| |
| |
Assessment - GCX Global Challenges - 16/05/22 - RS = 29
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
16/05/22 |
⇓ Δwk |
25/10/21 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
GCX PR |
2,781.640 |
Fri |
-0.93 |
2,863.360 |
-2.85 |
3,197.430 |
-334.070 |
-10.45 |
EUR |
-6.50 |
| |  |
 |
 |
 |
L |
 |
FirstGroup |
112.700 |
Fri |
2.45 |
112.100 |
0.54 |
93.400 |
18.700 |
20.02 |
GBP |
18.24 |
| |  |
 |
 |
 |
L |
 |
Severn Trent |
3,113.000 |
Fri |
1.17 |
3,119.000 |
-0.19 |
2,665.000 |
454.000 |
17.04 |
GBP |
12.04 |
| |  |
 |
 |
 |
L |
 |
United Utilities |
1,130.000 |
Fri |
0.53 |
1,122.500 |
0.67 |
1,000.500 |
122.000 |
12.19 |
GBP |
6.51 |
| |  |
 |
 |
 |
L |
 |
Pearson |
758.800 |
Fri |
1.83 |
752.800 |
0.80 |
629.400 |
123.400 |
19.61 |
GBP |
6.43 |
| |  |
 |
 |
 |
|
 |
Aurubis |
85.880 |
Fri |
-0.74 |
85.500 |
0.44 |
73.320 |
12.180 |
16.61 |
EUR |
2.10 |
| |  |
 |
 |
 |
|
 |
STMicroelectronics |
36.795 |
Fri |
-1.47 |
37.145 |
-0.94 |
38.255 |
-1.110 |
-2.90 |
EUR |
1.21 |
| |  |
 |
 |
 |
|
 |
Ormat Technologies |
76.320 |
Fri |
-2.45 |
72.860 |
4.75 |
70.100 |
2.760 |
3.94 |
USD |
0.66 |
| |  |
 |
 |
 |
|
 |
EDP Renováveis |
21.800 |
Fri |
1.40 |
20.510 |
6.29 |
23.780 |
-3.270 |
-13.75 |
EUR |
-1.59 |
| |  |
 |
 |
 |
S |
 |
CSX |
30.940 |
Fri |
|
33.260 |
-6.98 |
35.730 |
-2.470 |
-6.91 |
USD |
-1.95 |
| |  |
 |
 |
 |
S |
 |
Union Pacific |
213.580 |
Fri |
-1.35 |
227.890 |
-6.28 |
240.280 |
-12.390 |
-5.16 |
USD |
-2.00 |
| |  |
 |
 |
 |
L |
 |
Smith and Nephew |
1,272.500 |
Fri |
1.15 |
1,294.000 |
-1.66 |
1,298.000 |
-4.000 |
-0.31 |
GBP |
-2.34 |
| |  |
 |
 |
 |
S |
 |
Sonova |
323.200 |
Fri |
1.83 |
336.600 |
-3.98 |
379.700 |
-43.100 |
-11.35 |
CHF |
-2.35 |
| |  |
 |
 |
 |
S |
 |
Cdn Nat Railway |
143.240 |
Fri |
0.80 |
144.700 |
-1.01 |
165.420 |
-20.720 |
-12.53 |
CAD |
-2.63 |
| |  |
 |
 |
 |
|
 |
Kurita Water |
4,845.000 |
Fri |
1.47 |
4,875.000 |
-0.62 |
5,380.000 |
-505.000 |
-9.39 |
JPY |
-3.69 |
| |  |
 |
 |
 |
S |
 |
Swiss Re |
78.960 |
Fri |
-0.10 |
81.500 |
-3.12 |
81.760 |
-0.260 |
-0.32 |
CHF |
-5.46 |
| |  |
 |
 |
 |
|
 |
Pennon Group |
1,067.000 |
Fri |
0.66 |
1,073.000 |
-0.56 |
1,150.000 |
-77.000 |
-6.70 |
GBP |
-5.61 |
| |  |
 |
 |
 |
S |
 |
Hannover Rück |
139.050 |
Fri |
-3.07 |
145.050 |
-4.14 |
154.350 |
-9.300 |
-6.03 |
EUR |
-5.62 |
| |  |
 |
 |
 |
|
 |
Ricoh |
1,047.000 |
Fri |
-0.66 |
1,009.000 |
3.77 |
1,115.000 |
-106.000 |
-9.51 |
JPY |
-7.66 |
| |  |
 |
 |
 |
|
 |
Steelcase |
