Share-o-matic - Portfolio

Tue, Jan 18th, 2022, 6:29UTC

Assessment - GCX Global Challenges - 1/10/22 - RS = 29

		⇓instrument	freshest		⇓ Δday	1/10/22	⇓ Δwk	6/21/21	prc diff	⇓ Δ29	Curr	∅-RS
		GCX PR	3,239.210	Mon	0.46	3,243.040	-0.12	2,855.810	387.230	13.56	EUR	8.40
		AMD	136.880	Fri	3.12	132.000	3.70	82.590	49.410	59.83	USD	35.96
	L	Aurubis	94.300	Mon	0.66	90.920	3.72	76.860	14.060	18.29	EUR	22.33
		STMicroelectronics	43.620	Mon	1.54	42.430	2.80	30.155	12.275	40.71	EUR	21.97
		Lenzing	123.400	Mon	-4.04	128.400	-3.89	106.400	22.000	20.68	EUR	18.07
	L	Hannover Rück	175.700	Mon	-0.23	174.350	0.77	144.850	29.500	20.37	EUR	16.07
		FirstGroup	102.300	Mon	0.29	101.000	1.29	81.200	19.800	24.38	GBP	15.31
	L	Union Pacific	246.270	Fri	-0.55	250.280	-1.60	217.510	32.770	15.07	USD	12.99
	L	CSX	36.440	Fri	-0.82	36.540	-0.27	31.937	4.603	14.41	USD	11.74
		Severn Trent	2,893.000	Mon	0.07	2,862.000	1.08	2,519.000	343.000	13.62	GBP	11.55
		Dassault Systèmes	46.075	Mon	1.32	46.580	-1.08	39.650	6.930	17.48	EUR	11.21
	L	Swiss Re	97.000	Mon	1.34	95.000	2.11	85.140	9.860	11.58	CHF	10.77
		Atlas Copco A	584.000	Mon	0.41	587.400	-0.58	529.600	57.800	10.91	SEK	9.08
		Cdn Nat Railway	155.270	Mon	0.19	155.360	-0.06	129.800	25.560	19.69	CAD	8.56
		Befesa	65.000	Mon	-4.69	66.600	-2.40	61.500	5.100	8.29	EUR	8.52
		Interface	14.810	Fri	-2.05	14.940	-0.87	15.190	-0.250	-1.65	USD	7.13
		Sonova	327.700	Mon	1.96	322.500	1.61	332.700	-10.200	-3.07	CHF	6.82
		United Utilities	1,064.500	Mon	-0.14	1,055.000	0.90	1,027.500	27.500	2.68	GBP	5.72
	L	Xerox	23.820	Fri	-0.46	23.690	0.55	23.750	-0.060	-0.25	USD	4.73
		Pennon Group	1,114.000	Mon	0.36	1,147.000	-2.88	1,123.000	24.000	2.14	GBP	4.37
		Kurita Water	5,340.000	Mon	1.71	5,290.000	0.95	5,170.000	120.000	2.32	JPY	4.33
		Geberit	651.800	Mon	0.03	685.000	-4.85	683.600	1.400	0.20	CHF	3.66
		Fabege	137.500	Mon	-1.54	142.050	-3.20	136.800	5.250	3.84	SEK	3.36
		Kingfisher	337.700	Mon	2.58	339.600	-0.56	353.600	-14.000	-3.96	GBP	2.41
	L	Berkeley	4,467.000	Mon	0.22	4,590.000	-2.68	4,602.000	-12.000	-0.26	GBP	0.97
		⇓instrument	freshest		⇓ Δday	1/10/22	⇓ Δwk	6/21/21	prc diff	⇓ Δ29	Curr	∅-RS
		bioMérieux	104.700	Mon	1.11	106.850	-2.01	91.820	15.030	16.37	EUR	0.33
		Coloplast	999.600	Mon	0.73	1,025.500	-2.53	998.200	27.300	2.73	DKK	0.11
	L	SKF B	230.500	Mon	0.26	221.400	4.11	216.000	5.400	2.50	SEK	-0.50
