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

 ⇐ 

								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								SOM Auto Makers	518.902	12/08/24	-0.43	577.197	-10.10	517.165	60.032	11.61		8.05
								Bajaj Auto	92.090	12/08/24	-0.56	90.398	1.87	64.173	26.225	40.87		49.60
						S		BMW	67.012	12/08/24	-0.90	75.633	-11.40	87.605	-11.972	-13.67		-11.91
						L		BYD Company	21.636	12/08/24	-0.28	23.499	-7.93	21.547	1.952	9.06		4.50
								Daimler Truck	28.000	12/08/24	-0.87	31.589	-11.36	29.573	2.016	6.82		5.38
						L		Eicher Motors	45.603	12/08/24	-0.45	43.960	3.74	39.119	4.841	12.38		20.91
								Ferrari	327.255	12/08/24		324.285	0.92	265.301	58.984	22.23		15.56
						S		Ford Motor	7.800	12/08/24	-2.38	10.093	-22.73	9.571	0.523	5.46		4.98
						L		General Motors	34.006	12/08/24	-1.13	36.925	-7.90	28.202	8.723	30.93		27.33
						L		Great Wall Motor	2.412	12/08/24	-0.31	2.746	-12.14	2.791	-0.045	-1.61		-1.83
						S		Hino Motors	2.186	9/08/24	-0.42	2.069	5.66	2.572	-0.503	-19.56		-23.07
								Honda Motor	6.952	9/08/24	-0.14	8.619	-19.34	8.136	0.483	5.93		-0.71
						L		Hyundai Motor	139.286	12/08/24	0.21	163.596	-14.86	123.342	40.255	32.64		31.34
								Isuzu Motors	9.897	9/08/24	0.50	10.866	-8.92	10.079	0.787	7.81		6.43
								Iveco	7.332	12/08/24	-0.21	9.023	-18.74	7.081	1.942	27.43		11.74
								Kia	58.403	12/08/24	0.20	73.561	-20.61	60.610	12.951	21.37		30.18
						S		Li Auto	7.799	12/08/24	-1.79	7.121	9.53	14.010	-6.889	-49.17		-44.50
						L		Mahindra & Mahindra	25.772	12/08/24	-1.15	27.272	-5.50	16.327	10.945	67.03		64.60
								Maruti Suzuki	116.389	12/08/24	0.40	114.829	1.36	97.264	17.565	18.06		11.18
						S		Mazda Motor	5.456	9/08/24	1.32	7.650	-28.67	8.456	-0.806	-9.53		-9.98
						S		Mercedes-Benz	48.770	12/08/24	-0.57	54.981	-11.30	54.373	0.608	1.12		-3.80
						S		Mitsubishi Motors	1.890	9/08/24	1.05	2.242	-15.70	2.492	-0.250	-10.04		-14.54
						S		Nissan Motor	2.008	9/08/24	-0.56	2.704	-25.74	3.076	-0.371	-12.08		-13.31
								Paccar	72.909	12/08/24	-0.74	80.558	-9.50	76.668	3.890	5.07		5.51
						S		Porsche	55.728	12/08/24	-0.97	58.850	-5.31	69.455	-10.605	-15.27		-22.16
								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Renault	34.151	12/08/24	-0.72	40.939	-16.58	32.080	8.858	27.61		21.21
						S		SAIC Motor Corp	1.492	12/08/24	-0.87	1.505	-0.87	1.497	0.008	0.55		-5.55
						S		Stellantis	11.862	12/08/24	-0.57	15.810	-24.98	18.385	-2.575	-14.00		-6.67
								Suzuki Motor	7.960	9/08/24	0.31	8.976	-11.32	8.371	0.605	7.23		8.20
								Tata Motors	10.205	12/08/24	0.75	9.503	7.39	7.364	2.139	29.05		31.75
								Tesla Motors	156.220	12/08/24	-1.26	166.005	-5.89	195.089	-29.084	-14.91		-1.30
								Toyota	11.982	9/08/24	-0.14	16.078	-25.47	14.377	1.700	11.82		4.78
								Traton	22.654	12/08/24		26.048	-13.03	18.533	7.515	40.55		32.86
								Volvo	19.022	12/08/24	-0.12	20.338	-6.47	20.417	-0.079	-0.39		9.65
						S		Volkswagen	79.332	12/08/24	-0.47	89.980	-11.83	97.184	-7.204	-7.41		-8.56
Auto Makers - 34 out of 34 instruments rated - 1/07/24 / 1/01/24 - 22 did rise, Market-Ratio(26) in GBP = 64.71 %

