| |
| |
Assessment - GCX Global Challenges - 2/06/23 - RS = 29
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/06/23 |
⇓ Δwk |
7/18/22 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
GCX PR |
2,762.650 |
Wed |
-0.67 |
2,759.490 |
0.11 |
2,752.760 |
6.730 |
0.24 |
EUR |
-1.14 |
| |  |
 |
 |
 |
|
 |
First Solar |
165.580 |
Wed |
-0.19 |
167.470 |
-1.13 |
67.005 |
100.465 |
149.94 |
USD |
75.10 |
| |  |
 |
 |
 |
L |
 |
STMicroelectronics |
45.185 |
Wed |
-0.17 |
45.115 |
0.16 |
32.640 |
12.475 |
38.22 |
EUR |
28.07 |
| |  |
 |
 |
 |
L |
 |
Aurubis |
100.900 |
Wed |
2.25 |
96.440 |
4.62 |
63.500 |
32.940 |
51.87 |
EUR |
24.93 |
| |  |
 |
 |
 |
L |
 |
Nordex |
13.970 |
Wed |
2.27 |
13.855 |
0.83 |
8.426 |
5.429 |
64.43 |
EUR |
24.59 |
| |  |
 |
 |
 |
L |
 |
SKF B |
203.400 |
Wed |
-2.31 |
205.600 |
-1.07 |
166.000 |
39.600 |
23.86 |
SEK |
24.08 |
| |  |
 |
 |
 |
L |
 |
Rockwool |
1,688.500 |
Wed |
-16.82 |
2,043.000 |
-17.35 |
1,683.000 |
360.000 |
21.39 |
DKK |
18.65 |
| |  |
 |
 |
 |
L |
 |
Kurita Water |
6,170.000 |
06:15 |
0.49 |
6,010.000 |
2.66 |
4,885.000 |
1,125.000 |
23.03 |
JPY |
17.30 |
| |  |
 |
 |
 |
L |
 |
Swiss Re |
94.560 |
Wed |
0.70 |
93.380 |
1.26 |
72.440 |
20.940 |
28.91 |
CHF |
15.65 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
181.750 |
Wed |
0.28 |
179.000 |
1.54 |
138.800 |
40.200 |
28.96 |
EUR |
14.99 |
| |  |
 |
 |
 |
L |
 |
Gecina |
111.100 |
Wed |
0.09 |
111.600 |
-0.45 |
91.250 |
20.350 |
22.30 |
EUR |
13.71 |
| |  |
 |
 |
 |
|
 |
Pearson |
908.000 |
Wed |
0.67 |
927.800 |
-2.13 |
770.200 |
157.600 |
20.46 |
GBP |
13.30 |
| |  |
 |
 |
 |
L |
 |
Kingfisher |
277.800 |
Wed |
-1.07 |
280.300 |
-0.89 |
252.937 |
27.363 |
10.82 |
GBP |
11.82 |
| |  |
 |
 |
 |
L |
 |
Konica Minolta |
572.000 |
06:15 |
3.81 |
543.000 |
5.34 |
447.000 |
96.000 |
21.48 |
JPY |
11.82 |
| |  |
 |
 |
 |
L |
 |
Ormat Technologies |
91.520 |
Wed |
-1.61 |
92.730 |
-1.30 |
79.390 |
13.340 |
16.80 |
USD |
11.64 |
| |  |
 |
 |
 |
L |
 |
Berkeley |
4,300.000 |
Wed |
0.58 |
4,266.000 |
0.80 |
3,997.910 |
268.090 |
6.71 |
GBP |
10.70 |
| |  |
 |
 |
 |
|
 |
Atlas Copco A |
127.600 |
Wed |
-0.16 |
127.580 |
0.02 |
101.840 |
25.740 |
25.27 |
SEK |
10.38 |
| |  |
 |
 |
 |
L |
 |
Autodesk |
221.320 |
Wed |
-1.04 |
218.340 |
1.36 |
177.220 |
41.120 |
23.20 |
USD |
9.40 |
| |  |
 |
 |
 |
L |
 |
Befesa |
50.800 |
Wed |
1.60 |
51.650 |
-1.65 |
45.700 |
5.950 |
13.02 |
EUR |
8.43 |
| |  |
 |
 |
 |
L |
 |
Geberit |
510.800 |
Wed |
-2.15 |
525.800 |
-2.85 |
481.600 |
44.200 |
9.18 |
CHF |
7.10 |
| |  |
 |
 |
 |
L |
 |
Hannon Armstrong SIC |
35.610 |
Wed |
-3.10 |
36.730 |
-3.05 |
32.740 |
