| | |
| | |
Assessment - Automotive Suppliers in Pound sterling - 7/01/24 - RS = 44
⇐
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
8/28/23 |
prc diff |
⇓ Δ44 |
|
⇓∅-RS |
| |  |
 |
 |
|
S |
 |
SOM Auto Suppliers |
195.072 |
8/12/24 |
0.08 |
212.717 |
-8.29 |
220.776 |
-8.059 |
-3.65 |
|
-4.18 |
| | |
|
|
|
|
|
Yokohama Rubber |
15.103 |
8/09/24 |
2.88 |
17.571 |
-14.04 |
16.067 |
1.504 |
9.36 |
|
-2.45 |
| | |
|
|
|
|
|
Hyundai Mobis |
124.985 |
8/12/24 |
2.82 |
141.574 |
-11.72 |
137.060 |
4.514 |
3.29 |
|
2.68 |
| | |
|
|
|
L |
|
GS Yuasa |
11.544 |
8/09/24 |
2.70 |
15.436 |
-25.21 |
14.566 |
0.870 |
5.98 |
|
10.65 |
| | |
|
|
|
S |
|
LG Energy Solution |
187.907 |
8/12/24 |
2.02 |
198.489 |
-5.33 |
331.703 |
-133.214 |
-40.16 |
|
-22.60 |
| | |
|
|
|
|
|
Pirelli |
4.451 |
8/12/24 |
0.50 |
4.765 |
-6.59 |
3.890 |
0.875 |
22.48 |
|
10.72 |
| | |
|
|
|
|
|
Michelin |
29.136 |
8/12/24 |
0.41 |
30.630 |
-4.88 |
24.592 |
6.038 |
24.55 |
|
13.65 |
| | |
|
|
|
S |
|
Continental |
49.941 |
8/12/24 |
0.34 |
45.003 |
10.97 |
58.553 |
-13.550 |
-23.14 |
|
-22.40 |
| | |
|
|
|
|
|
Hella |
73.223 |
8/12/24 |
0.23 |
72.884 |
0.47 |
55.859 |
17.025 |
30.48 |
|
10.18 |
| | |
|
|
|
|
|
Forvia |
7.777 |
8/12/24 |
0.17 |
9.757 |
-20.30 |
16.822 |
-7.065 |
-42.00 |
|
-32.74 |
| | |
|
|
|
S |
|
Schaeffler |
3.942 |
8/12/24 |
0.17 |
4.535 |
-13.08 |
4.719 |
-0.184 |
-3.90 |
|
-6.75 |
| | |
|
|
|
|
|
Autoliv |
74.643 |
8/12/24 |
0.10 |
84.790 |
-11.97 |
75.643 |
9.147 |
12.09 |
|
1.84 |
| | |
|
|
|
S |
|
Vitesco Technologies |
44.163 |
8/12/24 |
-0.10 |
50.781 |
-13.03 |
61.908 |
-11.127 |
-17.97 |
|
-22.58 |
| | |
|
|
|
|
|
Xinyi Glass |
0.765 |
8/12/24 |
-0.13 |
0.867 |
-11.80 |
1.107 |
-0.240 |
-21.67 |
|
-6.83 |
| | |
|
|
|
L |
|
Cdn Tire |
85.919 |
8/12/24 |
-0.17 |
78.137 |
9.96 |
90.041 |
-11.904 |
-13.22 |
|
-8.58 |
| | |
|
|
|
S |
|
Denso |
10.325 |
8/09/24 |
-0.19 |
12.372 |
-16.54 |
13.205 |
-0.834 |
-6.31 |
|
-5.93 |
| | |
|
|
|
S |
|
Nokian Tyres |
6.772 |
8/12/24 |
-0.84 |
6.660 |
1.68 |
6.796 |
-0.135 |
-1.99 |
|
-5.17 |
| | |
|
|
|
|
|
Valeo |
7.976 |
8/12/24 |
-0.95 |
8.523 |
-6.42 |
15.136 |
-6.613 |
-43.69 |
|
-26.54 |
| | |
|
|
|
|
|
Opmobility |
7.246 |
8/12/24 |
-1.16 |
7.891 |
-8.17 |
13.900 |
-6.010 |
-43.23 |
|
-26.94 |
| | |
|
|
|
|
|
Bridgestone |
27.328 |
8/09/24 |
-1.33 |
30.819 |
-11.33 |
30.481 |
0.338 |
1.11 |
|
-6.03 |
| | |
|
|
|
S |
|
Magna |
30.094 |
8/12/24 |
-1.88 |
33.007 |
-8.82 |
45.248 |
-12.241 |
-27.05 |
|
-22.33 |
| Auto Suppliers - 20 out of 20 instruments rated - 7/01/24 / 8/28/23 - 8 did rise, Market-Ratio(44) in GBP = 40.00 % |
Technical Chart
Transactions Automotive Suppliers in Pound sterling * S44 - 20/34 (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 |
1/14/08 |
