Share-o-matic - Assessment GCX (GCX Global Challenges)

Assessment - GCX Global Challenges in Pound sterling - 12/11/06 - RS = 29

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	12/11/06	⇓ Δwk	5/22/06	prc diff	⇓ Δ29	∅-RS
	S	GCX PR	1,828.423	8/12/24	-1.05	675.400		679.800	-4.400	-0.65	-1.00
		Nordex	8.875	8/12/24	-2.81	8.780		7.036	1.744	24.79	34.07
	L	Geberit	221.907	8/12/24	-0.72	76.148		53.571	22.577	42.15	31.41
		Interface	8.343	8/12/24	-0.79	7.811		6.363	1.448	22.76	22.09
	L	Sonova	118.042	8/12/24	-1.52	39.050		29.672	9.379	31.61	24.37
	L	Lenzing	20.498	8/12/24	0.83	22.425		18.115	4.310	23.79	24.20
	S	FirstGroup	161.800	8/12/24	0.87	449.642		310.428	139.214	44.85	24.97
	L	Rockwool	248.565	8/12/24	-0.22	80.711		56.528	24.183	42.78	22.27
	S	Konica Minolta	1.580	8/09/24	2.75	7.665		6.369	1.296	20.35	14.36
	S	Severn Trent	2,514.000	8/12/24	-0.63	1,490.000		1,106.000	384.000	34.72	22.18
	S	Fabege	6.715	8/12/24	-2.01	3.417		2.218	1.199	54.05	23.69
	S	Pennon Group	587.500	8/12/24	-0.84	556.000		408.333	147.667	36.16	21.56
	L	Adtalem	36.555	8/12/24	-0.85	13.950		12.998	0.952	7.32	13.33
	S	CSX	17.137	8/12/24	-1.47	2.086		1.971	0.116	5.88	11.59
	L	SunPower	0.102	8/12/24	-4.76	19.889		15.669	4.220	26.93	11.84
		MillerKnoll	13.883	8/12/24	-3.49	18.242		15.504	2.738	17.66	10.09
		Coloplast	80.113	8/12/24	0.25	8.843		7.421	1.422	19.17	15.43
	L	Henkel	52.722	8/12/24	0.75	24.762		20.153	4.609	22.87	15.06
		Gecina	62.880	8/12/24	-0.64	80.170		63.867	16.303	25.53	14.66
	S	United Utilities	988.800	8/12/24	-0.12	786.500		645.000	141.500	21.94	15.20
	S	Xerox	4.967	8/12/24	-2.51	34.765		29.156	5.609	19.24	7.68
	L	Kurita Water	24.777	8/09/24	-9.14	11.733		10.909	0.824	7.55	7.13
		Swiss Re	44.144	8/12/24	0.10	44.016		36.362	7.654	21.05	8.44
		Hannover Rück	153.586	8/12/24	5.23	22.383		18.409	3.974	21.59	9.04
	L	Ormat Technologies	36.683	8/12/24	-1.10	19.823		18.627	1.196	6.42	2.67
		⇓instrument	freshest		⇓ Δday	12/11/06	⇓ Δwk	5/22/06	prc diff	⇓ Δ29	∅-RS
		Steelcase	6.287	8/12/24	-1.76	9.259		10.130	-0.871	-8.60	2.39
	S	bioMérieux	65.277	8/12/24	-0.67	11.482		9.970	1.511	15.16	7.10
		Drägerwerk	30.900	8/12/24	0.44	35.789		31.101	4.689	15.08	7.03
	S	Union Pacific	121.110	8/12/24	-0.32	12.007		12.272	-0.265	-2.16	0.78
	L	BillerudKorsnäs	7.889	8/12/24	0.95	4.983		4.016	0.967	24.06	8.92
	S	Medtronic	41.533	8/12/24	-1.04	27.583		25.842	1.741	6.74	0.12
		Cdn Nat Railway	67.731	8/12/24	-0.01	10.905		11.148	-0.243	-2.18	-3.29
		Pearson	1,034.500	8/12/24	-0.72	772.000		695.000	77.000	11.08	4.71
	L	California Water	26.769	8/12/24	-0.42	10.303		10.133	0.170	1.68	-2.34
	S	Intel	9.904	8/12/24	-1.78	10.589		9.582	1.007	10.51	-3.42
		Smith and Nephew	1,156.000	8/12/24	-0.86	496.000		426.000	70.000	16.43	3.04
	L	Aurubis	43.496	8/12/24	1.02	14.467		12.644	1.823	14.42	0.72
		STMicroelectronics	18.138	8/12/24	0.47	9.327		8.511	0.816	9.59	-0.30
		Ricoh	5.517	8/09/24	2.12	9.653		10.504	-0.851	-8.10	-7.49
	S	Dassault Systèmes	22.646	8/12/24	-0.03	2.754		2.708	0.047	1.72	-7.28
		Befesa	17.925	8/12/24	0.15						-na-
		ConvaTec	231.600	8/12/24	-0.17						-na-
	L	EDP Renováveis	9.462	8/12/24	-0.92						-na-
	L	First Solar	112.147	8/12/24	3.51	14.861					-na-
	L	Hannon Armstrong SIC	15.454	8/12/24	-1.63						-na-
	L	Ørsted	37.819	8/12/24	0.63						-na-
	L	Scatec	7.020	8/12/24	-1.46						-na-
		Siemens Healthineers	33.959	8/12/24	0.08						-na-
		Signify	14.116	8/12/24	-0.76						-na-
		Smurfit Kappa	24.010	8/12/24	-0.97						-na-
		⇓instrument	freshest		⇓ Δday	12/11/06	⇓ Δwk	5/22/06	prc diff	⇓ Δ29	∅-RS
	L	Solaria Energía	7.463	8/12/24	1.47						-na-
GCX - 39 out of 50 instruments rated - 12/11/06 / 5/22/06 - 35 did rise, Market-Ratio(29) in GBP = 89.74 %

