| |
| |
Assessment - Automotive Producers - 23/01/23 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
23/01/23 |
⇓ Δwk |
24/10/22 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
SOM Auto Makers |
562.060 |
11:30 |
0.60 |
546.914 |
2.77 |
532.094 |
14.820 |
2.79 |
USD |
-0.85 |
| |  |
 |
 |
 |
L |
 |
Renault |
38.080 |
09:06 |
0.66 |
37.290 |
2.12 |
32.025 |
5.265 |
16.44 |
EUR |
33.08 |
| |  |
 |
 |
 |
|
 |
Mahindra & Mahindra |
1,311.500 |
Thu |
-0.94 |
1,328.450 |
-1.28 |
1,270.950 |
57.500 |
4.52 |
INR |
26.74 |
| |  |
 |
 |
 |
|
 |
Iveco |
7.666 |
09:09 |
1.13 |
7.270 |
5.45 |
5.518 |
1.752 |
31.75 |
EUR |
23.46 |
| |  |
 |
 |
 |
|
 |
Mitsubishi Motors |
504.000 |
06:15 |
0.60 |
489.000 |
3.07 |
496.000 |
-7.000 |
-1.41 |
JPY |
16.86 |
| |  |
 |
 |
 |
L |
 |
Volvo |
207.300 |
11:30 |
2.47 |
204.300 |
1.47 |
173.700 |
30.600 |
17.62 |
SEK |
15.95 |
| |  |
 |
 |
 |
L |
 |
BMW |
92.950 |
08:51 |
0.65 |
91.530 |
1.55 |
77.910 |
13.620 |
17.48 |
EUR |
15.08 |
| |  |
 |
 |
 |
L |
 |
Ferrari |
227.300 |
09:09 |
-0.09 |
224.100 |
1.43 |
194.050 |
30.050 |
15.49 |
EUR |
14.92 |
| |  |
 |
 |
 |
L |
 |
Paccar |
110.810 |
Wed |
-0.24 |
102.250 |
8.37 |
92.020 |
10.230 |
11.12 |
USD |
13.78 |
| |  |
 |
 |
 |
L |
 |
Mercedes-Benz |
68.820 |
09:01 |
0.76 |
67.270 |
2.30 |
58.440 |
8.830 |
15.11 |
EUR |
10.05 |
| |  |
 |
 |
 |
|
 |
Daimler Truck |
31.445 |
09:00 |
0.85 |
29.710 |
5.84 |
25.705 |
4.005 |
15.58 |
EUR |
9.96 |
| |  |
 |
 |
 |
|
 |
Eicher Motors |
3,213.850 |
Thu |
-0.39 |
3,203.350 |
0.33 |
3,641.200 |
-437.850 |
-12.02 |
INR |
8.99 |
| |  |
 |
 |
 |
L |
 |
Traton |
16.190 |
09:58 |
1.25 |
16.310 |
-0.74 |
12.390 |
3.920 |
31.64 |
EUR |
6.73 |
| |  |
 |
 |
 |
L |
 |
Stellantis |
14.110 |
09:11 |
0.43 |
14.016 |
0.67 |
13.474 |
0.542 |
4.02 |
EUR |
1.85 |
| |  |
 |
 |
 |
|
 |
Maruti Suzuki |
8,784.100 |
Thu |
0.98 |
8,417.100 |
4.36 |
8,765.450 |
-348.350 |
-3.97 |
INR |
1.16 |
| |  |
 |
 |
 |
S |
 |
Suzuki Motor |
4,839.000 |
06:15 |
1.32 |
4,405.000 |
9.85 |
4,630.000 |
-225.000 |
-4.86 |
JPY |
-0.13 |
| |  |
 |
 |
 |
S |
 |
Bajaj Auto |
3,717.400 |
Thu |
0.84 |
3,623.550 |
2.59 |
3,699.800 |
-76.250 |
-2.06 |
INR |
-1.91 |
| |  |
 |
 |
 |
|
 |
Great Wall Motor |
30.400 |
07:00 |
1.81 |
30.400 |
|
27.050 |
3.350 |
12.38 |
CNY |
-2.17 |
| |  |
 |
 |
 |
S |
 |
Isuzu Motors |
1,615.000 |
06:15 |
1.51 |
1,538.000 |
5.01 |
1,668.000 |
-130.000 |
-7.79 |
