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

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						S		GCX PR	2,296.953	8/12/24	-1.05	2,424.987	-5.28	2,676.674	-251.687	-9.40		-3.13
						L		First Solar	173.417	8/12/24	3.51	176.169	-1.56	135.262	40.907	30.24		29.56
						L		Rockwool	312.199	8/12/24	-0.22	321.301	-2.83	230.505	90.796	39.39		44.07
								Interface	12.902	8/12/24	-0.79	11.525	11.94	9.908	1.617	16.32		25.11
						L		Adtalem	56.527	8/12/24	-0.85	53.212	6.23	46.173	7.039	15.24		35.20
						L		Hannon Armstrong SIC	23.897	8/12/24	-1.63	22.726	5.15	21.654	1.072	4.95		18.03
						L		Scatec	6.269	8/12/24	-1.46	6.366	-1.51	6.369	-0.003	-0.05		20.18
						L		Kurita Water	27.583	8/09/24	-9.14	33.604	-17.92	30.636	2.968	9.69		12.00
								Smurfit Kappa	30.163	8/12/24	-0.97	35.296	-14.54	31.189	4.107	13.17		13.82
						L		Henkel	66.232	8/12/24	0.75	70.542	-6.11	63.335	7.207	11.38		13.29
								Steelcase	9.722	8/12/24	-1.76	10.252	-5.17	10.615	-0.363	-3.42		17.26
								Swiss Re	91.040	8/12/24	0.10	98.394	-7.47	88.629	9.765	11.02		11.56
								Nordex	11.149	8/12/24	-2.81	9.766	14.16	9.040	0.725	8.02		1.28
						L		Geberit	457.653	8/12/24	-0.72	463.255	-1.21	505.193	-41.938	-8.30		5.46
								Ricoh	6.142	8/09/24	2.12	6.874	-10.65	6.011	0.863	14.36		3.23
						L		Sonova	243.445	8/12/24	-1.52	245.371	-0.78	257.189	-11.818	-4.60		9.55
								MillerKnoll	21.468	8/12/24	-3.49	20.931	2.57	20.947	-0.017	-0.08		12.67
						L		BillerudKorsnäs	7.878	8/12/24	0.95	7.324	7.57	8.000	-0.676	-8.45		4.14
								Hannover Rück	192.942	8/12/24	5.23	204.396	-5.60	188.023	16.373	8.71		9.91
								Coloplast	100.623	8/12/24	0.25	94.707	6.25	90.056	4.651	5.16		0.92
								ConvaTec	231.600	8/12/24	-0.17	236.400	-2.03	244.200	-7.800	-3.19		4.59
								Drägerwerk	38.818	8/12/24	0.44	42.381	-8.41	45.028	-2.647	-5.88		2.48
						L		Ormat Technologies	56.724	8/12/24	-1.10	54.739	3.63	59.505	-4.766	-8.01		-1.65
								Siemens Healthineers	42.661	8/12/24	0.08	45.682	-6.61	45.724	-0.042	-0.09		4.23
								Pearson	1,034.500	8/12/24	-0.72	983.600	5.17	964.200	19.400	2.01		2.82
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								Cdn Nat Railway	87.612	8/12/24	-0.01	93.057	-5.85	98.912	-5.854	-5.92		-2.47
						L		Aurubis	54.641	8/12/24	1.02	65.799	-16.96	64.552	1.247	1.93		7.00
						L		Lenzing	25.751	8/12/24	0.83	28.169	-8.58	30.903	-2.733	-8.85		-6.78
						S		United Utilities	988.800	8/12/24	-0.12	986.800	0.20	1,059.500	-72.700	-6.86		-0.72
						S		CSX	26.499	8/12/24	-1.47	26.571	-0.27	27.220	-0.650	-2.39		0.26
						S		Medtronic	64.223	8/12/24	-1.04	61.004	5.28	64.679	-3.675	-5.68		-6.07
						S		Union Pacific	187.275	8/12/24	-0.32	177.870	5.29	192.843	-14.973	-7.76		-1.66
						L		California Water	41.394	8/12/24	-0.42	38.262	8.19	40.740	-2.478	-6.08		-1.76
								STMicroelectronics	22.786	8/12/24	0.47	30.753	-25.91	39.330	-8.577	-21.81		-13.33
						L		Ørsted	47.501	8/12/24	0.63	42.780	11.04	43.663	-0.883	-2.02		-6.45
						S		FirstGroup	161.800	8/12/24	0.87	162.900	-0.68	175.000	-12.100	-6.91		-4.11
								Befesa	22.518	8/12/24	0.15	27.168	-17.11	30.598	-3.430	-11.21		0.40
						S		Severn Trent	2,514.000	8/12/24	-0.63	2,394.000	5.01	2,579.000	-185.000	-7.17		-5.11
						S		Konica Minolta	1.759	8/09/24	2.75	2.213	-20.51	2.291	-0.078	-3.41		-11.84
						S		bioMérieux	82.005	8/12/24	-0.67	76.108	7.75	87.449	-11.341	-12.97		-8.18
						S		Fabege	6.706	8/12/24	-2.01	6.197	8.22	8.453	-2.256	-26.69		-7.75
								Smith and Nephew	1,156.000	8/12/24	-0.86	975.600	18.49	1,078.500	-102.900	-9.54		-6.12
								Gecina	78.993	8/12/24	-0.64	75.047	5.26	95.707	-20.659	-21.59		-10.43
						L		Solaria Energía	9.376	8/12/24	1.47	9.842	-4.74	16.177	-6.335	-39.16		-11.63
						S		Xerox	7.681	8/12/24	-2.51	9.136	-15.93	14.391	-5.255	-36.52		-25.87
						S		Dassault Systèmes	28.449	8/12/24	-0.03	29.272	-2.81	38.452	-9.180	-23.87		-13.99
						L		EDP Renováveis	11.887	8/12/24	-0.92	11.268	5.50	16.103	-4.836	-30.03		-13.54
						S		Pennon Group	587.500	8/12/24	-0.84	584.500	0.51	751.500	-167.000	-22.22		-12.35
								Signify	17.733	8/12/24	-0.76	20.024	-11.44	26.356	-6.332	-24.03		-12.02
						S		Intel	15.314	8/12/24	-1.78	24.395	-37.22	39.453	-15.057	-38.17		-18.28
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						L		SunPower	0.158	8/12/24	-4.76	2.144	-92.62	3.792	-1.648	-43.47		-32.66
GCX - 50 out of 50 instruments rated - 7/01/24 / 1/01/24 - 15 did rise, Market-Ratio(26) in GBP = 30.00 %