742 |
|
- cash - |
| short |
1/14/08 |
8/10/09 |
574 |
|
|
|
Forvia |
100 |
358 |
|
27.859 |
7.609 |
101.999 |
74.140 |
266 |
36,542 |
128 |
|
| 8/10/09 |
8/22/11 |
742 |
|
- cash - |
| |
8/22/11 |
1/16/12 |
147 |
|
|
|
Grammer |
100 |
3,845 |
|
9.504 |
10.262 |
8.745 |
-0.759 |
-8 |
33,625 |
-19 |
|
| 1/16/12 |
5/07/12 |
112 |
|
- cash - |
| |
5/07/12 |
6/11/12 |
35 |
|
|
|
Forvia |
100 |
2,632 |
|
12.772 |
10.514 |
15.515 |
2.743 |
21 |
40,845 |
661 |
|
| 6/11/12 |
1/11/16 |
1309 |
|
- cash - |
| |
1/11/16 |
4/04/16 |
84 |
|
|
|
Leoni |
100 |
1,821 |
|
22.423 |
23.019 |
21.828 |
-0.595 |
-3 |
39,761 |
-11 |
|
| 4/04/16 |
9/10/18 |
889 |
|
- cash - |
| |
9/10/18 |
9/16/19 |
371 |
|
|
|
Leoni |
100 |
1,326 |
|
29.985 |
11.965 |
75.147 |
45.162 |
151 |
99,646 |
147 |
|
| 9/16/19 |
2/10/20 |
147 |
|
- cash - |
| |
2/10/20 |
11/30/20 |
294 |
|
|
|
Pirelli |
100 |
26,148 |
|
3.811 |
4.028 |
3.594 |
-0.217 |
-6 |
93,969 |
-7 |
|
| 11/30/20 |
3/07/22 |
462 |
|
- cash - |
| |
3/07/22 |
1/09/23 |
308 |
|
|
|
Nokian Tyres |
100 |
8,081 |
|
11.628 |
9.687 |
13.958 |
2.329 |
20 |
112,793 |
24 |
|
| 1/09/23 |
2/01/26 |
1119 |
|
- cash - |
| accum | 1/14/08 |
1/09/23 | 1813 |
days out of 7335 invested (25%) |
1,028 |
112,793 |
63 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Forvia | short | 1/14/08 | 8/10/09 | 574 | 27.86 | 7.61 | 102.00 | 74.14 | 266.12 | | | |
| | | 5/07/12 | 6/11/12 | 35 | 12.77 | 10.51 | 15.52 | 2.74 | 21.48 | | | 344.76 |
| Leoni | | 1/11/16 | 4/04/16 | 84 | 22.42 | 23.02 | 21.83 | -0.60 | -2.65 | | | |
| | | 9/10/18 | 9/16/19 | 371 | 29.99 | 11.96 | 75.15 | 45.16 | 150.61 | | | 143.96 |
| Nokian Tyres | | 3/07/22 | 1/09/23 | 308 | 11.63 | 9.69 | 13.96 | 2.33 | 20.03 | | | 20.03 |
| Pirelli | | 2/10/20 | 11/30/20 | 294 | 3.81 | 4.03 | 3.59 | -0.22 | -5.70 | | | -5.70 |
| Grammer | | 8/22/11 | 1/16/12 | 147 | 9.50 | 10.26 | 8.75 | -0.76 | -7.98 | | | -7.98 |
Annotations
| 9/28/23 | Denso | | | stock split 1:4 (four for one) |
| 6/16/22 | Michelin | | | stock split 1:4 (four for one) |
| 4/04/22 | Hella | | | acquired by Faurecia |
| 9/16/21 | Continental | | | spin-off drive technology: one additional Vitesco for five Continental |
| 6/29/18 | Autoliv | | | spin-off of Veoneer |
| 6/22/18 | Pirelli | | | returns |
| 2/10/17 | Auto Suppliers | | | machine learning processed for all techniques |
| 6/06/16 | Valeo | | | stock split 1:3 (three for one) |
| 6/04/16 | Schaeffler | | | moves from SDAX to MDAX (2016-06-20) |
| 12/21/15 | Schaeffler | | | entry (SDAX) |
| 11/02/15 | Pirelli | | | drops out due to acquisition by CNCC |
| 3/13/15 | Auto Suppliers | | | first full analysis, Best Long and Short do not cooperate, so the Alternating seems to be the best way. |
| 1/19/15 | Hella | | | entry |
|
