Share-o-matic - Assessment Auto Makers (Automotive Producers)

Assessment - Automotive Producers - 23/01/23 - RS = 13

		⇓instrument	freshest		⇓ Δday	23/01/23	⇓ Δwk	24/10/22	prc diff	⇓ Δ13	Curr	∅-RS
	L	SOM Auto Makers	562.060	11:30	0.60	546.914	2.77	532.094	14.820	2.79	USD	-0.85
	L	Renault	38.080	09:06	0.66	37.290	2.12	32.025	5.265	16.44	EUR	33.08
		Mahindra & Mahindra	1,311.500	Thu	-0.94	1,328.450	-1.28	1,270.950	57.500	4.52	INR	26.74
		Iveco	7.666	09:09	1.13	7.270	5.45	5.518	1.752	31.75	EUR	23.46
		Mitsubishi Motors	504.000	06:15	0.60	489.000	3.07	496.000	-7.000	-1.41	JPY	16.86
	L	Volvo	207.300	11:30	2.47	204.300	1.47	173.700	30.600	17.62	SEK	15.95
	L	BMW	92.950	08:51	0.65	91.530	1.55	77.910	13.620	17.48	EUR	15.08
	L	Ferrari	227.300	09:09	-0.09	224.100	1.43	194.050	30.050	15.49	EUR	14.92
	L	Paccar	110.810	Wed	-0.24	102.250	8.37	92.020	10.230	11.12	USD	13.78
	L	Mercedes-Benz	68.820	09:01	0.76	67.270	2.30	58.440	8.830	15.11	EUR	10.05
		Daimler Truck	31.445	09:00	0.85	29.710	5.84	25.705	4.005	15.58	EUR	9.96
		Eicher Motors	3,213.850	Thu	-0.39	3,203.350	0.33	3,641.200	-437.850	-12.02	INR	8.99
	L	Traton	16.190	09:58	1.25	16.310	-0.74	12.390	3.920	31.64	EUR	6.73
	L	Stellantis	14.110	09:11	0.43	14.016	0.67	13.474	0.542	4.02	EUR	1.85
		Maruti Suzuki	8,784.100	Thu	0.98	8,417.100	4.36	8,765.450	-348.350	-3.97	INR	1.16
	S	Suzuki Motor	4,839.000	06:15	1.32	4,405.000	9.85	4,630.000	-225.000	-4.86	JPY	-0.13
	S	Bajaj Auto	3,717.400	Thu	0.84	3,623.550	2.59	3,699.800	-76.250	-2.06	INR	-1.91
		Great Wall Motor	30.400	07:00	1.81	30.400		27.050	3.350	12.38	CNY	-2.17
	S	Isuzu Motors	1,615.000	06:15	1.51	1,538.000	5.01	1,668.000	-130.000	-7.79	JPY	-2.65
	S	Mazda Motor	1,028.000	06:15	2.09	969.000	6.09	957.000	12.000	1.25	JPY	-3.87
	L	General Motors	36.480	Thu	0.44	36.440	0.11	35.720	0.720	2.02	USD	-4.70
	L	Tata Motors	419.050	Thu	-0.73	408.400	2.61	401.600	6.800	1.69	INR	-4.98
	S	Honda Motor	3,173.000	06:15	1.12	3,093.000	2.59	3,258.000	-165.000	-5.06	JPY	-7.40
		Hyundai Motor	173,900.000	06:30	-0.57	164,500.000	5.71	161,500.000	3,000.000	1.86	KRW	-7.55
	L	SAIC Motor Corp	14.840	07:00	0.61	14.840		13.910	0.930	6.69	CNY	-7.73
		⇓instrument	freshest		⇓ Δday	23/01/23	⇓ Δwk	24/10/22	prc diff	⇓ Δ13	Curr	∅-RS
	L	Ford Motor	12.920	Thu	1.02	12.800	0.94	12.480	0.320	2.56	USD	-7.97
	S	Toyota	1,900.500	06:15	0.40	1,889.000	0.61	1,996.500	-107.500	-5.38	JPY	-8.41
	L	Volkswagen	126.200	09:02	0.96	125.160	0.83	130.220	-5.060	-3.89	EUR	-12.22
		Kia Motor	68,700.000	06:30	-0.87	64,300.000	6.84	65,300.000	-1,000.000	-1.53	KRW	-13.32
	S	Nissan Motor	457.000	06:15	1.53	434.100	5.28	458.200	-24.100	-5.26	JPY	-13.96
	S	Hino Motors	539.000	06:15	1.89	513.000	5.07	583.000	-70.000	-12.01	JPY	-23.75
		Tesla Motors	144.430	Wed	0.38	143.750	0.47	211.250	-67.500	-31.95	USD	-37.82
		Lucid	8.870	Wed	3.14	8.820	0.57	12.800	-3.980	-31.09	USD	-40.34
		Rivian Automotive	18.690	Wed	3.55	18.100	3.26	31.340	-13.240	-42.25	USD	-42.75
		Porsche	105.000	09:00		104.300	0.67	95.600	8.700	9.10	EUR	-na-
Auto Makers - 34 out of 34 instruments rated - 23/01/23 / 24/10/22 - 19 did rise, Market-Ratio(13) = 55.88 %

