| | |
| | |
Assessment - Automotive Producers in Pound sterling - 7/01/24 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
Δwk |
4/01/24 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Auto Makers |
518.902 |
8/12/24 |
-0.43 |
577.197 |
-10.10 |
605.793 |
-28.596 |
-4.72 |
|
8.05 |
| |  |
 |
 |
 |
S |
 |
Li Auto |
7.799 |
8/12/24 |
-1.79 |
7.121 |
9.53 |
12.354 |
-5.234 |
-42.36 |
|
-44.50 |
| |  |
 |
 |
 |
|
 |
Tata Motors |
10.205 |
8/12/24 |
0.75 |
9.503 |
7.39 |
9.484 |
0.019 |
0.20 |
|
31.75 |
| |  |
 |
 |
 |
S |
 |
Hino Motors |
2.186 |
8/09/24 |
-0.42 |
2.069 |
5.66 |
2.673 |
-0.604 |
-22.58 |
|
-23.07 |
| |  |
 |
 |
 |
L |
 |
Eicher Motors |
45.603 |
8/12/24 |
-0.45 |
43.960 |
3.74 |
37.722 |
6.238 |
16.54 |
|
20.91 |
| |  |
 |
 |
 |
|
 |
Bajaj Auto |
92.090 |
8/12/24 |
-0.56 |
90.398 |
1.87 |
86.425 |
3.972 |
4.60 |
|
49.60 |
| |  |
 |
 |
 |
|
 |
Maruti Suzuki |
116.389 |
8/12/24 |
0.40 |
114.829 |
1.36 |
120.141 |
-5.311 |
-4.42 |
|
11.18 |
| |  |
 |
 |
 |
|
 |
Ferrari |
327.255 |
8/12/24 |
|
324.285 |
0.92 |
345.856 |
-21.571 |
-6.24 |
|
15.56 |
| |  |
 |
 |
 |
S |
 |
SAIC Motor Corp |
1.492 |
8/12/24 |
-0.87 |
1.505 |
-0.87 |
1.684 |
-0.178 |
-10.58 |
|
-5.55 |
| |  |
 |
 |
 |
S |
 |
Porsche |
55.728 |
8/12/24 |
-0.97 |
58.850 |
-5.31 |
78.999 |
-20.149 |
-25.51 |
|
-22.16 |
| |  |
 |
 |
 |
L |
 |
Mahindra & Mahindra |
25.772 |
8/12/24 |
-1.15 |
27.272 |
-5.50 |
18.313 |
8.960 |
48.93 |
|
64.60 |
| |  |
 |
 |
 |
|
 |
Tesla Motors |
156.220 |
8/12/24 |
-1.26 |
166.005 |
-5.89 |
139.607 |
26.397 |
18.91 |
|
-1.30 |
| |  |
 |
 |
 |
|
 |
Volvo |
19.022 |
8/12/24 |
-0.12 |
20.338 |
-6.47 |
21.406 |
-1.067 |
-4.99 |
|
9.65 |
| |  |
 |
 |
 |
L |
 |
General Motors |
34.006 |
8/12/24 |
-1.13 |
36.925 |
-7.90 |
36.173 |
0.752 |
2.08 |
|
27.33 |
| |  |
 |
 |
 |
L |
 |
BYD Company |
21.636 |
8/12/24 |
-0.28 |
23.499 |
-7.93 |
20.533 |
2.966 |
14.45 |
|
4.50 |
| |  |
 |
 |
 |
|
 |
Isuzu Motors |
9.897 |
8/09/24 |
0.50 |
10.866 |
-8.92 |
10.764 |
0.102 |
0.95 |
|
6.43 |
| |  |
 |
 |
 |
|
 |
Paccar |
72.909 |
8/12/24 |
-0.74 |
80.558 |
-9.50 |
98.080 |
-17.522 |
-17.87 |
|
5.51 |
| |  |
 |
 |
 |
S |
 |
Mercedes-Benz |
48.770 |
8/12/24 |
-0.57 |
