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

Assessment - GCX Global Challenges in Swiss Franc - 14/10/19 - RS = 15

		⇓instrument	freshest		⇓ Δday	14/10/19	Δwk	1/07/19	prc diff	⇓ Δ15	⇓∅-RS
		GCX PR	2,396.228	Fri	-0.93	2,401.395	-0.22	2,460.923	-59.528	-2.42	3.50
	L	Interface	14.964	Fri	0.47	13.838	8.14	15.288	-1.451	-9.49	-7.70
	L	Pennon Group	1,133.399	Fri	0.53	1,055.060	7.43	925.524	129.536	14.00	12.31
	L	Hain Celestial	22.092	Fri	-1.16	21.006	5.17	21.145	-0.139	-0.66	2.96
	L	Osram Licht	44.147	Fri	3.03	41.991	5.13	32.527	9.464	29.10	10.38
	L	SKF B	17.886	Fri	0.66	17.109	4.54	18.058	-0.949	-5.26	4.53
		Signify	27.576	Fri	2.12	26.389	4.50	29.462	-3.073	-10.43	-0.69
	L	FirstGroup	168.353	Fri	0.75	161.322	4.36	122.933	38.389	31.23	28.44
		Energy Recovery	9.655	Fri	-0.97	9.282	4.03	10.400	-1.118	-10.75	6.73
		Aviva	517.487	Fri	1.03	498.153	3.88	527.069	-28.916	-5.49	-3.02
		Nordex	12.656	Fri	0.61	12.194	3.79	13.789	-1.595	-11.57	5.56
	L	Berkeley	5,684.570	Fri	1.50	5,481.191	3.71	4,675.072	806.119	17.24	17.15
	L	Ormat Technologies	75.439	Fri	1.60	72.857	3.54	63.257	9.600	15.18	24.45
	S	Konica Minolta	7.184	Fri	-0.64	6.945	3.44	9.729	-2.784	-28.62	-22.20
	L	Kurita Water	26.703	Fri	-0.17	25.820	3.42	25.006	0.814	3.26	2.43
	L	Atlas Copco A	31.516	Fri	1.01	30.581	3.06	31.821	-1.239	-3.89	12.43
		Herman Miller	45.606	Fri	0.16	44.459	2.58	43.446	1.014	2.33	20.44
		Umweltbank	10.995	Fri	-0.99	10.732	2.46	12.986	-2.255	-17.36	2.28
	L	Benesse	26.335	Fri	-1.00	25.820	2.00	23.420	2.399	10.24	0.75
		Xerox	29.709	Fri	0.78	29.171	1.85	35.791	-6.621	-18.50	1.55
	L	Geberit	479.500	Fri	0.08	471.200	1.76	460.500	10.700	2.32	11.97
	L	Vossloh	40.738	Fri	1.79	40.078	1.65	36.506	3.572	9.78	-6.73
	L	Swiss Re	102.800	Fri	0.34	101.300	1.48	99.400	1.900	1.91	5.95
		AMD	30.876	Fri	-0.55	30.437	1.44	30.814	-0.377	-1.22	22.68
		Ricoh	8.849	Fri	-1.64	8.729	1.37	9.774	-1.045	-10.69	-10.46
		⇓instrument	freshest		⇓ Δday	14/10/19	Δwk	1/07/19	prc diff	⇓ Δ15	⇓∅-RS
