| |
| |
Assessment - Iron and Steel - 1/07/24 - RS = 21
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
5/02/24 |
prc diff |
⇓ Δ21 |
Curr |
∅-RS |
| | |
|
|
|
S |
|
SOM Iron and Steel |
333.178 |
12/08 |
-0.18 |
360.242 |
-7.51 |
381.836 |
-21.594 |
-5.66 |
USD |
-2.42 |
| | |
|
|
|
L |
|
Tata Steel |
152.060 |
12/08 |
0.16 |
174.070 |
-12.64 |
141.550 |
32.520 |
22.97 |
INR |
36.02 |
| | |
|
|
|
|
|
Ternium Argentina |
886.000 |
12/08 |
-2.32 |
1,016.000 |
-12.80 |
1,057.000 |
-41.000 |
-3.88 |
ARS |
29.09 |
| | |
|
|
|
L |
|
JSW Steel |
917.350 |
12/08 |
1.35 |
943.900 |
-2.81 |
814.650 |
129.250 |
15.87 |
INR |
12.89 |
| | |
|
|
|
|
|
Vallourec |
13.370 |
12/08 |
-0.59 |
14.700 |
-9.05 |
13.480 |
1.220 |
9.05 |
EUR |
11.54 |
| | |
|
|
|
|
|
Kobe Steel |
1,629.500 |
9/08 |
1.62 |
2,018.000 |
-19.25 |
2,043.000 |
-25.000 |
-1.22 |
JPY |
7.84 |
| | |
|
|
|
S |
|
Acerinox |
9.155 |
12/08 |
0.05 |
9.760 |
-6.20 |
10.040 |
-0.280 |
-2.79 |
EUR |
-0.32 |
| | |
|
|
|
|
|
Nippon Steel |
3,169.000 |
9/08 |
1.83 |
3,456.000 |
-8.30 |
3,558.000 |
-102.000 |
-2.87 |
JPY |
-2.36 |
| | |
|
|
|
|
|
Citic Pacific |
7.100 |
12/08 |
|
7.100 |
|
7.340 |
-0.240 |
-3.27 |
HKD |
-2.93 |
| | |
|
|
|
S |
|
Bluescope Steel |
20.560 |
12/08 |
-0.44 |
20.240 |
1.58 |
23.180 |
-2.940 |
-12.68 |
AUD |
-4.86 |
| | |
|
|
|
S |
|
Tenaris |
12.830 |
12/08 |
0.71 |
14.245 |
-9.93 |
14.530 |
-0.285 |
-1.96 |
EUR |
-6.88 |
| | |
|
|
|
|
|
Pacific Metals |
1,341.000 |
9/08 |
5.59 |
1,273.000 |
5.34 |
1,520.000 |
-247.000 |
-16.25 |
JPY |
-7.99 |
| | |
|
|
|
|
|
voestalpine |
22.080 |
12/08 |
-0.18 |
25.280 |
-12.66 |
27.000 |
-1.720 |
-6.37 |
EUR |
-8.15 |
| | |
|
|
|
S |
|
Vulcan Steel |
7.020 |
12/08 |
0.14 |
7.100 |
-1.13 |
7.800 |
-0.700 |
-8.97 |
NZD |
-8.39 |
| | |
|
|
|
|
|
ArcelorMittal |
20.120 |
12/08 |
0.30 |
21.300 |
-5.54 |
24.975 |
-3.675 |
-14.71 |
EUR |
-9.15 |
| | |
|
|
|
S |
|
Aperam |
25.060 |
12/08 |
-0.63 |
24.620 |
1.79 |
28.820 |
-4.200 |
-14.57 |
EUR |
-12.57 |
| | |
|
|
|
|
|
Outokumpu |
3.242 |
12/08 |
0.31 |
3.386 |
-4.25 |
3.951 |
-0.565 |
-14.30 |
EUR |
-16.14 |
| | |
|
|
|
S |
|
Posco Holdings |
327,500.000 |
12/08 |
0.61 |
370,500.000 |
-11.61 |
446,500.000 |
-76,000.000 |
-17.02 |
KRW |
-18.97 |
| | |
|
|
|
S |
|
Salzgitter |
15.230 |
