| |
| |
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 |
914.000 |
Fri |
4.82 |
921.000 |
-0.76 |
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
Transactions Iron and Steel * 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 |
11/19/07 |
686 |
|
- cash - |
short |
11/19/07 |
5/19/08 |
182 |
|
|
|
SSAB |
50 |
30 |
SEK |
161.500 |
210.000 |
113.000 |
-48.500 |
-30 |
8,545 |
-51 |
|
|
|
|
|
|
|
|
Pacific Metals |
50 |
46 |
JPY |
110.100 |
105.600 |
114.792 |
4.692 |
4 |
8,761 |
9 |
|
100 |
-13 |
-24 | |
long |
5/19/08 |
7/07/08 |
49 |
|
|
|
ArcelorMittal |
50 |
22 |
EUR |
197.400 |
165.900 |
|
-31.500 |
-16 |
8,068 |
-73 |
|
|
|
|
|
|
|
|
Outokumpu |
50 |
56 |
EUR |
77.950 |
46.810 |
|
-31.140 |
-40 |
6,324 |
-98 |
|
100 |
-28 |
-91 | |
short |
7/07/08 |
4/20/09 |
287 |
|
|
|
Pacific Metals |
50 |
38 |
JPY |
81.400 |
64.600 |
102.569 |
21.169 |
26 |
7,128 |
34 |
|
|
|
|
|
|
|
|
IM BaoTou Steel |
50 |
2,174 |
CNY |
1.486 |
1.361 |
1.622 |
0.136 |
9 |
7,425 |
12 |
|
100 |
17 |
23 | |
long |
4/20/09 |
7/05/10 |
441 |
|
|
|
Pacific Metals |
50 |
57 |
JPY |
64.600 |
58.100 |
|
-6.500 |
-10 |
7,055 |
-8 |
|
|
|
|
|
|
|
|
IM BaoTou Steel |
50 |
2,750 |
CNY |
1.361 |
1.054 |
|
-0.307 |
-23 |
6,210 |
-19 |
|
100 |
-16 |
-14 | |
short |
7/05/10 |
11/22/10 |
140 |
|
|
|
Salzgitter |
50 |
66 |
EUR |
46.545 |
50.920 |
42.170 |
-4.375 |
-9 |
5,921 |
-23 |
|
|
|
|
|
|
|
|
IM BaoTou Steel |
50 |
2,978 |
CNY |
1.054 |
1.554 |
0.554 |
-0.500 |
-47 |
4,432 |
-81 |
|
100 |
-29 |
-58 | |
long |
11/22/10 |
6/13/11 |
203 |
|
|
|
Severstal |
50 |
212 |
EUR |
10.440 |
12.500 |
|
2.060 |
20 |
4,869 |
38 |
|
|
|
|
|
|
|
|
Citic Pacific |
50 |
106 |
HKD |
20.820 |
18.580 |
|
-2.240 |
-11 |
4,632 |
-19 |
|
100 |
5 |
8 | |
short |
6/13/11 |
2/20/12 |
252 |
|
|
|
Outokumpu |
50 |
109 |
EUR |
21.160 |
13.020 |
34.389 |
13.229 |
63 |
6,074 |
102 |
|
|
|
|
|
|
|
|
Nippon Steel |
50 |
99 |
JPY |
23.290 |
22.080 |
24.566 |
1.276 |
5 |
6,200 |
8 |
|
100 |
34 |
53 | |
long |
2/20/12 |
4/23/12 |
63 |
|
|
|
Salzgitter |
50 |
65 |
EUR |
47.270 |
37.540 |
|
-9.730 |
-21 |
5,567 |
-74 |
|
|
|
|
|
|
|
|
Tenaris |
50 |
200 |
EUR |
15.630 |
13.070 |
|
-2.560 |
-16 |
5,055 |
-65 |
|
100 |
-18 |
-69 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
