| |
| |
Assessment - GCX Global Challenges in Japanese yen - 7/01/24 - RS = 29
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
Δwk |
12/11/23 |
prc diff |
⇓ Δ29 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
GCX PR |
469,174.218 |
8/12/24 |
-1.05 |
495,326.396 |
-5.28 |
470,991.496 |
24,334.900 |
5.17 |
|
5.75 |
| |  |
 |
 |
 |
|
 |
Smith and Nephew |
236,123.909 |
8/12/24 |
-0.86 |
199,275.506 |
18.49 |
192,661.557 |
6,613.950 |
3.43 |
|
1.59 |
| |  |
 |
 |
 |
|
 |
Nordex |
2,277.267 |
8/12/24 |
-2.81 |
1,994.775 |
14.16 |
1,601.792 |
392.983 |
24.53 |
|
10.72 |
| |  |
 |
 |
 |
|
 |
Interface |
2,635.279 |
8/12/24 |
-0.79 |
2,354.140 |
11.94 |
1,638.345 |
715.795 |
43.69 |
|
37.19 |
| |  |
 |
 |
 |
L |
 |
Ørsted |
9,702.563 |
8/12/24 |
0.63 |
8,738.117 |
11.04 |
7,149.892 |
1,588.225 |
22.21 |
|
2.01 |
| |  |
 |
 |
 |
S |
 |
Fabege |
1,369.817 |
8/12/24 |
-2.01 |
1,265.732 |
8.22 |
1,412.287 |
-146.555 |
-10.38 |
|
0.65 |
| |  |
 |
 |
 |
L |
 |
California Water |
8,455.191 |
8/12/24 |
-0.42 |
7,815.356 |
8.19 |
7,686.605 |
128.751 |
1.68 |
|
7.14 |
| |  |
 |
 |
 |
S |
 |
bioMérieux |
16,750.218 |
8/12/24 |
-0.67 |
15,545.728 |
7.75 |
15,432.594 |
113.134 |
0.73 |
|
0.22 |
| |  |
 |
 |
 |
L |
 |
BillerudKorsnäs |
1,609.136 |
8/12/24 |
0.95 |
1,495.934 |
7.57 |
1,468.722 |
27.211 |
1.85 |
|
13.71 |
| |  |
 |
 |
 |
|
 |
Coloplast |
20,553.167 |
8/12/24 |
0.25 |
19,344.704 |
6.25 |
15,793.917 |
3,550.787 |
22.48 |
|
10.25 |
| |  |
 |
 |
 |
L |
 |
Adtalem |
11,546.111 |
8/12/24 |
-0.85 |
10,869.114 |
6.23 |
8,786.156 |
2,082.958 |
23.71 |
|
47.92 |
| |  |
 |
 |
 |
L |
 |
EDP Renováveis |
2,428.045 |
8/12/24 |
-0.92 |
2,301.530 |
5.50 |
2,632.415 |
-330.885 |
-12.57 |
|
-5.88 |
| |  |
 |
 |
 |
S |
 |
Union Pacific |
38,252.752 |
8/12/24 |
-0.32 |
36,331.632 |
5.29 |
33,971.866 |
2,359.766 |
6.95 |
|
7.40 |
| |  |
 |
 |
 |
S |
 |
Medtronic |
13,118.230 |
8/12/24 |
-1.04 |
12,460.622 |
5.28 |
11,671.927 |
788.695 |
6.76 |
|
2.51 |
| |  |
 |
 |
 |
|
 |
Gecina |
16,134.975 |
8/12/24 |
-0.64 |
15,329.093 |
5.26 |
17,040.680 |
-1,711.588 |
-10.04 |
|
-2.31 |
| |  |
 |
 |
 |
|
 |
Pearson |
211,306.387 |
8/12/24 |
-0.72 |
200,909.582 |
5.17 |
177,050.277 |
23,859.305 |
13.48 |
|
15.65 |
| |  |
 |
 |
 |
L |
 |
Hannon Armstrong SIC |
4,881.164 |
8/12/24 |
-1.63 |
4,642.034 |
5.15 |
3,733.494 |
908.540 |
24.33 |
|
29.15 |
| |  |
 |
 |
 |
S |
 |
Severn Trent |
513,508.224 |
8/12/24 |
-0.63 |
488,997.091 |
5.01 |
497,907.989 |
-8,910.897 |
-1.79 |
|
4.16 |
| |  |
 |
 |
 |
L |
 |
Ormat Technologies |
11,586.504 |
8/12/24 |
-1.10 |
11,180.952 |
3.63 |
10,197.563 |
983.390 |
9.64 |
|
7.24 |
| |  |
 |
 |
 |
