| |
| |
Assessment - GCX Global Challenges - 3/06/23 - RS = 29
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/06/23 |
⇓ Δwk |
8/15/22 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
GCX PR |
2,707.910 |
Mon |
-0.46 |
2,720.410 |
|
3,062.190 |
-341.780 |
-11.16 |
EUR |
-1.86 |
| |  |
 |
 |
 |
|
 |
First Solar |
204.680 |
Mon |
2.53 |
212.300 |
|
118.220 |
94.080 |
79.58 |
USD |
108.58 |
| |  |
 |
 |
 |
L |
 |
Nordex |
13.150 |
Mon |
1.00 |
14.485 |
|
10.630 |
3.855 |
36.27 |
EUR |
29.85 |
| |  |
 |
 |
 |
L |
 |
SKF B |
191.400 |
Mon |
1.78 |
216.000 |
|
165.500 |
50.500 |
30.51 |
SEK |
29.61 |
| |  |
 |
 |
 |
L |
 |
STMicroelectronics |
46.260 |
Mon |
|
45.815 |
|
37.440 |
8.375 |
22.37 |
EUR |
28.64 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
89.280 |
Mon |
1.50 |
98.980 |
|
76.160 |
22.820 |
29.96 |
CHF |
22.54 |
| |  |
 |
 |
 |
|
 |
Aurubis |
83.900 |
Mon |
2.69 |
93.640 |
|
65.480 |
28.160 |
43.01 |
EUR |
21.65 |
| |  |
 |
 |
 |
L |
 |
Konica Minolta |
547.000 |
Mon |
0.37 |
594.000 |
|
480.000 |
114.000 |
23.75 |
JPY |
20.98 |
| |  |
 |
 |
 |
L |
 |
Kurita Water |
5,820.000 |
Mon |
-1.69 |
6,220.000 |
|
5,690.000 |
530.000 |
9.31 |
JPY |
19.31 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
168.350 |
Mon |
3.50 |
182.400 |
|
151.050 |
31.350 |
20.75 |
EUR |
16.58 |
| |  |
 |
 |
 |
L |
 |
Kingfisher |
273.300 |
Mon |
1.33 |
288.900 |
|
250.600 |
38.300 |
15.28 |
GBP |
16.17 |
| |  |
 |
 |
 |
|
 |
Gecina |
98.350 |
Mon |
1.18 |
108.000 |
|
99.900 |
8.100 |
8.11 |
EUR |
10.20 |
| |  |
 |
 |
 |
|
 |
Atlas Copco A |
123.560 |
Mon |
2.52 |
126.260 |
|
116.180 |
10.080 |
8.68 |
SEK |
9.19 |
| |  |
 |
 |
 |
L |
 |
Henkel |
66.160 |
Mon |
1.04 |
69.200 |
|
65.120 |
4.080 |
6.27 |
EUR |
9.01 |
| |  |
 |
 |
 |
L |
 |
Smith and Nephew |
1,161.500 |
Mon |
-0.68 |
1,208.500 |
|
1,064.500 |
144.000 |
13.53 |
GBP |
6.64 |
| |  |
 |
 |
 |
L |
 |
Geberit |
504.400 |
Mon |
1.02 |
510.400 |
|
508.600 |
1.800 |
0.35 |
CHF |
5.01 |
| |  |
 |
 |
 |
|
 |
Berkeley |
4,015.000 |
Mon |
0.63 |
4,058.000 |
|
4,116.000 |
-58.000 |
-1.41 |
GBP |
4.91 |
| |  |
 |
 |
 |
|
 |
Autodesk |
200.420 |
Mon |
0.66 |
208.330 |
|
234.040 |
-25.710 |
-10.99 |
USD |
4.77 |
| |  |
 |
 |
 |
|
 |
Ormat Technologies |
81.660 |
Mon |
1.58 |
88.300 |
|
97.150 |
-8.850 |
-9.11 |
USD |
3.78 |
| |  |
 |
 |
 |
L |
 |
Ricoh |
965.000 |
Mon |
-0.31 |
1,078.000 |
|
1,097.000 |
-19.000 |
-1.73 |
JPY |
3.45 |
| |  |
 |
 |
 |
|
 |
Signify |
29.210 |
Mon |
1.28 |
33.820 |
