Share-o-matic - Assessment GCX (GCX Global Challenges)

Assessment - GCX Global Challenges - 1/17/22 - RS = 26

		⇓instrument	freshest		⇓ Δday	1/17/22	⇓ Δwk	7/19/21	prc diff	⇓ Δ26	Curr	∅-RS
		GCX PR	3,239.210	Mon	0.46	3,239.210		2,894.700	344.510	11.90	EUR	8.00
		AMD	136.880	Fri	3.12	136.880		86.580	50.300	58.10	USD	40.27
	L	Aurubis	94.300	Mon	0.66	94.300		81.060	13.240	16.33	EUR	26.11
		STMicroelectronics	43.620	Mon	1.54	43.620		31.360	12.260	39.09	EUR	24.85
	L	Hannover Rück	175.700	Mon	-0.23	175.700		137.850	37.850	27.46	EUR	16.38
		FirstGroup	102.300	Mon	0.29	102.300		73.600	28.700	38.99	GBP	16.18
	L	Swiss Re	97.000	Mon	1.34	97.000		79.920	17.080	21.37	CHF	12.85
		Lenzing	123.400	Mon	-4.04	123.400		99.200	24.200	24.40	EUR	12.65
		Severn Trent	2,893.000	Mon	0.07	2,893.000		2,695.000	198.000	7.35	GBP	12.32
	L	CSX	36.440	Fri	-0.82	36.440		30.820	5.620	18.23	USD	11.16
	L	Union Pacific	246.270	Fri	-0.55	246.270		214.340	31.930	14.90	USD	10.89
		Dassault Systèmes	46.075	Mon	1.32	46.075		43.635	2.440	5.59	EUR	9.25
		Cdn Nat Railway	155.270	Mon	0.19	155.270		129.250	26.020	20.13	CAD	8.37
		Atlas Copco A	584.000	Mon	0.41	584.000		556.400	27.600	4.96	SEK	7.95
		Sonova	327.700	Mon	1.96	327.700		343.900	-16.200	-4.71	CHF	7.69
		United Utilities	1,064.500	Mon	-0.14	1,064.500		1,036.000	28.500	2.75	GBP	6.41
		Befesa	65.000	Mon	-4.69	65.000		64.200	0.800	1.25	EUR	5.54
		Interface	14.810	Fri	-2.05	14.810		13.820	0.990	7.16	USD	5.40
	L	Xerox	23.820	Fri	-0.46	23.820		21.950	1.870	8.52	USD	5.28
		Kurita Water	5,340.000	Mon	1.71	5,340.000		5,400.000	-60.000	-1.11	JPY	4.92
	L	SKF B	230.500	Mon	0.26	230.500		213.600	16.900	7.91	SEK	3.65
		Signify	44.770	Mon	0.86	44.770		48.610	-3.840	-7.90	EUR	1.43
		Kingfisher	337.700	Mon	2.58	337.700		356.700	-19.000	-5.33	GBP	1.42
		Ormat Technologies	76.570	Fri	0.94	76.570		65.730	10.840	16.49	USD	1.26
		Pennon Group	1,114.000	Mon	0.36	1,114.000		1,250.000	-136.000	-10.88	GBP	1.00
		⇓instrument	freshest		⇓ Δday	1/17/22	⇓ Δwk	7/19/21	prc diff	⇓ Δ26	Curr	∅-RS
