |
-16.39 |
|
-7.69 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
225.909 |
12/08/24 |
5.23 |
145.341 |
|
199.753 |
-54.413 |
-27.24 |
|
-13.53 |
| |  |
 |
 |
 |
|
 |
Smith and Nephew |
1,360.994 |
12/08/24 |
-0.86 |
1,201.465 |
|
1,684.659 |
-483.194 |
-28.68 |
|
-25.61 |
| |  |
 |
 |
 |
L |
 |
Scatec |
8.607 |
12/08/24 |
-1.46 |
10.652 |
|
14.611 |
-3.959 |
-27.10 |
|
-22.43 |
| |  |
 |
 |
 |
|
 |
MillerKnoll |
27.140 |
12/08/24 |
-3.49 |
30.870 |
|
38.620 |
-7.750 |
-20.07 |
|
-10.60 |
| |  |
 |
 |
 |
|
 |
Gecina |
92.490 |
12/08/24 |
-0.64 |
91.595 |
|
134.777 |
-43.182 |
-32.04 |
|
-24.94 |
| |  |
 |
 |
 |
L |
 |
Geberit |
542.261 |
12/08/24 |
-0.72 |
491.437 |
|
672.487 |
-181.050 |
-26.92 |
|
-22.99 |
| |  |
 |
 |
 |
|
 |
Smurfit Kappa |
35.317 |
12/08/24 |
-0.97 |
34.562 |
|
52.239 |
-17.677 |
-33.84 |
|
-23.62 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
107.871 |
12/08/24 |
0.10 |
76.838 |
|
107.886 |
-31.049 |
-28.78 |
|
-13.48 |
| |  |
 |
 |
 |
|
 |
Befesa |
26.366 |
12/08/24 |
0.15 |
45.162 |
|
70.250 |
-25.088 |
-35.71 |
|
-31.48 |
| |  |
 |
 |
 |
|
 |
Nordex |
13.054 |
12/08/24 |
-2.81 |
9.934 |
|
15.700 |
-5.765 |
-36.72 |
|
-29.32 |
| |  |
 |
 |
 |
S |
 |
Fabege |
8.414 |
12/08/24 |
-2.01 |
9.098 |
|
14.808 |
-5.710 |
-38.56 |
|
-33.32 |
| |  |
 |
 |
 |
L |
 |
Lenzing |
30.151 |
12/08/24 |
0.83 |
75.303 |
|
121.648 |
-46.345 |
-38.10 |
|
-28.56 |
| |  |
 |
 |
 |
L |
 |
Aurubis |
63.978 |
12/08/24 |
1.02 |
63.739 |
|
103.041 |
-39.302 |
-38.14 |
|
-29.31 |
| |  |
 |
 |
 |
S |
 |
Intel |
19.360 |
12/08/24 |
-1.78 |
33.840 |
|
48.820 |
-14.980 |
-30.68 |
|
-27.11 |
| |  |
 |
 |
 |
L |
 |
Rockwool |
366.532 |
12/08/24 |
-0.22 |
211.718 |
|
380.672 |
-168.954 |
-44.38 |
|
-36.98 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
22/08/22 |
⇓ Δwk |
31/01/22 |
prc diff |
Δ29 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Signify |
20.763 |
12/08/24 |
-0.76 |
28.989 |
|
52.587 |
-23.598 |
-44.87 |
|
-33.33 |
| GCX - 50 out of 50 instruments rated - 22/08/22 / 31/01/22 - 10 did rise, Market-Ratio(29) in USD = 20.00 % |
Technical Chart
Transactions GCX Global Challenges in Dollar * 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 | |
| 2/01/06 |
9/01/06 |
7 |
|
- cash - |
| long |
9/01/06 |
29/05/06 |
140 |
 |
 |
 |
Nordex |
100 |
1,390 |
|
7.194 |
19.486 |
|
12.292 |
171 |
27,086 |
1,244 |
|
| short |
29/05/06 |
11/12/06 |
