| |
| |
Assessment - Iron and Steel - 5/06/24 - RS = 14
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/06/24 |
⇓ Δwk |
1/29/24 |
prc diff |
⇓ Δ14 |
Curr |
∅-RS |
| | |
|
|
|
|
|
SOM Iron and Steel |
372.780 |
15:35 |
-0.44 |
382.453 |
-2.53 |
384.472 |
-2.019 |
-0.53 |
USD |
4.84 |
| | |
|
|
|
|
|
Ternium Argentina |
888.000 |
Wed |
-1.22 |
921.000 |
-3.58 |
1,045.500 |
-124.500 |
-11.91 |
ARS |
47.26 |
| | |
|
|
|
L |
|
Tata Steel |
161.900 |
09:59 |
-2.50 |
167.600 |
-3.40 |
135.000 |
32.600 |
24.15 |
INR |
31.05 |
| | |
|
|
|
L |
|
Vallourec |
16.335 |
15:35 |
-0.03 |
16.420 |
-0.52 |
13.975 |
2.445 |
17.50 |
EUR |
30.90 |
| | |
|
|
|
|
|
Kobe Steel |
1,843.000 |
06:15 |
-1.39 |
1,882.000 |
-2.07 |
2,024.500 |
-142.500 |
-7.04 |
JPY |
12.57 |
| | |
|
|
|
L |
|
JSW Steel |
834.550 |
10:00 |
-3.48 |
880.650 |
-5.23 |
811.700 |
68.950 |
8.49 |
INR |
10.73 |
| | |
|
|
|
|
|
Bluescope Steel |
22.270 |
06:10 |
-1.11 |
22.660 |
-1.72 |
23.540 |
-0.880 |
-3.74 |
AUD |
7.91 |
| | |
|
|
|
|
|
Tenaris |
15.970 |
15:35 |
1.98 |
15.870 |
0.63 |
14.985 |
0.885 |
5.91 |
EUR |
5.67 |
| | |
|
|
|
|
|
Nippon Steel |
3,410.000 |
06:15 |
0.29 |
3,473.000 |
-1.81 |
3,580.000 |
-107.000 |
-2.99 |
JPY |
4.80 |
| | |
|
|
|
|
|
Acerinox |
10.180 |
15:35 |
-0.29 |
10.200 |
-0.20 |
9.980 |
0.220 |
2.20 |
EUR |
4.15 |
| | |
|
|
|
|
|
ArcelorMittal |
23.700 |
15:35 |
0.34 |
24.380 |
-2.79 |
25.340 |
-0.960 |
-3.79 |
EUR |
1.03 |
| | |
|
|
|
L |
|
Citic Pacific |
7.760 |
08:08 |
2.37 |
7.690 |
0.91 |
7.720 |
-0.030 |
-0.39 |
HKD |
-1.82 |
| | |
|
|
|
|
|
Vulcan Steel |
7.000 |
04:59 |
-6.04 |
7.870 |
-11.05 |
7.900 |
-0.030 |
-0.38 |
NZD |
-4.62 |
| | |
|
|
|
|
|
voestalpine |
25.240 |
15:35 |
2.19 |
25.840 |
-2.32 |
27.800 |
-1.960 |
-7.05 |
EUR |
-5.06 |
| | |
|
|
|
L |
|
Pacific Metals |
1,276.000 |
06:15 |
-1.16 |
1,307.000 |
-2.37 |
1,481.000 |
-174.000 |
-11.75 |
JPY |
-6.78 |
| | |
|
|
|
S |
|
Aperam |
26.420 |
15:35 |
0.61 |
26.280 |
0.53 |
29.710 |
-3.430 |
-11.54 |
EUR |
-9.16 |
| | |
|
|
|
L |
|
Salzgitter |
22.400 |
15:35 |
0.45 |
24.360 |
-8.05 |
26.180 |
-1.820 |
-6.95 |
EUR |
-9.66 |
| | |
|
|
