Share-o-matic - Portfolio

Thu, Nov 21st, 2024, 13:20UTC

Assessment - GCX Global Challenges - 7/01/24 - RS = 29

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	12/11/23	prc diff	⇓ Δ29	Curr	∅-RS
	S	GCX PR	2,707.170	8/12	-1.05	2,858.070	-5.28	2,993.330	-135.260	-4.52	EUR	-0.32
	L	First Solar	219.230	8/12	3.51	222.710	-1.56	146.110	76.600	52.43	USD	53.49
	L	Rockwool	2,744.000	8/12	-0.22	2,824.000	-2.83	1,936.000	888.000	45.87	DKK	44.41
		Interface	16.310	8/12	-0.79	14.570	11.94	11.190	3.380	30.21	USD	29.79
	L	Adtalem	71.460	8/12	-0.85	67.270	6.23	60.010	7.260	12.10	USD	28.84
	L	Hannon Armstrong SIC	30.210	8/12	-1.63	28.730	5.15	25.500	3.230	12.67	USD	27.72
	L	Scatec	84.600	8/12	-1.46	85.900	-1.51	75.000	10.900	14.53	NOK	23.23
	L	Kurita Water	5,634.000	8/09	-9.14	6,864.000	-17.92	4,970.000	1,894.000	38.11	JPY	19.82
		Smurfit Kappa	35.550	8/12	-0.97	41.600	-14.54	35.540	6.060	17.05	EUR	17.57
	L	Henkel	78.060	8/12	0.75	83.140	-6.11	73.120	10.020	13.70	EUR	15.30
		Steelcase	12.290	8/12	-1.76	12.960	-5.17	12.560	0.400	3.18	USD	14.76
		Swiss Re	104.000	8/12	0.10	112.400	-7.47	99.100	13.300	13.42	CHF	12.30
		Nordex	13.140	8/12	-2.81	11.510	14.16	10.180	1.330	13.06	EUR	11.66
	L	Geberit	522.800	8/12	-0.72	529.200	-1.21	509.800	19.400	3.81	CHF	10.57
		Ricoh	1,254.500	8/09	2.12	1,404.000	-10.65	1,135.000	269.000	23.70	JPY	9.19
	L	Sonova	278.100	8/12	-1.52	280.300	-0.78	256.500	23.800	9.28	CHF	8.87
		MillerKnoll	27.140	8/12	-3.49	26.460	2.57	27.700	-1.240	-4.48	USD	8.52
	L	BillerudKorsnäs	105.900	8/12	0.95	98.450	7.57	105.400	-6.950	-6.59	SEK	7.68
		Hannover Rück	227.400	8/12	5.23	240.900	-5.60	220.400	20.500	9.30	EUR	6.49
		Coloplast	884.400	8/12	0.25	832.400	6.25	748.400	84.000	11.22	DKK	4.76
		ConvaTec	231.600	8/12	-0.17	236.400	-2.03	228.200	8.200	3.59	GBP	4.59
		Drägerwerk	45.750	8/12	0.44	49.950	-8.41	50.600	-0.650	-1.28	EUR	4.48
	L	Ormat Technologies	71.710	8/12	-1.10	69.200	3.63	69.650	-0.450	-0.65	USD	4.32
		Siemens Healthineers	50.280	8/12	0.08	53.840	-6.61	52.280	1.560	2.98	EUR	2.97
		Pearson	1,034.500	8/12	-0.72	983.600	5.17	964.000	19.600	2.03	GBP	2.82
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	12/11/23	prc diff	⇓ Δ29	Curr	∅-RS
		Cdn Nat Railway	152.200	8/12	-0.01	161.660	-5.85	161.440	0.220	0.14	CAD	2.10
	L	Aurubis	64.400	8/12	1.02	77.550	-16.96	76.000	1.550	2.04	EUR	0.33
	L	Lenzing	30.350	8/12	0.83	33.200	-8.58	33.100	0.100	0.30	EUR	-0.38
	S	United Utilities	988.800	8/12	-0.12	986.800	0.20	1,107.500	-120.700	-10.90	GBP	-0.72
	S	CSX	33.500	8/12	-1.47	33.590	-0.27	33.200	0.390	1.17	USD	-2.31
	S	Medtronic	81.190	8/12	-1.04	77.120	5.28	79.720	-2.600	-3.26	USD	-2.42
	S	Union Pacific	236.750	8/12	-0.32	224.860	5.29	232.030	-7.170	-3.09	USD	-2.65
	L	California Water	52.330	8/12	-0.42	48.370	8.19	52.500	-4.130	-7.87	USD	-3.69
		STMicroelectronics	26.855	8/12	0.47	36.245	-25.91	44.500	-8.255	-18.55	EUR	-4.02
	L	Ørsted	417.500	8/12	0.63	376.000	11.04	338.800	37.200	10.98	DKK	-4.09
	S	FirstGroup	161.800	8/12	0.87	162.900	-0.68	162.700	0.200	0.12	GBP	-4.11
		Befesa	26.540	8/12	0.15	32.020	-17.11	33.300	-1.280	-3.84	EUR	-4.61
	S	Severn Trent	2,514.000	8/12	-0.63	2,394.000	5.01	2,711.000	-317.000	-11.69	GBP	-5.11
	S	Konica Minolta	359.300	8/09	2.75	452.000	-20.51	444.300	7.700	1.73	JPY	-5.78
	S	bioMérieux	96.650	8/12	-0.67	89.700	7.75	98.080	-8.380	-8.54	EUR	-5.87
	S	Fabege	90.150	8/12	-2.01	83.300	8.22	101.350	-18.050	-17.81	SEK	-6.03
		Smith and Nephew	1,156.000	8/12	-0.86	975.600	18.49	1,049.000	-73.400	-7.00	GBP	-6.12
		Gecina	93.100	8/12	-0.64	88.450	5.26	108.300	-19.850	-18.33	EUR	-6.74
	L	Solaria Energía	11.050	8/12	1.47	11.600	-4.74	17.055	-5.455	-31.98	EUR	-7.39
	S	Xerox	9.710	8/12	-2.51	11.550	-15.93	15.170	-3.620	-23.86	USD	-10.58
	S	Dassault Systèmes	33.530	8/12	-0.03	34.500	-2.81	44.400	-9.900	-22.30	EUR	-10.98
	L	EDP Renováveis	14.010	8/12	-0.92	13.280	5.50	16.730	-3.450	-20.62	EUR	-12.34
	S	Pennon Group	587.500	8/12	-0.84	584.500	0.51	750.500	-166.000	-22.12	GBP	-12.35
		Signify	20.900	8/12	-0.76	23.600	-11.44	28.580	-4.980	-17.42	EUR	-12.37
	S	Intel	19.360	8/12	-1.78	30.840	-37.22	44.540	-13.700	-30.76	USD	-17.91
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	12/11/23	prc diff	⇓ Δ29	Curr	∅-RS
	L	SunPower	0.200	8/12	-4.76	2.710	-92.62	4.795	-2.085	-43.48	USD	-34.59
GCX - 50 out of 50 instruments rated - 7/01/24 / 12/11/23 - 27 did rise, Market-Ratio(29) = 54.00 %