54.981 |
-11.30 |
63.187 |
-8.206 |
-12.99 |
|
-3.80 |
| |  |
 |
 |
 |
|
 |
Suzuki Motor |
7.960 |
8/09/24 |
0.31 |
8.976 |
-11.32 |
9.195 |
-0.218 |
-2.38 |
|
8.20 |
| |  |
 |
 |
 |
|
 |
Daimler Truck |
28.000 |
8/12/24 |
-0.87 |
31.589 |
-11.36 |
40.202 |
-8.613 |
-21.42 |
|
5.38 |
| |  |
 |
 |
 |
S |
 |
BMW |
67.012 |
8/12/24 |
-0.90 |
75.633 |
-11.40 |
91.566 |
-15.934 |
-17.40 |
|
-11.91 |
| |  |
 |
 |
 |
S |
 |
Volkswagen |
79.332 |
8/12/24 |
-0.47 |
89.980 |
-11.83 |
105.161 |
-15.181 |
-14.44 |
|
-8.56 |
| |  |
 |
 |
 |
L |
 |
Great Wall Motor |
2.412 |
8/12/24 |
-0.31 |
2.746 |
-12.14 |
2.624 |
0.122 |
4.65 |
|
-1.83 |
| |  |
 |
 |
 |
|
 |
Traton |
22.654 |
8/12/24 |
|
26.048 |
-13.03 |
28.542 |
-2.494 |
-8.74 |
|
32.86 |
| |  |
 |
 |
 |
L |
 |
Hyundai Motor |
139.286 |
8/12/24 |
0.21 |
163.596 |
-14.86 |
133.919 |
29.677 |
22.16 |
|
31.34 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
Δwk |
4/01/24 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
Mitsubishi Motors |
1.890 |
8/09/24 |
1.05 |
2.242 |
-15.70 |
2.597 |
-0.355 |
-13.67 |
|
-14.54 |
| |  |
 |
 |
 |
|
 |
Renault |
34.151 |
8/12/24 |
-0.72 |
40.939 |
-16.58 |
40.060 |
0.878 |
2.19 |
|
21.21 |
| |  |
 |
 |
 |
|
 |
Iveco |
7.332 |
8/12/24 |
-0.21 |
9.023 |
-18.74 |
11.814 |
-2.790 |
-23.62 |
|
11.74 |
| |  |
 |
 |
 |
|
 |
Honda Motor |
6.952 |
8/09/24 |
-0.14 |
8.619 |
-19.34 |
9.726 |
-1.107 |
-11.38 |
|
-0.71 |
| |  |
 |
 |
 |
|
 |
Kia |
58.403 |
8/12/24 |
0.20 |
73.561 |
-20.61 |
63.987 |
9.574 |
14.96 |
|
30.18 |
| |  |
 |
 |
 |
S |
 |
Ford Motor |
7.800 |
8/12/24 |
-2.38 |
10.093 |
-22.73 |
10.589 |
-0.495 |
-4.68 |
|
4.98 |
| |  |
 |
 |
 |
S |
 |
Stellantis |
11.862 |
8/12/24 |
-0.57 |
15.810 |
-24.98 |
22.553 |
-6.743 |
-29.90 |
|
-6.67 |
| |  |
 |
 |
 |
|
 |
Toyota |
11.982 |
8/09/24 |
-0.14 |
16.078 |
-25.47 |
19.125 |
-3.048 |
-15.94 |
|
4.78 |
| |  |
 |
 |
 |
S |
 |
Nissan Motor |
2.008 |
8/09/24 |
-0.56 |
2.704 |
-25.74 |
3.142 |
-0.437 |
-13.92 |
|
-13.31 |
| |  |
 |
 |
 |
S |
 |
Mazda Motor |
5.456 |
8/09/24 |
1.32 |
7.650 |
-28.67 |
9.053 |
-1.403 |
-15.50 |
|
-9.98 |
| Auto Makers - 34 out of 34 instruments rated - 7/01/24 / 4/01/24 - 12 did rise, Market-Ratio(13) in GBP = 35.29 % |
