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

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						S		SOM Auto Suppliers	246.607	8/12/24	0.08	268.913	-8.29	274.390	-5.477	-2.00		-3.14
						L		GS Yuasa	14.594	8/09/24	2.70	19.514	-25.21	14.032	5.482	39.07		11.07
								Pirelli	5.627	8/12/24	0.50	6.024	-6.59	5.455	0.569	10.43		11.18
								Michelin	36.834	8/12/24	0.41	38.722	-4.88	35.939	2.783	7.74		14.08
								Hella	92.567	8/12/24	0.23	92.138	0.47	91.342	0.797	0.87		10.61
								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
								Hyundai Mobis	158.004	8/12/24	2.82	178.975	-11.72	182.959	-3.984	-2.18		3.05
						S		Schaeffler	4.983	8/12/24	0.17	5.733	-13.08	6.195	-0.461	-7.45		-6.37
						S		Nokian Tyres	8.562	8/12/24	-0.84	8.420	1.68	9.143	-0.723	-7.91		-4.78
						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		Continental	63.134	8/12/24	0.34	56.892	10.97	85.164	-28.272	-33.20		-22.09
						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
								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
Auto Suppliers - 20 out of 20 instruments rated - 7/01/24 / 1/01/24 - 5 did rise, Market-Ratio(26) in USD = 25.00 %

 

 