196 |
 |
 |
 |
Intel |
100 |
1,520 |
|
17.810 |
20.700 |
14.920 |
-2.890 |
-16 |
22,693 |
-28 |
|
| long |
11/12/06 |
11/06/07 |
182 |
 |
 |
 |
Vestas Wind Systems |
100 |
2,720 |
|
8.340 |
13.345 |
|
5.005 |
60 |
36,307 |
157 |
|
| short |
11/06/07 |
24/08/09 |
805 |
 |
 |
 |
AMD |
100 |
2,610 |
|
13.910 |
4.000 |
48.372 |
34.462 |
248 |
126,252 |
76 |
|
| long |
24/08/09 |
21/12/09 |
119 |
 |
 |
 |
Renault |
100 |
2,594 |
|
48.662 |
49.746 |
|
1.084 |
2 |
129,065 |
7 |
|
| short |
21/12/09 |
27/02/12 |
798 |
 |
 |
 |
REC Silicon |
100 |
2,501 |
|
51.597 |
6.605 |
403.067 |
351.470 |
681 |
1,008,092 |
156 |
|
| long |
27/02/12 |
23/04/12 |
56 |
 |
 |
 |
CA |
100 |
37,281 |
|
27.040 |
26.450 |
|
-0.590 |
-2 |
986,096 |
-13 |
|
| short |
23/04/12 |
11/02/13 |
294 |
 |
 |
 |
REC Silicon |
100 |
214,582 |
|
4.595 |
1.373 |
15.385 |
10.789 |
235 |
3,301,303 |
348 |
|
| long |
11/02/13 |
25/11/13 |
287 |
 |
 |
 |
SunPower |
100 |
349,714 |
|
9.440 |
29.510 |
|
20.070 |
213 |
10,320,063 |
326 |
|
| short |
25/11/13 |
6/01/14 |
42 |
 |
 |
 |
Aurubis |
100 |
179,868 |
|
57.376 |
59.765 |
54.986 |
-2.389 |
-4 |
9,890,295 |
-31 |
|
| long |
6/01/14 |
3/02/14 |
28 |
 |
 |
 |
Vestas Wind Systems |
100 |
1,454,266 |
|
6.801 |
6.478 |
|
-0.323 |
-5 |
9,421,278 |
-47 |
|
| short |
3/02/14 |
3/03/14 |
28 |
 |
 |
 |
Aurubis |
100 |
171,546 |
|
54.920 |
53.409 |
56.473 |
1.553 |
3 |
9,687,669 |
44 |
|
| long |
3/03/14 |
14/04/14 |
42 |
 |
 |
 |
Vestas Wind Systems |
100 |
1,409,447 |
|
6.873 |
8.079 |
|
1.206 |
18 |
11,387,497 |
308 |
|
| short |
14/04/14 |
28/04/14 |
14 |
 |
 |
 |
EJR |
100 |
48,015,109 |
|
0.237 |
0.238 |
0.236 |
-0.001 |
0 |
11,350,772 |
-8 |
|
| long |
28/04/14 |
19/05/14 |
21 |
 |
 |
 |
Vestas Wind Systems |
100 |
1,329,873 |
|
8.535 |
9.637 |
|
1.101 |
13 |
12,815,425 |
724 |
|
| short |
19/05/14 |
2/03/15 |
287 |
 |
 |
 |
Energy Recovery |
100 |
2,792,031 |
|
4.590 |
3.440 |
6.124 |
1.534 |
33 |
17,099,518 |
44 |
|
| long |
2/03/15 |
1/06/15 |
91 |
 |
 |
 |
Shimano |
100 |
10,987,552 |
|
1.556 |
1.418 |
|
-0.138 |
-9 |
15,579,756 |
-31 |
|
| short |
1/06/15 |
5/10/20 |
1953 |
 |
 |
 |
REC Silicon |
100 |
7,696,422 |
|
2.024 |
0.547 |
7.486 |
5.462 |
270 |
57,614,647 |
28 |
|
| long |
5/10/20 |
2/11/20 |
28 |
 |
 |
 |
SunPower |
100 |
3,702,740 |
|
15.560 |
16.845 |
|
1.285 |
8 |
62,372,668 |
181 |
|
| short |
2/11/20 |
5/04/21 |
154 |
 |
 |
 |
Konica Minolta |
