Assessment - GCX Global Challenges in Euro - 7/01/24 - RS = mixed

 ⇐ 

								instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						S		GCX PR	2,707.170	8/12/24	-1.05	2,858.070	-5.28	3,079.220	-221.150	-7.18		-0.32
						L		Adtalem	66.622	8/12/24	-0.85	62.716	6.23	53.117	9.598	18.07		36.91
						L		Aurubis	64.400	8/12/24	1.02	77.550	-16.96	74.260	3.290	4.43		0.33
								Befesa	26.540	8/12/24	0.15	32.020	-17.11	35.200	-3.180	-9.03		-4.61
						L		BillerudKorsnäs	9.285	8/12/24	0.95	8.632	7.57	9.203	-0.571	-6.21		5.43
						S		bioMérieux	96.650	8/12/24	-0.67	89.700	7.75	100.600	-10.900	-10.83		-5.87
						L		California Water	48.787	8/12/24	-0.42	45.095	8.19	46.867	-1.772	-3.78		-0.55
								Cdn Nat Railway	103.259	8/12/24	-0.01	109.677	-5.85	113.787	-4.110	-3.61		-1.23
								Coloplast	118.593	8/12/24	0.25	111.620	6.25	103.599	8.021	7.74		2.21
								ConvaTec	272.962	8/12/24	-0.17	278.619	-2.03	280.925	-2.306	-0.82		2.19
						S		CSX	31.232	8/12/24	-1.47	31.316	-0.27	31.314	0.002	0.01		1.54
						S		Dassault Systèmes	33.530	8/12/24	-0.03	34.500	-2.81	44.235	-9.735	-22.01		-10.98
								Drägerwerk	45.750	8/12/24	0.44	49.950	-8.41	51.800	-1.850	-3.57		4.48
						L		EDP Renováveis	14.010	8/12/24	-0.92	13.280	5.50	18.525	-5.245	-28.31		-12.34
						S		Fabege	7.904	8/12/24	-2.01	7.303	8.22	9.724	-2.421	-24.89		-6.60
						L		First Solar	204.387	8/12/24	3.51	207.632	-1.56	155.604	52.028	33.44		31.25
						S		FirstGroup	190.696	8/12/24	0.87	191.993	-0.68	201.318	-9.326	-4.63		2.90
						L		Geberit	539.386	8/12/24	-0.72	545.989	-1.21	581.170	-35.181	-6.05		6.80
								Gecina	93.100	8/12/24	-0.64	88.450	5.26	110.100	-21.650	-19.66		-6.74
						L		Hannon Armstrong SIC	28.165	8/12/24	-1.63	26.785	5.15	24.910	1.875	7.53		19.59
								Hannover Rück	227.400	8/12/24	5.23	240.900	-5.60	216.300	24.600	11.37		6.49
						L		Henkel	78.060	8/12/24	0.75	83.140	-6.11	72.860	10.280	14.11		15.30
						S		Intel	18.049	8/12/24	-1.78	28.752	-37.22	45.386	-16.634	-36.65		-17.28
								Interface	15.206	8/12/24	-0.79	13.584	11.94	11.398	2.185	19.17		26.78
						S		Konica Minolta	2.073	8/09/24	2.75	2.608	-20.51	2.636	-0.028	-1.05		-10.74
								instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						L		Kurita Water	32.509	8/09/24	-9.14	39.606	-17.92	35.244	4.362	12.38		13.45