4/23/12 |
12/24/12 |
245 |
|
|
|
Ternium Argentina |
50 |
1,914 |
ARS |
1.320 |
1.550 |
1.090 |
-0.230 |
-17 |
4,615 |
-25 |
|
|
|
|
|
|
|
|
Outokumpu |
50 |
238 |
EUR |
10.620 |
6.840 |
16.489 |
5.869 |
55 |
6,012 |
93 |
|
100 |
19 |
29 | |
long |
12/24/12 |
4/01/13 |
98 |
|
|
|
voestalpine |
50 |
108 |
EUR |
27.615 |
23.625 |
|
-3.990 |
-14 |
5,581 |
-44 |
|
|
|
|
|
|
|
|
Kobe Steel |
50 |
277 |
JPY |
10.900 |
10.900 |
|
0.000 |
0 |
5,581 |
0 |
|
100 |
-7 |
-24 | |
short |
4/01/13 |
9/23/13 |
175 |
|
|
|
Outokumpu |
50 |
560 |
EUR |
4.980 |
4.610 |
5.380 |
0.400 |
8 |
5,805 |
17 |
|
|
|
|
|
|
|
|
Severstal |
50 |
435 |
EUR |
6.410 |
6.050 |
6.791 |
0.381 |
6 |
5,971 |
13 |
|
100 |
7 |
15 | |
long |
9/23/13 |
10/13/14 |
385 |
|
|
|
Ternium Argentina |
50 |
1,051 |
ARS |
2.840 |
6.210 |
|
3.370 |
119 |
9,513 |
110 |
|
|
|
|
|
|
|
|
Kobe Steel |
50 |
170 |
JPY |
17.500 |
16.000 |
|
-1.500 |
-9 |
9,258 |
-8 |
|
100 |
55 |
52 | |
short |
10/13/14 |
3/30/15 |
168 |
|
|
|
Salzgitter |
50 |
200 |
EUR |
23.080 |
27.280 |
18.880 |
-4.200 |
-18 |
8,418 |
-35 |
|
|
|
|
|
|
|
|
Nisshin Steel |
50 |
559 |
JPY |
8.290 |
14.730 |
1.850 |
-6.440 |
-78 |
4,818 |
-96 |
|
100 |
-48 |
-76 | |
long |
3/30/15 |
7/27/15 |
119 |
|
|
|
Ternium Argentina |
50 |
310 |
ARS |
7.770 |
6.170 |
|
-1.600 |
-21 |
4,322 |
-51 |
|
|
|
|
|
|
|
|
IM BaoTou Steel |
50 |
549 |
CNY |
4.386 |
3.286 |
|
-1.100 |
-25 |
3,718 |
-59 |
|
100 |
-23 |
-55 | |
short |
7/27/15 |
3/28/16 |
245 |
|
|
|
Vallourec |
50 |
2 |
EUR |
630.000 |
220.800 |
1,797.554 |
1,167.554 |
185 |
6,053 |
377 |
|
|
|
|
|
|
|
|
Tata Steel |
50 |
977 |
INR |
2.514 |
3.001 |
2.028 |
-0.487 |
-19 |
5,578 |
-27 |
|
100 |
50 |
83 | |
long |
3/28/16 |
5/09/16 |
42 |
|
|
|
Posco Holdings |
50 |
13 |
KRW |
210.500 |
208.500 |
|
-2.000 |
-1 |
5,552 |
-8 |
|
|
|
|
|
|
|
|
Tata Steel |
50 |
946 |
INR |
3.001 |
3.291 |
|
0.291 |
10 |
5,827 |
123 |
|
100 |
4 |
46 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
5/09/16 |
6/20/16 |
42 |
|
|
|
Vallourec |
50 |
21 |
EUR |
137.120 |
137.200 |
137.040 |
-0.080 |
0 |
5,825 |
-1 |
|
|
|
|
|
|
|
|
Kobe Steel |
50 |
294 |
JPY |
10.000 |
9.200 |
10.870 |
0.870 |
9 |
6,080 |
106 |
|
100 |
4 |
45 | |
long |
6/20/16 |
6/12/17 |
357 |
|
|
|
Outokumpu |
50 |
819 |
EUR |
