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

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						S		SOM Auto Suppliers	195.072	8/12/24	0.08	212.717	-8.29	215.431	-2.714	-1.26		-4.18
						L		GS Yuasa	11.544	8/09/24	2.70	15.436	-25.21	11.017	4.419	40.11		10.65
								Pirelli	4.451	8/12/24	0.50	4.765	-6.59	4.283	0.482	11.26		10.72
								Michelin	29.136	8/12/24	0.41	30.630	-4.88	28.217	2.413	8.55		13.65
								Hella	73.223	8/12/24	0.23	72.884	0.47	71.715	1.169	1.63		10.18
								Autoliv	74.643	8/12/24	0.10	84.790	-11.97	86.559	-1.769	-2.04		1.84
								Yokohama Rubber	15.103	8/09/24	2.88	17.571	-14.04	17.943	-0.373	-2.08		-2.45
								Bridgestone	27.328	8/09/24	-1.33	30.819	-11.33	32.412	-1.594	-4.92		-6.03
								Hyundai Mobis	124.985	8/12/24	2.82	141.574	-11.72	143.646	-2.072	-1.44		2.68
						S		Schaeffler	3.942	8/12/24	0.17	4.535	-13.08	4.864	-0.328	-6.75		-6.75
						S		Nokian Tyres	6.772	8/12/24	-0.84	6.660	1.68	7.178	-0.518	-7.22		-5.17
						S		Denso	10.325	8/09/24	-0.19	12.372	-16.54	11.805	0.567	4.80		-5.93
								Xinyi Glass	0.765	8/12/24	-0.13	0.867	-11.80	0.880	-0.013	-1.51		-6.83
						L		Cdn Tire	85.919	8/12/24	-0.17	78.137	9.96	83.572	-5.435	-6.50		-8.58
						S		Continental	49.941	8/12/24	0.34	45.003	10.97	66.864	-21.861	-32.70		-22.40
						S		Magna	30.094	8/12/24	-1.88	33.007	-8.82	46.495	-13.488	-29.01		-22.33
						S		Vitesco Technologies	44.163	8/12/24	-0.10	50.781	-13.03	67.977	-17.196	-25.30		-22.58
								Opmobility	7.246	8/12/24	-1.16	7.891	-8.17	10.431	-2.540	-24.35		-26.94
						S		LG Energy Solution	187.907	8/12/24	2.02	198.489	-5.33	260.320	-61.831	-23.75		-22.60
								Valeo	7.976	8/12/24	-0.95	8.523	-6.42	12.096	-3.573	-29.54		-26.54
								Forvia	7.777	8/12/24	0.17	9.757	-20.30	17.750	-7.993	-45.03		-32.74
Auto Suppliers - 20 out of 20 instruments rated - 7/01/24 / 1/01/24 - 5 did rise, Market-Ratio(26) in GBP = 25.00 %

 

 