|
31.720 |
2.100 |
6.62 |
EUR |
3.00 |
| |  |
 |
 |
 |
|
 |
Cdn Nat Railway |
157.620 |
Mon |
-0.43 |
160.630 |
|
164.340 |
-3.710 |
-2.26 |
CAD |
2.37 |
| |  |
 |
 |
 |
S |
 |
Pearson |
839.400 |
Mon |
0.21 |
863.400 |
|
880.400 |
-17.000 |
-1.93 |
GBP |
2.08 |
| |  |
 |
 |
 |
|
 |
Xerox |
14.850 |
Mon |
1.57 |
16.710 |
|
19.110 |
-2.400 |
-12.56 |
USD |
1.89 |
| |  |
 |
 |
 |
L |
 |
AMD |
96.810 |
Mon |
-1.05 |
81.160 |
|
101.010 |
-19.850 |
-19.65 |
USD |
1.41 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/06/23 |
⇓ Δwk |
8/15/22 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
Dassault Systèmes |
37.715 |
Mon |
0.25 |
37.175 |
|
43.395 |
-6.220 |
-14.33 |
EUR |
-0.88 |
| |  |
 |
 |
 |
L |
 |
Lenzing |
62.400 |
Mon |
-3.85 |
70.700 |
|
84.700 |
-14.000 |
-16.53 |
EUR |
-1.03 |
| |  |
 |
 |
 |
S |
 |
bioMérieux |
97.280 |
Mon |
-0.27 |
93.220 |
|
103.700 |
-10.480 |
-10.11 |
EUR |
-1.28 |
| |  |
 |
 |
 |
L |
 |
Severn Trent |
2,849.000 |
Mon |
1.28 |
2,755.000 |
|
2,979.000 |
-224.000 |
-7.52 |
GBP |
-1.39 |
| |  |
 |
 |
 |
|
 |
Rockwool |
1,575.000 |
Mon |
-0.57 |
1,660.500 |
|
1,877.500 |
-217.000 |
-11.56 |
DKK |
-1.79 |
| |  |
 |
 |
 |
L |
 |
United Utilities |
1,056.500 |
Mon |
1.20 |
1,021.000 |
|
1,126.500 |
-105.500 |
-9.37 |
GBP |
-1.96 |
| |  |
 |
 |
 |
S |
 |
CSX |
29.180 |
Mon |
0.93 |
30.540 |
|
34.140 |
-3.600 |
-10.54 |
USD |
-3.20 |
| |  |
 |
 |
 |
|
 |
Befesa |
42.940 |
Mon |
-4.11 |
45.400 |
|
48.220 |
-2.820 |
-5.85 |
EUR |
-3.27 |
| |  |
 |
 |
 |
L |
 |
Benesse |
1,921.000 |
Mon |
-2.19 |
2,024.000 |
|
2,210.000 |
-186.000 |
-8.42 |
JPY |
-4.51 |
| |  |
 |
 |
 |
|
 |
Union Pacific |
189.690 |
Mon |
-0.17 |
208.830 |
|
238.170 |
-29.340 |
-12.32 |
USD |
-4.51 |
| |  |
 |
 |
 |
|
 |
FirstGroup |
104.500 |
Mon |
-0.10 |
107.000 |
|
128.900 |
-21.900 |
-16.99 |
GBP |
-4.77 |
| |  |
 |
 |
 |
S |
 |
Coloplast |
841.400 |
Mon |
0.48 |
790.800 |
|
846.400 |
-55.600 |
-6.57 |
DKK |
-7.63 |
| |  |
 |
 |
 |
L |
 |
Drägerwerk |
40.500 |
Mon |
-3.57 |
42.100 |
|
49.350 |
-7.250 |
-14.69 |
EUR |
-7.83 |
| |  |
 |
 |
 |
S |
 |
EDP Renováveis |
20.080 |
Mon |
0.70 |
20.290 |
|
26.150 |
-5.860 |
-22.41 |
EUR |
-8.60 |
| |  |
 |
 |
 |
L |
 |
MillerKnoll |
20.390 |
Mon |
-2.02 |
22.790 |
|
32.700 |
-9.910 |
-30.31 |
USD |
-8.82 |
| |  |
 |
 |
 |
L |
 |
Sonova |
243.300 |
Mon |
-1.34 |
246.400 |
|
337.300 |
-90.900 |
-26.95 |
CHF |
-9.76 |
| |  |
 |
 |
 |
S |
 |
Pennon Group |
872.000 |
Mon |
1.28 |
859.000 |
|
1,013.000 |
-154.000 |