 

 

Transactions GCX Global Challenges in Pound sterling * 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	1,692		5.907	6.116		0.209	4	10,354	148
2/20/06		2/27/06	7				- cash -
	2/27/06	5/15/06	77				Nordex	100	1,677		6.171	12.945		6.774	110	21,714	3,250
5/15/06		5/29/06	14				- cash -
short	5/29/06	12/11/06	196				Intel	100	2,266		9.580	10.589	8.572	-1.009	-11	19,429	-19
12/11/06		3/19/07	98				- cash -
long	3/19/07	4/02/07	14				Nordex	100	1,143		16.996	16.266		-0.730	-4	18,594	-68
4/02/07		4/16/07	14				- cash -
	4/16/07	6/04/07	49				Nordex	100	965		19.251	19.484		0.233	1	18,819	9
6/04/07		6/11/07	7				- cash -
	6/11/07	6/25/07	14				Nordex	100	1,011		18.599	18.345		-0.254	-1	18,562	-30
6/25/07		7/23/07	28				- cash -
	7/23/07	7/30/07	7				REC Silicon	100	121		152.861	140.391		-12.470	-8	17,053	-99
7/30/07		6/15/09	686				- cash -
	6/15/09	6/22/09	7				Kingfisher	100	9,232		1.847	1.723		-0.124	-7	15,908	-97
6/22/09		7/13/09	21				- cash -
	7/13/09	11/02/09	112				Kingfisher	100	8,217		1.936	2.230		0.294	15	18,324	59
11/02/09		11/09/09	7				- cash -
	11/09/09	12/14/09	35				AMD	100	5,844		3.135	5.338		2.202	70	31,194	25,576
12/14/09		12/21/09	7				- cash -
short	12/21/09	2/27/12	798				REC Silicon	100	976		31.935	4.160	245.175	213.240	668	239,316	154
2/27/12		3/19/12	21				- cash -
long	3/19/12	3/26/12	7				Renault	100	6,925		34.557	34.192		-0.365	-1	236,790	-43
3/26/12		4/09/12	14				- cash -
	4/09/12	4/23/12	14				Hain Celestial	100	17,073		13.869	14.021		0.152	1	239,383	33
short	4/23/12	2/11/13	294				REC Silicon	100	83,949		2.852	0.869	9.362	6.511	228	785,947	338
long	2/11/13	6/17/13	126				SunPower	100	131,585		5.973	12.230		6.258	105	1,609,342	697
6/17/13		7/08/13	21				- cash -
	7/08/13	7/15/13	7				SunPower	100	100,625		15.993	17.865		1.872	12	1,797,706	32,003
7/15/13		9/09/13	56				- cash -
	9/09/13	9/30/13	21				SunPower	100	118,500		15.170	16.335		1.165	8	1,935,712	262
9/30/13		10/21/13	21				- cash -
	10/21/13	12/02/13	42				SunPower	100	94,683		20.444	18.466		-1.978	-10	1,748,474	-59
12/02/13		12/09/13	7				- cash -
	12/09/13	1/27/14	49				Vestas Wind Systems	100	522,317		3.348	3.655		0.307	9	1,908,952	92
1/27/14		2/03/14	7				- cash -
short	2/03/14	3/03/14	28				Aurubis	100	56,689		33.674	32.045	35.385	1.712	5	2,005,978	91
3/03/14		3/31/14	28				- cash -
long	3/31/14	4/07/14	7				Vestas Wind Systems	100	415,979		4.822	5.105		0.282	6	2,123,444	1,844
4/07/14		4/14/14	7				- cash -
short	4/14/14	4/28/14	14				EJR	100	14,973,701		0.142	0.142	0.142	0.000	0	2,127,763	5
4/28/14		5/05/14	7				- cash -
long	5/05/14	5/12/14	7				Vestas Wind Systems	100	389,435		5.464	5.977		0.513	9	2,327,580	10,680
5/12/14		5/19/14	7				- cash -
short	5/19/14	3/02/15	287				Energy Recovery	100	853,815		2.726	2.239	3.319	0.593	22	2,834,070	28
3/02/15		4/06/15	35				- cash -
long	4/06/15	4/20/15	14				Boiron	100	36,860		76.886	76.161		-0.725	-1	2,807,339	-22
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	40,472		69.364	68.278		-1.086	-2	2,763,370	-34
5/11/15		6/01/15	21				- cash -
short	6/01/15	10/05/20	1953				REC Silicon	100	2,074,524		1.332	0.422	4.209	2.876	216	8,730,636	24
long	10/05/20	10/26/20	21				SunPower	100	728,489		11.985	12.601		0.616	5	9,179,739	139
10/26/20		11/02/20	7				- cash -
short	11/02/20	4/05/21	154				Konica Minolta	100	440,454,058		0.021	0.038	0.003	-0.017	-84	1,497,544	-99
4/05/21		6/21/21	77				- cash -
	6/21/21	5/13/24	1057				bioMérieux	100	19,057		78.580	83.348	73.811	-4.769	-6	1,406,668	-2
5/13/24		5/27/24	14				- cash -
	5/27/24	8/12/24	77				SunPower	100	615,338		2.286	0.158	33.032	30.746	1,345	20,325,785	> 999,999
accum	2/06/06	8/12/24	5997	days out of 7278 invested (82%)										203,158		20,325,785	59

