| |
| |
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
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 | di % | 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 | di % | 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 | di % | 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 |
|
|