| | Thu, May 9th, 2024, 20:07UTC |
| | |
Assessment - Iron and Steel - 5/06/24 - RS = 34
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/06/24 |
⇓ Δwk |
9/11/23 |
prc diff |
⇓ Δ34 |
Curr |
∅-RS |
| |  |
 |
 |
|
|
 |
SOM Iron and Steel |
372.780 |
15:35 |
-0.44 |
382.453 |
-2.53 |
363.941 |
18.512 |
5.09 |
USD |
4.84 |
| | |
|
|
|
|
|
Ternium Argentina |
888.000 |
Wed |
-1.22 |
921.000 |
-3.58 |
469.500 |
451.500 |
96.17 |
ARS |
47.26 |
| | |
|
|
|
L |
|
Tata Steel |
161.900 |
09:59 |
-2.50 |
167.600 |
-3.40 |
131.150 |
36.450 |
27.79 |
INR |
31.05 |
| | |
|
|
|
L |
|
Vallourec |
16.335 |
15:35 |
-0.03 |
16.420 |
-0.52 |
12.290 |
4.130 |
33.60 |
EUR |
30.90 |
| | |
|
|
|
|
|
Kobe Steel |
1,843.000 |
06:15 |
-1.39 |
1,882.000 |
-2.07 |
2,027.500 |
-145.500 |
-7.18 |
JPY |
12.57 |
| | |
|
|
|
L |
|
JSW Steel |
834.550 |
10:00 |
-3.48 |
880.650 |
-5.23 |
824.250 |
56.400 |
6.84 |
INR |
10.73 |
| | |
|
|
|
|
|
Bluescope Steel |
22.270 |
06:10 |
-1.11 |
22.660 |
-1.72 |
21.080 |
1.580 |
7.50 |
AUD |
7.91 |
| | |
|
|
|
|
|
Tenaris |
15.970 |
15:35 |
1.98 |
15.870 |
0.63 |
15.045 |
0.825 |
5.48 |
EUR |
5.67 |
| | |
|
|
|
|
|
Nippon Steel |
3,410.000 |
06:15 |
0.29 |
3,473.000 |
-1.81 |
3,539.000 |
-66.000 |
-1.86 |
JPY |
4.80 |
| | |
|
|
|
|
|
Acerinox |
10.180 |
15:35 |
-0.29 |
10.200 |
-0.20 |
9.194 |
1.006 |
10.94 |
EUR |
4.15 |
| | |
|
|
|
|
|
ArcelorMittal |
23.700 |
15:35 |
0.34 |
24.380 |
-2.79 |
24.350 |
0.030 |
0.12 |
EUR |
1.03 |
| | |
|
|
|
L |
|
Citic Pacific |
7.760 |
08:08 |
2.37 |
7.690 |
0.91 |
7.630 |
0.060 |
0.79 |
HKD |
-1.82 |
| | |
|
|
|
|
|
Vulcan Steel |
7.000 |
04:59 |
-6.04 |
7.870 |
-11.05 |
9.500 |
-1.630 |
-17.16 |
NZD |
-4.62 |
| | |
|
|
|
|
|
voestalpine |
25.240 |
15:35 |
2.19 |
25.840 |
-2.32 |
27.140 |
-1.300 |
-4.79 |
EUR |
-5.06 |
| | |
|
|
|
L |
|
Pacific Metals |
1,276.000 |
06:15 |
-1.16 |
1,307.000 |
-2.37 |
1,538.000 |
-231.000 |
-15.02 |
JPY |
-6.78 |
| | |
|
|
|
S |
|
Aperam |
26.420 |
15:35 |
0.61 |
26.280 |
0.53 |
27.370 |
-1.090 |
-3.98 |
EUR |
-9.16 |
| | |
|
|
|
L |
|
Salzgitter |
22.400 |
15:35 |
0.45 |
24.360 |
-8.05 |
25.740 |
-1.380 |
-5.36 |
EUR |
-9.66 |
| | |
|
|
|
S |
|
Posco Holdings |
398,000.000 |
06:30 |
-1.36 |
403,500.000 |
-1.36 |
570,000.000 |
-166,500.000 |
-29.21 |
KRW |
-11.35 |
| | |
|
|
|
S |
|
Outokumpu |
3.683 |
Wed |
|
3.777 |
-2.49 |
4.221 |
-0.444 |
-10.52 |
EUR |
-11.54 |
| | |
|
|
|
|
|
thyssenkrupp |
4.877 |
15:35 |
0.83 |
4.932 |
-1.12 |
7.216 |
-2.284 |
-31.65 |
EUR |
-19.59 |