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	152.86	140.39		-12.47	-8.16
	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			7,214.11
SunPower	long	2/11/13	6/17/13	126	5.97	12.23		6.26	104.76
	long	7/08/13	7/15/13	7	15.99	17.87		1.87	11.70
	long	9/09/13	9/30/13	21	15.17	16.34		1.16	7.68
	long	10/21/13	12/02/13	42	20.44	18.47		-1.98	-9.67
	long	10/05/20	10/26/20	21	11.98	12.60		0.62	5.14
	short	5/27/24	8/12/24	77	2.29	0.16	33.03	30.75	1,344.96			3,279.92
Nordex	long	2/06/06	2/20/06	14	5.91	6.12		0.21	3.55
	long	2/27/06	5/15/06	77	6.17	12.95		6.77	109.77
	long	3/19/07	4/02/07	14	17.00	16.27		-0.73	-4.30
	long	4/16/07	6/04/07	49	19.25	19.48		0.23	1.21
	long	6/11/07	6/25/07	14	18.60	18.34		-0.25	-1.37			107.51
AMD	long	11/09/09	12/14/09	35	3.14	5.34		2.20	70.24			70.24
Vestas Wind Systems	long	12/09/13	1/27/14	49	3.35	3.65		0.31	9.18
	long	3/31/14	4/07/14	7	4.82	5.10		0.28	5.86
	long	5/05/14	5/12/14	7	5.46	5.98		0.51	9.39			26.42
Energy Recovery	short	5/19/14	3/02/15	287	2.73	2.24	3.32	0.59	21.76			21.76
Kingfisher	long	6/15/09	6/22/09	7	1.85	1.72		-0.12	-6.71
	long	7/13/09	11/02/09	112	1.94	2.23		0.29	15.19			7.45
Aurubis	short	2/03/14	3/03/14	28	33.67	32.04	35.39	1.71	5.08			5.08
Hain Celestial	long	4/09/12	4/23/12	14	13.87	14.02		0.15	1.10			1.10
EJR	short	4/14/14	4/28/14	14	0.14	0.14	0.14	0.00	0.20			0.20
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Boiron	long	4/06/15	4/20/15	14	76.89	76.16		-0.73	-0.94			-0.94
Renault	long	3/19/12	3/26/12	7	34.56	34.19		-0.36	-1.06
	long	4/27/15	5/11/15	14	69.36	68.28		-1.09	-1.57			-2.61
bioMérieux	short	6/21/21	5/13/24	1057	78.58	83.35	73.81	-4.77	-6.07			-6.07
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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