Share-o-matic - Portfolio

Tue, Jan 18th, 2022, 8:08UTC

Assessment - Photon Photovoltaik-Aktienindex in Euro - 1/17/22 - RS = 37

		⇓instrument	freshest		Δday	1/17/22	⇓ Δwk	5/03/21	prc diff	⇓ Δ37	⇓∅-RS
	S	SOM Price Index	3,539.924	06:15	-0.07	3,542.368	-0.07	3,564.058	-21.690	-0.61	-9.86
	S	Xinte Energy	1.843	Mon	11.58	1.843		1.762	0.081	4.60	-6.94
	S	JinkoSolar	41.470	Fri	4.57	41.470		30.575	10.895	35.64	5.62
	S	Meyer Burger	0.381	Mon	3.87	0.381		0.375	0.005	1.45	-5.41
	S	Azure Power Global	14.025	Fri	3.83	14.025		18.416	-4.391	-23.84	-29.29
	S	Daqo New Energy	37.116	Fri	2.79	37.116		65.923	-28.807	-43.70	-31.89
	S	Canadian Solar	24.747	Fri	1.77	24.747		34.254	-9.507	-27.76	-26.41
		Neoen	35.000	Mon	1.69	35.000		38.480	-3.480	-9.04	-8.63
		West Holdings	26.411	06:15	1.32	26.067	1.32	27.132	-1.065	-3.92	-21.58
	S	Encavis	14.410	Mon	1.12	14.410		15.940	-1.530	-9.60	-12.49
		Scatec	13.830	Mon	0.95	13.830		22.841	-9.012	-39.45	-29.81
		GCL Poly Energy	0.298	Mon	0.76	0.298		0.211	0.087	41.01	24.36
	S	First Solar	72.726	Fri	0.29	72.726		62.798	9.927	15.81	-4.08
	S	SunPower	17.660	Fri	0.25	17.660		20.604	-2.944	-14.29	-21.66
	S	BCPG	0.326	Mon		0.326		0.379	-0.053	-13.92	-11.27
		Panda Green Energy	0.030	Mon		0.030		0.026	0.004	13.50	0.57
	S	Xinyi Solar	1.404	Mon	-0.16	1.404		1.379	0.024	1.77	-13.79
		Solaria Energía	15.665	Mon	-0.29	15.665		17.305	-1.640	-9.48	-7.33
	S	Enphase Energy	125.128	Fri	-0.45	125.128		113.057	12.071	10.68	-12.67
		United Renewable	0.663	05:30	-0.48	0.666	-0.48	0.735	-0.069	-9.40	-3.59
		SMA Solar	33.600	Mon	-0.59	33.600		46.580	-12.980	-27.87	-24.72
		Flat Glass	3.931	Mon	-0.85	3.931		2.466	1.465	59.41	19.35
	S	Sunnova Energy	20.665	Fri	-1.91	20.665		28.842	-8.177	-28.35	-30.65
		ReNew Energy Global	5.887	Fri	-2.18	5.887		8.288	-2.401	-28.97	-na-
		Enlight Renewable	201.837	Mon	-2.29	201.837		174.516	27.321	15.66	11.62
		⇓instrument	freshest		Δday	1/17/22	⇓ Δwk	5/03/21	prc diff	⇓ Δ37	⇓∅-RS
	S	SolarEdge	222.356	Fri	-2.53	222.356		215.538	6.817	3.16	-5.53
		Array Tech	11.458	Fri	-2.90	11.458		22.659	-11.201	-49.43	-33.31
	S	Sunrun	27.866	Fri	-2.90	27.866		39.410	-11.544	-29.29	-32.82
	L	Sino-American Sili	6.913	05:30	-2.91	7.120	-2.91	5.450	1.670	30.65	29.00
	S	Grenergy Renovables	27.000	Mon	-3.40	27.000		26.700	0.300	1.12	-11.02
		Shoals Technologies	18.116	Fri	-5.40	18.116		25.834	-7.718	-29.88	-na-
PPVX - 30 out of 30 instruments rated - 1/17/22 / 5/03/21 - 13 did rise, Market-Ratio(37) in EUR = 43.33 %