 

 

Transactions Automotive Producers in Pound sterling * 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	55,844		0.179	0.155		-0.024	-14	8,643	-33
short	12/06/06	18/09/06	98				Ford Motor	100	2,349		3.679	4.158	3.200	-0.479	-13	7,519	-41
long	18/09/06	20/08/07	336				SAIC Motor Corp	100	27,070		0.278	1.284		1.006	362	34,760	428
short	20/08/07	30/03/09	588				Mazda Motor	100	278,527		0.125	0.065	0.241	0.116	93	67,209	51
long	30/03/09	7/03/11	707				SAIC Motor Corp	100	89,535		0.751	1.626		0.876	117	145,619	49
short	7/03/11	5/12/11	273				Mazda Motor	100	1,915,580		0.076	0.058	0.100	0.024	32	192,324	45
5/12/11		13/02/12	70				- cash -
long	13/02/12	14/05/12	91				Tata Motors	100	587,886		0.327	0.335		0.008	2	196,757	10
short	14/05/12	3/12/12	203				Peugeot	100	35,129		5.601	3.103	10.109	4.508	80	355,109	189
3/12/12		7/01/13	35				- cash -
long	7/01/13	8/04/13	91				Mazda Motor	100	5,640,132		0.063	0.102		0.039	63	577,168	602
8/04/13		27/05/13	49				- cash -
	27/05/13	27/10/14	518				Tesla Motors	100	118,667		4.864	9.170		4.306	89	1,088,136	56
short	27/10/14	19/01/15	84				Hyundai Motor	100	10,487,097		0.104	0.106	0.102	-0.002	-2	1,066,538	-8
long	19/01/15	22/06/15	154				Maruti Suzuki	100	273,930		3.893	3.961		0.067	2	1,085,022	4
22/06/15		27/07/15	35				- cash -
short	27/07/15	23/11/15	119				Tata Motors	100	2,869,866		0.378	0.400	0.356	-0.022	-6	1,021,960	-17
long	23/11/15	11/01/16	49				Maruti Suzuki	100	216,705		4.716	4.408		-0.308	-7	955,216	-40
short	11/01/16	30/05/16	140				Fiat Chrysler	100	174,641		5.470	4.865	6.149	0.679	12	1,073,854	36
long	30/05/16	27/06/16	28				Tata Motors	100	2,495,987		0.430	0.496		0.066	15	1,238,646	543
short	27/06/16	10/10/16	105				Mitsubishi Motors	100	34,939,918		0.035	0.038	0.033	-0.003	-8	1,142,535	-24
long	10/10/16	19/03/18	525				Tata Motors	100	1,668,927		0.685	0.367		-0.318	-46	612,437	-35
short	19/03/18	4/11/19	595				Tata Motors	100	1,668,928		0.367	0.189	0.714	0.347	95	1,192,115	50
long	4/11/19	3/02/20	91				Ferrari	100	8,971		132.880	131.287		-1.593	-1	1,177,821	-5
short	3/02/20	8/06/20	126				Renault	100	39,702		29.666	23.427	37.567	7.901	27	1,491,501	98
long	8/06/20	23/08/21	441				Tesla Motors	100	29,921		49.847	171.407		121.560	244	5,128,704	178
short	23/08/21	22/11/21	91				SAIC Motor Corp	100	2,480,521		2.068	2.442	1.693	-0.375	-18	4,199,027	-55
long	22/11/21	24/01/22	63				Tata Motors	100	8,617,178		0.487	0.476		-0.011	-2	4,101,478	-13
24/01/22		7/02/22	14				- cash -
short	7/02/22	6/06/22	119				Hyundai Motor	100	35,612,155		0.115	0.119	0.111	-0.004	-3	3,963,633	-10
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	161,784,946		0.024	0.027		0.002	9	4,333,585	220
short	4/07/22	15/08/22	42				General Motors	100	163,012		26.584	32.595	20.574	-6.011	-23	3,353,774	-89
long	15/08/22	12/12/22	119				Mitsubishi Motors	100	104,150,333		0.032	0.035		0.003	9	3,643,510	29
12/12/22		3/04/23	112				- cash -
	3/04/23	30/10/23	210				Iveco	100	488,900		7.452	7.026		-0.427	-6	3,434,886	-10
short	30/10/23	19/02/24	112				Lucid	100	1,026,058		3.348	2.946	3.805	0.457	14	3,903,640	52
19/02/24		4/03/24	14				- cash -
long	4/03/24	3/06/24	91				Tata Motors	100	4,162,771		0.938	0.897		-0.041	-4	3,733,879	-16
3/06/24		28/06/26	755				- cash -
accum	30/01/06	3/06/24	6370	days out of 7482 invested (85%)										37,239		3,733,879	40

