| |
| |
Assessment - GCX Global Challenges - 3/18/24 - RS = 29
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/18/24 |
⇓ Δwk |
8/28/23 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| | |
|
|
|
|
|
GCX PR |
3,069.250 |
09:40 |
0.05 |
3,067.730 |
0.05 |
2,796.630 |
271.100 |
9.69 |
EUR |
7.13 |
| | |
|
|
|
L |
|
Interface |
16.210 |
Mon |
7.07 |
16.210 |
|
9.970 |
6.240 |
62.59 |
USD |
69.48 |
| | |
|
|
|
L |
|
MillerKnoll |
29.880 |
Mon |
-1.84 |
29.880 |
|
18.680 |
11.200 |
59.96 |
USD |
45.71 |
| | |
|
|
|
|
|
Steelcase |
12.740 |
Mon |
-0.31 |
12.740 |
|
8.700 |
4.040 |
46.44 |
USD |
33.59 |
| | |
|
|
|
L |
|
ConvaTec |
288.000 |
Mon |
-0.14 |
288.000 |
|
230.200 |
57.800 |
25.11 |
GBP |
29.41 |
| | |
|
|
|
|
|
Benesse |
2,585.000 |
06:15 |
-0.08 |
2,587.000 |
-0.08 |
1,852.500 |
734.500 |
39.65 |
JPY |
25.31 |
| | |
|
|
|
|
|
FirstGroup |
176.300 |
09:07 |
0.46 |
175.500 |
0.46 |
144.000 |
31.500 |
21.88 |
GBP |
23.11 |
| | |
|
|
|
L |
|
Rockwool |
2,150.000 |
09:27 |
0.19 |
2,146.000 |
0.19 |
1,652.500 |
493.500 |
29.86 |
DKK |
22.26 |
| | |
|
|
|
L |
|
Swiss Re |
114.600 |
Mon |
0.75 |
114.600 |
|
85.240 |
29.360 |
34.44 |
CHF |
22.16 |
| | |
|
|
|
L |
|
Smurfit Kappa |
41.150 |
09:06 |
-0.58 |
41.390 |
-0.58 |
37.320 |
4.070 |
10.91 |
EUR |
21.69 |
| | |
|
|
|
L |
|
Hannover Rück |
254.400 |
09:01 |
4.09 |
244.400 |
4.09 |
196.550 |
47.850 |
24.34 |
EUR |
20.10 |
| | |
|
|
|
|
|
Intel |
42.710 |
Mon |
0.16 |
42.710 |
|
33.620 |
9.090 |
27.04 |
USD |
16.96 |
| | |
|
|
|
L |
|
Kurita Water |
6,436.000 |
06:15 |
0.52 |
6,403.000 |
0.52 |
5,621.000 |
782.000 |
13.91 |
JPY |
16.93 |
| | |
|
|
|
L |
|
CSX |
37.310 |
Mon |
0.92 |
37.310 |
|
30.860 |
6.450 |
20.90 |
USD |
15.11 |
| | |
|
|
|
L |
|
Pearson |
1,017.500 |
Mon |
-0.10 |
1,017.500 |
|
832.800 |
184.700 |
22.18 |
GBP |
14.64 |
| | |
|
|
|
L |
|
Coloplast |
930.600 |
Mon |
-0.94 |
930.600 |
|
797.800 |
132.800 |
16.65 |
DKK |
13.38 |
| | |
|
|
|
|
|
Union Pacific |
244.360 |
Mon |
0.09 |
244.360 |
|
224.540 |
19.820 |
8.83 |
USD |
12.74 |
| | |
|
|
|
L |
|
Cdn Nat Railway |
176.050 |
Mon |
1.02 |
176.050 |
|
152.670 |
23.380 |
15.31 |
CAD |
10.76 |
| | |
|
|
|
L |
|
Ricoh |
1,321.000 |
06:15 |
1.65 |
1,299.500 |
1.65 |
1,190.500 |
109.000 |
9.16 |
JPY |
10.58 |
| | |
|
|
|
L |
|
Geberit |
527.000 |
Mon |
-0.34 |
527.000 |
|
448.300 |
78.700 |
17.56 |
CHF |
9.26 |
| | |
|
|
|
L |
|
Siemens Healthineers |
55.680 |
09:02 |
0.32 |
55.500 |
0.32 |
45.750 |
9.750 |
21.31 |
EUR |
8.71 |
| | |
|
|
|
|
|
Sonova |
268.300 |
Mon |
-0.92 |
268.300 |
|
234.500 |
33.800 |
14.41 |
CHF |
8.10 |
| | |
|
|
|
L |
|
Nordex |
11.660 |
Mon |
2.28 |
11.660 |
|
11.310 |
0.350 |
3.09 |
EUR |
6.87 |
| | |
|
|
|
|
|
Xerox |
16.470 |
Mon |
0.18 |
16.470 |
|
15.910 |
0.560 |
3.52 |
USD |
6.78 |
| | |
|
|
|
L |
|
Hannon Armstrong SIC |
25.340 |
Mon |
3.64 |
25.340 |
|
20.370 |
4.970 |
24.40 |
USD |
6.57 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/18/24 |
⇓ Δwk |
8/28/23 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| | |
|
|
|
|
|
Dassault Systèmes |
42.015 |
Mon |
1.00 |
42.015 |
|
36.190 |
5.825 |
16.10 |
EUR |
6.19 |
| | |
|
|
|
|
|
Drägerwerk |
49.250 |
Mon |
|
49.250 |
|
44.850 |
4.400 |
9.81 |
EUR |
5.65 |
| | |
|
|
|
L |
|
Konica Minolta |
501.300 |
06:15 |
0.95 |
496.600 |
0.95 |
453.900 |
42.700 |
9.41 |
JPY |
4.37 |
| | |
|
|
|
|
|
Fabege |
91.200 |
09:24 |
0.37 |