Technical Chart

	PPVX RS = 37 - B/S = 52/31

1/01/18	scale up chart	1/17/22

Transactions Photon Photovoltaik-Aktienindex in Euro * A37 - 52/31 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		11/13/06	315		- cash -
short	11/13/06	2/05/07	84		Panda Green Energy	100	649,889	0.015	0.013	0.018	0.003	20	11,958	117
long	2/05/07	6/23/08	504		SunPower	100	338	35.326	52.957		17.631	50	17,917	34
short	6/23/08	7/06/09	378		JA Solar Energy	100	319	56.129	13.520	233.015	176.886	315	74,344	295
long	7/06/09	7/18/11	742		GCL Poly Energy	100	306,104	0.243	0.367		0.124	51	112,373	23
short	7/18/11	1/14/13	546		REC Silicon	100	12,171	9.232	1.613	52.852	43.620	472	643,266	221
long	1/14/13	10/06/14	630		SFCE	100	11,472,875	0.056	0.791		0.735	1,310	9,071,222	363
short	10/06/14	4/20/15	196		SMA Solar	100	458,142	19.800	14.680	26.706	6.906	35	12,235,014	75
long	4/20/15	5/11/15	21		Encavis	100	1,897,489	6.448	6.809		0.361	6	12,920,007	158
short	5/11/15	6/29/15	49		REC Silicon	100	6,138,130	2.105	1.957	2.264	0.159	8	13,896,727	72
long	6/29/15	7/27/15	28		Encavis	100	2,181,589	6.370	7.409		1.039	16	16,163,398	617
short	7/27/15	7/03/17	707		SFCE	100	52,440,772	0.308	0.050	1.917	1.609	522	101m	157
long	7/03/17	7/16/18	378		Panda Green Energy	100	866,475,351	0.116	0.059		-0.057	-49	50,918,662	-48
short	7/16/18	4/29/19	287		Panda Green Energy	100	866,475,352	0.059	0.038	0.090	0.032	54	78,329,372	73
long	4/29/19	9/20/21	875		Enphase Energy	100	8,579,559	9.130	130.001		120.871	1,324	1,115m	203
short	9/20/21	11/22/21	63		Scatec	100	68,944,244	16.178	16.171	16.184	0.007	0	1,116m	0
long	11/22/21	12/20/21	28		GCL Poly Energy	100	2831,414,911	0.394	0.265		-0.129	-33	749m	-99
short	12/20/21	1/14/22	25		Daqo New Energy	100	22,238,981	33.701	37.392	30.010	-3.691	-11	667m	-82
accum	11/13/06	1/14/22	5545	days out of 5860 invested (95%)							6,673,841		667m	108

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
SFCE	long	1/14/13	10/06/14	630	0.06	0.79		0.73	1,310.18
	short	7/27/15	7/03/17	707	0.31	0.05	1.92	1.61	521.92	8,670.23
Enphase Energy	long	4/29/19	9/20/21	875	9.13	130.00		120.87	1,323.92	1,323.92
REC Silicon	short	7/18/11	1/14/13	546	9.23	1.61	52.85	43.62	472.47
	short	5/11/15	6/29/15	49	2.10	1.96	2.26	0.16	7.56	515.75
JA Solar Energy	short	6/23/08	7/06/09	378	56.13	13.52	233.01	176.89	315.14	315.14
SunPower	long	2/05/07	6/23/08	504	35.33	52.96		17.63	49.91	49.91
SMA Solar	short	10/06/14	4/20/15	196	19.80	14.68	26.71	6.91	34.88	34.88
Encavis	long	4/20/15	5/11/15	21	6.45	6.81		0.36	5.60
	long	6/29/15	7/27/15	28	6.37	7.41		1.04	16.31	22.82
GCL Poly Energy	long	7/06/09	7/18/11	742	0.24	0.37		0.12	51.15
	long	11/22/21	12/20/21	28	0.39	0.26		-0.13	-32.83	1.53
Scatec	short	9/20/21	11/22/21	63	16.18	16.17	16.18	0.01	0.04	0.04
Panda Green Energy	short	11/13/06	2/05/07	84	0.02	0.01	0.02	0.00	19.58
	long	7/03/17	7/16/18	378	0.12	0.06		-0.06	-49.35
	short	7/16/18	4/29/19	287	0.06	0.04	0.09	0.03	53.83	-6.82
Daqo New Energy	short	12/20/21	1/14/22	25	33.70	37.39	30.01	-3.69	-10.95	-10.95