12/08 |
-1.23 |
18.160 |
-16.13 |
25.140 |
-6.980 |
-27.76 |
EUR |
-25.88 |
| | |
|
|
|
|
|
thyssenkrupp |
3.320 |
12/08 |
-1.63 |
4.093 |
-18.89 |
5.448 |
-1.355 |
-24.87 |
EUR |
-28.91 |
Iron and Steel - 19 out of 19 instruments rated - 1/07/24 / 5/02/24 - 3 did rise, Market-Ratio(21) = 15.79 % |
Technical Chart
Transactions Iron and Steel * A21 - 85/20 (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 |
28/01/08 |
728 |
|
|
|
Salzgitter |
100 |
172 |
EUR |
58.030 |
94.450 |
|
36.420 |
63 |
16,264 |
28 |
|
short |
28/01/08 |
20/04/09 |
448 |
|
|
|
Pacific Metals |
100 |
191 |
JPY |
84.800 |
64.600 |
111.316 |
26.516 |
31 |
21,329 |
25 |
|
long |
20/04/09 |
16/08/10 |
483 |
|
|
|
Pacific Metals |
100 |
330 |
JPY |
64.600 |
58.500 |
|
-6.100 |
-9 |
19,316 |
-7 |
|
short |
16/08/10 |
18/10/10 |
63 |
|
|
|
Salzgitter |
100 |
381 |
EUR |
50.650 |
53.990 |
47.310 |
-3.340 |
-7 |
18,043 |
-33 |
|
long |
18/10/10 |
6/06/11 |
231 |
|
|
|
Severstal |
100 |
1,686 |
EUR |
10.700 |
12.990 |
|
2.290 |
21 |
21,904 |
36 |
|
short |
6/06/11 |
20/02/12 |
259 |
|
|
|
Outokumpu |
100 |
953 |
EUR |
22.970 |
13.020 |
40.524 |
17.554 |
76 |
38,633 |
123 |
|
long |
20/02/12 |
21/05/12 |
91 |
|
|
|
Tenaris |
100 |
2,471 |
EUR |
15.630 |
12.950 |
|
-2.680 |
-17 |
32,011 |
-53 |
|
short |
21/05/12 |
18/11/13 |
546 |
|
|
|
Outokumpu |
100 |
4,206 |
EUR |
7.610 |
3.370 |
17.185 |
9.575 |
126 |
72,282 |
72 |
|
long |
18/11/13 |
24/08/15 |
644 |
|
|
|
Ternium Argentina |
100 |
23,019 |
ARS |
3.140 |
5.480 |
|
2.340 |
75 |
126,146 |
37 |
|
short |
24/08/15 |
11/07/16 |
322 |
|
|
|
Vallourec |
100 |
290 |
EUR |
434.800 |
126.400 |
1,495.657 |
1,060.857 |
244 |
433,795 |
306 |
|
long |
11/07/16 |
18/06/18 |
707 |
|
|
|
Outokumpu |
100 |
101,353 |
EUR |
4.280 |
5.320 |
|
1.040 |
24 |
539,202 |
12 |
|
short |
18/06/18 |
13/01/20 |
574 |
|
|
|
Outokumpu |
100 |
101,353 |
EUR |
5.320 |
2.819 |
10.040 |
4.720 |
89 |
1,017,578 |
50 |
|
long |
13/01/20 |
9/03/20 |
56 |
|
|
|
Ternium Argentina |
100 |
41,533 |
ARS |
24.500 |
17.850 |
|
-6.650 |
-27 |
741,383 |
-87 |
|
short |
9/03/20 |
10/08/20 |
154 |
|
|
|
Vallourec |
100 |
17,074 |
EUR |
43.420 |
29.730 |
63.414 |
19.994 |
46 |
1,082,759 |
145 |
|
long |
10/08/20 |
4/10/21 |
420 |
|
|
|
Ternium Argentina |
100 |