-15.20 |
GBP |
-10.04 |
| |  |
 |
 |
 |
S |
 |
BillerudKorsnäs |
106.850 |
Mon |
1.96 |
118.500 |
|
133.600 |
-15.100 |
-11.30 |
SEK |
-11.03 |
| |  |
 |
 |
 |
|
 |
Hannon Armstrong SIC |
23.940 |
Mon |
0.25 |
31.040 |
|
43.110 |
-12.070 |
-28.00 |
USD |
-11.17 |
| |  |
 |
 |
 |
|
 |
Fabege |
82.820 |
Mon |
1.05 |
87.760 |
|
107.750 |
-19.990 |
-18.55 |
SEK |
-11.24 |
| |  |
 |
 |
 |
|
 |
Ørsted |
558.700 |
Mon |
0.16 |
613.000 |
|
801.900 |
-188.900 |
-23.56 |
DKK |
-13.03 |
| |  |
 |
 |
 |
L |
 |
Steelcase |
7.160 |
Mon |
0.28 |
7.790 |
|
12.130 |
-4.340 |
-35.78 |
USD |
-15.24 |
| |  |
 |
 |
 |
S |
 |
SunPower |
12.690 |
Mon |
2.59 |
15.760 |
|
26.500 |
-10.740 |
-40.53 |
USD |
-17.27 |
| |  |
 |
 |
 |
L |
 |
Intel |
29.160 |
Mon |
-2.18 |
25.990 |
|
36.340 |
-10.350 |
-28.48 |
USD |
-22.25 |
| |  |
 |
 |
 |
S |
 |
Interface |
7.720 |
Mon |
0.92 |
8.820 |
|
13.250 |
-4.430 |
-33.43 |
USD |
-24.30 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/06/23 |
⇓ Δwk |
8/15/22 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
Scatec |
65.040 |
Mon |
-0.18 |
68.760 |
|
112.050 |
-43.290 |
-38.63 |
NOK |
-25.67 |
GCX - 50 out of 50 instruments rated - 3/06/23 / 8/15/22 - 16 did rise, Market-Ratio(29) = 32.00 % |
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 | |
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 |
164,050 |
JPY |
72.470 |
73.130 |
71.810 |
-0.660 |
-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 |
3/20/23 |
637 |
 |
 |
 |
bioMérieux |
100 |
0 |
EUR |
91.820 |
97.280 |
86.360 |
-5.460 |
-6 |
2 |
0 |
|
accum | 1/09/06 |
3/20/23 | 6280 |
days out of 6287 invested (100%) |
-100 |
2 |
-38 |
|
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 |
AMD | short | 6/11/07 | 8/24/09 | 805 | 13.91 | 4.00 | 48.37 | 34.46 | 247.75 | | | 247.75 |
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 | | | 238.42 |
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 | 72.47 | 73.13 | 71.81 | -0.66 | -0.91 | | | -0.91 |
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 | 3/20/23 | 637 | 91.82 | 97.28 | 86.36 | -5.46 | -5.95 | | | -5.95 |
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
5/13/22 | Atlas Copco A | | | splits 1:4 (four for one) |
7/07/21 | Dassault Systèmes | | | stock split 1:5 (five for one) |
6/29/21 | CSX | | | stock split 1:3 (three for one) |
6/19/18 | Atlas Copco A | | | spin-off Epiroc |
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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