		Intel	55.700	Fri	1.38	55.700		54.640	1.060	1.94	USD	0.11
		Fabege	137.500	Mon	-1.54	137.500		146.950	-9.450	-6.43	SEK	-0.20
		Gecina	122.000	Mon	-0.65	122.000		129.550	-7.550	-5.83	EUR	-1.29
		bioMérieux	104.700	Mon	1.11	104.700		95.680	9.020	9.43	EUR	-1.54
		Geberit	651.800	Mon	0.03	651.800		716.600	-64.800	-9.04	CHF	-1.67
	L	Berkeley	4,467.000	Mon	0.22	4,467.000		4,599.000	-132.000	-2.87	GBP	-1.71
		Coloplast	999.600	Mon	0.73	999.600		1,098.500	-98.900	-9.00	DKK	-2.68
		Ricoh	1,063.000	Mon	0.95	1,063.000		1,164.000	-101.000	-8.68	JPY	-3.50
	S	Steelcase	12.890	Fri	1.26	12.890		13.700	-0.810	-5.91	USD	-4.54
		Henkel	80.000	Mon	-2.84	80.000		85.440	-5.440	-6.37	EUR	-4.79
	S	Konica Minolta	533.000	Mon		533.000		579.000	-46.000	-7.94	JPY	-4.83
	S	EDP Renováveis	19.280	Mon	0.52	19.280		19.820	-0.540	-2.72	EUR	-5.68
	S	BillerudKorsnäs	161.250	Mon	0.22	161.250		170.300	-9.050	-5.31	SEK	-5.83
	S	Benesse	2,253.000	Mon	1.67	2,253.000		2,668.000	-415.000	-15.55	JPY	-6.46
	S	First Solar	83.020	Fri	0.29	83.020		83.050	-0.030	-0.04	USD	-7.39
		Rockwool	2,564.000	Mon	-0.12	2,564.000		3,115.000	-551.000	-17.69	DKK	-9.24
		MillerKnoll	37.340	Fri	1.27	37.340		43.440	-6.100	-14.04	USD	-9.29
	L	Smith and Nephew	1,257.500	Mon	-0.24	1,257.500		1,471.500	-214.000	-14.54	GBP	-10.25
	S	Autodesk	259.100	Fri	-0.41	259.100		287.310	-28.210	-9.82	USD	-10.74
	S	Pearson	616.000	Mon	1.92	616.000		822.600	-206.600	-25.12	GBP	-15.97
	S	Hannon Armstrong SIC	46.190	Fri	-0.02	46.190		54.180	-7.990	-14.75	USD	-17.33
	S	Nordex	14.170	Mon	0.85	14.170		15.960	-1.790	-11.22	EUR	-19.94
		Ørsted	730.800	Mon	0.88	730.800		908.200	-177.400	-19.53	DKK	-21.02
	S	SunPower	20.160	Fri	0.25	20.160		23.340	-3.180	-13.62	USD	-24.13
	S	Drägerwerk	51.500	Mon	0.88	51.500		73.050	-21.550	-29.50	EUR	-25.12
		⇓instrument	freshest		⇓ Δday	1/17/22	⇓ Δwk	7/19/21	prc diff	⇓ Δ26	Curr	∅-RS
		Scatec	137.550	Mon	0.95	137.550		223.100	-85.550	-38.35	NOK	-31.11
GCX - 50 out of 50 instruments rated - 1/17/22 / 7/19/21 - 21 did rise, Market-Ratio(26) = 42.00 %