11.770 |
Fri |
-2.32 |
11.670 |
0.86 |
12.460 |
-0.790 |
-6.34 |
USD |
-8.06 |
| |  |
 |
 |
 |
|
 |
Interface |
13.390 |
Fri |
-1.83 |
13.220 |
1.29 |
15.440 |
-2.220 |
-14.38 |
USD |
-8.30 |
| |  |
 |
 |
 |
|
 |
Berkeley |
4,122.000 |
Fri |
2.08 |
4,007.000 |
2.87 |
4,262.000 |
-255.000 |
-5.98 |
GBP |
-8.42 |
| |  |
 |
 |
 |
S |
 |
Gecina |
105.600 |
Fri |
1.15 |
107.300 |
-1.58 |
120.600 |
-13.300 |
-11.03 |
EUR |
-11.00 |
| |  |
 |
 |
 |
S |
 |
AMD |
93.500 |
Fri |
-3.28 |
94.240 |
-0.79 |
122.360 |
-28.120 |
-22.98 |
USD |
-11.85 |
| |  |
 |
 |
 |
S |
 |
bioMérieux |
91.460 |
Fri |
2.26 |
88.880 |
2.90 |
107.800 |
-18.920 |
-17.55 |
EUR |
-12.43 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
16/05/22 |
⇓ Δwk |
25/10/21 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
Benesse |
2,076.000 |
Fri |
1.12 |
2,100.000 |
-1.14 |
2,570.000 |
-470.000 |
-18.29 |
JPY |
-12.60 |
| |  |
 |
 |
 |
S |
 |
Befesa |
56.000 |
Fri |
-0.44 |
55.700 |
0.54 |
70.300 |
-14.600 |
-20.77 |
EUR |
-13.16 |
| |  |
 |
 |
 |
|
 |
SKF B |
169.600 |
Fri |
-2.30 |
171.350 |
-1.02 |
216.900 |
-45.550 |
-21.00 |
SEK |
-13.72 |
| |  |
 |
 |
 |
S |
 |
Fabege |
125.650 |
Fri |
1.17 |
121.200 |
3.67 |
145.850 |
-24.650 |
-16.90 |
SEK |
-14.33 |
| |  |
 |
 |
 |
|
 |
Ørsted |
774.500 |
Fri |
3.13 |
719.400 |
7.66 |
900.600 |
-181.200 |
-20.12 |
DKK |
-14.61 |
| |  |
 |
 |
 |
S |
 |
Dassault Systèmes |
38.240 |
Fri |
1.22 |
37.925 |
0.83 |
46.790 |
-8.865 |
-18.95 |
EUR |
-15.07 |
| |  |
 |
 |
 |
|
 |
Henkel |
61.780 |
Fri |
0.32 |
63.460 |
-2.65 |
75.960 |
-12.500 |
-16.46 |
EUR |
-15.88 |
| |  |
 |
 |
 |
S |
 |
Intel |
41.650 |
Fri |
-0.86 |
43.080 |
-3.32 |
49.410 |
-6.330 |
-12.81 |
USD |
-16.30 |
| |  |
 |
 |
 |
|
 |
BillerudKorsnäs |
134.400 |
Fri |
-0.22 |
135.500 |
-0.81 |
180.550 |
-45.050 |
-24.95 |
SEK |
-16.71 |
| |  |
 |
 |
 |
S |
 |
Coloplast |
853.400 |
Fri |
1.86 |
859.200 |
-0.68 |
1,086.000 |
-226.800 |
-20.88 |
DKK |
-16.84 |
| |  |
 |
 |
 |
S |
 |
Xerox |
17.180 |
Fri |
-0.35 |
17.520 |
-1.94 |
20.550 |
-3.030 |
-14.74 |
USD |
-17.07 |
| |  |
 |
 |
 |
S |
 |
Signify |
35.620 |
Fri |
2.74 |
36.020 |
-1.11 |
43.640 |
-7.620 |
-17.46 |
EUR |
-18.57 |
| |  |
 |
 |
 |
L |
 |
Drägerwerk |
48.300 |
Fri |
-0.21 |
49.150 |
-1.73 |
69.000 |
-19.850 |
-28.77 |
EUR |
-19.49 |
| |  |
 |
 |
 |
|
 |
Konica Minolta |
434.000 |
Fri |
-0.46 |
430.000 |
0.93 |
592.000 |
-162.000 |
-27.36 |
JPY |
-20.19 |
| |  |
 |
 |
 |
S |
 |
Geberit |
513.400 |
Fri |
0.27 |
524.200 |
-2.06 |
