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

Assessment - GCX Global Challenges in Renminbi yuán - 7/01/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
	S	GCX PR	21,146.788	8/12/24	-1.05	22,325.528	-5.28	24,188.813	-1,863.285	-7.70	-1.93
	L	First Solar	1,596.552	8/12/24	3.51	1,621.895	-1.56	1,222.347	399.548	32.69	31.30
	L	Rockwool	2,874.249	8/12/24	-0.22	2,958.046	-2.83	2,083.050	874.997	42.01	45.93
		Interface	118.778	8/12/24	-0.79	106.107	11.94	89.540	16.566	18.50	26.67
	L	Adtalem	520.410	8/12/24	-0.85	489.897	6.23	417.264	72.633	17.41	36.79
	L	Hannon Armstrong SIC	220.006	8/12/24	-1.63	209.227	5.15	195.683	13.544	6.92	19.60
	L	Scatec	57.720	8/12/24	-1.46	58.607	-1.51	57.558	1.049	1.82	21.76
	L	Kurita Water	253.938	8/09/24	-9.14	309.377	-17.92	276.858	32.518	11.75	13.45
		Smurfit Kappa	277.695	8/12/24	-0.97	324.954	-14.54	281.855	43.099	15.29	15.28
	L	Henkel	609.758	8/12/24	0.75	649.440	-6.11	572.352	77.088	13.47	14.71
		Steelcase	89.502	8/12/24	-1.76	94.382	-5.17	95.926	-1.544	-1.61	18.56
		Swiss Re	838.159	8/12/24	0.10	905.856	-7.47	800.932	104.925	13.10	12.90
		Nordex	102.642	8/12/24	-2.81	89.909	14.16	81.697	8.212	10.05	2.57
	L	Geberit	4,213.361	8/12/24	-0.72	4,264.940	-1.21	4,565.379	-300.439	-6.58	6.77
		Ricoh	56.543	8/09/24	2.12	63.282	-10.65	54.318	8.963	16.50	4.49
	L	Sonova	2,241.269	8/12/24	-1.52	2,259.000	-0.78	2,324.193	-65.193	-2.80	10.93
		MillerKnoll	197.648	8/12/24	-3.49	192.696	2.57	189.298	3.398	1.80	13.92
	L	BillerudKorsnäs	72.528	8/12/24	0.95	67.425	7.57	72.292	-4.867	-6.73	5.36
		Hannover Rück	1,776.312	8/12/24	5.23	1,881.766	-5.60	1,699.145	182.622	10.75	11.23
		Coloplast	926.380	8/12/24	0.25	871.911	6.25	813.823	58.088	7.14	2.20
		ConvaTec	2,132.215	8/12/24	-0.17	2,176.406	-2.03	2,206.809	-30.404	-1.38	2.14
		Drägerwerk	357.372	8/12/24	0.44	390.179	-8.41	406.915	-16.735	-4.11	3.72
	L	Ormat Technologies	522.231	8/12/24	-1.10	503.952	3.63	537.739	-33.787	-6.28	-0.39
		Siemens Healthineers	392.757	8/12/24	0.08	420.566	-6.61	413.199	7.366	1.78	5.52
		Pearson	9,524.077	8/12/24	-0.72	9,055.468	5.17	8,713.372	342.096	3.93	7.14
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		Cdn Nat Railway	806.594	8/12/24	-0.01	856.728	-5.85	893.854	-37.126	-4.15	-1.26
	L	Aurubis	503.054	8/12/24	1.02	605.774	-16.96	583.349	22.425	3.84	8.32
	L	Lenzing	237.076	8/12/24	0.83	259.338	-8.58	279.263	-19.925	-7.13	-5.60
	S	United Utilities	9,103.342	8/12/24	-0.12	9,084.929	0.20	9,574.588	-489.659	-5.11	-1.92
	S	CSX	243.965	8/12/24	-1.47	244.621	-0.27	245.988	-1.367	-0.56	1.49
	S	Medtronic	591.270	8/12/24	-1.04	561.630	5.28	584.496	-22.866	-3.91	-4.89
	S	Union Pacific	1,724.142	8/12/24	-0.32	1,637.552	5.29	1,742.703	-105.150	-6.03	-0.46
	L	California Water	381.095	8/12/24	-0.42	352.257	8.19	368.166	-15.909	-4.32	-0.56
		STMicroelectronics	209.775	8/12/24	0.47	283.124	-25.91	355.422	-72.298	-20.34	-12.25
	L	Ørsted	437.317	8/12/24	0.63	393.848	11.04	394.578	-0.730	-0.19	-5.14
	S	FirstGroup	1,489.604	8/12/24	0.87	1,499.731	-0.68	1,581.456	-81.725	-5.17	2.86
		Befesa	207.315	8/12/24	0.15	250.121	-17.11	276.514	-26.393	-9.54	1.68
	S	Severn Trent	23,145.026	8/12/24	-0.63	22,040.251	5.01	23,306.147	-1,265.896	-5.43	-3.36
	S	Konica Minolta	16.194	8/09/24	2.75	20.373	-20.51	20.704	-0.331	-1.60	-10.76
	S	bioMérieux	754.972	8/12/24	-0.67	700.683	7.75	790.263	-89.581	-11.34	-7.05
	S	Fabege	61.741	8/12/24	-2.01	57.050	8.22	76.387	-19.337	-25.32	-6.64
		Smith and Nephew	10,642.661	8/12/24	-0.86	8,981.817	18.49	9,746.289	-764.472	-7.84	-5.64
		Gecina	727.241	8/12/24	-0.64	690.918	5.26	864.891	-173.972	-20.11	-9.34
	L	Solaria Energía	86.316	8/12/24	1.47	90.612	-4.74	146.191	-55.579	-38.02	-10.59
	S	Xerox	70.713	8/12/24	-2.51	84.113	-15.93	130.053	-45.940	-35.32	-24.96
	S	Dassault Systèmes	261.916	8/12/24	-0.03	269.493	-2.81	347.488	-77.995	-22.45	-12.93
	L	EDP Renováveis	109.438	8/12/24	-0.92	103.735	5.50	145.523	-41.788	-28.72	-12.45
	S	Pennon Group	5,408.792	8/12/24	-0.84	5,381.172	0.51	6,791.225	-1,410.053	-20.76	-12.36
		Signify	163.258	8/12/24	-0.76	184.349	-11.44	238.179	-53.830	-22.60	-10.94
	S	Intel	140.990	8/12/24	-1.78	224.594	-37.22	356.530	-131.936	-37.01	-17.33
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
	L	SunPower	1.457	8/12/24	-4.76	19.736	-92.62	34.269	-14.534	-42.41	-31.79
GCX - 50 out of 50 instruments rated - 7/01/24 / 1/01/24 - 18 did rise, Market-Ratio(26) in CNY = 36.00 %

