Share-o-matic - Portfolio

Fri, May 10th, 2024, 4:37UTC

Assessment - Iron and Steel - 5/06/24 - RS = 21

								⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	12/11/23	prc diff	⇓ Δ21	Curr	∅-RS
								SOM Iron and Steel	372.780	Thu	-0.44	382.453	-2.53	374.377	8.076	2.16	USD	4.84
								Ternium Argentina	888.000	Wed	-1.22	921.000	-3.58	991.000	-70.000	-7.06	ARS	47.26
						L		Tata Steel	161.900	Thu	-2.50	167.600	-3.40	130.050	37.550	28.87	INR	31.05
						L		Vallourec	16.335	Thu	-0.03	16.420	-0.52	12.795	3.625	28.33	EUR	30.90
								Kobe Steel	1,843.000	Thu	-1.39	1,882.000	-2.07	1,670.500	211.500	12.66	JPY	12.57
						L		JSW Steel	834.550	Thu	-3.48	880.650	-5.23	845.100	35.550	4.21	INR	10.73
								Bluescope Steel	22.270	Thu	-1.11	22.660	-1.72	21.140	1.520	7.19	AUD	7.91
								Tenaris	15.970	Thu	1.98	15.870	0.63	15.510	0.360	2.32	EUR	5.67
								Nippon Steel	3,410.000	Thu	0.29	3,473.000	-1.81	3,332.000	141.000	4.23	JPY	4.80
								Acerinox	10.180	Thu	-0.29	10.200	-0.20	10.200	0.000	0.00	EUR	4.15
								ArcelorMittal	23.700	Thu	0.34	24.380	-2.79	23.940	0.440	1.84	EUR	1.03
						L		Citic Pacific	7.760	Thu	2.37	7.690	0.91	7.090	0.600	8.46	HKD	-1.82
								Vulcan Steel	7.000	Thu	-6.04	7.870	-11.05	8.000	-0.130	-1.63	NZD	-4.62
								voestalpine	25.240	Thu	2.19	25.840	-2.32	26.520	-0.680	-2.56	EUR	-5.06
						L		Pacific Metals	1,276.000	Thu	-1.16	1,307.000	-2.37	1,192.000	115.000	9.65	JPY	-6.78
						S		Aperam	26.420	Thu	0.61	26.280	0.53	31.060	-4.780	-15.39	EUR	-9.16
						L		Salzgitter	22.400	Thu	0.45	24.360	-8.05	26.940	-2.580	-9.58	EUR	-9.66
						S		Posco Holdings	398,000.000	Thu	-1.36	403,500.000	-1.36	467,000.000	-63,500.000	-13.60	KRW	-11.35
						S		Outokumpu	3.683	Wed		3.777	-2.49	4.373	-0.596	-13.63	EUR	-11.54
								thyssenkrupp	4.877	Thu	0.83	4.932	-1.12	6.300	-1.368	-21.71	EUR	-19.59
Iron and Steel - 19 out of 19 instruments rated - 5/06/24 / 12/11/23 - 10 did rise, Market-Ratio(21) = 52.63 %

Technical Chart

	Iron and Steel RS = 21 - B/S = 85/20

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

Transactions Iron and Steel * A21 - 85/20 (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	1/28/08	728				Salzgitter	100	172	EUR	58.030	94.450		36.420	63	16,264	28
short	1/28/08	4/20/09	448				Pacific Metals	100	191	JPY	84.800	64.600	111.316	26.516	31	21,329	25
long	4/20/09	8/16/10	483				Pacific Metals	100	330	JPY	64.600	58.500		-6.100	-9	19,316	-7
short	8/16/10	10/18/10	63				Salzgitter	100	381	EUR	50.650	53.990	47.310	-3.340	-7	18,043	-33
long	10/18/10	6/06/11	231				Severstal	100	1,686	EUR	10.700	12.990		2.290	21	21,904	36
short	6/06/11	2/20/12	259				Outokumpu	100	953	EUR	22.970	13.020	40.524	17.554	76	38,633	123
long	2/20/12	5/21/12	91				Tenaris	100	2,471	EUR	15.630	12.950		-2.680	-17	32,011	-53
short	5/21/12	11/18/13	546				Outokumpu	100	4,206	EUR	7.610	3.370	17.185	9.575	126	72,282	72
long	11/18/13	8/24/15	644				Ternium Argentina	100	23,019	ARS	3.140	5.480		2.340	75	126,146	37
short	8/24/15	7/11/16	322				Vallourec	100	290	EUR	434.800	126.400	1,495.657	1,060.857	244	433,795	306
long	7/11/16	6/18/18	707				Outokumpu	100	101,353	EUR	4.280	5.320		1.040	24	539,202	12
short	6/18/18	1/13/20	574				Outokumpu	100	101,353	EUR	5.320	2.819	10.040	4.720	89	1,017,578	50
long	1/13/20	3/09/20	56				Ternium Argentina	100	41,533	ARS	24.500	17.850		-6.650	-27	741,383	-87
short	3/09/20	8/10/20	154				Vallourec	100	17,074	EUR	43.420	29.730	63.414	19.994	46	1,082,759	145
long	8/10/20	10/04/21	420				Ternium Argentina	100	25,810	ARS	41.950	92.700		50.750	121	2,392,617	99
short	10/04/21	12/12/22	434				Vallourec	100	312,964	EUR	7.645	10.425	4.865	-2.780	-36	1,522,577	-32
long	12/12/22	5/08/24	513				Ternium Argentina	100	8,196	ARS	185.750	888.000		702.250	378	7,278,218	204
accum	1/30/06	5/08/24	6675	days out of 6703 invested (100%)										72,682		7,278,218	43

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Ternium Argentina	long	11/18/13	8/24/15	644	3.14	5.48		2.34	74.52
	long	1/13/20	3/09/20	56	24.50	17.85		-6.65	-27.14
	long	8/10/20	10/04/21	420	41.95	92.70		50.75	120.98
	long	12/12/22	5/08/24	513	185.75	888.00		702.25	378.06			1,243.24
Outokumpu	short	6/06/11	2/20/12	259	22.97	13.02	40.52	17.55	76.42
	short	5/21/12	11/18/13	546	7.61	3.37	17.18	9.57	125.82
	long	7/11/16	6/18/18	707	4.28	5.32		1.04	24.30
	short	6/18/18	1/13/20	574	5.32	2.82	10.04	4.72	88.72			834.52
Vallourec	short	8/24/15	7/11/16	322	434.80	126.40	1,495.66	1,060.86	243.99
	short	3/09/20	8/10/20	154	43.42	29.73	63.41	19.99	46.05
	short	10/04/21	12/12/22	434	7.65	10.43	4.87	-2.78	-36.36			219.70
Salzgitter	long	1/30/06	1/28/08	728	58.03	94.45		36.42	62.76
	short	8/16/10	10/18/10	63	50.65	53.99	47.31	-3.34	-6.59			52.03
Severstal	long	10/18/10	6/06/11	231	10.70	12.99		2.29	21.40			21.40
Pacific Metals	short	1/28/08	4/20/09	448	84.80	64.60	111.32	26.52	31.27
	long	4/20/09	8/16/10	483	64.60	58.50		-6.10	-9.44			18.87
Tenaris	long	2/20/12	5/21/12	91	15.63	12.95		-2.68	-17.15			-17.15

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