Share-o-matic - Assessment Iron and Steel

Assessment - Iron and Steel - 5/06/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	Curr	∅-RS
		SOM Iron and Steel	377.049	Fri	1.34	382.453	-1.41	362.062	20.391	5.63	USD	4.84
		Ternium Argentina	872.000	Thu	-1.80	921.000	-5.32	798.000	123.000	15.41	ARS	47.26
	L	Tata Steel	162.250	Fri	0.22	167.600	-3.19	119.400	48.200	40.37	INR	31.05
	L	Vallourec	16.340	Fri	0.06	16.420	-0.49	12.400	4.020	32.42	EUR	30.90
		Kobe Steel	1,982.500	Fri	7.57	1,882.000	5.34	1,852.000	30.000	1.62	JPY	12.57
	L	JSW Steel	853.600	Fri	2.28	880.650	-3.07	754.000	126.650	16.80	INR	10.73
		Bluescope Steel	22.070	Fri	-0.90	22.660	-2.60	19.480	3.180	16.32	AUD	7.91
		Tenaris	15.960	Fri	-0.06	15.870	0.57	16.706	-0.836	-5.00	EUR	5.67
		Nippon Steel	3,310.000	Fri	-2.93	3,473.000	-4.69	3,250.000	223.000	6.86	JPY	4.80
		Acerinox	10.380	Fri	1.96	10.200	1.76	9.750	0.450	4.62	EUR	4.15
		ArcelorMittal	23.900	Fri	0.84	24.380	-1.97	21.670	2.710	12.51	EUR	1.03
	L	Citic Pacific	8.220	Fri	5.93	7.690	6.89	7.080	0.610	8.62	HKD	-1.82
		Vulcan Steel	7.290	Fri	4.14	7.870	-7.37	7.900	-0.030	-0.38	NZD	-4.62
		voestalpine	25.480	Fri	0.95	25.840	-1.39	24.340	1.500	6.16	EUR	-5.06
	L	Pacific Metals	1,298.000	Fri	1.72	1,307.000	-0.69	1,363.000	-56.000	-4.11	JPY	-6.78
	S	Aperam	26.320	Fri	1.54	26.280	0.15	28.330	-2.050	-7.24	EUR	-9.16
	L	Salzgitter	22.540	Fri	0.63	24.360	-7.47	25.680	-1.320	-5.14	EUR	-9.66
	S	Posco Holdings	401,000.000	Fri	0.75	403,500.000	-0.62	522,000.000	-118,500.000	-22.70	KRW	-11.35
	S	Outokumpu	3.727	Fri	1.19	3.777	-1.32	3.950	-0.173	-4.38	EUR	-11.54
		thyssenkrupp	4.859	Fri	-0.37	4.932	-1.48	6.796	-1.864	-27.43	EUR	-19.59
Iron and Steel - 19 out of 19 instruments rated - 5/06/24 / 11/06/23 - 11 did rise, Market-Ratio(26) = 57.89 %

