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

Assessment - GCX Global Challenges - 2/24/20 - RS = 29

		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	8/05/19	prc diff	⇓ Δ29	Curr	∅-RS
		GCX PR	2,447.920	1/08		2,447.920		2,085.250	362.670	17.39	EUR	9.48
		AMD	47.490	Wed	-0.17	49.120	-3.32	27.990	21.130	75.49	USD	52.94
		STMicroelectronics	25.750	09:03	-3.52	26.310	-2.13	15.130	11.180	73.89	EUR	49.39
	L	Pennon Group	1,117.500	10:16	-1.15	1,175.000	-4.89	710.200	464.800	65.45	GBP	43.55
	L	Osram Licht	47.130	09:10	-0.25	47.660	-1.11	33.620	14.040	41.76	EUR	33.62
	L	Berkeley	4,897.000	09:23	-2.84	5,274.000	-7.15	3,736.000	1,538.000	41.17	GBP	28.18
	L	Ormat Technologies	72.600	Wed	-9.11	83.210	-12.75	64.130	19.080	29.75	USD	24.13
	L	Umweltbank	11.550	10:00	-3.35	12.550	-7.97	10.050	2.500	24.88	EUR	21.98
		Hannover Rück	173.100	09:10	-1.42	181.300	-4.52	139.500	41.800	29.96	EUR	21.84
	L	Coloplast	927.800	09:30	0.52	939.400	-1.23	792.000	147.400	18.61	DKK	21.53
		Hain Celestial	24.495	Wed	-4.43	26.540	-7.71	21.630	4.910	22.70	USD	18.99
		Vestas Wind Systems	676.400	09:30	-0.29	688.000	-1.69	534.800	153.200	28.65	DKK	18.16
		Autodesk	190.670	Wed	2.11	194.370	-1.90	143.570	50.800	35.38	USD	18.15
		Intel	59.650	Wed	-0.13	61.760	-3.42	46.970	14.790	31.49	USD	16.90
		SunPower	8.880	Wed	-6.62	9.940	-10.66	13.440	-3.500	-26.04	USD	14.78
	L	Sonova	239.500	09:02	-1.24	249.900	-4.16	224.400	25.500	11.36	CHF	14.26
		FirstGroup	121.400	10:16	-2.25	128.000	-5.16	112.000	16.000	14.29	GBP	13.02
		Atlas Copco A	342.800	09:31	-1.92	340.600	0.65	274.200	66.400	24.22	SEK	12.75
		Signify	28.290	10:16	-2.18	29.180	-3.05	24.280	4.900	20.18	EUR	11.62
		Kurita Water	2,922.000	06:15	-4.51	3,220.000	-9.25	2,625.000	595.000	22.67	JPY	11.06
	L	REC Silicon	4.230	09:05	-1.81	4.660	-9.23	4.750	-0.090	-1.89	NOK	10.70
	L	BillerudKorsnäs	122.150	10:30	-1.89	127.100	-3.89	106.000	21.100	19.91	SEK	10.53
	L	Enágas	24.050	09:06	-0.54	25.050	-3.99	19.835	5.215	26.29	EUR	10.36
		Geberit	508.200	09:02	-0.51	515.000	-1.32	444.900	70.100	15.76	CHF	10.06
		Dassault Systèmes	145.450	09:02	-1.52	150.600	-3.42	128.900	21.700	16.83	EUR	9.83