25,810 |
ARS |
41.950 |
92.700 |
|
50.750 |
121 |
2,392,617 |
99 |
|
short |
4/10/21 |
12/12/22 |
434 |
|
|
|
Vallourec |
100 |
312,964 |
EUR |
7.645 |
10.425 |
4.865 |
-2.780 |
-36 |
1,522,577 |
-32 |
|
long |
12/12/22 |
1/07/24 |
567 |
|
|
|
Ternium Argentina |
100 |
8,196 |
ARS |
185.750 |
1,016.000 |
|
830.250 |
447 |
8,327,306 |
199 |
|
short |
1/07/24 |
12/08/24 |
42 |
|
|
|
thyssenkrupp |
100 |
2,034,523 |
EUR |
4.093 |
3.320 |
5.046 |
0.953 |
23 |
10,266,206 |
517 |
|
accum | 30/01/06 |
12/08/24 | 6854 |
days out of 6882 invested (100%) |
102,562 |
10,266,206 |
45 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Ternium Argentina | long | 18/11/13 | 24/08/15 | 644 | 3.14 | 5.48 | | 2.34 | 74.52 | | | |
| long | 13/01/20 | 9/03/20 | 56 | 24.50 | 17.85 | | -6.65 | -27.14 | | | |
| long | 10/08/20 | 4/10/21 | 420 | 41.95 | 92.70 | | 50.75 | 120.98 | | | |
| long | 12/12/22 | 1/07/24 | 567 | 185.75 | 1,016.00 | | 830.25 | 446.97 | | | 1,436.86 |
Outokumpu | short | 6/06/11 | 20/02/12 | 259 | 22.97 | 13.02 | 40.52 | 17.55 | 76.42 | | | |
| short | 21/05/12 | 18/11/13 | 546 | 7.61 | 3.37 | 17.18 | 9.57 | 125.82 | | | |
| long | 11/07/16 | 18/06/18 | 707 | 4.28 | 5.32 | | 1.04 | 24.30 | | | |
| short | 18/06/18 | 13/01/20 | 574 | 5.32 | 2.82 | 10.04 | 4.72 | 88.72 | | | 834.52 |
Vallourec | short | 24/08/15 | 11/07/16 | 322 | 434.80 | 126.40 | 1,495.66 | 1,060.86 | 243.99 | | | |
| short | 9/03/20 | 10/08/20 | 154 | 43.42 | 29.73 | 63.41 | 19.99 | 46.05 | | | |
| short | 4/10/21 | 12/12/22 | 434 | 7.65 | 10.43 | 4.87 | -2.78 | -36.36 | | | 219.70 |
Salzgitter | long | 30/01/06 | 28/01/08 | 728 | 58.03 | 94.45 | | 36.42 | 62.76 | | | |
| short | 16/08/10 | 18/10/10 | 63 | 50.65 | 53.99 | 47.31 | -3.34 | -6.59 | | | 52.03 |
thyssenkrupp | short | 1/07/24 | 12/08/24 | 42 | 4.09 | 3.32 | 5.05 | 0.95 | 23.28 | | | 23.28 |
Severstal | long | 18/10/10 | 6/06/11 | 231 | 10.70 | 12.99 | | 2.29 | 21.40 | | | 21.40 |
Pacific Metals | short | 28/01/08 | 20/04/09 | 448 | 84.80 | 64.60 | 111.32 | 26.52 | 31.27 | | | |
| long | 20/04/09 | 16/08/10 | 483 | 64.60 | 58.50 | | -6.10 | -9.44 | | | 18.87 |
Tenaris | long | 20/02/12 | 21/05/12 | 91 | 15.63 | 12.95 | | -2.68 | -17.15 | | | -17.15 |
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 |
|
|