716.000 |
-191.800 |
-26.79 |
CHF |
-20.89 |
| |  |
 |
 |
 |
S |
 |
Lenzing |
84.300 |
Fri |
1.44 |
82.000 |
2.80 |
107.600 |
-25.600 |
-23.79 |
EUR |
-21.37 |
| |  |
 |
 |
 |
S |
 |
Kingfisher |
246.800 |
Fri |
0.65 |
254.400 |
-2.99 |
343.500 |
-89.100 |
-25.94 |
GBP |
-21.47 |
| |  |
 |
 |
 |
S |
 |
Atlas Copco A |
103.640 |
Fri |
-0.25 |
103.840 |
-0.19 |
138.150 |
-34.310 |
-24.84 |
SEK |
-22.53 |
| |  |
 |
 |
 |
S |
 |
Autodesk |
191.410 |
Fri |
-1.19 |
192.580 |
-0.61 |
311.790 |
-119.210 |
-38.23 |
USD |
-26.18 |
| |  |
 |
 |
 |
S |
 |
Hannon Armstrong SIC |
37.990 |
Fri |
-2.14 |
37.470 |
1.39 |
60.990 |
-23.520 |
-38.56 |
USD |
-26.33 |
| |  |
 |
 |
 |
S |
 |
First Solar |
65.770 |
Fri |
-1.05 |
62.770 |
4.78 |
109.040 |
-46.270 |
-42.43 |
USD |
-26.88 |
| |  |
 |
 |
 |
|
 |
Nordex |
11.740 |
Fri |
-1.47 |
11.155 |
5.24 |
15.890 |
-4.735 |
-29.80 |
EUR |
-26.92 |
| |  |
 |
 |
 |
S |
 |
MillerKnoll |
28.690 |
Fri |
0.53 |
28.530 |
0.56 |
38.940 |
-10.410 |
-26.73 |
USD |
-27.23 |
| |  |
 |
 |
 |
|
 |
SunPower |
16.600 |
Fri |
-0.48 |
15.200 |
9.21 |
30.660 |
-15.460 |
-50.42 |
USD |
-30.67 |
| |  |
 |
 |
 |
S |
 |
Rockwool |
1,981.500 |
Fri |
7.90 |
1,790.000 |
10.70 |
2,927.000 |
-1,137.000 |
-38.85 |
DKK |
-33.57 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
16/05/22 |
⇓ Δwk |
25/10/21 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
Scatec |
94.440 |
Fri |
0.64 |
90.120 |
4.79 |
161.500 |
-71.380 |
-44.20 |
NOK |
-42.06 |
GCX - 50 out of 50 instruments rated - 16/05/22 / 25/10/21 - 6 did rise, Market-Ratio(29) = 12.00 % |
Technical Chart
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 | |
2/01/06 |
9/01/06 |
7 |
|
- cash - |
long |
9/01/06 |
29/05/06 |
140 |
 |
 |
 |
Nordex |
100 |
1,689 |
EUR |
5.920 |
15.300 |
|
9.380 |
158 |
25,843 |
1,089 |
|
short |
29/05/06 |
11/12/06 |
196 |
 |
 |
 |
Intel |
100 |
1,451 |
USD |
17.810 |
20.700 |
14.920 |
-2.890 |
-16 |
21,649 |
-28 |
|
long |
11/12/06 |
11/06/07 |
182 |
 |
 |
 |
Vestas Wind Systems |
100 |
459 |
DKK |
47.100 |
74.300 |
|
27.200 |
58 |
34,134 |
149 |
|
short |
11/06/07 |
24/08/09 |
805 |
 |
 |
 |
AMD |
100 |
2,453 |
USD |
13.910 |
4.000 |
48.372 |
34.462 |
248 |
118,670 |
76 |
|
long |
24/08/09 |
21/12/09 |
119 |
 |
 |
 |
Renault |
100 |
3,493 |
EUR |
33.965 |
34.700 |
|
0.735 |
2 |
121,237 |
7 |
|
short |
21/12/09 |
27/02/12 |
798 |
 |
 |
 |
REC Silicon |
100 |
401 |
NOK |
301.800 |
36.800 |
2,475.088 |
2,173.288 |
720 |
992,725 |
162 |
|
long |
27/02/12 |
