Share-o-matic - Assessment Auto Suppliers (Automotive Suppliers)

Assessment - Automotive Suppliers - 5/06/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	SOM Auto Suppliers	295.167	08:08	-0.04	292.192	1.02	262.344	29.848	11.38	USD	4.52
		Pirelli	6.068	Thu	0.80	6.142	-1.20	4.408	1.734	39.34	EUR	26.64
		Yokohama Rubber	4,087.000	06:15	0.96	4,058.000	0.71	2,899.000	1,159.000	39.98	JPY	24.56
	L	Autoliv	1,345.000	Wed	-1.13	1,322.000	1.74	1,058.500	263.500	24.89	SEK	24.15
	L	Michelin	37.330	Thu	0.27	36.830	1.36	28.220	8.610	30.51	EUR	21.81
	L	GS Yuasa	2,986.500	06:15	-1.24	2,961.500	0.84	2,536.000	425.500	16.78	JPY	16.54
	L	Bridgestone	6,884.000	06:15	0.82	6,935.000	-0.74	5,896.000	1,039.000	17.62	JPY	15.64
		KATEK	15.000	Thu	0.33	15.000		10.200	4.800	47.06	EUR	13.98
		Denso	2,600.000	06:15	-0.90	2,681.500	-3.04	2,392.000	289.500	12.10	JPY	11.20
		Hella	83.500	Thu	1.21	83.500		74.700	8.800	11.78	EUR	10.66
	L	Xinyi Glass	10.080	08:08	0.40	9.890	1.92	9.480	0.410	4.32	HKD	4.81
		Nokian Tyres	8.234	Wed	-0.91	8.372	-1.65	7.654	0.718	9.38	EUR	2.22
		Schaeffler	6.375	Thu	1.84	5.635	13.13	5.020	0.615	12.25	EUR	-0.75
		Hyundai Mobis	227,000.000	06:30	0.44	226,000.000	0.44	228,000.000	-2,000.000	-0.88	KRW	-2.14
		Cdn Tire	145.650	Thu	6.86	136.610	6.62	145.290	-8.680	-5.97	CAD	-8.60
	S	Continental	60.600	Thu	-1.66	62.460	-2.98	62.400	0.060	0.10	EUR	-8.76
	L	Plastic Omnium	11.440	Thu	1.15	11.590	-1.29	11.840	-0.250	-2.11	EUR	-12.07
		Forvia	14.685	Thu	-1.11	15.300	-4.02	17.285	-1.985	-11.48	EUR	-13.59
	S	Magna	63.450	Thu	-1.84	63.650	-0.31	72.980	-9.330	-12.78	CAD	-13.95
	L	Valeo	12.375	Thu	1.02	12.340	0.28	13.610	-1.270	-9.33	EUR	-14.34
	L	LG Energy Solution	383,500.000	06:30	-1.29	391,000.000	-1.92	493,500.000	-102,500.000	-20.77	KRW	-14.59
	S	Vitesco Technologies	70.900	Thu	2.09	63.600	11.48	93.250	-29.650	-31.80	EUR	-16.46
Auto Suppliers - 21 out of 21 instruments rated - 5/06/24 / 11/06/23 - 13 did rise, Market-Ratio(26) = 61.90 %

Technical Chart

	Auto Suppliers RS = 26 - B/S = 60/40

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

Transactions Automotive Suppliers * 26 - 60/40 (2)