Transactions Automotive Suppliers in Pound sterling * 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	183,617		0.054	0.053		-0.001	-3	9,726	-38
2/27/06		3/27/06	28				- cash -
	3/27/06	4/10/06	14				Denso	100	172,808		0.056	0.056		0.000	0	9,733	2
4/10/06		10/09/06	182				- cash -
	10/09/06	10/16/06	7				Brembo	100	8,575		1.135	1.189		0.054	5	10,194	1,018
10/16/06		10/23/06	7				- cash -
	10/23/06	11/06/06	14				Michelin	100	1,010		10.091	10.373		0.282	3	10,479	105
11/06/06		11/13/06	7				- cash -
	11/13/06	11/20/06	7				Michelin	100	985		10.634	10.926		0.292	3	10,766	310
11/20/06		12/04/06	14				- cash -
	12/04/06	1/01/07	28				Michelin	100	1,020		10.547	11.825		1.277	12	12,069	344
1/01/07		1/22/07	21				- cash -
	1/22/07	2/05/07	14				Michelin	100	1,082		11.150	11.212		0.062	1	12,136	16
2/05/07		2/12/07	7				- cash -
	2/12/07	10/22/07	252				Bertrandt	100	972		12.480	19.114		6.634	53	18,585	85
10/22/07		10/29/07	7				- cash -
	10/29/07	11/05/07	7				Nokian Tyres	100	930		19.976	20.222		0.246	1	18,813	89
11/05/07		1/14/08	70				- cash -
short	1/14/08	8/10/09	574				Forvia	100	675		27.859	7.609	101.999	74.140	266	68,858	128
long	8/10/09	8/17/09	7				Opmobility	100	47,334		1.455	1.469		0.014	1	69,538	67
8/17/09		8/24/09	7				- cash -
	8/24/09	5/17/10	266				Opmobility	100	43,715		1.591	2.915		1.324	83	127,416	130
5/17/10		5/31/10	14				- cash -
	5/31/10	6/07/10	7				Opmobility	100	42,761		2.980	2.736		-0.243	-8	117,004	-99
6/07/10		7/12/10	35				- cash -
	7/12/10	7/26/10	14				Opmobility	100	35,048		3.338	3.575		0.236	7	125,291	495
7/26/10		8/09/10	14				- cash -
	8/09/10	8/01/11	357				Grammer	100	10,859		11.537	14.250		2.713	24	154,754	24
8/01/11		8/22/11	21				- cash -
short	8/22/11	1/16/12	147				Grammer	100	16,283		9.504	10.262	8.745	-0.759	-8	142,401	-19
1/16/12		5/07/12	112				- cash -
	5/07/12	6/11/12	35				Forvia	100	11,149		12.772	10.514	15.515	2.743	21	172,985	661
long	5/21/12	5/28/12	7				Bertrandt	100	3,771		45.864	44.932		-0.932	-2	169,471	-66
	6/04/12	6/11/12	7				Bertrandt	100	4,025		42.095	46.614		4.520	11	187,664	20,300
6/11/12		6/18/12	7				- cash -
	6/18/12	7/23/12	35				Yokohama Rubber	100	2,108,417		0.089	0.085		-0.004	-5	178,348	-41
7/23/12		8/06/12	14				- cash -
	8/06/12	8/13/12	7				Continental	100	3,301		54.021	53.141		-0.880	-2	175,443	-58
8/13/12		8/20/12	7				- cash -
	8/20/12	10/29/12	70				Continental	100	3,225		54.390	51.524		-2.866	-5	166,199	-25
10/29/12		1/28/13	91				- cash -
	1/28/13	2/11/13	14				Opmobility	100	20,533		8.094	8.569		0.475	6	175,960	343
2/11/13		2/18/13	7				- cash -
	2/18/13	5/05/14	441				Opmobility	100	19,645		8.957	20.316		11.359	127	399,103	97
5/05/14		5/12/14	7				- cash -
	5/12/14	5/19/14	7				Brembo	100	91,260		4.373	4.423		0.049	1	403,600	79
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	90,605		4.454	4.267		-0.187	-4	386,631	-36
6/30/14		5/25/15	329				- cash -
	5/25/15	6/01/15	7				Valeo	100	10,666		36.249	35.308		-0.941	-3	376,596	-75
6/01/15		6/29/15	28				- cash -
	6/29/15	7/06/15	7				Valeo	100	11,162		33.739	32.952		-0.786	-2	367,819	-71
7/06/15		7/20/15	14				- cash -
	7/20/15	8/03/15	14				Brembo	100	68,169		5.396	5.896		0.500	9	401,901	908
8/03/15		8/10/15	7				- cash -
	8/10/15	8/17/15	7				Brembo	100	67,945		5.915	5.708		-0.207	-4	387,812	-84
8/17/15		1/11/16	147				- cash -
short	1/11/16	4/04/16	84				Leoni	100	17,294		22.423	23.019	21.828	-0.595	-3	377,521	-11
4/04/16		11/21/16	231				- cash -
long	11/21/16	12/05/16	14				Grammer	100	9,199		41.038	39.831		-1.207	-3	366,415	-54
12/05/16		12/12/16	7				- cash -
	12/12/16	12/19/16	7				Grammer	100	9,183		39.899	40.939		1.040	3	375,968	283
12/19/16		1/02/17	14				- cash -
	1/02/17	7/24/17	203				Grammer	100	9,025		41.658	42.540		0.882	2	383,930	4
7/24/17		8/14/17	21				- cash -
	8/14/17	8/21/17	7				Leoni	100	7,999		47.994	47.594		-0.400	-1	380,733	-35
8/21/17		9/11/17	21				- cash -
	9/11/17	10/09/17	28				Hella	100	8,286		45.949	44.860		-1.088	-2	371,714	-27
10/09/17		12/25/17	77				- cash -
	12/25/17	1/01/18	7				Forvia	100	6,312		58.883	57.911		-0.972	-2	365,579	-58
1/01/18		1/22/18	21				- cash -
	1/22/18	2/05/18	14				Forvia	100	5,659		64.595	62.746		-1.849	-3	355,113	-53
2/05/18		9/10/18	217				- cash -
short	9/10/18	9/16/19	371				Leoni	100	11,842		29.985	11.965	75.147	45.162	151	889,919	147
9/16/19		2/10/20	147				- cash -
	2/10/20	11/30/20	294				Pirelli	100	233,523		3.811	4.028	3.594	-0.217	-6	839,215	-7
11/30/20		12/14/20	14				- cash -
long	12/14/20	9/13/21	273				GS Yuasa	100	4,286,805		0.196	0.176		-0.020	-10	755,344	-13
9/13/21		9/27/21	14				- cash -
	9/27/21	10/04/21	7				Leoni	100	62,906		12.007	10.680		-1.328	-11	671,833	-100
10/04/21		10/11/21	7				- cash -
	10/11/21	11/08/21	28				Leoni	100	61,682		10.892	12.110		1.219	11	747,001	299
11/08/21		3/07/22	119				- cash -
short	3/07/22	1/09/23	308				Nokian Tyres	100	64,240		11.628	9.687	13.958	2.329	20	896,647	24
1/09/23		2/20/23	42				- cash -
long	2/20/23	2/27/23	7				Yokohama Rubber	100	5,935,923		0.151	0.157		0.006	4	934,305	754
2/27/23		4/17/23	49				- cash -
	4/17/23	5/01/23	14				Yokohama Rubber	100	5,388,192		0.173	0.172		-0.002	-1	924,925	-23
5/01/23		7/10/23	70				- cash -
	7/10/23	8/21/23	42				Forvia	100	48,904		18.913	17.006		-1.907	-10	831,648	-60
8/21/23		6/29/26	1043				- cash -
accum	2/06/06	8/21/23	4123	days out of 7483 invested (55%)										8,216		831,648	48

