| |
| |
Assessment - GCX Global Challenges - 3/27/23 - RS = 29
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/27/23 |
⇓ Δwk |
9/05/22 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
GCX PR |
2,807.910 |
Fri |
1.41 |
2,705.480 |
3.79 |
2,798.920 |
-93.440 |
-3.34 |
EUR |
-1.72 |
| |  |
 |
 |
 |
L |
 |
First Solar |
217.500 |
Fri |
1.96 |
210.140 |
3.50 |
126.410 |
83.730 |
66.24 |
USD |
96.09 |
| |  |
 |
 |
 |
L |
 |
STMicroelectronics |
48.955 |
Fri |
0.73 |
45.845 |
6.78 |
34.730 |
11.115 |
32.00 |
EUR |
27.01 |
| |  |
 |
 |
 |
L |
 |
AMD |
98.010 |
Fri |
0.13 |
96.610 |
1.45 |
80.240 |
16.370 |
20.40 |
USD |
21.97 |
| |  |
 |
 |
 |
|
 |
Nordex |
13.515 |
Fri |
-0.18 |
12.670 |
6.67 |
9.852 |
2.818 |
28.60 |
EUR |
14.34 |
| |  |
 |
 |
 |
|
 |
SKF B |
204.000 |
Fri |
1.69 |
191.500 |
6.53 |
155.250 |
36.250 |
23.35 |
SEK |
13.56 |
| |  |
 |
 |
 |
|
 |
Konica Minolta |
569.000 |
Fri |
1.43 |
560.000 |
1.61 |
475.000 |
85.000 |
17.89 |
JPY |
13.15 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
93.840 |
Fri |
0.51 |
91.840 |
2.18 |
78.740 |
13.100 |
16.64 |
CHF |
12.91 |
| |  |
 |
 |
 |
|
 |
Kurita Water |
6,040.000 |
Fri |
0.17 |
5,920.000 |
2.03 |
5,430.000 |
490.000 |
9.02 |
JPY |
11.50 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
180.350 |
Fri |
1.46 |
175.500 |
2.76 |
150.900 |
24.600 |
16.30 |
EUR |
11.11 |
| |  |
 |
 |
 |
L |
 |
Henkel |
72.060 |
Fri |
1.61 |
69.140 |
4.22 |
62.300 |
6.840 |
10.98 |
EUR |
8.59 |
| |  |
 |
 |
 |
|
 |
Aurubis |
85.060 |
Fri |
-0.28 |
82.260 |
3.40 |
60.160 |
22.100 |
36.74 |
EUR |
7.77 |
| |  |
 |
 |
 |
|
 |
Atlas Copco A |
131.540 |
Fri |
3.15 |
123.240 |
6.73 |
108.640 |
14.600 |
13.44 |
SEK |
6.61 |
| |  |
 |
 |
 |
L |
 |
bioMérieux |
97.000 |
Fri |
2.00 |
100.600 |
-3.58 |
89.860 |
10.740 |
11.95 |
EUR |
6.34 |
| |  |
 |
 |
 |
|
 |
Berkeley |
4,197.000 |
Fri |
-0.52 |
4,067.000 |
3.20 |
3,447.000 |
620.000 |
17.99 |
GBP |
4.96 |
| |  |
 |
 |
 |
|
 |
Kingfisher |
261.200 |
Fri |
0.73 |
255.200 |
2.35 |
239.600 |
15.600 |
6.51 |
GBP |
2.58 |
| |  |
 |
 |
 |
L |
 |
Coloplast |
901.800 |
Fri |
0.49 |
864.600 |
4.30 |
847.800 |
16.800 |
1.98 |
DKK |
1.99 |
| |  |
 |
 |
 |
L |
 |
Geberit |
509.200 |
Fri |
0.47 |
489.500 |
4.02 |
442.600 |
46.900 |
10.60 |
CHF |
1.47 |
| |  |
 |
 |
 |
|
 |
