| | |
| | |
Assessment - GCX Global Challenges in Dollar - 27/03/23 - RS = 29
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
27/03/23 |
⇓ Δwk |
5/09/22 |
prc diff |
Δ29 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
GCX PR |
2,922.255 |
12/08/24 |
-1.05 |
2,920.430 |
|
2,781.122 |
139.309 |
5.01 |
|
1.98 |
| |  |
 |
 |
 |
L |
 |
First Solar |
219.230 |
12/08/24 |
3.51 |
210.140 |
|
126.410 |
83.730 |
66.24 |
|
96.09 |
| |  |
 |
 |
 |
L |
 |
Aurubis |
69.517 |
12/08/24 |
1.02 |
88.796 |
|
59.777 |
29.018 |
48.54 |
|
12.49 |
| |  |
 |
 |
 |
|
 |
STMicroelectronics |
28.989 |
12/08/24 |
0.47 |
49.487 |
|
34.509 |
14.978 |
43.40 |
|
31.95 |
| |  |
 |
 |
 |
|
 |
Nordex |
14.184 |
12/08/24 |
-2.81 |
13.677 |
|
9.789 |
3.887 |
39.71 |
|
19.29 |
| |  |
 |
 |
 |
S |
 |
Konica Minolta |
2.732 |
9/08/24 |
2.75 |
4.259 |
|
3.381 |
0.878 |
25.96 |
|
16.51 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
113.575 |
12/08/24 |
0.10 |
100.295 |
|
80.361 |
19.934 |
24.81 |
|
18.07 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
245.467 |
12/08/24 |
5.23 |
189.443 |
|
149.940 |
39.503 |
26.35 |
|
15.32 |
| |  |
 |
 |
 |
L |
 |
Rockwool |
397.522 |
12/08/24 |
-0.22 |
234.399 |
|
187.336 |
47.063 |
25.12 |
|
1.16 |
| |  |
 |
 |
 |
S |
 |
bioMérieux |
104.329 |
12/08/24 |
-0.67 |
108.593 |
|
89.289 |
19.304 |
21.62 |
|
10.37 |
| |  |
 |
 |
 |
L |
 |
Henkel |
84.262 |
12/08/24 |
0.75 |
74.633 |
|
61.904 |
12.729 |
20.56 |
|
12.63 |
| |  |
 |
 |
 |
L |
 |
Geberit |
570.931 |
12/08/24 |
-0.72 |
534.565 |
|
451.711 |
82.854 |
18.34 |
|
5.98 |
| |  |
 |
 |
 |
L |
 |
Kurita Water |
42.844 |
9/08/24 |
-9.14 |
45.019 |
|
38.648 |
6.371 |
16.48 |
|
14.50 |
| |  |
 |
 |
 |
|
 |
Siemens Healthineers |
54.275 |
12/08/24 |
0.08 |
55.743 |
|
48.768 |
6.975 |
14.30 |
|
8.24 |
| |  |
 |
 |
 |
|
 |
Smith and Nephew |
1,420.135 |
12/08/24 |
-0.86 |
1,400.479 |
|
1,254.798 |
145.681 |
11.61 |
|
2.90 |
| |  |
 |
 |
 |
|
 |
Befesa |
28.649 |
12/08/24 |
0.15 |
43.718 |
|
38.990 |
4.727 |
12.12 |
|
-8.22 |
| |  |
 |
 |
 |
|
 |
ConvaTec |
284.518 |
12/08/24 |
-0.17 |
270.514 |
|
247.272 |
23.241 |
9.40 |
|
0.46 |
| |  |
 |
 |
 |
|
 |
Signify |
22.561 |
12/08/24 |
-0.76 |
31.077 |
|
28.021 |
3.057 |
10.91 |
|
-7.50 |
| |  |
 |
 |
 |
|
 |
Coloplast |
128.123 |
12/08/24 |
0.25 |
125.254 |
|
113.283 |
11.971 |
10.57 |
|
5.71 |
| |  |
 |
 |
 |
|
 |
Cdn Nat Railway |
111.425 |
12/08/24 |
-0.01 |
114.588 |
|
117.040 |
-2.452 |
-2.10 |
|
-3.57 |
| |  |
 |
 |
 |
|
 |
Gecina |
100.497 |
12/08/24 |
-0.64 |
99.147 |
|
89.974 |
9.173 |
10.20 |
|
-2.36 |
| |  |
 |
 |
 |
L |
 |
Adtalem |
71.460 |
12/08/24 |
-0.85 |
37.680 |
|
37.190 |
0.490 |
1.32 |
|
4.32 |
| |  |
 |
 |
 |
S |
 |
Severn Trent |
3,088.425 |
12/08/24 |
-0.63 |
3,448.373 |
|
3,223.990 |
224.383 |
6.96 |
|
2.79 |
| |  |
 |
 |
 |
L |
 |
Sonova |
303.703 |
12/08/24 |
-1.52 |
276.838 |
|
258.514 |
18.324 |
7.09 |
|
-1.40 |
| |  |
 |
 |
 |
|
 |
Smurfit Kappa |
38.374 |
12/08/24 |
-0.97 |
34.985 |
|
32.204 |
2.781 |
8.64 |
|
-4.12 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
27/03/23 |
⇓ Δwk |
5/09/22 |
prc diff |
Δ29 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
California Water |
52.330 |
12/08/24 |
