| | |
| | |
Assessment - Automotive Suppliers - 5/06/24 - RS = 44
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/06/24 |
⇓ Δwk |
7/03/23 |
prc diff |
⇓ Δ44 |
Curr |
∅-RS |
| |  |
 |
 |
|
L |
 |
SOM Auto Suppliers |
295.901 |
Fri |
0.20 |
292.192 |
1.27 |
291.124 |
1.068 |
0.37 |
USD |
4.52 |
| | |
|
|
|
|
|
Pirelli |
6.234 |
Fri |
2.70 |
6.142 |
1.50 |
4.564 |
1.578 |
34.57 |
EUR |
26.64 |
| | |
|
|
|
|
|
Yokohama Rubber |
4,087.000 |
Fri |
0.96 |
4,058.000 |
0.71 |
3,168.000 |
890.000 |
28.09 |
JPY |
24.56 |
| | |
|
|
|
L |
|
Autoliv |
1,351.200 |
Fri |
0.46 |
1,322.000 |
2.21 |
922.400 |
399.600 |
43.32 |
SEK |
24.15 |
| | |
|
|
|
L |
|
Michelin |
37.120 |
Fri |
-0.56 |
36.830 |
0.79 |
27.110 |
9.720 |
35.85 |
EUR |
21.81 |
| | |
|
|
|
L |
|
GS Yuasa |
2,986.500 |
Fri |
-1.24 |
2,961.500 |
0.84 |
2,863.000 |
98.500 |
3.44 |
JPY |
16.54 |
| | |
|
|
|
L |
|
Bridgestone |
6,884.000 |
Fri |
0.82 |
6,935.000 |
-0.74 |
5,937.000 |
998.000 |
16.81 |
JPY |
15.64 |
| | |
|
|
|
|
|
KATEK |
14.850 |
Fri |
-1.00 |
15.000 |
-1.00 |
14.450 |
0.550 |
3.81 |
EUR |
13.98 |
| | |
|
|
|
|
|
Denso |
2,600.000 |
Fri |
-0.90 |
2,681.500 |
-3.04 |
2,417.000 |
264.500 |
10.94 |
JPY |
11.20 |
| | |
|
|
|
|
|
Hella |
82.900 |
Fri |
-0.72 |
83.500 |
-0.72 |
71.600 |
11.900 |
16.62 |
EUR |
10.66 |
| | |
|
|
|
L |
|
Xinyi Glass |
10.080 |
Fri |
0.40 |
9.890 |
1.92 |
12.620 |
-2.730 |
-21.63 |
HKD |
4.81 |
| | |
|
|
|
|
|
Nokian Tyres |
8.352 |
Fri |
1.48 |
8.372 |
-0.24 |
8.004 |
0.368 |
4.60 |
EUR |
2.22 |
| | |
|
|
|
|
|
Schaeffler |
6.420 |
Fri |
0.63 |
5.635 |
13.93 |
5.500 |
0.135 |
2.45 |
EUR |
-0.75 |
| | |
|
|
|
|
|
Hyundai Mobis |
227,000.000 |
Fri |
0.44 |
226,000.000 |
0.44 |
232,000.000 |
-6,000.000 |
-2.59 |
KRW |
-2.14 |
| | |
|
|
|
|
|
Cdn Tire |
144.070 |
Fri |
-1.08 |
136.610 |
5.46 |
181.120 |
-44.510 |
-24.57 |
CAD |
-8.60 |
| | |
|
|
|
S |
|
Continental |
60.880 |
Fri |
0.46 |
62.460 |
-2.53 |
66.440 |
-3.980 |
-5.99 |
EUR |
-8.76 |
| | |
|
|
|
L |
|
Plastic Omnium |
11.500 |
Fri |
0.52 |
11.590 |
-0.78 |
16.370 |
-4.780 |
-29.20 |
EUR |
-12.07 |
| | |
|
|
|
|
|
Forvia |
14.720 |
Fri |
0.20 |
15.300 |
-3.79 |
21.430 |
-6.130 |
-28.60 |
EUR |
-13.59 |
| | |
|
|
|
S |
|
Magna |
64.110 |
Fri |
1.04 |
63.650 |
0.72 |
74.790 |
-11.140 |
-14.90 |
CAD |
-13.95 |
| | |
|
|
|
L |
|
Valeo |
12.360 |
Fri |
-0.16 |
12.340 |
0.16 |
19.450 |
-7.110 |
-36.56 |
EUR |
-14.34 |
| | |
|
|
|
L |
|
LG Energy Solution |
383,500.000 |
