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

Assessment - GCX Global Challenges - 10/07/19 - RS = 26

		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	4/08/19	prc diff	⇓ Δ26	Curr	∅-RS
		GCX PR	2,187.080	Fri	2.46	2,143.540	2.03	2,208.800	-65.260	-2.95	EUR	3.67
		SunPower	9.970	Fri	1.99	10.180	-2.06	7.620	2.560	33.60	USD	35.92
	L	FirstGroup	128.500	Fri	3.55	128.000	0.39	95.150	32.850	34.52	GBP	30.19
	L	Ormat Technologies	74.840	Fri	1.01	74.420	0.56	56.000	18.420	32.89	USD	27.21
	L	STMicroelectronics	19.185	Fri	7.06	17.905	7.15	15.645	2.260	14.45	EUR	24.23
		Herman Miller	44.670	Fri	0.77	44.640	0.07	36.450	8.190	22.47	USD	20.59
		Sonova	227.500	Fri	1.34	230.200	-1.17	201.600	28.600	14.19	CHF	19.78
	L	Hannover Rück	155.700	Fri	0.97	155.200	0.32	131.400	23.800	18.11	EUR	18.10
		Coloplast	781.400	Fri	0.83	810.800	-3.63	717.000	93.800	13.08	DKK	17.59
	L	Osram Licht	38.430	Fri	-0.88	39.490	-2.68	32.980	6.510	19.74	EUR	16.76
		Atlas Copco A	300.200	Fri	1.56	294.700	1.87	269.200	25.500	9.47	SEK	16.14
		AMD	29.750	Fri	4.83	28.930	2.83	28.530	0.400	1.40	USD	16.13
	L	Geberit	472.800	Fri	1.46	464.800	1.72	407.400	57.400	14.09	CHF	10.53
	L	Pennon Group	864.200	Fri	5.21	811.400	6.51	725.800	85.600	11.79	GBP	9.63
		Snam	4.546	Fri	-0.13	4.645	-2.13	4.630	0.015	0.32	EUR	9.20
	L	Berkeley	4,355.000	Fri	8.50	4,007.000	8.68	3,775.000	232.000	6.15	GBP	8.74
		Dassault Systèmes	138.300	Fri	2.41	133.000	3.98	134.500	-1.500	-1.12	EUR	8.41
	L	Swiss Re	103.550	Fri	0.53	103.000	0.53	99.320	3.680	3.71	CHF	7.95
	L	Intel	52.090	Fri	1.92	50.620	2.90	55.680	-5.060	-9.09	USD	3.60
		Xerox	29.410	Fri	2.05	29.830	-1.41	33.750	-3.920	-11.61	USD	3.42
		Signify	24.300	Fri	1.33	24.360	-0.25	25.500	-1.140	-4.47	EUR	3.05
		Umweltbank	9.840	Fri	1.44	9.600	2.50	9.560	0.040	0.42	EUR	2.96
	L	Henkel	93.080	Fri	0.98	92.960	0.13	90.720	2.240	2.47	EUR	2.49
		Energy Recovery	9.410	Fri	1.95	8.950	5.14	9.370	-0.420	-4.48	USD	2.43
		SKF B	169.350	Fri	3.61	156.750	8.04	167.950	-11.200	-6.67	SEK	2.01
		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	4/08/19	prc diff	⇓ Δ26	Curr	∅-RS
		Vestas Wind Systems	539.400	Fri	2.94	526.600	2.43	594.200	-67.600	-11.38	DKK	0.59
		Lenzing	91.050	Fri	1.62	88.300	3.11	96.000	-7.700	-8.02	EUR	-0.01
	L	Benesse	2,807.000	Fri	-0.50	2,829.000	-0.78	2,899.000	-70.000	-2.41	JPY	-0.17
	L	Hain Celestial	20.700	Fri	2.37	20.520	0.88	21.890	-1.370	-6.26	USD	-0.49
	S	Nordex	11.190	Fri		10.140	10.36	15.220	-5.080	-33.38	EUR	-1.07
		Autodesk	150.320	Fri	3.86	147.560	1.87	166.740	-19.180	-11.50	USD	-1.65
		Kurita Water	2,807.000	Fri	0.36	2,738.000	2.52	2,933.000	-195.000	-6.65	JPY	-1.90
	S	Cdn Nat Railway	114.780	Fri	0.95	113.120	1.47	121.120	-8.000	-6.61	CAD	-2.45
