Assessment - Automotive Producers in Euro - 1/07/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								SOM Auto Makers	611.574	12/08/24	-0.43	680.280	-10.10	594.942	85.338	14.34		9.43
						L		Mahindra & Mahindra	30.375	12/08/24	-1.15	32.143	-5.50	18.783	13.360	71.13		66.77
								Bajaj Auto	108.537	12/08/24	-0.56	106.542	1.87	73.824	32.718	44.32		51.60
								Kia	68.833	12/08/24	0.20	86.699	-20.61	69.725	16.973	24.34		31.89
						L		Hyundai Motor	164.161	12/08/24	0.21	192.813	-14.86	141.891	50.922	35.89		33.06
								Tata Motors	12.028	12/08/24	0.75	11.200	7.39	8.471	2.729	32.21		33.50
								Traton	26.700	12/08/24		30.700	-13.03	21.320	9.380	44.00		32.61
						L		Eicher Motors	53.747	12/08/24	-0.45	51.811	3.74	45.002	6.809	15.13		22.46
						L		General Motors	40.079	12/08/24	-1.13	43.520	-7.90	32.443	11.077	34.14		29.03
								Renault	40.250	12/08/24	-0.72	48.250	-16.58	36.905	11.345	30.74		24.45
								Maruti Suzuki	137.175	12/08/24	0.40	135.337	1.36	111.892	23.445	20.95		12.60
								Ferrari	385.700	12/08/24		382.200	0.92	305.200	77.000	25.23		18.71
								Suzuki Motor	9.382	9/08/24	0.31	10.579	-11.32	9.630	0.950	9.86		9.57
								Iveco	8.642	12/08/24	-0.21	10.635	-18.74	8.146	2.489	30.55		13.05
								Paccar	85.930	12/08/24	-0.74	94.945	-9.50	88.198	6.747	7.65		6.88
								Toyota	14.122	9/08/24	-0.14	18.949	-25.47	16.540	2.409	14.57		6.12
								Volvo	22.419	12/08/24	-0.12	23.970	-6.47	23.488	0.483	2.06		11.06
								Daimler Truck	33.000	12/08/24	-0.87	37.230	-11.36	34.020	3.210	9.44		6.15
						L		BYD Company	25.500	12/08/24	-0.28	27.696	-7.93	24.788	2.909	11.73		5.77
								Isuzu Motors	11.664	9/08/24	0.50	12.807	-8.92	11.595	1.212	10.45		7.77
								Honda Motor	8.194	9/08/24	-0.14	10.158	-19.34	9.360	0.798	8.53		0.54
						L		Great Wall Motor	2.843	12/08/24	-0.31	3.236	-12.14	3.210	0.026	0.80		-0.63
						S		SAIC Motor Corp	1.759	12/08/24	-0.87	1.774	-0.87	1.722	0.052	3.02		-4.38
						S		Ford Motor	9.192	12/08/24	-2.38	11.896	-22.73	11.010	0.886	8.05		6.31
						S		Stellantis	13.980	12/08/24	-0.57	18.634	-24.98	21.150	-2.516	-11.90		-3.30
								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						S		Mercedes-Benz	57.480	12/08/24	-0.57	64.800	-11.30	62.550	2.250	3.60		-4.70
						S		Volkswagen	93.500	12/08/24	-0.47	106.050	-11.83	111.800	-5.750	-5.14		-8.53
						S		Mazda Motor	6.431	9/08/24	1.32	9.016	-28.67	9.727	-0.711	-7.31		-8.87
						S		Nissan Motor	2.367	9/08/24	-0.56	3.187	-25.74	3.538	-0.351	-9.92		-12.25
								Tesla Motors	184.119	12/08/24	-1.26	195.652	-5.89	224.428	-28.776	-12.82		-0.12
						S		BMW	78.980	12/08/24	-0.90	89.140	-11.40	100.780	-11.640	-11.55		-12.27
						S		Mitsubishi Motors	2.227	9/08/24	1.05	2.642	-15.70	2.867	-0.225	-7.84		-13.51
						S		Hino Motors	2.576	9/08/24	-0.42	2.438	5.66	2.959	-0.520	-17.58		-22.13
						S		Porsche	65.680	12/08/24	-0.97	69.360	-5.31	79.900	-10.540	-13.19		-21.17
						S		Li Auto	9.192	12/08/24	-1.79	8.392	9.53	16.117	-7.724	-47.93		-43.86
Auto Makers - 34 out of 34 instruments rated - 1/07/24 / 1/01/24 - 24 did rise, Market-Ratio(26) in EUR = 70.59 %

