Assessment - Iron and Steel in Japanese yen - 1/07/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
						S		SOM Iron and Steel	53,833.054	12/08/24	-0.18	58,205.905	-7.51	55,047.291	3,158.614	5.74		6.02
						L		Tata Steel	294.545	12/08/24	0.16	337.180	-12.64	237.468	99.712	41.99		39.08
								Ternium Argentina	156.756	12/08/24	-2.32	179.757	-12.80	148.624	31.133	20.95		-10.31
								Kobe Steel	1,629.500	9/08/24	1.62	2,018.000	-19.25	1,824.500	193.500	10.61		7.84
						L		JSW Steel	1,776.938	12/08/24	1.35	1,828.367	-2.81	1,497.358	331.009	22.11		24.85
								Nippon Steel	3,169.000	9/08/24	1.83	3,456.000	-8.30	3,230.000	226.000	7.00		-2.36
								Pacific Metals	1,341.000	9/08/24	5.59	1,273.000	5.34	1,214.000	59.000	4.86		-7.99
								Vallourec	2,317.128	12/08/24	-0.59	2,547.628	-9.05	2,196.638	350.990	15.98		19.14
						S		Acerinox	1,586.635	12/08/24	0.05	1,691.486	-6.20	1,668.818	22.668	1.36		7.20
								Citic Pacific	146.896	12/08/24		146.896		141.240	5.655	4.00		1.03
						S		Tenaris	2,223.542	12/08/24	0.71	2,468.772	-9.93	2,466.029	2.743	0.11		-0.91
								voestalpine	3,826.641	12/08/24	-0.18	4,381.226	-12.66	4,473.153	-91.927	-2.06		2.40
						S		Bluescope Steel	2,209.251	12/08/24	-0.44	2,174.866	1.58	2,257.163	-82.297	-3.65		5.16
						S		Vulcan Steel	688.435	12/08/24	0.14	696.280	-1.13	749.157	-52.877	-7.06		-5.50
								ArcelorMittal	3,486.957	12/08/24	0.30	3,691.460	-5.54	4,019.729	-328.269	-8.17		-4.30
								Outokumpu	561.865	12/08/24	0.31	586.821	-4.25	702.298	-115.477	-16.44		-10.67
						S		Aperam	4,343.098	12/08/24	-0.63	4,266.843	1.79	5,149.764	-882.921	-17.14		-5.64
						S		Posco Holdings	38,264.928	12/08/24	0.61	43,289.025	-11.61	54,548.314	-11,259.288	-20.64		-15.39
						S		Salzgitter	2,639.481	12/08/24	-1.23	3,147.273	-16.13	4,385.444	-1,238.171	-28.23		-23.47
								thyssenkrupp	575.383	12/08/24	-1.63	709.350	-18.89	988.604	-279.255	-28.25		-24.25
Iron and Steel - 19 out of 19 instruments rated - 1/07/24 / 1/01/24 - 10 did rise, Market-Ratio(26) in JPY = 52.63 %

 

 

Transactions Iron and Steel in Japanese yen * Mixed Straddles 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
2/01/06		16/01/06	14				- cash -
long	16/01/06	3/03/08	777				Salzgitter	100	1		7,147.408	18,220.114		11,072.707	155	21,073	55
short	21/01/08	15/06/09	511				Pacific Metals	100	247		85.000	81.400	88.759	3.759	4	22,001	3
long	20/04/09	16/08/10	483				Pacific Metals	100	340		64.600	58.500		-6.100	-9	19,927	-7
short	16/08/10	10/01/11	147				Salzgitter	100	3		5,567.448	5,887.599	5,247.297	-320.151	-6	18,967	-14
long	18/10/10	8/08/11	294				Severstal	100	15		1,218.088	1,160.339		-57.749	-5	18,101	-6
short	6/06/11	17/02/14	987				Outokumpu	100	6		2,698.286	478.227	15,224.458	12,526.172	464	93,258	90
long	20/02/12	4/06/12	105				Tenaris	100	57		1,634.585	1,172.853		-461.732	-28	66,939	-68
	21/01/13	24/08/15	945				Ternium Argentina	100	1,991		33.619	70.009		36.390	108	139,392	33
short	16/06/14	3/10/16	840				Vallourec	100	0		188,174.069	18,838.945	1,879,589.354	1,691,415.285	899	139,392	0
long	4/07/16	15/10/18	833				Outokumpu	100	295		472.307	580.345		108.038	23	171,263	9
short	9/10/17	8/01/18	91				Tenaris	100	107		1,592.531	1,858.658	1,326.404	-266.127	-17	142,788	-52
	9/04/18	9/11/20	945				Outokumpu	100	198		717.704	306.617	1,679.944	962.240	134	333,311	39
long	30/12/19	9/03/20	70				Ternium Argentina	100	7,146		46.640	29.145		-17.494	-38	208,297	-91
	10/08/20	4/10/21	420				Ternium Argentina	100	3,420		60.889	103.931		43.042	71	355,501	59
4/10/21		29/11/21	56				- cash -
short	29/11/21	20/02/23	448				Vallourec	100	349		1,015.827	1,993.015	38.638	-977.189	-96	14,462	-93
long	5/12/22	12/08/24	616				Ternium Argentina	100	98		147.075	156.756		9.681	7	15,411	4
short	28/08/23		350				Aperam	100	3		4,086.162	4,343.098	3,829.225	-256.937	-6	14,640	-7
accum	16/01/06	12/08/24	7361	days out of 7431 invested (99%)										46		14,640	2

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Outokumpu	short	6/06/11	17/02/14	987	2,698.29	478.23	15,224.46	12,526.17	464.23
	long	4/07/16	15/10/18	833	472.31	580.34		108.04	22.87
	short	9/04/18	9/11/20	945	717.70	306.62	1,679.94	962.24	134.07			1,522.80
Salzgitter	long	16/01/06	3/03/08	777	7,147.41	18,220.11		11,072.71	154.92
	short	16/08/10	10/01/11	147	5,567.45	5,887.60	5,247.30	-320.15	-5.75			140.26
Ternium Argentina	long	21/01/13	24/08/15	945	33.62	70.01		36.39	108.24
	long	30/12/19	9/03/20	70	46.64	29.15		-17.49	-37.51
	long	10/08/20	4/10/21	420	60.89	103.93		43.04	70.69
	long	5/12/22	12/08/24	616	147.07	156.76		9.68	6.58			136.74
Severstal	long	18/10/10	8/08/11	294	1,218.09	1,160.34		-57.75	-4.74			-4.74
Pacific Metals	short	21/01/08	15/06/09	511	85.00	81.40	88.76	3.76	4.42
	long	20/04/09	16/08/10	483	64.60	58.50		-6.10	-9.44			-5.44
Aperam	short	28/08/23	12/08/24	350	4,086.16	4,343.10	3,829.23	-256.94	-6.29			-6.29
Tenaris	long	20/02/12	4/06/12	105	1,634.59	1,172.85		-461.73	-28.25
	short	9/10/17	8/01/18	91	1,592.53	1,858.66	1,326.40	-266.13	-16.71			-40.24
Vallourec	short	16/06/14	3/10/16	840	188,174.07	18,838.94	1,879,589.35	1,691,415.29	898.86
	short	29/11/21	20/02/23	448	1,015.83	1,993.02	38.64	-977.19	-96.20			-62.01

Annotations

28/07/22	Tata Steel			stock split 1:10 (ten for one)
25/05/20	Vallourec			reverse split 40:1 (one for fourty)
18/05/17	ArcelorMittal			reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
15/03/15	Iron and Steel			first complete analysis

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