| | |
| | |
Assessment - Automotive Suppliers in Dollar - 7/01/24 - RS = 51
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
7/10/23 |
prc diff |
⇓ Δ51 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
SOM Auto Suppliers |
246.607 |
8/12/24 |
0.08 |
268.913 |
-8.29 |
288.797 |
-19.884 |
-6.89 |
|
-3.14 |
| |  |
 |
 |
 |
L |
 |
GS Yuasa |
14.594 |
8/09/24 |
2.70 |
19.514 |
-25.21 |
19.916 |
-0.402 |
-2.02 |
|
11.07 |
| |  |
 |
 |
 |
|
 |
Pirelli |
5.627 |
8/12/24 |
0.50 |
6.024 |
-6.59 |
4.918 |
1.106 |
22.48 |
|
11.18 |
| |  |
 |
 |
 |
|
 |
Michelin |
36.834 |
8/12/24 |
0.41 |
38.722 |
-4.88 |
28.944 |
9.778 |
33.78 |
|
14.08 |
| |  |
 |
 |
 |
|
 |
Hella |
92.567 |
8/12/24 |
0.23 |
92.138 |
0.47 |
78.267 |
13.871 |
17.72 |
|
10.61 |
| |  |
 |
 |
 |
|
 |
Autoliv |
94.362 |
8/12/24 |
0.10 |
107.190 |
-11.97 |
88.100 |
19.090 |
21.67 |
|
2.22 |
| |  |
 |
 |
 |
|
 |
Yokohama Rubber |
19.093 |
8/09/24 |
2.88 |
22.213 |
-14.04 |
21.584 |
0.628 |
2.91 |
|
-2.04 |
| |  |
 |
 |
 |
|
 |
Bridgestone |
34.548 |
8/09/24 |
-1.33 |
38.960 |
-11.33 |
40.511 |
-1.550 |
-3.83 |
|
-5.68 |
| |  |
 |
 |
 |
|
 |
Hyundai Mobis |
158.004 |
8/12/24 |
2.82 |
178.975 |
-11.72 |
178.863 |
0.111 |
0.06 |
|
3.05 |
| |  |
 |
 |
 |
S |
 |
Schaeffler |
4.983 |
8/12/24 |
0.17 |
5.733 |
-13.08 |
5.980 |
-0.247 |
-4.13 |
|
-6.37 |
| |  |
 |
 |
 |
S |
 |
Nokian Tyres |
8.562 |
8/12/24 |
-0.84 |
8.420 |
1.68 |
8.581 |
-0.161 |
-1.87 |
|
-4.78 |
| |  |
 |
 |
 |
S |
 |
Denso |
13.053 |
8/09/24 |
-0.19 |
15.640 |
-16.54 |
16.708 |
-1.068 |
-6.39 |
|
-5.59 |
| |  |
 |
 |
 |
|
 |
Xinyi Glass |
0.967 |
8/12/24 |
-0.13 |
1.096 |
-11.80 |
1.511 |
-0.414 |
-27.44 |
|
-6.49 |
| |  |
 |
 |
 |
L |
 |
Cdn Tire |
108.618 |
8/12/24 |
-0.17 |
98.779 |
9.96 |
137.322 |
-38.543 |
-28.07 |
|
-8.20 |
| |  |
 |
 |
 |
S |
 |
Continental |
63.134 |
8/12/24 |
0.34 |
56.892 |
10.97 |
74.354 |
-17.462 |
-23.49 |
|
-22.09 |
| |  |
 |
 |
 |
S |
 |
Magna |
38.045 |
8/12/24 |
-1.88 |
41.727 |
-8.82 |
58.162 |
-16.435 |
-28.26 |
|
-22.04 |
| |  |
 |
 |
 |
S |
 |
Vitesco Technologies |
55.830 |
8/12/24 |
-0.10 |
64.196 |
-13.03 |
82.609 |
-18.413 |
-22.29 |
|
-22.35 |
| |  |
 |
 |
 |
|
 |
Opmobility |
9.160 |
8/12/24 |
-1.16 |
9.975 |
-8.17 |
18.468 |
-8.492 |
-45.98 |
|
-26.66 |
| |  |
 |
 |
 |
S |
 |
LG Energy Solution |
237.548 |
8/12/24 |
2.02 |
250.926 |
-5.33 |
423.118 |
-172.191 |
-40.70 |
|
-22.32 |
| |  |
 |
 |
 |
|
 |
Valeo |
10.083 |
8/12/24 |
-0.95 |
10.774 |
-6.42 |
21.589 |
-10.815 |
-50.09 |
|
-26.25 |
| |  |
 |
 |
 |
|
 |
Forvia |
9.832 |
8/12/24 |
0.17 |
12.335 |
-20.30 |
24.305 |
-11.970 |
-49.25 |
|
-32.47 |
| Auto Suppliers - 20 out of 20 instruments rated - 7/01/24 / 7/10/23 - 6 did rise, Market-Ratio(51) in USD = 30.00 % |
