| | |
| | |
Assessment - Automotive Producers in Swiss Franc - 7/01/24 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
4/01/24 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Auto Makers |
592.768 |
8/12/24 |
-0.43 |
659.361 |
-10.10 |
687.702 |
-28.341 |
-4.12 |
|
10.56 |
| |  |
 |
 |
 |
S |
 |
Mazda Motor |
6.233 |
8/09/24 |
1.32 |
8.739 |
-28.67 |
10.277 |
-1.538 |
-14.97 |
|
-8.00 |
| |  |
 |
 |
 |
S |
 |
Mitsubishi Motors |
2.159 |
8/09/24 |
1.05 |
2.561 |
-15.70 |
2.948 |
-0.387 |
-13.13 |
|
-12.67 |
| |  |
 |
 |
 |
|
 |
Tata Motors |
11.658 |
8/12/24 |
0.75 |
10.855 |
7.39 |
10.766 |
0.089 |
0.83 |
|
34.86 |
| |  |
 |
 |
 |
|
 |
Isuzu Motors |
11.306 |
8/09/24 |
0.50 |
12.413 |
-8.92 |
12.219 |
0.194 |
1.59 |
|
8.82 |
| |  |
 |
 |
 |
|
 |
Maruti Suzuki |
132.957 |
8/12/24 |
0.40 |
131.175 |
1.36 |
136.385 |
-5.210 |
-3.82 |
|
13.79 |
| |  |
 |
 |
 |
|
 |
Suzuki Motor |
9.094 |
8/09/24 |
0.31 |
10.254 |
-11.32 |
10.438 |
-0.184 |
-1.76 |
|
10.67 |
| |  |
 |
 |
 |
L |
 |
Hyundai Motor |
159.113 |
8/12/24 |
0.21 |
186.884 |
-14.86 |
152.026 |
34.858 |
22.93 |
|
34.47 |
| |  |
 |
 |
 |
|
 |
Kia |
66.716 |
8/12/24 |
0.20 |
84.033 |
-20.61 |
72.638 |
11.394 |
15.69 |
|
33.25 |
| |  |
 |
 |
 |
|
 |
Ferrari |
373.840 |
8/12/24 |
|
370.447 |
0.92 |
392.619 |
-22.172 |
-5.65 |
|
18.28 |
| |  |
 |
 |
 |
|
 |
Traton |
25.879 |
8/12/24 |
|
29.756 |
-13.03 |
32.401 |
-2.645 |
-8.16 |
|
36.15 |
| |  |
 |
 |
 |
|
 |
Volvo |
21.729 |
8/12/24 |
-0.12 |
23.233 |
-6.47 |
24.300 |
-1.067 |
-4.39 |
|
12.18 |
| |  |
 |
 |
 |
|
 |
Honda Motor |
7.942 |
8/09/24 |
-0.14 |
9.846 |
-19.34 |
11.041 |
-1.195 |
-10.82 |
|
1.55 |
| |  |
 |
 |
 |
|
 |
Toyota |
13.688 |
8/09/24 |
-0.14 |
18.366 |
-25.47 |
21.711 |
-3.345 |
-15.41 |
|
7.21 |
| |  |
 |
 |
 |
|
 |
Iveco |
8.376 |
8/12/24 |
-0.21 |
10.308 |
-18.74 |
13.411 |
-3.103 |
-23.14 |
|
14.46 |
| |  |
 |
 |
 |
L |
 |
BYD Company |
24.715 |
8/12/24 |
-0.28 |
26.845 |
-7.93 |
23.309 |
3.535 |
15.17 |
|
6.88 |
| |  |
 |
 |
 |
L |
 |
Great Wall Motor |
2.756 |
8/12/24 |
-0.31 |
3.137 |
-12.14 |
2.979 |
0.158 |
5.31 |
|
0.39 |
| |  |
 |
 |
 |
S |
 |
Hino Motors |
2.497 |
8/09/24 |
-0.42 |
2.363 |
5.66 |
3.034 |
-0.670 |
-22.10 |
|
-21.37 |
| |  |
 |
 |
 |
L |
 |
Eicher Motors |
52.094 |
8/12/24 |
-0.45 |
50.218 |
3.74 |
42.823 |
7.395 |
17.27 |
|
23.72 |
| |  |
 |
 |
 |
S |
 |
Volkswagen |
90.625 |
8/12/24 |
-0.47 |
102.789 |
-11.83 |
119.380 |
-16.591 |
-13.90 |
|
-6.46 |
| |  |
 |
 |
 |
|
 |
Bajaj Auto |
105.199 |
8/12/24 |
-0.56 |
103.266 |
1.87 |
98.111 |
5.155 |
5.25 |
|
53.16 |
| |  |
 |
 |
 |
S |
 |
Nissan Motor |
2.294 |
8/09/24 |
-0.56 |
3.089 |
-25.74 |
3.567 |
-0.477 |
-13.38 |
|
-11.40 |
| |  |
 |
 |
 |
S |
 |
Mercedes-Benz |
55.712 |
8/12/24 |
-0.57 |