Technical Chart

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

1/04/21	scale up chart	7/01/24

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

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	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	26	187.427	91.549	383.715	196.288	105	15,104	63
					Kingfisher	50	189	27.017	18.139	40.241	13.224	49	17,603	31
100							76						47
long	4/27/09	7/05/10	434		Kingfisher	50	485	18.139	21.666		3.527	19	19,313	16
					Ansaldo STS	50	159	55.272	56.616		1.344	2	19,527	2
100							11						9
short	7/05/10	7/26/10	21		SunPower	50	113	85.932	90.467	81.398	-4.534	-5	19,015	-61
					REC Silicon	50	71	137.986	184.315	91.657	-46.329	-34	15,725	-100
100							-19						-98
long	7/26/10	8/30/10	35		Dassault Systèmes	50	172	45.703	41.099		-4.604	-10	14,934	-67
					Sky	50	106	73.627	74.686		1.058	1	15,046	16
100							-4						-37
short	8/30/10	11/08/10	70		SunPower	50	105	71.582	95.784	47.381	-24.201	-34	12,505	-88
					Siemens Gamesa	50	163	46.079	49.910	42.249	-3.830	-8	11,880	-36
100							-21						-71
long	11/08/10	7/18/11	252		Hain Celestial	50	67	88.329	106.670		18.342	21	13,109	31
					SKF B	50	33	178.186	171.658		-6.528	-4	12,894	-5
100							9						13
short	7/18/11	2/06/12	203		Vestas Wind Systems	50	212	30.333	15.295	60.156	29.823	98	19,216	243
					REC Silicon	50	76	84.063	48.288	146.343	62.280	74	23,950	171
100							86						206
long	2/06/12	7/23/12	168		CA	50	72	166.247	161.807		-4.439	-3	23,630	-6
					Hain Celestial	50	90	131.827	167.546		35.719	27	26,845	68
100							12						28
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	7/23/12	11/05/12	105		Siemens Gamesa	50	1,560	8.599	13.408	3.791	-4.809	-56	19,343	-94
					Vestas Wind Systems	50	2,585	5.194	6.832	3.556	-1.638	-32	15,109	-73
100							-44						-86
long	11/05/12	8/24/15	1022		Energy Recovery	50	389	19.379	18.700		-0.679	-4	14,845	-1
					Coloplast	50	27	275.669	429.982		154.314	56	19,011	17
100							26						9
short	8/24/15	12/28/15	126		AMD	50	843	11.271	19.471	3.071	-8.200	-73	12,099	-98
					REC Silicon	50	1,045	9.093	13.935	4.251	-4.842	-53	7,039	-89
100							-63						-94
long	12/28/15	1/18/16	21		Nordex	50	15	232.277	203.586		-28.691	-12	6,609	-90
					Energy Recovery	50	77	46.081	41.909		-4.172	-9	6,287	-81
100							-11						-86
short	1/18/16	3/14/16	56		Hain Celestial	50	13	236.586	264.989	208.183	-28.403	-12	5,918	-57
					REC Silicon	50	351	9.137	9.642	8.632	-0.505	-6	5,741	-31
100							-9						-45
long	3/14/16	5/02/16	49		AMD	50	162	17.688	24.217		6.530	37	6,799	939
					Energy Recovery	50	48	59.631	79.645		20.014	34	7,759	763
100							35						848
short	5/02/16	7/18/16	77		SunPower	50	30	125.684	105.888	149.180	23.496	19	8,464	125
					Konica Minolta	50	7,190	0.555	0.503	0.612	0.057	10	8,873	59
100							14						89
long	7/18/16	3/26/18	616		AMD	50	120	36.927	65.465		28.538	77	12,298	40
					Energy Recovery	50	64	68.827	52.234		-16.593	-24	11,236	-15
