| |
| |
Assessment - Automotive Producers - 4/22/24 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/22/24 |
⇓ Δwk |
1/22/24 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| | |
|
|
|
|
|
SOM Auto Makers |
748.245 |
Fri |
0.64 |
738.434 |
1.33 |
636.772 |
101.662 |
15.97 |
USD |
14.11 |
| | |
|
|
|
L |
|
Traton |
32.700 |
Fri |
-3.54 |
33.850 |
-3.40 |
22.260 |
11.590 |
52.07 |
EUR |
59.97 |
| | |
|
|
|
|
|
Bajaj Auto |
8,974.300 |
Fri |
2.74 |
8,795.750 |
2.03 |
7,084.000 |
1,711.750 |
24.16 |
INR |
56.06 |
| | |
|
|
|
|
|
Tata Motors |
999.500 |
Fri |
-0.17 |
973.550 |
2.67 |
819.950 |
153.600 |
18.73 |
INR |
44.21 |
| | |
|
|
|
|
|
Toyota |
3,510.000 |
Fri |
0.37 |
3,517.000 |
-0.20 |
2,982.000 |
535.000 |
17.94 |
JPY |
35.88 |
| | |
|
|
|
|
|
Iveco |
11.885 |
Fri |
2.72 |
11.875 |
0.08 |
9.102 |
2.773 |
30.47 |
EUR |
35.26 |
| | |
|
|
|
L |
|
Mahindra & Mahindra |
2,044.900 |
Fri |
|
2,090.650 |
-2.19 |
1,624.000 |
466.650 |
28.73 |
INR |
33.56 |
| | |
|
|
|
L |
|
Daimler Truck |
42.900 |
Fri |
2.26 |
43.220 |
-0.74 |
31.300 |
11.920 |
38.08 |
EUR |
30.34 |
| | |
|
|
|
L |
|
Renault |
48.550 |
Fri |
1.15 |
47.470 |
2.28 |
34.630 |
12.840 |
37.08 |
EUR |
28.68 |
| | |
|
|
|
|
|
Kia |
118,200.000 |
Fri |
1.37 |
115,100.000 |
2.69 |
87,200.000 |
27,900.000 |
32.00 |
KRW |
28.33 |
| | |
|
|
|
|
|
Paccar |
111.960 |
Fri |
-0.59 |
112.580 |
-0.55 |
97.090 |
15.490 |
15.95 |
USD |
25.40 |
| | |
|
|
|
L |
|
Maruti Suzuki |
12,703.300 |
Fri |
-1.70 |
12,785.500 |
-0.64 |
9,971.000 |
2,814.500 |
28.23 |
INR |
25.11 |
| | |
|
|
|
|
|
Stellantis |
23.045 |
Fri |
0.68 |
23.135 |
-0.39 |
19.700 |
3.435 |
17.44 |
EUR |
24.77 |
| | |
|
|
|
|
|
Ferrari |
394.500 |
Fri |
2.15 |
382.800 |
3.06 |
312.400 |
70.400 |
22.54 |
EUR |
24.56 |
| | |
|
|
|
L |
|
General Motors |
45.840 |
Fri |
0.48 |
43.210 |
6.09 |
35.320 |
7.890 |
22.34 |
USD |
23.83 |
| | |
|
|
|
L |
|
Eicher Motors |
4,601.000 |
Fri |
-0.31 |
4,466.950 |
3.00 |
3,700.000 |
766.950 |
20.73 |
INR |
23.13 |
| | |
|
|
|
|
|
Suzuki Motor |
1,814.500 |
Fri |
1.34 |
1,762.000 |
2.98 |
1,639.000 |
123.000 |
7.50 |
JPY |
22.27 |
| | |
|
|
|
L |
|
Hyundai Motor |
249,500.000 |
Fri |
-0.20 |
245,000.000 |
1.84 |
180,100.000 |
64,900.000 |
36.04 |
KRW |
22.20 |
| | |
|
|
|
|
|
Volvo |
281.300 |
Fri |
1.52 |
282.600 |
-0.46 |
245.600 |
37.000 |
15.07 |
SEK |
19.32 |
| | |
|
|
|
|
|
Honda Motor |
1,750.500 |
Fri |
0.26 |
1,773.500 |
-1.30 |
1,610.000 |
163.500 |