3.710 |
7.340 |
|
3.630 |
98 |
9,053 |
101 |
|
|
|
|
|
|
|
|
Tata Steel |
50 |
903 |
INR |
3.368 |
5.081 |
|
1.714 |
51 |
10,601 |
52 |
|
100 |
74 |
77 | |
short |
6/12/17 |
10/16/17 |
126 |
|
|
|
Nisshin Steel |
50 |
419 |
JPY |
12.620 |
14.440 |
10.800 |
-1.820 |
-14 |
9,838 |
-36 |
|
|
|
|
|
|
|
|
Pacific Metals |
50 |
184 |
JPY |
28.800 |
28.700 |
28.900 |
0.100 |
0 |
9,857 |
1 |
|
100 |
-7 |
-19 | |
long |
10/16/17 |
3/12/18 |
147 |
|
|
|
Ternium Argentina |
50 |
366 |
ARS |
13.450 |
14.600 |
|
1.150 |
9 |
10,278 |
23 |
|
|
|
|
|
|
|
|
Tata Steel |
50 |
690 |
INR |
7.150 |
6.229 |
|
-0.921 |
-13 |
9,642 |
-29 |
|
100 |
-2 |
-5 | |
short |
3/12/18 |
5/14/18 |
63 |
|
|
|
Vallourec |
50 |
27 |
EUR |
176.240 |
201.200 |
151.280 |
-24.960 |
-14 |
8,968 |
-59 |
|
|
|
|
|
|
|
|
Outokumpu |
50 |
748 |
EUR |
6.522 |
5.696 |
7.468 |
0.946 |
15 |
9,676 |
119 |
|
100 |
0 |
2 | |
long |
5/14/18 |
6/25/18 |
42 |
|
|
|
ArcelorMittal |
50 |
158 |
EUR |
30.470 |
26.000 |
|
-4.470 |
-15 |
8,970 |
-75 |
|
|
|
|
|
|
|
|
Evraz |
50 |
968 |
GBP |
5.022 |
5.028 |
|
0.006 |
0 |
8,975 |
1 |
|
100 |
-7 |
-48 | |
short |
6/25/18 |
9/24/18 |
91 |
|
|
|
Outokumpu |
50 |
871 |
EUR |
5.150 |
5.282 |
5.018 |
-0.132 |
-3 |
8,861 |
-10 |
|
|
|
|
|
|
|
|
Nippon Steel |
50 |
206 |
JPY |
21.745 |
23.765 |
19.725 |
-2.020 |
-9 |
8,444 |
-32 |
|
100 |
-6 |
-22 | |
long |
9/24/18 |
10/15/18 |
21 |
|
|
|
Evraz |
50 |
768 |
GBP |
5.494 |
5.368 |
|
-0.126 |
-2 |
8,348 |
-33 |
|
|
|
|
|
|
|
|
Pacific Metals |
50 |
104 |
JPY |
40.300 |
38.650 |
|
-1.650 |
-4 |
8,176 |
-52 |
|
100 |
-3 |
-43 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
10/15/18 |
2/17/20 |
490 |
|
|
|
Outokumpu |
50 |
913 |
EUR |
4.477 |
4.253 |
4.713 |
0.236 |
5 |
8,391 |
4 |
|
|
|
|
|
|
|
|
Posco Holdings |
50 |
15 |
KRW |
265.500 |
218.500 |
322.610 |
57.110 |
22 |
9,248 |
16 |
|
100 |
13 |
10 | |
long |
2/17/20 |
3/02/20 |
14 |
|
|
|
Ternium Argentina |
50 |
191 |
ARS |
24.200 |
21.150 |
|
-3.050 |
-13 |
8,665 |
-97 |
|
|
|
|
|
|
|
|
Outokumpu |
50 |
1,087 |
EUR |
4.253 |
3.451 |
|
-0.802 |
-19 |
7,794 |
-100 |
|
100 |
-16 |
-99 | |
short |
3/02/20 |
9/07/20 |
189 |
|
|
|
Kobe Steel |
50 |
966 |
JPY |
4.030 |
4.280 |
3.780 |
-0.250 |
-6 |
7,552 |
-12 |
|
|
|
|
|
|
|
|
Hyundai Steel |