		Shimano	15,620.000	Fri	0.58	15,700.000	-0.51	17,790.000	-2,090.000	-11.75	JPY	-2.95
	S	Union Pacific	161.390	Fri	3.61	155.910	3.51	168.690	-12.780	-7.58	USD	-3.29
		CSX	69.050	Fri	3.15	66.790	3.38	75.620	-8.830	-11.68	USD	-5.91
	L	Vossloh	35.850	Fri	2.43	35.850		42.750	-6.900	-16.14	EUR	-6.88
		Aviva	405.200	Fri	6.30	377.900	7.22	429.600	-51.700	-12.03	GBP	-7.34
		Siemens Gamesa	12.055	Fri	3.92	11.725	2.81	14.890	-3.165	-21.26	EUR	-8.49
		Enágas	20.560	Fri	0.34	21.070	-2.42	25.810	-4.740	-18.36	EUR	-9.39
	L	Aurubis	42.800	Fri	2.93	40.160	6.57	50.320	-10.160	-20.19	EUR	-9.66
	S	BillerudKorsnäs	110.750	Fri	1.61	103.650	6.85	128.050	-24.400	-19.06	SEK	-9.93
	L	Interface	14.000	Fri	3.24	13.660	2.49	16.050	-2.390	-14.89	USD	-10.23
	L	Renault	53.400	Fri	5.12	50.420	5.91	61.700	-11.280	-18.28	EUR	-11.89
		Ricoh	949.000	Fri	1.06	952.000	-0.32	1,184.000	-232.000	-19.59	JPY	-12.03
		Kingfisher	210.200	Fri	9.02	191.300	9.88	245.500	-54.200	-22.08	GBP	-15.25
	S	Pearson	693.600	Fri	-0.17	716.000	-3.13	837.400	-121.400	-14.50	GBP	-16.93
	S	Rockwool	1,252.000	Fri	1.38	1,282.000	-2.34	1,565.000	-283.000	-18.08	DKK	-24.60
	S	Konica Minolta	755.000	Fri	1.62	739.000	2.17	1,124.000	-385.000	-34.25	JPY	-25.72
	S	Boiron	31.500	Fri	-0.63	32.300	-2.48	52.600	-20.300	-38.59	EUR	-28.39
		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	4/08/19	prc diff	⇓ Δ26	Curr	∅-RS
	S	REC Silicon	3.258	Fri	-1.27	3.234	0.74	7.750	-4.516	-58.27	NOK	-43.71
GCX - 50 out of 50 instruments rated - 10/07/19 / 4/08/19 - 18 did rise, Market-Ratio(26) = 36.00 %

Technical Chart

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

1/05/15	scale up chart	10/07/19

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	10/11/19	46		Interface	50	333	USD	10.910	14.000	7.820	-3.090	-28	6,254	-93
					Konica Minolta	50	505	JPY	7.220	7.550	6.890	-0.330	-5	6,087	-31
100							-16							-76
accum	11/12/07	10/11/19	4354	days out of 5033 invested (87%)								-39		6,087	-4

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
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
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	14.74
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
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	10/11/19	46	7.22	7.55	6.89	-0.33	-4.57		-2.29	4.76
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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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
Interface	short	8/26/19	10/11/19	46	10.91	14.00	7.82	-3.09	-28.32		-14.16	-14.16
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

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