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Assessment - Iron and Steel - 9/25/23 - RS = 21
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/25/23 |
⇓ Δwk |
5/01/23 |
prc diff |
⇓ Δ21 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Iron and Steel |
357.579 |
Fri |
-0.04 |
354.850 |
0.77 |
342.666 |
12.184 |
3.56 |
USD |
10.56 |
| |  |
 |
 |
 |
L |
 |
Kobe Steel |
1,949.000 |
Fri |
-3.73 |
2,108.500 |
-7.56 |
1,018.000 |
1,090.500 |
107.12 |
JPY |
136.30 |
| |  |
 |
 |
 |
L |
 |
Ternium Argentina |
614.000 |
Fri |
-1.37 |
589.000 |
4.24 |
362.000 |
227.000 |
62.71 |
ARS |
119.78 |
| |  |
 |
 |
 |
|
 |
Posco |
535,000.000 |
Fri |
0.38 |
539,000.000 |
-0.74 |
377,000.000 |
162,000.000 |
42.97 |
KRW |
56.79 |
| |  |
 |
 |
 |
L |
 |
Nippon Steel |
3,505.000 |
Fri |
-3.71 |
3,717.000 |
-5.70 |
2,901.500 |
815.500 |
28.11 |
JPY |
37.63 |
| |  |
 |
 |
 |
L |
 |
Tata Steel |
128.900 |
Fri |
1.66 |
127.400 |
1.18 |
107.950 |
19.450 |
18.02 |
INR |
14.97 |
| |  |
 |
 |
 |
L |
 |
Hyundai Steel |
38,050.000 |
Fri |
|
38,750.000 |
-1.81 |
36,450.000 |
2,300.000 |
6.31 |
KRW |
14.75 |
| |  |
 |
 |
 |
|
 |
JSW Steel |
779.600 |
Fri |
1.50 |
779.900 |
-0.04 |
725.300 |
54.600 |
7.53 |
INR |
7.58 |
| |  |
 |
 |
 |
|
 |
thyssenkrupp |
7.226 |
Fri |
1.63 |
6.726 |
7.43 |
6.504 |
0.222 |
3.41 |
EUR |
5.46 |
| |  |
 |
 |
 |
|
 |
Tenaris |
14.985 |
Fri |
-1.80 |
14.710 |
1.87 |
13.050 |
1.660 |
12.72 |
EUR |
1.60 |
| |  |
 |
 |
 |
|
 |
Vallourec |
11.560 |
Fri |
-1.28 |
11.380 |
1.58 |
10.335 |
1.045 |
10.11 |
EUR |
-0.54 |
| |  |
 |
 |
 |
|
 |
Vulcan Steel |
8.100 |
Fri |
1.25 |
8.500 |
-4.71 |
8.520 |
-0.020 |
-0.23 |
NZD |
-0.71 |
| |  |
 |
 |
 |
S |
 |
Acerinox |
9.164 |
Fri |
0.70 |
8.930 |
2.62 |
9.796 |
-0.866 |
-8.84 |
EUR |
-5.53 |
| |  |
 |
 |
 |
S |
 |
voestalpine |
25.840 |
Fri |
-0.46 |
25.520 |
1.25 |
31.380 |
-5.860 |
-18.67 |
EUR |
-7.83 |
| |  |
 |
 |
 |
S |
 |
ArcelorMittal |
23.745 |
Fri |
-0.44 |
23.015 |
3.17 |
25.700 |
-2.685 |
-10.45 |
EUR |
-8.58 |
| |  |
 |
 |
 |
S |
 |
SSAB |
5.208 |
Fri |
2.52 |
4.933 |
5.57 |
6.090 |
-1.157 |
-19.00 |
EUR |
-11.53 |
| |  |
 |
 |
 |
S |
 |
Aperam |
27.600 |
Fri |
0.66 |
26.130 |
5.63 |
33.550 |
-7.420 |
-22.12 |
EUR |
-13.54 |
| |  |
 |
 |
 |
S |
 |
Citic Pacific |
7.200 |
Fri |
2.86 |
7.120 |
1.12 |
9.830 |
-2.710 |
-27.57 |
HKD |
-15.96 |
| |  |
 |
 |
