Share-o-matic - Portfolio

Sat, Dec 9th, 2023, 10:49UTC

Assessment - GCX Global Challenges - 12/04/23 - RS = 29

		⇓instrument	freshest		⇓ Δday	12/04/23	⇓ Δwk	5/15/23	prc diff	⇓ Δ29	Curr	∅-RS
	L	GCX PR	2,976.370	Fri	0.33	2,957.140	0.65	2,783.700	173.440	6.23	EUR	7.24
	L	Steelcase	12.570	Fri	-0.40	12.440	1.05	7.420	5.020	67.65	USD	51.56
	L	MillerKnoll	27.640	Fri	-0.72	27.170	1.73	16.270	10.900	66.99	USD	40.42
	L	Benesse	2,630.000	Fri	0.04	2,610.500	0.75	1,933.000	677.500	35.05	JPY	35.75
	L	Intel	42.775	Fri	1.48	42.350	1.00	29.800	12.550	42.11	USD	32.81
		FirstGroup	168.250	Fri	0.45	159.800	5.29	119.600	40.200	33.61	GBP	28.10
		AMD	129.682	Fri	1.02	118.570	9.37	97.400	21.170	21.74	USD	25.79
	L	Interface	11.150	Fri	0.72	11.010	1.27	6.960	4.050	58.19	USD	21.07
	L	Drägerwerk	51.000	Fri	0.59	52.000	-1.92	47.800	4.200	8.79	EUR	16.88
	L	Dassault Systèmes	44.220	Fri	0.89	43.130	2.53	36.760	6.370	17.33	EUR	15.63
	L	Hannover Rück	218.600	Fri	-0.36	220.700	-0.95	190.500	30.200	15.85	EUR	15.21
	L	Berkeley	4,740.000	Fri	-4.05	4,727.000	0.28	4,334.000	393.000	9.07	GBP	15.15
	L	Atlas Copco A	165.150	Fri	1.04	161.400	2.32	150.300	11.100	7.39	SEK	15.05
		Union Pacific	231.895	Fri	0.17	233.900	-0.86	199.640	34.260	17.16	USD	12.54
		Rockwool	1,918.000	Fri	0.39	1,874.500	2.32	1,758.000	116.500	6.63	DKK	10.90
	L	Fabege	99.040	Fri	-2.18	95.800	3.38	80.140	15.660	19.54	SEK	10.73
	L	Swiss Re	98.880	Fri	0.22	99.600	-0.72	89.780	9.820	10.94	CHF	8.82
	L	Autodesk	224.490	Fri	0.29	221.310	1.44	196.910	24.400	12.39	USD	8.14
	L	Sonova	257.000	Fri	0.98	255.400	0.63	278.600	-23.200	-8.33	CHF	7.72
	L	CSX	33.295	Fri	-0.61	33.660	-1.08	32.010	1.650	5.15	USD	7.47
	L	Pearson	960.400	Fri	1.87	933.600	2.87	820.200	113.400	13.83	GBP	6.88
	L	Gecina	107.100	Fri	-0.46	105.100	1.90	98.250	6.850	6.97	EUR	6.77
	L	bioMérieux	97.880	Fri	0.99	100.850	-2.94	98.160	2.690	2.74	EUR	6.22
		SKF B	203.000	Fri	-0.64	196.700	3.20	181.350	15.350	8.46	SEK	5.90
	L	United Utilities	1,105.500	Thu	0.82	1,073.000	3.03	1,076.000	-3.000	-0.28	GBP	5.31
		⇓instrument	freshest		⇓ Δday	12/04/23	⇓ Δwk	5/15/23	prc diff	⇓ Δ29	Curr	∅-RS
		Henkel	72.740	Fri	-0.27	73.000	-0.36	77.200	-4.200	-5.44	EUR	4.63
		STMicroelectronics	44.385	Fri	1.22	43.365	2.35	38.775	4.590	11.84	EUR	4.44
		Ricoh	1,120.500	Fri	-4.31	1,170.500	-4.27	1,052.000	118.500	11.26	JPY	4.29
