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

Assessment - GCX Global Challenges - 2/24/20 - RS = 26

		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	8/26/19	prc diff	⇓ Δ26	Curr	∅-RS
		GCX PR	2,447.920	1/08		2,447.920		2,084.780	363.140	17.42	EUR	9.48
		AMD	47.490	Wed	-0.17	49.120	-3.32	30.280	18.840	62.22	USD	52.94
		STMicroelectronics	25.750	09:03	-3.52	26.310	-2.13	15.770	10.540	66.84	EUR	49.39
	L	Pennon Group	1,130.500	Wed	-0.26	1,175.000	-3.79	727.000	448.000	61.62	GBP	43.55
	L	Osram Licht	47.130	09:10	-0.25	47.660	-1.11	36.380	11.280	31.01	EUR	33.62
	L	Berkeley	4,897.000	09:23	-2.84	5,274.000	-7.15	3,969.000	1,305.000	32.88	GBP	28.18
	L	Ormat Technologies	72.600	Wed	-9.11	83.210	-12.75	72.260	10.950	15.15	USD	24.13
	L	Umweltbank	11.650	08:44	-2.51	12.550	-7.17	9.680	2.870	29.65	EUR	21.98
		Hannover Rück	173.100	09:10	-1.42	181.300	-4.52	146.400	34.900	23.84	EUR	21.84
	L	Coloplast	927.800	09:30	0.52	939.400	-1.23	813.800	125.600	15.43	DKK	21.53
		Hain Celestial	24.495	Wed	-4.43	26.540	-7.71	18.530	8.010	43.23	USD	18.99
		Vestas Wind Systems	676.400	09:30	-0.29	688.000	-1.69	535.600	152.400	28.45	DKK	18.16
		Autodesk	190.670	Wed	2.11	194.370	-1.90	147.800	46.570	31.51	USD	18.15
		Intel	59.650	Wed	-0.13	61.760	-3.42	45.560	16.200	35.56	USD	16.90
		SunPower	8.880	Wed	-6.62	9.940	-10.66	13.150	-3.210	-24.41	USD	14.78
	L	Sonova	239.500	09:02	-1.24	249.900	-4.16	227.200	22.700	9.99	CHF	14.26
		FirstGroup	124.200	Wed	-2.44	128.000	-2.97	127.700	0.300	0.23	GBP	13.02
		Atlas Copco A	342.800	09:31	-1.92	340.600	0.65	270.300	70.300	26.01	SEK	12.75
		Signify	28.920	Wed	0.17	29.180	-0.89	25.750	3.430	13.32	EUR	11.62
		Kurita Water	2,922.000	06:15	-4.51	3,220.000	-9.25	2,739.000	481.000	17.56	JPY	11.06
	L	REC Silicon	4.230	09:05	-1.81	4.660	-9.23	4.678	-0.018	-0.38	NOK	10.70
	L	BillerudKorsnäs	124.500	Wed	0.16	127.100	-2.05	105.400	21.700	20.59	SEK	10.53
	L	Enágas	24.050	09:06	-0.54	25.050	-3.99	19.760	5.290	26.77	EUR	10.36
		Geberit	508.200	09:02	-0.51	515.000	-1.32	439.100	75.900	17.29	CHF	10.06
		Dassault Systèmes	145.450	09:02	-1.52	150.600	-3.42	127.950	22.650	17.70	EUR	9.83