Technical Chart

	GCX RS = 26 - B/S = 60/40

1/01/18	scale up chart	1/17/22

Transactions GCX Global Challenges * 26 - 60/40 (2)

														⇐
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		11/12/07	679		- cash -
short	11/12/07	4/27/09	532		MillerKnoll	50	197	USD	25.290	13.410	47.695	22.405	89	14,414	55
					Kingfisher	50	2,877	GBP	1.744	1.810	1.678	-0.066	-4	14,224	-3
100							42							27
long	4/27/09	7/05/10	434		Kingfisher	50	3,929	GBP	1.810	2.103		0.293	16	15,375	13
					Ansaldo STS	50	1,163	EUR	6.114	6.654		0.540	9	16,003	7
100							13							10
short	7/05/10	7/26/10	21		SunPower	50	630	USD	12.690	13.340	12.040	-0.650	-5	15,594	-60
					REC Silicon	50	61	NOK	131.100	167.900	94.300	-36.800	-28	13,349	-100
100							-17							-96
long	7/26/10	8/30/10	35		Dassault Systèmes	50	1,278	EUR	5.221	4.737		-0.484	-9	12,730	-64
					Sky	50	948	GBP	7.040	7.075		0.035	0	12,763	5
100							-4							-37
short	8/30/10	11/08/10	70		SunPower	50	606	USD	10.530	14.390	6.670	-3.860	-37	10,424	-91
					Siemens Gamesa	50	1,201	EUR	5.311	5.344	5.278	-0.033	-1	10,385	-3
100							-19							-66
long	11/08/10	7/18/11	252		Hain Celestial	50	391	USD	13.270	16.585		3.315	25	11,681	38
					SKF B	50	29	SEK	177.100	173.200		-3.900	-2	11,568	-3
100							11							17
short	7/18/11	2/06/12	203		Vestas Wind Systems	50	232	DKK	24.840	13.740	44.907	20.067	81	16,223	190
					REC Silicon	50	79	NOK	72.600	44.500	118.444	45.844	63	19,845	141
100							72							165
long	2/06/12	7/23/12	168		CA	50	375	USD	26.420	25.660		-0.760	-3	19,560	-6
					Hain Celestial	50	474	USD	20.950	26.570		5.620	27	22,224	68
100							12							28
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	7/23/12	11/05/12	105		Siemens Gamesa	50	9,903	EUR	1.122	1.660	0.584	-0.538	-48	16,896	-90
					Vestas Wind Systems	50	2,204	DKK	5.042	6.310	3.774	-1.268	-25	14,101	-63
100							-37							-79
long	11/05/12	8/24/15	1022		Energy Recovery	50	2,289	USD	3.080	2.920		-0.160	-5	13,735	-2
					Coloplast	50	27	DKK	254.600	431.700		177.100	70	18,517	21
100							32							10
short	8/24/15	12/28/15	126		AMD	50	5,260	USD	1.760	3.000	0.520	-1.240	-70	11,994	-97
					REC Silicon	50	793	NOK	11.670	18.690	4.650	-7.020	-60	6,428	-93
100							-65							-95
long	12/28/15	1/18/16	21		Nordex	50	98	EUR	32.630	28.410		-4.220	-13	6,014	-91
					Energy Recovery	50	454	USD	7.100	6.370		-0.730	-10	5,683	-85
100							-12							-88
short	1/18/16	3/14/16	56		Hain Celestial	50	79	USD	35.960	40.750	31.170	-4.790	-13	5,304	-61
					REC Silicon	50	230	NOK	12.350	12.560	12.140	-0.210	-2	5,256	-11
100							-8							-40
long	3/14/16	5/02/16	49		AMD	50	966	USD	2.720	3.740		1.020	38	6,241	972
					Energy Recovery	50	286	USD	9.170	12.300		3.130	34	7,136	791
100							36							878
short	5/02/16	7/18/16	77		SunPower	50	183	USD	19.410	15.800	23.845	4.435	23	7,948	165
					Konica Minolta	50	393	JPY	9.120	7.970	10.436	1.316	14	8,465	89
100							19							125
long	7/18/16	3/26/18	616		AMD	50	768	USD	5.510	10.440		4.930	89	12,251	46
					Energy Recovery	50	412	USD	10.270	8.330		-1.940	-19	11,452	-12
100							35							20
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	3/26/18	4/08/19	378		Umweltbank	50	739	EUR	7.740	9.560	5.920	-1.820	-24	10,107	-23
					FirstGroup	50	7,444	GBP	0.770	0.952	0.589	-0.182	-24	8,756	-23
100							-24							-23
long	4/08/19	8/26/19	140		Nordex	50	287	EUR	15.220	9.135		-6.085	-40	7,010	-74
					AMD	50	153	USD	28.530	30.280		1.750	6	7,277	17
100							-17							-38
short	8/26/19	11/11/19	77		Interface	50	333	USD	10.910	16.940	4.880	-6.030	-55	5,269	-98
					Konica Minolta	50	504	JPY	7.220	7.200	7.240	0.020	0	5,279	1
100							-27							-78
long	11/11/19	3/09/20	119		AMD	50	72	USD	36.310	43.270		6.960	19	5,781	71
					STMicroelectronics	50	123	EUR	21.620	21.030		-0.590	-3	5,708	-8
100							8							27
short	3/09/20	9/07/20	182		Lenzing	50	54	EUR	52.150	44.750	60.774	8.624	17	6,174	36
					Renault	50	147	EUR	19.660	25.160	14.160	-5.500	-28	5,365	-48
100							-6							-12
long	9/07/20	1/10/22	490		AMD	50	32	USD	82.010	132.000		49.990	61	6,965	43
					Rockwool	50	1	DKK	2,332.000	2,587.000		255.000	11	7,220	8
100							37							27
short	1/10/22	1/14/22	4		SunPower	50	183	USD	19.620	20.160	19.080	-0.540	-3	7,121	-92
		1/17/22	7		Scatec	50	26	NOK	137.000	137.550	136.450	-0.550	0	7,107	-19
100							-2							-56
accum	11/12/07	1/17/22	5181	days out of 5860 invested (88%)								-29		7,107	-2