62.807 |
-11.30 |
71.731 |
-8.923 |
-12.44 |
|
-1.56 |
| |  |
 |
 |
 |
S |
 |
Stellantis |
13.550 |
8/12/24 |
-0.57 |
18.061 |
-24.98 |
25.603 |
-7.542 |
-29.46 |
|
-4.54 |
| |  |
 |
 |
 |
|
 |
Renault |
39.012 |
8/12/24 |
-0.72 |
46.766 |
-16.58 |
45.477 |
1.290 |
2.84 |
|
24.14 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
4/01/24 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Paccar |
83.287 |
8/12/24 |
-0.74 |
92.026 |
-9.50 |
111.342 |
-19.316 |
-17.35 |
|
7.96 |
| |  |
 |
 |
 |
|
 |
Daimler Truck |
31.985 |
8/12/24 |
-0.87 |
36.085 |
-11.36 |
45.637 |
-9.552 |
-20.93 |
|
7.90 |
| |  |
 |
 |
 |
S |
 |
SAIC Motor Corp |
1.705 |
8/12/24 |
-0.87 |
1.720 |
-0.87 |
1.911 |
-0.191 |
-10.01 |
|
-3.40 |
| |  |
 |
 |
 |
S |
 |
BMW |
76.551 |
8/12/24 |
-0.90 |
86.399 |
-11.40 |
103.947 |
-17.548 |
-16.88 |
|
-9.91 |
| |  |
 |
 |
 |
S |
 |
Porsche |
63.660 |
8/12/24 |
-0.97 |
67.227 |
-5.31 |
89.680 |
-22.453 |
-25.04 |
|
-20.38 |
| |  |
 |
 |
 |
L |
 |
General Motors |
38.847 |
8/12/24 |
-1.13 |
42.181 |
-7.90 |
41.063 |
1.118 |
2.72 |
|
30.41 |
| |  |
 |
 |
 |
L |
 |
Mahindra & Mahindra |
29.441 |
8/12/24 |
-1.15 |
31.154 |
-5.50 |
20.789 |
10.366 |
49.86 |
|
68.56 |
| |  |
 |
 |
 |
|
 |
Tesla Motors |
178.458 |
8/12/24 |
-1.26 |
189.635 |
-5.89 |
158.483 |
31.152 |
19.66 |
|
0.78 |
| |  |
 |
 |
 |
S |
 |
Li Auto |
8.910 |
8/12/24 |
-1.79 |
8.134 |
9.53 |
14.025 |
-5.890 |
-42.00 |
|
-43.36 |
| |  |
 |
 |
 |
S |
 |
Ford Motor |
8.910 |
8/12/24 |
-2.38 |
11.530 |
-22.73 |
12.021 |
-0.490 |
-4.08 |
|
7.41 |
| Auto Makers - 34 out of 34 instruments rated - 7/01/24 / 4/01/24 - 12 did rise, Market-Ratio(13) in CHF = 35.29 % |
Technical Chart
Transactions Automotive Producers in Swiss Franc * 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 |
1,199 |
|
8.335 |
9.819 |
6.852 |
-1.483 |
-18 |
8,221 |
-52 |
|
| 9/18/06 |
8/20/07 |
336 |
|
- cash - |
| |
8/20/07 |
3/30/09 |
588 |
 |
 |
 |
Mazda Motor |
100 |
27,525 |
|
0.299 |
0.106 |
0.844 |
0.545 |
183 |
23,229 |
91 |
|
| 3/30/09 |
3/07/11 |
707 |
|
- cash - |
| |
3/07/11 |
12/05/11 |
273 |
 |
 |
 |
Mazda Motor |
100 |
203,111 |
|
0.114 |
0.083 |
0.158 |
0.044 |
38 |
32,132 |
54 |
|
| 12/05/11 |
5/14/12 |
161 |
|
- cash - |
| |
5/14/12 |
12/03/12 |
203 |
 |
 |
 |
Peugeot |
100 |
3,838 |
|
8.370 |
4.612 |
15.191 |
6.821 |
81 |
58,309 |
192 |
|
| 12/03/12 |
10/27/14 |
693 |
|
- cash - |
| |
10/27/14 |
1/19/15 |
84 |
 |
 |
 |
Hyundai Motor |
100 |
367,173 |
|
0.159 |
0.141 |
0.179 |
0.021 |
13 |
65,871 |
70 |
|
| 1/19/15 |
7/27/15 |
189 |
|
- cash - |
| |
7/27/15 |
11/23/15 |
119 |
 |
 |
 |
Tata Motors |
100 |
116,314 |
|
0.566 |
0.617 |
0.516 |
-0.050 |
-9 |
60,018 |
-25 |
|
| 11/23/15 |
1/11/16 |
49 |
|
- cash - |
| |
1/11/16 |
5/30/16 |
140 |