														⇐
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		1/09/06	7		- cash -
long	1/09/06	7/10/06	182		Denso	50	478	JPY	10.455	9.120		-1.335	-13	9,362	-24
					Yokohama Rubber	50	367	JPY	13.630	9.520		-4.110	-30	7,854	-51
100							-21							-38
short	7/10/06	11/13/06	126		Valeo	50	432	EUR	9.087	10.027	8.147	-0.940	-10	7,447	-27
					Yokohama Rubber	50	412	JPY	9.520	12.600	6.440	-3.080	-32	6,178	-68
100							-21							-50
long	11/13/06	11/19/07	371		Michelin	50	195	EUR	15.822	18.286		2.464	16	6,659	15
					Brembo	50	1,724	EUR	1.794	2.090		0.296	16	7,169	16
100							16							16
short	11/19/07	4/27/09	525		Grammer	50	223	EUR	16.040	4.770	53.937	37.897	236	15,620	132
					Bridgestone	50	175	JPY	20.520	14.100	29.863	9.343	46	17,255	30
100							141							84
long	4/27/09	8/08/11	833		Valeo	50	1,629	EUR	5.293	10.630		5.337	101	25,949	36
					Hyundai Mobis	50	87	KRW	98.200	319.500		221.300	225	45,202	68
100							163							53
short	8/08/11	2/06/12	182		ElringKlinger	50	1,412	EUR	16.005	23.965	8.045	-7.960	-50	33,962	-75
					Grammer	50	1,776	EUR	12.720	15.800	9.640	-3.080	-24	28,492	-43
100							-37							-60
long	2/06/12	8/20/12	196		Bertrandt	50	242	EUR	58.640	56.130		-2.510	-4	27,885	-8
					Nokian Tyres	50	424	EUR	33.690	32.120		-1.570	-5	27,219	-9
100							-4							-8
short	8/20/12	11/19/12	91		Forvia	50	895	EUR	15.190	11.170	20.657	5.467	36	32,112	243
					GS Yuasa	50	862	JPY	15.800	15.200	16.424	0.624	4	32,650	17
100							20							107
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	11/19/12	8/18/14	637		Bertrandt	50	240	EUR	67.900	94.600		26.700	39	39,058	21
					Michelin	50	977	EUR	16.738	20.288		3.550	21	42,526	12
100							30							16
short	8/18/14	1/26/15	161		ElringKlinger	50	821	EUR	25.890	31.235	20.545	-5.345	-21	38,138	-41
					Nokian Tyres	50	872	EUR	24.374	22.648	26.232	1.858	8	39,758	18
100							-7							-14
long	1/26/15	8/24/15	210		Valeo	50	479	EUR	41.467	35.000		-6.467	-16	36,660	-26
					Bridgestone	50	422	JPY	47.120	39.390		-7.730	-16	33,398	-27
100							-16							-26
short	8/24/15	2/22/16	182		Grammer	50	842	EUR	19.810	29.690	9.930	-9.880	-50	25,079	-75
					Hankook Tire	50	468	KRW	35.650	49.700	21.600	-14.050	-39	18,504	-63
100							-45							-69
long	2/22/16	5/09/16	77		Plastic Omnium	50	312	EUR	29.560	28.565		-0.995	-3	18,193	-15
					Nokian Tyres	50	275	EUR	33.685	31.570		-2.115	-6	17,612	-26
100							-5							-21
short	5/09/16	8/08/16	91		Leoni	50	300	EUR	29.335	33.340	25.330	-4.005	-14	16,410	-44
					Denso	50	881	JPY	9.998	10.318	9.678	-0.320	-3	16,128	-12
100							-8							-30
long	8/08/16	6/04/18	665		Grammer	50	171	EUR	46.950	64.800		17.850	38	19,180	19
					Brembo	50	778	EUR	10.410	12.450		2.040	20	20,768	10
100							29							15
short	6/04/18	4/22/19	322		ElringKlinger	50	764	EUR	13.580	7.010	26.308	12.728	94	30,491	112
					Hankook Tire	50	227	KRW	45.700	40.200	51.953	6.253	14	31,911	16
100							54							63
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	4/22/19	5/13/19	21		Hella	50	324	EUR	49.240	43.520		-5.720	-12	30,057	-88
					Michelin	50	543	EUR	29.363	26.600		-2.763	-9	28,557	-82
100							-11							-85
short	5/13/19	11/11/19	182		Leoni	50	831	EUR	17.180	12.620	23.388	6.208	36	33,716	86
