| | Fri, Jan 30th, 2026, 1:56UTC |
| | |
Assessment - Iron and Steel in Japanese yen - 9/19/22 - RS = 21
⇐
| |
|
instrument |
freshest |
⇓ Δday |
9/19/22 |
⇓ Δwk |
4/25/22 |
prc diff |
⇓ Δ21 |
|
⇓∅-RS |
| |  |
 |
 |
|
S |
 |
SOM Iron and Steel |
47,709.598 |
8/12/24 |
-0.18 |
37,446.059 |
|
37,279.590 |
166.469 |
0.45 |
|
3.39 |
| | |
|
|
|
S |
|
Acerinox |
1,312.790 |
8/12/24 |
0.05 |
1,249.840 |
|
1,296.685 |
-46.846 |
-3.61 |
|
-9.92 |
| | |
|
|
|
S |
|
Aperam |
3,593.504 |
8/12/24 |
-0.63 |
3,752.673 |
|
4,847.178 |
-1,094.505 |
-22.58 |
|
-27.36 |
| | |
|
|
|
|
|
ArcelorMittal |
2,885.128 |
8/12/24 |
0.30 |
3,190.561 |
|
3,693.870 |
-503.309 |
-13.63 |
|
-9.53 |
| | |
|
|
|
S |
|
Bluescope Steel |
1,976.961 |
8/12/24 |
-0.44 |
1,531.760 |
|
2,009.558 |
-477.798 |
-23.78 |
|
-8.40 |
| | |
|
|
|
|
|
Citic Pacific |
129.562 |
8/12/24 |
|
145.803 |
|
131.983 |
13.820 |
10.47 |
|
13.24 |
| | |
|
|
|
L |
|
JSW Steel |
1,647.830 |
8/12/24 |
1.35 |
1,221.390 |
|
1,191.528 |
29.862 |
2.51 |
|
18.16 |
| | |
|
|
|
|
|
Kobe Steel |
1,629.500 |
8/09/24 |
1.62 |
638.000 |
|
554.000 |
84.000 |
15.16 |
|
4.40 |
| | |
|
|
|
|
|
Nippon Steel |
3,169.000 |
8/09/24 |
1.83 |
2,226.000 |
|
2,011.500 |
214.500 |
10.66 |
|
10.21 |
| | |
|
|
|
|
|
Outokumpu |
464.890 |
8/12/24 |
0.31 |
526.980 |
|
622.486 |
-95.505 |
-15.34 |
|
-19.29 |
| | |
|
|
|
|
|
Pacific Metals |
1,341.000 |
8/09/24 |
5.59 |
2,318.000 |
|
3,525.000 |
-1,207.000 |
-34.24 |
|
-8.55 |
| | |
|
|
|
S |
|
Posco Holdings |
33,771.170 |
8/12/24 |
0.61 |
23,820.276 |
|
29,191.031 |
-5,370.756 |
-18.40 |
|
-13.21 |
| | |
|
|
|
S |
|
Salzgitter |
2,183.921 |
8/12/24 |
-1.23 |
3,493.127 |
|
5,300.019 |
-1,806.893 |
-34.09 |
|
-14.31 |
| | |
|
|
|
L |
|
Tata Steel |
273.144 |
8/12/24 |
0.16 |
185.198 |
|
203.169 |
-17.971 |
-8.85 |
|
1.06 |
| | |
|
|
|
S |
|
Tenaris |
1,839.771 |
8/12/24 |
0.71 |
1,942.299 |
|
1,859.248 |
83.051 |
4.47 |
|
25.85 |
| | |
|
|
|
|
|
Ternium Argentina |
879.121 |
8/12/24 |
-2.32 |
158.758 |
|
133.030 |
25.728 |
19.34 |
|
17.57 |
| | |
|
|
|
|
|
thyssenkrupp |
476.075 |
8/12/24 |
-1.63 |
808.467 |
|
959.859 |
-151.392 |
-15.77 |
|
-21.53 |
| | |
|
|
|
|
|
Vallourec |
1,917.205 |
8/12/24 |
-0.59 |
1,390.941 |
|
1,445.398 |
-54.456 |
-3.77 |
|
14.16 |
| | |
|
|
|
|
|
voestalpine |
3,166.184 |
8/12/24 |
-0.18 |
2,823.467 |
|
3,280.704 |
-457.237 |
-13.94 |
|
-21.23 |
| | |
|
|
|
S |
|
Vulcan Steel |
598.343 |
8/12/24 |
0.14 |
715.966 |
|
871.611 |
-155.645 |
-17.86 |
|
-na- |
| Iron and Steel - 19 out of 19 instruments rated - 9/19/22 / 4/25/22 - 6 did rise, Market-Ratio(21) in JPY = 31.58 % |
Technical Chart
Transactions Iron and Steel in Japanese yen * A21 - 85/20 (1)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | | 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 |
1 |
|
8,232.136 |
14,799.371 |
|
6,567.235 |
80 |
16,567 |
34 |
|
| short |
1/28/08 |
4/20/09 |
448 |
|
|
|
Pacific Metals |
100 |
195 |
|
84.800 |
64.600 |
111.316 |
26.516 |
31 |
21,738 |
25 |
|
| long |
4/20/09 |
8/16/10 |
483 |
|
|
|
Pacific Metals |
100 |
336 |
|
64.600 |
58.500 |
|
-6.100 |
-9 |
19,688 |
-7 |
|
| short |
8/16/10 |
10/18/10 |
63 |
|
|
|
Salzgitter |
100 |
3 |
|
5,567.448 |
6,146.222 |
4,988.674 |
-578.774 |
-10 |
17,952 |
-47 |
|
| long |
10/18/10 |
6/06/11 |
231 |
|
|
|
Severstal |
100 |
14 |
|
1,218.088 |
1,525.935 |
|
307.847 |
25 |
22,262 |
43 |
|
| short |
6/06/11 |
2/20/12 |
259 |
|
|
|
Outokumpu |
100 |
