| |
| |
Assessment - GCX Global Challenges - 3/11/24 - RS = 29
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/11/24 |
⇓ Δwk |
8/21/23 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| | |
|
|
|
L |
|
GCX PR |
3,067.730 |
Mon |
-0.02 |
3,121.320 |
-1.72 |
2,758.510 |
362.810 |
13.15 |
EUR |
9.35 |
| | |
|
|
|
L |
|
Interface |
16.210 |
Mon |
7.07 |
15.200 |
6.64 |
9.845 |
5.355 |
54.39 |
USD |
60.65 |
| | |
|
|
|
L |
|
MillerKnoll |
29.880 |
Mon |
-1.84 |
29.600 |
0.95 |
18.680 |
10.920 |
58.46 |
USD |
45.10 |
| | |
|
|
|
|
|
Steelcase |
12.740 |
Mon |
-0.31 |
12.800 |
-0.47 |
8.520 |
4.280 |
50.23 |
USD |
35.73 |
| | |
|
|
|
L |
|
ConvaTec |
288.000 |
Mon |
-0.14 |
280.800 |
2.56 |
220.400 |
60.400 |
27.40 |
GBP |
26.70 |
| | |
|
|
|
|
|
Benesse |
2,587.000 |
Mon |
-0.31 |
2,584.500 |
0.10 |
1,827.500 |
757.000 |
41.42 |
JPY |
25.74 |
| | |
|
|
|
|
|
Intel |
42.710 |
Mon |
0.16 |
44.860 |
-4.79 |
33.140 |
11.720 |
35.37 |
USD |
24.13 |
| | |
|
|
|
L |
|
Rockwool |
2,146.000 |
Mon |
-0.83 |
2,137.000 |
0.42 |
1,664.500 |
472.500 |
28.39 |
DKK |
22.39 |
| | |
|
|
|
L |
|
Hannover Rück |
244.400 |
Mon |
-0.08 |
239.900 |
1.88 |
194.200 |
45.700 |
23.53 |
EUR |
18.72 |
| | |
|
|
|
L |
|
Coloplast |
930.600 |
Mon |
-0.94 |
965.200 |
-3.58 |
804.000 |
161.200 |
20.05 |
DKK |
17.97 |
| | |
|
|
|
L |
|
CSX |
37.310 |
Mon |
0.92 |
38.040 |
-1.92 |
30.710 |
7.330 |
23.87 |
USD |
17.95 |
| | |
|
|
|
L |
|
Swiss Re |
114.600 |
Mon |
0.75 |
109.850 |
4.32 |
83.660 |
26.190 |
31.31 |
CHF |
17.48 |
| | |
|
|
|
L |
|
Kurita Water |
6,403.000 |
Mon |
2.45 |
6,343.000 |
0.95 |
5,417.000 |
926.000 |
17.09 |
JPY |
15.95 |
| | |
|
|
|
L |
|
Union Pacific |
244.360 |
Mon |
0.09 |
249.870 |
-2.21 |
223.970 |
25.900 |
11.56 |
USD |
15.82 |
| | |
|
|
|
L |
|
Smurfit Kappa |
41.390 |
Mon |
-0.98 |
39.190 |
5.61 |
35.580 |
3.610 |
10.15 |
EUR |
15.55 |
| | |
|
|
|
|
|
FirstGroup |
175.500 |
Mon |
-6.50 |
161.400 |
8.74 |
143.700 |
17.700 |
12.32 |
GBP |
14.28 |
| | |
|
|
|
|
|
Sonova |
268.300 |
Mon |
-0.92 |
279.300 |
-3.94 |
232.800 |
46.500 |
19.97 |
CHF |
12.84 |
| | |
|
|
|
L |
|
Pearson |
1,017.500 |
Mon |
-0.10 |
997.400 |
2.02 |
812.000 |
185.400 |
22.83 |
GBP |
12.73 |
| | |
|
|
|
L |
|
Siemens Healthineers |
55.500 |
Mon |
-0.64 |
57.180 |
-2.94 |
45.480 |
11.700 |
25.73 |
EUR |
12.33 |
| | |
|
|
|
L |
|
Nordex |
11.660 |
Mon |
2.28 |
12.140 |
-3.95 |
10.715 |
1.425 |
13.30 |
EUR |
10.96 |
| | |
|
|
|
|
|
Drägerwerk |
49.250 |
Mon |
|
51.000 |
-3.43 |
45.700 |
5.300 |
11.60 |
EUR |
9.75 |
| | |
|
|
|
|
|
Xerox |
16.470 |
Mon |
0.18 |
16.870 |
-2.37 |
15.420 |
1.450 |
9.40 |
USD |
9.62 |
| | |
|
|
|
L |
|
Hannon Armstrong SIC |
25.340 |
Mon |
3.64 |
26.050 |
-2.73 |
19.480 |
6.570 |
33.73 |
USD |
9.42 |
| | |
|
|
|
L |
|
Geberit |
527.000 |
Mon |
-0.34 |
526.600 |
0.08 |
441.400 |
85.200 |
19.30 |
CHF |
9.31 |
| | |
|
|
|
L |
|
Cdn Nat Railway |
176.050 |
Mon |
1.02 |
173.440 |
1.50 |
152.540 |
20.900 |
13.70 |
CAD |
9.29 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/11/24 |
⇓ Δwk |
8/21/23 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| | |
|
|
|
|
|
Fabege |
90.860 |
Mon |
-1.15 |
94.220 |
-3.57 |
82.420 |
11.800 |
14.32 |
SEK |
8.00 |
| | |
|
|
|
|
|
Dassault Systèmes |
42.015 |
Mon |
1.00 |
42.345 |
-0.78 |
35.570 |
6.775 |
19.05 |
EUR |
7.35 |
| | |
|
|
|
L |
|
Ricoh |
1,299.500 |
Mon |
2.04 |
1,251.500 |
3.84 |
