| |
| |
Assessment - GCX Global Challenges - 3/25/24 - RS = 29
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
9/04/23 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| | |
|
|
|
|
|
GCX PR |
3,124.770 |
17:40 |
0.15 |
3,063.100 |
2.01 |
2,825.190 |
237.910 |
8.42 |
EUR |
6.72 |
| | |
|
|
|
L |
|
Interface |
16.820 |
20:00 |
-2.89 |
17.210 |
-2.27 |
10.630 |
6.580 |
61.90 |
USD |
77.69 |
| | |
|
|
|
L |
|
MillerKnoll |
24.760 |
20:00 |
-18.90 |
29.880 |
-17.14 |
19.370 |
10.510 |
54.26 |
USD |
44.81 |
| | |
|
|
|
|
|
Steelcase |
13.080 |
20:00 |
1.63 |
12.560 |
4.14 |
9.170 |
3.390 |
36.97 |
USD |
30.23 |
| | |
|
|
|
L |
|
ConvaTec |
286.400 |
16:35 |
-0.97 |
287.200 |
-0.28 |
230.000 |
57.200 |
24.87 |
GBP |
28.56 |
| | |
|
|
|
|
|
FirstGroup |
180.400 |
16:58 |
-1.85 |
181.000 |
-0.33 |
147.500 |
33.500 |
22.71 |
GBP |
25.62 |
| | |
|
|
|
L |
|
Rockwool |
2,269.000 |
15:59 |
2.21 |
2,212.000 |
2.58 |
1,763.500 |
448.500 |
25.43 |
DKK |
25.30 |
| | |
|
|
|
|
|
Benesse |
2,586.000 |
06:15 |
-0.19 |
2,585.000 |
0.04 |
1,873.000 |
712.000 |
38.01 |
JPY |
24.55 |
| | |
|
|
|
L |
|
Smurfit Kappa |
42.270 |
16:30 |
0.36 |
41.880 |
0.93 |
38.170 |
3.710 |
9.72 |
EUR |
22.64 |
| | |
|
|
|
L |
|
Swiss Re |
115.950 |
16:30 |
-0.69 |
115.400 |
0.48 |
85.080 |
30.320 |
35.64 |
CHF |
22.46 |
| | |
|
|
|
L |
|
Hannover Rück |
253.700 |
16:35 |
0.12 |
247.500 |
2.51 |
194.650 |
52.850 |
27.15 |
EUR |
20.75 |
| | |
|
|
|
L |
|
Pearson |
1,042.000 |
16:35 |
0.68 |
1,034.500 |
0.72 |
851.200 |
183.300 |
21.53 |
GBP |
16.14 |
| | |
|
|
|
L |
|
Kurita Water |
6,254.000 |
06:15 |
0.40 |
6,250.000 |
0.06 |
5,690.000 |
560.000 |
9.84 |
JPY |
13.95 |
| | |
|
|
|
L |
|
Hannon Armstrong SIC |
28.400 |
20:00 |
1.46 |
27.120 |
4.72 |
23.070 |
4.050 |
17.56 |
USD |
13.93 |
| | |
|
|
|
|
|
Intel |
44.170 |
20:00 |
0.91 |
41.830 |
5.59 |
36.610 |
5.220 |
14.26 |
USD |
13.68 |
| | |
|
|
|
L |
|
Coloplast |
932.400 |
15:59 |
0.54 |
932.200 |
0.02 |
804.800 |
127.400 |
15.83 |
DKK |
13.37 |
| | |
|
|
|
|
|
Xerox |
17.900 |
20:00 |
0.85 |
17.500 |
2.29 |
16.480 |
1.020 |
6.19 |
USD |
13.23 |
| | |
|
|
|
|
|
Fabege |
100.100 |
11:59 |
-0.25 |
99.160 |
0.95 |
94.080 |
5.080 |
5.40 |
SEK |
13.19 |
| | |
|
|
|
|
|
CSX |
37.070 |
20:00 |
0.62 |
36.840 |