10.16 |
JPY |
15.21 |
| | |
|
|
|
|
|
Mazda Motor |
1,678.000 |
Fri |
0.54 |
1,684.500 |
-0.39 |
1,749.000 |
-64.500 |
-3.69 |
JPY |
11.15 |
| | |
|
|
|
L |
|
Mercedes-Benz |
74.360 |
Fri |
1.56 |
74.190 |
0.23 |
59.290 |
14.900 |
25.13 |
EUR |
10.92 |
| | |
|
|
|
L |
|
Ford Motor |
12.790 |
Fri |
-1.92 |
12.880 |
-0.70 |
11.200 |
1.680 |
15.00 |
USD |
6.29 |
| | |
|
|
|
|
|
Isuzu Motors |
1,949.500 |
Fri |
0.52 |
1,953.000 |
-0.18 |
2,062.000 |
-109.000 |
-5.29 |
JPY |
5.57 |
| | |
|
|
|
L |
|
SAIC Motor Corp |
15.200 |
Fri |
0.40 |
15.090 |
0.73 |
13.240 |
1.850 |
13.97 |
CNY |
4.99 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/22/24 |
⇓ Δwk |
1/22/24 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| | |
|
|
|
L |
|
Volkswagen |
120.100 |
Fri |
1.09 |
121.300 |
-0.99 |
107.940 |
13.360 |
12.38 |
EUR |
4.88 |
| | |
|
|
|
L |
|
BMW |
106.400 |
Fri |
1.29 |
105.850 |
0.52 |
93.310 |
12.540 |
13.44 |
EUR |
4.51 |
| | |
|
|
|
L |
|
Great Wall Motor |
26.320 |
Fri |
-1.02 |
24.450 |
7.65 |
22.400 |
2.050 |
9.15 |
CNY |
-3.71 |
| | |
|
|
|
L |
|
Porsche |
89.800 |
Fri |
0.40 |
89.480 |
0.36 |
72.600 |
16.880 |
23.25 |
EUR |
-4.41 |
| | |
|
|
|
S |
|
Nissan Motor |
549.000 |
Fri |
0.42 |
550.400 |
-0.25 |
583.700 |
-33.300 |
-5.70 |
JPY |
-4.69 |
| | |
|
|
|
L |
|
Hino Motors |
452.300 |
Fri |
-2.23 |
490.400 |
-7.77 |
500.500 |
-10.100 |
-2.02 |
JPY |
-6.94 |
| | |
|
|
|
|
|
Mitsubishi Motors |
472.700 |
Fri |
1.20 |
461.300 |
2.47 |
462.300 |
-1.000 |
-0.22 |
JPY |
-7.75 |
| | |
|
|
|
L |
|
BYD Company |
212.800 |
Fri |
4.42 |
200.800 |
5.98 |
190.900 |
9.900 |
5.19 |
HKD |
-10.86 |
| | |
|
|
|
S |
|
Li Auto |
98.900 |
Fri |
5.78 |
97.450 |
1.49 |
104.700 |
-7.250 |
-6.92 |
HKD |
-25.96 |
| | |
|
|
|
S |
|
Tesla Motors |
168.290 |
Fri |
-1.11 |
142.050 |
18.47 |
208.800 |
-66.750 |
-31.97 |
USD |
-34.16 |
Auto Makers - 34 out of 34 instruments rated - 4/22/24 / 1/22/24 - 27 did rise, Market-Ratio(13) = 79.41 % |
Technical Chart
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 |
4/26/24 |
53 |
|
|
|
Tata Motors |
100 |
90,262 |
INR |
98.720 |
99.950 |
|
1.230 |
1 |
9,021,697 |
9 |
|
accum | 1/30/06 |
4/26/24 | 6663 |
days out of 6691 invested (100%) |
90,117 |
9,021,697 |
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 | 4/26/24 | 53 | 98.72 | 99.95 | | 1.23 | 1.25 | | | 37.86 |
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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