Transactions Automotive Suppliers in Dollar * Mixed Straddles L41 - 76/76 (1) - S44 - 20/34 (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		2/06/06	35				- cash -
long	2/06/06	2/27/06	21				Denso	100	104,162		0.096	0.092		-0.004	-4	9,631	-48
2/27/06		3/27/06	28				- cash -
	3/27/06	4/10/06	14				Denso	100	98,214		0.098	0.098		0.000	0	9,637	2
4/10/06		10/09/06	182				- cash -
	10/09/06	10/16/06	7				Brembo	100	4,538		2.123	2.206		0.083	4	10,012	632
10/16/06		10/23/06	7				- cash -
	10/23/06	11/06/06	14				Michelin	100	526		19.004	19.720		0.716	4	10,389	162
11/06/06		11/13/06	7				- cash -
	11/13/06	11/20/06	7				Michelin	100	511		20.317	20.699		0.382	2	10,584	164
11/20/06		12/04/06	14				- cash -
	12/04/06	1/01/07	28				Michelin	100	506		20.894	23.161		2.267	11	11,731	283
1/01/07		1/22/07	21				- cash -
	1/22/07	2/05/07	14				Michelin	100	533		22.003	22.043		0.040	0	11,753	5
2/05/07		2/12/07	7				- cash -
	2/12/07	10/22/07	252				Bertrandt	100	483		24.327	39.219		14.892	61	18,946	100
10/22/07		10/29/07	7				- cash -
	10/29/07	11/05/07	7				Nokian Tyres	100	462		40.994	42.236		1.242	3	19,519	374
11/05/07		1/14/08	70				- cash -
short	1/14/08	8/10/09	574				Forvia	100	358		54.512	12.695	234.082	179.570	329	83,805	153
long	8/10/09	8/17/09	7				Opmobility	100	34,532		2.427	2.430		0.003	0	83,911	7
8/17/09		8/24/09	7				- cash -
	8/24/09	5/17/10	266				Opmobility	100	31,952		2.626	4.234		1.608	61	135,288	93
5/17/10		5/31/10	14				- cash -
	5/31/10	6/07/10	7				Opmobility	100	31,428		4.305	3.954		-0.350	-8	124,281	-99
6/07/10		7/12/10	35				- cash -
	7/12/10	7/26/10	14				Opmobility	100	24,712		5.029	5.513		0.484	10	136,240	997
7/26/10		8/09/10	14				- cash -
	8/09/10	8/01/11	357				Grammer	100	7,406		18.394	23.408		5.014	27	173,371	28
8/01/11		8/22/11	21				- cash -
short	8/22/11	1/16/12	147				Grammer	100	11,079		15.647	15.718	15.577	-0.071	0	172,586	-1
1/16/12		5/07/12	112				- cash -
	5/07/12	6/11/12	35				Forvia	100	8,368		20.624	16.287	26.116	5.492	27	218,542	1,073
long	5/21/12	5/28/12	7				Bertrandt	100	3,013		72.532	70.435		-2.097	-3	212,224	-78
	6/04/12	6/11/12	7				Bertrandt	100	3,284		64.619	72.210		7.591	12	237,152	32,645
6/11/12		6/18/12	7				- cash -
	6/18/12	7/23/12	35				Yokohama Rubber	100	1,695,851		0.140	0.132		-0.008	-6	224,070	-45
7/23/12		8/06/12	14				- cash -
	8/06/12	8/13/12	7				Continental	100	2,651		84.493	83.350		-1.143	-1	221,039	-51
8/13/12		8/20/12	7				- cash -
	8/20/12	10/29/12	70				Continental	100	2,588		85.379	82.954		-2.425	-3	214,764	-14
10/29/12		1/28/13	91				- cash -
	1/28/13	2/11/13	14				Opmobility	100	16,793		12.789	13.544		0.755	6	227,448	346
2/11/13		2/18/13	7				- cash -
	2/18/13	5/05/14	441				Opmobility	100	16,363		13.899	34.271		20.372	147	560,791	111
5/05/14		5/12/14	7				- cash -
	5/12/14	5/19/14	7				Brembo	100	76,018		7.377	7.446		0.069	1	566,058	63
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
5/19/14		5/26/14	7				- cash -
	5/26/14	6/30/14	35				Brembo	100	75,448		7.503	7.301		-0.201	-3	550,858	-25
6/30/14		5/25/15	329				- cash -
	5/25/15	6/01/15	7				Valeo	100	9,823		56.074	53.656		-2.418	-4	527,109	-90
6/01/15		6/29/15	28				- cash -
	6/29/15	7/06/15	7				Valeo	100	9,928		53.090	51.424		-1.666	-3	510,569	-81
7/06/15		7/20/15	14				- cash -
	7/20/15	8/03/15	14				Brembo	100	60,790		8.399	9.190		0.791	9	558,639	944
8/03/15		8/10/15	7				- cash -
	8/10/15	8/17/15	7				Brembo	100	60,565		9.224	8.896		-0.328	-4	538,768	-85
8/17/15		1/11/16	147				- cash -
short	1/11/16	4/04/16	84				Leoni	100	16,521		32.610	32.832	32.387	-0.222	-1	535,097	-3
4/04/16		11/21/16	231				- cash -
long	11/21/16	12/05/16	14				Grammer	100	10,435		51.274	50.499		-0.776	-2	527,002	-33
12/05/16		12/12/16	7				- cash -
	12/12/16	12/19/16	7				Grammer	100	10,420		50.575	50.740		0.165	0	528,720	19
12/19/16		1/02/17	14				- cash -
	1/02/17	7/24/17	203				Grammer	100	10,334		51.159	55.416		4.257	8	572,709	15
7/24/17		8/14/17	21				- cash -
	8/14/17	8/21/17	7				Leoni	100	9,204		62.221	61.382		-0.839	-1	564,987	-51
8/21/17		9/11/17	21				- cash -
	9/11/17	10/09/17	28				Hella	100	9,340		60.489	59.568		-0.921	-2	556,389	-18
10/09/17		12/25/17	77				- cash -
	12/25/17	1/01/18	7				Forvia	100	7,068		78.710	78.319		-0.391	0	553,627	-23
1/01/18		1/22/18	21				- cash -
	1/22/18	2/05/18	14				Forvia	100	6,136		90.218	87.800		-2.418	-3	538,787	-51
2/05/18		9/10/18	217				- cash -
short	9/10/18	9/16/19	371				Leoni	100	13,777		39.107	14.871	102.838	63.731	163	1,416,815	159
9/16/19		2/10/20	147				- cash -
	2/10/20	11/30/20	294				Pirelli	100	287,918		4.921	5.381	4.461	-0.460	-9	1,284,402	-11
11/30/20		12/14/20	14				- cash -
long	12/14/20	9/13/21	273				GS Yuasa	100	4,919,979		0.261	0.244		-0.017	-7	1,200,313	-9
9/13/21		9/27/21	14				- cash -
	9/27/21	10/04/21	7				Leoni	100	72,889		16.468	14.540		-1.928	-12	1,059,789	-100
10/04/21		10/11/21	7				- cash -
	10/11/21	11/08/21	28				Leoni	100	71,465		14.829	16.427		1.598	11	1,173,971	280
11/08/21		3/07/22	119				- cash -
short	3/07/22	1/09/23	308				Nokian Tyres	100	76,950		15.256	11.818	19.694	4.438	29	1,515,443	35
1/09/23		2/20/23	42				- cash -
long	2/20/23	2/27/23	7				Yokohama Rubber	100	8,331,347		0.182	0.190		0.008	4	1,582,111	844
2/27/23		4/17/23	49				- cash -
	4/17/23	5/01/23	14				Yokohama Rubber	100	7,375,036		0.215	0.215		0.000	0	1,583,726	3
5/01/23		7/10/23	70				- cash -
	7/10/23	8/21/23	42				Forvia	100	65,161		24.305	21.701		-2.603	-11	1,414,080	-63
8/21/23		5/14/26	997				- cash -
accum	2/06/06	8/21/23	4123	days out of 7437 invested (55%)										14,041		1,414,080	55

