Share-o-matic - Portfolio

Tue, Jan 21st, 2025, 14:22UTC

Assessment - GCX Global Challenges in Renminbi yuán - 7/01/24 - RS = 29

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	12/11/23	prc diff	⇓ Δ29	∅-RS
	S	GCX PR	21,146.788	8/12/24	-1.05	22,325.528	-5.28	23,074.683	-749.155	-3.25	-1.93
	L	First Solar	1,596.552	8/12/24	3.51	1,621.895	-1.56	1,048.040	573.855	54.76	31.30
	L	Rockwool	2,874.249	8/12/24	-0.22	2,958.046	-2.83	2,001.631	956.415	47.78	45.93
		Interface	118.778	8/12/24	-0.79	106.107	11.94	80.265	25.841	32.19	26.67
	L	Adtalem	520.410	8/12/24	-0.85	489.897	6.23	430.449	59.448	13.81	36.79
	L	Hannon Armstrong SIC	220.006	8/12/24	-1.63	209.227	5.15	182.910	26.317	14.39	19.60
	L	Scatec	57.720	8/12/24	-1.46	58.607	-1.51	49.044	9.562	19.50	21.76
	L	Kurita Water	253.938	8/09/24	-9.14	309.377	-17.92	243.489	65.888	27.06	13.45
		Smurfit Kappa	277.695	8/12/24	-0.97	324.954	-14.54	273.967	50.987	18.61	15.28
	L	Henkel	609.758	8/12/24	0.75	649.440	-6.11	563.660	85.780	15.22	14.71
		Steelcase	89.502	8/12/24	-1.76	94.382	-5.17	90.092	4.289	4.76	18.56
		Swiss Re	838.159	8/12/24	0.10	905.856	-7.47	808.026	97.830	12.11	12.90
		Nordex	102.642	8/12/24	-2.81	89.909	14.16	78.475	11.435	14.57	2.57
	L	Geberit	4,213.361	8/12/24	-0.72	4,264.940	-1.21	4,156.728	108.212	2.60	6.77
		Ricoh	56.543	8/09/24	2.12	63.282	-10.65	55.606	7.676	13.80	4.49
	L	Sonova	2,241.269	8/12/24	-1.52	2,259.000	-0.78	2,091.410	167.590	8.01	10.93
		MillerKnoll	197.648	8/12/24	-3.49	192.696	2.57	198.691	-5.995	-3.02	13.92
	L	BillerudKorsnäs	72.528	8/12/24	0.95	67.425	7.57	71.955	-4.530	-6.30	5.36
		Hannover Rück	1,776.312	8/12/24	5.23	1,881.766	-5.60	1,698.997	182.769	10.76	11.23
		Coloplast	926.380	8/12/24	0.25	871.911	6.25	773.771	98.140	12.68	2.20
		ConvaTec	2,132.215	8/12/24	-0.17	2,176.406	-2.03	2,053.326	123.080	5.99	2.14
		Drägerwerk	357.372	8/12/24	0.44	390.179	-8.41	390.060	0.119	0.03	3.72
	L	Ormat Technologies	522.231	8/12/24	-1.10	503.952	3.63	499.596	4.356	0.87	-0.39
		Siemens Healthineers	392.757	8/12/24	0.08	420.566	-6.61	403.011	17.555	4.36	5.52
		Pearson	9,524.077	8/12/24	-0.72	9,055.468	5.17	8,673.998	381.471	4.40	7.14
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	12/11/23	prc diff	⇓ Δ29	∅-RS