Technical Chart

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

1/04/21	scale up chart	7/01/24

Transactions GCX Global Challenges in Pound sterling * A29 - 86/76 (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		1/09/06	7		- cash -
long	1/09/06	5/29/06	140		Nordex	100	2,461	4.063	10.482		6.419	158	25,797	1,083
short	5/29/06	12/11/06	196		Intel	100	2,692	9.580	10.589	8.572	-1.009	-11	23,082	-19
long	12/11/06	6/11/07	182		Vestas Wind Systems	100	5,410	4.267	6.774		2.507	59	36,647	153
short	6/11/07	8/24/09	805		AMD	100	5,190	7.061	2.423	20.576	13.515	191	106,791	62
long	8/24/09	12/21/09	119		Renault	100	3,623	29.475	30.789		1.314	4	111,554	14
short	12/21/09	2/27/12	798		REC Silicon	100	3,493	31.935	4.160	245.175	213.240	668	856,402	154
long	2/27/12	4/23/12	56		CA	100	50,290	17.029	16.413		-0.617	-4	825,397	-21
short	4/23/12	2/11/13	294		REC Silicon	100	289,458	2.852	0.869	9.362	6.511	228	2,709,964	338
long	2/11/13	11/25/13	287		SunPower	100	453,708	5.973	18.251		12.278	206	8,280,566	314
short	11/25/13	1/06/14	42		Aurubis	100	233,355	35.485	36.405	34.565	-0.920	-3	8,065,943	-20
long	1/06/14	2/03/14	28		Vestas Wind Systems	100	1,947,074	4.143	3.972		-0.170	-4	7,734,122	-42
short	2/03/14	3/03/14	28		Aurubis	100	229,678	33.674	32.045	35.385	1.712	5	8,127,229	91
long	3/03/14	4/14/14	42		Vestas Wind Systems	100	1,970,750	4.124	4.831		0.707	17	9,520,769	296
short	4/14/14	4/28/14	14		EJR	100	67,136,780	0.142	0.142	0.142	0.000	0	9,540,137	5
long	4/28/14	5/19/14	21		Vestas Wind Systems	100	1,878,856	5.078	5.723		0.646	13	10,753,355	701
short	5/19/14	3/02/15	287		Energy Recovery	100	3,944,604	2.726	2.239	3.319	0.593	22	13,093,326	28
long	3/02/15	6/01/15	91		Shimano	100	12,926,843	1.013	0.933		-0.080	-8	12,061,485	-28
short	6/01/15	10/05/20	1953		REC Silicon	100	9,054,832	1.332	0.422	4.209	2.876	216	38,107,262	24
long	10/05/20	11/02/20	28		SunPower	100	3,179,694	11.985	13.049		1.065	9	41,492,943	203
short	11/02/20	4/05/21	154		Konica Minolta	100	1990,877,300	0.021	0.038	0.003	-0.017	-84	6,768,983	-99
long	4/05/21	6/21/21	77		REC Silicon	100	4,169,238	1.624	1.491		-0.133	-8	6,214,689	-33
short	6/21/21	5/13/24	1057		bioMérieux	100	79,087	78.580	83.348	73.811	-4.769	-6	5,837,550	-2
long	5/13/24	5/27/24	14		Interface	100	460,164	12.686	12.260		-0.426	-3	5,641,556	-59
short	5/27/24	8/12/24	77		SunPower	100	2,467,866	2.286	0.158	33.032	30.746	1,345	81,518,304	> 999,999
accum	1/09/06	8/12/24	7271	days out of 7278 invested (100%)							815,083		81,518,304	57