|
 |
MillerKnoll |
4,385.131 |
8/12/24 |
-3.49 |
4,275.260 |
2.57 |
4,055.599 |
219.661 |
5.42 |
|
23.31 |
| |  |
 |
 |
 |
S |
 |
Pennon Group |
120,002.419 |
8/12/24 |
-0.84 |
119,389.641 |
0.51 |
137,838.416 |
-18,448.775 |
-13.38 |
|
-5.58 |
| |  |
 |
 |
 |
S |
 |
United Utilities |
201,971.731 |
8/12/24 |
-0.12 |
201,563.212 |
0.20 |
203,405.790 |
-1,842.578 |
-0.91 |
|
5.79 |
| |  |
 |
 |
 |
S |
 |
CSX |
5,412.744 |
8/12/24 |
-1.47 |
5,427.286 |
-0.27 |
4,860.863 |
566.423 |
11.65 |
|
9.48 |
| |  |
 |
 |
 |
S |
 |
FirstGroup |
33,049.177 |
8/12/24 |
0.87 |
33,273.862 |
-0.68 |
29,881.826 |
3,392.036 |
11.35 |
|
11.01 |
| |  |
 |
 |
 |
L |
 |
Sonova |
49,726.029 |
8/12/24 |
-1.52 |
50,119.402 |
-0.78 |
42,689.048 |
7,430.355 |
17.41 |
|
19.72 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
Δwk |
12/11/23 |
prc diff |
⇓ Δ29 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Geberit |
93,479.927 |
8/12/24 |
-0.72 |
94,624.288 |
-1.21 |
84,845.522 |
9,778.765 |
11.53 |
|
15.21 |
| |  |
 |
 |
 |
L |
 |
Scatec |
1,280.601 |
8/12/24 |
-1.46 |
1,300.279 |
-1.51 |
1,001.071 |
299.208 |
29.89 |
|
31.27 |
| |  |
 |
 |
 |
L |
 |
First Solar |
35,421.968 |
8/12/24 |
3.51 |
35,984.247 |
-1.56 |
21,392.188 |
14,592.059 |
68.21 |
|
41.66 |
| |  |
 |
 |
 |
|
 |
ConvaTec |
47,306.486 |
8/12/24 |
-0.17 |
48,286.931 |
-2.03 |
41,911.694 |
6,375.237 |
15.21 |
|
10.31 |
| |  |
 |
 |
 |
S |
 |
Dassault Systèmes |
5,811.017 |
8/12/24 |
-0.03 |
5,979.126 |
-2.81 |
6,986.207 |
-1,007.081 |
-14.42 |
|
-6.17 |
| |  |
 |
 |
 |
L |
 |
Rockwool |
63,769.662 |
8/12/24 |
-0.22 |
65,628.836 |
-2.83 |
40,856.525 |
24,772.311 |
60.63 |
|
57.85 |
| |  |
 |
 |
 |
L |
 |
Solaria Energía |
1,915.053 |
8/12/24 |
1.47 |
2,010.373 |
-4.74 |
2,683.553 |
-673.180 |
-25.09 |
|
-3.93 |
| |  |
 |
 |
 |
|
 |
Steelcase |
1,985.750 |
8/12/24 |
-1.76 |
2,094.005 |
-5.17 |
1,838.929 |
255.076 |
13.87 |
|
28.35 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
39,410.239 |
8/12/24 |
5.23 |
41,749.897 |
-5.60 |
34,679.279 |
7,070.618 |
20.39 |
|
20.10 |
| |  |
 |
 |
 |
|
 |
Cdn Nat Railway |
17,895.531 |
8/12/24 |
-0.01 |
19,007.829 |
-5.85 |
17,416.592 |
1,591.237 |
9.14 |
|
6.53 |
| |  |
 |
 |
 |
L |
 |
Henkel |
13,528.422 |
8/12/24 |
0.75 |
14,408.827 |
-6.11 |
11,505.213 |
2,903.614 |
25.24 |
|
23.77 |
| |  |
 |
 |
 |
|
 |
Siemens Healthineers |
8,713.926 |
8/12/24 |
0.08 |
9,330.903 |
-6.61 |
8,226.101 |
1,104.802 |
13.43 |
|
13.84 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
18,595.854 |
8/12/24 |
0.10 |
20,097.827 |
-7.47 |
16,493.117 |
3,604.709 |
21.86 |
|
21.91 |
| |  |
 |
 |
 |
|
 |
Drägerwerk |
7,928.841 |
8/12/24 |