Technical Chart

	Iron and Steel RS = 26 - B/S = 60/40

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

Transactions Iron and Steel * 26 - 60/40 (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		11/19/07	686		- cash -
short	11/19/07	5/19/08	182		Pacific Metals	100	90	JPY	110.100	105.600	114.792	4.692	4	10,422	9
long	5/19/08	7/07/08	49		Outokumpu	100	133	EUR	77.950	46.810		-31.140	-40	6,281	-98
short	7/07/08	4/20/09	287		IM BaoTou Steel	100	4,227	CNY	1.486	1.361	1.622	0.136	9	6,858	12
long	4/20/09	7/05/10	441		Pacific Metals	100	106	JPY	64.600	58.100		-6.500	-10	6,169	-8
short	7/05/10	11/22/10	140		IM BaoTou Steel	100	5,854	CNY	1.054	1.554	0.554	-0.500	-47	3,242	-81
long	11/22/10	6/13/11	203		Citic Pacific	100	155	HKD	20.820	18.580		-2.240	-11	2,895	-19
short	6/13/11	2/20/12	252		Outokumpu	100	136	EUR	21.160	13.020	34.389	13.229	63	4,694	102
long	2/20/12	4/23/12	63		Tenaris	100	300	EUR	15.630	13.070		-2.560	-16	3,926	-65
short	4/23/12	12/24/12	245		Ternium Argentina	100	2,974	ARS	1.320	1.550	1.090	-0.230	-17	3,242	-25
long	12/24/12	4/01/13	98		voestalpine	100	117	EUR	27.615	23.625		-3.990	-14	2,775	-44
short	4/01/13	9/23/13	175		Severstal	100	432	EUR	6.410	6.050	6.791	0.381	6	2,940	13
long	9/23/13	10/13/14	385		Ternium Argentina	100	1,035	ARS	2.840	6.210		3.370	119	6,428	110
short	10/13/14	3/30/15	168		Nisshin Steel	100	775	JPY	8.290	14.730	1.850	-6.440	-78	1,437	-96
long	3/30/15	7/27/15	119		IM BaoTou Steel	100	327	CNY	4.386	3.286		-1.100	-25	1,077	-59
short	7/27/15	3/28/16	245		Tata Steel	100	428	INR	2.514	3.001	2.028	-0.487	-19	869	-27
long	3/28/16	5/09/16	42		Tata Steel	100	289	INR	3.001	3.291		0.291	10	953	123
short	5/09/16	6/20/16	42		Vallourec	100	6	EUR	137.120	137.200	137.040	-0.080	0	952	-1
long	6/20/16	6/12/17	357		Tata Steel	100	282	INR	3.368	5.081		1.714	51	1,435	52
short	6/12/17	10/16/17	126		Pacific Metals	100	49	JPY	28.800	28.700	28.900	0.100	0	1,440	1
long	10/16/17	3/12/18	147		Tata Steel	100	201	INR	7.150	6.229		-0.921	-13	1,255	-29
short	3/12/18	5/14/18	63		Outokumpu	100	192	EUR	6.522	5.696	7.468	0.946	15	1,437	119
long	5/14/18	6/25/18	42		Evraz	100	286	GBP	5.022	5.028		0.006	0	1,439	1
short	6/25/18	9/24/18	91		Outokumpu	100	279	EUR	5.150	5.282	5.018	-0.132	-3	1,402	-10
long	9/24/18	10/15/18	21		Evraz	100	255	GBP	5.494	5.368		-0.126	-2	1,370	-33
short	10/15/18	2/17/20	490		Outokumpu	100	305	EUR	4.477	4.253	4.713	0.236	5	1,442	4
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	2/17/20	3/02/20	14		Ternium Argentina	100	59	ARS	24.200	21.150		-3.050	-13	1,262	-97
short	3/02/20	9/07/20	189		Kobe Steel	100	313	JPY	4.030	4.280	3.780	-0.250	-6	1,183	-12
long	9/07/20	10/25/21	413		Ternium Argentina	100	31	ARS	37.850	109.750		71.900	190	3,412	156
short	10/25/21	12/27/21	63		Vallourec	100	466	EUR	7.320	8.720	5.920	-1.400	-19	2,760	-71
long	12/27/21	1/24/22	28		Ternium Argentina	100	21	ARS	130.000	121.250		-8.750	-7	2,576	-60
short	1/24/22	5/30/22	126		Vallourec	100	339	EUR	7.595	13.085	2.105	-5.490	-72	715	-98
long	5/30/22	6/20/22	21		Tenaris	100	44	EUR	16.220	13.210		-3.010	-19	583	-97
short	6/20/22	12/26/22	189		Aperam	100	18	EUR	31.290	29.810	32.844	1.554	5	610	10
long	12/26/22	7/24/23	210		Ternium Argentina	100	2	ARS	213.750	460.500		246.750	115	1,104	280
short	7/24/23	12/25/23	154		Pacific Metals	100	70	JPY	15.570	11.920	20.338	4.768	31	1,438	88
long	12/25/23	5/09/24	136		Ternium Argentina	100	1	ARS	845.500	872.000		26.500	3	1,464	9
accum	11/19/07	5/09/24	6018	days out of 6704 invested (90%)								-85		1,464	-11