JPY |
-2.65 |
| |  |
 |
 |
 |
S |
 |
Mazda Motor |
1,028.000 |
06:15 |
2.09 |
969.000 |
6.09 |
957.000 |
12.000 |
1.25 |
JPY |
-3.87 |
| |  |
 |
 |
 |
L |
 |
General Motors |
36.480 |
Thu |
0.44 |
36.440 |
0.11 |
35.720 |
0.720 |
2.02 |
USD |
-4.70 |
| |  |
 |
 |
 |
L |
 |
Tata Motors |
419.050 |
Thu |
-0.73 |
408.400 |
2.61 |
401.600 |
6.800 |
1.69 |
INR |
-4.98 |
| |  |
 |
 |
 |
S |
 |
Honda Motor |
3,173.000 |
06:15 |
1.12 |
3,093.000 |
2.59 |
3,258.000 |
-165.000 |
-5.06 |
JPY |
-7.40 |
| |  |
 |
 |
 |
|
 |
Hyundai Motor |
173,900.000 |
06:30 |
-0.57 |
164,500.000 |
5.71 |
161,500.000 |
3,000.000 |
1.86 |
KRW |
-7.55 |
| |  |
 |
 |
 |
L |
 |
SAIC Motor Corp |
14.840 |
07:00 |
0.61 |
14.840 |
|
13.910 |
0.930 |
6.69 |
CNY |
-7.73 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
23/01/23 |
⇓ Δwk |
24/10/22 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
Ford Motor |
12.920 |
Thu |
1.02 |
12.800 |
0.94 |
12.480 |
0.320 |
2.56 |
USD |
-7.97 |
| |  |
 |
 |
 |
S |
 |
Toyota |
1,900.500 |
06:15 |
0.40 |
1,889.000 |
0.61 |
1,996.500 |
-107.500 |
-5.38 |
JPY |
-8.41 |
| |  |
 |
 |
 |
L |
 |
Volkswagen |
126.200 |
09:02 |
0.96 |
125.160 |
0.83 |
130.220 |
-5.060 |
-3.89 |
EUR |
-12.22 |
| |  |
 |
 |
 |
|
 |
Kia Motor |
68,700.000 |
06:30 |
-0.87 |
64,300.000 |
6.84 |
65,300.000 |
-1,000.000 |
-1.53 |
KRW |
-13.32 |
| |  |
 |
 |
 |
S |
 |
Nissan Motor |
457.000 |
06:15 |
1.53 |
434.100 |
5.28 |
458.200 |
-24.100 |
-5.26 |
JPY |
-13.96 |
| |  |
 |
 |
 |
S |
 |
Hino Motors |
539.000 |
06:15 |
1.89 |
513.000 |
5.07 |
583.000 |
-70.000 |
-12.01 |
JPY |
-23.75 |
| |  |
 |
 |
 |
|
 |
Tesla Motors |
144.430 |
Wed |
0.38 |
143.750 |
0.47 |
211.250 |
-67.500 |
-31.95 |
USD |
-37.82 |
| |  |
 |
 |
 |
|
 |
Lucid |
8.870 |
Wed |
3.14 |
8.820 |
0.57 |
12.800 |
-3.980 |
-31.09 |
USD |
-40.34 |
| |  |
 |
 |
 |
|
 |
Rivian Automotive |
18.690 |
Wed |
3.55 |
18.100 |
3.26 |
31.340 |
-13.240 |
-42.25 |
USD |
-42.75 |
| |  |
 |
 |
 |
|
 |
Porsche |
105.000 |
09:00 |
|
104.300 |
0.67 |
95.600 |
8.700 |
9.10 |
EUR |
-na- |
Auto Makers - 34 out of 34 instruments rated - 23/01/23 / 24/10/22 - 19 did rise, Market-Ratio(13) = 55.88 % |
Technical Chart
Transactions Automotive Producers * A13 - 81/34 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
2/01/06 |
30/01/06 |
28 |
|
- cash - |
long |
30/01/06 |
12/06/06 |
133 |
 |
 |
 |
Mahindra & Mahindra |
100 |
717 |
INR |
13.931 |