		Cdn Nat Railway	806.594	8/12/24	-0.01	856.728	-5.85	853.269	3.459	0.41	-1.26
	L	Aurubis	503.054	8/12/24	1.02	605.774	-16.96	585.861	19.913	3.40	8.32
	L	Lenzing	237.076	8/12/24	0.83	259.338	-8.58	255.158	4.181	1.64	-5.60
	S	United Utilities	9,103.342	8/12/24	-0.12	9,084.929	0.20	9,965.200	-880.271	-8.83	-1.92
	S	CSX	243.965	8/12/24	-1.47	244.621	-0.27	238.142	6.479	2.72	1.49
	S	Medtronic	591.270	8/12/24	-1.04	561.630	5.28	571.828	-10.198	-1.78	-4.89
	S	Union Pacific	1,724.142	8/12/24	-0.32	1,637.552	5.29	1,664.340	-26.788	-1.61	-0.46
	L	California Water	381.095	8/12/24	-0.42	352.257	8.19	376.580	-24.323	-6.46	-0.56
		STMicroelectronics	209.775	8/12/24	0.47	283.124	-25.91	343.037	-59.913	-17.47	-12.25
	L	Ørsted	437.317	8/12/24	0.63	393.848	11.04	350.286	43.562	12.44	-5.14
	S	FirstGroup	1,489.604	8/12/24	0.87	1,499.731	-0.68	1,463.962	35.769	2.44	2.86
		Befesa	207.315	8/12/24	0.15	250.121	-17.11	256.700	-6.579	-2.56	1.68
	S	Severn Trent	23,145.026	8/12/24	-0.63	22,040.251	5.01	24,393.369	-2,353.117	-9.65	-3.36
	S	Konica Minolta	16.194	8/09/24	2.75	20.373	-20.51	21.767	-1.394	-6.41	-10.76
	S	bioMérieux	754.972	8/12/24	-0.67	700.683	7.75	756.069	-55.387	-7.33	-7.05
	S	Fabege	61.741	8/12/24	-2.01	57.050	8.22	69.190	-12.141	-17.55	-6.64
		Smith and Nephew	10,642.661	8/12/24	-0.86	8,981.817	18.49	9,438.821	-457.004	-4.84	-5.64
		Gecina	727.241	8/12/24	-0.64	690.918	5.26	834.852	-143.934	-17.24	-9.34
	L	Solaria Energía	86.316	8/12/24	1.47	90.612	-4.74	131.472	-40.860	-31.08	-10.59
	S	Xerox	70.713	8/12/24	-2.51	84.113	-15.93	108.814	-24.700	-22.70	-24.96
	S	Dassault Systèmes	261.916	8/12/24	-0.03	269.493	-2.81	342.266	-72.773	-21.26	-12.93
	L	EDP Renováveis	109.438	8/12/24	-0.92	103.735	5.50	128.967	-25.231	-19.56	-12.45
	S	Pennon Group	5,408.792	8/12/24	-0.84	5,381.172	0.51	6,752.941	-1,371.769	-20.31	-12.36
		Signify	163.258	8/12/24	-0.76	184.349	-11.44	220.315	-35.966	-16.32	-10.94
	S	Intel	140.990	8/12/24	-1.78	224.594	-37.22	319.483	-94.890	-29.70	-17.33
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	12/11/23	prc diff	⇓ Δ29	∅-RS
	L	SunPower	1.457	8/12/24	-4.76	19.736	-92.62	34.394	-14.659	-42.62	-31.79
GCX - 50 out of 50 instruments rated - 7/01/24 / 12/11/23 - 28 did rise, Market-Ratio(29) in CNY = 56.00 %

