Share-o-matic - Portfolio

Tue, May 7th, 2024, 7:23UTC

Assessment - Automotive Producers - 1/22/24 - RS = 13

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	1/22/24	⇓ Δwk	10/23/23	prc diff	⇓ Δ13	Curr	∅-RS
		SOM Auto Makers	748.065	Mon	0.43	636.772		616.779	19.993	3.24	USD	4.01
		Bajaj Auto	9,052.550	Mon	-0.58	7,084.000		5,405.400	1,678.600	31.05	INR	50.54
		Tata Motors	1,016.200	Mon	0.28	819.950		647.350	172.600	26.66	INR	47.42
		Toyota	3,581.000	Thu	-0.67	2,982.000		2,610.000	372.000	14.25	JPY	33.54
		Mazda Motor	1,730.000	Thu	-3.24	1,749.000		1,501.500	247.500	16.48	JPY	29.16
	L	Suzuki Motor	1,806.000	Thu	-0.63	1,639.000		1,442.500	196.500	13.62	JPY	24.36
		Isuzu Motors	1,948.000	Thu	-2.06	2,062.000		1,766.000	296.000	16.76	JPY	18.93
	L	Traton	32.900	Mon	1.23	22.260		18.110	4.150	22.92	EUR	17.68
		Paccar	105.150	Mon	0.34	97.090		81.360	15.730	19.33	USD	17.53
		Honda Motor	1,783.000	Thu	-0.25	1,610.000		1,612.500	-2.500	-0.16	JPY	17.40
		Stellantis	20.230	Mon	-0.49	19.700		18.022	1.678	9.31	EUR	16.43
	L	Mahindra & Mahindra	2,224.950	Mon	1.46	1,624.000		1,565.150	58.850	3.76	INR	14.07
		Ferrari	397.600	Mon	-0.38	312.400		286.100	26.300	9.19	EUR	12.52
		Volvo	274.700	Mon	1.18	245.600		217.100	28.500	13.13	SEK	11.53
		Iveco	11.505	Mon	0.04	9.102		7.842	1.260	16.07	EUR	11.40
	L	Eicher Motors	4,599.000	Mon	-0.01	3,700.000		3,446.350	253.650	7.36	INR	7.85
		Kia	113,900.000	Fri	-4.77	87,200.000		83,000.000	4,200.000	5.06	KRW	6.84
	S	Nissan Motor	580.000	Thu	0.12	583.700		596.700	-13.000	-2.18	JPY	5.88
		Maruti Suzuki	12,439.300	Mon	-0.42	9,971.000		10,553.700	-582.700	-5.52	INR	4.80
	L	General Motors	45.060	Mon	0.45	35.320		29.220	6.100	20.88	USD	2.73
		Daimler Truck	40.590	Mon	-0.88	31.300		29.920	1.380	4.61	EUR	0.22
		Tesla Motors	184.760	Mon	1.97	208.800		212.080	-3.280	-1.55	USD	-3.13
		Hyundai Motor	241,000.000	Fri	-3.21	180,100.000		185,400.000	-5,300.000	-2.86	KRW	-4.03
	L	Renault	48.210	Mon	0.44	34.630		32.995	1.635	4.96	EUR	-5.16
		BMW	103.050	Mon	0.54	93.310		93.310	0.000	0.00	EUR	-6.35
		⇓instrument	freshest		⇓ Δday	1/22/24	⇓ Δwk	10/23/23	prc diff	⇓ Δ13	Curr	∅-RS
	S	Hino Motors	450.200	Thu	-0.44	500.500		533.000	-32.500	-6.10	JPY	-7.33
		Ford Motor	12.500	Mon	0.56	11.200		11.480	-0.280	-2.44	USD	-7.89
		SAIC Motor Corp	14.800	Mon	-0.40	13.240		14.550	-1.310	-9.00	CNY	-7.90
		Volkswagen	116.950	Mon	1.26	107.940		102.240	5.700	5.58	EUR	-8.14
	L	Mitsubishi Motors	479.400	Thu	-1.18	462.300		513.700	-51.400	-10.01	JPY	-9.56
	L	Mercedes-Benz	72.530	Mon	1.33	59.290		61.700	-2.410	-3.91	EUR	-11.74
	S	Li Auto	117.800	Mon	6.13	104.700		127.200	-22.500	-17.69	HKD	-14.04
	L	Great Wall Motor	26.250	Mon	0.19	22.400		29.980	-7.580	-25.28	CNY	-17.43
	L	BYD Company	226.000	Mon	-0.18	190.900		244.400	-53.500	-21.89	HKD	-18.58
	L	Porsche	84.300	Mon	0.69	72.600		88.020	-15.420	-17.52	EUR	-27.86
Auto Makers - 34 out of 34 instruments rated - 1/22/24 / 10/23/23 - 19 did rise, Market-Ratio(13) = 55.88 %

