| | |
| | |
Assessment - GCX Global Challenges in Dollar - 3/06/24 - RS = 29
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/06/24 |
⇓ Δwk |
13/11/23 |
prc diff |
⇓ Δ29 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
GCX PR |
2,942.586 |
12/08/24 |
-1.05 |
3,204.293 |
|
2,923.924 |
280.369 |
9.59 |
|
1.73 |
| |  |
 |
 |
 |
L |
 |
First Solar |
219.230 |
12/08/24 |
3.51 |
272.720 |
|
133.840 |
138.880 |
103.77 |
|
61.63 |
| |  |
 |
 |
 |
L |
 |
Rockwool |
399.943 |
12/08/24 |
-0.22 |
411.020 |
|
231.422 |
179.598 |
77.61 |
|
50.19 |
| |  |
 |
 |
 |
|
 |
Interface |
16.310 |
12/08/24 |
-0.79 |
15.730 |
|
9.330 |
6.400 |
68.60 |
|
41.19 |
| |  |
 |
 |
 |
L |
 |
Hannon Armstrong SIC |
30.210 |
12/08/24 |
-1.63 |
33.260 |
|
19.800 |
13.460 |
67.98 |
|
38.77 |
| |  |
 |
 |
 |
L |
 |
Adtalem |
71.460 |
12/08/24 |
-0.85 |
65.610 |
|
55.180 |
10.430 |
18.90 |
|
35.86 |
| |  |
 |
 |
 |
|
 |
Nordex |
14.283 |
12/08/24 |
-2.81 |
15.957 |
|
11.839 |
4.117 |
34.78 |
|
32.65 |
| |  |
 |
 |
 |
|
 |
Steelcase |
12.290 |
12/08/24 |
-1.76 |
13.760 |
|
11.310 |
2.450 |
21.66 |
|
29.87 |
| |  |
 |
 |
 |
|
 |
Smurfit Kappa |
38.641 |
12/08/24 |
-0.97 |
49.565 |
|
34.485 |
15.080 |
43.73 |
|
28.71 |
| |  |
 |
 |
 |
|
 |
MillerKnoll |
27.140 |
12/08/24 |
-3.49 |
27.810 |
|
23.950 |
3.860 |
16.12 |
|
23.85 |
| |  |
 |
 |
 |
L |
 |
Scatec |
8.065 |
12/08/24 |
-1.46 |
8.237 |
|
5.651 |
2.586 |
45.77 |
|
24.65 |
| |  |
 |
 |
 |
L |
 |
Kurita Water |
36.027 |
9/08/24 |
-9.14 |
42.678 |
|
32.430 |
10.247 |
31.60 |
|
13.19 |
| |  |
 |
 |
 |
|
 |
Ricoh |
8.022 |
9/08/24 |
2.12 |
9.432 |
|
8.025 |
1.407 |
17.53 |
|
12.72 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
115.745 |
12/08/24 |
0.10 |
126.374 |
|
110.023 |
16.351 |
14.86 |
|
15.28 |
| |  |
 |
 |
 |
L |
 |
Henkel |
84.848 |
12/08/24 |
0.75 |
89.718 |
|
76.140 |
13.578 |
17.83 |
|
15.14 |
| |  |
 |
 |
 |
L |
 |
Sonova |
309.507 |
12/08/24 |
-1.52 |
314.961 |
|
250.656 |
64.305 |
25.65 |
|
12.85 |
| |  |
 |
 |
 |
L |
 |
BillerudKorsnäs |
10.125 |
12/08/24 |
0.95 |
10.154 |
|
9.112 |
1.042 |
11.43 |
|
15.88 |
| |  |
 |
 |
 |
L |
 |
Geberit |
581.843 |
12/08/24 |
-0.72 |
614.563 |
|
502.421 |
112.142 |
22.32 |
|
11.94 |
| |  |
 |
 |
 |
S |
 |
FirstGroup |
206.580 |
12/08/24 |
0.87 |
220.880 |
|
202.636 |
18.244 |
9.00 |
|
10.97 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
247.175 |
12/08/24 |
5.23 |
253.044 |
|
219.988 |
33.056 |
15.03 |
|
9.14 |
| |  |
 |
 |
 |
L |
 |
Ormat Technologies |
71.710 |
12/08/24 |
-1.10 |
75.910 |
|
59.010 |
16.900 |
28.64 |
|
7.61 |
| |  |
 |
 |
 |
|
 |
ConvaTec |
295.698 |
12/08/24 |
-0.17 |
316.127 |
|
256.025 |
60.101 |
23.47 |
|
8.37 |
| |  |
 |
 |
 |
|
 |
Drägerwerk |
49.728 |
12/08/24 |
0.44 |
55.435 |
|
57.779 |
-2.344 |
-4.06 |
|
7.17 |
| |  |
 |
 |
 |
L |
 |
Aurubis |
70.000 |
12/08/24 |
1.02 |
83.044 |
|
82.709 |
0.334 |
0.40 |
|
6.82 |
| |  |
 |
 |
 |
|
 |
Cdn Nat Railway |
111.823 |
12/08/24 |
-0.01 |
126.084 |
|
112.683 |
13.401 |
11.89 |
|
5.31 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/06/24 |
⇓ Δwk |
13/11/23 |
prc diff |
⇓ Δ29 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Siemens Healthineers |
54.652 |
12/08/24 |
0.08 |
57.544 |
|
50.738 |
6.805 |