						L		Lenzing	30.350	8/12/24	0.83	33.200	-8.58	35.550	-2.350	-6.61		-0.38
						S		Medtronic	75.693	8/12/24	-1.04	71.899	5.28	74.406	-2.507	-3.37		-4.88
								MillerKnoll	25.303	8/12/24	-3.49	24.669	2.57	24.097	0.571	2.37		14.09
								Nordex	13.140	8/12/24	-2.81	11.510	14.16	10.400	1.110	10.67		11.66
						L		Ørsted	55.985	8/12/24	0.63	50.420	11.04	50.229	0.190	0.38		-5.24
						L		Ormat Technologies	66.855	8/12/24	-1.10	64.515	3.63	68.454	-3.939	-5.75		-0.41
								Pearson	1,219.254	8/12/24	-0.72	1,159.263	5.17	1,109.207	50.057	4.51		7.20
						S		Pennon Group	692.423	8/12/24	-0.84	688.887	0.51	864.518	-175.631	-20.32		-12.34
								Ricoh	7.239	8/09/24	2.12	8.101	-10.65	6.915	1.186	17.16		4.53
						L		Rockwool	367.956	8/12/24	-0.22	378.683	-2.83	265.171	113.512	42.81		45.99
						L		Scatec	7.389	8/12/24	-1.46	7.503	-1.51	7.327	0.176	2.40		21.73
						S		Severn Trent	2,962.981	8/12/24	-0.63	2,821.549	5.01	2,966.857	-145.308	-4.90		-3.34
								Siemens Healthineers	50.280	8/12/24	0.08	53.840	-6.61	52.600	1.240	2.36		2.97
								Signify	20.900	8/12/24	-0.76	23.600	-11.44	30.320	-6.720	-22.16		-12.37
								Smith and Nephew	1,362.452	8/12/24	-0.86	1,149.834	18.49	1,240.696	-90.862	-7.32		-5.65
								Smurfit Kappa	35.550	8/12/24	-0.97	41.600	-14.54	35.880	5.720	15.94		17.57
						L		Solaria Energía	11.050	8/12/24	1.47	11.600	-4.74	18.610	-7.010	-37.67		-7.39
						L		Sonova	286.923	8/12/24	-1.52	289.193	-0.78	295.868	-6.676	-2.26		10.96
								Steelcase	11.458	8/12/24	-1.76	12.083	-5.17	12.211	-0.129	-1.05		18.74
								STMicroelectronics	26.855	8/12/24	0.47	36.245	-25.91	45.245	-9.000	-19.89		-4.02
						L		SunPower	0.186	8/12/24	-4.76	2.527	-92.62	4.362	-1.836	-42.09		-31.89
								Swiss Re	107.299	8/12/24	0.10	115.966	-7.47	101.958	14.008	13.74		12.97
						S		Union Pacific	220.721	8/12/24	-0.32	209.636	5.29	221.845	-12.209	-5.50		-0.41
						S		United Utilities	1,165.392	8/12/24	-0.12	1,163.035	0.20	1,218.839	-55.804	-4.58		-1.88
								instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						S		Xerox	9.053	8/12/24	-2.51	10.768	-15.93	16.556	-5.788	-34.96		-24.93
GCX - 50 out of 50 instruments rated - 7/01/24 / 1/01/24 - 20 did rise, Market-Ratio(26) in EUR = 40.00 %