50 |
163 |
KRW |
23.800 |
25.500 |
22.100 |
-1.700 |
-7 |
7,275 |
-13 |
|
100 |
-7 |
-12 | |
long |
9/07/20 |
10/25/21 |
413 |
|
|
|
Ternium Argentina |
50 |
96 |
ARS |
37.850 |
109.750 |
|
71.900 |
190 |
14,177 |
156 |
|
|
|
|
|
|
|
|
Tata Steel |
50 |
861 |
INR |
4.225 |
12.933 |
|
8.708 |
206 |
21,675 |
169 |
|
100 |
198 |
163 | |
short |
10/25/21 |
12/27/21 |
63 |
|
|
|
voestalpine |
50 |
336 |
EUR |
32.160 |
32.420 |
31.900 |
-0.260 |
-1 |
21,588 |
-5 |
|
|
|
|
|
|
|
|
Vallourec |
50 |
1,484 |
EUR |
7.320 |
8.720 |
5.920 |
-1.400 |
-19 |
19,510 |
-71 |
|
100 |
-10 |
-46 | |
long |
12/27/21 |
1/24/22 |
28 |
|
|
|
Ternium Argentina |
50 |
75 |
ARS |
130.000 |
121.250 |
|
-8.750 |
-7 |
18,854 |
-60 |
|
|
|
|
|
|
|
|
SSAB |
50 |
183 |
SEK |
53.280 |
52.580 |
|
-0.700 |
-1 |
18,726 |
-16 |
|
100 |
-4 |
-41 | |
short |
1/24/22 |
5/30/22 |
126 |
|
|
|
Vallourec |
50 |
1,232 |
EUR |
7.595 |
13.085 |
2.105 |
-5.490 |
-72 |
11,962 |
-98 |
|
|
|
|
|
|
|
|
Kobe Steel |
50 |
1,678 |
JPY |
5.580 |
6.780 |
4.380 |
-1.200 |
-22 |
9,948 |
-50 |
|
100 |
-47 |
-84 | |
long |
5/30/22 |
6/20/22 |
21 |
|
|
|
Vallourec |
50 |
380 |
EUR |
13.085 |
12.150 |
|
-0.935 |
-7 |
9,593 |
-72 |
|
|
|
|
|
|
|
|
Tenaris |
50 |
306 |
EUR |
16.220 |
13.210 |
|
-3.010 |
-19 |
8,672 |
-97 |
|
100 |
-13 |
-91 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
6/20/22 |
12/26/22 |
189 |
|
|
|
Aperam |
50 |
138 |
EUR |
31.290 |
29.810 |
32.844 |
1.554 |
5 |
8,886 |
10 |
|
|
|
|
|
|
|
|
Tata Steel |
50 |
505 |
INR |
8.614 |
10.500 |
6.728 |
-1.886 |
-22 |
7,934 |
-38 |
|
100 |
-9 |
-16 | |
long |
12/26/22 |
7/24/23 |
210 |
|
|
|
Ternium Argentina |
50 |
18 |
ARS |
213.750 |
460.500 |
|
246.750 |
115 |
12,376 |
280 |
|
|
|
|
|
|
|
|
Tenaris |
50 |
246 |
EUR |
16.580 |
15.040 |
|
-1.540 |
-9 |
11,997 |
-16 |
|
100 |
51 |
105 | |
short |
7/24/23 |
12/25/23 |
154 |
|
|
|
Vulcan Steel |
50 |
743 |
NZD |
8.070 |
8.020 |
8.120 |
0.050 |
1 |
12,034 |
1 |
|
|
|
|
|
|
|
|
Pacific Metals |
50 |
385 |
JPY |
15.570 |
11.920 |
20.338 |
4.768 |
31 |
13,870 |
88 |
|
100 |
16 |
41 | |
long |
12/25/23 |
5/10/24 |
137 |
|
|
|
Ternium Argentina |
50 |
8 |
ARS |
845.500 |
914.000 |
|
68.500 |
8 |
14,418 |
23 |
|
|
|
|
|
|
|
|
Kobe Steel |
50 |
409 |
JPY |
17.360 |
19.825 |