Technical Chart

	Auto Makers RS = 13 - B/S = 81/34

7/01/19	scale up chart	23/01/23

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
2/01/06		30/01/06	28		- cash -
long	30/01/06	12/06/06	133		Mahindra & Mahindra	100	717	INR	13.931	13.051		-0.880	-6	9,369	-16
short	12/06/06	18/09/06	98		Ford Motor	100	1,383	USD	6.770	7.820	5.720	-1.050	-16	7,917	-47
long	18/09/06	20/08/07	336		SAIC Motor Corp	100	1,907	CNY	4.150	19.320		15.170	366	36,846	432
short	20/08/07	30/03/09	588		Mazda Motor	100	1,303	JPY	28.270	9.040	88.406	60.136	213	115,204	103
long	30/03/09	7/03/11	707		SAIC Motor Corp	100	15,695	CNY	7.340	17.380		10.040	137	272,781	56
short	7/03/11	13/02/12	343		Mazda Motor	100	26,795	JPY	10.180	7.270	14.255	4.075	40	381,966	43
long	13/02/12	14/05/12	91		Tata Motors	100	14,790	INR	25.825	29.020		3.195	12	429,220	60
short	14/05/12	7/01/13	238		Peugeot	100	61,598	EUR	6.968	5.394	9.001	2.033	29	554,467	48
long	7/01/13	8/04/13	91		Mazda Motor	100	62,159	JPY	8.920	15.310		6.390	72	951,663	773
short	8/04/13	27/05/13	49		Kia Motor	100	18,266	KRW	52.100	59.300	44.900	-7.200	-14	820,148	-67
long	27/05/13	27/10/14	518		Tesla Motors	100	111,499	USD	7.356	14.778		7.422	101	1,647,738	63
short	27/10/14	19/01/15	84		Hyundai Motor	100	9,362	KRW	176.000	172.500	179.571	3.571	2	1,681,170	9
long	19/01/15	22/06/15	154		Maruti Suzuki	100	4,635	INR	362.635	398.085		35.450	10	1,845,480	25
short	22/06/15	23/11/15	154		Hyundai Motor	100	13,980	KRW	132.000	157.000	107.000	-25.000	-19	1,495,980	-39
long	23/11/15	11/01/16	49		Maruti Suzuki	100	3,157	INR	473.715	427.945		-45.770	-10	1,351,485	-53
short	11/01/16	30/05/16	140		Fiat Chrysler	100	184,503	EUR	7.325	6.395	8.390	1.065	15	1,548,017	42
long	30/05/16	27/06/16	28		Tata Motors	100	36,596	INR	42.300	44.795		2.495	6	1,639,324	111
short	27/06/16	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	19/03/18	525		Tata Motors	100	28,635	INR	56.295	33.570		-22.725	-40	961,329	-30
short	19/03/18	4/11/19	595		Tata Motors	100	28,636	INR	33.570	17.220	65.444	31.874	95	1,874,072	51
long	4/11/19	3/02/20	91		Ferrari	100	12,181	EUR	153.850	154.250		0.400	0	1,878,945	1
short	3/02/20	8/06/20	126		Renault	100	53,907	EUR	34.855	26.355	46.096	11.241	32	2,484,935	125
long	8/06/20	23/08/21	441		Tesla Motors	100	39,239	USD	63.328	235.433		172.105	272	9,238,163	196
short	23/08/21	22/11/21	91		SAIC Motor Corp	100	501,801	CNY	18.410	20.880	15.940	-2.470	-13	7,998,715	-44
long	22/11/21	24/01/22	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	24/01/22	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	4/07/22	28		Mitsubishi Motors	100	2,266,635	JPY	4.050	4.400		0.350	9	9,973,195	195
short	4/07/22	15/08/22	42		General Motors	100	309,822	USD	32.190	39.400	24.980	-7.210	-22	7,739,378	-89
long	15/08/22	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	25/01/23	44		Tesla Motors	100	52,616	USD	167.820	144.430	194.998	27.178	16	10,260,055	247
accum	30/01/06	25/01/23	6206	days out of 6234 invested (100%)								102,501		10,260,055	50