 

 

Transactions GCX Global Challenges in Euro * Mixed Cut L20 - 75/75 (1) - S29 - 76/86 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		2/06/06	35				- cash -
long	2/06/06	2/20/06	14				Nordex	100	1,154		8.660	8.920		0.260	3	10,300	116
2/20/06		2/27/06	7				- cash -
	2/27/06	5/15/06	77				Nordex	100	1,135		9.070	18.970		9.900	109	21,537	3,204
5/15/06		5/29/06	14				- cash -
short	5/29/06	12/11/06	196				Intel	100	1,540		13.984	15.678	12.290	-1.694	-12	18,927	-21
12/11/06		3/19/07	98				- cash -
long	3/19/07	4/02/07	14				Nordex	100	763		24.790	23.970		-0.820	-3	18,302	-58
4/02/07		4/16/07	14				- cash -
	4/16/07	6/04/07	49				Nordex	100	647		28.260	28.720		0.460	2	18,599	13
6/04/07		6/11/07	7				- cash -
	6/11/07	6/25/07	14				Nordex	100	678		27.400	27.230		-0.170	-1	18,484	-15
6/25/07		7/23/07	28				- cash -
	7/23/07	7/30/07	7				REC Silicon	100	81		227.302	208.388		-18.914	-8	16,952	-99
7/30/07		6/15/09	686				- cash -
	6/15/09	6/22/09	7				Kingfisher	100	7,822		2.167	2.039		-0.128	-6	15,952	-96
6/22/09		7/13/09	21				- cash -
	7/13/09	11/02/09	112				Kingfisher	100	7,083		2.252	2.492		0.240	11	17,652	39
11/02/09		11/09/09	7				- cash -
	11/09/09	12/14/09	35				AMD	100	5,032		3.508	5.938		2.430	69	29,880	24,096
12/14/09		12/21/09	7				- cash -
short	12/21/09	2/27/12	798				REC Silicon	100	830		35.991	4.909	263.860	227.868	633	219,010	149
2/27/12		3/19/12	21				- cash -
long	3/19/12	3/26/12	7				Renault	100	5,270		41.555	40.895		-0.660	-2	215,532	-57
3/26/12		4/09/12	14				- cash -
	4/09/12	4/23/12	14				Hain Celestial	100	12,821		16.810	17.104		0.294	2	219,301	57
short	4/23/12	2/11/13	294				REC Silicon	100	63,040		3.479	1.027	11.784	8.305	239	742,852	355
long	2/11/13	6/17/13	126				SunPower	100	105,179		7.063	14.394		7.331	104	1,513,933	687
6/17/13		7/08/13	21				- cash -
	7/08/13	7/15/13	7				SunPower	100	81,578		18.558	20.654		2.095	11	1,684,875	26,361
7/15/13		9/09/13	56				- cash -
	9/09/13	9/30/13	21				SunPower	100	93,803		17.962	19.295		1.333	7	1,809,933	247
9/30/13		10/21/13	21				- cash -
	10/21/13	12/02/13	42				SunPower	100	75,012		24.128	22.305		-1.823	-8	1,673,170	-49
12/02/13		12/09/13	7				- cash -
	12/09/13	1/27/14	49				Vestas Wind Systems	100	418,001		4.003	4.431		0.428	11	1,851,981	113
1/27/14		2/03/14	7				- cash -
short	2/03/14	3/03/14	28				Aurubis	100	45,615		40.600	38.880	42.396	1.796	4	1,933,911	76
3/03/14		3/31/14	28				- cash -
long	3/31/14	4/07/14	7				Vestas Wind Systems	100	331,455		5.835	6.170		0.335	6	2,044,929	1,737
4/07/14		4/14/14	7				- cash -
short	4/14/14	4/28/14	14				EJR	100	11,915,286		0.172	0.172	0.172	-0.000	0	2,043,472	-2
4/28/14		5/05/14	7				- cash -
long	5/05/14	5/12/14	7				Vestas Wind Systems	100	307,621		6.643	7.328		0.685	10	2,254,284	16,625
5/12/14		5/19/14	7				- cash -
short	5/19/14	3/02/15	287				Energy Recovery	100	668,820		3.371	3.076	3.694	0.323	10	2,470,287	12
3/02/15		4/06/15	35				- cash -
long	4/06/15	4/20/15	14				Boiron	100	23,605		104.650	105.750		1.100	1	2,496,252	31
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
4/20/15		4/27/15	7				- cash -
	4/27/15	5/11/15	14				Renault	100	25,723		97.040	95.400		-1.640	-2	2,454,067	-36
5/11/15		6/01/15	21				- cash -
short	6/01/15	10/05/20	1953				REC Silicon	100	1,324,815		1.852	0.464	7.391	5.539	299	9,791,973	30
long	10/05/20	10/26/20	21				SunPower	100	742,018		13.196	13.895		0.698	5	10,310,090	145
10/26/20		11/02/20	7				- cash -
short	11/02/20	4/05/21	154				Konica Minolta	100	445,710,315		0.023	0.045	0.001	-0.022	-95	490,281	-100
4/05/21		6/21/21	77				- cash -
	6/21/21	5/13/24	1057				bioMérieux	100	5,339		91.820	97.000	86.640	-5.180	-6	462,625	-2
5/13/24		5/27/24	14				- cash -
	5/27/24	8/12/24	77				SunPower	100	172,004		2.690	0.186	38.797	36.107	1,342	6,673,172	> 999,999
accum	2/06/06	8/12/24	5918	days out of 7199 invested (82%)										66,632		6,673,172	49