Technical Chart

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

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

Transactions GCX Global Challenges in Renminbi yuán * 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	172	58.021	156.374		98.352	170	26,917	1,226
short	5/29/06	12/11/06	196		Intel	100	188	142.923	161.961	123.886	-19.038	-13	23,337	-23
long	12/11/06	6/11/07	182		Vestas Wind Systems	100	357	65.257	102.176		36.919	57	36,518	146
short	6/11/07	8/24/09	805		AMD	100	342	106.499	27.325	415.080	308.580	290	142,052	85
long	8/24/09	12/21/09	119		Renault	100	427	332.422	339.727		7.305	2	145,171	7
short	12/21/09	2/27/12	798		REC Silicon	100	411	352.368	41.593	2,985.192	2,632.824	747	1,227,262	166
long	2/27/12	4/23/12	56		CA	100	7,207	170.277	166.957		-3.320	-2	1,203,336	-12
short	4/23/12	2/11/13	294		REC Silicon	100	41,484	29.007	8.633	97.467	68.460	236	4,043,324	350
long	2/11/13	11/25/13	287		SunPower	100	68,104	59.370	179.800		120.430	203	12,245,078	309
short	11/25/13	1/06/14	42		Aurubis	100	35,027	349.581	361.699	337.463	-12.118	-3	11,820,609	-26
long	1/06/14	2/03/14	28		Vestas Wind Systems	100	287,193	41.159	39.269		-1.890	-5	11,277,716	-46
short	2/03/14	3/03/14	28		Aurubis	100	33,877	332.896	328.264	337.593	4.697	1	11,436,842	20
long	3/03/14	4/14/14	42		Vestas Wind Systems	100	270,726	42.245	50.254		8.009	19	13,605,192	352
short	4/14/14	4/28/14	14		EJR	100	9,222,735	1.475	1.487	1.463	-0.012	-1	13,491,940	-20
long	4/28/14	5/19/14	21		Vestas Wind Systems	100	252,809	53.368	60.115		6.747	13	15,197,618	692
short	5/19/14	3/02/15	287		Energy Recovery	100	530,765	28.633	21.579	37.994	9.360	33	20,165,841	43
long	3/02/15	6/01/15	91		Shimano	100	2,065,663	9.762	8.799		-0.963	-10	18,176,253	-34
short	6/01/15	10/05/20	1953		REC Silicon	100	1,446,930	12.562	3.715	42.480	29.918	238	61,465,154	26
long	10/05/20	11/02/20	28		SunPower	100	582,084	105.595	112.649		7.054	7	65,570,987	132
short	11/02/20	4/05/21	154		Konica Minolta	100	364,456,062	0.180	0.350	0.010	-0.170	-94	3,644,561	-100
long	4/05/21	6/21/21	77		REC Silicon	100	245,880	14.823	13.422		-1.400	-9	3,300,307	-38
short	6/21/21	5/13/24	1057		bioMérieux	100	4,664	707.583	757.153	658.014	-49.570	-7	3,069,114	-2
long	5/13/24	5/27/24	14		Interface	100	26,632	115.240	113.337		-1.904	-2	3,018,417	-35
short	5/27/24	8/12/24	77		SunPower	100	142,829	21.133	1.457	306.628	285.495	1,351	43,795,360	> 999,999
accum	1/09/06	8/12/24	6952	days out of 6959 invested (100%)							437,854		43,795,360	55

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	352.37	41.59	2,985.19	2,632.82	747.18
	short	4/23/12	2/11/13	294	29.01	8.63	97.47	68.46	236.01
	short	6/01/15	10/05/20	1953	12.56	3.71	42.48	29.92	238.16
	long	4/05/21	6/21/21	77	14.82	13.42		-1.40	-9.45	8,616.91
SunPower	long	2/11/13	11/25/13	287	59.37	179.80		120.43	202.85
	long	10/05/20	11/02/20	28	105.59	112.65		7.05	6.68
	short	5/27/24	8/12/24	77	21.13	1.46	306.63	285.49	1,350.94	4,587.66
AMD	short	6/11/07	8/24/09	805	106.50	27.33	415.08	308.58	289.75	289.75
Nordex	long	1/09/06	5/29/06	140	58.02	156.37		98.35	169.51	169.51
Vestas Wind Systems	long	12/11/06	6/11/07	182	65.26	102.18		36.92	56.57
	long	1/06/14	2/03/14	28	41.16	39.27		-1.89	-4.59
	long	3/03/14	4/14/14	42	42.24	50.25		8.01	18.96
	long	4/28/14	5/19/14	21	53.37	60.12		6.75	12.64	100.17
Energy Recovery	short	5/19/14	3/02/15	287	28.63	21.58	37.99	9.36	32.69	32.69
Renault	long	8/24/09	12/21/09	119	332.42	339.73		7.30	2.20	2.20
EJR	short	4/14/14	4/28/14	14	1.48	1.49	1.46	-0.01	-0.83	-0.83
Interface	long	5/13/24	5/27/24	14	115.24	113.34		-1.90	-1.65	-1.65
CA	long	2/27/12	4/23/12	56	170.28	166.96		-3.32	-1.95	-1.95
Aurubis	short	11/25/13	1/06/14	42	349.58	361.70	337.46	-12.12	-3.47
	short	2/03/14	3/03/14	28	332.90	328.26	337.59	4.70	1.41	-2.10
bioMérieux	short	6/21/21	5/13/24	1057	707.58	757.15	658.01	-49.57	-7.01	-7.01
Shimano	long	3/02/15	6/01/15	91	9.76	8.80		-0.96	-9.87	-9.87
Intel	short	5/29/06	12/11/06	196	142.92	161.96	123.89	-19.04	-13.32	-13.32
Konica Minolta	short	11/02/20	4/05/21	154	0.18	0.35	0.01	-0.17	-94.44	-94.44

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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