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	31.93	4.16	245.18	213.24	667.73
	short	4/23/12	2/11/13	294	2.85	0.87	9.36	6.51	228.32
	short	6/01/15	10/05/20	1953	1.33	0.42	4.21	2.88	215.94
	long	4/05/21	6/21/21	77	1.62	1.49		-0.13	-8.19	7,211.62
SunPower	long	2/11/13	11/25/13	287	5.97	18.25		12.28	205.56
	long	10/05/20	11/02/20	28	11.98	13.05		1.06	8.88
	short	5/27/24	8/12/24	77	2.29	0.16	33.03	30.75	1,344.96	4,707.50
AMD	short	6/11/07	8/24/09	805	7.06	2.42	20.58	13.52	191.42	191.42
Nordex	long	1/09/06	5/29/06	140	4.06	10.48		6.42	157.99	157.99
Vestas Wind Systems	long	12/11/06	6/11/07	182	4.27	6.77		2.51	58.77
	long	1/06/14	2/03/14	28	4.14	3.97		-0.17	-4.11
	long	3/03/14	4/14/14	42	4.12	4.83		0.71	17.15
	long	4/28/14	5/19/14	21	5.08	5.72		0.65	12.72	101.02
Energy Recovery	short	5/19/14	3/02/15	287	2.73	2.24	3.32	0.59	21.76	21.76
Renault	long	8/24/09	12/21/09	119	29.47	30.79		1.31	4.46	4.46
Aurubis	short	11/25/13	1/06/14	42	35.48	36.40	34.57	-0.92	-2.59
	short	2/03/14	3/03/14	28	33.67	32.04	35.39	1.71	5.08	2.36
EJR	short	4/14/14	4/28/14	14	0.14	0.14	0.14	0.00	0.20	0.20
Interface	long	5/13/24	5/27/24	14	12.69	12.26		-0.43	-3.36	-3.36
CA	long	2/27/12	4/23/12	56	17.03	16.41		-0.62	-3.62	-3.62
bioMérieux	short	6/21/21	5/13/24	1057	78.58	83.35	73.81	-4.77	-6.07	-6.07
Shimano	long	3/02/15	6/01/15	91	1.01	0.93		-0.08	-7.88	-7.88
Intel	short	5/29/06	12/11/06	196	9.58	10.59	8.57	-1.01	-10.53	-10.53
Konica Minolta	short	11/02/20	4/05/21	154	0.02	0.04	0.00	-0.02	-83.69	-83.69

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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