					Nemak	50	1,498	MXN	9.530	9.200	9.872	0.342	4	34,228	7
100							20							44
long	11/11/19	1/27/20	77		Schaeffler	50	1,732	EUR	9.880	9.008		-0.872	-9	32,718	-35
					Valeo	50	488	EUR	35.060	27.420		-7.640	-22	28,989	-69
100							-15							-55
short	1/27/20	2/17/20	21		Continental	50	173	EUR	83.600	93.633	73.567	-10.033	-12	27,254	-89
					Leoni	50	1,518	EUR	9.564	12.215	6.913	-2.651	-28	23,229	-100
100							-20							-98
long	2/17/20	3/02/20	14		Schaeffler	50	1,210	EUR	9.598	7.914		-1.684	-18	21,192	-99
					Forvia	50	253	EUR	45.830	40.500		-5.330	-12	19,843	-96
100							-15							-98
short	3/02/20	9/07/20	189		Leoni	50	1,114	EUR	8.900	5.950	13.313	4.413	50	24,759	118
					STS	50	2,369	EUR	4.190	3.040	5.775	1.585	38	28,514	86
100							44							101
long	9/07/20	10/04/21	392		Hella	50	315	EUR	45.120	59.620		14.500	32	33,081	30
					Valeo	50	504	EUR	28.370	23.990		-4.380	-15	30,874	-14
100							8							8
short	10/04/21	11/15/21	42		ElringKlinger	50	1,407	EUR	10.970	12.430	9.510	-1.460	-13	28,820	-71
					Plastic Omnium	50	707	EUR	21.820	24.300	19.340	-2.480	-11	27,066	-65
100							-12							-68
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	11/15/21	11/29/21	14		Pirelli	50	2,336	EUR	5.792	5.404		-0.388	-7	26,160	-84
					Denso	50	626	JPY	21.613	21.255		-0.358	-2	25,936	-35
100							-4							-67
short	11/29/21	1/17/22	49		ElringKlinger	50	1,207	EUR	10.740	12.660	8.820	-1.920	-18	23,619	-77
					Plastic Omnium	50	604	EUR	21.460	24.100	18.820	-2.640	-12	22,024	-62
100							-15							-70
long	1/17/22	2/07/22	21		Pirelli	50	1,661	EUR	6.628	6.044		-0.584	-9	21,054	-80
					Denso	50	445	JPY	24.705	21.250		-3.455	-14	19,517	-93
100							-11							-88
short	2/07/22	1/09/23	336		Leoni	50	1,003	EUR	9.720	5.820	16.233	6.513	67	26,050	75
					Hankook Tire	50	277	KRW	35.150	31.850	38.792	3.642	10	27,058	11
100							39							43
long	1/09/23	2/13/23	35		Hella	50	166	EUR	81.300	77.400		-3.900	-5	26,411	-40
					Schaeffler	50	2,042	EUR	6.640	6.555		-0.085	-1	26,237	-13
100							-3							-27
short	2/13/23	2/20/23	7		Leoni	50	3,968	EUR	3.306	3.022	3.617	0.311	9	27,470	10,716
					Nokian Tyres	50	1,372	EUR	9.558	9.536	9.580	0.022	0	27,501	13
100							5							1,062
long	2/20/23	8/21/23	182		Schaeffler	50	2,067	EUR	6.650	5.455		-1.195	-18	25,030	-33
					Yokohama Rubber	50	563	JPY	24.410	28.415		4.005	16	27,285	36
100							-1							-2
short	8/21/23	9/18/23	28		Nokian Tyres	50	1,729	EUR	7.888	7.772	8.006	0.118	1	27,489	21
					Xinyi Glass	50	1,252	HKD	10.900	11.080	10.720	-0.180	-2	27,263	-20
100							0							-1
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	9/18/23	10/16/23	28		Denso	50	530	JPY	25.688	23.775		-1.913	-7	26,250	-64
					Yokohama Rubber	50	434	JPY	31.430	28.550		-2.880	-9	25,000	-71
100							-8							-68
short	10/16/23	2/12/24	119		KATEK	50	1,173	EUR	10.650	14.900	6.400	-4.250	-40	20,015	-79
					Valeo	50	948	EUR	13.180	11.510	15.092	1.912	15	21,827	52
100							-13							-34
long	2/12/24	5/10/24	88		Yokohama Rubber	50	305	JPY	35.670	40.870		5.200	15	23,413	76
		5/03/24	81		Hankook Tire	50	212	KRW	51.600	52.700		1.100	2	23,647	10
100							8							39
accum	1/09/06	5/03/24	6696	days out of 6703 invested (100%)								136		23,647	5