0.62 |
30.630 |
6.210 |
20.27 |
USD |
13.13 |
| | |
|
|
|
L |
|
Ricoh |
1,341.500 |
06:15 |
-0.15 |
1,335.500 |
0.45 |
1,207.000 |
128.500 |
10.65 |
JPY |
12.96 |
| | |
|
|
|
|
|
Union Pacific |
245.930 |
20:00 |
0.53 |
243.850 |
0.85 |
221.030 |
22.820 |
10.32 |
USD |
11.95 |
| | |
|
|
|
L |
|
Nordex |
12.160 |
16:41 |
0.08 |
12.055 |
0.87 |
10.890 |
1.165 |
10.70 |
EUR |
10.71 |
| | |
|
|
|
L |
|
Cdn Nat Railway |
178.370 |
20:00 |
-0.15 |
176.290 |
1.18 |
153.910 |
22.380 |
14.54 |
CAD |
10.69 |
| | |
|
|
|
L |
|
Geberit |
533.000 |
16:30 |
0.04 |
529.800 |
0.60 |
456.400 |
73.400 |
16.08 |
CHF |
9.75 |
| | |
|
|
|
L |
|
Siemens Healthineers |
56.720 |
16:35 |
0.60 |
55.260 |
2.64 |
45.570 |
9.690 |
21.26 |
EUR |
8.06 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
9/04/23 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| | |
|
|
|
|
|
Drägerwerk |
50.900 |
16:35 |
-0.39 |
49.200 |
3.46 |
44.850 |
4.350 |
9.70 |
EUR |
5.13 |
| | |
|
|
|
|
|
bioMérieux |
102.250 |
16:35 |
1.04 |
100.600 |
1.64 |
95.660 |
4.940 |
5.16 |
EUR |
4.69 |
| | |
|
|
|
L |
|
Konica Minolta |
493.700 |
06:15 |
0.76 |
496.900 |
-0.64 |
460.000 |
36.900 |
8.02 |
JPY |
4.61 |
| | |
|
|
|
|
|
Signify |
28.580 |
16:35 |
0.81 |
27.910 |
2.40 |
26.010 |
1.900 |
7.30 |
EUR |
4.51 |
| | |
|
|
|
|
|
Scatec |
72.150 |
12:05 |
-0.28 |
73.000 |
-1.16 |
69.500 |
3.500 |
5.04 |
NOK |
4.20 |
| | |
|
|
|
|
|
Dassault Systèmes |
41.040 |
16:35 |
-0.44 |
41.165 |
-0.30 |
36.680 |
4.485 |
12.23 |
EUR |
3.83 |
| | |
|
|
|
|
|
Sonova |
261.100 |
16:30 |
-0.72 |
256.900 |
1.63 |
232.900 |
24.000 |
10.30 |
CHF |
3.32 |
| | |
|
|
|
|
|
Henkel |
74.500 |
16:35 |
-0.24 |
73.700 |
1.09 |
70.580 |
3.120 |
4.42 |
EUR |
2.94 |
| | |
|
|
|
|
|
United Utilities |
1,029.000 |
16:39 |
-1.58 |
1,052.000 |
-2.19 |
932.000 |
120.000 |
12.88 |
GBP |
2.78 |
| | |
|
|
|
|
|
Medtronic |
87.150 |
20:00 |
0.26 |
83.240 |
4.70 |
82.130 |
1.110 |
1.35 |
USD |
1.00 |
| | |
|
|
|
|
|
BillerudKorsnäs |
96.020 |
11:59 |
-0.93 |
94.080 |
2.06 |
90.380 |
3.700 |
4.09 |
SEK |
0.25 |
| | |
|
|
|
|
|
Severn Trent |
2,470.000 |
17:41 |
-2.76 |
2,550.000 |
-3.14 |
2,381.000 |
169.000 |
7.10 |
GBP |
-1.73 |
| | |
|
|
|
S |
|
Gecina |
94.650 |
16:36 |
0.37 |
93.950 |
0.75 |
97.450 |
-3.500 |
-3.59 |