3.990 |
12.19 |
USD |
3.48 |
| |  |
 |
 |
 |
L |
 |
Smith and Nephew |
1,176.500 |
Wed |
0.26 |
1,176.500 |
|
1,158.500 |
18.000 |
1.55 |
GBP |
3.48 |
| |  |
 |
 |
 |
L |
 |
United Utilities |
1,073.500 |
Wed |
-0.23 |
1,072.000 |
0.14 |
1,041.500 |
30.500 |
2.93 |
GBP |
2.99 |
| |  |
 |
 |
 |
L |
 |
bioMérieux |
97.680 |
Wed |
-0.08 |
97.320 |
0.37 |
103.450 |
-6.130 |
-5.93 |
EUR |
2.72 |
| |  |
 |
 |
 |
L |
 |
AMD |
84.690 |
Wed |
-1.42 |
83.680 |
1.21 |
81.430 |
2.250 |
2.76 |
USD |
2.04 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/06/23 |
⇓ Δwk |
7/18/22 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
Severn Trent |
2,865.000 |
Wed |
0.42 |
2,841.000 |
0.84 |
2,807.000 |
34.000 |
1.21 |
GBP |
1.66 |
| |  |
 |
 |
 |
|
 |
Henkel |
65.380 |
Wed |
0.77 |
64.840 |
0.83 |
61.200 |
3.640 |
5.95 |
EUR |
1.61 |
| |  |
 |
 |
 |
|
 |
Cdn Nat Railway |
158.560 |
Wed |
0.23 |
159.120 |
-0.35 |
145.910 |
13.210 |
9.05 |
CAD |
1.52 |
| |  |
 |
 |
 |
L |
 |
CSX |
31.950 |
Wed |
-1.05 |
32.050 |
-0.31 |
28.830 |
3.220 |
11.17 |
USD |
0.98 |
| |  |
 |
 |
 |
L |
 |
Dassault Systèmes |
37.780 |
Wed |
-0.55 |
38.110 |
-0.87 |
38.405 |
-0.295 |
-0.77 |
EUR |
0.87 |
| |  |
 |
 |
 |
L |
 |
Xerox |
16.700 |
Wed |
-0.48 |
16.740 |
-0.24 |
14.780 |
1.960 |
13.26 |
USD |
0.51 |
| |  |
 |
 |
 |
L |
 |
Signify |
33.520 |
Wed |
0.75 |
33.590 |
-0.21 |
33.770 |
-0.180 |
-0.53 |
EUR |
0.16 |
| |  |
 |
 |
 |
L |
 |
Interface |
11.500 |
Wed |
-1.29 |
11.620 |
-1.03 |
13.330 |
-1.710 |
-12.83 |
USD |
-1.86 |
| |  |
 |
 |
 |
L |
 |
FirstGroup |
111.400 |
Wed |
2.30 |
108.500 |
2.67 |
131.500 |
-23.000 |
-17.49 |
GBP |
-3.00 |
| |  |
 |
 |
 |
S |
 |
Ricoh |
1,023.000 |
06:15 |
2.30 |
1,002.000 |
2.10 |
1,044.000 |
-42.000 |
-4.02 |
JPY |
-3.62 |
| |  |
 |
 |
 |
L |
 |
Pennon Group |
935.500 |
Wed |
-0.11 |
931.000 |
0.48 |
985.500 |
-54.500 |
-5.53 |
GBP |
-3.65 |
| |  |
 |
 |
 |
L |
 |
Coloplast |
828.400 |
Wed |
0.95 |
827.200 |
0.15 |
825.600 |
1.600 |
0.19 |
DKK |
-4.46 |
| |  |
 |
 |
 |
L |
 |
Union Pacific |
207.140 |
Wed |
-0.91 |
208.960 |
-0.87 |
210.220 |
-1.260 |
-0.60 |
USD |
-5.66 |
| |  |
 |
 |
 |
S |
 |
BillerudKorsnäs |
126.200 |
Wed |
-1.98 |
126.800 |
-0.47 |
116.500 |
10.300 |
8.84 |
SEK |
-5.70 |
| |  |
 |
 |
 |
L |
 |
Fabege |
97.800 |
Wed |
1.88 |
95.860 |
2.02 |
97.040 |
-1.180 |
-1.22 |
SEK |
-5.79 |
| |  |
 |
 |
 |
L |
 |
Lenzing |
67.100 |
Wed |
1.98 |
67.700 |
-0.89 |
74.300 |
-6.600 |
-8.88 |
EUR |
-7.61 |
| |  |
 |
 |
 |
|
 |
EDP Renováveis |
20.100 |
Wed |
1.26 |
20.180 |
-0.40 |
24.340 |
-4.160 |
-17.09 |
EUR |
-8.52 |
| |  |
 |
 |
 |
L |
 |
Ørsted |
642.300 |
Wed |
0.05 |