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	8/26/19	prc diff	⇓ Δ26	Curr	∅-RS
	L	Energy Recovery	10.060	Wed	-0.59	10.380	-3.08	8.900	1.480	16.63	USD	8.70
		Siemens Gamesa	14.650	09:07	-1.68	15.225	-3.78	12.220	3.005	24.59	EUR	8.68
	L	Rockwool	1,644.000	Wed	0.49	1,669.000	-1.50	1,356.000	313.000	23.08	DKK	7.50
		Aurubis	46.210	09:09	-1.58	47.790	-3.31	38.020	9.770	25.70	EUR	7.40
	L	CSX	75.310	Wed	-0.34	78.060	-3.52	65.030	13.030	20.04	USD	7.05
	L	Vossloh	38.050	Wed	-1.42	39.350	-3.30	35.450	3.900	11.00	EUR	6.75
		Interface	16.160	Wed	2.93	16.100	0.37	10.910	5.190	47.57	USD	6.02
	L	Snam	4.777	09:06	-0.67	4.790	-0.27	4.429	0.361	8.15	EUR	5.04
		SKF B	174.450	09:31	-0.31	177.050	-1.47	148.300	28.750	19.39	SEK	5.03
		Xerox	35.730	Wed	-2.00	34.860	2.50	28.100	6.760	24.06	USD	5.00
		Benesse	2,781.000	06:15	-3.10	2,925.000	-4.92	2,680.000	245.000	9.14	JPY	4.36
		Ricoh	1,040.000	06:15	-2.71	1,114.000	-6.64	938.000	176.000	18.76	JPY	3.57
		Union Pacific	165.750	Wed	-3.01	176.800	-6.25	159.110	17.690	11.12	USD	3.16
		Cdn Nat Railway	117.770	Wed	-0.57	122.250	-3.66	119.840	2.410	2.01	CAD	1.46
	S	Henkel	87.040	09:01	-1.29	90.020	-3.31	86.660	3.360	3.88	EUR	-0.25
	S	Swiss Re	97.680	09:02	-1.13	100.450	-2.76	98.920	1.530	1.55	CHF	-0.90
	S	Nordex	11.300	09:17	-1.31	11.240	0.53	9.135	2.105	23.04	EUR	-4.72
		Aviva	374.200	09:22	-1.50	389.500	-3.93	361.400	28.100	7.78	GBP	-4.73
		Kingfisher	190.550	09:24	-2.98	207.900	-8.35	190.600	17.300	9.08	GBP	-4.87
	S	Herman Miller	37.130	Wed	-1.17	38.990	-4.77	41.840	-2.850	-6.81	USD	-5.89
	S	Shimano	15,260.000	06:15	-0.91	15,550.000	-1.86	15,050.000	500.000	3.32	JPY	-6.60
		Boiron	32.650	Wed	3.32	31.600	3.32	37.900	-6.300	-16.62	EUR	-17.40
	S	Pearson	580.000	09:24		579.600	0.07	818.000	-238.400	-29.14	GBP	-22.44
		Konica Minolta	608.000	06:15	-2.09	645.000	-5.74	722.000	-77.000	-10.66	JPY	-24.25
	S	Lenzing	63.200	09:22	-1.10	65.450	-3.44	86.900	-21.450	-24.68	EUR	-26.80
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	8/26/19	prc diff	⇓ Δ26	Curr	∅-RS
	S	Renault	28.150	09:03	-3.21	29.585	-4.85	50.830	-21.245	-41.80	EUR	-40.23
GCX - 50 out of 50 instruments rated - 2/24/20 / 8/26/19 - 42 did rise, Market-Ratio(26) = 84.00 %