0.44 |
8,656.735 |
-8.41 |
7,961.758 |
694.976 |
8.73 |
|
11.90 |
| |  |
 |
 |
 |
L |
 |
Lenzing |
5,259.898 |
8/12/24 |
0.83 |
5,753.826 |
-8.58 |
5,208.186 |
545.640 |
10.48 |
|
1.50 |
| |  |
 |
 |
 |
|
 |
Ricoh |
1,254.500 |
8/09/24 |
2.12 |
1,404.000 |
-10.65 |
1,135.000 |
269.000 |
23.70 |
|
9.19 |
| |  |
 |
 |
 |
|
 |
Signify |
3,622.137 |
8/12/24 |
-0.76 |
4,090.069 |
-11.44 |
4,496.977 |
-406.908 |
-9.05 |
|
-4.05 |
| |  |
 |
 |
 |
|
 |
Smurfit Kappa |
6,161.099 |
8/12/24 |
-0.97 |
7,209.613 |
-14.54 |
5,592.112 |
1,617.500 |
28.92 |
|
24.53 |
| |  |
 |
 |
 |
S |
 |
Xerox |
1,568.888 |
8/12/24 |
-2.51 |
1,866.185 |
-15.93 |
2,221.063 |
-354.878 |
-15.98 |
|
-19.16 |
| |  |
 |
 |
 |
L |
 |
Aurubis |
11,161.035 |
8/12/24 |
1.02 |
13,440.035 |
-16.96 |
11,958.372 |
1,481.663 |
12.39 |
|
16.68 |
| |  |
 |
 |
 |
|
 |
Befesa |
4,599.594 |
8/12/24 |
0.15 |
5,549.322 |
-17.11 |
5,239.655 |
309.667 |
5.91 |
|
9.53 |
| |  |
 |
 |
 |
L |
 |
Kurita Water |
5,634.000 |
8/09/24 |
-9.14 |
6,864.000 |
-17.92 |
4,970.000 |
1,894.000 |
38.11 |
|
19.82 |
| |  |
 |
 |
 |
S |
 |
Konica Minolta |
359.300 |
8/09/24 |
2.75 |
452.000 |
-20.51 |
444.300 |
7.700 |
1.73 |
|
-5.78 |
| |  |
 |
 |
 |
|
 |
STMicroelectronics |
4,654.186 |
8/12/24 |
0.47 |
6,281.548 |
-25.91 |
7,001.942 |
-720.393 |
-10.29 |
|
-5.54 |
| |  |
 |
 |
 |
S |
 |
Intel |
3,128.081 |
8/12/24 |
-1.78 |
4,982.956 |
-37.22 |
6,521.169 |
-1,538.213 |
-23.59 |
|
-10.97 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
Δwk |
12/11/23 |
prc diff |
⇓ Δ29 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
SunPower |
32.315 |
8/12/24 |
-4.76 |
437.867 |
-92.62 |
702.043 |
-264.176 |
-37.63 |
|
-27.21 |
GCX - 50 out of 50 instruments rated - 7/01/24 / 12/11/23 - 37 did rise, Market-Ratio(29) in JPY = 74.00 % |
Technical Chart
Transactions GCX Global Challenges in Japanese yen * A29 - 86/76 (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 |
1/09/06 |
7 |
|
- cash - |
long |
1/09/06 |
5/29/06 |
140 |
 |
 |
 |
Nordex |
100 |
12 |
|
823.531 |
2,195.703 |
|
1,372.172 |
167 |
26,466 |
1,189 |
|
short |
5/29/06 |
12/11/06 |
196 |
 |
 |
 |
Intel |
100 |
13 |
|
2,006.841 |
2,407.866 |
1,605.816 |
-401.025 |
-20 |
21,253 |
-34 |
|
long |
12/11/06 |
6/11/07 |
182 |
 |
 |
 |
Vestas Wind Systems |
100 |
21 |
|
970.174 |
1,624.533 |
|
654.359 |
67 |
34,994 |
181 |
|
short |
6/11/07 |
8/24/09 |
805 |
 |
 |
 |
AMD |
100 |
20 |
|
1,693.269 |
377.497 |
7,595.187 |
5,901.918 |
349 |
153,033 |
97 |
|
long |
8/24/09 |
12/21/09 |
119 |
 |
 |
 |
Renault |
100 |
33 |
|
4,592.408 |
4,500.590 |
|
-91.818 |
-2 |
150,003 |
-6 |
|
short |
12/21/09 |
2/27/12 |
798 |
 |
