| | |
| | |
Assessment - Automotive Suppliers in Renminbi yuán - 7/01/24 - RS = 49
⇐
| |
|
instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
7/24/23 |
prc diff |
⇓ Δ49 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
SOM Auto Suppliers |
1,795.926 |
8/12/24 |
0.08 |
1,958.370 |
-8.29 |
2,150.764 |
-192.393 |
-8.95 |
|
-2.99 |
| |  |
 |
 |
 |
|
 |
Autoliv |
687.197 |
8/12/24 |
0.10 |
780.613 |
-11.97 |
733.733 |
46.879 |
6.39 |
|
3.08 |
| |  |
 |
 |
 |
|
 |
Bridgestone |
251.594 |
8/09/24 |
-1.33 |
283.730 |
-11.33 |
294.509 |
-10.778 |
-3.66 |
|
-4.88 |
| |  |
 |
 |
 |
L |
 |
Cdn Tire |
791.013 |
8/12/24 |
-0.17 |
719.363 |
9.96 |
1,015.075 |
-295.712 |
-29.13 |
|
-7.42 |
| |  |
 |
 |
 |
S |
 |
Continental |
459.779 |
8/12/24 |
0.34 |
414.317 |
10.97 |
585.192 |
-170.876 |
-29.20 |
|
-21.45 |
| |  |
 |
 |
 |
S |
 |
Denso |
95.058 |
8/09/24 |
-0.19 |
113.898 |
-16.54 |
122.581 |
-8.683 |
-7.08 |
|
-4.78 |
| |  |
 |
 |
 |
|
 |
Forvia |
71.599 |
8/12/24 |
0.17 |
89.831 |
-20.30 |
198.010 |
-108.179 |
-54.63 |
|
-31.90 |
| |  |
 |
 |
 |
L |
 |
GS Yuasa |
106.281 |
8/09/24 |
2.70 |
142.113 |
-25.21 |
143.873 |
-1.760 |
-1.22 |
|
12.07 |
| |  |
 |
 |
 |
|
 |
Hella |
674.124 |
8/12/24 |
0.23 |
670.999 |
0.47 |
581.211 |
89.788 |
15.45 |
|
11.52 |
| |  |
 |
 |
 |
|
 |
Hyundai Mobis |
1,150.671 |
8/12/24 |
2.82 |
1,303.392 |
-11.72 |
1,350.411 |
-47.019 |
-3.48 |
|
3.93 |
| |  |
 |
 |
 |
S |
 |
LG Energy Solution |
1,729.957 |
8/12/24 |
2.02 |
1,827.382 |
-5.33 |
3,359.148 |
-1,531.766 |
-45.60 |
|
-21.64 |
| |  |
 |
 |
 |
S |
 |
Magna |
277.061 |
8/12/24 |
-1.88 |
303.877 |
-8.82 |
449.032 |
-145.155 |
-32.33 |
|
-21.39 |
| |  |
 |
 |
 |
|
 |
Michelin |
268.243 |
8/12/24 |
0.41 |
281.992 |
-4.88 |
228.185 |
53.806 |
23.58 |
|
15.04 |
| |  |
 |
 |
 |
S |
 |
Nokian Tyres |
62.351 |
8/12/24 |
-0.84 |
61.319 |
1.68 |
65.844 |
-4.525 |
-6.87 |
|
-3.99 |
| |  |
 |
 |
 |
|
 |
Opmobility |
66.709 |
8/12/24 |
-1.16 |
72.646 |
-8.17 |
152.230 |
-79.584 |
-52.28 |
|
-26.01 |
| |  |
 |
 |
 |
|
 |
Pirelli |
40.979 |
8/12/24 |
0.50 |
43.869 |
-6.59 |
37.420 |
6.448 |
17.23 |
|
12.11 |
| |  |
 |
 |
 |
S |
 |
Schaeffler |
36.292 |
8/12/24 |
0.17 |
41.752 |
-13.08 |
46.975 |
-5.223 |
-11.12 |
|
-5.58 |
| |  |
 |
 |
 |
|
 |
Valeo |
73.427 |
8/12/24 |
-0.95 |
78.466 |
-6.42 |
171.019 |
-92.554 |
-54.12 |
|
-25.61 |
| |  |
 |
 |
 |
S |
 |
Vitesco Technologies |
406.583 |
