| | Fri, Jan 30th, 2026, 2:14UTC |
| | |
Assessment - Iron and Steel in Japanese yen - 9/30/19 - RS = 21
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/30/19 |
⇓ Δwk |
5/06/19 |
prc diff |
⇓ Δ21 |
|
∅-RS |
| |  |
 |
 |
|
S |
 |
SOM Iron and Steel |
36,007.939 |
8/12/24 |
-0.18 |
21,537.239 |
|
26,152.592 |
-4,615.353 |
-17.65 |
|
-14.91 |
| | |
|
|
|
|
|
Ternium Argentina |
1,663.171 |
8/12/24 |
-2.32 |
29.472 |
|
32.825 |
-3.354 |
-10.22 |
|
-18.74 |
| | |
|
|
|
|
|
Vallourec |
1,575.561 |
8/12/24 |
-0.59 |
11,444.912 |
|
11,029.219 |
415.693 |
3.77 |
|
-0.15 |
| | |
|
|
|
S |
|
Bluescope Steel |
1,500.283 |
8/12/24 |
-0.44 |
876.381 |
|
1,034.978 |
-158.597 |
-15.32 |
|
-10.52 |
| | |
|
|
|
|
|
thyssenkrupp |
391.239 |
8/12/24 |
-1.63 |
1,497.195 |
|
1,469.280 |
27.916 |
1.90 |
|
-10.41 |
| | |
|
|
|
S |
|
Posco Holdings |
29,573.627 |
8/12/24 |
0.61 |
20,498.361 |
|
23,976.685 |
-3,478.323 |
-14.51 |
|
-13.08 |
| | |
|
|
|
S |
|
Acerinox |
1,078.853 |
8/12/24 |
0.05 |
924.832 |
|
1,125.517 |
-200.685 |
-17.83 |
|
-15.97 |
| | |
|
|
|
S |
|
Aperam |
2,953.146 |
8/12/24 |
-0.63 |
2,632.613 |
|
3,315.966 |
-683.354 |
-20.61 |
|
-16.27 |
| | |
|
|
|
|
|
Citic Pacific |
97.922 |
8/12/24 |
|
136.539 |
|
159.313 |
-22.774 |
-14.30 |
|
-13.50 |
| | |
|
|
|
|
|
Pacific Metals |
1,341.000 |
8/09/24 |
5.59 |
2,241.000 |
|
2,431.000 |
-190.000 |
-7.82 |
|
-13.03 |
| | |
|
|
|
S |
|
Tenaris |
1,511.926 |
8/12/24 |
0.71 |
1,147.084 |
|
1,491.005 |
-343.922 |
-23.07 |
|
-18.86 |
| | |
|
|
|
L |
|
JSW Steel |
1,403.452 |
8/12/24 |
1.35 |
351.800 |
|
473.457 |
-121.657 |
-25.70 |
|
-18.89 |
| | |
|
|
|
|
|
Nippon Steel |
3,169.000 |
8/09/24 |
1.83 |
1,505.500 |
|
1,980.500 |
-475.000 |
-23.98 |
|
-20.13 |
| | |
|
|
|
|
|
voestalpine |
2,601.973 |
8/12/24 |
-0.18 |
2,484.130 |
|
3,478.599 |
-994.469 |
-28.59 |
|
-24.40 |
| | |
|
|
|
L |
|
Tata Steel |
232.636 |
8/12/24 |
0.16 |
55.153 |
|
85.524 |
-30.371 |
-35.51 |
|
-25.94 |
| | |
|
|
|
|
|
Kobe Steel |
1,629.500 |
8/09/24 |
1.62 |
576.000 |
|
849.000 |
-273.000 |
-32.16 |
|
-25.02 |
| | |
|
|
|
|
|
Outokumpu |
382.047 |
8/12/24 |
0.31 |
284.827 |
|
399.257 |
-114.430 |
-28.66 |
|
-29.30 |
| | |
|
|
|
|
|
ArcelorMittal |
2,371.001 |
8/12/24 |
0.30 |
1,521.353 |
|
2,278.346 |
-756.993 |
-33.23 |
|
-29.25 |
| | |
|
|
|
S |
|
Salzgitter |
1,794.749 |
8/12/24 |
-1.23 |
1,814.782 |
|
3,621.368 |
-1,806.586 |
-49.89 |
|
-40.91 |
| | |
|
|
|
S |
|
Vulcan Steel |
475.190 |
8/12/24 |
0.14 |
|
|
|
|
|
|
-na- |
| Iron and Steel - 18 out of 19 instruments rated - 9/30/19 / 5/06/19 - 2 did rise, Market-Ratio(21) in JPY = 11.11 % |
Technical Chart
Transactions Iron and Steel in Japanese yen * 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 | |
| 1/02/06 |
1/30/06 |
28 |
|
- cash - |
| long |
1/30/06 |
1/28/08 |
728 |
|
|
|
Salzgitter |
100 |
1 |
|
8,232.136 |
14,799.371 |
|
6,567.235 |
80 |
16,567 |
34 |
|
| short |
1/28/08 |
4/20/09 |
448 |
|
|
|
Pacific Metals |
100 |
195 |
|
84.800 |
64.600 |
111.316 |
26.516 |
31 |
21,738 |
25 |
|
| long |
4/20/09 |
8/16/10 |
483 |
|
|
|
Pacific Metals |
100 |
336 |
|
64.600 |
58.500 |
|
-6.100 |
-9 |
19,688 |
-7 |
|
| short |
8/16/10 |
10/18/10 |
63 |
|
|
|
Salzgitter |
100 |
3 |
|
5,567.448 |
6,146.222 |
4,988.674 |
-578.774 |
-10 |
17,952 |
-47 |
|
| long |
10/18/10 |
6/06/11 |
231 |
|
|
|
Severstal |
100 |
14 |
|
1,218.088 |
1,525.935 |
|
307.847 |
25 |
22,262 |
43 |
|
| short |
