Share-o-matic - Portfolio

Fri, Dec 9th, 2022, 4:48UTC

Assessment - GCX Global Challenges - 12/05/22 - RS = 29

		⇓instrument	freshest		⇓ Δday	12/05/22	⇓ Δwk	5/16/22	prc diff	⇓ Δ29	Curr	∅-RS
		GCX PR	2,673.370	Thu	-0.04	2,723.520	-1.84	2,863.360	-139.840	-4.88	EUR	-5.65
	L	First Solar	152.710	Thu	-1.31	167.140	-8.63	62.770	104.370	166.27	USD	90.49
	L	Pearson	930.000	Thu	-0.64	938.200	-0.87	752.800	185.400	24.63	GBP	23.99
		SunPower	22.240	Thu	0.14	23.720	-6.24	15.200	8.520	56.05	USD	22.90
	L	Hannover Rück	185.700	Thu	0.49	183.050	1.45	145.050	38.000	26.20	EUR	19.32
	L	Konica Minolta	560.000	Thu	-0.53	557.000	0.54	430.000	127.000	29.53	JPY	15.50
	L	Kurita Water	5,810.000	Thu	0.17	5,740.000	1.22	4,875.000	865.000	17.74	JPY	13.67
	L	Atlas Copco A	128.860	Thu	0.41	133.220	-3.27	103.840	29.380	28.29	SEK	13.37
		Ormat Technologies	88.450	Thu	-1.16	91.370	-3.20	72.860	18.510	25.40	USD	13.00
	L	Nordex	12.645	Thu	1.40	12.535	0.88	11.155	1.380	12.37	EUR	11.94
	L	Cdn Nat Railway	172.460	Thu	1.23	172.350	0.06	144.700	27.650	19.11	CAD	11.01
	L	BillerudKorsnäs	144.300	Thu	-0.76	147.100	-1.90	135.500	11.600	8.56	SEK	6.11
	L	Henkel	67.500	Thu	0.15	68.500	-1.46	63.460	5.040	7.94	EUR	5.58
	L	Swiss Re	86.440	Thu	1.79	85.460	1.15	81.500	3.960	4.86	CHF	5.27
	L	SKF B	168.250	Thu	-2.35	175.150	-3.94	171.350	3.800	2.22	SEK	2.63
		STMicroelectronics	36.425	Thu	2.15	36.640	-0.59	37.145	-0.505	-1.36	EUR	1.61
		EDP Renováveis	21.390	Thu	-2.19	22.130	-3.34	20.510	1.620	7.90	EUR	0.97
		bioMérieux	95.760	Thu	-0.37	97.860	-2.15	88.880	8.980	10.10	EUR	0.89
		United Utilities	1,033.500	Thu	-0.58	1,056.500	-2.18	1,122.500	-66.000	-5.88	GBP	0.54
	L	Aurubis	80.960	Thu	4.63	77.660	4.25	85.500	-7.840	-9.17	EUR	-0.30
		Ricoh	1,049.000	Thu	0.67	1,035.000	1.35	1,009.000	26.000	2.58	JPY	-1.15
		Severn Trent	2,723.000	Thu	-0.18	2,759.000	-1.30	3,119.000	-360.000	-11.54	GBP	-2.37
		Berkeley	3,798.000	Thu	-0.55	3,822.000	-0.63	4,007.000	-185.000	-4.62	GBP	-2.85
		CSX	31.520	Thu	1.97	31.350	0.54	33.260	-1.910	-5.74	USD	-3.23
	L	Coloplast	850.600	Thu	-0.40	862.400	-1.37	859.200	3.200	0.37	DKK	-3.81
		⇓instrument	freshest		⇓ Δday	12/05/22	⇓ Δwk	5/16/22	prc diff	⇓ Δ29	Curr	∅-RS
	L	Pennon Group	933.500	Thu	-0.69	955.500	-2.30	1,073.000	-117.500	-10.95	GBP	-4.74
	L	Xerox	15.960	Thu	1.01	16.640	-4.09	17.520	-0.880	-5.02	USD	-5.03
	L	Autodesk	196.630	Thu	1.70	198.390	-0.89	192.580	5.810	3.02	USD	-5.07
	L	Gecina	95.450	Thu	0.05	95.700	-0.26	107.300	-11.600	-10.81	EUR	-5.18