	S	Union Pacific	161.008	Fri	-1.33	159.064	1.22	169.377	-10.313	-6.09	-0.63
	L	Hannover Rück	173.837	Fri	0.57	171.968	1.09	159.402	12.566	7.88	16.14
	L	Kingfisher	270.419	Fri	-0.23	268.787	0.61	269.341	-0.554	-0.21	-5.23
		Sonova	228.000	Fri	-0.52	227.200	0.35	221.600	5.600	2.53	17.55
	L	Henkel	103.115	Fri		102.785	0.32	95.976	6.809	7.09	1.26
		Lenzing	99.618	Fri	0.33	99.453	0.17	109.798	-10.345	-9.42	0.36
		CSX	68.461	Fri	-1.59	68.351	0.16	77.657	-9.306	-11.98	-2.89
	L	Aurubis	46.214	Fri	-0.19	46.181	0.07	48.077	-1.896	-3.94	-6.63
	S	Cdn Nat Railway	86.581	Fri	-0.24	86.536	0.05	91.054	-4.517	-4.96	-0.27
		Shimano	143.678	Fri	-1.08	143.678		149.213	-5.536	-3.71	-1.71
	L	STMicroelectronics	20.891	Fri	-0.13	20.924	-0.16	18.103	2.822	15.59	29.03
	S	Boiron	34.800	Fri	-1.56	34.910	-0.31	42.804	-7.894	-18.44	-29.95
		Coloplast	116.473	Fri	-1.30	116.886	-0.35	114.608	2.278	1.99	12.23
		Snam	4.999	Fri	-0.53	5.020	-0.44	4.849	0.172	3.54	4.70
	L	Intel	51.204	Fri	-0.96	51.483	-0.54	47.455	4.027	8.49	5.86
		Siemens Gamesa	13.293	Fri	0.12	13.381	-0.66	16.397	-3.016	-18.39	-7.28
		BillerudKorsnäs	11.106	Fri	2.44	11.193	-0.77	13.251	-2.058	-15.53	-8.33
		SunPower	9.551	Fri	1.27	9.626	-0.78	11.091	-1.465	-13.21	28.25
		Dassault Systèmes	149.647	Fri	-1.20	151.407	-1.16	159.792	-8.386	-5.25	9.84
	S	REC Silicon	0.352	Fri	1.32	0.357	-1.35	0.645	-0.289	-44.72	-44.90
	S	Rockwool	184.308	Fri	0.24	187.252	-1.57	255.231	-67.979	-26.63	-25.61
		Enágas	22.376	Fri	0.25	22.771	-1.74	25.359	-2.588	-10.21	-12.28
	S	Pearson	846.911	Fri	-1.11	867.500	-2.37	1,032.162	-164.662	-15.95	-20.25
		Vestas Wind Systems	77.580	Fri	-0.45	79.582	-2.52	88.383	-8.800	-9.96	0.60
		Autodesk	139.244	Fri	-3.19	149.812	-7.05	167.195	-17.382	-10.40	0.46
		⇓instrument	freshest		⇓ Δday	14/10/19	Δwk	1/07/19	prc diff	⇓ Δ15	⇓∅-RS
	L	Renault	53.394	Fri	-11.48	59.122	-9.69	61.164	-2.041	-3.34	-7.10
GCX - 50 out of 50 instruments rated - 14/10/19 / 1/07/19 - 18 did rise, Market-Ratio(15) in CHF = 36.00 %