6/06/11 |
2/20/12 |
259 |
|
|
|
Outokumpu |
100 |
8 |
|
2,698.286 |
1,361.632 |
5,347.075 |
2,648.790 |
98 |
43,452 |
162 |
|
| long |
2/20/12 |
5/21/12 |
91 |
|
|
|
Tenaris |
100 |
26 |
|
1,634.585 |
1,307.303 |
|
-327.283 |
-20 |
34,943 |
-59 |
|
| short |
5/21/12 |
11/18/13 |
546 |
|
|
|
Outokumpu |
100 |
45 |
|
768.230 |
455.034 |
1,296.994 |
528.764 |
69 |
58,737 |
42 |
|
| long |
11/18/13 |
8/24/15 |
644 |
|
|
|
Ternium Argentina |
100 |
1,122 |
|
52.312 |
70.009 |
|
17.697 |
34 |
78,594 |
18 |
|
| short |
8/24/15 |
7/11/16 |
322 |
|
|
|
Vallourec |
100 |
1 |
|
59,783.696 |
14,364.602 |
248,812.349 |
189,028.653 |
316 |
267,622 |
403 |
|
| long |
7/11/16 |
6/18/18 |
707 |
|
|
|
Outokumpu |
100 |
550 |
|
486.396 |
682.923 |
|
196.527 |
40 |
375,712 |
19 |
|
| short |
6/18/18 |
1/13/20 |
574 |
|
|
|
Outokumpu |
100 |
550 |
|
682.923 |
341.869 |
1,364.220 |
681.297 |
100 |
750,425 |
55 |
|
| long |
1/13/20 |
3/09/20 |
56 |
|
|
|
Ternium Argentina |
100 |
16,908 |
|
44.383 |
29.145 |
|
-15.237 |
-34 |
492,794 |
-94 |
|
| short |
3/09/20 |
8/10/20 |
154 |
|
|
|
Vallourec |
100 |
96 |
|
5,083.657 |
3,698.680 |
6,987.242 |
1,903.585 |
37 |
675,538 |
113 |
|
| long |
8/10/20 |
10/04/21 |
420 |
|
|
|
Ternium Argentina |
100 |
11,094 |
|
60.889 |
103.931 |
|
43.042 |
71 |
1,153,048 |
59 |
|
| short |
10/04/21 |
12/12/22 |
434 |
|
|
|
Vallourec |
100 |
1,170 |
|
984.783 |
1,510.249 |
459.317 |
-525.466 |
-53 |
538,253 |
-47 |
|
| long |
12/12/22 |
7/01/24 |
567 |
|
|
|
Ternium Argentina |
100 |
3,611 |
|
149.054 |
179.757 |
|
30.703 |
21 |
649,121 |
13 |
|
| short |
7/01/24 |
8/12/24 |
42 |
|
|
|
thyssenkrupp |
100 |
915 |
|
709.350 |
575.383 |
874.509 |
165.159 |
23 |
800,242 |
517 |
|
| accum | 1/30/06 |
8/12/24 | 7305 |
days out of 7333 invested (100%) |
7,902 |
800,242 |
24 |
|
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 | 2,698.29 | 1,361.63 | 5,347.08 | 2,648.79 | 98.17 | | | |
| | short | 5/21/12 | 11/18/13 | 546 | 768.23 | 455.03 | 1,296.99 | 528.76 | 68.83 | | | |
| | long | 7/11/16 | 6/18/18 | 707 | 486.40 | 682.92 | | 196.53 | 40.40 | | | |
| | short | 6/18/18 | 1/13/20 | 574 | 682.92 | 341.87 | 1,364.22 | 681.30 | 99.76 | | | 838.36 |
| Vallourec | short | 8/24/15 | 7/11/16 | 322 | 59,783.70 | 14,364.60 | 248,812.35 | 189,028.65 | 316.19 | | | |
| | short | 3/09/20 | 8/10/20 | 154 | 5,083.66 | 3,698.68 | 6,987.24 | 1,903.58 | 37.45 | | | |
| | short | 10/04/21 | 12/12/22 | 434 | 984.78 | 1,510.25 | 459.32 | -525.47 | -53.36 | | | 166.80 |
| Ternium Argentina | long | 11/18/13 | 8/24/15 | 644 | 52.31 | 70.01 | | 17.70 | 33.83 | | | |
| | long | 1/13/20 | 3/09/20 | 56 | 44.38 | 29.15 | | -15.24 | -34.33 | | | |
| | long | 8/10/20 | 10/04/21 | 420 | 60.89 | 103.93 | | 43.04 | 70.69 | | | |
| | long | 12/12/22 | 7/01/24 | 567 | 149.05 | 179.76 | | 30.70 | 20.60 | | | 80.91 |
| Salzgitter | long | 1/30/06 | 1/28/08 | 728 | 8,232.14 | 14,799.37 | | 6,567.23 | 79.78 | | | |
| | short | 8/16/10 | 10/18/10 | 63 | 5,567.45 | 6,146.22 | 4,988.67 | -578.77 | -10.40 | | | 61.09 |
| Severstal | long | 10/18/10 | 6/06/11 | 231 | 1,218.09 | 1,525.94 | | 307.85 | 25.27 | | | 25.27 |
| thyssenkrupp | short | 7/01/24 | 8/12/24 | 42 | 709.35 | 575.38 | 874.51 | 165.16 | 23.28 | | | 23.28 |
| 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 | 1,634.59 | 1,307.30 | | -327.28 | -20.02 | | | -20.02 |
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 |
|
|