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Hyundai Mobis	long	4/27/09	8/08/11	833	98.20	319.50		221.30	225.36	50	112.68	112.68
Grammer	short	11/19/07	4/27/09	525	16.04	4.77	53.94	37.90	236.27		118.13
	short	8/08/11	2/06/12	182	12.72	15.80	9.64	-3.08	-24.21		-12.11
	short	8/24/15	2/22/16	182	19.81	29.69	9.93	-9.88	-49.87		-24.94
	long	8/08/16	6/04/18	665	46.95	64.80		17.85	38.02		19.01	71.27
Leoni	short	5/09/16	8/08/16	91	29.34	33.34	25.33	-4.01	-13.65		-6.83
	short	5/13/19	11/11/19	182	17.18	12.62	23.39	6.21	36.13		18.07
	short	1/27/20	2/17/20	21	9.56	12.22	6.91	-2.65	-27.72		-13.86
	short	3/02/20	9/07/20	189	8.90	5.95	13.31	4.41	49.58		24.79
	short	2/07/22	1/09/23	336	9.72	5.82	16.23	6.51	67.01		33.51
	short	2/13/23	2/20/23	7	3.31	3.02	3.62	0.31	9.40		4.70	65.29
STS	short	3/02/20	9/07/20	189	4.19	3.04	5.78	1.59	37.83		18.91	18.91
Brembo	long	11/13/06	11/19/07	371	1.79	2.09		0.30	16.50		8.25
	long	8/08/16	6/04/18	665	10.41	12.45		2.04	19.60		9.80	18.86
Bertrandt	long	2/06/12	8/20/12	196	58.64	56.13		-2.51	-4.28		-2.14
	long	11/19/12	8/18/14	637	67.90	94.60		26.70	39.32		19.66	17.10
Valeo	short	7/10/06	11/13/06	126	9.09	10.03	8.15	-0.94	-10.34		-5.17
	long	4/27/09	8/08/11	833	5.29	10.63		5.34	100.82		50.41
	long	1/26/15	8/24/15	210	41.47	35.00		-6.47	-15.59		-7.80
	long	11/11/19	1/27/20	77	35.06	27.42		-7.64	-21.79		-10.90
	long	9/07/20	10/04/21	392	28.37	23.99		-4.38	-15.44		-7.72
	short	10/16/23	2/12/24	119	13.18	11.51	15.09	1.91	14.51		7.25	15.98
Michelin	long	11/13/06	11/19/07	371	15.82	18.29		2.46	15.57		7.79
	long	11/19/12	8/18/14	637	16.74	20.29		3.55	21.21		10.60
	long	4/22/19	5/13/19	21	29.36	26.60		-2.76	-9.41		-4.70	13.61
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Bridgestone	short	11/19/07	4/27/09	525	20.52	14.10	29.86	9.34	45.53		22.77
	long	1/26/15	8/24/15	210	47.12	39.39		-7.73	-16.40		-8.20	12.70
Forvia	short	8/20/12	11/19/12	91	15.19	11.17	20.66	5.47	35.99		17.99
	long	2/17/20	3/02/20	14	45.83	40.50		-5.33	-11.63		-5.81	11.13
Hella	long	4/22/19	5/13/19	21	49.24	43.52		-5.72	-11.62		-5.81
	long	9/07/20	10/04/21	392	45.12	59.62		14.50	32.14		16.07
	long	1/09/23	2/13/23	35	81.30	77.40		-3.90	-4.80		-2.40	6.70
GS Yuasa	short	8/20/12	11/19/12	91	15.80	15.20	16.42	0.62	3.95		1.97	1.97
Nemak	short	5/13/19	11/11/19	182	9.53	9.20	9.87	0.34	3.59		1.79	1.79
Xinyi Glass	short	8/21/23	9/18/23	28	10.90	11.08	10.72	-0.18	-1.65		-0.83	-0.83
Nokian Tyres	long	2/06/12	8/20/12	196	33.69	32.12		-1.57	-4.66		-2.33
	short	8/18/14	1/26/15	161	24.37	22.65	26.23	1.86	7.62		3.81
	long	2/22/16	5/09/16	77	33.69	31.57		-2.12	-6.28		-3.14
	short	2/13/23	2/20/23	7	9.56	9.54	9.58	0.02	0.23		0.12
	short	8/21/23	9/18/23	28	7.89	7.77	8.01	0.12	1.49		0.75	-0.94