8/12/24 |
-0.10 |
467.512 |
-13.03 |
614.253 |
-146.741 |
-23.89 |
|
-21.69 |
| |  |
 |
 |
 |
|
 |
Xinyi Glass |
7.041 |
8/12/24 |
-0.13 |
7.982 |
-11.80 |
10.339 |
-2.356 |
-22.79 |
|
-5.64 |
| |  |
 |
 |
 |
|
 |
Yokohama Rubber |
139.048 |
8/09/24 |
2.88 |
161.765 |
-14.04 |
157.831 |
3.934 |
2.49 |
|
-1.23 |
| Auto Suppliers - 20 out of 20 instruments rated - 7/01/24 / 7/24/23 - 5 did rise, Market-Ratio(49) in CNY = 25.00 % |
Technical Chart
Transactions Automotive Suppliers in Renminbi yuán * A49 - 33/17 (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 |
3/03/08 |
791 |
|
- cash - |
| short |
3/03/08 |
9/07/09 |
553 |
 |
 |
 |
Forvia |
100 |
26 |
|
372.421 |
95.901 |
1,446.251 |
1,073.830 |
288 |
37,920 |
145 |
|
| long |
9/07/09 |
11/14/11 |
798 |
 |
 |
 |
Opmobility |
100 |
2,377 |
|
15.948 |
54.261 |
|
38.313 |
240 |
128,990 |
75 |
|
| short |
11/14/11 |
1/30/12 |
77 |
 |
 |
 |
Forvia |
100 |
846 |
|
152.339 |
153.581 |
151.096 |
-1.242 |
-1 |
127,939 |
-4 |
|
| long |
1/30/12 |
6/04/12 |
126 |
 |
 |
 |
Bertrandt |
100 |
279 |
|
457.043 |
410.188 |
|
-46.855 |
-10 |
114,866 |
-27 |
|
| short |
6/04/12 |
7/16/12 |
42 |
 |
 |
 |
Forvia |
100 |
1,152 |
|
99.669 |
95.020 |
104.545 |
4.876 |
5 |
120,484 |
51 |
|
| long |
7/16/12 |
2/08/16 |
1302 |
 |
 |
 |
Continental |
100 |
261 |
|
460.282 |
1,101.235 |
|
640.953 |
139 |
287,772 |
28 |
|
| short |
2/08/16 |
3/07/16 |
28 |
 |
 |
 |
Leoni |
100 |
1,347 |
|
213.489 |
218.926 |
208.053 |
-5.436 |
-3 |
280,449 |
-29 |
|
| long |
3/07/16 |
10/08/18 |
945 |
 |
 |
 |
Grammer |
100 |
1,165 |
|
240.675 |
363.012 |
|
122.337 |
51 |
422,973 |
17 |
|
| short |
10/08/18 |
9/23/19 |
350 |
 |
 |
 |
Valeo |
100 |
1,657 |
|
255.144 |
225.572 |
288.592 |
33.448 |
13 |
478,396 |
14 |
|
| long |
9/23/19 |
10/07/19 |
14 |
 |
 |
 |
Hyundai Mobis |
100 |
319,245 |
|
1.499 |
1.459 |
|
-0.039 |
-3 |
465,900 |
-50 |
|
| short |
10/07/19 |
10/21/19 |
14 |
 |
 |
 |
STS |
100 |
13,117 |
|
35.518 |
35.084 |
35.957 |
0.439 |
1 |
471,662 |
38 |
|
| long |
10/21/19 |
2/24/20 |
126 |
 |
 |
 |
Valeo |
100 |
1,836 |
|
256.782 |
192.645 |
|
-64.136 |
-25 |
353,907 |
-57 |
|
| short |
2/24/20 |
12/07/20 |
287 |
 |
 |
 |
STS |
100 |
9,831 |
|
35.997 |
37.909 |
34.086 |
-1.911 |
-5 |
335,116 |
-7 |
|
| long |
12/07/20 |
3/07/22 |
455 |
 |
 |
 |
Opmobility |
100 |
1,475 |
|
227.135 |
106.838 |
|
-120.297 |
-53 |
157,678 |
-45 |
|