23/04/12 |
56 |
 |
 |
 |
CA |
100 |
36,713 |
USD |
27.040 |
26.450 |
|
-0.590 |
-2 |
971,065 |
-13 |
|
short |
23/04/12 |
11/02/13 |
294 |
 |
 |
 |
REC Silicon |
100 |
36,922 |
NOK |
26.300 |
7.600 |
91.012 |
64.712 |
246 |
3,360,354 |
367 |
|
long |
11/02/13 |
25/11/13 |
287 |
 |
 |
 |
SunPower |
100 |
355,969 |
USD |
9.440 |
29.510 |
|
20.070 |
213 |
10,504,652 |
326 |
|
short |
25/11/13 |
6/01/14 |
42 |
 |
 |
 |
Aurubis |
100 |
247,897 |
EUR |
42.375 |
43.845 |
40.905 |
-1.470 |
-3 |
10,140,243 |
-26 |
|
long |
6/01/14 |
3/02/14 |
28 |
 |
 |
 |
Vestas Wind Systems |
100 |
272,440 |
DKK |
37.220 |
35.740 |
|
-1.480 |
-4 |
9,737,032 |
-41 |
|
short |
3/02/14 |
3/03/14 |
28 |
 |
 |
 |
Aurubis |
100 |
239,828 |
EUR |
40.600 |
38.880 |
42.396 |
1.796 |
4 |
10,167,787 |
76 |
|
long |
3/03/14 |
14/04/14 |
42 |
 |
 |
 |
Vestas Wind Systems |
100 |
272,302 |
DKK |
37.340 |
43.660 |
|
6.320 |
17 |
11,888,736 |
289 |
|
short |
14/04/14 |
28/04/14 |
14 |
 |
 |
 |
EJR |
100 |
164,050 |
JPY |
72.470 |
73.130 |
71.810 |
-0.660 |
-1 |
11,780,463 |
-21 |
|
long |
28/04/14 |
19/05/14 |
21 |
 |
 |
 |
Vestas Wind Systems |
100 |
256,097 |
DKK |
46.000 |
52.820 |
|
6.820 |
15 |
13,527,044 |
1,006 |
|
short |
19/05/14 |
2/03/15 |
287 |
 |
 |
 |
Energy Recovery |
100 |
2,947,068 |
USD |
4.590 |
3.440 |
6.124 |
1.534 |
33 |
18,049,025 |
44 |
|
long |
2/03/15 |
1/06/15 |
91 |
 |
 |
 |
Shimano |
100 |
96,534 |
JPY |
186.970 |
176.950 |
|
-10.020 |
-5 |
17,081,755 |
-20 |
|
short |
1/06/15 |
5/10/20 |
1953 |
 |
 |
 |
REC Silicon |
100 |
1,060,319 |
NOK |
16.110 |
5.040 |
51.495 |
35.385 |
220 |
54,600,612 |
24 |
|
long |
5/10/20 |
2/11/20 |
28 |
 |
 |
 |
SunPower |
100 |
3,509,036 |
USD |
15.560 |
16.845 |
|
1.285 |
8 |
59,109,723 |
181 |
|
short |
2/11/20 |
5/04/21 |
154 |
 |
 |
 |
Konica Minolta |
100 |
20,960,894 |
JPY |
2.820 |
5.870 |
0.000 |
-2.820 |
-100 |
2 |
-100 |
|
long |
5/04/21 |
21/06/21 |
77 |
 |
 |
 |
REC Silicon |
100 |
0 |
NOK |
19.200 |
17.800 |
|
-1.400 |
-7 |
2 |
0 |
|
short |
21/06/21 |
20/05/22 |
333 |
 |
 |
 |
bioMérieux |
100 |
0 |
EUR |
91.820 |
91.460 |
92.181 |
0.361 |
0 |
2 |
0 |
|
accum | 9/01/06 |
20/05/22 | 5976 |
days out of 5983 invested (100%) |
-100 |
2 |
-40 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
REC Silicon | short | 21/12/09 | 27/02/12 | 798 | 301.80 | 36.80 | 2,475.09 | 2,173.29 | 720.11 | | | |
| short | 23/04/12 | 11/02/13 | 294 | 26.30 | 7.60 | 91.01 | 64.71 | 246.05 | | | |
