Share-o-matic - Assessment Iron and Steel

Assessment - Iron and Steel in Swiss Franc - 1/07/24 - RS = 21

		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	5/02/24	prc diff	⇓ Δ21	∅-RS
	S	SOM Iron and Steel	301.069	12/08/24	-0.18	325.525	-7.51	332.140	-6.615	-1.99	-0.71
	L	Tata Steel	1.647	12/08/24	0.16	1.886	-12.64	1.483	0.403	27.16	30.04
		Ternium Argentina	0.877	12/08/24	-2.32	1.005	-12.80	1.109	-0.104	-9.38	-15.65
	L	JSW Steel	9.938	12/08/24	1.35	10.225	-2.81	8.535	1.690	19.81	16.92
		Vallourec	12.959	12/08/24	-0.59	14.248	-9.05	12.596	1.652	13.12	11.38
		Kobe Steel	9.113	9/08/24	1.62	11.286	-19.25	11.964	-0.678	-5.67	3.67
	S	Acerinox	8.873	12/08/24	0.05	9.460	-6.20	9.382	0.078	0.83	0.41
		Nippon Steel	17.723	9/08/24	1.83	19.328	-8.30	20.836	-1.508	-7.24	-4.54
		Citic Pacific	0.822	12/08/24		0.822		0.816	0.005	0.62	-5.30
	S	Bluescope Steel	12.356	12/08/24	-0.44	12.163	1.58	13.081	-0.918	-7.02	-1.53
	S	Tenaris	12.435	12/08/24	0.71	13.807	-9.93	13.577	0.230	1.69	-7.19
		Pacific Metals	7.500	9/08/24	5.59	7.119	5.34	8.901	-1.782	-20.02	-12.16
		voestalpine	21.401	12/08/24	-0.18	24.503	-12.66	25.229	-0.727	-2.88	-3.97
	S	Vulcan Steel	3.850	12/08/24	0.14	3.894	-1.13	4.110	-0.216	-5.25	-11.39
		ArcelorMittal	19.501	12/08/24	0.30	20.645	-5.54	23.337	-2.692	-11.54	-10.31
	S	Aperam	24.289	12/08/24	-0.63	23.863	1.79	26.930	-3.067	-11.39	-11.55
		Outokumpu	3.142	12/08/24	0.31	3.282	-4.25	3.692	-0.410	-11.11	-16.18
	S	Posco Holdings	214.002	12/08/24	0.61	242.100	-11.61	291.455	-49.355	-16.93	-20.56
	S	Salzgitter	14.762	12/08/24	-1.23	17.602	-16.13	23.491	-5.890	-25.07	-28.15
		thyssenkrupp	3.218	12/08/24	-1.63	3.967	-18.89	5.091	-1.124	-22.07	-28.79
Iron and Steel - 19 out of 19 instruments rated - 1/07/24 / 5/02/24 - 6 did rise, Market-Ratio(21) in CHF = 31.58 %

Technical Chart

	Iron and Steel RS = 21 - B/S = 85/20

4/01/21	scale up chart	1/07/24

Transactions Iron and Steel in Swiss Franc * A21 - 85/20 (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		30/01/06	28		- cash -
long	30/01/06	28/01/08	728		Salzgitter	100	110	90.150	152.074		61.924	69	16,812	30
short	28/01/08	20/04/09	448		Pacific Metals	100	19,293	0.871	0.759	1.000	0.129	15	19,295	12
long	20/04/09	16/08/10	483		Pacific Metals	100	25,414	0.759	0.713		-0.046	-6	18,133	-5
short	16/08/10	18/10/10	63		Salzgitter	100	267	67.901	72.374	63.429	-4.472	-7	16,939	-33
long	18/10/10	6/06/11	231		Severstal	100	1,180	14.343	15.853		1.510	11	18,720	17
short	6/06/11	20/02/12	259		Outokumpu	100	667	28.033	15.739	49.930	21.897	78	33,326	126
long	20/02/12	21/05/12	91		Tenaris	100	1,763	18.894	15.554		-3.339	-18	27,438	-54
short	21/05/12	18/11/13	546		Outokumpu	100	3,001	9.140	4.155	20.108	10.968	120	60,352	69
long	18/11/13	24/08/15	644		Ternium Argentina	100	126,350	0.478	0.550		0.073	15	69,532	8
short	24/08/15	11/07/16	322		Vallourec	100	147	469.932	137.321	1,608.174	1,138.242	242	236,854	303
long	11/07/16	18/06/18	707		Outokumpu	100	50,938	4.650	6.149		1.499	32	313,210	16
short	18/06/18	13/01/20	574		Outokumpu	100	50,938	6.149	3.056	12.370	6.222	101	630,126	56
long	13/01/20	9/03/20	56		Ternium Argentina	100	1,588,101	0.397	0.264		-0.133	-33	419,417	-93
short	9/03/20	10/08/20	154		Vallourec	100	9,104	46.066	31.956	66.406	20.340	44	604,595	138
long	10/08/20	4/10/21	420		Ternium Argentina	100	1,149,280	0.526	0.867		0.341	65	996,181	54
short	4/10/21	12/12/22	434		Vallourec	100	121,291	8.213	10.277	6.149	-2.064	-25	745,812	-22
long	12/12/22	1/07/24	567		Ternium Argentina	100	735,287	1.014	1.005		-0.009	-1	739,196	-1
short	1/07/24	12/08/24	42		thyssenkrupp	100	186,329	3.967	3.218	4.891	0.924	23	911,300	517
accum	30/01/06	12/08/24	7042	days out of 7070 invested (100%)							9,013		911,300	26

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	20/02/12	259	28.03	15.74	49.93	21.90	78.11
	short	21/05/12	18/11/13	546	9.14	4.15	20.11	10.97	119.99
	long	11/07/16	18/06/18	707	4.65	6.15		1.50	32.24
	short	18/06/18	13/01/20	574	6.15	3.06	12.37	6.22	101.18	942.44
Vallourec	short	24/08/15	11/07/16	322	469.93	137.32	1,608.17	1,138.24	242.21
	short	9/03/20	10/08/20	154	46.07	31.96	66.41	20.34	44.15
	short	4/10/21	12/12/22	434	8.21	10.28	6.15	-2.06	-25.13	269.33
Salzgitter	long	30/01/06	28/01/08	728	90.15	152.07		61.92	68.69
	short	16/08/10	18/10/10	63	67.90	72.37	63.43	-4.47	-6.59	57.58
Ternium Argentina	long	18/11/13	24/08/15	644	0.48	0.55		0.07	15.21
	long	13/01/20	9/03/20	56	0.40	0.26		-0.13	-33.44
	long	10/08/20	4/10/21	420	0.53	0.87		0.34	64.77
	long	12/12/22	1/07/24	567	1.01	1.01		-0.01	-0.89	25.23
thyssenkrupp	short	1/07/24	12/08/24	42	3.97	3.22	4.89	0.92	23.28	23.28
Severstal	long	18/10/10	6/06/11	231	14.34	15.85		1.51	10.53	10.53
Pacific Metals	short	28/01/08	20/04/09	448	0.87	0.76	1.00	0.13	14.77
	long	20/04/09	16/08/10	483	0.76	0.71		-0.05	-6.02	7.86
Tenaris	long	20/02/12	21/05/12	91	18.89	15.55		-3.34	-17.67	-17.67

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


	is taking down something concerning