Technical Chart

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

1/06/20	scale up chart	7/01/24

Transactions GCX Global Challenges * S29 - 76/86 (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		5/29/06	147		- cash -
short	5/29/06	12/11/06	196		Intel	100	561	USD	17.810	20.700	14.920	-2.890	-16	8,379	-28
12/11/06		6/11/07	182		- cash -
	6/11/07	8/24/09	805		AMD	100	602	USD	13.910	4.000	48.372	34.462	248	29,125	76
8/24/09		12/21/09	119		- cash -
	12/21/09	2/27/12	798		REC Silicon	100	96	NOK	301.800	36.800	2,475.088	2,173.288	720	237,760	162
2/27/12		4/23/12	56		- cash -
	4/23/12	2/11/13	294		REC Silicon	100	9,040	NOK	26.300	7.600	91.012	64.712	246	822,755	367
2/11/13		11/25/13	287		- cash -
	11/25/13	1/06/14	42		Aurubis	100	19,416	EUR	42.375	43.845	40.905	-1.470	-3	794,214	-26
1/06/14		2/03/14	28		- cash -
	2/03/14	3/03/14	28		Aurubis	100	19,561	EUR	40.600	38.880	42.396	1.796	4	829,347	76
3/03/14		4/14/14	42		- cash -
	4/14/14	4/28/14	14		EJR	100	34,331	JPY	24.157	24.377	23.937	-0.220	-1	821,794	-21
4/28/14		5/19/14	21		- cash -
	5/19/14	3/02/15	287		Energy Recovery	100	179,040	USD	4.590	3.440	6.124	1.534	33	1,096,513	44
3/02/15		6/01/15	91		- cash -
	6/01/15	10/05/20	1953		REC Silicon	100	68,064	NOK	16.110	5.040	51.495	35.385	220	3,504,924	24
10/05/20		11/02/20	28		- cash -
	11/02/20	4/05/21	154		Konica Minolta	100	1,242,880	JPY	2.820	5.870	0.000	-2.820	-100	2	-100
4/05/21		6/21/21	77		- cash -
	6/21/21	5/13/24	1057		bioMérieux	100	0	EUR	91.820	97.000	86.640	-5.180	-6	2	0
5/13/24		5/27/24	14		- cash -
	5/27/24	8/12/24	77		SunPower	100	0	USD	2.920	0.200	42.632	39.712	1,360	2	0
accum	5/29/06	8/12/24	5806	days out of 6898 invested (84%)								-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
		4/23/12	2/11/13	294	26.30	7.60	91.01	64.71	246.05
		6/01/15	10/05/20	1953	16.11	5.04	51.49	35.38	219.64	8,971.49
SunPower		5/27/24	8/12/24	77	2.92	0.20	42.63	39.71	1,360.00	1,360.00
AMD		6/11/07	8/24/09	805	13.91	4.00	48.37	34.46	247.75	247.75
Energy Recovery		5/19/14	3/02/15	287	4.59	3.44	6.12	1.53	33.43	33.43
Aurubis		11/25/13	1/06/14	42	42.38	43.85	40.91	-1.47	-3.47
		2/03/14	3/03/14	28	40.60	38.88	42.40	1.80	4.42	0.80
EJR		4/14/14	4/28/14	14	24.16	24.38	23.94	-0.22	-0.91	-0.91
bioMérieux		6/21/21	5/13/24	1057	91.82	97.00	86.64	-5.18	-5.64	-5.64
Intel		5/29/06	12/11/06	196	17.81	20.70	14.92	-2.89	-16.23	-16.23
Konica Minolta		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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