1,165.000 |
86.500 |
7.42 |
JPY |
6.93 |
| | |
|
|
|
L |
|
Medtronic |
83.660 |
Mon |
0.11 |
85.500 |
-2.15 |
81.610 |
3.890 |
4.77 |
USD |
4.03 |
| | |
|
|
|
L |
|
Konica Minolta |
496.600 |
Mon |
-0.04 |
494.500 |
0.42 |
444.800 |
49.700 |
11.17 |
JPY |
3.69 |
| | |
|
|
|
|
|
Henkel |
73.740 |
Mon |
-1.10 |
73.640 |
0.14 |
71.500 |
2.140 |
2.99 |
EUR |
3.29 |
| | |
|
|
|
|
|
bioMérieux |
98.060 |
Mon |
0.39 |
98.920 |
-0.87 |
93.020 |
5.900 |
6.34 |
EUR |
3.06 |
| | |
|
|
|
|
|
United Utilities |
1,026.500 |
Mon |
-3.02 |
1,054.500 |
-2.66 |
900.800 |
153.700 |
17.06 |
GBP |
2.99 |
| | |
|
|
|
L |
|
STMicroelectronics |
41.220 |
Mon |
-0.31 |
43.565 |
-5.38 |
42.555 |
1.010 |
2.37 |
EUR |
2.51 |
| | |
|
|
|
|
|
Severn Trent |
2,513.000 |
Mon |
-2.41 |
2,611.000 |
-3.75 |
2,292.000 |
319.000 |
13.92 |
GBP |
0.24 |
| | |
|
|
|
|
|
BillerudKorsnäs |
94.280 |
Mon |
-1.38 |
94.500 |
-0.23 |
82.860 |
11.640 |
14.05 |
SEK |
0.20 |
| | |
|
|
|
L |
|
Smith and Nephew |
1,052.500 |
Mon |
-0.99 |
1,091.000 |
-3.53 |
1,069.500 |
21.500 |
2.01 |
GBP |
-1.30 |
| | |
|
|
|
|
|
Pennon Group |
661.000 |
Mon |
-3.71 |
701.500 |
-5.77 |
614.500 |
87.000 |
14.16 |
GBP |
-2.82 |
| | |
|
|
|
S |
|
Signify |
26.480 |
Mon |
2.04 |
26.040 |
1.69 |
25.210 |
0.830 |
3.29 |
EUR |
-2.98 |
| | |
|
|
|
S |
|
Gecina |
91.200 |
Mon |
0.33 |
92.450 |
-1.35 |
91.700 |
0.750 |
0.82 |
EUR |
-5.71 |
| | |
|
|
|
L |
|
First Solar |
149.480 |
Mon |
1.40 |
162.160 |
-7.82 |
181.700 |
-19.540 |
-10.75 |
USD |
-6.31 |
| | |
|
|
|
|
|
California Water |
45.600 |
Mon |
-1.55 |
47.870 |
-4.74 |
50.730 |
-2.860 |
-5.64 |
USD |
-6.78 |
| | |
|
|
|
|
|
Scatec |
66.850 |
Mon |
-1.33 |
64.650 |
3.40 |
73.100 |
-8.450 |
-11.56 |
NOK |
-7.66 |
| | |
|
|
|
|
|
Befesa |
29.760 |
Mon |
0.20 |
30.380 |
-2.04 |
30.920 |
-0.540 |
-1.75 |
EUR |
-8.94 |
| | |
|
|
|
L |
|
Ormat Technologies |
63.480 |
Mon |
-0.53 |
67.760 |
-6.32 |
75.430 |
-7.670 |
-10.17 |
USD |
-9.08 |
| | |
|
|
|
S |
|
EDP Renováveis |
12.995 |
Mon |
-1.18 |
14.185 |
-8.39 |
16.670 |
-2.485 |
-14.91 |
EUR |
-16.44 |
| | |
|
|
|
L |
|
Ørsted |
354.700 |
Mon |
1.75 |
363.100 |
-2.31 |
528.800 |
-165.700 |
-31.34 |
DKK |
-18.02 |
| | |
|
|
|
S |
|
Aurubis |
63.440 |
Mon |
1.37 |
60.200 |
5.38 |
73.800 |
-13.600 |
-18.43 |
EUR |
-19.05 |
| | |
|
|
|
S |
|
Solaria Energía |
10.245 |
Mon |
2.25 |
11.445 |
-10.48 |
13.025 |
-1.580 |
-12.13 |
EUR |
-20.71 |
| | |
|
|
|
|
|
Lenzing |
24.850 |
Mon |
-3.50 |
29.650 |
-16.19 |
41.650 |
-12.000 |
-28.81 |
EUR |
-28.05 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/11/24 |
⇓ Δwk |
8/21/23 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| | |
|
|
|
|
|
SunPower |
2.820 |
Mon |
-0.35 |
2.950 |
-4.41 |
7.120 |
-4.170 |
-58.57 |
USD |
-51.28 |
GCX - 50 out of 50 instruments rated - 3/11/24 / 8/21/23 - 39 did rise, Market-Ratio(29) = 78.00 % |
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 |
3/18/24 |
1001 |
|
|
|
bioMérieux |
100 |
0 |
EUR |
91.820 |
98.060 |
85.580 |
-6.240 |
-7 |
2 |
0 |
|
accum | 1/09/06 |
3/18/24 | 6644 |
days out of 6651 invested (100%) |
-100 |
2 |
-37 |
|
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 | 3/18/24 | 1001 | 91.82 | 98.06 | 85.58 | -6.24 | -6.80 | | | -6.80 |
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
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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