650.000 |
-1.18 |
830.900 |
-180.900 |
-21.77 |
DKK |
-8.55 |
| |  |
 |
 |
 |
L |
 |
Drägerwerk |
42.700 |
Wed |
1.91 |
42.050 |
1.55 |
49.650 |
-7.600 |
-15.31 |
EUR |
-9.15 |
| |  |
 |
 |
 |
|
 |
Benesse |
1,941.000 |
06:15 |
0.41 |
1,947.000 |
-0.31 |
2,272.000 |
-325.000 |
-14.30 |
JPY |
-9.30 |
| |  |
 |
 |
 |
S |
 |
SunPower |
16.260 |
Wed |
-4.97 |
17.270 |
-5.85 |
16.420 |
0.850 |
5.18 |
USD |
-9.46 |
| |  |
 |
 |
 |
L |
 |
MillerKnoll |
23.090 |
Wed |
-2.37 |
23.200 |
-0.47 |
27.140 |
-3.940 |
-14.52 |
USD |
-10.15 |
| |  |
 |
 |
 |
L |
 |
Sonova |
241.600 |
Wed |
-0.90 |
243.100 |
-0.62 |
330.600 |
-87.500 |
-26.47 |
CHF |
-13.22 |
| |  |
 |
 |
 |
L |
 |
Scatec |
81.640 |
Wed |
2.00 |
81.120 |
0.64 |
100.900 |
-19.780 |
-19.60 |
NOK |
-15.49 |
| |  |
 |
 |
 |
L |
 |
Intel |
28.240 |
Wed |
-2.79 |
28.690 |
-1.57 |
38.710 |
-10.020 |
-25.88 |
USD |
-17.56 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/06/23 |
⇓ Δwk |
7/18/22 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
Steelcase |
7.520 |
Wed |
-1.96 |
7.630 |
-1.44 |
10.480 |
-2.850 |
-27.19 |
USD |
-19.72 |
GCX - 50 out of 50 instruments rated - 2/06/23 / 7/18/22 - 31 did rise, Market-Ratio(29) = 62.00 % |
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 | |
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 |
459 |
DKK |
47.100 |
74.300 |
|
27.200 |
58 |
34,134 |
149 |
|
short |
6/11/07 |
8/24/09 |
805 |
 |
 |
 |
AMD |
100 |
2,453 |
USD |
13.910 |
4.000 |
48.372 |
34.462 |
248 |
118,670 |
76 |
|
long |
8/24/09 |
12/21/09 |
119 |
 |
 |
 |
Renault |
100 |
3,493 |
EUR |
33.965 |
34.700 |
|
0.735 |
2 |
121,237 |
7 |
|
short |
12/21/09 |
2/27/12 |
798 |
 |
 |
 |
REC Silicon |
100 |
401 |
NOK |
301.800 |
36.800 |
2,475.088 |
2,173.288 |
720 |
992,725 |
162 |
|
long |
2/27/12 |
4/23/12 |
56 |
 |
 |
 |
CA |
100 |
36,713 |
USD |
27.040 |
26.450 |
|
-0.590 |
-2 |
971,065 |
-13 |
|
short |
4/23/12 |
2/11/13 |
294 |
 |
 |
 |
REC Silicon |
100 |
36,922 |
NOK |
26.300 |
7.600 |
91.012 |
64.712 |
246 |
3,360,354 |
367 |
|
long |
2/11/13 |
11/25/13 |
287 |
 |
 |
 |
SunPower |
100 |
355,969 |
USD |
9.440 |
29.510 |
|
20.070 |
213 |
10,504,652 |
326 |
|
short |
11/25/13 |
1/06/14 |
42 |
 |
 |
 |
Aurubis |
100 |
247,897 |
EUR |
42.375 |
43.845 |
40.905 |
-1.470 |
-3 |
10,140,243 |
-26 |
|
long |
1/06/14 |
2/03/14 |
28 |
 |
 |
 |
Vestas Wind Systems |
100 |
272,440 |
DKK |
37.220 |
35.740 |
|
-1.480 |
-4 |
9,737,032 |
-41 |
|
short |
2/03/14 |
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 |
4/14/14 |
42 |
 |
 |
 |
Vestas Wind Systems |
100 |
272,302 |
DKK |
37.340 |
43.660 |
|
6.320 |
17 |
11,888,736 |
289 |
|
short |