13.051 |
|
-0.880 |
-6 |
9,369 |
-16 |
|
short |
12/06/06 |
18/09/06 |
98 |
 |
 |
 |
Ford Motor |
100 |
1,383 |
USD |
6.770 |
7.820 |
5.720 |
-1.050 |
-16 |
7,917 |
-47 |
|
long |
18/09/06 |
20/08/07 |
336 |
 |
 |
 |
SAIC Motor Corp |
100 |
1,907 |
CNY |
4.150 |
19.320 |
|
15.170 |
366 |
36,846 |
432 |
|
short |
20/08/07 |
30/03/09 |
588 |
 |
 |
 |
Mazda Motor |
100 |
1,303 |
JPY |
28.270 |
9.040 |
88.406 |
60.136 |
213 |
115,204 |
103 |
|
long |
30/03/09 |
7/03/11 |
707 |
 |
 |
 |
SAIC Motor Corp |
100 |
15,695 |
CNY |
7.340 |
17.380 |
|
10.040 |
137 |
272,781 |
56 |
|
short |
7/03/11 |
13/02/12 |
343 |
 |
 |
 |
Mazda Motor |
100 |
26,795 |
JPY |
10.180 |
7.270 |
14.255 |
4.075 |
40 |
381,966 |
43 |
|
long |
13/02/12 |
14/05/12 |
91 |
 |
 |
 |
Tata Motors |
100 |
14,790 |
INR |
25.825 |
29.020 |
|
3.195 |
12 |
429,220 |
60 |
|
short |
14/05/12 |
7/01/13 |
238 |
 |
 |
 |
Peugeot |
100 |
61,598 |
EUR |
6.968 |
5.394 |
9.001 |
2.033 |
29 |
554,467 |
48 |
|
long |
7/01/13 |
8/04/13 |
91 |
 |
 |
 |
Mazda Motor |
100 |
62,159 |
JPY |
8.920 |
15.310 |
|
6.390 |
72 |
951,663 |
773 |
|
short |
8/04/13 |
27/05/13 |
49 |
 |
 |
 |
Kia Motor |
100 |
18,266 |
KRW |
52.100 |
59.300 |
44.900 |
-7.200 |
-14 |
820,148 |
-67 |
|
long |
27/05/13 |
27/10/14 |
518 |
 |
 |
 |
Tesla Motors |
100 |
111,499 |
USD |
7.356 |
14.778 |
|
7.422 |
101 |
1,647,738 |
63 |
|
short |
27/10/14 |
19/01/15 |
84 |
 |
 |
 |
Hyundai Motor |
100 |
9,362 |
KRW |
176.000 |
172.500 |
179.571 |
3.571 |
2 |
1,681,170 |
9 |
|
long |
19/01/15 |
22/06/15 |
154 |
 |
 |
 |
Maruti Suzuki |
100 |
4,635 |
INR |
362.635 |
398.085 |
|
35.450 |
10 |
1,845,480 |
25 |
|
short |
22/06/15 |
23/11/15 |
154 |
 |
 |
 |
Hyundai Motor |
100 |
13,980 |
KRW |
132.000 |
157.000 |
107.000 |
-25.000 |
-19 |
1,495,980 |
-39 |
|
long |
23/11/15 |
11/01/16 |
49 |
 |
 |
 |
Maruti Suzuki |
100 |
3,157 |
INR |
473.715 |
427.945 |
|
-45.770 |
-10 |
1,351,485 |
-53 |
|
short |
11/01/16 |
30/05/16 |
140 |
 |
 |
 |
Fiat Chrysler |
100 |
184,503 |
EUR |
7.325 |
6.395 |
8.390 |
1.065 |
15 |
1,548,017 |
42 |
|
long |
30/05/16 |
27/06/16 |
28 |
 |
 |
 |
Tata Motors |
100 |
36,596 |
INR |
42.300 |
44.795 |
|
2.495 |
6 |
1,639,324 |
111 |
|
short |
27/06/16 |
10/10/16 |
105 |
 |
 |
 |
Mitsubishi Motors |
100 |
340,815 |
JPY |
4.810 |
4.890 |
4.730 |
-0.080 |
-2 |
1,612,059 |
-6 |
|
long |
10/10/16 |
19/03/18 |
525 |
 |
 |
 |
Tata Motors |
100 |