Technical Chart
Transactions Automotive Producers in Pound sterling * S13 - 30/78 (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 |
6/12/06 |
161 |
|
- cash - |
| short |
6/12/06 |
9/18/06 |
98 |
 |
 |
 |
Ford Motor |
100 |
2,718 |
|
3.679 |
4.158 |
3.200 |
-0.479 |
-13 |
8,698 |
-41 |
|
| 9/18/06 |
8/20/07 |
336 |
|
- cash - |
| |
8/20/07 |
3/30/09 |
588 |
 |
 |
 |
Mazda Motor |
100 |
69,698 |
|
0.125 |
0.065 |
0.241 |
0.116 |
93 |
16,818 |
51 |
|
| 3/30/09 |
3/07/11 |
707 |
|
- cash - |
| |
3/07/11 |
12/05/11 |
273 |
 |
 |
 |
Mazda Motor |
100 |
221,237 |
|
0.076 |
0.058 |
0.100 |
0.024 |
32 |
22,212 |
45 |
|
| 12/05/11 |
5/14/12 |
161 |
|
- cash - |
| |
5/14/12 |
12/03/12 |
203 |
 |
 |
 |
Peugeot |
100 |
3,965 |
|
5.601 |
3.103 |
10.109 |
4.508 |
80 |
40,085 |
189 |
|
| 12/03/12 |
10/27/14 |
693 |
|
- cash - |
| |
10/27/14 |
1/19/15 |
84 |
 |
 |
 |
Hyundai Motor |
100 |
386,329 |
|
0.104 |
0.106 |
0.102 |
-0.002 |
-2 |
39,290 |
-8 |
|
| 1/19/15 |
7/27/15 |
189 |
|
- cash - |
| |
7/27/15 |
11/23/15 |
119 |
 |
 |
 |
Tata Motors |
100 |
103,920 |
|
0.378 |
0.400 |
0.356 |
-0.022 |
-6 |
37,006 |
-17 |
|
| 11/23/15 |
1/11/16 |
49 |
|
- cash - |
| |
1/11/16 |
5/30/16 |
140 |
 |
 |
 |
Fiat Chrysler |
100 |
6,765 |
|
5.470 |
4.865 |
6.149 |
0.679 |
12 |
41,602 |
36 |
|
| 5/30/16 |
6/27/16 |
28 |
|
- cash - |
| |
6/27/16 |
10/10/16 |
105 |
 |
 |
 |
Mitsubishi Motors |
100 |
1,173,509 |
|
0.035 |
0.038 |
0.033 |
-0.003 |
-8 |
38,374 |
-24 |
|
| 10/10/16 |
3/19/18 |
525 |
|
- cash - |
| |
3/19/18 |
11/04/19 |
595 |
 |
 |
 |
Tata Motors |
100 |
104,570 |
|
0.367 |
0.189 |
0.714 |
0.347 |
95 |
74,695 |
50 |
|
| 11/04/19 |
2/03/20 |
91 |
|
- cash - |
| |
2/03/20 |
6/08/20 |
126 |
 |
 |
 |
Renault |
100 |
2,517 |
|
29.666 |
23.427 |
37.567 |
7.901 |
27 |
94,581 |
98 |
|
| 6/08/20 |
8/23/21 |
441 |
|
- cash - |
| |
8/23/21 |
11/22/21 |
91 |
 |
 |
 |
SAIC Motor Corp |
100 |
45,744 |
|
2.068 |
2.442 |
1.693 |
-0.375 |
-18 |
77,437 |
-55 |
|
| 11/22/21 |
2/07/22 |
77 |
|
- cash - |
| |
2/07/22 |
6/06/22 |
119 |
 |
 |
 |
Hyundai Motor |
100 |
672,364 |
|
0.115 |
0.119 |
0.111 |
-0.004 |
-3 |
74,834 |
-10 |
|
| 6/06/22 |
7/04/22 |
28 |