4/14/14 |
4/28/14 |
14 |
 |
 |
 |
EJR |
100 |
164,050 |
JPY |
72.470 |
73.130 |
71.810 |
-0.660 |
-1 |
11,780,463 |
-21 |
|
long |
4/28/14 |
5/19/14 |
21 |
 |
 |
 |
Vestas Wind Systems |
100 |
256,097 |
DKK |
46.000 |
52.820 |
|
6.820 |
15 |
13,527,044 |
1,006 |
|
short |
5/19/14 |
3/02/15 |
287 |
 |
 |
 |
Energy Recovery |
100 |
2,947,068 |
USD |
4.590 |
3.440 |
6.124 |
1.534 |
33 |
18,049,025 |
44 |
|
long |
3/02/15 |
6/01/15 |
91 |
 |
 |
 |
Shimano |
100 |
96,534 |
JPY |
186.970 |
176.950 |
|
-10.020 |
-5 |
17,081,755 |
-20 |
|
short |
6/01/15 |
10/05/20 |
1953 |
 |
 |
 |
REC Silicon |
100 |
1,060,319 |
NOK |
16.110 |
5.040 |
51.495 |
35.385 |
220 |
54,600,612 |
24 |
|
long |
10/05/20 |
11/02/20 |
28 |
 |
 |
 |
SunPower |
100 |
3,509,036 |
USD |
15.560 |
16.845 |
|
1.285 |
8 |
59,109,723 |
181 |
|
short |
11/02/20 |
4/05/21 |
154 |
 |
 |
 |
Konica Minolta |
100 |
20,960,894 |
JPY |
2.820 |
5.870 |
0.000 |
-2.820 |
-100 |
2 |
-100 |
|
long |
4/05/21 |
6/21/21 |
77 |
 |
 |
 |
REC Silicon |
100 |
0 |
NOK |
19.200 |
17.800 |
|
-1.400 |
-7 |
2 |
0 |
|
short |
6/21/21 |
2/08/23 |
597 |
 |
 |
 |
bioMérieux |
100 |
0 |
EUR |
91.820 |
97.680 |
85.960 |
-5.860 |
-6 |
2 |
0 |
|
accum | 1/09/06 |
2/08/23 | 6240 |
days out of 6247 invested (100%) |
-100 |
2 |
-39 |
|
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 | 10/05/20 | 1953 | 16.11 | 5.04 | 51.49 | 35.38 | 219.64 | | | |
| long | 4/05/21 | 6/21/21 | 77 | 19.20 | 17.80 | | -1.40 | -7.29 | | | 8,310.03 |
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 | | | |
| long | 10/05/20 | 11/02/20 | 28 | 15.56 | 16.85 | | 1.29 | 8.26 | | | 238.42 |
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 | 47.10 | 74.30 | | 27.20 | 57.75 | | | |
| long | 1/06/14 | 2/03/14 | 28 | 37.22 | 35.74 | | -1.48 | -3.98 | | | |
| long | 3/03/14 | 4/14/14 | 42 | 37.34 | 43.66 | | 6.32 | 16.93 | | | |
| long | 4/28/14 | 5/19/14 | 21 | 46.00 | 52.82 | | 6.82 | 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 |
bioMérieux | short | 6/21/21 | 2/08/23 | 597 | 91.82 | 97.68 | 85.96 | -5.86 | -6.38 | | | -6.38 |
Intel | short | 5/29/06 | 12/11/06 | 196 | 17.81 | 20.70 | 14.92 | -2.89 | -16.23 | | | -16.23 |
Konica Minolta | short | 11/02/20 | 4/05/21 | 154 | 2.82 | 5.87 | 0.00 | -2.82 | -100.00 | | | -100.00 |
Annotations
5/13/22 | Atlas Copco A | | | splits 1:4 (four for one) |
7/07/21 | Dassault Systèmes | | | stock split 1:5 (five for one) |
6/29/21 | CSX | | | stock split 1:3 (three for one) |
6/19/18 | Atlas Copco A | | | spin-off Epiroc |
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 |
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