28,635 |
INR |
56.295 |
33.570 |
|
-22.725 |
-40 |
961,329 |
-30 |
|
short |
19/03/18 |
4/11/19 |
595 |
 |
 |
 |
Tata Motors |
100 |
28,636 |
INR |
33.570 |
17.220 |
65.444 |
31.874 |
95 |
1,874,072 |
51 |
|
long |
4/11/19 |
3/02/20 |
91 |
 |
 |
 |
Ferrari |
100 |
12,181 |
EUR |
153.850 |
154.250 |
|
0.400 |
0 |
1,878,945 |
1 |
|
short |
3/02/20 |
8/06/20 |
126 |
 |
 |
 |
Renault |
100 |
53,907 |
EUR |
34.855 |
26.355 |
46.096 |
11.241 |
32 |
2,484,935 |
125 |
|
long |
8/06/20 |
23/08/21 |
441 |
 |
 |
 |
Tesla Motors |
100 |
39,239 |
USD |
63.328 |
235.433 |
|
172.105 |
272 |
9,238,163 |
196 |
|
short |
23/08/21 |
22/11/21 |
91 |
 |
 |
 |
SAIC Motor Corp |
100 |
501,801 |
CNY |
18.410 |
20.880 |
15.940 |
-2.470 |
-13 |
7,998,715 |
-44 |
|
long |
22/11/21 |
24/01/22 |
63 |
 |
 |
 |
Tata Motors |
100 |
164,548 |
INR |
48.610 |
47.845 |
|
-0.765 |
-2 |
7,872,835 |
-9 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
24/01/22 |
6/06/22 |
133 |
 |
 |
 |
Traton |
100 |
374,896 |
EUR |
21.000 |
18.010 |
24.486 |
3.486 |
17 |
9,179,873 |
52 |
|
long |
6/06/22 |
4/07/22 |
28 |
 |
 |
 |
Mitsubishi Motors |
100 |
2,266,635 |
JPY |
4.050 |
4.400 |
|
0.350 |
9 |
9,973,195 |
195 |
|
short |
4/07/22 |
15/08/22 |
42 |
 |
 |
 |
General Motors |
100 |
309,822 |
USD |
32.190 |
39.400 |
24.980 |
-7.210 |
-22 |
7,739,378 |
-89 |
|
long |
15/08/22 |
12/12/22 |
119 |
 |
 |
 |
Mitsubishi Motors |
100 |
1,494,088 |
JPY |
5.180 |
5.910 |
|
0.730 |
14 |
8,830,063 |
50 |
|
short |
12/12/22 |
25/01/23 |
44 |
 |
 |
 |
Tesla Motors |
100 |
52,616 |
USD |
167.820 |
144.430 |
194.998 |
27.178 |
16 |
10,260,055 |
247 |
|
accum | 30/01/06 |
25/01/23 | 6206 |
days out of 6234 invested (100%) |
102,501 |
10,260,055 |
50 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
SAIC Motor Corp | long | 18/09/06 | 20/08/07 | 336 | 4.15 | 19.32 | | 15.17 | 365.54 | | | |
| long | 30/03/09 | 7/03/11 | 707 | 7.34 | 17.38 | | 10.04 | 136.78 | | | |
| short | 23/08/21 | 22/11/21 | 91 | 18.41 | 20.88 | 15.94 | -2.47 | -13.42 | | | 854.44 |
Tesla Motors | long | 27/05/13 | 27/10/14 | 518 | 7.36 | 14.78 | | 7.42 | 100.91 | | | |
| long | 8/06/20 | 23/08/21 | 441 | 63.33 | 235.43 | | 172.11 | 271.77 | | | |
| short | 12/12/22 | 25/01/23 | 44 | 167.82 | 144.43 | 195.00 | 27.18 | 16.19 | | | 767.87 |
Mazda Motor | short | 20/08/07 | 30/03/09 | 588 | 28.27 | 9.04 | 88.41 | 60.14 | 212.72 | | | |