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	0.28	1.28		1.01	362.33
	long	30/03/09	7/03/11	707	0.75	1.63		0.88	116.67
	short	23/08/21	22/11/21	91	2.07	2.44	1.69	-0.37	-18.13			720.15
Tesla Motors	long	27/05/13	27/10/14	518	4.86	9.17		4.31	88.53
	long	8/06/20	23/08/21	441	49.85	171.41		121.56	243.87			548.30
Mazda Motor	short	20/08/07	30/03/09	588	0.12	0.06	0.24	0.12	93.35
	short	7/03/11	5/12/11	273	0.08	0.06	0.10	0.02	32.07
	long	7/01/13	8/04/13	91	0.06	0.10		0.04	62.53			315.05
Peugeot	short	14/05/12	3/12/12	203	5.60	3.10	10.11	4.51	80.48			80.48
Renault	short	3/02/20	8/06/20	126	29.67	23.43	37.57	7.90	26.63			26.63
Lucid	short	30/10/23	19/02/24	112	3.35	2.95	3.80	0.46	13.65			13.65
Fiat Chrysler	short	11/01/16	30/05/16	140	5.47	4.87	6.15	0.68	12.42			12.42
Mitsubishi Motors	short	27/06/16	10/10/16	105	0.04	0.04	0.03	-0.00	-7.76
	long	6/06/22	4/07/22	28	0.02	0.03		0.00	9.33
	long	15/08/22	12/12/22	119	0.03	0.03		0.00	8.64			9.56
Tata Motors	long	13/02/12	14/05/12	91	0.33	0.33		0.01	2.30
	short	27/07/15	23/11/15	119	0.38	0.40	0.36	-0.02	-5.81
	long	30/05/16	27/06/16	28	0.43	0.50		0.07	15.35
	long	10/10/16	19/03/18	525	0.68	0.37		-0.32	-46.40
	short	19/03/18	4/11/19	595	0.37	0.19	0.71	0.35	94.65
	long	22/11/21	24/01/22	63	0.49	0.48		-0.01	-2.32
	long	4/03/24	3/06/24	91	0.94	0.90		-0.04	-4.35			8.35
Ferrari	long	4/11/19	3/02/20	91	132.88	131.29		-1.59	-1.20			-1.20
Maruti Suzuki	long	19/01/15	22/06/15	154	3.89	3.96		0.07	1.73
	long	23/11/15	11/01/16	49	4.72	4.41		-0.31	-6.53			-4.91
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Hyundai Motor	short	27/10/14	19/01/15	84	0.10	0.11	0.10	-0.00	-1.98
	short	7/02/22	6/06/22	119	0.12	0.12	0.11	-0.00	-3.36			-5.28
Iveco	long	3/04/23	30/10/23	210	7.45	7.03		-0.43	-5.73			-5.73
Ford Motor	short	12/06/06	18/09/06	98	3.68	4.16	3.20	-0.48	-13.02			-13.02
Mahindra & Mahindra	long	30/01/06	12/06/06	133	0.18	0.15		-0.02	-13.57			-13.57
General Motors	short	4/07/22	15/08/22	42	26.58	32.60	20.57	-6.01	-22.61			-22.61

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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