|
S |
|
Posco Holdings |
398,000.000 |
06:30 |
-1.36 |
403,500.000 |
-1.36 |
423,000.000 |
-19,500.000 |
-4.61 |
KRW |
-11.35 |
| | |
|
|
|
S |
|
Outokumpu |
3.683 |
Wed |
|
3.777 |
-2.49 |
4.036 |
-0.259 |
-6.42 |
EUR |
-11.54 |
| | |
|
|
|
|
|
thyssenkrupp |
4.877 |
15:35 |
0.83 |
4.932 |
-1.12 |
5.764 |
-0.832 |
-14.43 |
EUR |
-19.59 |
Iron and Steel - 19 out of 19 instruments rated - 5/06/24 / 1/29/24 - 5 did rise, Market-Ratio(14) = 26.32 % |
Technical Chart
Transactions Iron and Steel * S14 - 37 ex 6 (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 |
7/17/06 |
196 |
|
- cash - |
short |
7/17/06 |
8/21/06 |
35 |
|
|
|
Ternium Argentina |
100 |
5,580 |
ARS |
1.792 |
1.662 |
1.932 |
0.140 |
8 |
10,782 |
119 |
|
8/21/06 |
8/20/07 |
364 |
|
- cash - |
|
8/20/07 |
8/27/07 |
7 |
|
|
|
Outokumpu |
100 |
233 |
EUR |
46.100 |
49.900 |
42.300 |
-3.800 |
-8 |
9,897 |
-99 |
|
8/27/07 |
9/10/07 |
14 |
|
- cash - |
|
9/10/07 |
9/17/07 |
7 |
|
|
|
Outokumpu |
100 |
208 |
EUR |
47.500 |
46.190 |
48.847 |
1.347 |
3 |
10,177 |
330 |
|
9/17/07 |
12/10/07 |
84 |
|
- cash - |
|
12/10/07 |
2/25/08 |
77 |
|
|
|
Pacific Metals |
100 |
92 |
JPY |
109.500 |
108.400 |
110.611 |
1.111 |
1 |
10,279 |
5 |
|
2/25/08 |
3/10/08 |
14 |
|
- cash - |
|
3/10/08 |
3/24/08 |
14 |
|
|
|
Nippon Steel |
100 |
216 |
JPY |
47.460 |
48.700 |
46.220 |
-1.240 |
-3 |
10,012 |
-50 |
|
3/24/08 |
3/31/08 |
7 |
|
- cash - |
|
3/31/08 |
4/14/08 |
14 |
|
|
|
Pacific Metals |
100 |
106 |
JPY |
93.900 |
89.400 |
98.627 |
4.726 |
5 |
10,513 |
260 |
|
4/14/08 |
7/21/08 |
98 |
|
- cash - |
|
7/21/08 |
9/15/08 |
56 |
|
|
|
Pacific Metals |
100 |
157 |
JPY |
66.600 |
70.400 |
62.800 |
-3.800 |
-6 |
9,916 |
-32 |
|
|
9/15/08 |
10/13/08 |
28 |
|
|
|
voestalpine |
100 |
357 |
EUR |
27.750 |
23.410 |
32.895 |
5.145 |
19 |
11,753 |
818 |
|
|
10/13/08 |
2/02/09 |
112 |
|
|
|
Tata Steel |
100 |
4,735 |
INR |
2.482 |
1.862 |
3.309 |
0.827 |
33 |
15,670 |
155 |
|
2/02/09 |
2/16/09 |
14 |
|
- cash - |
|
2/16/09 |
3/23/09 |
35 |
|
|
|
Tata Steel |
100 |
9,324 |
INR |
1.681 |
2.235 |
1.126 |
-0.555 |
-33 |
10,500 |
-98 |
|
|
3/23/09 |
4/06/09 |
14 |
|