|
2.465 |
14 |
15,426 |
42 |
|
100 |
11 |
33 | |
accum | 11/19/07 |
5/10/24 | 6018 |
days out of 6704 invested (90%) |
54 |
15,426 |
3 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Ternium Argentina | short | 4/23/12 | 12/24/12 | 245 | 1.32 | 1.55 | 1.09 | -0.23 | -17.42 | 50 | -8.71 | |
| long | 9/23/13 | 10/13/14 | 385 | 2.84 | 6.21 | | 3.37 | 118.66 | | 59.33 | |
| long | 3/30/15 | 7/27/15 | 119 | 7.77 | 6.17 | | -1.60 | -20.59 | | -10.30 | |
| long | 10/16/17 | 3/12/18 | 147 | 13.45 | 14.60 | | 1.15 | 8.55 | | 4.28 | |
| long | 2/17/20 | 3/02/20 | 14 | 24.20 | 21.15 | | -3.05 | -12.60 | | -6.30 | |
| long | 9/07/20 | 10/25/21 | 413 | 37.85 | 109.75 | | 71.90 | 189.96 | | 94.98 | |
| long | 12/27/21 | 1/24/22 | 28 | 130.00 | 121.25 | | -8.75 | -6.73 | | -3.37 | |
| long | 12/26/22 | 7/24/23 | 210 | 213.75 | 460.50 | | 246.75 | 115.44 | | 57.72 | |
| long | 12/25/23 | 5/10/24 | 137 | 845.50 | 914.00 | | 68.50 | 8.10 | | 4.05 | 294.18 |
Outokumpu | long | 5/19/08 | 7/07/08 | 49 | 77.95 | 46.81 | | -31.14 | -39.95 | | -19.97 | |
| short | 6/13/11 | 2/20/12 | 252 | 21.16 | 13.02 | 34.39 | 13.23 | 62.52 | | 31.26 | |
| short | 4/23/12 | 12/24/12 | 245 | 10.62 | 6.84 | 16.49 | 5.87 | 55.26 | | 27.63 | |
| short | 4/01/13 | 9/23/13 | 175 | 4.98 | 4.61 | 5.38 | 0.40 | 8.03 | | 4.01 | |
| long | 6/20/16 | 6/12/17 | 357 | 3.71 | 7.34 | | 3.63 | 97.84 | | 48.92 | |
| short | 3/12/18 | 5/14/18 | 63 | 6.52 | 5.70 | 7.47 | 0.95 | 14.50 | | 7.25 | |
| short | 6/25/18 | 9/24/18 | 91 | 5.15 | 5.28 | 5.02 | -0.13 | -2.56 | | -1.28 | |
| short | 10/15/18 | 2/17/20 | 490 | 4.48 | 4.25 | 4.71 | 0.24 | 5.27 | | 2.63 | |
| long | 2/17/20 | 3/02/20 | 14 | 4.25 | 3.45 | | -0.80 | -18.86 | | -9.43 | 104.38 |
Tata Steel | short | 7/27/15 | 3/28/16 | 245 | 2.51 | 3.00 | 2.03 | -0.49 | -19.35 | | -9.68 | |
| long | 3/28/16 | 5/09/16 | 42 | 3.00 | 3.29 | | 0.29 | 9.68 | | 4.84 | |
| long | 6/20/16 | 6/12/17 | 357 | 3.37 | 5.08 | | 1.71 | 50.88 | | 25.44 | |
| long | 10/16/17 | 3/12/18 | 147 | 7.15 | 6.23 | | -0.92 | -12.88 | | -6.44 | |
| long | 9/07/20 | 10/25/21 | 413 | 4.23 | 12.93 | | 8.71 | 206.11 | | 103.05 | |
| short | 6/20/22 | 12/26/22 | 189 | 8.61 | 10.50 | 6.73 | -1.89 | -21.89 | | -10.95 | 100.97 |