		Scatec	78.050	Fri	0.52	74.000	5.47	74.400	-0.400	-0.54	NOK	3.16
	L	Cdn Nat Railway	161.160	Fri	0.18	160.610	0.34	163.580	-2.970	-1.82	CAD	1.97
	L	Geberit	507.200	Fri	0.40	483.700	4.86	502.800	-19.100	-3.80	CHF	1.94
	L	BillerudKorsnäs	106.150	Fri	1.58	103.050	3.01	99.500	3.550	3.57	SEK	1.70
	L	Hannon Armstrong SIC	25.300	Fri	0.24	25.550	-0.98	26.100	-0.550	-2.11	USD	1.26
	L	Severn Trent	2,714.000	Fri	-0.26	2,588.000	4.87	2,921.000	-333.000	-11.40	GBP	-2.43
	L	Signify	28.270	Fri	1.54	27.200	3.93	26.650	0.550	2.06	EUR	-2.96
		Coloplast	767.400	Fri	0.95	795.000	-3.47	920.000	-125.000	-13.59	DKK	-3.52
		Aurubis	76.200	Fri	0.26	75.220	1.30	76.720	-1.500	-1.96	EUR	-5.83
		Kingfisher	232.100	Fri	1.93	224.800	3.25	249.900	-25.100	-10.04	GBP	-6.57
	L	Pennon Group	747.500	Fri	0.27	713.500	4.77	852.500	-139.000	-16.30	GBP	-7.06
	S	Xerox	14.635	Fri	0.17	14.010	4.46	14.420	-0.410	-2.84	USD	-7.50
		Smith and Nephew	1,048.500	Fri	1.75	1,033.500	1.45	1,284.500	-251.000	-19.54	GBP	-7.89
		Kurita Water	4,893.000	Fri	-1.11	5,059.000	-3.28	5,550.000	-491.000	-8.85	JPY	-8.84
	L	Konica Minolta	442.600	Fri	-2.73	459.200	-3.61	542.000	-82.800	-15.28	JPY	-9.11
	L	EDP Renováveis	17.425	Fri	-0.43	16.595	5.00	20.540	-3.945	-19.21	EUR	-9.35
		First Solar	150.140	Fri	4.13	159.540	-5.89	221.590	-62.050	-28.00	USD	-9.80
		Ormat Technologies	70.585	Fri	-0.05	69.800	1.12	84.230	-14.430	-17.13	USD	-12.54
	S	Nordex	9.998	Fri	-0.02	10.310	-3.03	11.305	-0.995	-8.80	EUR	-13.15
		Befesa	33.000	Fri	2.87	31.520	4.70	39.340	-7.820	-19.88	EUR	-14.12
		Lenzing	33.950	Fri	-1.45	34.000	-0.15	56.000	-22.000	-39.29	EUR	-32.34
		Ørsted	342.500	Fri	-2.73	332.000	3.16	663.600	-331.600	-49.97	DKK	-34.98
		⇓instrument	freshest		⇓ Δday	12/04/23	⇓ Δwk	5/15/23	prc diff	⇓ Δ29	Curr	∅-RS
		SunPower	4.945	Fri	-0.90	5.140	-3.79	10.850	-5.710	-52.63	USD	-43.62
GCX - 50 out of 50 instruments rated - 12/04/23 / 5/15/23 - 26 did rise, Market-Ratio(29) = 52.00 %

Technical Chart

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

1/07/19	scale up chart	12/04/23

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	12/08/23	900		bioMérieux	100	0	EUR	91.820	97.880	85.760	-6.060	-7	2	0
accum	1/09/06	12/08/23	6543	days out of 6550 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	12/08/23	900	91.82	97.88	85.76	-6.06	-6.60	-6.60
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