Technical Chart
Transactions Automotive Suppliers in Dollar * S51 - 32 ex 8 (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 |
1/07/08 |
735 |
|
- cash - |
| short |
1/07/08 |
8/11/08 |
217 |
 |
 |
 |
Valeo |
100 |
819 |
|
12.207 |
12.290 |
12.125 |
-0.083 |
-1 |
9,932 |
-1 |
|
| |
8/11/08 |
2/09/09 |
182 |
 |
 |
 |
Xinyi Glass |
100 |
40,081 |
|
0.248 |
0.159 |
0.386 |
0.139 |
56 |
15,487 |
144 |
|
| |
2/09/09 |
7/27/09 |
168 |
 |
 |
 |
Continental |
100 |
958 |
|
16.156 |
29.379 |
2.933 |
-13.223 |
-82 |
2,820 |
-98 |
|
| 7/27/09 |
8/31/09 |
35 |
|
- cash - |
| |
8/31/09 |
9/07/09 |
7 |
 |
 |
 |
Forvia |
100 |
205 |
|
13.738 |
14.034 |
13.442 |
-0.296 |
-2 |
2,759 |
-68 |
|
| 9/07/09 |
9/26/11 |
749 |
|
- cash - |
| |
9/26/11 |
10/10/11 |
14 |
 |
 |
 |
Xinyi Glass |
100 |
8,170 |
|
0.338 |
0.460 |
0.215 |
-0.123 |
-36 |
1,758 |
-100 |
|
| 10/10/11 |
11/14/11 |
35 |
|
- cash - |
| |
11/14/11 |
1/16/12 |
63 |
 |
 |
 |
Forvia |
100 |
73 |
|
24.018 |
21.929 |
26.305 |
2.287 |
10 |
1,925 |
69 |
|
| 1/16/12 |
4/23/12 |
98 |
|
- cash - |
| |
4/23/12 |
4/30/12 |
7 |
 |
 |
 |
Forvia |
100 |
91 |
|
21.057 |
21.521 |
20.592 |
-0.465 |
-2 |
1,883 |
-69 |
|
| 4/30/12 |
5/07/12 |
7 |
|
- cash - |
| |
5/07/12 |
7/30/12 |
84 |
 |
 |
 |
Forvia |
100 |
91 |
|
20.624 |
16.384 |
25.961 |
5.337 |
26 |
2,369 |
172 |
|
| 7/30/12 |
1/18/16 |
1267 |
|
- cash - |
| |
1/18/16 |
6/06/16 |
140 |
 |
 |
 |
Yokohama Rubber |
100 |
16,814 |
|
0.141 |
0.148 |
0.133 |
-0.008 |
-5 |
2,241 |
-13 |
|
| 6/06/16 |
6/13/16 |
7 |
|
- cash - |
| |
6/13/16 |
6/20/16 |
7 |
 |
 |
 |
Yokohama Rubber |
100 |
16,152 |
|
0.139 |
0.131 |
0.148 |
0.009 |
6 |
2,383 |
2,312 |
|
| 6/20/16 |
6/27/16 |
7 |
|
- cash - |
| |
6/27/16 |
7/18/16 |
21 |
 |
 |
 |
Yokohama Rubber |
100 |
19,685 |
|
0.121 |
0.131 |
0.111 |
-0.010 |
-8 |
2,193 |
-76 |
|
| 7/18/16 |
9/17/18 |
791 |
|
- cash - |
| |
9/17/18 |
9/24/18 |
7 |
 |
 |
 |
Valeo |
100 |
49 |
|
44.043 |
47.114 |
40.972 |
-3.071 |
-7 |
2,042 |
-98 |
|
| 9/24/18 |
10/08/18 |
14 |
|
- cash - |
| |
10/08/18 |
4/29/19 |
203 |
 |
 |
 |
Valeo |
100 |
55 |
|
36.835 |
37.028 |
36.642 |
-0.193 |
-1 |
2,032 |
-1 |
|
| |
4/29/19 |
9/16/19 |
140 |
 |
 |
 |
Schaeffler |
100 |
238 |
|
8.517 |
8.737 |
8.298 |
-0.220 |
-3 |
1,980 |
-7 |
|
| |
9/16/19 |
10/14/19 |
28 |
 |
 |
 |
GS Yuasa |
100 |
11,244 |
|
0.176 |
0.171 |
0.182 |
0.005 |
3 |
2,041 |
49 |
|
| 10/14/19 |
2/24/20 |
133 |
|
- cash - |
| |
2/24/20 |
3/23/20 |
28 |
 |
 |
 |
Pirelli |
100 |
421 |
|
4.840 |
3.728 |
6.284 |
1.444 |
30 |
2,649 |
2,906 |
|
| |
3/23/20 |
6/08/20 |
77 |
 |
 |
 |
Continental |
100 |
51 |
|
51.916 |
91.832 |
11.999 |
-39.916 |
-77 |
613 |
-100 |
|
| 6/08/20 |
6/15/20 |
7 |
|
- cash - |
| |
6/15/20 |
8/17/20 |
63 |
 |
 |
 |