	L	Smith and Nephew	1,100.500	Thu	0.82	1,089.500	1.01	1,294.000	-204.500	-15.80	GBP	-5.94
	L	Kingfisher	239.300	Thu	-1.89	246.600	-2.96	254.400	-7.800	-3.07	GBP	-6.16
	L	Signify	31.880	Thu	0.16	32.400	-1.60	36.020	-3.620	-10.05	EUR	-7.16
		Union Pacific	213.030	Thu	0.38	211.060	0.93	227.890	-16.830	-7.39	USD	-7.21
	S	FirstGroup	95.000	Thu	-2.91	102.900	-7.68	112.100	-9.200	-8.21	GBP	-7.83
		Drägerwerk	41.950	Thu	-1.06	44.000	-4.66	49.150	-5.150	-10.48	EUR	-8.57
		Dassault Systèmes	34.480	Thu	-1.19	35.910	-3.98	37.925	-2.015	-5.31	EUR	-10.04
		Ørsted	642.000	Thu	-2.01	657.900	-2.42	719.400	-61.500	-8.55	DKK	-10.67
	S	Benesse	1,957.000	Thu	0.26	1,944.000	0.67	2,100.000	-156.000	-7.43	JPY	-11.60
	L	Geberit	445.900	Thu	-1.24	457.700	-2.58	524.200	-66.500	-12.69	CHF	-12.31
	L	Rockwool	1,539.500	Thu	-0.77	1,609.500	-4.35	1,790.000	-180.500	-10.08	DKK	-12.40
		Interface	10.400	Thu	-1.42	10.860	-4.24	13.220	-2.360	-17.85	USD	-13.58
	L	Befesa	40.920	Thu	-0.58	43.060	-4.97	55.700	-12.640	-22.69	EUR	-13.67
		Scatec	83.660	Thu	0.82	88.400	-5.36	90.120	-1.720	-1.91	NOK	-15.22
		Lenzing	65.200	Thu	-0.61	67.800	-3.83	82.000	-14.200	-17.32	EUR	-15.57
		Hannon Armstrong SIC	31.660	Thu	2.96	31.740	-0.25	37.470	-5.730	-15.29	USD	-16.60
	L	Fabege	89.240	Thu	1.32	89.620	-0.42	121.200	-31.580	-26.06	SEK	-17.56
		Sonova	242.000	Thu	-0.70	246.400	-1.79	336.600	-90.200	-26.80	CHF	-17.82
		AMD	70.470	Thu	0.47	73.620	-4.28	94.240	-20.620	-21.88	USD	-18.99
		Intel	28.440	Thu	0.39	29.170	-2.50	43.080	-13.910	-32.29	USD	-24.17
		Steelcase	7.120	Thu	0.56	7.180	-0.84	11.670	-4.490	-38.47	USD	-31.37
		⇓instrument	freshest		⇓ Δday	12/05/22	⇓ Δwk	5/16/22	prc diff	⇓ Δ29	Curr	∅-RS
		MillerKnoll	19.010	Thu	0.90	19.400	-2.01	28.530	-9.130	-32.00	USD	-32.07
GCX - 50 out of 50 instruments rated - 12/05/22 / 5/16/22 - 19 did rise, Market-Ratio(29) = 38.00 %

Technical Chart

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

1/01/18	scale up chart	12/05/22

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	12/08/22	535		bioMérieux	100	0	EUR	91.820	95.760	87.880	-3.940	-4	2	0
accum	1/09/06	12/08/22	6178	days out of 6185 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
bioMérieux	short	6/21/21	12/08/22	535	91.82	95.76	87.88	-3.94	-4.29	-4.29
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
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


	is taking down something concerning