Share-o-matic - Portfolio

Thu, Nov 21st, 2024, 12:35UTC

Assessment - GCX Global Challenges - 7/01/24 - RS = 23

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/22/24	prc diff	⇓ Δ23	Curr	∅-RS
	S	GCX PR	2,707.170	8/12	-1.05	2,858.070	-5.28	3,067.270	-209.200	-6.82	EUR	-0.32
	L	First Solar	219.230	8/12	3.51	222.710	-1.56	149.910	72.800	48.56	USD	53.49
	L	Rockwool	2,744.000	8/12	-0.22	2,824.000	-2.83	1,830.000	994.000	54.32	DKK	44.41
		Interface	16.310	8/12	-0.79	14.570	11.94	12.370	2.200	17.78	USD	29.79
	L	Adtalem	71.460	8/12	-0.85	67.270	6.23	62.210	5.060	8.13	USD	28.84
	L	Hannon Armstrong SIC	30.210	8/12	-1.63	28.730	5.15	22.840	5.890	25.79	USD	27.72
	L	Scatec	84.600	8/12	-1.46	85.900	-1.51	67.150	18.750	27.92	NOK	23.23
	L	Kurita Water	5,634.000	8/09	-9.14	6,864.000	-17.92	5,511.000	1,353.000	24.55	JPY	19.82
		Smurfit Kappa	35.550	8/12	-0.97	41.600	-14.54	33.720	7.880	23.37	EUR	17.57
	L	Henkel	78.060	8/12	0.75	83.140	-6.11	71.760	11.380	15.86	EUR	15.30
		Steelcase	12.290	8/12	-1.76	12.960	-5.17	12.860	0.100	0.78	USD	14.76
		Swiss Re	104.000	8/12	0.10	112.400	-7.47	99.360	13.040	13.12	CHF	12.30
		Nordex	13.140	8/12	-2.81	11.510	14.16	8.976	2.534	28.23	EUR	11.66
	L	Geberit	522.800	8/12	-0.72	529.200	-1.21	497.000	32.200	6.48	CHF	10.57
		Ricoh	1,254.500	8/09	2.12	1,404.000	-10.65	1,197.000	207.000	17.29	JPY	9.19
	L	Sonova	278.100	8/12	-1.52	280.300	-0.78	281.900	-1.600	-0.57	CHF	8.87
		MillerKnoll	27.140	8/12	-3.49	26.460	2.57	26.870	-0.410	-1.53	USD	8.52
	L	BillerudKorsnäs	105.900	8/12	0.95	98.450	7.57	92.380	6.070	6.57	SEK	7.68
		Hannover Rück	227.400	8/12	5.23	240.900	-5.60	228.600	12.300	5.38	EUR	6.49
		Coloplast	884.400	8/12	0.25	832.400	6.25	778.200	54.200	6.96	DKK	4.76
		ConvaTec	231.600	8/12	-0.17	236.400	-2.03	247.600	-11.200	-4.52	GBP	4.59
		Drägerwerk	45.750	8/12	0.44	49.950	-8.41	52.100	-2.150	-4.13	EUR	4.48
	L	Ormat Technologies	71.710	8/12	-1.10	69.200	3.63	67.340	1.860	2.76	USD	4.32
		Siemens Healthineers	50.280	8/12	0.08	53.840	-6.61	51.380	2.460	4.79	EUR	2.97
		Pearson	1,034.500	8/12	-0.72	983.600	5.17	965.400	18.200	1.89	GBP	2.82
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/22/24	prc diff	⇓ Δ23	Curr	∅-RS
