| |
| |
Assessment - GCX Global Challenges - 10/16/23 - RS = 29
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
10/16/23 |
⇓ Δwk |
3/27/23 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| | |
|
|
|
|
|
GCX PR |
2,899.700 |
Mon |
-0.46 |
2,722.070 |
|
2,705.480 |
16.590 |
0.61 |
EUR |
-0.77 |
| | |
|
|
|
|
|
Steelcase |
12.290 |
Mon |
1.82 |
11.610 |
|
8.740 |
2.870 |
32.84 |
USD |
47.86 |
| | |
|
|
|
|
|
MillerKnoll |
26.190 |
Mon |
1.79 |
25.260 |
|
20.400 |
4.860 |
23.82 |
USD |
32.96 |
| | |
|
|
|
|
|
FirstGroup |
168.400 |
Mon |
1.94 |
149.400 |
|
101.800 |
47.600 |
46.76 |
GBP |
26.59 |
| | |
|
|
|
S |
|
Intel |
31.360 |
Mon |
-1.63 |
36.560 |
|
29.180 |
7.380 |
25.29 |
USD |
19.21 |
| | |
|
|
|
L |
|
Ricoh |
1,338.500 |
Fri |
1.67 |
1,256.500 |
|
982.000 |
274.500 |
27.95 |
JPY |
13.75 |
| | |
|
|
|
|
|
Hannover Rück |
232.500 |
Mon |
0.91 |
206.200 |
|
175.500 |
30.700 |
17.49 |
EUR |
10.89 |
| | |
|
|
|
|
|
Swiss Re |
100.300 |
Mon |
0.80 |
97.320 |
|
91.840 |
5.480 |
5.97 |
CHF |
10.03 |
| | |
|
|
|
|
|
Pearson |
983.200 |
Mon |
-0.39 |
916.200 |
|
825.600 |
90.600 |
10.97 |
GBP |
4.73 |
| | |
|
|
|
|
|
Interface |
15.760 |
Mon |
0.96 |
9.530 |
|
8.020 |
1.510 |
18.83 |
USD |
3.13 |
| | |
|
|
|
|
|
Union Pacific |
240.950 |
Mon |
-0.76 |
210.830 |
|
193.230 |
17.600 |
9.11 |
USD |
2.06 |
| | |
|
|
|
|
|
Drägerwerk |
50.600 |
Mon |
3.58 |
44.200 |
|
41.350 |
2.850 |
6.89 |
EUR |
1.72 |
| | |
|
|
|
S |
|
STMicroelectronics |
38.150 |
Mon |
-1.34 |
41.270 |
|
45.845 |
-4.575 |
-9.98 |
EUR |
1.43 |
| | |
|
|
|
|
|
United Utilities |
1,045.000 |
Mon |
0.63 |
1,019.000 |
|
1,035.500 |
-16.500 |
-1.59 |
GBP |
1.19 |
| | |
|
|
|
|
|
CSX |
33.950 |
Mon |
-0.12 |
31.410 |
|
28.750 |
2.660 |
9.25 |
USD |
0.68 |
| | |
|
|
|
S |
|
Fabege |
84.750 |
Mon |
1.50 |
85.200 |
|
76.680 |
8.520 |
11.11 |
SEK |
-0.79 |
| | |
|
|
|
S |
|
Dassault Systèmes |
37.520 |
Mon |
-0.66 |
35.835 |
|
37.005 |
-1.170 |
-3.16 |
EUR |
-2.54 |
| | |
|
|
|
|
|
Henkel |
73.600 |
Mon |
0.60 |
67.320 |
|
69.140 |
-1.820 |
-2.63 |
EUR |
-2.76 |
| | |
|
|
|
|
|
Gecina |
95.800 |
Mon |
0.63 |
94.700 |
|
91.850 |
2.850 |
3.10 |
EUR |
-3.13 |
| | |
|
|
|
L |
|
Rockwool |
2,304.000 |
Mon |
-1.37 |
1,616.000 |
|
1,618.000 |
-2.000 |
-0.12 |
DKK |
-3.63 |
| | |
|
|
|
|
|
bioMérieux |
102.300 |
Mon |
0.79 |
90.940 |
|
100.600 |
-9.660 |
-9.60 |
EUR |
-4.27 |
| | |
|
|
|
|
|
Siemens Healthineers |
52.740 |
Mon |
-0.38 |
47.670 |
|
51.640 |
-3.970 |
-7.69 |
EUR |
-4.51 |
| | |
|
|
|
|
|
Geberit |
498.700 |
Mon |
0.65 |
452.300 |
|
489.500 |
-37.200 |
-7.60 |
CHF |
-4.59 |
| | |
|
|
|
|
|
Severn Trent |
2,480.000 |
Mon |
0.90 |
2,516.000 |
|
2,807.000 |
-291.000 |
-10.37 |
GBP |
-5.00 |
| | |
|
|
|
L |
|
Aurubis |
75.950 |
Mon |
2.36 |
74.180 |
|
82.260 |
-8.080 |
-9.82 |
EUR |
-5.35 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
10/16/23 |
⇓ Δwk |
3/27/23 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| | |
|
|
|
L |
|
Cdn Nat Railway |
169.610 |
Mon |
-0.96 |
148.900 |
|
156.520 |
-7.620 |
-4.87 |
CAD |
-6.33 |
| | |
|
|
|
|
|
Xerox |
13.860 |
Mon |
-1.00 |
14.420 |
|
15.010 |
-0.590 |
-3.93 |
USD |
-6.39 |
| | |
|
|
|
S |
|
Solaria Energía |
9.760 |
Mon |
2.09 |
14.270 |
|
15.975 |
-1.705 |
-10.67 |
EUR |
-6.92 |
| | |
|
|
|
L |
|
BillerudKorsnäs |
95.000 |
Mon |
4.40 |