|
- cash - |
| |
7/04/22 |
8/15/22 |
42 |
 |
 |
 |
General Motors |
100 |
2,814 |
|
26.584 |
32.595 |
20.574 |
-6.011 |
-23 |
57,920 |
-89 |
|
| 8/15/22 |
10/30/23 |
441 |
|
- cash - |
| |
10/30/23 |
2/19/24 |
112 |
 |
 |
 |
Lucid |
100 |
17,301 |
|
3.348 |
2.946 |
3.805 |
0.457 |
14 |
65,824 |
52 |
|
| 2/19/24 |
12/16/25 |
666 |
|
- cash - |
| accum | 6/12/06 |
2/19/24 | 2695 |
days out of 7288 invested (37%) |
558 |
65,824 |
29 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Mazda Motor | short | 8/20/07 | 3/30/09 | 588 | 0.12 | 0.06 | 0.24 | 0.12 | 93.35 | | | |
| | | 3/07/11 | 12/05/11 | 273 | 0.08 | 0.06 | 0.10 | 0.02 | 32.07 | | | 155.36 |
| Tata Motors | | 7/27/15 | 11/23/15 | 119 | 0.38 | 0.40 | 0.36 | -0.02 | -5.81 | | | |
| | | 3/19/18 | 11/04/19 | 595 | 0.37 | 0.19 | 0.71 | 0.35 | 94.65 | | | 83.34 |
| Peugeot | | 5/14/12 | 12/03/12 | 203 | 5.60 | 3.10 | 10.11 | 4.51 | 80.48 | | | 80.48 |
| Renault | | 2/03/20 | 6/08/20 | 126 | 29.67 | 23.43 | 37.57 | 7.90 | 26.63 | | | 26.63 |
| Lucid | | 10/30/23 | 2/19/24 | 112 | 3.35 | 2.95 | 3.80 | 0.46 | 13.65 | | | 13.65 |
| Fiat Chrysler | | 1/11/16 | 5/30/16 | 140 | 5.47 | 4.87 | 6.15 | 0.68 | 12.42 | | | 12.42 |
| Hyundai Motor | | 10/27/14 | 1/19/15 | 84 | 0.10 | 0.11 | 0.10 | -0.00 | -1.98 | | | |
| | | 2/07/22 | 6/06/22 | 119 | 0.12 | 0.12 | 0.11 | -0.00 | -3.36 | | | -5.28 |
| Mitsubishi Motors | | 6/27/16 | 10/10/16 | 105 | 0.04 | 0.04 | 0.03 | -0.00 | -7.76 | | | -7.76 |
| Ford Motor | | 6/12/06 | 9/18/06 | 98 | 3.68 | 4.16 | 3.20 | -0.48 | -13.02 | | | -13.02 |
| SAIC Motor Corp | | 8/23/21 | 11/22/21 | 91 | 2.07 | 2.44 | 1.69 | -0.37 | -18.13 | | | -18.13 |
| General Motors | | 7/04/22 | 8/15/22 | 42 | 26.58 | 32.60 | 20.57 | -6.01 | -22.61 | | | -22.61 |
Annotations
| 3/28/24 | Suzuki Motor | | | stock split 1:4 (four for one) |
| 9/28/23 | Honda Motor | | | stock split 1:3 (three for one) |
| 8/25/22 | Tesla Motors | | | stock split 1:3 (three for one) |
| 9/29/21 | Toyota | | | stock split 1:5 (five for one) |
| 12/21/17 | Mahindra & Mahindra | | | stock split 1:2 (two for one) |
| 3/13/15 | Auto Producers | | | first full analysis, the Mixed Cut looks pretty good, no overlaps. |
|