| |
| |
Assessment - Automotive Suppliers in Pound sterling - 6/27/22 - RS = 49
⇐
| |
|
⇓instrument |
freshest |
Δday |
6/27/22 |
⇓ Δwk |
7/19/21 |
prc diff |
⇓ Δ49 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Auto Suppliers |
223.821 |
09:14 |
0.40 |
222.934 |
0.40 |
263.302 |
-40.369 |
-15.33 |
|
-11.27 |
| |  |
 |
 |
 |
L |
 |
Autoliv |
62.806 |
Mon |
4.35 |
62.806 |
|
66.164 |
-3.359 |
-5.08 |
|
-5.24 |
| |  |
 |
 |
 |
L |
 |
Schaeffler |
5.057 |
Mon |
4.27 |
5.057 |
|
6.107 |
-1.050 |
-17.19 |
|
-8.41 |
| |  |
 |
 |
 |
|
 |
Faurecia |
17.297 |
Mon |
3.94 |
17.297 |
|
32.862 |
-15.565 |
-47.37 |
|
-37.18 |
| |  |
 |
 |
 |
|
 |
Leoni |
6.480 |
09:14 |
2.87 |
6.299 |
2.87 |
11.748 |
-5.449 |
-46.39 |
|
-30.79 |
| |  |
 |
 |
 |
L |
 |
Continental |
60.495 |
08:13 |
2.75 |
58.874 |
2.75 |
80.508 |
-21.634 |
-26.87 |
|
-16.56 |
| |  |
 |
 |
 |
L |
 |
Valeo |
16.641 |
Mon |
2.60 |
16.641 |
|
20.009 |
-3.368 |
-16.83 |
|
-10.37 |
| |  |
 |
 |
 |
L |
 |
Hyundai Mobis |
130.854 |
06:30 |
1.47 |
128.953 |
1.47 |
177.757 |
-48.804 |
-27.46 |
|
-13.60 |
| |  |
 |
 |
 |
|
 |
Denso |
44.802 |
06:15 |
1.40 |
44.183 |
1.40 |
47.925 |
-3.742 |
-7.81 |
|
-13.27 |
| |  |
 |
 |
 |
L |
 |
Plastic Omnium |
14.417 |
Mon |
1.39 |
14.417 |
|
21.476 |
-7.060 |
-32.87 |
|
-16.68 |
| |  |
 |
 |
 |
S |
 |
Cdn Tire |
106.277 |
Mon |
1.09 |
106.277 |
|
106.902 |
-0.626 |
-0.59 |
|
-2.03 |
| |  |
 |
 |
 |
L |
 |
Hella |
56.261 |
Mon |
0.93 |
56.261 |
|
48.719 |
7.542 |
15.48 |
|
9.22 |
| |  |
 |
 |
 |
S |
 |
Michelin |
22.815 |
Mon |
0.82 |
22.815 |
|
28.615 |
-5.800 |
-20.27 |
|
-17.55 |
| |  |
 |
 |
 |
L |
 |
Yokohama Rubber |
11.253 |
06:15 |
0.65 |
11.181 |
0.65 |
14.466 |
-3.285 |
-22.71 |
|
-5.43 |
| |  |
 |
 |
 |
L |
 |
CIE Automotive |
20.470 |
Mon |
0.59 |
20.470 |
|
20.717 |
-0.247 |
-1.19 |
|
3.04 |
| |  |
 |
 |
 |
L |
 |
Magna |
47.360 |
Mon |
0.40 |
47.360 |
|
60.306 |
-12.946 |
-21.47 |
|
-14.79 |
| |  |
 |
 |
 |
L |
 |
Bridgestone |
31.060 |
06:15 |
0.08 |
31.036 |
0.08 |
31.306 |
-0.270 |
-0.86 |
|
-1.98 |
| |  |
 |
 |
 |
L |
 |
GS Yuasa |
13.032 |
06:15 |
|
13.032 |
|
18.693 |
-5.660 |
-30.28 |
|
-15.97 |
| |  |
 |
 |
 |
|
 |
Pirelli |
3.487 |
Mon |
-0.27 |
3.487 |
|
4.098 |
-0.612 |
-14.92 |
|
-19.83 |
| |  |
 |
 |
 |
|
 |
KATEK |
13.322 |
Mon |
-0.64 |
13.322 |
|
21.580 |
-8.258 |
-38.27 |
|
-34.17 |
| |  |
 |
 |
 |
L |
 |
Hankook Tire |
21.767 |
06:30 |
-0.87 |
21.957 |
-0.87 |
31.457 |
-9.500 |
-30.20 |
|
-11.08 |
| |  |
 |
 |
 |
L |
 |
Nokian Tyres |
9.791 |
Mon |
-6.39 |
9.791 |
|
29.582 |
-19.791 |
-66.90 |
|
-47.21 |
Auto Suppliers - 21 out of 21 instruments rated - 6/27/22 / 7/19/21 - 1 did rise, Market-Ratio(49) in GBP = 4.76 % |
Technical Chart
Transactions Automotive Suppliers in Pound sterling * 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 |
 |
 |
 |
Faurecia |
100 |
379 |
|
26.327 |
8.564 |
80.933 |
54.606 |
207 |
30,696 |
110 |
|
long |
9/07/09 |
11/14/11 |
798 |
 |
 |
 |
Plastic Omnium |
100 |
21,553 |
|
1.424 |
5.323 |
|
3.899 |
274 |
114,738 |
83 |
|
short |
11/14/11 |
1/30/12 |
77 |
 |
 |
 |
Faurecia |
100 |
7,676 |
|