13.41 |
|
4.34 |
| |  |
 |
 |
 |
|
 |
Befesa |
28.848 |
12/08/24 |
0.15 |
35.631 |
|
31.243 |
4.387 |
14.04 |
|
3.91 |
| |  |
 |
 |
 |
L |
 |
Ørsted |
60.851 |
12/08/24 |
0.63 |
61.070 |
|
41.923 |
19.147 |
45.67 |
|
3.88 |
| |  |
 |
 |
 |
|
 |
Gecina |
101.196 |
12/08/24 |
-0.64 |
109.348 |
|
103.521 |
5.828 |
5.63 |
|
3.55 |
| |  |
 |
 |
 |
S |
 |
Konica Minolta |
2.298 |
9/08/24 |
2.75 |
3.067 |
|
3.041 |
0.026 |
0.87 |
|
-3.63 |
| |  |
 |
 |
 |
|
 |
Pearson |
1,320.812 |
12/08/24 |
-0.72 |
1,190.199 |
|
1,187.585 |
2.614 |
0.22 |
|
2.66 |
| |  |
 |
 |
 |
S |
 |
Fabege |
8.619 |
12/08/24 |
-2.01 |
8.672 |
|
8.190 |
0.481 |
5.87 |
|
3.15 |
| |  |
 |
 |
 |
S |
 |
Union Pacific |
236.750 |
12/08/24 |
-0.32 |
228.320 |
|
209.400 |
18.920 |
9.04 |
|
0.98 |
| |  |
 |
 |
 |
L |
 |
California Water |
52.330 |
12/08/24 |
-0.42 |
49.550 |
|
48.730 |
0.820 |
1.68 |
|
0.32 |
| |  |
 |
 |
 |
S |
 |
Medtronic |
81.190 |
12/08/24 |
-1.04 |
82.120 |
|
72.080 |
10.040 |
13.93 |
|
0.17 |
| |  |
 |
 |
 |
S |
 |
bioMérieux |
105.055 |
12/08/24 |
-0.67 |
104.729 |
|
100.985 |
3.744 |
3.71 |
|
0.41 |
| |  |
 |
 |
 |
S |
 |
CSX |
33.500 |
12/08/24 |
-1.47 |
33.180 |
|
30.450 |
2.730 |
8.97 |
|
-0.51 |
| |  |
 |
 |
 |
|
 |
Coloplast |
128.903 |
12/08/24 |
0.25 |
117.622 |
|
101.521 |
16.100 |
15.86 |
|
-0.70 |
| |  |
 |
 |
 |
S |
 |
United Utilities |
1,262.464 |
12/08/24 |
-0.12 |
1,284.424 |
|
1,321.243 |
-36.819 |
-2.79 |
|
-0.02 |
| |  |
 |
 |
 |
L |
 |
EDP Renováveis |
15.228 |
12/08/24 |
-0.92 |
16.272 |
|
16.563 |
-0.291 |
-1.76 |
|
-2.46 |
| |  |
 |
 |
 |
|
 |
Signify |
22.717 |
12/08/24 |
-0.76 |
27.804 |
|
27.862 |
-0.058 |
-0.21 |
|
-3.31 |
| |  |
 |
 |
 |
L |
 |
Lenzing |
32.989 |
12/08/24 |
0.83 |
37.174 |
|
39.375 |
-2.201 |
-5.59 |
|
-4.58 |
| |  |
 |
 |
 |
L |
 |
Solaria Energía |
12.011 |
12/08/24 |
1.47 |
13.283 |
|
15.750 |
-2.467 |
-15.67 |
|
-6.03 |
| |  |
 |
 |
 |
S |
 |
Severn Trent |
3,209.784 |
12/08/24 |
-0.63 |
3,009.332 |
|
3,237.752 |
-228.420 |
-7.05 |
|
-5.38 |
| |  |
 |
 |
 |
|
 |
Smith and Nephew |
1,475.939 |
12/08/24 |
-0.86 |
1,256.591 |
|
1,246.375 |
10.216 |
0.82 |
|
-5.62 |
| |  |
 |
 |
 |
S |
 |
Dassault Systèmes |
36.446 |
12/08/24 |
-0.03 |
40.000 |
|
43.532 |
-3.532 |
-8.11 |
|
-7.34 |
| |  |
 |
 |
 |
|
 |
STMicroelectronics |
29.190 |
12/08/24 |
0.47 |
41.636 |
|
41.376 |
0.260 |
0.63 |
|
-7.34 |
| |  |
 |
 |
 |
S |
 |
Pennon Group |
750.099 |
12/08/24 |
-0.84 |
780.103 |
|
882.465 |
-102.363 |
-11.60 |
|
-9.50 |
| |  |
 |
 |
 |
S |
 |
Xerox |
9.710 |
12/08/24 |
-2.51 |
13.860 |
|
13.230 |
0.630 |
4.76 |
|
-10.98 |
| |  |
 |
 |
 |
S |
 |
Intel |
19.360 |
12/08/24 |
-1.78 |
30.290 |
|
38.230 |
-7.940 |
-20.77 |
|
-19.83 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/06/24 |
⇓ Δwk |
13/11/23 |
prc diff |
⇓ Δ29 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
SunPower |
0.200 |
12/08/24 |
-4.76 |
3.240 |
|
3.810 |
-0.570 |
-14.96 |
|
-23.56 |
| GCX - 50 out of 50 instruments rated - 3/06/24 / 13/11/23 - 39 did rise, Market-Ratio(29) in USD = 78.00 % |
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 | 7413 |
days out of 7420 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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