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Opmobility	long	8/10/09	8/17/09	7	1.45	1.47		0.01	0.99
	long	8/24/09	5/17/10	266	1.59	2.91		1.32	83.23
	long	5/31/10	6/07/10	7	2.98	2.74		-0.24	-8.17
	long	7/12/10	7/26/10	14	3.34	3.57		0.24	7.08
	long	1/28/13	2/11/13	14	8.09	8.57		0.48	5.87
	long	2/18/13	5/05/14	441	8.96	20.32		11.36	126.81			336.95
Forvia	short	1/14/08	8/10/09	574	27.86	7.61	102.00	74.14	266.12
	short	5/07/12	6/11/12	35	12.77	10.51	15.52	2.74	21.48
	long	12/25/17	1/01/18	7	58.88	57.91		-0.97	-1.65
	long	1/22/18	2/05/18	14	64.60	62.75		-1.85	-2.86
	long	7/10/23	8/21/23	42	18.91	17.01		-1.91	-10.08			282.04
Leoni	short	1/11/16	4/04/16	84	22.42	23.02	21.83	-0.60	-2.65
	long	8/14/17	8/21/17	7	47.99	47.59		-0.40	-0.83
	short	9/10/18	9/16/19	371	29.99	11.96	75.15	45.16	150.61
	long	9/27/21	10/04/21	7	12.01	10.68		-1.33	-11.06
	long	10/11/21	11/08/21	28	10.89	12.11		1.22	11.19			139.26
Bertrandt	long	2/12/07	10/22/07	252	12.48	19.11		6.63	53.16
	long	5/21/12	5/28/12	7	45.86	44.93		-0.93	-2.03
	long	6/04/12	6/11/12	7	42.09	46.61		4.52	10.74			66.16
Nokian Tyres	long	10/29/07	11/05/07	7	19.98	20.22		0.25	1.23
	short	3/07/22	1/09/23	308	11.63	9.69	13.96	2.33	20.03			21.51
Michelin	long	10/23/06	11/06/06	14	10.09	10.37		0.28	2.80
	long	11/13/06	11/20/06	7	10.63	10.93		0.29	2.74
	long	12/04/06	1/01/07	28	10.55	11.82		1.28	12.11
	long	1/22/07	2/05/07	14	11.15	11.21		0.06	0.55			19.07
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Grammer	long	8/09/10	8/01/11	357	11.54	14.25		2.71	23.52
	short	8/22/11	1/16/12	147	9.50	10.26	8.75	-0.76	-7.98
	long	11/21/16	12/05/16	14	41.04	39.83		-1.21	-2.94
	long	12/12/16	12/19/16	7	39.90	40.94		1.04	2.61
	long	1/02/17	7/24/17	203	41.66	42.54		0.88	2.12			15.59
Brembo	long	10/09/06	10/16/06	7	1.14	1.19		0.05	4.74
	long	5/12/14	5/19/14	7	4.37	4.42		0.05	1.13
	long	5/26/14	6/30/14	35	4.45	4.27		-0.19	-4.20
	long	7/20/15	8/03/15	14	5.40	5.90		0.50	9.27
	long	8/10/15	8/17/15	7	5.92	5.71		-0.21	-3.51			6.98
Yokohama Rubber	long	6/18/12	7/23/12	35	0.09	0.08		-0.00	-4.96
	long	2/20/23	2/27/23	7	0.15	0.16		0.01	4.20
	long	4/17/23	5/01/23	14	0.17	0.17		-0.00	-1.00			-1.97
Hella	long	9/11/17	10/09/17	28	45.95	44.86		-1.09	-2.37			-2.37
Denso	long	2/06/06	2/27/06	21	0.05	0.05		-0.00	-2.74
	long	3/27/06	4/10/06	14	0.06	0.06		0.00	0.07			-2.67
Valeo	long	5/25/15	6/01/15	7	36.25	35.31		-0.94	-2.60
	long	6/29/15	7/06/15	7	33.74	32.95		-0.79	-2.33			-4.87
Pirelli	short	2/10/20	11/30/20	294	3.81	4.03	3.59	-0.22	-5.70			-5.70
Continental	long	8/06/12	8/13/12	7	54.02	53.14		-0.88	-1.63
	long	8/20/12	10/29/12	70	54.39	51.52		-2.87	-5.27			-6.81
GS Yuasa	long	12/14/20	9/13/21	273	0.20	0.18		-0.02	-9.99			-9.99

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

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