| short | 1/06/15 | 5/10/20 | 1953 | 16.11 | 5.04 | 51.49 | 35.38 | 219.64 | | | |
| long | 5/04/21 | 21/06/21 | 77 | 19.20 | 17.80 | | -1.40 | -7.29 | | | 8,310.03 |
AMD | short | 11/06/07 | 24/08/09 | 805 | 13.91 | 4.00 | 48.37 | 34.46 | 247.75 | | | 247.75 |
SunPower | long | 11/02/13 | 25/11/13 | 287 | 9.44 | 29.51 | | 20.07 | 212.61 | | | |
| long | 5/10/20 | 2/11/20 | 28 | 15.56 | 16.85 | | 1.29 | 8.26 | | | 238.42 |
Nordex | long | 9/01/06 | 29/05/06 | 140 | 5.92 | 15.30 | | 9.38 | 158.45 | | | 158.45 |
Vestas Wind Systems | long | 11/12/06 | 11/06/07 | 182 | 47.10 | 74.30 | | 27.20 | 57.75 | | | |
| long | 6/01/14 | 3/02/14 | 28 | 37.22 | 35.74 | | -1.48 | -3.98 | | | |
| long | 3/03/14 | 14/04/14 | 42 | 37.34 | 43.66 | | 6.32 | 16.93 | | | |
| long | 28/04/14 | 19/05/14 | 21 | 46.00 | 52.82 | | 6.82 | 14.83 | | | 103.37 |
Energy Recovery | short | 19/05/14 | 2/03/15 | 287 | 4.59 | 3.44 | 6.12 | 1.53 | 33.43 | | | 33.43 |
Renault | long | 24/08/09 | 21/12/09 | 119 | 33.97 | 34.70 | | 0.73 | 2.16 | | | 2.16 |
Aurubis | short | 25/11/13 | 6/01/14 | 42 | 42.38 | 43.85 | 40.91 | -1.47 | -3.47 | | | |
| short | 3/02/14 | 3/03/14 | 28 | 40.60 | 38.88 | 42.40 | 1.80 | 4.42 | | | 0.80 |
bioMérieux | short | 21/06/21 | 20/05/22 | 333 | 91.82 | 91.46 | 92.18 | 0.36 | 0.39 | | | 0.39 |
EJR | short | 14/04/14 | 28/04/14 | 14 | 72.47 | 73.13 | 71.81 | -0.66 | -0.91 | | | -0.91 |
CA | long | 27/02/12 | 23/04/12 | 56 | 27.04 | 26.45 | | -0.59 | -2.18 | | | -2.18 |
Shimano | long | 2/03/15 | 1/06/15 | 91 | 186.97 | 176.95 | | -10.02 | -5.36 | | | -5.36 |
Intel | short | 29/05/06 | 11/12/06 | 196 | 17.81 | 20.70 | 14.92 | -2.89 | -16.23 | | | -16.23 |
Konica Minolta | short | 2/11/20 | 5/04/21 | 154 | 2.82 | 5.87 | 0.00 | -2.82 | -100.00 | | | -100.00 |
Annotations
13/05/22 | Atlas Copco A | | | splits 1:4 (four for one) |
7/07/21 | Dassault Systèmes | | | stock split 1:5 (five for one) |
29/06/21 | CSX | | | stock split 1:3 (three for one) |
19/06/18 | Atlas Copco A | | | spin-off Epiroc |
20/09/17 | bioMérieux | | | stock split 1:3 (three for one) |
15/06/17 | Xerox | | | reverse stock split 4:1 (one for four) |
21/02/17 | GCX | | | machine learning processed for all techniques |
18/03/16 | GCX | | | Sonova replaces Accenture |
4/09/15 | GCX | | | Swiss Re replaces BWT |
18/08/15 | GCX | | | complete analysis |
1/07/15 | Scatec Solar | | | monitoring started |
10/03/15 | GCX | | | Accenture and Autodesk replace Interface and J Sainsbury |
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