Technical Chart

	GCX RS = 15 - B/S = 65/65

5/01/15	scale up chart	14/10/19

Transactions GCX Global Challenges in Swiss Franc * S15 - 65 ex 9 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		15/05/06	133		- cash -
short	15/05/06	4/09/06	112		Boiron	100	393	25.390	28.110	22.671	-2.719	-11	8,931	-31
4/09/06		11/09/06	7		- cash -
	11/09/06	18/09/06	7		Autodesk	100	213	41.847	45.565	38.129	-3.718	-9	8,139	-99
18/09/06		5/03/07	168		- cash -
	5/03/07	12/03/07	7		AMD	100	479	16.980	17.493	16.467	-0.513	-3	7,894	-80
12/03/07		2/04/07	21		- cash -
	2/04/07	9/04/07	7		AMD	100	506	15.596	16.312	14.879	-0.717	-5	7,531	-91
9/04/07		30/07/07	112		- cash -
	30/07/07	19/11/07	112		AMD	100	451	16.662	13.490	20.581	3.918	24	9,298	99
	19/11/07	5/05/08	168		Kingfisher	100	2,525	3.681	2.810	4.823	1.142	31	12,181	80
5/05/08		19/05/08	14		- cash -
	19/05/08	26/05/08	7		Berkeley	100	654	18.614	17.153	20.200	1.586	9	13,218	7,009
26/05/08		9/06/08	14		- cash -
	9/06/08	11/08/08	63		Berkeley	100	841	15.701	18.898	12.503	-3.197	-20	10,529	-73
	11/08/08	3/11/08	84		Rockwool	100	87	119.938	84.510	170.216	50.279	42	14,904	358
	3/11/08	6/04/09	154		Renault	100	432	34.477	32.853	36.181	1.704	5	15,640	12
	6/04/09	4/05/09	28		Swiss Re	100	726	21.540	28.220	14.860	-6.680	-31	10,790	-99
4/05/09		17/08/09	105		- cash -
	17/08/09	24/08/09	7		REC Silicon	100	190	56.741	55.324	58.194	1.453	3	11,066	274
24/08/09		14/12/09	112		- cash -
	14/12/09	21/12/09	7		REC Silicon	100	218	50.535	53.785	47.285	-3.250	-6	10,358	-97
21/12/09		4/01/10	14		- cash -
	4/01/10	18/01/10	14		SunPower	100	417	24.827	23.636	26.078	1.251	5	10,879	260
18/01/10		25/01/10	7		- cash -
	25/01/10	15/02/10	21		REC Silicon	100	243	44.737	32.573	61.444	16.707	37	14,939	24,747
15/02/10		22/02/10	7		- cash -
	22/02/10	8/03/10	14		REC Silicon	100	489	30.495	29.677	31.336	0.840	3	15,350	103
8/03/10		3/05/10	56		- cash -
	3/05/10	20/09/10	140		REC Silicon	100	486	31.536	27.121	36.671	5.134	16	17,845	48
20/09/10		27/09/10	7		- cash -
	27/09/10	18/10/10	21		Siemens Gamesa	100	2,674	6.673	6.216	7.164	0.491	7	19,157	243
18/10/10		7/03/11	140		- cash -
	7/03/11	27/06/11	112		Energy Recovery	100	6,535	2.931	2.560	3.357	0.426	15	21,940	56
	27/06/11	4/07/11	7		REC Silicon	100	1,796	12.214	13.800	10.628	-1.586	-13	19,091	-100
4/07/11		11/07/11	7		- cash -
	11/07/11	5/12/11	147		REC Silicon	100	1,559	12.243	5.570	26.914	14.671	120	41,963	607
5/12/11		12/12/11	7		- cash -
	12/12/11	26/12/11	14		REC Silicon	100	9,002	4.661	4.787	4.535	-0.126	-3	40,828	-51
26/12/11		23/04/12	119		- cash -
	23/04/12	3/09/12	133		REC Silicon	100	9,767	4.180	2.833	6.168	1.988	48	60,248	191
3/09/12		15/10/12	42		- cash -
	15/10/12	5/11/12	21		AMD	100	23,468	2.567	1.984	3.321	0.754	29	77,948	8,695
5/11/12		12/11/12	7		- cash -
	12/11/12	17/12/12	35		REC Silicon	100	59,002	1.321	1.747	0.895	-0.426	-32	52,802	-98