98.440 |
|
102.900 |
-4.460 |
-4.33 |
SEK |
-7.02 |
| | |
|
|
|
|
|
Benesse |
2,590.500 |
Fri |
0.02 |
1,781.000 |
|
1,955.000 |
-174.000 |
-8.90 |
JPY |
-7.71 |
| | |
|
|
|
L |
|
Smurfit Kappa |
40.880 |
Mon |
2.30 |
31.730 |
|
32.410 |
-0.680 |
-2.10 |
EUR |
-8.08 |
| | |
|
|
|
|
|
Sonova |
258.300 |
Mon |
0.51 |
218.700 |
|
253.500 |
-34.800 |
-13.73 |
CHF |
-8.50 |
| | |
|
|
|
L |
|
ConvaTec |
253.200 |
Mon |
-1.78 |
202.000 |
|
220.200 |
-18.200 |
-8.27 |
GBP |
-8.84 |
| | |
|
|
|
L |
|
Signify |
25.520 |
Mon |
2.00 |
25.370 |
|
28.790 |
-3.420 |
-11.88 |
EUR |
-11.19 |
| | |
|
|
|
L |
|
Konica Minolta |
519.300 |
Fri |
0.95 |
454.300 |
|
560.000 |
-105.700 |
-18.88 |
JPY |
-11.31 |
| | |
|
|
|
|
|
California Water |
48.420 |
Mon |
1.02 |
49.330 |
|
56.880 |
-7.550 |
-13.27 |
USD |
-11.80 |
| | |
|
|
|
L |
|
Nordex |
13.260 |
Mon |
3.92 |
10.260 |
|
12.670 |
-2.410 |
-19.02 |
EUR |
-12.96 |
| | |
|
|
|
S |
|
Medtronic |
80.860 |
Mon |
1.40 |
71.750 |
|
79.640 |
-7.890 |
-9.91 |
USD |
-13.35 |
| | |
|
|
|
L |
|
Coloplast |
861.800 |
Mon |
-0.19 |
726.000 |
|
864.600 |
-138.600 |
-16.03 |
DKK |
-13.44 |
| | |
|
|
|
|
|
Pennon Group |
676.500 |
Mon |
1.65 |
682.000 |
|
842.500 |
-160.500 |
-19.05 |
GBP |
-13.59 |
| | |
|
|
|
L |
|
First Solar |
180.830 |
Mon |
1.17 |
151.290 |
|
210.140 |
-58.850 |
-28.01 |
USD |
-14.12 |
| | |
|
|
|
S |
|
Smith and Nephew |
984.000 |
Mon |
0.31 |
949.600 |
|
1,140.000 |
-190.400 |
-16.70 |
GBP |
-16.26 |
| | |
|
|
|
|
|
Kurita Water |
6,197.000 |
Fri |
2.92 |
4,687.000 |
|
5,920.000 |
-1,233.000 |
-20.83 |
JPY |
-17.73 |
| | |
|
|
|
|
|
Ormat Technologies |
64.480 |
Mon |
2.17 |
68.210 |
|
83.530 |
-15.320 |
-18.34 |
USD |
-18.80 |
| | |
|
|
|
|
|
Scatec |
74.150 |
Mon |
0.14 |
57.350 |
|
63.420 |
-6.070 |
-9.57 |
NOK |
-22.75 |
| | |
|
|
|
L |
|
Befesa |
27.100 |
Mon |
2.19 |
28.900 |
|
40.500 |
-11.600 |
-28.64 |
EUR |
-24.40 |
| | |
|
|
|
S |
|
EDP Renováveis |
13.100 |
Mon |
1.95 |
14.445 |
|
20.020 |
-5.575 |
-27.85 |
EUR |
-24.75 |
| | |
|
|
|
L |
|
Lenzing |
30.700 |
Mon |
1.99 |
37.100 |
|
62.800 |
-25.700 |
-40.92 |
EUR |
-30.91 |
| | |
|
|
|
L |
|
Hannon Armstrong SIC |
25.500 |
Mon |
-1.77 |
17.350 |
|
26.290 |
-8.940 |
-34.01 |
USD |
-34.66 |
| | |
|
|
|
L |
|
Ørsted |
392.500 |
Mon |
0.93 |
320.000 |
|
561.400 |
-241.400 |
-43.00 |
DKK |
-44.26 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
10/16/23 |
⇓ Δwk |
3/27/23 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| | |
|
|
|
|
|
SunPower |
2.160 |
Mon |
8.54 |
5.790 |
|
12.390 |
-6.600 |
-53.27 |
USD |
-50.13 |
GCX - 50 out of 50 instruments rated - 10/16/23 / 3/27/23 - 14 did rise, Market-Ratio(29) = 28.00 % |
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 |
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 |
4/29/24 |
1043 |
|
|
|
bioMérieux |
100 |
0 |
EUR |
91.820 |
102.300 |
81.340 |
-10.480 |
-11 |
2 |
0 |
|
accum | 1/09/06 |
4/29/24 | 6686 |
days out of 6693 invested (100%) |
-100 |
2 |
-37 |
|
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 | 24.16 | 24.38 | 23.94 | -0.22 | -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 | 4/29/24 | 1043 | 91.82 | 102.30 | 81.34 | -10.48 | -11.41 | | | -11.41 |
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
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 |
|
|