Assessment - Automotive Industry in Dollar - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								SOM Automotive	467.073	8/12/24	-0.24	515.720	-9.43	487.016	28.704	5.89		3.18
						L		Mahindra & Mahindra	32.581	8/12/24	-1.15	34.477	-5.50	20.796	13.681	65.79		65.24
								Bajaj Auto	116.418	8/12/24	-0.56	114.279	1.87	81.736	32.543	39.82		50.21
								Kia	73.832	8/12/24	0.20	92.995	-20.61	77.198	15.797	20.46		30.74
						L		Hyundai Motor	176.082	8/12/24	0.21	206.815	-14.86	157.097	49.718	31.65		31.90
								Tata Motors	12.901	8/12/24	0.75	12.013	7.39	9.379	2.634	28.09		32.29
								Traton	28.639	8/12/24		32.929	-13.03	23.605	9.325	39.50		33.45
						L		Eicher Motors	57.650	8/12/24	-0.45	55.573	3.74	49.825	5.748	11.54		21.36
						L		General Motors	42.990	8/12/24	-1.13	46.680	-7.90	35.920	10.760	29.96		30.39
								Renault	43.173	8/12/24	-0.72	51.754	-16.58	40.860	10.894	26.66		21.71
						L		GS Yuasa	14.594	8/09/24	2.70	19.514	-25.21	14.032	5.482	39.07		11.07
								Maruti Suzuki	147.137	8/12/24	0.40	145.165	1.36	123.883	21.282	17.18		11.55
								Pirelli	5.627	8/12/24	0.50	6.024	-6.59	5.455	0.569	10.43		11.18
								Ferrari	413.710	8/12/24		409.955	0.92	337.908	72.047	21.32		16.02
								Michelin	36.834	8/12/24	0.41	38.722	-4.88	35.939	2.783	7.74		14.08
								Suzuki Motor	10.063	8/09/24	0.31	11.348	-11.32	10.662	0.686	6.43		8.57
								Iveco	9.270	8/12/24	-0.21	11.407	-18.74	9.019	2.388	26.48		12.21
								Paccar	92.170	8/12/24	-0.74	101.840	-9.50	97.650	4.190	4.29		12.78
								Hella	92.567	8/12/24	0.23	92.138	0.47	91.342	0.797	0.87		10.61
								Toyota	15.148	8/09/24	-0.14	20.325	-25.47	18.312	2.013	10.99		5.13
								Volvo	24.047	8/12/24	-0.12	25.711	-6.47	26.005	-0.294	-1.13		10.10
								Daimler Truck	35.396	8/12/24	-0.87	39.934	-11.36	37.666	2.268	6.02		5.82
								Autoliv	94.362	8/12/24	0.10	107.190	-11.97	110.248	-3.059	-2.77		2.22
								Yokohama Rubber	19.093	8/09/24	2.88	22.213	-14.04	22.854	-0.641	-2.81		-2.04
								Bridgestone	34.548	8/09/24	-1.33	38.960	-11.33	41.283	-2.323	-5.63		-5.68
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						L		BYD Company	27.351	8/12/24	-0.28	29.707	-7.93	27.444	2.263	8.25		4.84
								Isuzu Motors	12.511	8/09/24	0.50	13.737	-8.92	12.837	0.899	7.01		6.82
								Hyundai Mobis	158.004	8/12/24	2.82	178.975	-11.72	182.959	-3.984	-2.18		3.05