100							27						15
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	3/26/18	4/08/19	378		Umweltbank	50	92	60.435	72.327	48.543	-11.892	-20	10,142	-19
					FirstGroup	50	826	6.868	8.344	5.393	-1.476	-21	8,923	-21
100							-21						-20
long	4/08/19	8/26/19	140		Nordex	50	38	115.148	72.517		-42.631	-37	7,303	-70
					AMD	50	23	191.542	216.386		24.844	13	7,875	37
100							-12						-28
short	8/26/19	11/11/19	77		Interface	50	50	77.965	118.665	37.265	-40.700	-52	5,840	-97
					Konica Minolta	50	8,176	0.486	0.463	0.511	0.025	5	6,041	26
100							-23						-72
long	11/11/19	3/09/20	119		AMD	50	11	254.352	300.512		46.160	18	6,549	67
					STMicroelectronics	50	19	167.272	167.475		0.203	0	6,552	0
100							9						29
short	3/09/20	9/07/20	182		Lenzing	50	7	415.302	361.115	477.620	62.318	15	6,989	32
					Renault	50	23	156.564	203.031	110.098	-46.467	-30	5,920	-51
100							-10						-19
long	9/07/20	1/10/22	490		AMD	50	5	559.940	841.352		281.412	50	7,327	35
					Rockwool	50	1	2,529.104	2,511.510		-17.594	-1	7,309	-1
100							26						19
short	1/10/22	3/27/23	441		SunPower	50	29	125.056	85.233	183.485	58.429	47	9,004	37
					Scatec	50	37	98.357	41.623	232.425	134.068	136	13,964	104
100							92						71
long	3/27/23	7/10/23	105		First Solar	50	4	1,445.585	1,379.498		-66.086	-5	13,700	-15
					STMicroelectronics	50	24	340.431	350.498		10.067	3	13,942	11
100							0						-1
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	7/10/23	12/25/23	168		Lenzing	50	20	336.949	286.362	396.471	59.522	18	15,132	42
					SunPower	50	106	67.594	31.856	143.426	75.832	112	23,170	413
100							66						202
long	12/25/23	8/12/24	231		Intel	50	33	342.843	140.990		-201.853	-59	16,509	-75
					Steelcase	50	119	99.282	89.502		-9.779	-10	15,345	-15
100							-34						-48
accum	11/12/07	8/12/24	6451	days out of 7130 invested (90%)							53		15,345	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
SunPower	short	7/05/10	7/26/10	21	85.93	90.47	81.40	-4.53	-5.28	50	-2.64
	short	8/30/10	11/08/10	70	71.58	95.78	47.38	-24.20	-33.81		-16.90
	short	5/02/16	7/18/16	77	125.68	105.89	149.18	23.50	18.69		9.35
	short	1/10/22	3/27/23	441	125.06	85.23	183.48	58.43	46.72		23.36
	short	7/10/23	12/25/23	168	67.59	31.86	143.43	75.83	112.19		56.09	70.35
Scatec	short	1/10/22	3/27/23	441	98.36	41.62	232.43	134.07	136.31		68.15	68.15
MillerKnoll	short	11/12/07	4/27/09	532	187.43	91.55	383.72	196.29	104.73		52.36	52.36
AMD	short	8/24/15	12/28/15	126	11.27	19.47	3.07	-8.20	-72.75		-36.38
	long	3/14/16	5/02/16	49	17.69	24.22		6.53	36.92		18.46
	long	7/18/16	3/26/18	616	36.93	65.47		28.54	77.28		38.64
	long	4/08/19	8/26/19	140	191.54	216.39		24.84	12.97		6.49
	long	11/11/19	3/09/20	119	254.35	300.51		46.16	18.15		9.07
	long	9/07/20	1/10/22	490	559.94	841.35		281.41	50.26		25.13	51.86
Kingfisher	short	11/12/07	4/27/09	532	27.02	18.14	40.24	13.22	48.95		24.47
	long	4/27/09	7/05/10	434	18.14	21.67		3.53	19.45		9.72	36.58