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
AMD	short	8/24/15	12/28/15	126	1.76	3.00	0.52	-1.24	-70.45	50	-35.23
	long	3/14/16	5/02/16	49	2.72	3.74		1.02	37.50		18.75
	long	7/18/16	3/26/18	616	5.51	10.44		4.93	89.47		44.74
	long	4/08/19	8/26/19	140	28.53	30.28		1.75	6.13		3.07
	long	11/11/19	3/09/20	119	36.31	43.27		6.96	19.17		9.58
	long	9/07/20	1/10/22	490	82.01	132.00		49.99	60.96		30.48	64.06
MillerKnoll	short	11/12/07	4/27/09	532	25.29	13.41	47.69	22.40	88.59		44.30	44.30
Coloplast	long	11/05/12	8/24/15	1022	254.60	431.70		177.10	69.56		34.78	34.78
Vestas Wind Systems	short	7/18/11	2/06/12	203	24.84	13.74	44.91	20.07	80.79		40.39
	short	7/23/12	11/05/12	105	5.04	6.31	3.77	-1.27	-25.15		-12.57	22.74
Hain Celestial	long	11/08/10	7/18/11	252	13.27	16.59		3.32	24.98		12.49
	long	2/06/12	7/23/12	168	20.95	26.57		5.62	26.83		13.41
	short	1/18/16	3/14/16	56	35.96	40.75	31.17	-4.79	-13.32		-6.66	19.08
Lenzing	short	3/09/20	9/07/20	182	52.15	44.75	60.77	8.62	16.54		8.27	8.27
Konica Minolta	short	5/02/16	7/18/16	77	9.12	7.97	10.44	1.32	14.43		7.21
	short	8/26/19	11/11/19	77	7.22	7.20	7.24	0.02	0.28		0.14	7.36
Kingfisher	short	11/12/07	4/27/09	532	1.74	1.81	1.68	-0.07	-3.78		-1.89
	long	4/27/09	7/05/10	434	1.81	2.10		0.29	16.19		8.09	6.05
Rockwool	long	9/07/20	1/10/22	490	2,332.00	2,587.00		255.00	10.93		5.47	5.47
Ansaldo STS	long	4/27/09	7/05/10	434	6.11	6.65		0.54	8.83		4.42	4.42
Sky	long	7/26/10	8/30/10	35	7.04	7.08		0.04	0.50		0.25	0.25
Scatec	short	1/10/22	1/17/22	7	137.00	137.55	136.45	-0.55	-0.40		-0.20	-0.20
SKF B	long	11/08/10	7/18/11	252	177.10	173.20		-3.90	-2.20		-1.10	-1.10
STMicroelectronics	long	11/11/19	3/09/20	119	21.62	21.03		-0.59	-2.73		-1.36	-1.36
CA	long	2/06/12	7/23/12	168	26.42	25.66		-0.76	-2.88		-1.44	-1.44
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Energy Recovery	long	11/05/12	8/24/15	1022	3.08	2.92		-0.16	-5.19		-2.60
	long	12/28/15	1/18/16	21	7.10	6.37		-0.73	-10.28		-5.14
	long	3/14/16	5/02/16	49	9.17	12.30		3.13	34.13		17.07
	long	7/18/16	3/26/18	616	10.27	8.33		-1.94	-18.89		-9.44	-2.05
Dassault Systèmes	long	7/26/10	8/30/10	35	5.22	4.74		-0.48	-9.27		-4.64	-4.64
Umweltbank	short	3/26/18	4/08/19	378	7.74	9.56	5.92	-1.82	-23.51		-11.76	-11.76
FirstGroup	short	3/26/18	4/08/19	378	0.77	0.95	0.59	-0.18	-23.57		-11.79	-11.79
SunPower	short	7/05/10	7/26/10	21	12.69	13.34	12.04	-0.65	-5.12		-2.56
	short	8/30/10	11/08/10	70	10.53	14.39	6.67	-3.86	-36.66		-18.33
	short	5/02/16	7/18/16	77	19.41	15.80	23.84	4.43	22.85		11.42
	short	1/10/22	1/14/22	4	19.62	20.16	19.08	-0.54	-2.75		-1.38	-12.55
Renault	short	3/09/20	9/07/20	182	19.66	25.16	14.16	-5.50	-27.98		-13.99	-13.99
REC Silicon	short	7/05/10	7/26/10	21	131.10	167.90	94.30	-36.80	-28.07		-14.04
	short	7/18/11	2/06/12	203	72.60	44.50	118.44	45.84	63.15		31.57
	short	8/24/15	12/28/15	126	11.67	18.69	4.65	-7.02	-60.15		-30.08
	short	1/18/16	3/14/16	56	12.35	12.56	12.14	-0.21	-1.70		-0.85	-21.59
Siemens Gamesa	short	8/30/10	11/08/10	70	5.31	5.34	5.28	-0.03	-0.62		-0.31
	short	7/23/12	11/05/12	105	1.12	1.66	0.58	-0.54	-47.95		-23.98	-24.21
Nordex	long	12/28/15	1/18/16	21	32.63	28.41		-4.22	-12.93		-6.47
	long	4/08/19	8/26/19	140	15.22	9.14		-6.09	-39.98		-19.99	-25.16
Interface	short	8/26/19	11/11/19	77	10.91	16.94	4.88	-6.03	-55.27		-27.64	-27.64

Annotations

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


	is taking down something concerning