|
|
voestalpine |
100 |
1,002 |
EUR |
10.470 |
12.080 |
8.860 |
-1.610 |
-15 |
8,886 |
-99 |
|
4/06/09 |
6/07/10 |
427 |
|
- cash - |
|
6/07/10 |
8/23/10 |
77 |
|
|
|
Citic Pacific |
100 |
668 |
HKD |
13.300 |
16.660 |
9.940 |
-3.360 |
-25 |
6,642 |
-75 |
|
8/23/10 |
3/14/11 |
203 |
|
- cash - |
|
3/14/11 |
5/02/11 |
49 |
|
|
|
JSW Steel |
100 |
715 |
INR |
9.281 |
9.315 |
9.246 |
-0.035 |
0 |
6,617 |
-3 |
|
5/02/11 |
5/09/11 |
7 |
|
- cash - |
|
5/09/11 |
12/26/11 |
231 |
|
|
|
Outokumpu |
100 |
267 |
EUR |
24.780 |
11.550 |
53.164 |
28.384 |
115 |
14,196 |
234 |
|
12/26/11 |
4/23/12 |
119 |
|
- cash - |
|
4/23/12 |
5/28/12 |
35 |
|
|
|
Ternium Argentina |
100 |
10,754 |
ARS |
1.320 |
1.590 |
1.050 |
-0.270 |
-20 |
11,292 |
-91 |
|
|
5/28/12 |
8/13/12 |
77 |
|
|
|
Outokumpu |
100 |
1,401 |
EUR |
8.060 |
6.890 |
9.429 |
1.369 |
17 |
13,210 |
110 |
|
8/13/12 |
3/25/13 |
224 |
|
- cash - |
|
3/25/13 |
5/06/13 |
42 |
|
|
|
Outokumpu |
100 |
2,469 |
EUR |
5.350 |
4.890 |
5.853 |
0.503 |
9 |
14,453 |
118 |
|
5/06/13 |
5/13/13 |
7 |
|
- cash - |
|
5/13/13 |
5/20/13 |
7 |
|
|
|
Tata Steel |
100 |
4,733 |
INR |
3.054 |
3.153 |
2.954 |
-0.099 |
-3 |
13,982 |
-82 |
|
5/20/13 |
6/03/13 |
14 |
|
- cash - |
|
6/03/13 |
6/10/13 |
7 |
|
|
|
Outokumpu |
100 |
2,925 |
EUR |
4.780 |
4.500 |
5.077 |
0.297 |
6 |
14,852 |
2,227 |
|
6/10/13 |
6/17/13 |
7 |
|
- cash - |
|
6/17/13 |
7/15/13 |
28 |
|
|
|
Tata Steel |
100 |
5,367 |
INR |
2.767 |
2.527 |
3.030 |
0.263 |
9 |
16,262 |
226 |
|
7/15/13 |
1/27/14 |
196 |
|
- cash - |
|
1/27/14 |
2/03/14 |
7 |
|
|
|
Outokumpu |
100 |
4,479 |
EUR |
3.630 |
3.680 |
3.580 |
-0.050 |
-1 |
16,038 |
-51 |
|
2/03/14 |
2/17/14 |
14 |
|
- cash - |
|
2/17/14 |
2/24/14 |
7 |
|
|
|
Outokumpu |
100 |
4,717 |
EUR |
3.400 |
3.440 |
3.360 |
-0.040 |
-1 |
15,849 |
-46 |
|
2/24/14 |
3/10/14 |
14 |
|
- cash - |
|
3/10/14 |
3/17/14 |
7 |
|
|
|
Pacific Metals |
100 |
456 |
JPY |
34.700 |
33.400 |
36.051 |
1.351 |
4 |
16,465 |
632 |
|
3/17/14 |
9/29/14 |
196 |
|
- cash - |
|
9/29/14 |
11/24/14 |
56 |
|
|
|
Salzgitter |
100 |
608 |
EUR |
27.050 |
28.200 |
25.900 |
-1.150 |
-4 |
15,766 |
-25 |
|
