Share-o-matic - Portfolio

Sun, Oct 17th, 2021, 14:47UTC

Assessment - GCX Global Challenges - 10/11/21 - RS = 29

		⇓instrument	freshest		⇓ Δday	10/11/21	⇓ Δwk	3/22/21	prc diff	⇓ Δ29	Curr	∅-RS
		GCX PR	3,098.510	Fri	0.60	2,983.660	3.85	2,837.530	146.130	5.15	EUR	5.38
		Interface	15.120	Fri	-0.72	15.590	-3.01	12.850	2.740	21.32	USD	34.96
		Konica Minolta	621.000	Fri		617.000	0.65	613.000	4.000	0.65	JPY	30.07
		Sonova	359.600	Fri	0.33	345.000	4.23	243.500	101.500	41.68	CHF	27.54
		Ricoh	1,176.000	Fri	1.12	1,164.000	1.03	1,179.000	-15.000	-1.27	JPY	22.27
		AMD	112.120	Fri	0.12	104.680	7.11	80.300	24.380	30.36	USD	18.71
		FirstGroup	92.600	Fri	1.70	89.300	3.70	90.500	-1.200	-1.33	GBP	18.22
		Dassault Systèmes	46.100	Fri	0.55	43.675	5.55	36.140	7.535	20.85	EUR	17.83
	L	First Solar	105.110	Fri	-1.03	102.290	2.76	81.830	20.460	25.00	USD	17.47
		Befesa	65.800	Fri	-0.90	63.200	4.11	56.400	6.800	12.06	EUR	16.67
		Kurita Water	5,650.000	Fri	3.29	5,280.000	7.01	4,900.000	380.000	7.76	JPY	16.40
		STMicroelectronics	36.540	Fri	0.37	35.945	1.66	32.030	3.915	12.22	EUR	11.60
		Geberit	707.600	Fri	0.97	686.200	3.12	580.600	105.600	18.19	CHF	11.54
		Benesse	2,623.000	Fri	0.88	2,578.000	1.75	2,438.000	140.000	5.74	JPY	8.36
		Pennon Group	1,129.000	Fri	-2.00	1,136.000	-0.62	974.400	161.600	16.58	GBP	8.12
		Lenzing	108.600	Fri	1.69	101.600	6.89	105.400	-3.800	-3.61	EUR	7.89
		Atlas Copco A	556.000	Fri	0.83	531.800	4.55	501.000	30.800	6.15	SEK	6.78
	L	Hannover Rück	153.650	Fri	-0.16	153.250	0.26	155.000	-1.750	-1.13	EUR	6.57
		Severn Trent	2,604.000	Fri	-2.65	2,613.000	-0.34	2,234.000	379.000	16.97	GBP	5.75
	L	Cdn Nat Railway	151.670	Fri	0.78	145.830	4.00	141.610	4.220	2.98	CAD	5.05
		SunPower	27.540	Fri	0.18	26.140	5.36	34.440	-8.300	-24.10	USD	4.74
		CSX	34.160	Fri	2.18	32.500	5.11	31.260	1.240	3.97	USD	4.63
		BillerudKorsnäs	175.550	Fri	0.89	168.050	4.46	158.450	9.600	6.06	SEK	4.14
		EDP Renováveis	22.000	Fri	0.27	20.300	8.37	17.360	2.940	16.94	EUR	4.11
		Fabege	145.500	Fri	0.83	137.550	5.78	118.300	19.250	16.27	SEK	4.03
		⇓instrument	freshest		⇓ Δday	10/11/21	⇓ Δwk	3/22/21	prc diff	⇓ Δ29	Curr	∅-RS
		United Utilities	981.000	Fri	-1.80	982.600	-0.16	886.400	96.200	10.85	GBP	2.63
		Kingfisher	332.300	Fri	1.31	325.900	1.96	324.000	1.900	0.59	GBP	2.62
		Pearson	620.400	Fri	-14.90	744.600	-16.68	790.000	-45.400	-5.75	GBP	1.87
		Union Pacific	225.160	Fri	1.73	214.910	4.77	206.270	8.640	4.19	USD	1.40
		Coloplast	1,019.500	Fri	1.85	1,000.500	1.90	956.600	43.900	4.59	DKK	1.30
		Signify	44.020	Fri	0.36	42.290	4.09	40.990	1.300	3.17	EUR	0.90
		Aurubis	73.360	Fri	0.22	70.100	4.65	66.500	3.600	5.41	EUR	0.39
	S	Hannon Armstrong SIC	58.440	Fri	-0.09	54.470	7.29	54.640	-0.170	-0.31	USD	-0.48
		Drägerwerk	69.000	Fri	-1.71	69.350	-0.50	70.500	-1.150	-1.63	EUR	-1.81
		Intel	54.460	Fri	1.04	53.440	1.91	65.630	-12.190	-18.57	USD	-2.30
	S	SKF B	219.900	Fri	1.15	215.200	2.18	253.200	-38.000	-15.01	SEK	-2.42
	S	Autodesk	291.190	Fri	0.70	276.540	5.30	265.960	10.580	3.98	USD	-3.09
	S	Swiss Re	81.260	Fri	1.09	80.360	1.12	91.360	-11.000	-12.04	CHF	-3.34
	S	Rockwool	2,866.000	Fri	2.65	2,605.000	10.02	2,510.000	95.000	3.78	DKK	-3.60
	S	Gecina	121.000	Fri	2.33	118.050	2.50	119.200	-1.150	-0.96	EUR	-4.87
	S	Herman Miller	38.040	Fri	1.04	37.010	2.78	41.340	-4.330	-10.47	USD	-7.29
	S	Berkeley	4,290.000	Fri	-0.23	4,185.000	2.51	4,374.000	-189.000	-4.32	GBP	-8.14
	S	Steelcase	12.450	Fri	-0.08	12.340	0.89	15.380	-3.040	-19.77	USD	-9.38
		bioMérieux	99.200	Fri	0.63	97.920	1.31	111.000	-13.080	-11.78	EUR	-9.52
	S	Xerox	20.520	Fri	0.59	20.700	-0.87	24.840	-4.140	-16.67	USD	-9.73
	S	Ormat Technologies	71.330	Fri	0.34	68.360	4.34	79.980	-11.620	-14.53	USD	-10.69
	S	Henkel	77.540	Fri	-0.95	78.680	-1.45	92.960	-14.280	-15.36	EUR	-11.34
	S	Smith and Nephew	1,277.000	Fri	0.24	1,257.500	1.55	1,364.000	-106.500	-7.81	GBP	-14.23
	S	Ørsted	887.800	Fri	1.53	834.000	6.45	985.800	-151.800	-15.40	DKK	-16.04
	S	Nordex	15.060	Fri	5.02	13.420	12.22	22.840	-9.420	-41.24	EUR	-27.54
		⇓instrument	freshest		⇓ Δday	10/11/21	⇓ Δwk	3/22/21	prc diff	⇓ Δ29	Curr	∅-RS
	S	Scatec	151.300	Fri	-2.29	145.000	4.34	252.400	-107.400	-42.55	NOK	-37.90
GCX - 50 out of 50 instruments rated - 10/11/21 / 3/22/21 - 27 did rise, Market-Ratio(29) = 54.00 %

Technical Chart

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

1/02/17	scale up chart	10/11/21

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	10/15/21	116		bioMérieux	100	0	EUR	91.820	99.200	84.440	-7.380	-8	2	0
accum	1/09/06	10/15/21	5760	days out of 5767 invested (100%)								-100		2	-41

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	10/15/21	116	91.82	99.20	84.44	-7.38	-8.04	-8.04
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

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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