Share-o-matic - Assessment Auto Makers (Automotive Producers)

Assessment - Automotive Producers - 5/06/24 - RS = 13

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	2/05/24	prc diff	⇓ Δ13	Curr	∅-RS
		SOM Auto Makers	1,129.840	Thu	57.39	747.966	51.05	670.368	77.598	11.58	USD	14.40
		Bajaj Auto	8,846.850	Thu	1.11	9,052.550	-2.27	7,658.250	1,394.300	18.21	INR	56.64
	L	Traton	33.500	Thu	-0.15	32.900	1.82	22.700	10.200	44.93	EUR	53.03
		Tata Motors	1,030.300	Thu	1.80	1,016.200	1.39	926.800	89.400	9.65	INR	46.34
	L	Mahindra & Mahindra	2,212.550	Thu	1,952.46	2,224.950	-0.56	1,703.550	521.400	30.61	INR	39.23
		Toyota	3,528.000	Thu	-1.42	3,581.000	-1.48	2,992.000	589.000	19.69	JPY	34.77
		Iveco	11.720	Thu	0.60	11.505	1.87	9.818	1.687	17.18	EUR	29.36
	L	Renault	48.280	Thu	0.86	48.210	0.15	35.895	12.315	34.31	EUR	28.96
	L	General Motors	45.050	Wed	-0.51	45.060	-0.02	37.790	7.270	19.24	USD	27.90
		Ferrari	377.700	Thu	-0.18	397.600	-5.01	346.200	51.400	14.85	EUR	27.29
		Kia	111,700.000	Thu	-3.71	113,900.000	-1.93	118,300.000	-4,400.000	-3.72	KRW	25.57
	L	Eicher Motors	4,568.050	Thu	-0.70	4,599.000	-0.67	3,889.950	709.050	18.23	INR	25.22
	L	Suzuki Motor	1,767.500	Thu		1,806.000	-2.13	1,764.000	42.000	2.38	JPY	23.33
		Daimler Truck	41.290	Thu	1.90	40.590	1.72	33.590	7.000	20.84	EUR	20.77
		Maruti Suzuki	12,504.700	Thu	-0.31	12,439.300	0.53	10,428.500	2,010.800	19.28	INR	19.87
		Hyundai Motor	237,000.000	Thu	-2.07	241,000.000	-1.66	238,000.000	3,000.000	1.26	KRW	19.18
		Paccar	107.050	Wed	0.42	105.150	1.81	104.160	0.990	0.95	USD	15.26
		Volvo	277.000	Wed	-0.25	274.700	0.84	252.900	21.800	8.62	SEK	14.74
		Honda Motor	1,748.000	Thu	-0.11	1,783.000	-1.96	1,683.500	99.500	5.91	JPY	13.93
		Mazda Motor	1,696.000	Thu		1,730.000	-1.97	1,842.000	-112.000	-6.08	JPY	12.63
	L	Mercedes-Benz	68.350	Thu	1.61	72.530	-5.76	63.180	9.350	14.80	EUR	8.21
		Stellantis	20.230	Thu	2.17	20.230		21.075	-0.845	-4.01	EUR	7.26
		Isuzu Motors	1,935.000	Thu	0.78	1,948.000	-0.67	2,034.000	-86.000	-4.23	JPY	4.43
	L	Great Wall Motor	26.250	Thu	1.27	26.250		19.870	6.380	32.11	CNY	3.67
		Ford Motor	12.150	Wed	-0.16	12.500	-2.80	11.590	0.910	7.85	USD	2.93
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	2/05/24	prc diff	⇓ Δ13	Curr	∅-RS
		SAIC Motor Corp	14.570	Thu	0.14	14.800	-1.55	13.780	1.020	7.40	CNY	2.65
		BMW	101.650	Thu	0.49	103.050	-1.36	96.570	6.480	6.71	EUR	1.56
		Volkswagen	117.400	Thu	0.17	116.950	0.38	119.080	-2.130	-1.79	EUR	1.17
	L	BYD Company	225.800	Thu	1.26	226.000	-0.09	171.700	54.300	31.62	HKD	0.77
	S	Nissan Motor	576.500	Thu	0.93	580.000	-0.60	596.500	-16.500	-2.77	JPY	-0.02
	L	Mitsubishi Motors	450.300	Thu	-4.90	479.400	-6.07	452.900	26.500	5.85	JPY	-3.78
	L	Porsche	81.260	Thu	-0.42	84.300	-3.61	82.540	1.760	2.13	EUR	-9.11
	S	Li Auto	107.200	Thu	-2.01	117.800	-9.00	111.000	6.800	6.13	HKD	-10.92
	S	Hino Motors	461.600	Thu	-0.22	450.200	2.53	477.700	-27.500	-5.76	JPY	-14.04
		Tesla Motors	174.720	Wed	-1.74	184.760	-5.43	181.060	3.700	2.04	USD	-14.41
Auto Makers - 34 out of 34 instruments rated - 5/06/24 / 2/05/24 - 27 did rise, Market-Ratio(13) = 79.41 %

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	5/09/24	66		Tata Motors	100	90,262	INR	98.720	103.030		4.310	4	9,299,704	27
accum	1/30/06	5/09/24	6675	days out of 6703 invested (100%)								92,897		9,299,704	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	5/09/24	66	98.72	103.03		4.31	4.37	42.11
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.


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