11/24/14 |
12/01/14 |
7 |
|
- cash - |
|
12/01/14 |
12/08/14 |
7 |
|
|
|
Vallourec |
100 |
15 |
EUR |
998.600 |
992.800 |
1,004.434 |
5.834 |
1 |
15,854 |
35 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
12/08/14 |
12/15/14 |
7 |
|
- cash - |
|
12/15/14 |
1/12/15 |
28 |
|
|
|
Vallourec |
100 |
18 |
EUR |
862.200 |
775.200 |
958.964 |
96.764 |
11 |
17,595 |
300 |
|
1/12/15 |
6/15/15 |
154 |
|
- cash - |
|
6/15/15 |
8/24/15 |
70 |
|
|
|
Bluescope Steel |
100 |
5,413 |
AUD |
3.250 |
3.670 |
2.830 |
-0.420 |
-13 |
15,322 |
-51 |
|
|
8/24/15 |
11/30/15 |
98 |
|
|
|
Vallourec |
100 |
35 |
EUR |
434.800 |
389.360 |
485.543 |
50.743 |
12 |
17,098 |
51 |
|
11/30/15 |
12/07/15 |
7 |
|
- cash - |
|
12/07/15 |
12/28/15 |
21 |
|
|
|
ArcelorMittal |
100 |
1,491 |
EUR |
11.460 |
11.940 |
10.980 |
-0.480 |
-4 |
16,382 |
-52 |
|
12/28/15 |
1/11/16 |
14 |
|
- cash - |
|
1/11/16 |
2/22/16 |
42 |
|
|
|
Vallourec |
100 |
62 |
EUR |
263.680 |
169.480 |
410.238 |
146.558 |
56 |
25,469 |
4,558 |
|
2/22/16 |
2/29/16 |
7 |
|
- cash - |
|
2/29/16 |
3/07/16 |
7 |
|
|
|
Vallourec |
100 |
129 |
EUR |
196.080 |
299.600 |
92.560 |
-103.520 |
-53 |
12,115 |
-100 |
|
3/07/16 |
6/27/16 |
112 |
|
- cash - |
|
6/27/16 |
7/04/16 |
7 |
|
|
|
Vallourec |
100 |
105 |
EUR |
114.800 |
137.680 |
91.920 |
-22.880 |
-20 |
9,712 |
-100 |
|
7/04/16 |
5/01/17 |
301 |
|
- cash - |
|
5/01/17 |
5/29/17 |
28 |
|
|
|
Citic Pacific |
100 |
861 |
HKD |
11.280 |
12.300 |
10.260 |
-1.020 |
-9 |
8,834 |
-71 |
|
|
5/29/17 |
6/12/17 |
14 |
|
|
|
Pacific Metals |
100 |
305 |
JPY |
28.900 |
28.800 |
29.000 |
0.100 |
0 |
8,865 |
9 |
|
6/12/17 |
6/26/17 |
14 |
|
- cash - |
|
6/26/17 |
7/03/17 |
7 |
|
|
|
Pacific Metals |
100 |
317 |
JPY |
27.900 |
29.400 |
26.400 |
-1.500 |
-5 |
8,389 |
-94 |
|
7/03/17 |
3/26/18 |
266 |
|
- cash - |
|
3/26/18 |
5/14/18 |
49 |
|
|
|
Outokumpu |
100 |
1,469 |
EUR |
5.708 |
5.696 |
5.720 |
0.012 |
0 |
8,407 |
2 |
|
5/14/18 |
5/28/18 |
14 |
|
- cash - |
|
5/28/18 |
6/04/18 |
7 |
|
|
|
Outokumpu |
100 |
1,525 |
EUR |
5.510 |
5.714 |
5.306 |
-0.204 |
-4 |
8,096 |
-86 |
|
6/04/18 |
7/16/18 |
42 |
|
- cash - |
|
7/16/18 |