								Honda Motor	8.789	8/09/24	-0.14	10.896	-19.34	10.363	0.533	5.14		-0.39
						L		Great Wall Motor	3.050	8/12/24	-0.31	3.471	-12.14	3.555	-0.083	-2.34		-1.53
						S		SAIC Motor Corp	1.887	8/12/24	-0.87	1.903	-0.87	1.907	-0.004	-0.20		-5.24
						S		Ford Motor	9.860	8/12/24	-2.38	12.760	-22.73	12.190	0.570	4.68		-2.45
						S		Schaeffler	4.983	8/12/24	0.17	5.733	-13.08	6.195	-0.461	-7.45		-6.37
						S		Stellantis	14.995	8/12/24	-0.57	19.987	-24.98	23.417	-3.429	-14.65		-6.32
						S		Nokian Tyres	8.562	8/12/24	-0.84	8.420	1.68	9.143	-0.723	-7.91		-4.78
						S		Mercedes-Benz	61.654	8/12/24	-0.57	69.506	-11.30	69.253	0.252	0.36		-3.40
						S		Denso	13.053	8/09/24	-0.19	15.640	-16.54	15.036	0.604	4.02		-5.59
								Xinyi Glass	0.967	8/12/24	-0.13	1.096	-11.80	1.121	-0.025	-2.25		-6.49
						L		Cdn Tire	108.618	8/12/24	-0.17	98.779	9.96	106.443	-7.664	-7.20		-8.20
						S		Volkswagen	100.290	8/12/24	-0.47	113.751	-11.83	123.782	-10.030	-8.10		-8.18
						S		Mazda Motor	6.898	8/09/24	1.32	9.670	-28.67	10.770	-1.099	-10.21		-9.71
						S		Nissan Motor	2.539	8/09/24	-0.56	3.419	-25.74	3.918	-0.499	-12.73		-13.03
								Tesla Motors	197.490	8/12/24	-1.26	209.860	-5.89	248.480	-38.620	-15.54		-12.07
						S		BMW	84.716	8/12/24	-0.90	95.613	-11.40	111.581	-15.967	-14.31		-11.56
						S		Mitsubishi Motors	2.389	8/09/24	1.05	2.834	-15.70	3.174	-0.340	-10.71		-14.29
						S		Continental	63.134	8/12/24	0.34	56.892	10.97	85.164	-28.272	-33.20		-22.09
						S		Hino Motors	2.763	8/09/24	-0.42	2.616	5.66	3.276	-0.660	-20.16		-22.79
						S		Magna	38.045	8/12/24	-1.88	41.727	-8.82	59.220	-17.493	-29.54		-22.04
						S		Vitesco Technologies	55.830	8/12/24	-0.10	64.196	-13.03	86.581	-22.384	-25.85		-22.35
						S		Porsche	70.450	8/12/24	-0.97	74.397	-5.31	88.463	-14.066	-15.90		-21.86
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								Opmobility	9.160	8/12/24	-1.16	9.975	-8.17	13.286	-3.311	-24.92		-26.66
						S		LG Energy Solution	237.548	8/12/24	2.02	250.926	-5.33	331.564	-80.638	-24.32		-22.32
								Valeo	10.083	8/12/24	-0.95	10.774	-6.42	15.406	-4.632	-30.06		-26.25
								Forvia	9.832	8/12/24	0.17	12.335	-20.30	22.608	-10.273	-45.44		-32.47
						S		Li Auto	9.860	8/12/24	-1.79	9.002	9.53	17.844	-8.842	-49.55		-44.33
Automotive - 54 out of 54 instruments rated - 7/01/24 / 1/01/24 - 26 did rise, Market-Ratio(26) in USD = 48.15 %