EUR |
-3.89 |
| | |
|
|
|
S |
|
STMicroelectronics |
39.920 |
16:38 |
-1.26 |
39.895 |
0.06 |
43.475 |
-3.580 |
-8.23 |
EUR |
-5.82 |
| | |
|
|
|
L |
|
Befesa |
31.880 |
16:35 |
-0.69 |
30.500 |
4.52 |
34.340 |
-3.840 |
-11.18 |
EUR |
-7.37 |
| | |
|
|
|
|
|
Smith and Nephew |
991.600 |
17:41 |
-4.97 |
1,018.500 |
-2.64 |
1,055.000 |
-36.500 |
-3.46 |
GBP |
-7.54 |
| | |
|
|
|
|
|
Pennon Group |
647.500 |
16:35 |
-1.30 |
657.000 |
-1.45 |
635.500 |
21.500 |
3.38 |
GBP |
-8.19 |
| | |
|
|
|
L |
|
First Solar |
168.800 |
20:00 |
0.81 |
154.770 |
9.07 |
186.370 |
-31.600 |
-16.96 |
USD |
-9.67 |
| | |
|
|
|
|
|
California Water |
46.480 |
20:00 |
-0.41 |
45.700 |
1.71 |
49.010 |
-3.310 |
-6.75 |
USD |
-10.36 |
| | |
|
|
|
|
|
Ormat Technologies |
66.190 |
20:00 |
-0.15 |
65.630 |
0.85 |
75.700 |
-10.070 |
-13.30 |
USD |
-11.06 |
| | |
|
|
|
|
|
Aurubis |
65.180 |
16:35 |
0.34 |
65.160 |
0.03 |
68.700 |
-3.540 |
-5.15 |
EUR |
-11.31 |
| | |
|
|
|
L |
|
Ørsted |
384.400 |
15:59 |
2.56 |
377.300 |
1.88 |
431.400 |
-54.100 |
-12.54 |
DKK |
-13.30 |
| | |
|
|
|
L |
|
Lenzing |
32.050 |
16:35 |
-0.77 |
30.750 |
4.23 |
43.500 |
-12.750 |
-29.31 |
EUR |
-22.80 |
| | |
|
|
|
S |
|
EDP Renováveis |
12.545 |
16:35 |
-2.75 |
12.570 |
-0.20 |
16.755 |
-4.185 |
-24.98 |
EUR |
-24.79 |
| | |
|
|
|
S |
|
Solaria Energía |
10.105 |
16:35 |
-1.13 |
9.964 |
1.42 |
13.350 |
-3.386 |
-25.36 |
EUR |
-29.69 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
9/04/23 |
prc diff |
⇓ Δ29 |
Curr |
∅-RS |
| | |
|
|
|
S |
|
SunPower |
3.000 |
20:00 |
4.53 |
2.570 |
16.73 |
7.290 |
-4.720 |
-64.75 |
USD |
-54.85 |
GCX - 50 out of 50 instruments rated - 3/25/24 / 9/04/23 - 37 did rise, Market-Ratio(29) = 74.00 % |
Technical Chart
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 |
3/28/24 |
1011 |
|
|
|
bioMérieux |
100 |
0 |
EUR |
91.820 |
102.250 |
81.390 |
-10.430 |
-11 |
2 |
0 |
|
accum | 1/09/06 |
3/28/24 | 6653 |
days out of 6660 invested (100%) |
-100 |
2 |
-37 |
|
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 | 3/28/24 | 1011 | 91.82 | 102.25 | 81.39 | -10.43 | -11.36 | | | -11.36 |
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
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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