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Ternium Argentina	short	4/23/12	12/24/12	245	1.32	1.55	1.09	-0.23	-17.42
	long	9/23/13	10/13/14	385	2.84	6.21		3.37	118.66
	long	2/17/20	3/02/20	14	24.20	21.15		-3.05	-12.60
	long	9/07/20	10/25/21	413	37.85	109.75		71.90	189.96
	long	12/27/21	1/24/22	28	130.00	121.25		-8.75	-6.73
	long	12/26/22	7/24/23	210	213.75	460.50		246.75	115.44
	long	12/25/23	5/09/24	136	845.50	872.00		26.50	3.13	848.25
Pacific Metals	short	11/19/07	5/19/08	182	110.10	105.60	114.79	4.69	4.26
	long	4/20/09	7/05/10	441	64.60	58.10		-6.50	-10.06
	short	6/12/17	10/16/17	126	28.80	28.70	28.90	0.10	0.35
	short	7/24/23	12/25/23	154	15.57	11.92	20.34	4.77	30.62	22.91
Tata Steel	short	7/27/15	3/28/16	245	2.51	3.00	2.03	-0.49	-19.35
	long	3/28/16	5/09/16	42	3.00	3.29		0.29	9.68
	long	6/20/16	6/12/17	357	3.37	5.08		1.71	50.88
	long	10/16/17	3/12/18	147	7.15	6.23		-0.92	-12.88	16.28
Outokumpu	long	5/19/08	7/07/08	49	77.95	46.81		-31.14	-39.95
	short	6/13/11	2/20/12	252	21.16	13.02	34.39	13.23	62.52
	short	3/12/18	5/14/18	63	6.52	5.70	7.47	0.95	14.50
	short	6/25/18	9/24/18	91	5.15	5.28	5.02	-0.13	-2.56
	short	10/15/18	2/17/20	490	4.48	4.25	4.71	0.24	5.27	14.62
Severstal	short	4/01/13	9/23/13	175	6.41	6.05	6.79	0.38	5.95	5.95
Aperam	short	6/20/22	12/26/22	189	31.29	29.81	32.84	1.55	4.96	4.96
Evraz	long	5/14/18	6/25/18	42	5.02	5.03		0.01	0.12
	long	9/24/18	10/15/18	21	5.49	5.37		-0.13	-2.29	-2.18
Kobe Steel	short	3/02/20	9/07/20	189	4.03	4.28	3.78	-0.25	-6.20	-6.20
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Citic Pacific	long	11/22/10	6/13/11	203	20.82	18.58		-2.24	-10.76	-10.76
voestalpine	long	12/24/12	4/01/13	98	27.62	23.63		-3.99	-14.45	-14.45
Tenaris	long	2/20/12	4/23/12	63	15.63	13.07		-2.56	-16.38
	long	5/30/22	6/20/22	21	16.22	13.21		-3.01	-18.56	-31.90
IM BaoTou Steel	short	7/07/08	4/20/09	287	1.49	1.36	1.62	0.14	9.19
	short	7/05/10	11/22/10	140	1.05	1.55	0.55	-0.50	-47.45
	long	3/30/15	7/27/15	119	4.39	3.29		-1.10	-25.08	-57.02
Vallourec	short	5/09/16	6/20/16	42	137.12	137.20	137.04	-0.08	-0.06
	short	10/25/21	12/27/21	63	7.32	8.72	5.92	-1.40	-19.13
	short	1/24/22	5/30/22	126	7.60	13.09	2.11	-5.49	-72.28	-77.60
Nisshin Steel	short	10/13/14	3/30/15	168	8.29	14.73	1.85	-6.44	-77.68	-77.68

Annotations

7/28/22	Tata Steel	stock split 1:10 (ten for one)
5/25/20	Vallourec	reverse split 40:1 (one for fourty)
5/18/17	ArcelorMittal	reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
3/15/15	Iron and Steel	first complete analysis


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