Fri |
-1.29 |
391,000.000 |
-1.92 |
573,000.000 |
-182,000.000 |
-31.76 |
KRW |
-14.59 |
| | |
|
|
|
S |
|
Vitesco Technologies |
71.650 |
Fri |
1.06 |
63.600 |
12.66 |
74.350 |
-10.750 |
-14.46 |
EUR |
-16.46 |
| Auto Suppliers - 21 out of 21 instruments rated - 5/06/24 / 7/03/23 - 11 did rise, Market-Ratio(44) = 52.38 % |
Technical Chart
Transactions Automotive Suppliers * S44 - 20/34 (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 |
1/14/08 |
742 |
|
- cash - |
| short |
1/14/08 |
8/10/09 |
574 |
|
|
|
Forvia |
100 |
271 |
EUR |
36.890 |
8.950 |
152.053 |
115.163 |
312 |
41,209 |
146 |
|
| 8/10/09 |
8/22/11 |
742 |
|
- cash - |
| |
8/22/11 |
1/16/12 |
147 |
|
|
|
Grammer |
100 |
3,791 |
EUR |
10.870 |
12.400 |
9.340 |
-1.530 |
-14 |
35,409 |
-31 |
|
| 1/16/12 |
5/07/12 |
112 |
|
- cash - |
| |
5/07/12 |
6/11/12 |
35 |
|
|
|
Forvia |
100 |
2,245 |
EUR |
15.770 |
12.985 |
19.152 |
3.382 |
21 |
43,002 |
659 |
|
| 6/11/12 |
1/11/16 |
1309 |
|
- cash - |
| |
1/11/16 |
4/04/16 |
84 |
|
|
|
Leoni |
100 |
1,431 |
EUR |
30.030 |
28.820 |
31.291 |
1.261 |
4 |
44,806 |
20 |
|
| 4/04/16 |
9/10/18 |
889 |
|
- cash - |
| |
9/10/18 |
9/16/19 |
371 |
|
|
|
Leoni |
100 |
1,329 |
EUR |
33.710 |
13.515 |
84.082 |
50.372 |
149 |
111,750 |
146 |
|
| 9/16/19 |
2/10/20 |
147 |
|
- cash - |
| |
2/10/20 |
11/30/20 |
294 |
|
|
|
Pirelli |
100 |
24,783 |
EUR |
4.509 |
4.500 |
4.518 |
0.009 |
0 |
111,973 |
0 |
|
| 11/30/20 |
3/07/22 |
462 |
|
- cash - |
| |
3/07/22 |
1/09/23 |
308 |
|
|
|
Nokian Tyres |
100 |
7,983 |
EUR |
14.025 |
10.990 |
17.898 |
3.873 |
28 |
142,892 |
34 |
|
| 1/09/23 |
5/12/24 |
489 |
|
- cash - |
| accum | 1/14/08 |
1/09/23 | 1813 |
days out of 6705 invested (27%) |
1,329 |
142,892 |
71 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Forvia | short | 1/14/08 | 8/10/09 | 574 | 36.89 | 8.95 | 152.05 | 115.16 | 312.18 | | | |
| | | 5/07/12 | 6/11/12 | 35 | 15.77 | 12.99 | 19.15 | 3.38 | 21.45 | | | 400.58 |
| Leoni | | 1/11/16 | 4/04/16 | 84 | 30.03 | 28.82 | 31.29 | 1.26 | 4.20 | | | |
| | | 9/10/18 | 9/16/19 | 371 | 33.71 | 13.52 | 84.08 | 50.37 | 149.43 | | | 159.90 |
| Nokian Tyres | | 3/07/22 | 1/09/23 | 308 | 14.03 | 10.99 | 17.90 | 3.87 | 27.62 | | | 27.62 |
| Pirelli | | 2/10/20 | 11/30/20 | 294 | 4.51 | 4.50 | 4.52 | 0.01 | 0.20 | | | 0.20 |
| Grammer | | 8/22/11 | 1/16/12 | 147 | 10.87 | 12.40 | 9.34 | -1.53 | -14.08 | | | -14.08 |
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 |
|