 |
S |
 |
Outokumpu |
3.969 |
Fri |
-0.05 |
3.875 |
2.43 |
4.943 |
-1.068 |
-21.61 |
EUR |
-18.35 |
| |  |
 |
 |
 |
|
 |
Pacific Metals |
1,402.000 |
Fri |
-1.27 |
1,464.000 |
-4.23 |
1,837.000 |
-373.000 |
-20.30 |
JPY |
-18.73 |
| |  |
 |
 |
 |
S |
 |
Salzgitter |
25.100 |
Fri |
0.08 |
24.560 |
2.20 |
35.840 |
-11.280 |
-31.47 |
EUR |
-18.88 |
Iron and Steel - 20 out of 20 instruments rated - 9/25/23 / 5/01/23 - 10 did rise, Market-Ratio(21) = 50.00 % |
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 | |
1/02/06 |
1/30/06 |
28 |
|
- cash - |
long |
1/30/06 |
1/28/08 |
728 |
 |
 |
 |
Salzgitter |
100 |
172 |
EUR |
58.030 |
94.450 |
|
36.420 |
63 |
16,264 |
28 |
|
short |
1/28/08 |
4/20/09 |
448 |
 |
 |
 |
Pacific Metals |
100 |
191 |
JPY |
84.800 |
64.600 |
111.316 |
26.516 |
31 |
21,329 |
25 |
|
long |
4/20/09 |
8/16/10 |
483 |
 |
 |
 |
Pacific Metals |
100 |
330 |
JPY |
64.600 |
58.500 |
|
-6.100 |
-9 |
19,316 |
-7 |
|
short |
8/16/10 |
10/18/10 |
63 |
 |
 |
 |
Salzgitter |
100 |
381 |
EUR |
50.650 |
53.990 |
47.310 |
-3.340 |
-7 |
18,043 |
-33 |
|
long |
10/18/10 |
6/06/11 |
231 |
 |
 |
 |
Severstal |
100 |
1,686 |
EUR |
10.700 |
12.990 |
|
2.290 |
21 |
21,904 |
36 |
|
short |
6/06/11 |
2/20/12 |
259 |
 |
 |
 |
Outokumpu |
100 |
953 |
EUR |
22.970 |
13.020 |
40.524 |
17.554 |
76 |
38,633 |
123 |
|
long |
2/20/12 |
5/21/12 |
91 |
 |
 |
 |
Tenaris |
100 |
2,471 |
EUR |
15.630 |
12.950 |
|
-2.680 |
-17 |
32,011 |
-53 |
|
short |
5/21/12 |
11/18/13 |
546 |
 |
 |
 |
Outokumpu |
100 |
4,206 |
EUR |
7.610 |
3.370 |
17.185 |
9.575 |
126 |
72,282 |
72 |
|
long |
11/18/13 |
8/24/15 |
644 |
 |
 |
 |
Ternium Argentina |
100 |
23,019 |
ARS |
3.140 |
5.480 |
|
2.340 |
75 |
126,146 |
37 |
|
short |
8/24/15 |
7/11/16 |
322 |
 |
 |
 |
Vallourec |
100 |
290 |
EUR |
434.800 |
126.400 |
1,495.657 |
1,060.857 |
244 |
433,795 |
306 |
|
long |
7/11/16 |
6/18/18 |
707 |
 |
 |
 |
Outokumpu |
100 |
101,353 |
EUR |
4.280 |
5.320 |
|
1.040 |
24 |
539,202 |
12 |
|
short |
6/18/18 |
1/13/20 |
574 |
 |
 |
 |
Outokumpu |
100 |
101,353 |
EUR |
5.320 |
2.819 |
10.040 |
4.720 |
89 |
1,017,578 |
50 |
|
long |
1/13/20 |
3/09/20 |
56 |
 |
 |
 |
Ternium Argentina |
100 |
41,533 |
ARS |
24.500 |
17.850 |
|
-6.650 |
-27 |
741,383 |
-87 |
|
short |
3/09/20 |
8/10/20 |
154 |
 |
 |
 |
Vallourec |
100 |
17,074 |
EUR |
43.420 |
29.730 |
63.414 |