		Cdn Nat Railway	152.200	8/12	-0.01	161.660	-5.85	168.200	-6.540	-3.89	CAD	2.10
	L	Aurubis	64.400	8/12	1.02	77.550	-16.96	63.700	13.850	21.74	EUR	0.33
	L	Lenzing	30.350	8/12	0.83	33.200	-8.58	29.850	3.350	11.22	EUR	-0.38
	S	United Utilities	988.800	8/12	-0.12	986.800	0.20	1,036.500	-49.700	-4.79	GBP	-0.72
	S	CSX	33.500	8/12	-1.47	33.590	-0.27	34.750	-1.160	-3.34	USD	-2.31
	S	Medtronic	81.190	8/12	-1.04	77.120	5.28	86.470	-9.350	-10.81	USD	-2.42
	S	Union Pacific	236.750	8/12	-0.32	224.860	5.29	243.110	-18.250	-7.51	USD	-2.65
	L	California Water	52.330	8/12	-0.42	48.370	8.19	47.760	0.610	1.28	USD	-3.69
		STMicroelectronics	26.855	8/12	0.47	36.245	-25.91	41.560	-5.315	-12.79	EUR	-4.02
	L	Ørsted	417.500	8/12	0.63	376.000	11.04	382.000	-6.000	-1.57	DKK	-4.09
	S	FirstGroup	161.800	8/12	0.87	162.900	-0.68	167.600	-4.700	-2.80	GBP	-4.11
		Befesa	26.540	8/12	0.15	32.020	-17.11	32.900	-0.880	-2.67	EUR	-4.61
	S	Severn Trent	2,514.000	8/12	-0.63	2,394.000	5.01	2,533.000	-139.000	-5.49	GBP	-5.11
	S	Konica Minolta	359.300	8/09	2.75	452.000	-20.51	413.500	38.500	9.31	JPY	-5.78
	S	bioMérieux	96.650	8/12	-0.67	89.700	7.75	102.200	-12.500	-12.23	EUR	-5.87
	S	Fabege	90.150	8/12	-2.01	83.300	8.22	96.220	-12.920	-13.43	SEK	-6.03
		Smith and Nephew	1,156.000	8/12	-0.86	975.600	18.49	1,118.000	-142.400	-12.74	GBP	-6.12
		Gecina	93.100	8/12	-0.64	88.450	5.26	104.000	-15.550	-14.95	EUR	-6.74
	L	Solaria Energía	11.050	8/12	1.47	11.600	-4.74	14.235	-2.635	-18.51	EUR	-7.39
	S	Xerox	9.710	8/12	-2.51	11.550	-15.93	16.630	-5.080	-30.55	USD	-10.58
	S	Dassault Systèmes	33.530	8/12	-0.03	34.500	-2.81	47.135	-12.635	-26.81	EUR	-10.98
	L	EDP Renováveis	14.010	8/12	-0.92	13.280	5.50	15.810	-2.530	-16.00	EUR	-12.34
	S	Pennon Group	587.500	8/12	-0.84	584.500	0.51	711.000	-126.500	-17.79	GBP	-12.35
		Signify	20.900	8/12	-0.76	23.600	-11.44	29.790	-6.190	-20.78	EUR	-12.37
	S	Intel	19.360	8/12	-1.78	30.840	-37.22	48.220	-17.380	-36.04	USD	-17.91
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/22/24	prc diff	⇓ Δ23	Curr	∅-RS
	L	SunPower	0.200	8/12	-4.76	2.710	-92.62	3.210	-0.500	-15.58	USD	-34.59
GCX - 50 out of 50 instruments rated - 7/01/24 / 1/22/24 - 24 did rise, Market-Ratio(23) = 48.00 %