Pacific Metals | short | 11/19/07 | 5/19/08 | 182 | 110.10 | 105.60 | 114.79 | 4.69 | 4.26 | | 2.13 | |
| short | 7/07/08 | 4/20/09 | 287 | 81.40 | 64.60 | 102.57 | 21.17 | 26.01 | | 13.00 | |
| long | 4/20/09 | 7/05/10 | 441 | 64.60 | 58.10 | | -6.50 | -10.06 | | -5.03 | |
| short | 6/12/17 | 10/16/17 | 126 | 28.80 | 28.70 | 28.90 | 0.10 | 0.35 | | 0.17 | |
| long | 9/24/18 | 10/15/18 | 21 | 40.30 | 38.65 | | -1.65 | -4.09 | | -2.05 | |
| short | 7/24/23 | 12/25/23 | 154 | 15.57 | 11.92 | 20.34 | 4.77 | 30.62 | | 15.31 | 24.01 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Severstal | long | 11/22/10 | 6/13/11 | 203 | 10.44 | 12.50 | | 2.06 | 19.73 | | 9.87 | |
| short | 4/01/13 | 9/23/13 | 175 | 6.41 | 6.05 | 6.79 | 0.38 | 5.95 | | 2.98 | 13.13 |
Posco Holdings | long | 3/28/16 | 5/09/16 | 42 | 210.50 | 208.50 | | -2.00 | -0.95 | | -0.48 | |
| short | 10/15/18 | 2/17/20 | 490 | 265.50 | 218.50 | 322.61 | 57.11 | 21.51 | | 10.76 | 10.23 |
Aperam | short | 6/20/22 | 12/26/22 | 189 | 31.29 | 29.81 | 32.84 | 1.55 | 4.96 | | 2.48 | 2.48 |
Vulcan Steel | short | 7/24/23 | 12/25/23 | 154 | 8.07 | 8.02 | 8.12 | 0.05 | 0.62 | | 0.31 | 0.31 |
Vallourec | short | 7/27/15 | 3/28/16 | 245 | 630.00 | 220.80 | 1,797.55 | 1,167.55 | 185.33 | | 92.66 | |
| short | 5/09/16 | 6/20/16 | 42 | 137.12 | 137.20 | 137.04 | -0.08 | -0.06 | | -0.03 | |
| short | 3/12/18 | 5/14/18 | 63 | 176.24 | 201.20 | 151.28 | -24.96 | -14.16 | | -7.08 | |
| short | 10/25/21 | 12/27/21 | 63 | 7.32 | 8.72 | 5.92 | -1.40 | -19.13 | | -9.56 | |
| short | 1/24/22 | 5/30/22 | 126 | 7.60 | 13.09 | 2.11 | -5.49 | -72.28 | | -36.14 | |
| long | 5/30/22 | 6/20/22 | 21 | 13.09 | 12.15 | | -0.94 | -7.15 | | -3.57 | -0.34 |
Evraz | long | 5/14/18 | 6/25/18 | 42 | 5.02 | 5.03 | | 0.01 | 0.12 | | 0.06 | |
| long | 9/24/18 | 10/15/18 | 21 | 5.49 | 5.37 | | -0.13 | -2.29 | | -1.15 | -1.09 |
Nippon Steel | short | 6/13/11 | 2/20/12 | 252 | 23.29 | 22.08 | 24.57 | 1.28 | 5.48 | | 2.74 | |
| short | 6/25/18 | 9/24/18 | 91 | 21.75 | 23.77 | 19.73 | -2.02 | -9.29 | | -4.64 | -2.03 |
Hyundai Steel | short | 3/02/20 | 9/07/20 | 189 | 23.80 | 25.50 | 22.10 | -1.70 | -7.14 | | -3.57 | -3.57 |
Citic Pacific | long | 11/22/10 | 6/13/11 | 203 | 20.82 | 18.58 | | -2.24 | -10.76 | | -5.38 | -5.38 |