8 |
|
2,698.286 |
1,361.632 |
5,347.075 |
2,648.790 |
98 |
43,452 |
162 |
|
| long |
2/20/12 |
5/21/12 |
91 |
|
|
|
Tenaris |
100 |
26 |
|
1,634.585 |
1,307.303 |
|
-327.283 |
-20 |
34,943 |
-59 |
|
| short |
5/21/12 |
11/18/13 |
546 |
|
|
|
Outokumpu |
100 |
45 |
|
768.230 |
455.034 |
1,296.994 |
528.764 |
69 |
58,737 |
42 |
|
| long |
11/18/13 |
8/24/15 |
644 |
|
|
|
Ternium Argentina |
100 |
1,122 |
|
52.312 |
70.009 |
|
17.697 |
34 |
78,594 |
18 |
|
| short |
8/24/15 |
7/11/16 |
322 |
|
|
|
Vallourec |
100 |
1 |
|
59,783.696 |
14,364.602 |
248,812.349 |
189,028.653 |
316 |
267,622 |
403 |
|
| long |
7/11/16 |
6/18/18 |
707 |
|
|
|
Outokumpu |
100 |
550 |
|
486.396 |
682.923 |
|
196.527 |
40 |
375,712 |
19 |
|
| short |
6/18/18 |
1/13/20 |
574 |
|
|
|
Outokumpu |
100 |
550 |
|
682.923 |
341.869 |
1,364.220 |
681.297 |
100 |
750,425 |
55 |
|
| long |
1/13/20 |
3/09/20 |
56 |
|
|
|
Ternium Argentina |
100 |
16,908 |
|
44.383 |
29.145 |
|
-15.237 |
-34 |
492,794 |
-94 |
|
| short |
3/09/20 |
8/10/20 |
154 |
|
|
|
Vallourec |
100 |
96 |
|
5,083.657 |
3,698.680 |
6,987.242 |
1,903.585 |
37 |
675,538 |
113 |
|
| long |
8/10/20 |
10/04/21 |
420 |
|
|
|
Ternium Argentina |
100 |
11,094 |
|
60.889 |
103.931 |
|
43.042 |
71 |
1,153,048 |
59 |
|
| short |
10/04/21 |
12/12/22 |
434 |
|
|
|
Vallourec |
100 |
1,170 |
|
984.783 |
1,510.249 |
459.317 |
-525.466 |
-53 |
538,253 |
-47 |
|
| long |
12/12/22 |
7/01/24 |
567 |
|
|
|
Ternium Argentina |
100 |
3,611 |
|
149.054 |
179.757 |
|
30.703 |
21 |
649,121 |
13 |
|
| short |
7/01/24 |
8/12/24 |
42 |
|
|
|
thyssenkrupp |
100 |
915 |
|
709.350 |
575.383 |
874.509 |
165.159 |
23 |
800,242 |
517 |
|
| accum | 1/30/06 |
8/12/24 | 7305 |
days out of 7333 invested (100%) |
7,902 |
800,242 |
24 |
|
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 | 2/20/12 | 259 | 2,698.29 | 1,361.63 | 5,347.08 | 2,648.79 | 98.17 | | | |
| | short | 5/21/12 | 11/18/13 | 546 | 768.23 | 455.03 | 1,296.99 | 528.76 | 68.83 | | | |
| | long | 7/11/16 | 6/18/18 | 707 | 486.40 | 682.92 | | 196.53 | 40.40 | | | |
| | short | 6/18/18 | 1/13/20 | 574 | 682.92 | 341.87 | 1,364.22 | 681.30 | 99.76 | | | 838.36 |
| Vallourec | short | 8/24/15 | 7/11/16 | 322 | 59,783.70 | 14,364.60 | 248,812.35 | 189,028.65 | 316.19 | | | |
| | short | 3/09/20 | 8/10/20 | 154 | 5,083.66 | 3,698.68 | 6,987.24 | 1,903.58 | 37.45 | | | |
| | short | 10/04/21 | 12/12/22 | 434 | 984.78 | 1,510.25 | 459.32 | -525.47 | -53.36 | | | 166.80 |
| Ternium Argentina | long | 11/18/13 | 8/24/15 | 644 | 52.31 | 70.01 | | 17.70 | 33.83 | | | |
| | long | 1/13/20 | 3/09/20 | 56 | 44.38 | 29.15 | | -15.24 | -34.33 | | | |
| | long | 8/10/20 | 10/04/21 | 420 | 60.89 | 103.93 | | 43.04 | 70.69 | | | |
| | long | 12/12/22 | 7/01/24 | 567 | 149.05 | 179.76 | | 30.70 | 20.60 | | | 80.91 |
| Salzgitter | long | 1/30/06 | 1/28/08 | 728 | 8,232.14 | 14,799.37 | | 6,567.23 | 79.78 | | | |
| | short | 8/16/10 | 10/18/10 | 63 | 5,567.45 | 6,146.22 | 4,988.67 | -578.77 | -10.40 | | | 61.09 |
| Severstal | long | 10/18/10 | 6/06/11 | 231 | 1,218.09 | 1,525.94 | | 307.85 | 25.27 | | | 25.27 |
| thyssenkrupp | short | 7/01/24 | 8/12/24 | 42 | 709.35 | 575.38 | 874.51 | 165.16 | 23.28 | | | 23.28 |
| 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 | 1,634.59 | 1,307.30 | | -327.28 | -20.02 | | | -20.02 |
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 |
|
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