Technical Chart

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

1/04/16	scale up chart	2/24/20

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		Herman Miller	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	255	EUR	26.105	23.685		-2.420	-9	12,732	-64
					Sky	50	950	GBP	7.040	7.075		0.035	0	12,765	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	10,426	-91
					Siemens Gamesa	50	1,201	EUR	5.311	5.344	5.278	-0.033	-1	10,386	-3
100							-19							-66
long	11/08/10	7/18/11	252		Hain Celestial	50	391	USD	13.270	16.585		3.315	25	11,682	38
					SKF B	50	29	SEK	177.100	173.200		-3.900	-2	11,569	-3
100							11							17
short	7/18/11	2/06/12	203		Vestas Wind Systems	50	46	DKK	124.200	68.700	224.536	100.336	81	16,185	190
					REC Silicon	50	80	NOK	72.600	44.500	118.444	45.844	63	19,852	141
100							72							165
long	2/06/12	7/23/12	168		CA	50	375	USD	26.420	25.660		-0.760	-3	19,567	-6
					Hain Celestial	50	474	USD	20.950	26.570		5.620	27	22,231	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	9,906	EUR	1.122	1.660	0.584	-0.538	-48	16,902	-90
					Vestas Wind Systems	50	440	DKK	25.210	31.550	18.870	-6.340	-25	14,112	-63
100							-37							-79
long	11/05/12	8/24/15	1022		Energy Recovery	50	2,290	USD	3.080	2.920		-0.160	-5	13,746	-2
					Coloplast	50	27	DKK	254.600	431.700		177.100	70	18,527	21
100							32							10
short	8/24/15	12/28/15	126		AMD	50	5,263	USD	1.760	3.000	0.520	-1.240	-70	12,001	-97
					REC Silicon	50	793	NOK	11.670	18.690	4.650	-7.020	-60	6,434	-93
100							-65							-95
long	12/28/15	1/18/16	21		Nordex	50	98	EUR	32.630	28.410		-4.220	-13	6,021	-91
					Energy Recovery	50	455	USD	7.100	6.370		-0.730	-10	5,689	-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	5,310	-61
					REC Silicon	50	230	NOK	12.350	12.560	12.140	-0.210	-2	5,262	-11
100							-8							-40
long	3/14/16	5/02/16	49		AMD	50	967	USD	2.720	3.740		1.020	38	6,248	972
					Energy Recovery	50	286	USD	9.170	12.300		3.130	34	7,143	791
100							36							878
short	5/02/16	7/18/16	77		SunPower	50	184	USD	19.410	15.800	23.845	4.435	23	7,959	165
					Konica Minolta	50	391	JPY	9.120	7.970	10.436	1.316	14	8,474	89
100							19							125
long	7/18/16	3/26/18	616		AMD	50	768	USD	5.510	10.440		4.930	89	12,260	46
					Energy Recovery	50	413	USD	10.270	8.330		-1.940	-19	11,459	-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	740	EUR	7.740	9.560	5.920	-1.820	-24	10,112	-23
					FirstGroup	50	7,443	GBP	0.770	0.952	0.589	-0.182	-24	8,761	-23
100							-24							-23
long	4/08/19	8/26/19	140		Nordex	50	287	EUR	15.220	9.135		-6.085	-40	7,015	-74
					AMD	50	153	USD	28.530	30.280		1.750	6	7,283	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	5,275	-98
					Konica Minolta	50	505	JPY	7.220	7.200	7.240	0.020	0	5,285	1
100							-27							-78
long	11/11/19	2/26/20	107		AMD	50	72	USD	36.310	47.490		11.180	31	6,090	150
		2/27/20	108		STMicroelectronics	50	123	EUR	21.620	25.750		4.130	19	6,598	81
100							25							112
accum	11/12/07	2/27/20	4490	days out of 5169 invested (87%)								-34		6,598	-3

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Herman Miller	short	11/12/07	4/27/09	532	25.29	13.41	47.69	22.40	88.59	50	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
AMD	short	8/24/15	12/28/15	126	1.76	3.00	0.52	-1.24	-70.45		-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	2/26/20	107	36.31	47.49		11.18	30.79		15.40	32.41
Vestas Wind Systems	short	7/18/11	2/06/12	203	124.20	68.70	224.54	100.34	80.79		40.39
	short	7/23/12	11/05/12	105	25.21	31.55	18.87	-6.34	-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
STMicroelectronics	long	11/11/19	2/27/20	108	21.62	25.75		4.13	19.10		9.55	9.55
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
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
SKF B	long	11/08/10	7/18/11	252	177.10	173.20		-3.90	-2.20		-1.10	-1.10
CA	long	2/06/12	7/23/12	168	26.42	25.66		-0.76	-2.88		-1.44	-1.44
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Dassault Systèmes	long	7/26/10	8/30/10	35	26.11	23.69		-2.42	-9.27		-4.64	-4.64
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	-11.33
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
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

7/12/19	REC Silicon	reverse split 10:1 (one for ten)
6/19/18	Atlas Copco A	spin-off Epiroc
9/18/17	Umweltbank	stock split 1:5 (five for one)
6/15/17	Xerox	reverse stock split 4:1 (one for four)
2/21/17	GCX	machine learning processed for all techniques
11/07/16	Snam	spin-off Italgas 5:1 (one new Italgas for five Snam)
3/18/16	GCX	Sonova replaces Accenture
9/04/15	GCX	Swiss Re replaces BWT
8/18/15	GCX	complete analysis
3/10/15	GCX	Accenture and Autodesk replace Interface and J Sainsbury


	is taking down something concerning