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Forvia	short	1/14/08	8/10/09	574	54.51	12.69	234.08	179.57	329.41
	short	5/07/12	6/11/12	35	20.62	16.29	26.12	5.49	26.63
	long	12/25/17	1/01/18	7	78.71	78.32		-0.39	-0.50
	long	1/22/18	2/05/18	14	90.22	87.80		-2.42	-2.68
	long	7/10/23	8/21/23	42	24.30	21.70		-2.60	-10.71			370.15
Opmobility	long	8/10/09	8/17/09	7	2.43	2.43		0.00	0.13
	long	8/24/09	5/17/10	266	2.63	4.23		1.61	61.23
	long	5/31/10	6/07/10	7	4.30	3.95		-0.35	-8.14
	long	7/12/10	7/26/10	14	5.03	5.51		0.48	9.62
	long	1/28/13	2/11/13	14	12.79	13.54		0.76	5.91
	long	2/18/13	5/05/14	441	13.90	34.27		20.37	146.57			324.51
Leoni	short	1/11/16	4/04/16	84	32.61	32.83	32.39	-0.22	-0.68
	long	8/14/17	8/21/17	7	62.22	61.38		-0.84	-1.35
	short	9/10/18	9/16/19	371	39.11	14.87	102.84	63.73	162.97
	long	9/27/21	10/04/21	7	16.47	14.54		-1.93	-11.71
	long	10/11/21	11/08/21	28	14.83	16.43		1.60	10.77			152.00
Bertrandt	long	2/12/07	10/22/07	252	24.33	39.22		14.89	61.22
	long	5/21/12	5/28/12	7	72.53	70.44		-2.10	-2.89
	long	6/04/12	6/11/12	7	64.62	72.21		7.59	11.75			74.95
Grammer	long	8/09/10	8/01/11	357	18.39	23.41		5.01	27.26
	short	8/22/11	1/16/12	147	15.65	15.72	15.58	-0.07	-0.45
	long	11/21/16	12/05/16	14	51.27	50.50		-0.78	-1.51
	long	12/12/16	12/19/16	7	50.57	50.74		0.16	0.33
	long	1/02/17	7/24/17	203	51.16	55.42		4.26	8.32			35.59
Nokian Tyres	long	10/29/07	11/05/07	7	40.99	42.24		1.24	3.03
	short	3/07/22	1/09/23	308	15.26	11.82	19.69	4.44	29.09			33.00
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Michelin	long	10/23/06	11/06/06	14	19.00	19.72		0.72	3.77
	long	11/13/06	11/20/06	7	20.32	20.70		0.38	1.88
	long	12/04/06	1/01/07	28	20.89	23.16		2.27	10.85
	long	1/22/07	2/05/07	14	22.00	22.04		0.04	0.18			17.40
Brembo	long	10/09/06	10/16/06	7	2.12	2.21		0.08	3.89
	long	5/12/14	5/19/14	7	7.38	7.45		0.07	0.94
	long	5/26/14	6/30/14	35	7.50	7.30		-0.20	-2.69
	long	7/20/15	8/03/15	14	8.40	9.19		0.79	9.42
	long	8/10/15	8/17/15	7	9.22	8.90		-0.33	-3.56			7.69
Yokohama Rubber	long	6/18/12	7/23/12	35	0.14	0.13		-0.01	-5.52
	long	2/20/23	2/27/23	7	0.18	0.19		0.01	4.40
	long	4/17/23	5/01/23	14	0.21	0.21		0.00	0.10			-1.26
Hella	long	9/11/17	10/09/17	28	60.49	59.57		-0.92	-1.52			-1.52
Denso	long	2/06/06	2/27/06	21	0.10	0.09		-0.00	-3.69
	long	3/27/06	4/10/06	14	0.10	0.10		0.00	0.07			-3.63
Continental	long	8/06/12	8/13/12	7	84.49	83.35		-1.14	-1.35
	long	8/20/12	10/29/12	70	85.38	82.95		-2.42	-2.84			-4.15
GS Yuasa	long	12/14/20	9/13/21	273	0.26	0.24		-0.02	-6.55			-6.55
Valeo	long	5/25/15	6/01/15	7	56.07	53.66		-2.42	-4.31
	long	6/29/15	7/06/15	7	53.09	51.42		-1.67	-3.14			-7.31
Pirelli	short	2/10/20	11/30/20	294	4.92	5.38	4.46	-0.46	-9.35			-9.35

Annotations

9/28/23	Denso			stock split 1:4 (four for one)
6/16/22	Michelin			stock split 1:4 (four for one)
4/04/22	Hella			acquired by Faurecia
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
2/10/17	Auto Suppliers			machine learning processed for all techniques
6/06/16	Valeo			stock split 1:3 (three for one)
6/04/16	Schaeffler			moves from SDAX to MDAX (2016-06-20)
12/21/15	Schaeffler			entry (SDAX)
11/02/15	Pirelli			drops out due to acquisition by CNCC
3/13/15	Auto Suppliers			first full analysis, Best Long and Short do not cooperate, so the Alternating seems to be the best way.
1/19/15	Hella			entry

write an annotation