7/30/18 |
14 |
|
|
|
Outokumpu |
100 |
1,537 |
EUR |
5.264 |
5.694 |
4.834 |
-0.430 |
-8 |
7,435 |
-89 |
|
7/30/18 |
8/13/18 |
14 |
|
- cash - |
|
8/13/18 |
9/03/18 |
21 |
|
|
|
Ternium Argentina |
100 |
630 |
ARS |
11.800 |
13.400 |
10.200 |
-1.600 |
-14 |
6,427 |
-92 |
|
|
9/03/18 |
9/24/18 |
21 |
|
|
|
Outokumpu |
100 |
1,279 |
EUR |
5.024 |
5.282 |
4.766 |
-0.258 |
-5 |
6,097 |
-60 |
|
9/24/18 |
10/29/18 |
35 |
|
- cash - |
|
10/29/18 |
1/21/19 |
84 |
|
|
|
Outokumpu |
100 |
1,633 |
EUR |
3.732 |
3.992 |
3.472 |
-0.260 |
-7 |
5,672 |
-27 |
|
|
1/21/19 |
3/18/19 |
56 |
|
|
|
Vallourec |
100 |
80 |
EUR |
70.180 |
94.360 |
46.000 |
-24.180 |
-34 |
3,738 |
-94 |
|
3/18/19 |
5/13/19 |
56 |
|
- cash - |
|
5/13/19 |
8/19/19 |
98 |
|
|
|
Outokumpu |
100 |
1,383 |
EUR |
2.702 |
2.642 |
2.763 |
0.061 |
2 |
3,823 |
9 |
|
|
8/19/19 |
9/09/19 |
21 |
|
|
|
Salzgitter |
100 |
243 |
EUR |
15.670 |
17.660 |
13.680 |
-1.990 |
-13 |
3,339 |
-91 |
|
9/09/19 |
9/23/19 |
14 |
|
- cash - |
|
9/23/19 |
10/21/19 |
28 |
|
|
|
Salzgitter |
100 |
196 |
EUR |
16.960 |
16.305 |
17.641 |
0.681 |
4 |
3,473 |
67 |
|
10/21/19 |
10/28/19 |
7 |
|
- cash - |
|
10/28/19 |
11/04/19 |
7 |
|
|
|
Salzgitter |
100 |
204 |
EUR |
16.950 |
18.225 |
15.675 |
-1.275 |
-8 |
3,213 |
-98 |
|
11/04/19 |
2/17/20 |
105 |
|
- cash - |
|
2/17/20 |
3/23/20 |
35 |
|
|
|
Kobe Steel |
100 |
677 |
JPY |
4.740 |
3.400 |
6.608 |
1.868 |
39 |
4,477 |
3,098 |
|
|
3/23/20 |
6/15/20 |
84 |
|
|
|
thyssenkrupp |
100 |
1,148 |
EUR |
3.900 |
6.708 |
1.092 |
-2.808 |
-72 |
1,254 |
-100 |
|
6/15/20 |
9/14/20 |
91 |
|
- cash - |
|
9/14/20 |
9/21/20 |
7 |
|
|
|
Vallourec |
100 |
68 |
EUR |
18.316 |
17.784 |
18.864 |
0.548 |
3 |
1,291 |
365 |
|
9/21/20 |
11/15/21 |
420 |
|
- cash - |
|
11/15/21 |
12/27/21 |
42 |
|
|
|
Vallourec |
100 |
178 |
EUR |
7.240 |
8.720 |
5.760 |
-1.480 |
-20 |
1,027 |
-86 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
12/27/21 |
1/24/22 |
28 |
|
- cash - |
|
1/24/22 |
1/31/22 |
7 |
|
|
|
Vallourec |
100 |
135 |
EUR |
7.595 |
7.830 |
7.360 |
-0.235 |
-3 |
996 |
-81 |
|
1/31/22 |
2/07/22 |
7 |
|
- cash - |
|
2/07/22 |
2/14/22 |