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	8/05/19	prc diff	⇓ Δ29	Curr	∅-RS
	L	Energy Recovery	10.060	Wed	-0.59	10.380	-3.08	9.920	0.460	4.64	USD	8.70
		Siemens Gamesa	14.650	09:07	-1.68	15.225	-3.78	12.135	3.090	25.46	EUR	8.68
	L	Rockwool	1,619.000	10:29	-1.52	1,669.000	-3.00	1,575.000	94.000	5.97	DKK	7.50
		Aurubis	46.210	09:09	-1.58	47.790	-3.31	37.260	10.530	28.26	EUR	7.40
	L	CSX	75.310	Wed	-0.34	78.060	-3.52	65.110	12.950	19.89	USD	7.05
	L	Vossloh	37.500	10:06	-1.45	39.350	-4.70	36.550	2.800	7.66	EUR	6.75
		Interface	16.160	Wed	2.93	16.100	0.37	11.950	4.150	34.73	USD	6.02
	L	Snam	4.777	09:06	-0.67	4.790	-0.27	4.449	0.341	7.66	EUR	5.04
		SKF B	174.450	09:31	-0.31	177.050	-1.47	150.800	26.250	17.41	SEK	5.03
		Xerox	35.730	Wed	-2.00	34.860	2.50	29.340	5.520	18.81	USD	5.00
		Benesse	2,781.000	06:15	-3.10	2,925.000	-4.92	2,614.000	311.000	11.90	JPY	4.36
		Ricoh	1,040.000	06:15	-2.71	1,114.000	-6.64	940.000	174.000	18.51	JPY	3.57
		Union Pacific	165.750	Wed	-3.01	176.800	-6.25	166.840	9.960	5.97	USD	3.16
		Cdn Nat Railway	117.770	Wed	-0.57	122.250	-3.66	122.910	-0.660	-0.54	CAD	1.46
	S	Henkel	87.040	09:01	-1.29	90.020	-3.31	89.040	0.980	1.10	EUR	-0.25
	S	Swiss Re	97.680	09:02	-1.13	100.450	-2.76	94.440	6.010	6.36	CHF	-0.90
	S	Nordex	11.300	09:17	-1.31	11.240	0.53	10.020	1.220	12.18	EUR	-4.72
		Aviva	374.200	09:22	-1.50	389.500	-3.93	384.900	4.600	1.20	GBP	-4.73
		Kingfisher	190.550	09:24	-2.98	207.900	-8.35	209.400	-1.500	-0.72	GBP	-4.87
	S	Herman Miller	37.130	Wed	-1.17	38.990	-4.77	42.310	-3.320	-7.85	USD	-5.89
	S	Shimano	15,260.000	06:15	-0.91	15,550.000	-1.86	15,580.000	-30.000	-0.19	JPY	-6.60
		Boiron	32.600	10:07	-0.15	31.600	3.16	38.150	-6.550	-17.17	EUR	-17.40
	S	Pearson	580.000	09:24		579.600	0.07	816.200	-236.600	-28.99	GBP	-22.44
		Konica Minolta	608.000	06:15	-2.09	645.000	-5.74	788.000	-143.000	-18.15	JPY	-24.25
	S	Lenzing	63.200	09:22	-1.10	65.450	-3.44	87.650	-22.200	-25.33	EUR	-26.80
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	8/05/19	prc diff	⇓ Δ29	Curr	∅-RS
	S	Renault	28.150	09:03	-3.21	29.585	-4.85	49.765	-20.180	-40.55	EUR	-40.23
GCX - 50 out of 50 instruments rated - 2/24/20 / 8/05/19 - 39 did rise, Market-Ratio(29) = 78.00 %

