Assessment - Iron and Steel in Pound sterling - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						S		SOM Iron and Steel	263.552	8/12/24	-0.18	284.961	-7.51	305.517	-20.556	-6.73		-2.90
								Pacific Metals	6.565	8/09/24	5.59	6.232	5.34	6.738	-0.506	-7.50		-14.09
								Nippon Steel	15.515	8/09/24	1.83	16.920	-8.30	17.927	-1.007	-5.62		-6.61
								Kobe Steel	7.978	8/09/24	1.62	9.880	-19.25	10.126	-0.247	-2.43		1.44
						L		JSW Steel	8.699	8/12/24	1.35	8.951	-2.81	8.310	0.641	7.71		14.31
						S		Tenaris	10.886	8/12/24	0.71	12.086	-9.93	13.687	-1.600	-11.69		-9.24
						S		Posco Holdings	187.335	8/12/24	0.61	211.932	-11.61	302.747	-90.816	-30.00		-22.20
								Outokumpu	2.751	8/12/24	0.31	2.873	-4.25	3.898	-1.025	-26.29		-18.00
								ArcelorMittal	17.071	8/12/24	0.30	18.072	-5.54	22.310	-4.237	-18.99		-12.29
						L		Tata Steel	1.442	8/12/24	0.16	1.651	-12.64	1.318	0.333	25.25		27.05
						S		Vulcan Steel	3.370	8/12/24	0.14	3.409	-1.13	4.158	-0.749	-18.02		-13.34
						S		Acerinox	7.768	8/12/24	0.05	8.281	-6.20	9.262	-0.981	-10.59		-1.80
								Citic Pacific	0.719	8/12/24		0.719		0.784	-0.065	-8.26		-7.44
								voestalpine	18.734	8/12/24	-0.18	21.449	-12.66	24.826	-3.377	-13.60		-6.09
						S		Bluescope Steel	10.816	8/12/24	-0.44	10.648	1.58	12.527	-1.880	-15.01		-3.71
								Vallourec	11.344	8/12/24	-0.59	12.473	-9.05	12.192	0.281	2.30		8.82
						S		Aperam	21.263	8/12/24	-0.63	20.889	1.79	28.582	-7.692	-26.91		-13.45
						S		Salzgitter	12.922	8/12/24	-1.23	15.408	-16.13	24.340	-8.931	-36.69		-29.70
								thyssenkrupp	2.817	8/12/24	-1.63	3.473	-18.89	5.487	-2.014	-36.71		-30.25
								Ternium Argentina	0.767	8/12/24	-2.32	0.880	-12.80	0.825	0.055	6.69		-17.32
Iron and Steel - 19 out of 19 instruments rated - 7/01/24 / 1/01/24 - 4 did rise, Market-Ratio(26) in GBP = 21.05 %

 

 

Transactions Iron and Steel in Pound sterling * Mixed Cut L21 - 80/14 (1) - S34 - 40/85 (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		1/16/06	14				- cash -
long	1/16/06	3/03/08	777				Salzgitter	100	283		35.219	88.306		53.087	151	25,024	54
3/03/08		4/20/09	413				- cash -
	4/20/09	8/16/10	483				Pacific Metals	100	56,838		0.440	0.435		-0.005	-1	24,744	-1
short	8/16/10	1/10/11	147				Salzgitter	100	597		41.432	45.536	37.327	-4.105	-10	22,294	-23
1/10/11		6/06/11	147				- cash -
	6/06/11	2/17/14	987				Outokumpu	100	1,089		20.466	2.803	149.420	128.953	630	162,724	109
2/17/14		6/16/14	119				- cash -
	6/16/14	10/03/16	840				Vallourec	100	149		1,088.031	144.389	8,198.785	7,110.754	654	1,222,227	141
10/03/16		10/09/17	371				- cash -
	10/09/17	1/08/18	91				Tenaris	100	114,886		10.639	12.115	9.162	-1.476	-14	1,052,615	-45
1/08/18		4/09/18	91				- cash -
	4/09/18	11/09/20	945				Outokumpu	100	221,229		4.758	2.212	10.235	5.477	115	2,264,350	34
11/09/20		11/29/21	385				- cash -
	11/29/21	2/20/23	448				Vallourec	100	337,056		6.718	12.333	1.103	-5.615	-84	371,705	-77
2/20/23		8/28/23	189				- cash -
	8/28/23	8/12/24	350				Aperam	100	16,784		22.146	21.263	23.067	0.920	4	387,152	4
accum	1/16/06	8/12/24	5606	days out of 7335 invested (76%)										3,772		387,152	27

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Outokumpu	short	6/06/11	2/17/14	987	20.47	2.80	149.42	128.95	630.08
	short	4/09/18	11/09/20	945	4.76	2.21	10.24	5.48	115.12			1,470.52
Salzgitter	long	1/16/06	3/03/08	777	35.22	88.31		53.09	150.73
	short	8/16/10	1/10/11	147	41.43	45.54	37.33	-4.10	-9.91			125.89
Vallourec	short	6/16/14	10/03/16	840	1,088.03	144.39	8,198.79	7,110.75	653.54
	short	11/29/21	2/20/23	448	6.72	12.33	1.10	-5.62	-83.58			23.70
Aperam	short	8/28/23	8/12/24	350	22.15	21.26	23.07	0.92	4.16			4.16
Pacific Metals	long	4/20/09	8/16/10	483	0.44	0.44		-0.00	-1.12			-1.12
Tenaris	short	10/09/17	1/08/18	91	10.64	12.11	9.16	-1.48	-13.88			-13.88

Annotations

7/28/22	Tata Steel			stock split 1:10 (ten for one)
5/25/20	Vallourec			reverse split 40:1 (one for fourty)
5/18/17	ArcelorMittal			reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
3/15/15	Iron and Steel			first complete analysis

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