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	18/09/06	20/08/07	336	4.15	19.32		15.17	365.54
	long	30/03/09	7/03/11	707	7.34	17.38		10.04	136.78
	short	23/08/21	22/11/21	91	18.41	20.88	15.94	-2.47	-13.42	854.44
Tesla Motors	long	27/05/13	27/10/14	518	7.36	14.78		7.42	100.91
	long	8/06/20	23/08/21	441	63.33	235.43		172.11	271.77
	short	12/12/22	25/01/23	44	167.82	144.43	195.00	27.18	16.19	767.87
Mazda Motor	short	20/08/07	30/03/09	588	28.27	9.04	88.41	60.14	212.72
	short	7/03/11	13/02/12	343	10.18	7.27	14.25	4.07	40.03
	long	7/01/13	8/04/13	91	8.92	15.31		6.39	71.64	651.59
Tata Motors	long	13/02/12	14/05/12	91	25.83	29.02		3.20	12.37
	long	30/05/16	27/06/16	28	42.30	44.80		2.50	5.90
	long	10/10/16	19/03/18	525	56.30	33.57		-22.73	-40.37
	short	19/03/18	4/11/19	595	33.57	17.22	65.44	31.87	94.95
	long	22/11/21	24/01/22	63	48.61	47.85		-0.77	-1.57	36.16
Renault	short	3/02/20	8/06/20	126	34.86	26.36	46.10	11.24	32.25	32.25
Peugeot	short	14/05/12	7/01/13	238	6.97	5.39	9.00	2.03	29.18	29.18
Mitsubishi Motors	short	27/06/16	10/10/16	105	4.81	4.89	4.73	-0.08	-1.66
	long	6/06/22	4/07/22	28	4.05	4.40		0.35	8.64
	long	15/08/22	12/12/22	119	5.18	5.91		0.73	14.09	21.89
Traton	short	24/01/22	6/06/22	133	21.00	18.01	24.49	3.49	16.60	16.60
Fiat Chrysler	short	11/01/16	30/05/16	140	7.33	6.40	8.39	1.07	14.54	14.54
Ferrari	long	4/11/19	3/02/20	91	153.85	154.25		0.40	0.26	0.26
Maruti Suzuki	long	19/01/15	22/06/15	154	362.64	398.09		35.45	9.78
	long	23/11/15	11/01/16	49	473.72	427.95		-45.77	-9.66	-0.83
Mahindra & Mahindra	long	30/01/06	12/06/06	133	13.93	13.05		-0.88	-6.32	-6.32
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Kia Motor	short	8/04/13	27/05/13	49	52.10	59.30	44.90	-7.20	-13.82	-13.82
Ford Motor	short	12/06/06	18/09/06	98	6.77	7.82	5.72	-1.05	-15.51	-15.51
Hyundai Motor	short	27/10/14	19/01/15	84	176.00	172.50	179.57	3.57	2.03
	short	22/06/15	23/11/15	154	132.00	157.00	107.00	-25.00	-18.94	-17.29
General Motors	short	4/07/22	15/08/22	42	32.19	39.40	24.98	-7.21	-22.40	-22.40

Annotations

25/08/22	Tesla Motors	stock split 1:3 (three for one)
29/09/21	Toyota	stock split 1:5 (five for one)
21/12/17	Mahindra & Mahindra	stock split 1:2 (two for one)
13/03/15	Auto Producers	first full analysis, the Mixed Cut looks pretty good, no overlaps.


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