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
17/12/12		10/06/13	175		- cash -
	10/06/13	8/07/13	28		FirstGroup	100	36,220	1.458	1.406	1.512	0.054	4	54,762	61
8/07/13		12/08/13	35		- cash -
	12/08/13	16/09/13	35		FirstGroup	100	33,381	1.641	1.821	1.460	-0.180	-11	48,740	-70
16/09/13		3/02/14	140		- cash -
	3/02/14	17/02/14	14		Lenzing	100	878	55.469	55.903	55.035	-0.434	-1	48,359	-19
17/02/14		14/04/14	56		- cash -
	14/04/14	12/05/14	28		Lenzing	100	925	52.231	54.624	49.839	-2.392	-5	46,146	-46
12/05/14		14/07/14	63		- cash -
	14/07/14	28/07/14	14		Aurubis	100	1,042	44.282	46.324	42.240	-2.042	-5	44,017	-71
28/07/14		4/08/14	7		- cash -
	4/08/14	17/11/14	105		Osram Licht	100	1,239	35.506	39.466	31.546	-3.960	-11	39,111	-34
17/11/14		8/12/14	21		- cash -
	8/12/14	29/12/14	21		AMD	100	15,532	2.518	2.632	2.404	-0.114	-5	37,340	-55
29/12/14		5/01/15	7		- cash -
	5/01/15	19/01/15	14		REC Silicon	100	15,521	2.406	1.813	3.192	0.786	33	49,536	158,421
19/01/15		1/06/15	133		- cash -
	1/06/15	9/11/15	161		REC Silicon	100	25,867	1.915	1.986	1.844	-0.071	-4	47,699	-8
	9/11/15	7/12/15	28		Pearson	100	3,827	12.461	11.721	13.248	0.786	6	50,709	122
7/12/15		14/12/15	7		- cash -
	14/12/15	28/12/15	14		Pearson	100	4,891	10.366	11.291	9.442	-0.925	-9	46,187	-91
28/12/15		4/01/16	7		- cash -
	4/01/16	25/04/16	112		Pearson	100	4,346	10.627	11.408	9.846	-0.781	-7	42,792	-22
25/04/16		16/05/16	21		- cash -
	16/05/16	23/05/16	7		SunPower	100	2,617	16.349	16.406	16.293	-0.056	0	42,644	-16
23/05/16		13/06/16	21		- cash -
	13/06/16	22/08/16	70		SunPower	100	2,904	14.681	9.826	21.936	7.255	49	63,711	712
22/08/16		12/09/16	21		- cash -
	12/09/16	26/09/16	14		SunPower	100	6,967	9.144	8.014	10.432	1.289	14	72,689	3,010
26/09/16		31/10/16	35		- cash -
	31/10/16	13/02/17	105		SunPower	100	10,154	7.158	7.183	7.134	-0.025	0	72,437	-1
13/02/17		27/03/17	42		- cash -
	27/03/17	24/04/17	28		Nordex	100	5,264	13.760	14.723	12.797	-0.963	-7	67,366	-61
24/04/17		19/06/17	56		- cash -
	19/06/17	8/01/18	203		Nordex	100	5,358	12.572	11.290	13.999	1.428	11	75,015	21
8/01/18		22/01/18	14		- cash -
	22/01/18	21/05/18	119		Lenzing	100	586	127.984	112.497	145.604	17.620	14	85,340	49
21/05/18		4/06/18	14		- cash -
	4/06/18	10/09/18	98		Hain Celestial	100	3,202	26.644	28.331	24.957	-1.687	-6	79,938	-22
	10/09/18	5/11/18	56		REC Silicon	100	99,540	0.803	1.021	0.585	-0.218	-27	58,201	-87
	5/11/18	11/02/19	98		Interface	100	3,412	17.056	17.620	16.493	-0.564	-3	56,278	-12
11/02/19		20/05/19	98		- cash -
	20/05/19	8/07/19	49		Boiron	100	1,204	46.724	43.334	50.379	3.655	8	60,680	75
8/07/19		15/07/19	7		- cash -
	15/07/19	18/10/19	95		REC Silicon	100	119,171	0.509	0.352	0.737	0.227	45	87,770	313
accum	15/05/06	18/10/19	2961	days out of 5040 invested (59%)							778		87,770	31