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
REC Silicon	long	7/23/07	7/30/07	7	227.30	208.39		-18.91	-8.32
	short	12/21/09	2/27/12	798	35.99	4.91	263.86	227.87	633.12
	short	4/23/12	2/11/13	294	3.48	1.03	11.78	8.31	238.74
	short	6/01/15	10/05/20	1953	1.85	0.46	7.39	5.54	299.01			8,984.34
SunPower	long	2/11/13	6/17/13	126	7.06	14.39		7.33	103.80
	long	7/08/13	7/15/13	7	18.56	20.65		2.10	11.29
	long	9/09/13	9/30/13	21	17.96	19.29		1.33	7.42
	long	10/21/13	12/02/13	42	24.13	22.31		-1.82	-7.56
	long	10/05/20	10/26/20	21	13.20	13.89		0.70	5.29
	short	5/27/24	8/12/24	77	2.69	0.19	38.80	36.11	1,342.46			3,320.87
Nordex	long	2/06/06	2/20/06	14	8.66	8.92		0.26	3.00
	long	2/27/06	5/15/06	77	9.07	18.97		9.90	109.15
	long	3/19/07	4/02/07	14	24.79	23.97		-0.82	-3.31
	long	4/16/07	6/04/07	49	28.26	28.72		0.46	1.63
	long	6/11/07	6/25/07	14	27.40	27.23		-0.17	-0.62			110.38
AMD	long	11/09/09	12/14/09	35	3.51	5.94		2.43	69.27			69.27
Vestas Wind Systems	long	12/09/13	1/27/14	49	4.00	4.43		0.43	10.69
	long	3/31/14	4/07/14	7	5.83	6.17		0.33	5.74
	long	5/05/14	5/12/14	7	6.64	7.33		0.69	10.32			29.12
Energy Recovery	short	5/19/14	3/02/15	287	3.37	3.08	3.69	0.32	9.58			9.58
Aurubis	short	2/03/14	3/03/14	28	40.60	38.88	42.40	1.80	4.42			4.42
Kingfisher	long	6/15/09	6/22/09	7	2.17	2.04		-0.13	-5.90
	long	7/13/09	11/02/09	112	2.25	2.49		0.24	10.65			4.13
Hain Celestial	long	4/09/12	4/23/12	14	16.81	17.10		0.29	1.75			1.75
Boiron	long	4/06/15	4/20/15	14	104.65	105.75		1.10	1.05			1.05
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
EJR	short	4/14/14	4/28/14	14	0.17	0.17	0.17	-0.00	-0.07			-0.07
Renault	long	3/19/12	3/26/12	7	41.56	40.90		-0.66	-1.59
	long	4/27/15	5/11/15	14	97.04	95.40		-1.64	-1.69			-3.25
bioMérieux	short	6/21/21	5/13/24	1057	91.82	97.00	86.64	-5.18	-5.64			-5.64
Intel	short	5/29/06	12/11/06	196	13.98	15.68	12.29	-1.69	-12.12			-12.12
Konica Minolta	short	11/02/20	4/05/21	154	0.02	0.05	0.00	-0.02	-95.24			-95.24

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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