| short |
3/07/22 |
9/12/22 |
189 |
 |
 |
 |
Nokian Tyres |
100 |
1,636 |
|
96.360 |
80.951 |
114.703 |
18.342 |
19 |
187,686 |
40 |
|
| long |
9/12/22 |
9/19/22 |
7 |
 |
 |
 |
Yokohama Rubber |
100 |
162,230 |
|
1.157 |
1.132 |
|
-0.025 |
-2 |
183,702 |
-67 |
|
| short |
9/19/22 |
2/06/23 |
140 |
 |
 |
 |
Forvia |
100 |
1,757 |
|
104.499 |
137.061 |
71.937 |
-32.562 |
-31 |
126,490 |
-62 |
|
| long |
2/06/23 |
8/12/24 |
553 |
 |
 |
 |
Autoliv |
100 |
209 |
|
604.569 |
687.197 |
|
82.628 |
14 |
143,759 |
9 |
|
| accum | 3/03/08 |
8/12/24 | 6470 |
days out of 7261 invested (89%) |
1,338 |
143,759 |
16 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Forvia | short | 3/03/08 | 9/07/09 | 553 | 372.42 | 95.90 | 1,446.25 | 1,073.83 | 288.34 | | | |
| | short | 11/14/11 | 1/30/12 | 77 | 152.34 | 153.58 | 151.10 | -1.24 | -0.82 | | | |
| | short | 6/04/12 | 7/16/12 | 42 | 99.67 | 95.02 | 104.55 | 4.88 | 4.89 | | | |
| | short | 9/19/22 | 2/06/23 | 140 | 104.50 | 137.06 | 71.94 | -32.56 | -31.16 | | | 178.12 |
| Continental | long | 7/16/12 | 2/08/16 | 1302 | 460.28 | 1,101.23 | | 640.95 | 139.25 | | | 139.25 |
| Opmobility | long | 9/07/09 | 11/14/11 | 798 | 15.95 | 54.26 | | 38.31 | 240.24 | | | |
| | long | 12/07/20 | 3/07/22 | 455 | 227.13 | 106.84 | | -120.30 | -52.96 | | | 60.04 |
| Grammer | long | 3/07/16 | 10/08/18 | 945 | 240.67 | 363.01 | | 122.34 | 50.83 | | | 50.83 |
| Nokian Tyres | short | 3/07/22 | 9/12/22 | 189 | 96.36 | 80.95 | 114.70 | 18.34 | 19.04 | | | 19.04 |
| Autoliv | long | 2/06/23 | 8/12/24 | 553 | 604.57 | 687.20 | | 82.63 | 13.67 | | | 13.67 |
| Yokohama Rubber | long | 9/12/22 | 9/19/22 | 7 | 1.16 | 1.13 | | -0.02 | -2.12 | | | -2.12 |
| Leoni | short | 2/08/16 | 3/07/16 | 28 | 213.49 | 218.93 | 208.05 | -5.44 | -2.55 | | | -2.55 |
| Hyundai Mobis | long | 9/23/19 | 10/07/19 | 14 | 1.50 | 1.46 | | -0.04 | -2.61 | | | -2.61 |
| STS | short | 10/07/19 | 10/21/19 | 14 | 35.52 | 35.08 | 35.96 | 0.44 | 1.24 | | | |
| | short | 2/24/20 | 12/07/20 | 287 | 36.00 | 37.91 | 34.09 | -1.91 | -5.31 | | | -4.14 |
| Bertrandt | long | 1/30/12 | 6/04/12 | 126 | 457.04 | 410.19 | | -46.86 | -10.25 | | | -10.25 |
| Valeo | short | 10/08/18 | 9/23/19 | 350 | 255.14 | 225.57 | 288.59 | 33.45 | 13.11 | | | |
| | long | 10/21/19 | 2/24/20 | 126 | 256.78 | 192.65 | | -64.14 | -24.98 | | | -15.14 |
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 |
|
|