Smith and Nephew |
1,122.000 |
Fri |
1.77 |
1,140.000 |
-1.58 |
1,089.000 |
51.000 |
4.68 |
GBP |
0.76 |
| |  |
 |
 |
 |
L |
 |
Severn Trent |
2,879.000 |
Fri |
0.38 |
2,807.000 |
2.57 |
2,798.000 |
9.000 |
0.32 |
GBP |
0.65 |
| |  |
 |
 |
 |
|
 |
Autodesk |
208.160 |
Fri |
3.25 |
198.750 |
4.73 |
198.690 |
0.060 |
0.03 |
USD |
-0.12 |
| |  |
 |
 |
 |
S |
 |
Cdn Nat Railway |
159.470 |
Fri |
1.38 |
156.520 |
1.88 |
153.760 |
2.760 |
1.80 |
CAD |
-0.15 |
| |  |
 |
 |
 |
|
 |
United Utilities |
1,060.000 |
Fri |
0.19 |
1,035.500 |
2.37 |
1,067.000 |
-31.500 |
-2.95 |
GBP |
-0.43 |
| |  |
 |
 |
 |
L |
 |
Dassault Systèmes |
37.875 |
Fri |
1.60 |
37.005 |
2.35 |
38.620 |
-1.615 |
-4.18 |
EUR |
-0.49 |
| |  |
 |
 |
 |
L |
 |
Steelcase |
8.420 |
Fri |
|
8.740 |
-3.66 |
11.010 |
-2.270 |
-20.62 |
USD |
-2.35 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/27/23 |
⇓ Δwk |
9/05/22 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
Ormat Technologies |
84.770 |
Fri |
0.09 |
83.530 |
1.48 |
92.320 |
-8.790 |
-9.52 |
USD |
-2.62 |
| |  |
 |
 |
 |
|
 |
Rockwool |
1,680.500 |
Fri |
0.30 |
1,618.000 |
3.86 |
1,402.000 |
216.000 |
15.41 |
DKK |
-2.70 |
| |  |
 |
 |
 |
S |
 |
Pearson |
844.400 |
Fri |
3.51 |
825.600 |
2.28 |
898.600 |
-73.000 |
-8.12 |
GBP |
-3.44 |
| |  |
 |
 |
 |
L |
 |
Sonova |
268.600 |
Fri |
0.67 |
253.500 |
5.96 |
253.300 |
0.200 |
0.08 |
CHF |
-5.46 |
| |  |
 |
 |
 |
S |
 |
Ricoh |
991.000 |
Fri |
1.23 |
982.000 |
0.92 |
1,072.000 |
-90.000 |
-8.40 |
JPY |
-5.95 |
| |  |
 |
 |
 |
|
 |
Gecina |
95.550 |
Fri |
-0.26 |
91.850 |
4.03 |
90.550 |
1.300 |
1.44 |
EUR |
-6.12 |
| |  |
 |
 |
 |
L |
 |
Benesse |
1,940.000 |
Fri |
0.05 |
1,955.000 |
-0.77 |
2,115.000 |
-160.000 |
-7.57 |
JPY |
-7.08 |
| |  |
 |
 |
 |
|
 |
Xerox |
15.400 |
Fri |
3.77 |
15.010 |
2.60 |
15.790 |
-0.780 |
-4.94 |
USD |
-7.51 |
| |  |
 |
 |
 |
S |
 |
CSX |
29.940 |
Fri |
1.49 |
28.750 |
4.14 |
31.240 |
-2.490 |
-7.97 |
USD |
-7.87 |
| |  |
 |
 |
 |
L |
 |
Drägerwerk |
42.350 |
Fri |
1.19 |
41.350 |
2.42 |
47.050 |
-5.700 |
-12.11 |
EUR |
-8.38 |
| |  |
 |
 |
 |
S |
 |
EDP Renováveis |
21.090 |
Fri |
0.76 |
20.020 |
5.34 |
24.110 |
-4.090 |
-16.96 |
EUR |
-9.34 |
| |  |
 |
 |
 |
|
 |
FirstGroup |
103.900 |
Fri |
-1.05 |
101.800 |
2.06 |
115.400 |
-13.600 |
-11.79 |
GBP |
-9.78 |
| |  |
 |