| Iron and Steel - 19 out of 19 instruments rated - 5/06/24 / 9/11/23 - 9 did rise, Market-Ratio(34) = 47.37 % |
Technical Chart
Transactions Iron and Steel * S34 - 40/85 (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 |
1/21/08 |
749 |
|
- cash - |
| short |
1/21/08 |
6/15/09 |
511 |
|
|
|
Pacific Metals |
100 |
117 |
JPY |
85.000 |
81.400 |
88.759 |
3.759 |
4 |
10,440 |
3 |
|
| 6/15/09 |
8/16/10 |
427 |
|
- cash - |
| |
8/16/10 |
1/10/11 |
147 |
|
|
|
Salzgitter |
100 |
206 |
EUR |
50.650 |
54.850 |
46.450 |
-4.200 |
-8 |
9,575 |
-19 |
|
| 1/10/11 |
6/06/11 |
147 |
|
- cash - |
| |
6/06/11 |
2/17/14 |
987 |
|
|
|
Outokumpu |
100 |
416 |
EUR |
22.970 |
3.400 |
155.183 |
132.213 |
576 |
64,575 |
103 |
|
| 2/17/14 |
6/16/14 |
119 |
|
- cash - |
| |
6/16/14 |
10/03/16 |
840 |
|
|
|
Vallourec |
100 |
47 |
EUR |
1,361.400 |
165.280 |
11,213.758 |
9,852.358 |
724 |
527,636 |
150 |
|
| 10/03/16 |
10/09/17 |
371 |
|
- cash - |
| |
10/09/17 |
1/08/18 |
91 |
|
|
|
Tenaris |
100 |
43,823 |
EUR |
12.040 |
13.730 |
10.350 |
-1.690 |
-14 |
453,575 |
-45 |
|
| 1/08/18 |
4/09/18 |
91 |
|
- cash - |
| |
4/09/18 |
11/09/20 |
945 |
|
|
|
Outokumpu |
100 |
83,133 |
EUR |
5.456 |
2.460 |
12.101 |
6.645 |
122 |
1,005,977 |
36 |
|
| 11/09/20 |
11/29/21 |
385 |
|
- cash - |
| |
11/29/21 |
2/20/23 |
448 |
|
|
|
Vallourec |
100 |
126,937 |
EUR |
7.925 |
13.895 |
1.955 |
-5.970 |
-75 |
248,163 |
-68 |
|
| 2/20/23 |
8/28/23 |
189 |
|
- cash - |
| |
8/28/23 |
5/09/24 |
255 |
|
|
|
Aperam |
100 |
9,615 |
EUR |
25.810 |
26.420 |
25.200 |
-0.610 |
-2 |
242,298 |
-3 |
|
| accum | 1/21/08 |
5/09/24 | 4224 |
days out of 6702 invested (63%) |
2,323 |
242,298 |
32 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Outokumpu | short | 6/06/11 | 2/17/14 | 987 | 22.97 | 3.40 | 155.18 | 132.21 | 575.59 | | | |
| | | 4/09/18 | 11/09/20 | 945 | 5.46 | 2.46 | 12.10 | 6.64 | 121.79 | | | 1,398.38 |
| Vallourec | | 6/16/14 | 10/03/16 | 840 | 1,361.40 | 165.28 | 11,213.76 | 9,852.36 | 723.69 | | | |
| | | 11/29/21 | 2/20/23 | 448 | 7.93 | 13.90 | 1.96 | -5.97 | -75.33 | | | 103.19 |
| Pacific Metals | | 1/21/08 | 6/15/09 | 511 | 85.00 | 81.40 | 88.76 | 3.76 | 4.42 | | | 4.42 |
| Aperam | | 8/28/23 | 5/09/24 | 255 | 25.81 | 26.42 | 25.20 | -0.61 | -2.36 | | | -2.36 |
| Salzgitter | | 8/16/10 | 1/10/11 | 147 | 50.65 | 54.85 | 46.45 | -4.20 | -8.29 | | | -8.29 |
| Tenaris | | 10/09/17 | 1/08/18 | 91 | 12.04 | 13.73 | 10.35 | -1.69 | -14.04 | | | -14.04 |
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 |
|