| short | 7/03/11 | 13/02/12 | 343 | 10.18 | 7.27 | 14.25 | 4.07 | 40.03 | | | |
| long | 7/01/13 | 8/04/13 | 91 | 8.92 | 15.31 | | 6.39 | 71.64 | | | 651.59 |
Tata Motors | long | 13/02/12 | 14/05/12 | 91 | 25.83 | 29.02 | | 3.20 | 12.37 | | | |
| long | 30/05/16 | 27/06/16 | 28 | 42.30 | 44.80 | | 2.50 | 5.90 | | | |
| long | 10/10/16 | 19/03/18 | 525 | 56.30 | 33.57 | | -22.73 | -40.37 | | | |
| short | 19/03/18 | 4/11/19 | 595 | 33.57 | 17.22 | 65.44 | 31.87 | 94.95 | | | |
| long | 22/11/21 | 24/01/22 | 63 | 48.61 | 47.85 | | -0.77 | -1.57 | | | 36.16 |
Renault | short | 3/02/20 | 8/06/20 | 126 | 34.86 | 26.36 | 46.10 | 11.24 | 32.25 | | | 32.25 |
Peugeot | short | 14/05/12 | 7/01/13 | 238 | 6.97 | 5.39 | 9.00 | 2.03 | 29.18 | | | 29.18 |
Mitsubishi Motors | short | 27/06/16 | 10/10/16 | 105 | 4.81 | 4.89 | 4.73 | -0.08 | -1.66 | | | |
| long | 6/06/22 | 4/07/22 | 28 | 4.05 | 4.40 | | 0.35 | 8.64 | | | |
| long | 15/08/22 | 12/12/22 | 119 | 5.18 | 5.91 | | 0.73 | 14.09 | | | 21.89 |
Traton | short | 24/01/22 | 6/06/22 | 133 | 21.00 | 18.01 | 24.49 | 3.49 | 16.60 | | | 16.60 |
Fiat Chrysler | short | 11/01/16 | 30/05/16 | 140 | 7.33 | 6.40 | 8.39 | 1.07 | 14.54 | | | 14.54 |
Ferrari | long | 4/11/19 | 3/02/20 | 91 | 153.85 | 154.25 | | 0.40 | 0.26 | | | 0.26 |
Maruti Suzuki | long | 19/01/15 | 22/06/15 | 154 | 362.64 | 398.09 | | 35.45 | 9.78 | | | |
| long | 23/11/15 | 11/01/16 | 49 | 473.72 | 427.95 | | -45.77 | -9.66 | | | -0.83 |
Mahindra & Mahindra | long | 30/01/06 | 12/06/06 | 133 | 13.93 | 13.05 | | -0.88 | -6.32 | | | -6.32 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Kia Motor | short | 8/04/13 | 27/05/13 | 49 | 52.10 | 59.30 | 44.90 | -7.20 | -13.82 | | | -13.82 |
Ford Motor | short | 12/06/06 | 18/09/06 | 98 | 6.77 | 7.82 | 5.72 | -1.05 | -15.51 | | | -15.51 |
Hyundai Motor | short | 27/10/14 | 19/01/15 | 84 | 176.00 | 172.50 | 179.57 | 3.57 | 2.03 | | | |
| short | 22/06/15 | 23/11/15 | 154 | 132.00 | 157.00 | 107.00 | -25.00 | -18.94 | | | -17.29 |
General Motors | short | 4/07/22 | 15/08/22 | 42 | 32.19 | 39.40 | 24.98 | -7.21 | -22.40 | | | -22.40 |
Annotations
25/08/22 | Tesla Motors | | | stock split 1:3 (three for one) |
29/09/21 | Toyota | | | stock split 1:5 (five for one) |
21/12/17 | Mahindra & Mahindra | | | stock split 1:2 (two for one) |
13/03/15 | Auto Producers | | | first full analysis, the Mixed Cut looks pretty good, no overlaps. |
|
|