 |
 |
L |
 |
Intel |
32.670 |
Fri |
1.81 |
29.180 |
11.96 |
31.220 |
-2.040 |
-6.53 |
USD |
-10.17 |
| |  |
 |
 |
 |
S |
 |
Union Pacific |
201.260 |
Fri |
1.46 |
193.230 |
4.16 |
223.940 |
-30.710 |
-13.71 |
USD |
-10.27 |
| |  |
 |
 |
 |
|
 |
Lenzing |
69.500 |
Fri |
1.61 |
62.800 |
10.67 |
72.200 |
-9.400 |
-13.02 |
EUR |
-10.69 |
| |  |
 |
 |
 |
S |
 |
Pennon Group |
874.000 |
Fri |
0.58 |
842.500 |
3.74 |
949.500 |
-107.000 |
-11.27 |
GBP |
-10.83 |
| |  |
 |
 |
 |
|
 |
Signify |
30.640 |
Fri |
0.89 |
28.790 |
6.43 |
28.200 |
0.590 |
2.09 |
EUR |
-11.07 |
| |  |
 |
 |
 |
|
 |
Befesa |
41.720 |
Fri |
0.43 |
40.500 |
3.01 |
39.240 |
1.260 |
3.21 |
EUR |
-12.03 |
| |  |
 |
 |
 |
|
 |
MillerKnoll |
20.450 |
Fri |
2.35 |
20.400 |
0.25 |
26.270 |
-5.870 |
-22.34 |
USD |
-16.27 |
| |  |
 |
 |
 |
S |
 |
Ørsted |
583.400 |
Fri |
1.02 |
561.400 |
3.92 |
726.000 |
-164.600 |
-22.67 |
DKK |
-18.69 |
| |  |
 |
 |
 |
|
 |
Fabege |
79.620 |
Fri |
0.10 |
76.680 |
3.83 |
92.440 |
-15.760 |
-17.05 |
SEK |
-20.31 |
| |  |
 |
 |
 |
S |
 |
BillerudKorsnäs |
106.550 |
Fri |
1.09 |
102.900 |
3.55 |
136.100 |
-33.200 |
-24.39 |
SEK |
-22.04 |
| |  |
 |
 |
 |
S |
 |
Hannon Armstrong SIC |
28.600 |
Fri |
2.66 |
26.290 |
8.79 |
37.880 |
-11.590 |
-30.60 |
USD |
-22.49 |
| |  |
 |
 |
 |
S |
 |
Scatec |
69.480 |
Fri |
5.53 |
63.420 |
9.56 |
99.340 |
-35.920 |
-36.16 |
NOK |
-28.71 |
| |  |
 |
 |
 |
S |
 |
Interface |
8.120 |
Fri |
2.92 |
8.020 |
1.25 |
10.810 |
-2.790 |
-25.81 |
USD |
-28.99 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/27/23 |
⇓ Δwk |
9/05/22 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
SunPower |
13.840 |
Fri |
4.45 |
12.390 |
11.70 |
22.840 |
-10.450 |
-45.75 |
USD |
-33.81 |
GCX - 50 out of 50 instruments rated - 3/27/23 / 9/05/22 - 26 did rise, Market-Ratio(29) = 52.00 % |
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 |
3/31/23 |
648 |
 |
 |
 |
bioMérieux |
100 |
0 |
EUR |
91.820 |
97.000 |
86.640 |
-5.180 |
-6 |
2 |
0 |
|
accum | 1/09/06 |
3/31/23 | 6292 |
days out of 6299 invested (100%) |
-100 |
2 |
-38 |
|
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 | 3/31/23 | 648 | 91.82 | 97.00 | 86.64 | -5.18 | -5.64 | | | -5.64 |
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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