14.946 |
15.528 |
14.363 |
-0.582 |
-4 |
110,267 |
-17 |
|
long |
1/30/12 |
6/04/12 |
126 |
 |
 |
 |
Bertrandt |
100 |
2,386 |
|
46.211 |
42.095 |
|
-4.116 |
-9 |
100,446 |
-24 |
|
short |
6/04/12 |
7/16/12 |
42 |
 |
 |
 |
Faurecia |
100 |
9,820 |
|
10.228 |
9.666 |
10.823 |
0.595 |
6 |
106,288 |
63 |
|
long |
7/16/12 |
2/08/16 |
1302 |
 |
 |
 |
Continental |
100 |
2,269 |
|
46.823 |
116.067 |
|
69.244 |
148 |
263,402 |
29 |
|
short |
2/08/16 |
3/07/16 |
28 |
 |
 |
 |
Leoni |
100 |
11,706 |
|
22.501 |
23.540 |
21.462 |
-1.039 |
-5 |
251,243 |
-46 |
|
long |
3/07/16 |
10/08/18 |
945 |
 |
 |
 |
Grammer |
100 |
9,708 |
|
25.878 |
40.009 |
|
14.131 |
55 |
388,426 |
18 |
|
short |
10/08/18 |
9/23/19 |
350 |
 |
 |
 |
Valeo |
100 |
13,812 |
|
28.121 |
25.499 |
31.012 |
2.891 |
10 |
428,361 |
11 |
|
long |
9/23/19 |
10/07/19 |
14 |
 |
 |
 |
Hyundai Mobis |
100 |
2,528,783 |
|
0.169 |
0.166 |
|
-0.004 |
-2 |
418,935 |
-44 |
|
short |
10/07/19 |
10/21/19 |
14 |
 |
 |
 |
STS |
100 |
103,904 |
|
4.032 |
3.820 |
4.255 |
0.223 |
6 |
442,155 |
308 |
|
long |
10/21/19 |
2/24/20 |
126 |
 |
 |
 |
Valeo |
100 |
15,813 |
|
27.960 |
21.221 |
|
-6.739 |
-24 |
335,584 |
-55 |
|
short |
2/24/20 |
12/07/20 |
287 |
 |
 |
 |
STS |
100 |
84,630 |
|
3.965 |
4.356 |
3.575 |
-0.390 |
-10 |
302,555 |
-12 |
|
long |
12/07/20 |
3/07/22 |
455 |
 |
 |
 |
Plastic Omnium |
100 |
11,593 |
|
26.097 |
12.893 |
|
-13.204 |
-51 |
149,476 |
-43 |
|
short |
3/07/22 |
6/27/22 |
112 |
 |
 |
 |
Nokian Tyres |
100 |
12,854 |
|
11.628 |
9.791 |
13.810 |
2.182 |
19 |
177,526 |
75 |
|
accum | 3/03/08 |
6/27/22 | 5230 |
days out of 6021 invested (87%) |
1,675 |
177,526 |
22 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Faurecia | short | 3/03/08 | 9/07/09 | 553 | 26.33 | 8.56 | 80.93 | 54.61 | 207.41 | | | |
| short | 11/14/11 | 1/30/12 | 77 | 14.95 | 15.53 | 14.36 | -0.58 | -3.90 | | | |
| short | 6/04/12 | 7/16/12 | 42 | 10.23 | 9.67 | 10.82 | 0.59 | 5.82 | | | 212.62 |
Continental | long | 7/16/12 | 2/08/16 | 1302 | 46.82 | 116.07 | | 69.24 | 147.88 | | | 147.88 |
Plastic Omnium | long | 9/07/09 | 11/14/11 | 798 | 1.42 | 5.32 | | 3.90 | 273.80 | | | |
| long | 12/07/20 | 3/07/22 | 455 | 26.10 | 12.89 | | -13.20 | -50.60 | | | 84.67 |
Grammer | long | 3/07/16 | 10/08/18 | 945 | 25.88 | 40.01 | | 14.13 | 54.61 | | | 54.61 |
Nokian Tyres | short | 3/07/22 | 6/27/22 | 112 | 11.63 | 9.79 | 13.81 | 2.18 | 18.77 | | | 18.77 |
Hyundai Mobis | long | 9/23/19 | 10/07/19 | 14 | 0.17 | 0.17 | | -0.00 | -2.20 | | | -2.20 |
Leoni | short | 2/08/16 | 3/07/16 | 28 | 22.50 | 23.54 | 21.46 | -1.04 | -4.62 | | | -4.62 |
STS | short | 10/07/19 | 10/21/19 | 14 | 4.03 | 3.82 | 4.26 | 0.22 | 5.54 | | | |
| short | 2/24/20 | 12/07/20 | 287 | 3.97 | 4.36 | 3.58 | -0.39 | -9.84 | | | -4.85 |
Bertrandt | long | 1/30/12 | 6/04/12 | 126 | 46.21 | 42.09 | | -4.12 | -8.91 | | | -8.91 |
Valeo | short | 10/08/18 | 9/23/19 | 350 | 28.12 | 25.50 | 31.01 | 2.89 | 10.28 | | | |
| long | 10/21/19 | 2/24/20 | 126 | 27.96 | 21.22 | | -6.74 | -24.10 | | | -16.30 |
Annotations
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 |
|