Technical Chart

	GCX RS = 23 - B/S = 54/54

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

Transactions GCX Global Challenges * L23 - 54 ex 11 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
long	1/02/06	6/12/06	161		Nordex	100	1,945	EUR	5.140	11.370	6.230	121	22,117	505
6/12/06		6/26/06	14		- cash -
	6/26/06	7/03/06	7		Nordex	100	1,861	EUR	11.880	11.410	-0.470	-4	21,243	-88
7/03/06		10/09/06	98		- cash -
	10/09/06	7/30/07	294		Nordex	100	1,954	EUR	10.870	30.590	19.720	181	59,776	261
7/30/07		8/13/07	14		- cash -
	8/13/07	8/20/07	7		SunPower	100	832	USD	71.760	65.550	-6.210	-9	54,609	-99
8/20/07		9/03/07	14		- cash -
	9/03/07	9/10/07	7		Nordex	100	1,611	EUR	33.890	31.900	-1.990	-6	51,403	-96
9/10/07		8/11/08	336		- cash -
	8/11/08	9/01/08	21		First Solar	100	194	USD	264.920	236.010	-28.910	-11	45,794	-87
9/01/08		5/04/09	245		- cash -
	5/04/09	6/15/09	42		BillerudKorsnäs	100	1,840	SEK	24.879	21.805	-3.074	-12	40,138	-68
6/15/09		6/22/09	7		- cash -
	6/22/09	5/31/10	343		Smurfit Kappa	100	10,818	EUR	3.710	6.230	2.520	68	67,399	74
5/31/10		6/14/10	14		- cash -
	6/14/10	6/28/10	14		Drägerwerk	100	1,261	EUR	53.410	49.255	-4.155	-8	62,160	-88
6/28/10		7/12/10	14		- cash -
	7/12/10	8/02/10	21		Drägerwerk	100	1,339	EUR	46.400	53.890	7.490	16	72,189	1,248
8/02/10		10/18/10	77		- cash -
	10/18/10	11/29/10	42		Fabege	100	2,027	SEK	35.600	32.250	-3.350	-9	65,398	-58
11/29/10		12/06/10	7		- cash -
	12/06/10	6/06/11	182		Lenzing	100	1,031	EUR	63.384	100.150	36.766	58	103,304	150
6/06/11		7/04/11	28		- cash -
	7/04/11	7/18/11	14		Lenzing	100	1,136	EUR	90.900	85.000	-5.900	-6	96,602	-83
7/18/11		1/16/12	182		- cash -
	1/16/12	4/09/12	84		Intel	100	3,857	USD	25.040	27.760	2.720	11	107,093	57
4/09/12		4/16/12	7		- cash -
	4/16/12	6/04/12	49		Henkel	100	1,921	EUR	55.730	49.245	-6.485	-12	94,635	-60
6/04/12		6/18/12	14		- cash -
	6/18/12	6/25/12	7		Coloplast	100	452	DKK	209.000	207.000	-2.000	-1	93,731	-39
6/25/12		8/13/12	49		- cash -
	8/13/12	8/20/12	7		Coloplast	100	399	DKK	234.400	232.200	-2.200	-1	92,853	-39
8/20/12		9/10/12	21		- cash -
	9/10/12	9/02/13	357		Smurfit Kappa	100	12,932	EUR	7.180	15.740	8.560	119	203,551	123
9/02/13		9/09/13	7		- cash -
	9/09/13	4/14/14	217		SunPower	100	8,548	USD	23.810	26.530	2.720	11	226,802	20
	4/14/14	7/07/14	84		Solaria Energía	100	185,903	EUR	1.220	0.975	-0.245	-20	181,256	-62
	7/07/14	9/01/14	56		Nordex	100	11,414	EUR	15.880	13.810	-2.070	-13	157,629	-60
	9/01/14	10/13/14	42		Intel	100	4,559	USD	34.570	31.470	-3.100	-9	143,496	-56
10/13/14		10/27/14	14		- cash -
	10/27/14	1/12/15	77		Union Pacific	100	1,250	USD	114.790	113.970	-0.820	-1	142,471	-3
	1/12/15	1/26/15	14		Intel	100	3,892	USD	36.600	35.805	-0.795	-2	139,377	-44
	1/26/15	7/27/15	182		Smurfit Kappa	100	6,266	EUR	22.240	26.700	4.460	20	167,323	44
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
7/27/15		11/23/15	119		- cash -
	11/23/15	11/30/15	7		Nordex	100	5,515	EUR	30.335	31.800	1.465	5	175,402	1,070