 |
 |
REC Silicon |
100 |
32 |
|
4,668.049 |
536.241 |
40,635.972 |
35,967.923 |
771 |
1,300,976 |
169 |
|
long |
2/27/12 |
4/23/12 |
56 |
 |
 |
 |
CA |
100 |
592 |
|
2,195.317 |
2,157.647 |
|
-37.670 |
-2 |
1,278,676 |
-11 |
|
short |
4/23/12 |
2/11/13 |
294 |
 |
 |
 |
REC Silicon |
100 |
3,410 |
|
374.869 |
127.160 |
1,105.124 |
730.254 |
195 |
3,768,843 |
283 |
|
long |
2/11/13 |
11/25/13 |
287 |
 |
 |
 |
SunPower |
100 |
4,309 |
|
874.503 |
2,997.314 |
|
2,122.811 |
243 |
12,916,033 |
379 |
|
short |
11/25/13 |
1/06/14 |
42 |
 |
 |
 |
Aurubis |
100 |
2,216 |
|
5,827.622 |
6,228.051 |
5,427.193 |
-400.429 |
-7 |
12,028,683 |
-46 |
|
long |
1/06/14 |
2/03/14 |
28 |
 |
 |
 |
Vestas Wind Systems |
100 |
16,972 |
|
708.712 |
654.710 |
|
-54.002 |
-8 |
11,112,161 |
-64 |
|
short |
2/03/14 |
3/03/14 |
28 |
 |
 |
 |
Aurubis |
100 |
2,002 |
|
5,550.223 |
5,417.345 |
5,686.361 |
136.137 |
2 |
11,384,708 |
37 |
|
long |
3/03/14 |
4/14/14 |
42 |
 |
 |
 |
Vestas Wind Systems |
100 |
16,329 |
|
697.170 |
822.937 |
|
125.767 |
18 |
13,438,359 |
323 |
|
short |
4/14/14 |
4/28/14 |
14 |
 |
 |
 |
EJR |
100 |
556,299 |
|
24.157 |
24.377 |
23.937 |
-0.220 |
-1 |
13,315,973 |
-21 |
|
long |
4/28/14 |
5/19/14 |
21 |
 |
 |
 |
Vestas Wind Systems |
100 |
15,224 |
|
874.628 |
981.773 |
|
107.145 |
12 |
14,947,148 |
645 |
|
short |
5/19/14 |
3/02/15 |
287 |
 |
 |
 |
Energy Recovery |
100 |
31,963 |
|
467.629 |
413.283 |
529.121 |
61.492 |
13 |
16,912,616 |
17 |
|
long |
3/02/15 |
6/01/15 |
91 |
 |
 |
 |
Shimano |
100 |
90,456 |
|
186.970 |
176.950 |
|
-10.020 |
-5 |
16,006,247 |
-20 |
|
short |
6/01/15 |
10/05/20 |
1953 |
 |
 |
 |
REC Silicon |
100 |
63,361 |
|
252.617 |
57.861 |
1,102.902 |
850.285 |
337 |
69,881,160 |
32 |
|
long |
10/05/20 |
11/02/20 |
28 |
 |
 |
 |
SunPower |
100 |
42,487 |
|
1,644.746 |
1,765.665 |
|
120.919 |
7 |
75,018,650 |
152 |
|
short |
11/02/20 |
4/05/21 |
154 |
 |
 |
 |
Konica Minolta |
100 |
26,602,358 |
|
2.820 |
5.870 |
0.000 |
-2.820 |
-100 |
0 |
-100 |
|
long |
4/05/21 |
6/21/21 |
77 |
 |
 |
 |
REC Silicon |
100 |
0 |
|
248.711 |
228.694 |
|
-20.016 |
-8 |
0 |
0 |
|
short |
6/21/21 |
5/13/24 |
1057 |
 |
 |
 |
bioMérieux |
100 |
0 |
|
12,055.966 |
16,354.588 |
7,757.344 |
-4,298.622 |
-36 |
0 |
0 |
|
long |
5/13/24 |
5/27/24 |
14 |
 |
 |
 |
Interface |
100 |
0 |
|
2,489.208 |
2,454.154 |
|
-35.054 |
-1 |
0 |
0 |
|
short |
5/27/24 |
8/12/24 |
77 |
 |
 |
 |
SunPower |
100 |
0 |
|
457.607 |
32.315 |
6,480.121 |
6,022.514 |
1,316 |
0 |
0 |
|
accum | 1/09/06 |
8/12/24 | 6972 |
days out of 6979 invested (100%) |
-100 |
0 |
-42 |
|
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 | 4,668.05 | 536.24 | 40,635.97 | 35,967.92 | 770.51 | | | |