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
REC Silicon	short	17/08/09	24/08/09	7	56.74	55.32	58.19	1.45	2.56
		14/12/09	21/12/09	7	50.54	53.79	47.29	-3.25	-6.43
		25/01/10	15/02/10	21	44.74	32.57	61.44	16.71	37.34
		22/02/10	8/03/10	14	30.50	29.68	31.34	0.84	2.76
		3/05/10	20/09/10	140	31.54	27.12	36.67	5.13	16.28
		27/06/11	4/07/11	7	12.21	13.80	10.63	-1.59	-12.99
		11/07/11	5/12/11	147	12.24	5.57	26.91	14.67	119.83
		12/12/11	26/12/11	14	4.66	4.79	4.54	-0.13	-2.70
		23/04/12	3/09/12	133	4.18	2.83	6.17	1.99	47.57
		12/11/12	17/12/12	35	1.32	1.75	0.89	-0.43	-32.26
		5/01/15	19/01/15	14	2.41	1.81	3.19	0.79	32.66
		1/06/15	9/11/15	161	1.91	1.99	1.84	-0.07	-3.71
		10/09/18	5/11/18	56	0.80	1.02	0.58	-0.22	-27.19
		15/07/19	18/10/19	95	0.51	0.35	0.74	0.23	44.64	294.14
SunPower		4/01/10	18/01/10	14	24.83	23.64	26.08	1.25	5.04
		16/05/16	23/05/16	7	16.35	16.41	16.29	-0.06	-0.34
		13/06/16	22/08/16	70	14.68	9.83	21.94	7.25	49.41
		12/09/16	26/09/16	14	9.14	8.01	10.43	1.29	14.09
		31/10/16	13/02/17	105	7.16	7.18	7.13	-0.02	-0.35	77.82
Rockwool		11/08/08	3/11/08	84	119.94	84.51	170.22	50.28	41.92	41.92
AMD		5/03/07	12/03/07	7	16.98	17.49	16.47	-0.51	-3.02
		2/04/07	9/04/07	7	15.60	16.31	14.88	-0.72	-4.59
		30/07/07	19/11/07	112	16.66	13.49	20.58	3.92	23.52
		15/10/12	5/11/12	21	2.57	1.98	3.32	0.75	29.38
		8/12/14	29/12/14	21	2.52	2.63	2.40	-0.11	-4.53	41.16
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Kingfisher		19/11/07	5/05/08	168	3.68	2.81	4.82	1.14	31.01	31.01
Energy Recovery		7/03/11	27/06/11	112	2.93	2.56	3.36	0.43	14.52	14.52
Lenzing		3/02/14	17/02/14	14	55.47	55.90	55.03	-0.43	-0.78
		14/04/14	12/05/14	28	52.23	54.62	49.84	-2.39	-4.58
		22/01/18	21/05/18	119	127.98	112.50	145.60	17.62	13.77	7.71
Siemens Gamesa		27/09/10	18/10/10	21	6.67	6.22	7.16	0.49	7.35	7.35
Renault		3/11/08	6/04/09	154	34.48	32.85	36.18	1.70	4.94	4.94
Nordex		27/03/17	24/04/17	28	13.76	14.72	12.80	-0.96	-7.00
		19/06/17	8/01/18	203	12.57	11.29	14.00	1.43	11.36	3.56
Interface		5/11/18	11/02/19	98	17.06	17.62	16.49	-0.56	-3.30	-3.30
Boiron		15/05/06	4/09/06	112	25.39	28.11	22.67	-2.72	-10.71
		20/05/19	8/07/19	49	46.72	43.33	50.38	3.66	7.82	-3.72
Aurubis		14/07/14	28/07/14	14	44.28	46.32	42.24	-2.04	-4.61	-4.61
Hain Celestial		4/06/18	10/09/18	98	26.64	28.33	24.96	-1.69	-6.33	-6.33
FirstGroup		10/06/13	8/07/13	28	1.46	1.41	1.51	0.05	3.71
		12/08/13	16/09/13	35	1.64	1.82	1.46	-0.18	-11.00	-7.69
Autodesk		11/09/06	18/09/06	7	41.85	45.56	38.13	-3.72	-8.88	-8.88
Pearson		9/11/15	7/12/15	28	12.46	11.72	13.25	0.79	6.31
		14/12/15	28/12/15	14	10.37	11.29	9.44	-0.92	-8.92
		4/01/16	25/04/16	112	10.63	11.41	9.85	-0.78	-7.35	-10.29
Osram Licht		4/08/14	17/11/14	105	35.51	39.47	31.55	-3.96	-11.15	-11.15
Berkeley		19/05/08	26/05/08	7	18.61	17.15	20.20	1.59	8.52
		9/06/08	11/08/08	63	15.70	18.90	12.50	-3.20	-20.36	-13.58
Swiss Re		6/04/09	4/05/09	28	21.54	28.22	14.86	-6.68	-31.01	-31.01

Annotations

12/07/19	REC Silicon	reverse split 10:1 (one for ten)
19/06/18	Atlas Copco A	spin-off Epiroc
18/09/17	Umweltbank	stock split 1:5 (five for one)
15/06/17	Xerox	reverse stock split 4:1 (one for four)
21/02/17	GCX	machine learning processed for all techniques
7/11/16	Snam	spin-off Italgas 5:1 (one new Italgas for five Snam)
18/03/16	GCX	Sonova replaces Accenture
4/09/15	GCX	Swiss Re replaces BWT
18/08/15	GCX	complete analysis
10/03/15	GCX	Accenture and Autodesk replace Interface and J Sainsbury


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