19.994 |
46 |
1,082,759 |
145 |
|
long |
8/10/20 |
10/04/21 |
420 |
 |
 |
 |
Ternium Argentina |
100 |
25,810 |
ARS |
41.950 |
92.700 |
|
50.750 |
121 |
2,392,617 |
99 |
|
short |
10/04/21 |
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 |
9/29/23 |
291 |
 |
 |
 |
Ternium Argentina |
100 |
8,196 |
ARS |
185.750 |
614.000 |
|
428.250 |
231 |
5,032,514 |
348 |
|
accum | 1/30/06 |
9/29/23 | 6452 |
days out of 6480 invested (100%) |
50,225 |
5,032,514 |
42 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Outokumpu | short | 6/06/11 | 2/20/12 | 259 | 22.97 | 13.02 | 40.52 | 17.55 | 76.42 | | | |
| short | 5/21/12 | 11/18/13 | 546 | 7.61 | 3.37 | 17.18 | 9.57 | 125.82 | | | |
| long | 7/11/16 | 6/18/18 | 707 | 4.28 | 5.32 | | 1.04 | 24.30 | | | |
| short | 6/18/18 | 1/13/20 | 574 | 5.32 | 2.82 | 10.04 | 4.72 | 88.72 | | | 834.52 |
Ternium Argentina | long | 11/18/13 | 8/24/15 | 644 | 3.14 | 5.48 | | 2.34 | 74.52 | | | |
| long | 1/13/20 | 3/09/20 | 56 | 24.50 | 17.85 | | -6.65 | -27.14 | | | |
| long | 8/10/20 | 10/04/21 | 420 | 41.95 | 92.70 | | 50.75 | 120.98 | | | |
| long | 12/12/22 | 9/29/23 | 291 | 185.75 | 614.00 | | 428.25 | 230.55 | | | 828.77 |
Vallourec | short | 8/24/15 | 7/11/16 | 322 | 434.80 | 126.40 | 1,495.66 | 1,060.86 | 243.99 | | | |
| short | 3/09/20 | 8/10/20 | 154 | 43.42 | 29.73 | 63.41 | 19.99 | 46.05 | | | |
| short | 10/04/21 | 12/12/22 | 434 | 7.65 | 10.43 | 4.87 | -2.78 | -36.36 | | | 219.70 |
Salzgitter | long | 1/30/06 | 1/28/08 | 728 | 58.03 | 94.45 | | 36.42 | 62.76 | | | |
| short | 8/16/10 | 10/18/10 | 63 | 50.65 | 53.99 | 47.31 | -3.34 | -6.59 | | | 52.03 |
Severstal | long | 10/18/10 | 6/06/11 | 231 | 10.70 | 12.99 | | 2.29 | 21.40 | | | 21.40 |
Pacific Metals | short | 1/28/08 | 4/20/09 | 448 | 84.80 | 64.60 | 111.32 | 26.52 | 31.27 | | | |
| long | 4/20/09 | 8/16/10 | 483 | 64.60 | 58.50 | | -6.10 | -9.44 | | | 18.87 |
Tenaris | long | 2/20/12 | 5/21/12 | 91 | 15.63 | 12.95 | | -2.68 | -17.15 | | | -17.15 |
Annotations
7/28/22 | Tata Steel | | | stock split 1:10 (ten for one) |
5/25/20 | Vallourec | | | reverse split 40:1 (one for fourty) |
5/18/17 | ArcelorMittal | | | reverse stock split 3:1 (one for three)
ISIN change from LU0323134006 to LU1598757687 |
3/15/15 | Iron and Steel | | | first complete analysis |
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