 

 

Transactions Automotive Producers in Euro * Mixed Cut L13 - 81/34 (1) - 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
2/01/06		30/01/06	28				- cash -
long	30/01/06	12/06/06	133				Mahindra & Mahindra	100	38,208		0.262	0.225		-0.036	-14	8,611	-34
short	12/06/06	18/09/06	98				Ford Motor	100	1,607		5.356	6.176	4.537	-0.820	-15	7,294	-46
long	18/09/06	20/08/07	336				SAIC Motor Corp	100	17,679		0.413	1.888		1.475	358	33,375	422
short	20/08/07	30/03/09	588				Mazda Motor	100	181,901		0.183	0.070	0.484	0.301	164	88,095	83
long	30/03/09	7/03/11	707				SAIC Motor Corp	100	108,956		0.809	1.892		1.083	134	206,101	55
short	7/03/11	5/12/11	273				Mazda Motor	100	2,331,091		0.088	0.067	0.117	0.028	32	271,805	45
5/12/11		13/02/12	70				- cash -
long	13/02/12	14/05/12	91				Tata Motors	100	695,911		0.391	0.416		0.026	7	289,763	29
short	14/05/12	3/12/12	203				Peugeot	100	41,584		6.968	3.826	12.690	5.722	82	527,719	194
3/12/12		7/01/13	35				- cash -
long	7/01/13	8/04/13	91				Mazda Motor	100	6,815,975		0.077	0.121		0.043	56	823,295	495
8/04/13		27/05/13	49				- cash -
	27/05/13	27/10/14	518				Tesla Motors	100	144,744		5.688	11.638		5.950	105	1,684,543	66
short	27/10/14	19/01/15	84				Hyundai Motor	100	12,791,612		0.132	0.138	0.126	-0.006	-5	1,607,906	-18
long	19/01/15	22/06/15	154				Maruti Suzuki	100	317,248		5.068	5.528		0.460	9	1,753,804	23
22/06/15		27/07/15	35				- cash -
short	27/07/15	23/11/15	119				Tata Motors	100	3,307,453		0.530	0.570	0.491	-0.039	-7	1,623,960	-21
long	23/11/15	11/01/16	49				Maruti Suzuki	100	241,877		6.714	5.903		-0.811	-12	1,427,847	-62
short	11/01/16	30/05/16	140				Fiat Chrysler	100	194,927		7.325	6.395	8.390	1.065	15	1,635,484	42
long	30/05/16	27/06/16	28				Tata Motors	100	2,892,103		0.565	0.597		0.032	6	1,727,516	104
short	27/06/16	10/10/16	105				Mitsubishi Motors	100	40,484,923		0.043	0.042	0.043	0.000	1	1,740,852	3
long	10/10/16	19/03/18	525				Tata Motors	100	2,291,155		0.760	0.417		-0.343	-45	955,853	-34
short	19/03/18	4/11/19	595				Tata Motors	100	2,291,155		0.417	0.218	0.797	0.380	91	1,826,967	49
long	4/11/19	3/02/20	91				Ferrari	100	11,874		153.850	154.250		0.400	0	1,831,717	1
short	3/02/20	8/06/20	126				Renault	100	52,552		34.855	26.355	46.096	11.241	32	2,422,475	125
long	8/06/20	23/08/21	441				Tesla Motors	100	43,199		56.077	200.307		144.230	257	8,653,085	187
short	23/08/21	22/11/21	91				SAIC Motor Corp	100	3,581,277		2.416	2.910	1.922	-0.494	-20	6,884,290	-60
long	22/11/21	24/01/22	63				Tata Motors	100	11,857,349		0.581	0.565		-0.015	-3	6,705,105	-14
24/01/22		7/02/22	14				- cash -
short	7/02/22	6/06/22	119				Hyundai Motor	100	49,200,730		0.136	0.140	0.133	-0.003	-2	6,538,777	-7
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	6/06/22	4/07/22	28				Mitsubishi Motors	100	227,651,164		0.029	0.031		0.002	8	7,082,409	183
short	4/07/22	15/08/22	42				General Motors	100	229,378		30.877	38.711	23.043	-7.834	-25	5,285,459	-92
long	15/08/22	12/12/22	119				Mitsubishi Motors	100	138,207,605		0.038	0.041		0.003	7	5,638,284	22
12/12/22		3/04/23	112				- cash -
	3/04/23	30/10/23	210				Iveco	100	664,265		8.488	8.048		-0.440	-5	5,346,008	-9
short	30/10/23	19/02/24	112				Lucid	100	1,394,099		3.835	3.442	4.273	0.438	11	5,956,430	42
19/02/24		4/03/24	14				- cash -
long	4/03/24	3/06/24	91				Tata Motors	100	5,431,766		1.097	1.054		-0.043	-4	5,722,894	-15
3/06/24		19/03/26	654				- cash -
accum	30/01/06	3/06/24	6370	days out of 7381 invested (86%)										57,129		5,722,894	44

