Share-o-matic - Assessment Iron and Steel - best alternating

Assessment - Iron and Steel - 1/23/17 - RS = 21

historical assessment - show freshest

								⇓instrument	freshest		⇓ Δday	1/23/17	⇓ Δwk	8/29/16	prc diff	⇓ Δ21	Curr	∅-RS
								SOM Iron and Steel	383.405	Fri	0.50	279.940		222.142	57.798	26.02	USD	29.65
						S		Outokumpu	3.809	Fri	-0.34	8.250		5.280	2.970	56.25	EUR	88.86
								Vallourec	16.675	Fri	-1.10	280.200		164.800	115.400	70.02	EUR	63.89
						S		ArcelorMittal	24.280	Fri	-0.21	22.830		16.680	6.150	36.87	EUR	55.17
								Bluescope Steel	21.340	Fri	0.38	10.380		8.800	1.580	17.95	AUD	48.31
								Ternium Argentina	928.500	Fri	-0.11	11.350		7.730	3.620	46.83	ARS	43.24
								Tenaris	16.110	Fri	0.25	16.820		12.490	4.330	34.67	EUR	37.72
						L		Tata Steel	167.350	Fri	0.87	46.200		37.415	8.785	23.48	INR	35.18
								Salzgitter	23.500	Fri	3.80	35.960		28.400	7.560	26.62	EUR	33.57
								JSW Steel	907.450	Fri	2.37	194.150		177.315	16.835	9.49	INR	33.55
								voestalpine	26.140	Fri	0.93	38.940		30.455	8.485	27.86	EUR	27.16
						S		Nippon Steel	3,282.000	Fri	1.20	2,688.500		2,139.500	549.000	25.66	JPY	24.48
								thyssenkrupp	4.965	Fri	0.59	23.720		21.075	2.645	12.55	EUR	22.58
						S		Posco Holdings	398,000.000	Fri	-1.12	270,500.000		226,500.000	44,000.000	19.43	KRW	22.27
						S		Aperam	26.980	Fri	-0.15	43.325		37.220	6.105	16.40	EUR	20.47
								Acerinox	10.500	Fri	-0.57	12.610		11.350	1.260	11.10	EUR	17.05
								Kobe Steel	1,911.000	Fri	1.30	1,109.000		930.000	179.000	19.25	JPY	14.50
								Pacific Metals	1,294.000	Fri	1.73	3,550.000		2,840.000	710.000	25.00	JPY	12.74
						L		Citic Pacific	8.550	Fri	0.83	11.380		12.520	-1.140	-9.11	HKD	-0.32
						S		Vulcan Steel	7.400	Fri	-1.20						NZD	-na-
Iron and Steel - 18 out of 19 instruments rated - 1/23/17 / 8/29/16 - 17 did rise, Market-Ratio(21) = 94.44 %

Technical Chart

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

1/06/20	scale up chart	5/13/24

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	5/17/24	522				Ternium Argentina	100	8,196	ARS	185.750	928.500		742.750	400	7,610,156	208
accum	1/30/06	5/17/24	6683	days out of 6711 invested (100%)										76,002		7,610,156	44

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
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	5/17/24	522	185.75	928.50		742.75	399.87			1,304.51
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
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