7 |
|
|
|
Vallourec |
100 |
127 |
EUR |
7.780 |
7.800 |
7.760 |
-0.020 |
0 |
993 |
-13 |
|
2/14/22 |
4/25/22 |
70 |
|
- cash - |
|
4/25/22 |
5/02/22 |
7 |
|
|
|
voestalpine |
100 |
41 |
EUR |
23.980 |
24.240 |
23.720 |
-0.260 |
-1 |
983 |
-43 |
|
5/02/22 |
5/16/22 |
14 |
|
- cash - |
|
5/16/22 |
5/30/22 |
14 |
|
|
|
Aperam |
100 |
28 |
EUR |
34.340 |
38.630 |
30.050 |
-4.290 |
-12 |
862 |
-97 |
|
5/30/22 |
6/13/22 |
14 |
|
- cash - |
|
6/13/22 |
10/17/22 |
126 |
|
|
|
Aperam |
100 |
26 |
EUR |
32.410 |
25.240 |
41.617 |
9.207 |
28 |
1,102 |
106 |
|
10/17/22 |
5/01/23 |
196 |
|
- cash - |
|
5/01/23 |
5/08/23 |
7 |
|
|
|
Pacific Metals |
100 |
59 |
JPY |
18.370 |
18.430 |
18.310 |
-0.060 |
0 |
1,098 |
-16 |
|
5/08/23 |
5/29/23 |
21 |
|
- cash - |
|
5/29/23 |
6/19/23 |
21 |
|
|
|
Pacific Metals |
100 |
66 |
JPY |
16.440 |
15.920 |
16.977 |
0.537 |
3 |
1,134 |
75 |
|
6/19/23 |
10/09/23 |
112 |
|
- cash - |
|
10/09/23 |
11/20/23 |
42 |
|
|
|
Pacific Metals |
100 |
92 |
JPY |
12.260 |
13.330 |
11.190 |
-1.070 |
-9 |
1,035 |
-55 |
|
11/20/23 |
12/11/23 |
21 |
|
- cash - |
|
12/11/23 |
12/18/23 |
7 |
|
|
|
Pacific Metals |
100 |
86 |
JPY |
11.920 |
11.920 |
11.920 |
0.000 |
0 |
1,035 |
0 |
|
12/18/23 |
5/06/24 |
140 |
|
- cash - |
|
5/06/24 |
5/09/24 |
3 |
|
|
|
thyssenkrupp |
100 |
209 |
EUR |
4.932 |
4.877 |
4.988 |
0.056 |
1 |
1,047 |
291 |
|
accum | 7/17/06 |
5/09/24 | 2173 |
days out of 6702 invested (32%) |
-90 |
1,047 |
-32 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Outokumpu | short | 8/20/07 | 8/27/07 | 7 | 46.10 | 49.90 | 42.30 | -3.80 | -8.24 | | | |
| | 9/10/07 | 9/17/07 | 7 | 47.50 | 46.19 | 48.85 | 1.35 | 2.84 | | | |
| | 5/09/11 | 12/26/11 | 231 | 24.78 | 11.55 | 53.16 | 28.38 | 114.55 | | | |
| | 5/28/12 | 8/13/12 | 77 | 8.06 | 6.89 | 9.43 | 1.37 | 16.98 | | | |
| | 3/25/13 | 5/06/13 | 42 | 5.35 | 4.89 | 5.85 | 0.50 | 9.41 | | | |
| | 6/03/13 | 6/10/13 | 7 | 4.78 | 4.50 | 5.08 | 0.30 | 6.22 | | | |
| | 1/27/14 | 2/03/14 | 7 | 3.63 | 3.68 | 3.58 | -0.05 | -1.38 | | | |
| | 2/17/14 | 2/24/14 | 7 | 3.40 | 3.44 | 3.36 | -0.04 | -1.18 | | | |