| short | 4/23/12 | 2/11/13 | 294 | 374.87 | 127.16 | 1,105.12 | 730.25 | 194.80 | | | |
| short | 6/01/15 | 10/05/20 | 1953 | 252.62 | 57.86 | 1,102.90 | 850.29 | 336.59 | | | |
| long | 4/05/21 | 6/21/21 | 77 | 248.71 | 228.69 | | -20.02 | -8.05 | | | 10,202.47 |
SunPower | long | 2/11/13 | 11/25/13 | 287 | 874.50 | 2,997.31 | | 2,122.81 | 242.74 | | | |
| long | 10/05/20 | 11/02/20 | 28 | 1,644.75 | 1,765.66 | | 120.92 | 7.35 | | | |
| short | 5/27/24 | 8/12/24 | 77 | 457.61 | 32.31 | 6,480.12 | 6,022.51 | 1,316.09 | | | 5,110.39 |
AMD | short | 6/11/07 | 8/24/09 | 805 | 1,693.27 | 377.50 | 7,595.19 | 5,901.92 | 348.55 | | | 348.55 |
Nordex | long | 1/09/06 | 5/29/06 | 140 | 823.53 | 2,195.70 | | 1,372.17 | 166.62 | | | 166.62 |
Vestas Wind Systems | long | 12/11/06 | 6/11/07 | 182 | 970.17 | 1,624.53 | | 654.36 | 67.45 | | | |
| long | 1/06/14 | 2/03/14 | 28 | 708.71 | 654.71 | | -54.00 | -7.62 | | | |
| long | 3/03/14 | 4/14/14 | 42 | 697.17 | 822.94 | | 125.77 | 18.04 | | | |
| long | 4/28/14 | 5/19/14 | 21 | 874.63 | 981.77 | | 107.14 | 12.25 | | | 104.96 |
Energy Recovery | short | 5/19/14 | 3/02/15 | 287 | 467.63 | 413.28 | 529.12 | 61.49 | 13.15 | | | 13.15 |
EJR | short | 4/14/14 | 4/28/14 | 14 | 24.16 | 24.38 | 23.94 | -0.22 | -0.91 | | | -0.91 |
Interface | long | 5/13/24 | 5/27/24 | 14 | 2,489.21 | 2,454.15 | | -35.05 | -1.41 | | | -1.41 |
CA | long | 2/27/12 | 4/23/12 | 56 | 2,195.32 | 2,157.65 | | -37.67 | -1.72 | | | -1.72 |
Renault | long | 8/24/09 | 12/21/09 | 119 | 4,592.41 | 4,500.59 | | -91.82 | -2.00 | | | -2.00 |
Aurubis | short | 11/25/13 | 1/06/14 | 42 | 5,827.62 | 6,228.05 | 5,427.19 | -400.43 | -6.87 | | | |
| short | 2/03/14 | 3/03/14 | 28 | 5,550.22 | 5,417.34 | 5,686.36 | 136.14 | 2.45 | | | -4.59 |
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 | 2,006.84 | 2,407.87 | 1,605.82 | -401.03 | -19.98 | | | -19.98 |
bioMérieux | short | 6/21/21 | 5/13/24 | 1057 | 12,055.97 | 16,354.59 | 7,757.34 | -4,298.62 | -35.66 | | | -35.66 |
Konica Minolta | short | 11/02/20 | 4/05/21 | 154 | 2.82 | 5.87 | 0.00 | -2.82 | -100.00 | | | -100.00 |
Annotations
3/01/24 | GCX | | | Adtalem Global Education replaces Benesse |
2/29/24 | GCX | | | Component update:
CWT, Convatec, Medtronic, Siemens Healthineers, Smurfit Kappa and Solaria Energia replace
AMD, Atlas Copco, Autodesk, Berkeley, Kingfisher and SKF |
7/07/21 | Dassault Systèmes | | | stock split 1:5 (five for one) |
6/29/21 | CSX | | | stock split 1:3 (three for one) |
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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