Annotations

10/29/21	PPVX	ReNew Energy Global replaces Soltec Power
7/29/21	United Renewable	reverse stock split 0.5658:1
7/23/21	PPVX	Xinte Energy replaces Maxeon
6/25/21	PPVX	Enlight Renewable Energy and Flat Glass Group replace Solarpack and Renesola
4/01/21	GCL Poly Energy	suspended
2/05/21	PPVX	Shoals Technologies Group replaces SPCG
1/25/21	PPVX	Grenergy Renovables and ReneSola replace Motech Industries and Shinsung E&G
11/17/20	Daqo New Energy	stock split 1:5 (five for one)
10/31/20	PPVX	Soltec Power replaces REC Silicon
10/23/20	PPVX	Array Technologies and REC Silicon replace 7C Solarparken and Tainergy
10/08/20	PPVX	Tainergy Tech replaces Vivint Solar (acquired by Sunrun)
9/21/20	PPVX	Motech Industries and Shinsung E&G replace China Shuifa Singyes and Thai Solar Energy
3/27/20	PPVX	China Singyes Solar and Edisun Power Europe replace Motech and Terraform Power
12/28/19	PPVX	Motech replaces SFCE
11/08/19	PPVX	Neoen replaces REC Silicon
7/29/19	PPVX	Sunnova replaces Shinsung E&G
2/16/19	PPVX	7C Solarparken replaces China Singyes Solar
12/10/18	PPVX	SFCE and Solarapack replace Motech Industries and Green Energy Technology
10/01/18	PPVX	Thai Solar Energy returns for Gintech Energy (merger with Neo Solar Power)
7/20/18	PPVX	West Holdings replaces JA Solar
7/17/18	PPVX	JA Solar exits due to becoming private (mergered with JASO Acquisition Holding as wholly owner)
6/25/18	Green Energy T	returns replacing 8point3
6/21/18	8point3	drops out due to acquisition by Capital Dynamics
5/18/18	PPVX	Enphase Energy replaces Thai Solar Energy PCL (exit due to low stock market value)
2/27/18	Capital Stage	renames into Encavis (ENergy + CApital + VISion)
2/16/18	PPVX	Solaria Energía replaces SFCE (market value falls below exit threshold)
12/30/17	PPVX	Vivint Solar replaces TerraForm Global (acquired by Brookfield Asset Management)
8/11/17	PPVX	Shinsung E&G replaces Green Energy Technology
3/14/17	PPVX	Azure Power Global replaces Trina Solar
11/25/16	PPVX	Thai Solar Energy replaces SolarCity (acquired by Tesla)
11/04/16	PPVX	SPCG replaces SPI
10/08/16	Chorus	is replaced by BCPG
8/08/16	Capital Stage	acquires Chorus Clean Energy
6/03/16	PPVX	complete analysis - all techniques have been refreshed using new market composition
6/02/16	Solarenergie	Change Of Composition This market matches the PPVX (Photon Photovoltaiics Stock Index) regarding composition now. The PPVX is a cooperation of PHOTON International GmbH, Berlin and Öko-Invest-Verlags-GmbH, Vienna. The index here is not the original PPVX but the Share-o-matic standard index, an equal weighted price index in USD starting in 2005 at 100 points. The standard techniques have been re-calculated, best practice analysis is in progress.
1/01/16	Sunrun	recording started
8/18/15	Solarenergie	complete analysis
7/01/15	Scatec Solar	monitoring started
3/14/15	Solar Energy	first complete analysis


	is taking down something concerning