 

 

Transactions Automotive Industry in Dollar * Mixed Straddles L26 - 76/46 (1) - S21 - 29/42 (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		2/13/06	42				- cash -
long	2/13/06	7/03/06	140				Mahindra & Mahindra	100	29,444		0.340	0.326		-0.014	-4	9,586	-10
7/03/06		7/17/06	14				- cash -
short	7/17/06	10/09/06	84				Kia	100	638,757		0.015	0.016	0.014	-0.001	-6	9,006	-24
10/09/06		11/27/06	49				- cash -
long	11/27/06	8/20/07	266				SAIC Motor Corp	100	14,587		0.617	2.544		1.926	312	37,107	598
8/20/07		11/19/07	91				- cash -
short	11/19/07	3/23/09	490				Grammer	100	1,577		23.519	5.066	109.190	85.670	364	172,209	214
3/23/09		4/27/09	35				- cash -
long	4/27/09	5/30/11	763				Ford Motor	100	33,700		5.110	14.920		9.810	192	502,806	67
5/30/11		8/15/11	77				- cash -
short	8/15/11	1/02/12	140				Fiat Chrysler	100	106,546		4.719	3.208	6.943	2.224	47	739,720	174
1/02/12		2/06/12	35				- cash -
long	2/06/12	7/23/12	168				Hino Motors	100	10,771,638		0.069	0.066		-0.002	-4	713,677	-7
short	7/02/12	9/03/12	63				Peugeot	100	91,448		7.804	6.198	9.826	2.022	26	898,587	280
9/03/12		12/17/12	105				- cash -
long	12/17/12	8/18/14	609				Montupet	100	95,070		9.452	64.926		55.474	587	6,172,520	217
8/18/14		2/09/15	175				- cash -
	2/09/15	8/17/15	189				Fiat Chrysler	100	695,127		8.880	10.274		1.394	16	7,141,437	33
short	8/10/15	11/30/15	112				Grammer	100	267,234		26.724	29.994	23.453	-3.271	-12	6,267,449	-35
11/30/15		12/14/15	14				- cash -
	12/14/15	12/21/15	7				Leoni	100	171,576		36.529	39.078	33.980	-2.549	-7	5,830,103	-98
12/21/15		1/11/16	21				- cash -
	1/11/16	1/18/16	7				Fiat Chrysler	100	732,957		7.954	7.031	8.999	1.045	13	6,595,811	62,193
1/18/16		2/08/16	21				- cash -
	2/08/16	2/22/16	14				Leoni	100	203,076		32.479	29.734	35.479	2.999	9	7,204,919	900
2/22/16		3/28/16	35				- cash -
	3/28/16	6/06/16	70				Leoni	100	229,523		31.391	32.864	29.917	-1.473	-5	6,866,744	-22
6/06/16		12/12/16	189				- cash -
long	12/12/16	8/21/17	252				Grammer	100	135,774		50.575	51.047		0.472	1	6,930,884	1
8/21/17		10/09/17	49				- cash -
	10/09/17	4/23/18	196				Fiat Chrysler	100	386,342		17.940	24.019		6.080	34	9,279,721	72
4/23/18		6/04/18	42				- cash -
short	6/04/18	3/11/19	280				Tata Motors	100	21,709,030		0.427	0.254	0.719	0.291	68	15,604,451	97
3/11/19		6/03/19	84				- cash -
	6/03/19	10/21/19	140				Leoni	100	1,065,292		14.648	13.462	15.939	1.291	9	16,979,801	25
10/21/19		3/02/20	133				- cash -
	3/02/20	8/03/20	154				Renault	100	593,100		28.629	24.680	33.210	4.581	16	19,696,878	42
8/03/20		9/07/20	35				- cash -
long	9/07/20	9/20/21	378				Tesla Motors	100	141,257		139.440	243.390		103.950	75	34,380,544	71
9/20/21		3/07/22	168				- cash -
short	3/07/22	8/01/22	147				Nokian Tyres	100	2,253,558		15.256	11.710	19.876	4.620	30	44,792,174	93
8/01/22		12/26/22	147				- cash -
	12/26/22	1/16/23	21				Tesla Motors	100	363,720		123.150	122.400	123.905	0.755	1	45,066,637	11
1/16/23		6/19/23	154				- cash -
long	6/19/23	10/30/23	133				Yokohama Rubber	100	200,276,218		0.225	0.183		-0.042	-19	36,565,858	-44
10/30/23		4/29/24	182				- cash -
	4/29/24	8/12/24	105				Traton	100	988,233		37.001	28.639		-8.362	-23	28,301,961	-59
accum	2/13/06	8/12/24	5673	days out of 7570 invested (75%)										282,920		28,301,961	67