Yokohama Rubber |
100 |
4,321 |
|
0.142 |
0.153 |
0.131 |
-0.011 |
-8 |
566 |
-37 |
|
| 8/17/20 |
8/24/20 |
7 |
|
- cash - |
| |
8/24/20 |
11/23/20 |
91 |
 |
 |
 |
Schaeffler |
100 |
84 |
|
6.665 |
7.350 |
5.980 |
-0.685 |
-10 |
509 |
-35 |
|
| 11/23/20 |
2/28/22 |
462 |
|
- cash - |
| |
2/28/22 |
8/15/22 |
168 |
 |
 |
 |
Nokian Tyres |
100 |
26 |
|
19.054 |
11.120 |
32.650 |
13.596 |
71 |
862 |
222 |
|
| 8/15/22 |
8/22/22 |
7 |
|
- cash - |
| |
8/22/22 |
2/06/23 |
168 |
 |
 |
 |
Forvia |
100 |
59 |
|
14.549 |
20.172 |
8.926 |
-5.623 |
-39 |
530 |
-65 |
|
| |
2/06/23 |
2/13/23 |
7 |
 |
 |
 |
Nokian Tyres |
100 |
43 |
|
12.136 |
10.256 |
14.359 |
2.223 |
18 |
626 |
645,238 |
|
| 2/13/23 |
5/14/26 |
1186 |
|
- cash - |
| accum | 1/07/08 |
2/13/23 | 1890 |
days out of 7437 invested (25%) |
-94 |
626 |
-41 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Nokian Tyres | short | 2/28/22 | 8/15/22 | 168 | 19.05 | 11.12 | 32.65 | 13.60 | 71.36 | | | |
| | | 2/06/23 | 2/13/23 | 7 | 12.14 | 10.26 | 14.36 | 2.22 | 18.32 | | | 102.75 |
| Pirelli | | 2/24/20 | 3/23/20 | 28 | 4.84 | 3.73 | 6.28 | 1.44 | 29.83 | | | 29.83 |
| GS Yuasa | | 9/16/19 | 10/14/19 | 28 | 0.18 | 0.17 | 0.18 | 0.01 | 3.10 | | | 3.10 |
| Xinyi Glass | | 8/11/08 | 2/09/09 | 182 | 0.25 | 0.16 | 0.39 | 0.14 | 55.93 | | | |
| | | 9/26/11 | 10/10/11 | 14 | 0.34 | 0.46 | 0.22 | -0.12 | -36.28 | | | -0.64 |
| Valeo | | 1/07/08 | 8/11/08 | 217 | 12.21 | 12.29 | 12.12 | -0.08 | -0.68 | | | |
| | | 9/17/18 | 9/24/18 | 7 | 44.04 | 47.11 | 40.97 | -3.07 | -6.97 | | | |
| | | 10/08/18 | 4/29/19 | 203 | 36.83 | 37.03 | 36.64 | -0.19 | -0.52 | | | -8.09 |
| Schaeffler | | 4/29/19 | 9/16/19 | 140 | 8.52 | 8.74 | 8.30 | -0.22 | -2.58 | | | |
| | | 8/24/20 | 11/23/20 | 91 | 6.66 | 7.35 | 5.98 | -0.69 | -10.28 | | | -12.59 |
| Yokohama Rubber | | 1/18/16 | 6/06/16 | 140 | 0.14 | 0.15 | 0.13 | -0.01 | -5.37 | | | |
| | | 6/13/16 | 6/20/16 | 7 | 0.14 | 0.13 | 0.15 | 0.01 | 6.29 | | | |
| | | 6/27/16 | 7/18/16 | 21 | 0.12 | 0.13 | 0.11 | -0.01 | -7.96 | | | |
| | | 6/15/20 | 8/17/20 | 63 | 0.14 | 0.15 | 0.13 | -0.01 | -7.67 | | | -14.51 |
| Forvia | | 8/31/09 | 9/07/09 | 7 | 13.74 | 14.03 | 13.44 | -0.30 | -2.15 | | | |
| | | 11/14/11 | 1/16/12 | 63 | 24.02 | 21.93 | 26.31 | 2.29 | 9.52 | | | |
| | | 4/23/12 | 4/30/12 | 7 | 21.06 | 21.52 | 20.59 | -0.46 | -2.21 | | | |
| | | 5/07/12 | 7/30/12 | 84 | 20.62 | 16.38 | 25.96 | 5.34 | 25.88 | | | |
| | | 8/22/22 | 2/06/23 | 168 | 14.55 | 20.17 | 8.93 | -5.62 | -38.65 | | | -19.07 |
| Continental | | 2/09/09 | 7/27/09 | 168 | 16.16 | 29.38 | 2.93 | -13.22 | -81.85 | | | |
| | | 3/23/20 | 6/08/20 | 77 | 51.92 | 91.83 | 12.00 | -39.92 | -76.89 | | | -95.80 |
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 |
|