 |
 |
 |
Fiat Chrysler |
100 |
7,534 |
|
7.966 |
7.068 |
8.978 |
1.012 |
13 |
67,646 |
37 |
|
| 5/30/16 |
6/27/16 |
28 |
|
- cash - |
| |
6/27/16 |
10/10/16 |
105 |
 |
 |
 |
Mitsubishi Motors |
100 |
1,468,276 |
|
0.046 |
0.046 |
0.046 |
-0.000 |
-1 |
67,247 |
-2 |
|
| 10/10/16 |
3/19/18 |
525 |
|
- cash - |
| |
3/19/18 |
11/04/19 |
595 |
 |
 |
 |
Tata Motors |
100 |
137,323 |
|
0.490 |
0.240 |
0.999 |
0.510 |
104 |
137,241 |
55 |
|
| 11/04/19 |
2/03/20 |
91 |
|
- cash - |
| |
2/03/20 |
6/08/20 |
126 |
 |
 |
 |
Renault |
100 |
3,684 |
|
37.248 |
28.491 |
48.698 |
11.450 |
31 |
179,421 |
117 |
|
| 6/08/20 |
8/23/21 |
441 |
|
- cash - |
| |
8/23/21 |
11/22/21 |
91 |
 |
 |
 |
SAIC Motor Corp |
100 |
69,289 |
|
2.589 |
3.049 |
2.130 |
-0.460 |
-18 |
147,566 |
-54 |
|
| 11/22/21 |
2/07/22 |
77 |
|
- cash - |
| |
2/07/22 |
6/06/22 |
119 |
 |
 |
 |
Hyundai Motor |
100 |
1,025,175 |
|
0.144 |
0.145 |
0.143 |
-0.001 |
-1 |
146,600 |
-2 |
|
| 6/06/22 |
7/04/22 |
28 |
|
- cash - |
| |
7/04/22 |
8/15/22 |
42 |
 |
 |
 |
General Motors |
100 |
4,738 |
|
30.939 |
37.238 |
24.640 |
-6.299 |
-20 |
116,755 |
-86 |
|
| 8/15/22 |
10/30/23 |
441 |
|
- cash - |
| |
10/30/23 |
2/19/24 |
112 |
 |
 |
 |
Lucid |
100 |
31,798 |
|
3.672 |
3.274 |
4.118 |
0.446 |
12 |
130,941 |
45 |
|
| 2/19/24 |
2/01/26 |
713 |
|
- cash - |
| accum | 6/12/06 |
2/19/24 | 2695 |
days out of 7335 invested (37%) |
1,209 |
130,941 |
42 |
|
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 | 0.30 | 0.11 | 0.84 | 0.55 | 182.54 | | | |
| | | 3/07/11 | 12/05/11 | 273 | 0.11 | 0.08 | 0.16 | 0.04 | 38.33 | | | 290.84 |
| Tata Motors | | 7/27/15 | 11/23/15 | 119 | 0.57 | 0.62 | 0.52 | -0.05 | -8.88 | | | |
| | | 3/19/18 | 11/04/19 | 595 | 0.49 | 0.24 | 1.00 | 0.51 | 104.09 | | | 85.95 |
| Peugeot | | 5/14/12 | 12/03/12 | 203 | 8.37 | 4.61 | 15.19 | 6.82 | 81.49 | | | 81.49 |
| Renault | | 2/03/20 | 6/08/20 | 126 | 37.25 | 28.49 | 48.70 | 11.45 | 30.74 | | | 30.74 |
| Fiat Chrysler | | 1/11/16 | 5/30/16 | 140 | 7.97 | 7.07 | 8.98 | 1.01 | 12.71 | | | 12.71 |
| Hyundai Motor | | 10/27/14 | 1/19/15 | 84 | 0.16 | 0.14 | 0.18 | 0.02 | 12.97 | | | |
| | | 2/07/22 | 6/06/22 | 119 | 0.14 | 0.14 | 0.14 | -0.00 | -0.65 | | | 12.23 |
| Lucid | | 10/30/23 | 2/19/24 | 112 | 3.67 | 3.27 | 4.12 | 0.45 | 12.15 | | | 12.15 |
| Mitsubishi Motors | | 6/27/16 | 10/10/16 | 105 | 0.05 | 0.05 | 0.05 | -0.00 | -0.59 | | | -0.59 |
| SAIC Motor Corp | | 8/23/21 | 11/22/21 | 91 | 2.59 | 3.05 | 2.13 | -0.46 | -17.75 | | | -17.75 |
| Ford Motor | | 6/12/06 | 9/18/06 | 98 | 8.34 | 9.82 | 6.85 | -1.48 | -17.80 | | | -17.80 |
| General Motors | | 7/04/22 | 8/15/22 | 42 | 30.94 | 37.24 | 24.64 | -6.30 | -20.36 | | | -20.36 |
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. |
|