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	0.41	1.89		1.48	357.58
	long	30/03/09	7/03/11	707	0.81	1.89		1.08	133.96
	short	23/08/21	22/11/21	91	2.42	2.91	1.92	-0.49	-20.44			751.70
Tesla Motors	long	27/05/13	27/10/14	518	5.69	11.64		5.95	104.61
	long	8/06/20	23/08/21	441	56.08	200.31		144.23	257.20			630.87
Mazda Motor	short	20/08/07	30/03/09	588	0.18	0.07	0.48	0.30	163.96
	short	7/03/11	5/12/11	273	0.09	0.07	0.12	0.03	31.88
	long	7/01/13	8/04/13	91	0.08	0.12		0.04	56.01			443.08
Peugeot	short	14/05/12	3/12/12	203	6.97	3.83	12.69	5.72	82.12			82.12
Renault	short	3/02/20	8/06/20	126	34.86	26.36	46.10	11.24	32.25			32.25
Mitsubishi Motors	short	27/06/16	10/10/16	105	0.04	0.04	0.04	0.00	0.77
	long	6/06/22	4/07/22	28	0.03	0.03		0.00	8.31
	long	15/08/22	12/12/22	119	0.04	0.04		0.00	6.68			16.44
Fiat Chrysler	short	11/01/16	30/05/16	140	7.33	6.40	8.39	1.07	14.54			14.54
Lucid	short	30/10/23	19/02/24	112	3.83	3.44	4.27	0.44	11.42			11.42
Tata Motors	long	13/02/12	14/05/12	91	0.39	0.42		0.03	6.61
	short	27/07/15	23/11/15	119	0.53	0.57	0.49	-0.04	-7.40
	long	30/05/16	27/06/16	28	0.57	0.60		0.03	5.63
	long	10/10/16	19/03/18	525	0.76	0.42		-0.34	-45.09
	short	19/03/18	4/11/19	595	0.42	0.22	0.80	0.38	91.13
	long	22/11/21	24/01/22	63	0.58	0.57		-0.02	-2.60
	long	4/03/24	3/06/24	91	1.10	1.05		-0.04	-3.92			2.40
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	5.07	5.53		0.46	9.07
	long	23/11/15	11/01/16	49	6.71	5.90		-0.81	-12.08			-4.10
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Iveco	long	3/04/23	30/10/23	210	8.49	8.05		-0.44	-5.18			-5.18
Hyundai Motor	short	27/10/14	19/01/15	84	0.13	0.14	0.13	-0.01	-4.55
	short	7/02/22	6/06/22	119	0.14	0.14	0.13	-0.00	-2.48			-6.92
Mahindra & Mahindra	long	30/01/06	12/06/06	133	0.26	0.23		-0.04	-13.89			-13.89
Ford Motor	short	12/06/06	18/09/06	98	5.36	6.18	4.54	-0.82	-15.30			-15.30
General Motors	short	4/07/22	15/08/22	42	30.88	38.71	23.04	-7.83	-25.37			-25.37

Annotations

28/03/24	Suzuki Motor			stock split 1:4 (four for one)
28/09/23	Honda Motor			stock split 1:3 (three for one)
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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