Continental	short	1/27/20	2/17/20	21	83.60	93.63	73.57	-10.03	-12.00		-6.00	-6.00
Pirelli	long	11/15/21	11/29/21	14	5.79	5.40		-0.39	-6.70		-3.35
	long	1/17/22	2/07/22	21	6.63	6.04		-0.58	-8.81		-4.41	-7.61
Hankook Tire	short	8/24/15	2/22/16	182	35.65	49.70	21.60	-14.05	-39.41		-19.71
	short	6/04/18	4/22/19	322	45.70	40.20	51.95	6.25	13.68		6.84
	short	2/07/22	1/09/23	336	35.15	31.85	38.79	3.64	10.36		5.18
	long	2/12/24	5/03/24	81	51.60	52.70		1.10	2.13		1.07	-8.81
Plastic Omnium	long	2/22/16	5/09/16	77	29.56	28.57		-0.99	-3.37		-1.68
	short	10/04/21	11/15/21	42	21.82	24.30	19.34	-2.48	-11.37		-5.68
	short	11/29/21	1/17/22	49	21.46	24.10	18.82	-2.64	-12.30		-6.15	-12.97
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
ElringKlinger	short	8/08/11	2/06/12	182	16.01	23.97	8.05	-7.96	-49.73		-24.87
	short	8/18/14	1/26/15	161	25.89	31.24	20.55	-5.35	-20.65		-10.32
	short	6/04/18	4/22/19	322	13.58	7.01	26.31	12.73	93.72		46.86
	short	10/04/21	11/15/21	42	10.97	12.43	9.51	-1.46	-13.31		-6.65
	short	11/29/21	1/17/22	49	10.74	12.66	8.82	-1.92	-17.88		-8.94	-15.89
Denso	long	1/09/06	7/10/06	182	10.46	9.12		-1.34	-12.77		-6.38
	short	5/09/16	8/08/16	91	10.00	10.32	9.68	-0.32	-3.20		-1.60
	long	11/15/21	11/29/21	14	21.61	21.26		-0.36	-1.65		-0.83
	long	1/17/22	2/07/22	21	24.71	21.25		-3.46	-13.99		-6.99
	long	9/18/23	10/16/23	28	25.69	23.78		-1.91	-7.45		-3.72	-18.20
KATEK	short	10/16/23	2/12/24	119	10.65	14.90	6.40	-4.25	-39.91		-19.95	-19.95
Schaeffler	long	11/11/19	1/27/20	77	9.88	9.01		-0.87	-8.83		-4.41
	long	2/17/20	3/02/20	14	9.60	7.91		-1.68	-17.55		-8.77
	long	1/09/23	2/13/23	35	6.64	6.56		-0.09	-1.28		-0.64
	long	2/20/23	8/21/23	182	6.65	5.46		-1.20	-17.97		-8.98	-21.14
Yokohama Rubber	long	1/09/06	7/10/06	182	13.63	9.52		-4.11	-30.15		-15.08
	short	7/10/06	11/13/06	126	9.52	12.60	6.44	-3.08	-32.35		-16.18
	long	2/20/23	8/21/23	182	24.41	28.42		4.01	16.41		8.20
	long	9/18/23	10/16/23	28	31.43	28.55		-2.88	-9.16		-4.58
	long	2/12/24	5/10/24	88	35.67	40.87		5.20	14.58		7.29	-21.15

Annotations

9/28/23	Denso	stock split 1:4 (four for one)
6/16/22	Michelin	stock split 1:4 (four for one)
4/04/22	Hella	acquired by Faurecia
9/16/21	Continental	spin-off drive technology: one additional Vitesco for five Continental
6/29/18	Autoliv	spin-off of Veoneer
6/22/18	Pirelli	returns
2/10/17	Auto Suppliers	machine learning processed for all techniques
6/06/16	Valeo	stock split 1:3 (three for one)
6/04/16	Schaeffler	moves from SDAX to MDAX (2016-06-20)
12/21/15	Schaeffler	entry (SDAX)
11/02/15	Pirelli	drops out due to acquisition by CNCC
3/13/15	Auto Suppliers	first full analysis, Best Long and Short do not cooperate, so the Alternating seems to be the best way.
1/19/15	Hella	entry


	is taking down something concerning