| | 3/26/18 | 5/14/18 | 49 | 5.71 | 5.70 | 5.72 | 0.01 | 0.21 | | | |
| | 5/28/18 | 6/04/18 | 7 | 5.51 | 5.71 | 5.31 | -0.20 | -3.70 | | | |
| | 7/16/18 | 7/30/18 | 14 | 5.26 | 5.69 | 4.83 | -0.43 | -8.17 | | | |
| | 9/03/18 | 9/24/18 | 21 | 5.02 | 5.28 | 4.77 | -0.26 | -5.14 | | | |
| | 10/29/18 | 1/21/19 | 84 | 3.73 | 3.99 | 3.47 | -0.26 | -6.97 | | | |
| | 5/13/19 | 8/19/19 | 98 | 2.70 | 2.64 | 2.76 | 0.06 | 2.27 | | | 114.55 |
Kobe Steel | | 2/17/20 | 3/23/20 | 35 | 4.74 | 3.40 | 6.61 | 1.87 | 39.41 | | | 39.41 |
Aperam | | 5/16/22 | 5/30/22 | 14 | 34.34 | 38.63 | 30.05 | -4.29 | -12.49 | | | |
| | 6/13/22 | 10/17/22 | 126 | 32.41 | 25.24 | 41.62 | 9.21 | 28.41 | | | 12.37 |
JSW Steel | | 3/14/11 | 5/02/11 | 49 | 9.28 | 9.32 | 9.25 | -0.03 | -0.37 | | | -0.37 |
voestalpine | | 9/15/08 | 10/13/08 | 28 | 27.75 | 23.41 | 32.89 | 5.14 | 18.54 | | | |
| | 3/23/09 | 4/06/09 | 14 | 10.47 | 12.08 | 8.86 | -1.61 | -15.38 | | | |
| | 4/25/22 | 5/02/22 | 7 | 23.98 | 24.24 | 23.72 | -0.26 | -1.08 | | | -0.78 |
Nippon Steel | | 3/10/08 | 3/24/08 | 14 | 47.46 | 48.70 | 46.22 | -1.24 | -2.61 | | | -2.61 |
ArcelorMittal | | 12/07/15 | 12/28/15 | 21 | 11.46 | 11.94 | 10.98 | -0.48 | -4.19 | | | -4.19 |
Tata Steel | | 10/13/08 | 2/02/09 | 112 | 2.48 | 1.86 | 3.31 | 0.83 | 33.33 | | | |
| | 2/16/09 | 3/23/09 | 35 | 1.68 | 2.24 | 1.13 | -0.55 | -33.00 | | | |
| | 5/13/13 | 5/20/13 | 7 | 3.05 | 3.15 | 2.95 | -0.10 | -3.26 | | | |
| | 6/17/13 | 7/15/13 | 28 | 2.77 | 2.53 | 3.03 | 0.26 | 9.50 | | | -5.37 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Pacific Metals | | 12/10/07 | 2/25/08 | 77 | 109.50 | 108.40 | 110.61 | 1.11 | 1.01 | | | |
| | 3/31/08 | 4/14/08 | 14 | 93.90 | 89.40 | 98.63 | 4.73 | 5.03 | | | |
| | 7/21/08 | 9/15/08 | 56 | 66.60 | 70.40 | 62.80 | -3.80 | -5.71 | | | |
| | 3/10/14 | 3/17/14 | 7 | 34.70 | 33.40 | 36.05 | 1.35 | 3.89 | | | |
| | 5/29/17 | 6/12/17 | 14 | 28.90 | 28.80 | 29.00 | 0.10 | 0.35 | | | |
| | 6/26/17 | 7/03/17 | 7 | 27.90 | 29.40 | 26.40 | -1.50 | -5.38 | | | |
| | 5/01/23 | 5/08/23 | 7 | 18.37 | 18.43 | 18.31 | -0.06 | -0.33 | | | |
| | 5/29/23 | 6/19/23 | 21 | 16.44 | 15.92 | 16.98 | 0.54 | 3.27 | | | |