11/30/15		12/07/15	7		- cash -
	12/07/15	12/14/15	7		Nordex	100	5,380	EUR	32.600	31.200	-1.400	-4	167,870	-90
12/14/15		2/01/16	49		- cash -
	2/01/16	2/08/16	7		First Solar	100	2,428	USD	69.130	64.180	-4.950	-7	155,852	-98
2/08/16		3/07/16	28		- cash -
	3/07/16	3/14/16	7		First Solar	100	2,252	USD	69.180	70.890	1.710	2	159,703	257
3/14/16		7/04/16	112		- cash -
	7/04/16	11/14/16	133		California Water	100	4,506	USD	35.440	33.050	-2.390	-7	148,933	-17
11/14/16		11/21/16	7		- cash -
	11/21/16	1/16/17	56		STMicroelectronics	100	16,585	EUR	8.980	10.780	1.800	20	178,786	229
1/16/17		2/20/17	35		- cash -
	2/20/17	11/13/17	266		STMicroelectronics	100	13,160	EUR	13.585	20.375	6.790	50	268,143	74
11/13/17		11/20/17	7		- cash -
	11/20/17	11/27/17	7		First Solar	100	4,391	USD	61.060	61.650	0.590	1	270,733	65
11/27/17		12/04/17	7		- cash -
	12/04/17	3/05/18	91		First Solar	100	4,727	USD	57.270	66.050	8.780	15	312,237	77
3/05/18		4/23/18	49		- cash -
	4/23/18	5/28/18	35		Solaria Energía	100	89,852	EUR	3.475	4.050	0.575	17	363,901	394
5/28/18		6/18/18	21		- cash -
	6/18/18	6/25/18	7		Solaria Energía	100	58,317	EUR	6.240	6.370	0.130	2	371,483	193
6/25/18		7/16/18	21		- cash -
	7/16/18	10/08/18	84		Solaria Energía	100	62,224	EUR	5.970	5.700	-0.270	-5	354,682	-18
10/08/18		3/18/19	161		- cash -
	3/18/19	8/05/19	140		Scatec	100	4,278	NOK	82.900	96.450	13.550	16	412,649	48
8/05/19		8/19/19	14		- cash -
	8/19/19	8/26/19	7		SunPower	100	31,190	USD	13.230	13.150	-0.080	-1	410,154	-27
8/26/19		9/02/19	7		- cash -
	9/02/19	11/04/19	63		SunPower	100	32,759	USD	12.520	8.300	-4.220	-34	271,911	-91
	11/04/19	3/09/20	126		Solaria Energía	100	38,270	EUR	7.105	8.150	1.045	15	311,903	49
3/09/20		8/17/20	161		- cash -
	8/17/20	3/08/21	203		Solaria Energía	100	21,392	EUR	14.580	17.450	2.870	20	373,298	38
	3/08/21	7/19/21	133		SunPower	100	12,832	USD	29.090	23.340	-5.750	-20	299,514	-45
	7/19/21	9/20/21	63		Sonova	100	870	CHF	343.900	374.900	31.000	9	326,484	65
9/20/21		10/25/21	35		- cash -
	10/25/21	12/13/21	49		Sonova	100	859	CHF	379.700	343.100	-36.600	-10	295,045	-53
12/13/21		12/27/21	14		- cash -
	12/27/21	1/03/22	7		Dassault Systèmes	100	5,556	EUR	53.100	50.820	-2.280	-4	282,377	-90
1/03/22		8/15/22	224		- cash -
	8/15/22	8/22/22	7		First Solar	100	2,388	USD	118.220	114.480	-3.740	-3	273,446	-81
8/22/22		12/12/22	112		- cash -
	12/12/22	12/19/22	7		First Solar	100	1,819	USD	150.280	156.770	6.490	4	285,251	807
12/19/22		2/13/23	56		- cash -
	2/13/23	2/20/23	7		First Solar	100	1,705	USD	167.260	164.280	-2.980	-2	280,170	-61
2/20/23		2/27/23	7		- cash -
	2/27/23	4/24/23	56		First Solar	100	1,686	USD	166.110	209.900	43.790	26	354,000	360
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
4/24/23		12/04/23	224		- cash -
	12/04/23	6/03/24	182		Steelcase	100	28,456	USD	12.440	13.760	1.320	11	391,562	22
6/03/24		11/21/24	171		- cash -
accum	1/02/06	6/03/24	4088	days out of 6898 invested (59%)							3,816		391,562	39