		Intel	55.700	Fri	1.38	55.210	0.89	55.870	-0.660	-1.18	USD	-0.64
		Ormat Technologies	76.570	Fri	0.94	75.560	1.34	67.670	7.890	11.66	USD	-0.71
		Gecina	122.000	Mon	-0.65	122.250	-0.20	132.950	-10.700	-8.05	EUR	-1.11
		Signify	44.770	Mon	0.86	43.430	3.09	52.500	-9.070	-17.28	EUR	-1.39
	S	BillerudKorsnäs	161.250	Mon	0.22	167.050	-3.47	169.900	-2.850	-1.68	SEK	-2.13
		Ricoh	1,063.000	Mon	0.95	1,063.000		1,308.000	-245.000	-18.73	JPY	-2.47
	S	Konica Minolta	533.000	Mon		532.000	0.19	615.000	-83.000	-13.50	JPY	-4.36
	S	EDP Renováveis	19.280	Mon	0.52	19.350	-0.36	18.890	0.460	2.44	EUR	-5.73
	L	Smith and Nephew	1,257.500	Mon	-0.24	1,320.500	-4.77	1,540.000	-219.500	-14.25	GBP	-6.07
	S	First Solar	83.020	Fri	0.29	84.300	-1.52	78.190	6.110	7.81	USD	-6.33
	S	Benesse	2,253.000	Mon	1.67	2,243.000	0.45	2,657.000	-414.000	-15.58	JPY	-6.67
		Rockwool	2,564.000	Mon	-0.12	2,587.000	-0.89	2,950.000	-363.000	-12.31	DKK	-8.32
	S	Autodesk	259.100	Fri	-0.41	262.390	-1.25	283.220	-20.830	-7.35	USD	-9.94
		Henkel	80.000	Mon	-2.84	75.540	5.90	89.240	-13.700	-15.35	EUR	-10.42
	S	Steelcase	12.890	Fri	1.26	11.880	8.50	14.420	-2.540	-17.61	USD	-12.16
		MillerKnoll	37.340	Fri	1.27	35.710	4.56	46.820	-11.110	-23.73	USD	-13.17
	S	Hannon Armstrong SIC	46.190	Fri	-0.02	47.890	-3.55	53.700	-5.810	-10.82	USD	-14.89
	S	Pearson	616.000	Mon	1.92	597.800	3.04	852.800	-255.000	-29.90	GBP	-18.68
		Ørsted	730.800	Mon	0.88	738.000	-0.98	873.800	-135.800	-15.54	DKK	-21.07
	S	Nordex	14.170	Mon	0.85	13.520	4.81	17.700	-4.180	-23.62	EUR	-24.52
	S	Drägerwerk	51.500	Mon	0.88	51.250	0.49	75.450	-24.200	-32.07	EUR	-25.92
	S	SunPower	20.160	Fri	0.25	19.620	2.75	25.410	-5.790	-22.79	USD	-26.82
		⇓instrument	freshest		⇓ Δday	1/10/22	⇓ Δwk	6/21/21	prc diff	⇓ Δ29	Curr	∅-RS
		Scatec	137.550	Mon	0.95	137.000	0.40	224.200	-87.200	-38.89	NOK	-32.58
GCX - 50 out of 50 instruments rated - 1/10/22 / 6/21/21 - 25 did rise, Market-Ratio(29) = 50.00 %

Technical Chart

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

1/01/18	scale up chart	1/10/22

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	1/17/22	210		bioMérieux	100	0	EUR	91.820	104.700	78.940	-12.880	-14	2	0
accum	1/09/06	1/17/22	5853	days out of 5860 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	1/17/22	210	91.82	104.70	78.94	-12.88	-14.03	-14.03
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


	is taking down something concerning