Share-o-matic - Login

Assessment - Iron and Steel in Pound sterling - 7/01/24 - RS = 21

								⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	2/05/24	prc diff	⇓ Δ21		⇓∅-RS
						S		SOM Iron and Steel	263.552	8/12/24	-0.18	284.961	-7.51	304.504	-19.543	-6.42		-2.90
								Pacific Metals	6.565	8/09/24	5.59	6.232	5.34	8.161	-1.928	-23.63		-14.09
								Nippon Steel	15.515	8/09/24	1.83	16.920	-8.30	19.102	-2.182	-11.43		-6.61
								Kobe Steel	7.978	8/09/24	1.62	9.880	-19.25	10.968	-1.089	-9.93		1.44
						L		JSW Steel	8.699	8/12/24	1.35	8.951	-2.81	7.825	1.126	14.40		14.31
						S		Tenaris	10.886	8/12/24	0.71	12.086	-9.93	12.447	-0.361	-2.90		-9.24
						S		Posco Holdings	187.335	8/12/24	0.61	211.932	-11.61	267.204	-55.273	-20.69		-22.20
								Outokumpu	2.751	8/12/24	0.31	2.873	-4.25	3.385	-0.512	-15.12		-18.00
								ArcelorMittal	17.071	8/12/24	0.30	18.072	-5.54	21.395	-3.323	-15.53		-12.29
						L		Tata Steel	1.442	8/12/24	0.16	1.651	-12.64	1.360	0.291	21.41		27.05
						S		Vulcan Steel	3.370	8/12/24	0.14	3.409	-1.13	3.768	-0.359	-9.53		-13.34
						S		Acerinox	7.768	8/12/24	0.05	8.281	-6.20	8.601	-0.320	-3.72		-1.80
								Citic Pacific	0.719	8/12/24		0.719		0.749	-0.029	-3.93		-7.44
								voestalpine	18.734	8/12/24	-0.18	21.449	-12.66	23.130	-1.681	-7.27		-6.09
						S		Bluescope Steel	10.816	8/12/24	-0.44	10.648	1.58	11.993	-1.345	-11.22		-3.71
								Vallourec	11.344	8/12/24	-0.59	12.473	-9.05	11.548	0.925	8.01		8.82
						S		Aperam	21.263	8/12/24	-0.63	20.889	1.79	24.689	-3.800	-15.39		-13.45
						S		Salzgitter	12.922	8/12/24	-1.23	15.408	-16.13	21.537	-6.128	-28.46		-29.70
								thyssenkrupp	2.817	8/12/24	-1.63	3.473	-18.89	4.667	-1.194	-25.59		-30.25
								Ternium Argentina	0.767	8/12/24	-2.32	0.880	-12.80	1.017	-0.137	-13.47		-17.32
Iron and Steel - 19 out of 19 instruments rated - 7/01/24 / 2/05/24 - 3 did rise, Market-Ratio(21) in GBP = 15.79 %

Technical Chart

	Iron and Steel RS = 21 - B/S = 85/20

1/03/22	scale up chart	7/01/24

Transactions Iron and Steel in Pound sterling * A21 - 85/20 (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		1/30/06	28				- cash -
long	1/30/06	1/28/08	728				Salzgitter	100	251		39.704	69.921		30.217	76	17,585	33
short	1/28/08	4/20/09	448				Pacific Metals	100	43,890		0.401	0.440	0.361	-0.040	-10	15,844	-8
long	4/20/09	8/16/10	483				Pacific Metals	100	35,989		0.440	0.435		-0.005	-1	15,668	-1
short	8/16/10	10/18/10	63				Salzgitter	100	378		41.432	47.203	35.660	-5.772	-14	13,486	-58
long	10/18/10	6/06/11	231				Severstal	100	1,441		9.355	11.574		2.219	24	16,684	40
short	6/06/11	2/20/12	259				Outokumpu	100	815		20.466	10.812	38.742	18.275	89	31,578	146
long	2/20/12	5/21/12	91				Tenaris	100	2,432		12.979	10.458		-2.521	-19	25,448	-58
short	5/21/12	11/18/13	546				Outokumpu	100	4,140		6.146	2.826	13.367	7.221	117	55,342	68
long	11/18/13	8/24/15	644				Ternium Argentina	100	170,360		0.325	0.375		0.050	15	63,834	8
short	8/24/15	7/11/16	322				Vallourec	100	199		319.969	107.566	951.788	631.818	197	189,566	244
long	7/11/16	6/18/18	707				Outokumpu	100	52,045		3.642	4.665		1.023	28	242,784	14
short	6/18/18	1/13/20	574				Outokumpu	100	52,045		4.665	2.398	9.076	4.411	95	472,343	53
long	1/13/20	3/09/20	56				Ternium Argentina	100	1,517,432		0.311	0.217		-0.094	-30	330,022	-90
short	3/09/20	8/10/20	154				Vallourec	100	8,699		37.935	26.702	53.894	15.959	42	468,848	130
long	8/10/20	10/04/21	420				Ternium Argentina	100	1,066,588		0.440	0.689		0.249	57	734,657	48
short	10/04/21	12/12/22	434				Vallourec	100	112,564		6.527	8.940	4.113	-2.413	-37	463,025	-32
long	12/12/22	7/01/24	567				Ternium Argentina	100	524,795		0.882	0.880		-0.002	0	461,841	0
short	7/01/24	8/12/24	42				thyssenkrupp	100	132,988		3.473	2.817	4.281	0.809	23	569,377	517
accum	1/30/06	8/12/24	7307	days out of 7335 invested (100%)										5,594		569,377	22

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Outokumpu	short	6/06/11	2/20/12	259	20.47	10.81	38.74	18.28	89.30
	short	5/21/12	11/18/13	546	6.15	2.83	13.37	7.22	117.49
	long	7/11/16	6/18/18	707	3.64	4.66		1.02	28.07
	short	6/18/18	1/13/20	574	4.66	2.40	9.08	4.41	94.55			925.86
Vallourec	short	8/24/15	7/11/16	322	319.97	107.57	951.79	631.82	197.46
	short	3/09/20	8/10/20	154	37.94	26.70	53.89	15.96	42.07
	short	10/04/21	12/12/22	434	6.53	8.94	4.11	-2.41	-36.97			166.35
Salzgitter	long	1/30/06	1/28/08	728	39.70	69.92		30.22	76.11
	short	8/16/10	10/18/10	63	41.43	47.20	35.66	-5.77	-13.93			51.57
Ternium Argentina	long	11/18/13	8/24/15	644	0.32	0.37		0.05	15.34
	long	1/13/20	3/09/20	56	0.31	0.22		-0.09	-30.13
	long	8/10/20	10/04/21	420	0.44	0.69		0.25	56.69
	long	12/12/22	7/01/24	567	0.88	0.88		-0.00	-0.26			25.96
Severstal	long	10/18/10	6/06/11	231	9.36	11.57		2.22	23.72			23.72
thyssenkrupp	short	7/01/24	8/12/24	42	3.47	2.82	4.28	0.81	23.28			23.28
Pacific Metals	short	1/28/08	4/20/09	448	0.40	0.44	0.36	-0.04	-9.90
	long	4/20/09	8/16/10	483	0.44	0.44		-0.00	-1.12			-10.90
Tenaris	long	2/20/12	5/21/12	91	12.98	10.46		-2.52	-19.42			-19.42

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