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Nordex	long	1/02/06	6/12/06	161	5.14	11.37	6.23	121.21
		6/26/06	7/03/06	7	11.88	11.41	-0.47	-3.96
		10/09/06	7/30/07	294	10.87	30.59	19.72	181.42
		9/03/07	9/10/07	7	33.89	31.90	-1.99	-5.87
		7/07/14	9/01/14	56	15.88	13.81	-2.07	-13.04
		11/23/15	11/30/15	7	30.34	31.80	1.47	4.83
		12/07/15	12/14/15	7	32.60	31.20	-1.40	-4.29	391.02
Smurfit Kappa		6/22/09	5/31/10	343	3.71	6.23	2.52	67.92
		9/10/12	9/02/13	357	7.18	15.74	8.56	119.22
		1/26/15	7/27/15	182	22.24	26.70	4.46	20.05	341.95
STMicroelectronics		11/21/16	1/16/17	56	8.98	10.78	1.80	20.04
		2/20/17	11/13/17	266	13.59	20.38	6.79	49.98	80.04
Lenzing		12/06/10	6/06/11	182	63.38	100.15	36.77	58.01
		7/04/11	7/18/11	14	90.90	85.00	-5.90	-6.49	47.75
Solaria Energía		4/14/14	7/07/14	84	1.22	0.98	-0.25	-20.08
		4/23/18	5/28/18	35	3.48	4.05	0.58	16.55
		6/18/18	6/25/18	7	6.24	6.37	0.13	2.08
		7/16/18	10/08/18	84	5.97	5.70	-0.27	-4.52
		11/04/19	3/09/20	126	7.11	8.15	1.05	14.71
		8/17/20	3/08/21	203	14.58	17.45	2.87	19.68	24.63
First Solar		8/11/08	9/01/08	21	264.92	236.01	-28.91	-10.91
		2/01/16	2/08/16	7	69.13	64.18	-4.95	-7.16
		3/07/16	3/14/16	7	69.18	70.89	1.71	2.47
		11/20/17	11/27/17	7	61.06	61.65	0.59	0.97
		12/04/17	3/05/18	91	57.27	66.05	8.78	15.33
		8/15/22	8/22/22	7	118.22	114.48	-3.74	-3.16
		12/12/22	12/19/22	7	150.28	156.77	6.49	4.32
		2/13/23	2/20/23	7	167.26	164.28	-2.98	-1.78
		2/27/23	4/24/23	56	166.11	209.90	43.79	26.36	23.73
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Scatec		3/18/19	8/05/19	140	82.90	96.45	13.55	16.34	16.34
Steelcase		12/04/23	6/03/24	182	12.44	13.76	1.32	10.61	10.61
Drägerwerk		6/14/10	6/28/10	14	53.41	49.26	-4.15	-7.78
		7/12/10	8/02/10	21	46.40	53.89	7.49	16.14	7.11
Union Pacific		10/27/14	1/12/15	77	114.79	113.97	-0.82	-0.71	-0.71
Intel		1/16/12	4/09/12	84	25.04	27.76	2.72	10.86
		9/01/14	10/13/14	42	34.57	31.47	-3.10	-8.97
		1/12/15	1/26/15	14	36.60	35.81	-0.80	-2.17	-1.27
Sonova		7/19/21	9/20/21	63	343.90	374.90	31.00	9.01
		10/25/21	12/13/21	49	379.70	343.10	-36.60	-9.64	-1.49
Coloplast		6/18/12	6/25/12	7	209.00	207.00	-2.00	-0.96
		8/13/12	8/20/12	7	234.40	232.20	-2.20	-0.94	-1.89
Dassault Systèmes		12/27/21	1/03/22	7	53.10	50.82	-2.28	-4.29	-4.29
California Water		7/04/16	11/14/16	133	35.44	33.05	-2.39	-6.74	-6.74
Fabege		10/18/10	11/29/10	42	35.60	32.25	-3.35	-9.41	-9.41
Henkel		4/16/12	6/04/12	49	55.73	49.25	-6.49	-11.64	-11.64
BillerudKorsnäs		5/04/09	6/15/09	42	24.88	21.80	-3.07	-12.36	-12.36
SunPower		8/13/07	8/20/07	7	71.76	65.55	-6.21	-8.65
		9/09/13	4/14/14	217	23.81	26.53	2.72	11.42
		8/19/19	8/26/19	7	13.23	13.15	-0.08	-0.60
		9/02/19	11/04/19	63	12.52	8.30	-4.22	-33.71
		3/08/21	7/19/21	133	29.09	23.34	-5.75	-19.77	-46.19

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


	is taking down something concerning