100 |
2318,368,442 |
|
0.027 |
0.053 |
0.001 |
-0.026 |
-98 |
1,159,184 |
-100 |
|
| long |
5/04/21 |
21/06/21 |
77 |
 |
 |
 |
REC Silicon |
100 |
513,201 |
|
2.259 |
2.077 |
|
-0.182 |
-8 |
1,065,664 |
-33 |
|
| short |
21/06/21 |
13/05/24 |
1057 |
 |
 |
 |
bioMérieux |
100 |
9,735 |
|
109.466 |
104.729 |
114.417 |
4.951 |
5 |
1,113,864 |
2 |
|
| long |
13/05/24 |
27/05/24 |
14 |
 |
 |
 |
Interface |
100 |
69,878 |
|
15.940 |
15.660 |
|
-0.280 |
-2 |
1,094,299 |
-37 |
|
| short |
27/05/24 |
12/08/24 |
77 |
 |
 |
 |
SunPower |
100 |
374,759 |
|
2.920 |
0.200 |
42.632 |
39.712 |
1,360 |
15,976,728 |
> 999,999 |
|
| accum | 9/01/06 |
12/08/24 | 7412 |
days out of 7419 invested (100%) |
159,667 |
15,976,728 |
44 |
|
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 | 51.60 | 6.60 | 403.07 | 351.47 | 681.18 | | | |
| | short | 23/04/12 | 11/02/13 | 294 | 4.60 | 1.37 | 15.38 | 10.79 | 234.79 | | | |
| | short | 1/06/15 | 5/10/20 | 1953 | 2.02 | 0.55 | 7.49 | 5.46 | 269.80 | | | |
| | long | 5/04/21 | 21/06/21 | 77 | 2.26 | 2.08 | | -0.18 | -8.07 | | | 8,791.20 |
| 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 | 7.19 | 19.49 | | 12.29 | 170.87 | | | 170.87 |
| Vestas Wind Systems | long | 11/12/06 | 11/06/07 | 182 | 8.34 | 13.35 | | 5.00 | 60.01 | | | |
| | long | 6/01/14 | 3/02/14 | 28 | 6.80 | 6.48 | | -0.32 | -4.74 | | | |
| | long | 3/03/14 | 14/04/14 | 42 | 6.87 | 8.08 | | 1.21 | 17.55 | | | |
| | long | 28/04/14 | 19/05/14 | 21 | 8.54 | 9.64 | | 1.10 | 12.90 | | | 102.28 |
| Energy Recovery | short | 19/05/14 | 2/03/15 | 287 | 4.59 | 3.44 | 6.12 | 1.53 | 33.43 | | | 33.43 |
| bioMérieux | short | 21/06/21 | 13/05/24 | 1057 | 109.47 | 104.73 | 114.42 | 4.95 | 4.52 | | | 4.52 |
| Renault | long | 24/08/09 | 21/12/09 | 119 | 48.66 | 49.75 | | 1.08 | 2.23 | | | 2.23 |
| EJR | short | 14/04/14 | 28/04/14 | 14 | 0.24 | 0.24 | 0.24 | -0.00 | -0.32 | | | -0.32 |
| Aurubis | short | 25/11/13 | 6/01/14 | 42 | 57.38 | 59.77 | 54.99 | -2.39 | -4.16 | | | |
| | short | 3/02/14 | 3/03/14 | 28 | 54.92 | 53.41 | 56.47 | 1.55 | 2.83 | | | -1.45 |
| 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 | 1.56 | 1.42 | | -0.14 | -8.89 | | | -8.89 |
| 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 | 0.03 | 0.05 | 0.00 | -0.03 | -98.14 | | | -98.14 |
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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