Kobe Steel | long | 12/24/12 | 4/01/13 | 98 | 10.90 | 10.90 | | 0.00 | 0.00 | | 0.00 | |
| long | 9/23/13 | 10/13/14 | 385 | 17.50 | 16.00 | | -1.50 | -8.57 | | -4.29 | |
| short | 5/09/16 | 6/20/16 | 42 | 10.00 | 9.20 | 10.87 | 0.87 | 8.70 | | 4.35 | |
| short | 3/02/20 | 9/07/20 | 189 | 4.03 | 4.28 | 3.78 | -0.25 | -6.20 | | -3.10 | |
| short | 1/24/22 | 5/30/22 | 126 | 5.58 | 6.78 | 4.38 | -1.20 | -21.51 | | -10.75 | |
| long | 12/25/23 | 5/10/24 | 137 | 17.36 | 19.83 | | 2.47 | 14.20 | | 7.10 | -7.50 |
voestalpine | long | 12/24/12 | 4/01/13 | 98 | 27.62 | 23.63 | | -3.99 | -14.45 | | -7.22 | |
| short | 10/25/21 | 12/27/21 | 63 | 32.16 | 32.42 | 31.90 | -0.26 | -0.81 | | -0.40 | -7.60 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
ArcelorMittal | long | 5/19/08 | 7/07/08 | 49 | 197.40 | 165.90 | | -31.50 | -15.96 | | -7.98 | |
| long | 5/14/18 | 6/25/18 | 42 | 30.47 | 26.00 | | -4.47 | -14.67 | | -7.34 | -14.73 |
SSAB | short | 11/19/07 | 5/19/08 | 182 | 161.50 | 210.00 | 113.00 | -48.50 | -30.03 | | -15.02 | |
| long | 12/27/21 | 1/24/22 | 28 | 53.28 | 52.58 | | -0.70 | -1.31 | | -0.66 | -15.57 |
Tenaris | long | 2/20/12 | 4/23/12 | 63 | 15.63 | 13.07 | | -2.56 | -16.38 | | -8.19 | |
| long | 5/30/22 | 6/20/22 | 21 | 16.22 | 13.21 | | -3.01 | -18.56 | | -9.28 | |
| long | 12/26/22 | 7/24/23 | 210 | 16.58 | 15.04 | | -1.54 | -9.29 | | -4.64 | -20.58 |
Salzgitter | short | 7/05/10 | 11/22/10 | 140 | 46.55 | 50.92 | 42.17 | -4.38 | -9.40 | | -4.70 | |
| long | 2/20/12 | 4/23/12 | 63 | 47.27 | 37.54 | | -9.73 | -20.58 | | -10.29 | |
| short | 10/13/14 | 3/30/15 | 168 | 23.08 | 27.28 | 18.88 | -4.20 | -18.20 | | -9.10 | -22.29 |
IM BaoTou Steel | short | 7/07/08 | 4/20/09 | 287 | 1.49 | 1.36 | 1.62 | 0.14 | 9.19 | | 4.59 | |
| long | 4/20/09 | 7/05/10 | 441 | 1.36 | 1.05 | | -0.31 | -22.57 | | -11.29 | |
| short | 7/05/10 | 11/22/10 | 140 | 1.05 | 1.55 | 0.55 | -0.50 | -47.45 | | -23.73 | |
| long | 3/30/15 | 7/27/15 | 119 | 4.39 | 3.29 | | -1.10 | -25.08 | | -12.54 | -38.10 |
Nisshin Steel | short | 10/13/14 | 3/30/15 | 168 | 8.29 | 14.73 | 1.85 | -6.44 | -77.68 | | -38.84 | |
| short | 6/12/17 | 10/16/17 | 126 | 12.62 | 14.44 | 10.80 | -1.82 | -14.42 | | -7.21 | -43.25 |
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 |
|
|