Technical Chart

	Auto Makers RS = 13 - B/S = 81/34

1/06/20	scale up chart	5/06/24

Transactions Automotive Producers * A13 - 81/34 (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		1/30/06	28		- cash -
long	1/30/06	6/12/06	133		Mahindra & Mahindra	100	717	INR	13.931	13.051		-0.880	-6	9,369	-16
short	6/12/06	9/18/06	98		Ford Motor	100	1,383	USD	6.770	7.820	5.720	-1.050	-16	7,917	-47
long	9/18/06	8/20/07	336		SAIC Motor Corp	100	1,907	CNY	4.150	19.320		15.170	366	36,846	432
short	8/20/07	3/30/09	588		Mazda Motor	100	1,303	JPY	28.270	9.040	88.406	60.136	213	115,204	103
long	3/30/09	3/07/11	707		SAIC Motor Corp	100	15,695	CNY	7.340	17.380		10.040	137	272,781	56
short	3/07/11	2/13/12	343		Mazda Motor	100	26,795	JPY	10.180	7.270	14.255	4.075	40	381,966	43
long	2/13/12	5/14/12	91		Tata Motors	100	14,790	INR	25.825	29.020		3.195	12	429,220	60
short	5/14/12	1/07/13	238		Peugeot	100	61,598	EUR	6.968	5.394	9.001	2.033	29	554,467	48
long	1/07/13	4/08/13	91		Mazda Motor	100	62,159	JPY	8.920	15.310		6.390	72	951,663	773
short	4/08/13	5/27/13	49		Kia	100	18,266	KRW	52.100	59.300	44.900	-7.200	-14	820,148	-67
long	5/27/13	10/27/14	518		Tesla Motors	100	111,499	USD	7.356	14.778		7.422	101	1,647,738	63
short	10/27/14	1/19/15	84		Hyundai Motor	100	9,362	KRW	176.000	172.500	179.571	3.571	2	1,681,170	9
long	1/19/15	6/22/15	154		Maruti Suzuki	100	4,635	INR	362.635	398.085		35.450	10	1,845,480	25
short	6/22/15	11/23/15	154		Hyundai Motor	100	13,980	KRW	132.000	157.000	107.000	-25.000	-19	1,495,980	-39
long	11/23/15	1/11/16	49		Maruti Suzuki	100	3,157	INR	473.715	427.945		-45.770	-10	1,351,485	-53
short	1/11/16	5/30/16	140		Fiat Chrysler	100	184,503	EUR	7.325	6.395	8.390	1.065	15	1,548,017	42
long	5/30/16	6/27/16	28		Tata Motors	100	36,596	INR	42.300	44.795		2.495	6	1,639,324	111
short	6/27/16	10/10/16	105		Mitsubishi Motors	100	340,815	JPY	4.810	4.890	4.730	-0.080	-2	1,612,059	-6
long	10/10/16	3/19/18	525		Tata Motors	100	28,635	INR	56.295	33.570		-22.725	-40	961,329	-30
short	3/19/18	11/04/19	595		Tata Motors	100	28,636	INR	33.570	17.220	65.444	31.874	95	1,874,072	51
long	11/04/19	2/03/20	91		Ferrari	100	12,181	EUR	153.850	154.250		0.400	0	1,878,945	1
short	2/03/20	6/08/20	126		Renault	100	53,907	EUR	34.855	26.355	46.096	11.241	32	2,484,935	125
long	6/08/20	8/23/21	441		Tesla Motors	100	39,239	USD	63.328	235.433		172.105	272	9,238,163	196
short	8/23/21	11/22/21	91		SAIC Motor Corp	100	501,801	CNY	18.410	20.880	15.940	-2.470	-13	7,998,715	-44
long	11/22/21	1/24/22	63		Tata Motors	100	164,548	INR	48.610	47.845		-0.765	-2	7,872,835	-9
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	1/24/22	6/06/22	133		Traton	100	374,896	EUR	21.000	18.010	24.486	3.486	17	9,179,873	52
long	6/06/22	7/04/22	28		Mitsubishi Motors	100	2,266,635	JPY	4.050	4.400		0.350	9	9,973,195	195
short	7/04/22	8/15/22	42		General Motors	100	309,822	USD	32.190	39.400	24.980	-7.210	-22	7,739,378	-89
long	8/15/22	12/12/22	119		Mitsubishi Motors	100	1,494,088	JPY	5.180	5.910		0.730	14	8,830,063	50
short	12/12/22	4/03/23	112		Tesla Motors	100	52,616	USD	167.820	194.770	140.870	-26.950	-16	7,412,062	-43
long	4/03/23	10/30/23	210		Iveco	100	873,240	EUR	8.488	8.048		-0.440	-5	7,027,836	-9
short	10/30/23	3/04/24	126		Lucid	100	1,726,741	USD	4.070	3.210	5.160	1.090	27	8,910,674	99
long	3/04/24	5/06/24	63		Tata Motors	100	90,262	INR	98.720	101.620		2.900	3	9,172,434	18
accum	1/30/06	5/06/24	6672	days out of 6700 invested (100%)								91,624		9,172,434	45