90.860 |
0.37 |
89.400 |
1.460 |
1.63 |
SEK |
3.90 |
| | |
|
|
|
|
|
Henkel |
73.560 |
09:01 |
-0.24 |
73.740 |
-0.24 |
71.960 |
1.780 |
2.47 |
EUR |
3.21 |
| | |
|
|
|
|
|
bioMérieux |
98.060 |
Mon |
0.39 |
98.060 |
|
96.160 |
1.900 |
1.98 |
EUR |
2.06 |
| | |
|
|
|
|
|
Medtronic |
83.660 |
Mon |
0.11 |
83.660 |
|
81.390 |
2.270 |
2.79 |
USD |
1.61 |
| | |
|
|
|
|
|
BillerudKorsnäs |
93.020 |
09:27 |
-1.34 |
94.280 |
-1.34 |
84.860 |
9.420 |
11.10 |
SEK |
0.24 |
| | |
|
|
|
|
|
United Utilities |
1,026.500 |
Mon |
-3.02 |
1,026.500 |
|
920.200 |
106.300 |
11.55 |
GBP |
0.24 |
| | |
|
|
|
S |
|
Signify |
27.100 |
09:12 |
2.34 |
26.480 |
2.34 |
25.850 |
0.630 |
2.44 |
EUR |
-1.02 |
| | |
|
|
|
S |
|
STMicroelectronics |
41.220 |
Mon |
-0.31 |
41.220 |
|
43.170 |
-1.950 |
-4.52 |
EUR |
-2.90 |
| | |
|
|
|
|
|
Severn Trent |
2,513.000 |
Mon |
-2.41 |
2,513.000 |
|
2,368.000 |
145.000 |
6.12 |
GBP |
-3.39 |
| | |
|
|
|
S |
|
Scatec |
67.100 |
09:12 |
0.37 |
66.850 |
0.37 |
73.650 |
-6.800 |
-9.23 |
NOK |
-4.52 |
| | |
|
|
|
|
|
Smith and Nephew |
1,052.500 |
Mon |
-0.99 |
1,052.500 |
|
1,059.000 |
-6.500 |
-0.61 |
GBP |
-4.64 |
| | |
|
|
|
S |
|
Gecina |
91.200 |
Mon |
0.33 |
91.200 |
|
96.000 |
-4.800 |
-5.00 |
EUR |
-6.84 |
| | |
|
|
|
|
|
Pennon Group |
652.050 |
09:12 |
-1.35 |
661.000 |
-1.35 |
623.000 |
38.000 |
6.10 |
GBP |
-8.09 |
| | |
|
|
|
|
|
Befesa |
29.760 |
Mon |
0.20 |
29.760 |
|
32.120 |
-2.360 |
-7.35 |
EUR |
-10.21 |
| | |
|
|
|
|
|
California Water |
45.600 |
Mon |
-1.55 |
45.600 |
|
51.580 |
-5.980 |
-11.59 |
USD |
-10.96 |
| | |
|
|
|
|
|
First Solar |
149.480 |
Mon |
1.40 |
149.480 |
|
176.760 |
-27.280 |
-15.43 |
USD |
-13.28 |
| | |
|
|
|
|
|
Aurubis |
63.440 |
Mon |
1.37 |
63.440 |
|
74.320 |
-10.880 |
-14.64 |
EUR |
-14.12 |
| | |
|
|
|
|
|
Ormat Technologies |
63.480 |
Mon |
-0.53 |
63.480 |
|
75.300 |
-11.820 |
-15.70 |
USD |
-14.41 |
| | |
|
|
|
|
|
Ørsted |
354.700 |
Mon |
1.75 |
354.700 |
|
555.200 |
-200.500 |
-36.11 |
DKK |
-19.20 |
| | |
|
|
|
S |
|
EDP Renováveis |
12.995 |
Mon |
-1.18 |
12.995 |
|
17.570 |
-4.575 |
-26.04 |
EUR |
-22.93 |
| | |
|
|
|
S |
|
Solaria Energía |
10.245 |
Mon |
2.25 |
10.245 |
|
13.485 |
-3.240 |
-24.03 |
EUR |
-28.44 |
| | |
|
|
|
|
|
Lenzing |
25.150 |
09:23 |
1.21 |
24.850 |
1.21 |
43.200 |
-18.350 |
-42.48 |
EUR |
-38.77 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/18/24 |
⇓ Δwk |
8/28/23 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| | |
|
|
|
S |
|
SunPower |
2.820 |
Mon |
-0.35 |
2.820 |
|
6.850 |
-4.030 |
-58.83 |
USD |
-51.95 |
GCX - 50 out of 50 instruments rated - 3/18/24 / 8/28/23 - 36 did rise, Market-Ratio(29) = 72.00 % |
Technical Chart
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 |
11,444 |
JPY |
72.470 |
73.130 |
71.810 |
-0.660 |
-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 |
3/18/24 |
1001 |
|
|
|
bioMérieux |
100 |
0 |
EUR |
91.820 |
98.060 |
85.580 |
-6.240 |
-7 |
2 |
0 |
|
accum | 5/29/06 |
3/18/24 | 5573 |
days out of 6651 invested (84%) |
-100 |
2 |
-43 |
|
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 |
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 | 72.47 | 73.13 | 71.81 | -0.66 | -0.91 | | | -0.91 |
bioMérieux | | 6/21/21 | 3/18/24 | 1001 | 91.82 | 98.06 | 85.58 | -6.24 | -6.80 | | | -6.80 |
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
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 |
|
|