-0.42 |
56.880 |
|
57.870 |
-0.990 |
-1.71 |
|
-1.58 |
| |  |
 |
 |
 |
S |
 |
United Utilities |
1,214.731 |
12/08/24 |
-0.12 |
1,272.102 |
|
1,229.449 |
42.653 |
3.47 |
|
1.65 |
| |  |
 |
 |
 |
S |
 |
Dassault Systèmes |
36.194 |
12/08/24 |
-0.03 |
39.945 |
|
38.374 |
1.571 |
4.09 |
|
3.24 |
| |  |
 |
 |
 |
S |
 |
Xerox |
9.710 |
12/08/24 |
-2.51 |
15.010 |
|
15.790 |
-0.780 |
-4.94 |
|
-7.51 |
| |  |
 |
 |
 |
S |
 |
Intel |
19.360 |
12/08/24 |
-1.78 |
29.180 |
|
31.220 |
-2.040 |
-6.53 |
|
-10.17 |
| |  |
 |
 |
 |
S |
 |
CSX |
33.500 |
12/08/24 |
-1.47 |
28.750 |
|
31.240 |
-2.490 |
-7.97 |
|
-7.87 |
| |  |
 |
 |
 |
|
 |
Pearson |
1,270.873 |
12/08/24 |
-0.72 |
1,014.242 |
|
1,035.410 |
-21.168 |
-2.04 |
|
-1.82 |
| |  |
 |
 |
 |
|
 |
Ricoh |
9.540 |
9/08/24 |
2.12 |
7.468 |
|
7.630 |
-0.162 |
-2.13 |
|
-3.34 |
| |  |
 |
 |
 |
S |
 |
Medtronic |
81.190 |
12/08/24 |
-1.04 |
79.640 |
|
87.200 |
-7.560 |
-8.67 |
|
-9.63 |
| |  |
 |
 |
 |
L |
 |
Ormat Technologies |
71.710 |
12/08/24 |
-1.10 |
83.530 |
|
92.320 |
-8.790 |
-9.52 |
|
-2.62 |
| |  |
 |
 |
 |
S |
 |
Pennon Group |
721.738 |
12/08/24 |
-0.84 |
1,035.003 |
|
1,094.059 |
-59.056 |
-5.40 |
|
-8.91 |
| |  |
 |
 |
 |
S |
 |
FirstGroup |
198.770 |
12/08/24 |
0.87 |
125.060 |
|
132.969 |
-7.909 |
-5.95 |
|
-8.04 |
| |  |
 |
 |
 |
|
 |
Drägerwerk |
49.385 |
12/08/24 |
0.44 |
44.635 |
|
46.751 |
-2.116 |
-4.53 |
|
-4.96 |
| |  |
 |
 |
 |
L |
 |
Lenzing |
32.761 |
12/08/24 |
0.83 |
67.789 |
|
71.741 |
-3.951 |
-5.51 |
|
-7.09 |
| |  |
 |
 |
 |
S |
 |
Union Pacific |
236.750 |
12/08/24 |
-0.32 |
193.230 |
|
223.940 |
-30.710 |
-13.71 |
|
-10.27 |
| |  |
 |
 |
 |
L |
 |
EDP Renováveis |
15.123 |
12/08/24 |
-0.92 |
21.611 |
|
23.957 |
-2.346 |
-9.79 |
|
-6.07 |
| |  |
 |
 |
 |
S |
 |
Fabege |
8.678 |
12/08/24 |
-2.01 |
7.382 |
|
8.562 |
-1.180 |
-13.79 |
|
-19.96 |
| |  |
 |
 |
 |
L |
 |
Solaria Energía |
11.928 |
12/08/24 |
1.47 |
17.244 |
|
19.555 |
-2.311 |
-11.82 |
|
-12.51 |
| |  |
 |
 |
 |
|
 |
Steelcase |
12.290 |
12/08/24 |
-1.76 |
8.740 |
|
11.010 |
-2.270 |
-20.62 |
|
-2.35 |
| |  |
 |
 |
 |
|
 |
MillerKnoll |
27.140 |
12/08/24 |
-3.49 |
20.400 |
|
26.270 |
-5.870 |
-22.34 |
|
-16.27 |
| |  |
 |
 |
 |
L |
 |
Ørsted |
60.483 |
12/08/24 |
0.63 |
81.330 |
|
97.008 |
-15.679 |
-16.16 |
|
-15.79 |
| |  |
 |
 |
 |
L |
 |
BillerudKorsnäs |
10.194 |
12/08/24 |
0.95 |
9.906 |
|
12.606 |
-2.700 |
-21.42 |
|
-22.17 |
| |  |
 |
 |
 |
|
 |
Interface |
16.310 |
12/08/24 |
-0.79 |
8.020 |
|
10.810 |
-2.790 |
-25.81 |
|
-28.99 |
| |  |
 |
 |
 |
L |
 |
Hannon Armstrong SIC |
30.210 |
12/08/24 |
-1.63 |
26.290 |
|
37.880 |
-11.590 |
-30.60 |
|
-22.49 |
| |  |
 |
 |
 |
L |
 |
Scatec |
8.071 |
12/08/24 |
-1.46 |
6.051 |
|
9.980 |
-3.930 |
-39.38 |
|
-32.13 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
27/03/23 |
⇓ Δwk |
5/09/22 |
prc diff |
Δ29 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
SunPower |
0.200 |
12/08/24 |
-4.76 |
12.390 |
|
22.840 |
-10.450 |
-45.75 |
|
-33.81 |
| GCX - 50 out of 50 instruments rated - 27/03/23 / 5/09/22 - 25 did rise, Market-Ratio(29) in USD = 50.00 % |
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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