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Montupet	long	12/17/12	8/18/14	609	9.45	64.93		55.47	586.92			586.92
SAIC Motor Corp	long	11/27/06	8/20/07	266	0.62	2.54		1.93	312.00			312.00
Grammer	short	11/19/07	3/23/09	490	23.52	5.07	109.19	85.67	364.25
	short	8/10/15	11/30/15	112	26.72	29.99	23.45	-3.27	-12.24
	long	12/12/16	8/21/17	252	50.57	51.05		0.47	0.93			311.24
Ford Motor	long	4/27/09	5/30/11	763	5.11	14.92		9.81	191.98			191.98
Fiat Chrysler	short	8/15/11	1/02/12	140	4.72	3.21	6.94	2.22	47.12
	long	2/09/15	8/17/15	189	8.88	10.27		1.39	15.70
	short	1/11/16	1/18/16	7	7.95	7.03	9.00	1.04	13.13
	long	10/09/17	4/23/18	196	17.94	24.02		6.08	33.89			157.83
Tesla Motors	long	9/07/20	9/20/21	378	139.44	243.39		103.95	74.55
	short	12/26/22	1/16/23	21	123.15	122.40	123.90	0.75	0.61			75.62
Tata Motors	short	6/04/18	3/11/19	280	0.43	0.25	0.72	0.29	68.16			68.16
Nokian Tyres	short	3/07/22	8/01/22	147	15.26	11.71	19.88	4.62	30.28			30.28
Peugeot	short	7/02/12	9/03/12	63	7.80	6.20	9.83	2.02	25.91			25.91
Renault	short	3/02/20	8/03/20	154	28.63	24.68	33.21	4.58	16.00			16.00
Leoni	short	12/14/15	12/21/15	7	36.53	39.08	33.98	-2.55	-6.98
	short	2/08/16	2/22/16	14	32.48	29.73	35.48	3.00	9.23
	short	3/28/16	6/06/16	70	31.39	32.86	29.92	-1.47	-4.69
	short	6/03/19	10/21/19	140	14.65	13.46	15.94	1.29	8.81			5.38
Hino Motors	long	2/06/12	7/23/12	168	0.07	0.07		-0.00	-3.52			-3.52
Mahindra & Mahindra	long	2/13/06	7/03/06	140	0.34	0.33		-0.01	-4.14			-4.14
Kia	short	7/17/06	10/09/06	84	0.02	0.02	0.01	-0.00	-6.05			-6.05
Yokohama Rubber	long	6/19/23	10/30/23	133	0.23	0.18		-0.04	-18.86			-18.86
Traton	long	4/29/24	8/12/24	105	37.00	28.64		-8.36	-22.60			-22.60

Annotations

3/28/24	Suzuki Motor			stock split 1:4 (four for one)
9/28/23	Denso			stock split 1:4 (four for one)
	Honda Motor			stock split 1:3 (three for one)
8/25/22	Tesla Motors			stock split 1:3 (three for one)
6/16/22	Michelin			stock split 1:4 (four for one)
4/04/22	Hella			acquired by Faurecia
9/29/21	Toyota			stock split 1:5 (five for one)
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
12/21/17	Mahindra & Mahindra			stock split 1:2 (two for one)
6/06/16	Valeo			stock split 1:3 (three for one)
6/04/16	Schaeffler			moves from SDAX to MDAX (2016-06-20)
1/18/16	Autoindustrie			Montupet drops out (acquisition by Linamar)
12/21/15	Schaeffler			entry (SDAX)
11/02/15	Pirelli			drops out due to acquisition by CNCC
3/14/15	Automotive			completely re-analyzed, excellent performing Mixed Cut
1/19/15	Hella			entry

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