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
SAIC Motor Corp	long	9/18/06	8/20/07	336	4.15	19.32		15.17	365.54
	long	3/30/09	3/07/11	707	7.34	17.38		10.04	136.78
	short	8/23/21	11/22/21	91	18.41	20.88	15.94	-2.47	-13.42	854.44
Mazda Motor	short	8/20/07	3/30/09	588	28.27	9.04	88.41	60.14	212.72
	short	3/07/11	2/13/12	343	10.18	7.27	14.25	4.07	40.03
	long	1/07/13	4/08/13	91	8.92	15.31		6.39	71.64	651.59
Tesla Motors	long	5/27/13	10/27/14	518	7.36	14.78		7.42	100.91
	long	6/08/20	8/23/21	441	63.33	235.43		172.11	271.77
	short	12/12/22	4/03/23	112	167.82	194.77	140.87	-26.95	-16.06	526.97
Tata Motors	long	2/13/12	5/14/12	91	25.83	29.02		3.20	12.37
	long	5/30/16	6/27/16	28	42.30	44.80		2.50	5.90
	long	10/10/16	3/19/18	525	56.30	33.57		-22.73	-40.37
	short	3/19/18	11/04/19	595	33.57	17.22	65.44	31.87	94.95
	long	11/22/21	1/24/22	63	48.61	47.85		-0.77	-1.57
	long	3/04/24	5/06/24	63	98.72	101.62		2.90	2.94	40.16
Renault	short	2/03/20	6/08/20	126	34.86	26.36	46.10	11.24	32.25	32.25
Peugeot	short	5/14/12	1/07/13	238	6.97	5.39	9.00	2.03	29.18	29.18
Lucid	short	10/30/23	3/04/24	126	4.07	3.21	5.16	1.09	26.79	26.79
Mitsubishi Motors	short	6/27/16	10/10/16	105	4.81	4.89	4.73	-0.08	-1.66
	long	6/06/22	7/04/22	28	4.05	4.40		0.35	8.64
	long	8/15/22	12/12/22	119	5.18	5.91		0.73	14.09	21.89
Traton	short	1/24/22	6/06/22	133	21.00	18.01	24.49	3.49	16.60	16.60
Fiat Chrysler	short	1/11/16	5/30/16	140	7.33	6.40	8.39	1.07	14.54	14.54
Ferrari	long	11/04/19	2/03/20	91	153.85	154.25		0.40	0.26	0.26
Maruti Suzuki	long	1/19/15	6/22/15	154	362.64	398.09		35.45	9.78
	long	11/23/15	1/11/16	49	473.72	427.95		-45.77	-9.66	-0.83
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Iveco	long	4/03/23	10/30/23	210	8.49	8.05		-0.44	-5.18	-5.18
Mahindra & Mahindra	long	1/30/06	6/12/06	133	13.93	13.05		-0.88	-6.32	-6.32
Kia	short	4/08/13	5/27/13	49	52.10	59.30	44.90	-7.20	-13.82	-13.82
Ford Motor	short	6/12/06	9/18/06	98	6.77	7.82	5.72	-1.05	-15.51	-15.51
Hyundai Motor	short	10/27/14	1/19/15	84	176.00	172.50	179.57	3.57	2.03
	short	6/22/15	11/23/15	154	132.00	157.00	107.00	-25.00	-18.94	-17.29
General Motors	short	7/04/22	8/15/22	42	32.19	39.40	24.98	-7.21	-22.40	-22.40

Annotations

3/28/24	Suzuki Motor	stock split 1:4 (four for one)
9/28/23	Honda Motor	stock split 1:3 (three for one)
8/25/22	Tesla Motors	stock split 1:3 (three for one)
9/29/21	Toyota	stock split 1:5 (five for one)
12/21/17	Mahindra & Mahindra	stock split 1:2 (two for one)
3/13/15	Auto Producers	first full analysis, the Mixed Cut looks pretty good, no overlaps.


	is taking down something concerning