| | 10/09/23 | 11/20/23 | 42 | 12.26 | 13.33 | 11.19 | -1.07 | -8.73 | | | |
| | 12/11/23 | 12/18/23 | 7 | 11.92 | 11.92 | 11.92 | 0.00 | 0.00 | | | -7.28 |
Bluescope Steel | | 6/15/15 | 8/24/15 | 70 | 3.25 | 3.67 | 2.83 | -0.42 | -12.92 | | | -12.92 |
Salzgitter | | 9/29/14 | 11/24/14 | 56 | 27.05 | 28.20 | 25.90 | -1.15 | -4.25 | | | |
| | 8/19/19 | 9/09/19 | 21 | 15.67 | 17.66 | 13.68 | -1.99 | -12.70 | | | |
| | 9/23/19 | 10/21/19 | 28 | 16.96 | 16.31 | 17.64 | 0.68 | 4.02 | | | |
| | 10/28/19 | 11/04/19 | 7 | 16.95 | 18.23 | 15.68 | -1.28 | -7.52 | | | -19.59 |
Ternium Argentina | | 7/17/06 | 8/21/06 | 35 | 1.79 | 1.66 | 1.93 | 0.14 | 7.82 | | | |
| | 4/23/12 | 5/28/12 | 35 | 1.32 | 1.59 | 1.05 | -0.27 | -20.45 | | | |
| | 8/13/18 | 9/03/18 | 21 | 11.80 | 13.40 | 10.20 | -1.60 | -13.56 | | | -25.86 |
Citic Pacific | | 6/07/10 | 8/23/10 | 77 | 13.30 | 16.66 | 9.94 | -3.36 | -25.26 | | | |
| | 5/01/17 | 5/29/17 | 28 | 11.28 | 12.30 | 10.26 | -1.02 | -9.04 | | | -32.02 |
Vallourec | | 12/01/14 | 12/08/14 | 7 | 998.60 | 992.80 | 1,004.43 | 5.83 | 0.58 | | | |
| | 12/15/14 | 1/12/15 | 28 | 862.20 | 775.20 | 958.96 | 96.76 | 11.22 | | | |
| | 8/24/15 | 11/30/15 | 98 | 434.80 | 389.36 | 485.54 | 50.74 | 11.67 | | | |
| | 1/11/16 | 2/22/16 | 42 | 263.68 | 169.48 | 410.24 | 146.56 | 55.58 | | | |
| | 2/29/16 | 3/07/16 | 7 | 196.08 | 299.60 | 92.56 | -103.52 | -52.79 | | | |
| | 6/27/16 | 7/04/16 | 7 | 114.80 | 137.68 | 91.92 | -22.88 | -19.93 | | | |
| | 1/21/19 | 3/18/19 | 56 | 70.18 | 94.36 | 46.00 | -24.18 | -34.45 | | | |
| | 9/14/20 | 9/21/20 | 7 | 18.32 | 17.78 | 18.86 | 0.55 | 2.99 | | | |
| | 11/15/21 | 12/27/21 | 42 | 7.24 | 8.72 | 5.76 | -1.48 | -20.44 | | | |
| | 1/24/22 | 1/31/22 | 7 | 7.60 | 7.83 | 7.36 | -0.23 | -3.09 | | | |
| | 2/07/22 | 2/14/22 | 7 | 7.78 | 7.80 | 7.76 | -0.02 | -0.26 | | | -61.86 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
thyssenkrupp | | 3/23/20 | 6/15/20 | 84 | 3.90 | 6.71 | 1.09 | -2.81 | -72.00 | | | |
| | 5/06/24 | 5/09/24 | 3 | 4.93 | 4.88 | 4.99 | 0.06 | 1.13 | | | -71.68 |
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 |
|
|