Coloplast	long	11/05/12	8/24/15	1022	275.67	429.98		154.31	55.98		27.99	27.99
Vestas Wind Systems	short	7/18/11	2/06/12	203	30.33	15.29	60.16	29.82	98.32		49.16
	short	7/23/12	11/05/12	105	5.19	6.83	3.56	-1.64	-31.53		-15.77	25.64
Hain Celestial	long	11/08/10	7/18/11	252	88.33	106.67		18.34	20.77		10.38
	long	2/06/12	7/23/12	168	131.83	167.55		35.72	27.10		13.55
	short	1/18/16	3/14/16	56	236.59	264.99	208.18	-28.40	-12.01		-6.00	17.81
Lenzing	short	3/09/20	9/07/20	182	415.30	361.11	477.62	62.32	15.01		7.50
	short	7/10/23	12/25/23	168	336.95	286.36	396.47	59.52	17.67		8.83	17.00
Konica Minolta	short	5/02/16	7/18/16	77	0.55	0.50	0.61	0.06	10.26		5.13
	short	8/26/19	11/11/19	77	0.49	0.46	0.51	0.02	5.06		2.53	7.79
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
STMicroelectronics	long	11/11/19	3/09/20	119	167.27	167.47		0.20	0.12		0.06
	long	3/27/23	7/10/23	105	340.43	350.50		10.07	2.96		1.48	1.54
Ansaldo STS	long	4/27/09	7/05/10	434	55.27	56.62		1.34	2.43		1.22	1.22
Sky	long	7/26/10	8/30/10	35	73.63	74.69		1.06	1.44		0.72	0.72
Rockwool	long	9/07/20	1/10/22	490	2,529.10	2,511.51		-17.59	-0.70		-0.35	-0.35
CA	long	2/06/12	7/23/12	168	166.25	161.81		-4.44	-2.67		-1.34	-1.34
SKF B	long	11/08/10	7/18/11	252	178.19	171.66		-6.53	-3.66		-1.83	-1.83
First Solar	long	3/27/23	7/10/23	105	1,445.58	1,379.50		-66.09	-4.57		-2.29	-2.29
Energy Recovery	long	11/05/12	8/24/15	1022	19.38	18.70		-0.68	-3.51		-1.75
	long	12/28/15	1/18/16	21	46.08	41.91		-4.17	-9.05		-4.53
	long	3/14/16	5/02/16	49	59.63	79.64		20.01	33.56		16.78
	long	7/18/16	3/26/18	616	68.83	52.23		-16.59	-24.11		-12.05	-3.66
Steelcase	long	12/25/23	8/12/24	231	99.28	89.50		-9.78	-9.85		-4.92	-4.92
Dassault Systèmes	long	7/26/10	8/30/10	35	45.70	41.10		-4.60	-10.07		-5.04	-5.04
Umweltbank	short	3/26/18	4/08/19	378	60.44	72.33	48.54	-11.89	-19.68		-9.84	-9.84
FirstGroup	short	3/26/18	4/08/19	378	6.87	8.34	5.39	-1.48	-21.48		-10.74	-10.74
Renault	short	3/09/20	9/07/20	182	156.56	203.03	110.10	-46.47	-29.68		-14.84	-14.84
REC Silicon	short	7/05/10	7/26/10	21	137.99	184.32	91.66	-46.33	-33.58		-16.79
	short	7/18/11	2/06/12	203	84.06	48.29	146.34	62.28	74.09		37.04
	short	8/24/15	12/28/15	126	9.09	13.94	4.25	-4.84	-53.25		-26.63
	short	1/18/16	3/14/16	56	9.14	9.64	8.63	-0.50	-5.53		-2.76	-18.64
Nordex	long	12/28/15	1/18/16	21	232.28	203.59		-28.69	-12.35		-6.18
	long	4/08/19	8/26/19	140	115.15	72.52		-42.63	-37.02		-18.51	-23.54
Interface	short	8/26/19	11/11/19	77	77.96	118.66	37.26	-40.70	-52.20		-26.10	-26.10
Intel	long	12/25/23	8/12/24	231	342.84	140.99		-201.85	-58.88		-29.44	-29.44
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Siemens Gamesa	short	8/30/10	11/08/10	70	46.08	49.91	42.25	-3.83	-8.31		-4.16
	short	7/23/12	11/05/12	105	8.60	13.41	3.79	-4.81	-55.92		-27.96	-30.95

Annotations

3/01/24	GCX	Adtalem Global Education replaces Benesse
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


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