Technical Chart

	GCX RS = 29 - B/S = 86/76

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

Transactions GCX Global Challenges * A29 - 86/76 (1)

														⇐
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		1/09/06	7		- cash -
long	1/09/06	5/29/06	140		Nordex	100	1,689	EUR	5.920	15.300		9.380	158	25,843	1,089
short	5/29/06	12/11/06	196		Intel	100	1,451	USD	17.810	20.700	14.920	-2.890	-16	21,649	-28
long	12/11/06	6/11/07	182		Vestas Wind Systems	100	91	DKK	235.500	371.500		136.000	58	34,025	149
short	6/11/07	8/24/09	805		AMD	100	2,446	USD	13.910	4.000	48.372	34.462	248	118,319	76
long	8/24/09	12/21/09	119		Renault	100	3,483	EUR	33.965	34.700		0.735	2	120,879	7
short	12/21/09	2/27/12	798		REC Silicon	100	400	NOK	301.800	36.800	2,475.088	2,173.288	720	990,195	162
long	2/27/12	4/23/12	56		CA	100	36,619	USD	27.040	26.450		-0.590	-2	968,589	-13
short	4/23/12	2/11/13	294		REC Silicon	100	36,828	NOK	26.300	7.600	91.012	64.712	246	3,351,796	367
long	2/11/13	11/25/13	287		SunPower	100	355,063	USD	9.440	29.510		20.070	213	10,477,910	326
short	11/25/13	1/06/14	42		Aurubis	100	247,266	EUR	42.375	43.845	40.905	-1.470	-3	10,114,429	-26
long	1/06/14	2/03/14	28		Vestas Wind Systems	100	54,349	DKK	186.100	178.700		-7.400	-4	9,712,246	-41
short	2/03/14	3/03/14	28		Aurubis	100	239,217	EUR	40.600	38.880	42.396	1.796	4	10,141,904	76
long	3/03/14	4/14/14	42		Vestas Wind Systems	100	54,321	DKK	186.700	218.300		31.600	17	11,858,448	289
short	4/14/14	4/28/14	14		EJR	100	163,632	JPY	72.470	73.130	71.810	-0.660	-1	11,750,451	-21
long	4/28/14	5/19/14	21		Vestas Wind Systems	100	51,088	DKK	230.000	264.100		34.100	15	13,492,551	1,006
short	5/19/14	3/02/15	287		Energy Recovery	100	2,939,553	USD	4.590	3.440	6.124	1.534	33	18,003,001	44
long	3/02/15	6/01/15	91		Shimano	100	96,288	JPY	186.970	176.950		-10.020	-5	17,038,196	-20
short	6/01/15	2/27/20	1732		REC Silicon	100	1,057,616	NOK	16.110	4.230	61.355	45.245	281	64,890,137	33
accum	1/09/06	2/27/20	5162	days out of 5169 invested (100%)								648,801		64,890,137	86

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
REC Silicon	short	12/21/09	2/27/12	798	301.80	36.80	2,475.09	2,173.29	720.11
	short	4/23/12	2/11/13	294	26.30	7.60	91.01	64.71	246.05
	short	6/01/15	2/27/20	1732	16.11	4.23	61.36	45.25	280.85	10,708.58
AMD	short	6/11/07	8/24/09	805	13.91	4.00	48.37	34.46	247.75	247.75
SunPower	long	2/11/13	11/25/13	287	9.44	29.51		20.07	212.61	212.61
Nordex	long	1/09/06	5/29/06	140	5.92	15.30		9.38	158.45	158.45
Vestas Wind Systems	long	12/11/06	6/11/07	182	235.50	371.50		136.00	57.75
	long	1/06/14	2/03/14	28	186.10	178.70		-7.40	-3.98
	long	3/03/14	4/14/14	42	186.70	218.30		31.60	16.93
	long	4/28/14	5/19/14	21	230.00	264.10		34.10	14.83	103.37
Energy Recovery	short	5/19/14	3/02/15	287	4.59	3.44	6.12	1.53	33.43	33.43
Renault	long	8/24/09	12/21/09	119	33.97	34.70		0.73	2.16	2.16
Aurubis	short	11/25/13	1/06/14	42	42.38	43.85	40.91	-1.47	-3.47
	short	2/03/14	3/03/14	28	40.60	38.88	42.40	1.80	4.42	0.80
EJR	short	4/14/14	4/28/14	14	72.47	73.13	71.81	-0.66	-0.91	-0.91
CA	long	2/27/12	4/23/12	56	27.04	26.45		-0.59	-2.18	-2.18
Shimano	long	3/02/15	6/01/15	91	186.97	176.95		-10.02	-5.36	-5.36
Intel	short	5/29/06	12/11/06	196	17.81	20.70	14.92	-2.89	-16.23	-16.23

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


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