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Tue, 7th Apr 2020, 20:37UTC

Assessment - Iron and Steel - 10/02/20 - RS = 21

historical assessment - show freshest

		⇓instrument	freshest		Δday	10/02/20	⇓ Δwk	16/09/19	prc diff	⇓ Δ21	Curr	⇓∅-RS
	S	SOM Iron and Steel	149.861	16:25	4.18	215.763		215.898	-0.135	-0.06	USD	-0.95
	S	thyssenkrupp	5.444	15:35	10.88	10.995		12.890	-1.895	-14.70	EUR	-9.42
	S	ArcelorMittal	9.511	15:35	10.21	16.360		15.250	1.110	7.28	EUR	6.57
	S	Tata Steel	276.200	09:59	8.85	443.800		361.100	82.700	22.90	INR	1.12
	S	Salzgitter	11.825	15:35	8.49	16.500		18.580	-2.080	-11.19	EUR	-19.09
	S	Evraz	248.300	15:35	6.84	389.200		518.000	-128.800	-24.86	GBP	-20.98
	S	Severstal	10.920	11:40	6.12	13.300		13.750	-0.450	-3.27	EUR	-1.91
	S	Acerinox	6.732	15:35	5.19	9.340		8.352	0.988	11.83	EUR	6.87
	S	Aperam	21.180	15:35	4.90	31.030		25.170	5.860	23.28	EUR	24.57
	S	Tenaris	6.192	15:35	4.59	9.454		10.520	-1.066	-10.13	EUR	-12.00
	S	SSAB	22.460	15:29	3.31	34.300		30.450	3.850	12.64	SEK	11.42
	S	Outokumpu	2.272	15:29	2.99	4.439		3.086	1.353	43.84	EUR	53.58
	S	Vallourec	1.182	15:35	2.78	2.238		2.834	-0.596	-21.03	EUR	-5.96
	S	Citic Pacific	7.920	08:08	2.59	9.200		10.100	-0.900	-8.91	HKD	-12.53
	S	Hyundai Steel	18,150.000	06:30	1.97	29,700.000		40,750.000	-11,050.000	-27.12	KRW	-21.94
		Ternium Argentina	20.700	19:59	1.97	23.500		15.500	8.000	51.61	ARS	48.39
		Baoshan Iron&Steel	4.870	07:00	1.67	5.290		6.300	-1.010	-16.03	CNY	-15.63
	S	Pacific Metals	1,673.000	06:15	1.52	2,288.000		2,368.000	-80.000	-3.38	JPY	-3.37
	S	voestalpine	19.740	15:35	1.08	22.660		23.410	-0.750	-3.20	EUR	-7.24
	S	Kobe Steel	330.000	06:15	0.92	507.000		612.000	-105.000	-17.16	JPY	-22.43
	S	Posco	161,500.000	06:30	0.31	220,500.000		238,000.000	-17,500.000	-7.35	KRW	-6.66
	S	Nippon Steel	901.000	06:15	0.18	1,542.500		1,575.000	-32.500	-2.06	JPY	-10.30
Iron and Steel - 21 out of 21 instruments rated - 10/02/20 / 16/09/19 - 7 did rise, Market-Ratio(21) = 33.33 %

Technical Chart

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

4/01/16	scale up chart	6/04/20

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
2/01/06		30/01/06	28		- cash -
long	30/01/06	28/01/08	728		Salzgitter	100	172	EUR	58.030	94.450		36.420	63	16,264	28
short	28/01/08	20/04/09	448		Pacific Metals	100	191	JPY	84.800	64.600	111.316	26.516	31	21,329	25
long	20/04/09	16/08/10	483		Pacific Metals	100	330	JPY	64.600	58.500		-6.100	-9	19,316	-7
short	16/08/10	18/10/10	63		Salzgitter	100	381	EUR	50.650	53.990	47.310	-3.340	-7	18,043	-33
long	18/10/10	6/06/11	231		Severstal	100	1,686	EUR	10.700	12.990		2.290	21	21,904	36
short	6/06/11	20/02/12	259		Outokumpu	100	953	EUR	22.970	13.020	40.524	17.554	76	38,633	123
long	20/02/12	21/05/12	91		Tenaris	100	2,471	EUR	15.630	12.950		-2.680	-17	32,011	-53
short	21/05/12	18/11/13	546		Outokumpu	100	4,206	EUR	7.610	3.370	17.185	9.575	126	72,282	72
long	18/11/13	24/08/15	644		Ternium Argentina	100	23,019	ARS	3.140	5.480		2.340	75	126,146	37
short	24/08/15	11/07/16	322		Vallourec	100	11,604	EUR	10.870	3.160	37.391	26.521	244	433,900	306
long	11/07/16	18/06/18	707		Outokumpu	100	101,378	EUR	4.280	5.320		1.040	24	539,334	12
short	18/06/18	13/01/20	574		Outokumpu	100	101,378	EUR	5.320	2.819	10.040	4.720	89	1,017,828	50
long	13/01/20	9/03/20	56		Ternium Argentina	100	41,543	ARS	24.500	17.850		-6.650	-27	741,567	-87
short	9/03/20	7/04/20	29		Vallourec	100	683,156	EUR	1.086	1.182	0.989	-0.096	-9	675,642	-69
accum	30/01/06	7/04/20	5181	days out of 5209 invested (99%)								6,656		675,642	35

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	22.97	13.02	40.52	17.55	76.42
	short	21/05/12	18/11/13	546	7.61	3.37	17.18	9.57	125.82
	long	11/07/16	18/06/18	707	4.28	5.32		1.04	24.30
	short	18/06/18	13/01/20	574	5.32	2.82	10.04	4.72	88.72	834.52
Vallourec	short	24/08/15	11/07/16	322	10.87	3.16	37.39	26.52	243.99
	short	9/03/20	7/04/20	29	1.09	1.18	0.99	-0.10	-8.89	213.41
Salzgitter	long	30/01/06	28/01/08	728	58.03	94.45		36.42	62.76
	short	16/08/10	18/10/10	63	50.65	53.99	47.31	-3.34	-6.59	52.03
Ternium Argentina	long	18/11/13	24/08/15	644	3.14	5.48		2.34	74.52
	long	13/01/20	9/03/20	56	24.50	17.85		-6.65	-27.14	27.15
Severstal	long	18/10/10	6/06/11	231	10.70	12.99		2.29	21.40	21.40
Pacific Metals	short	28/01/08	20/04/09	448	84.80	64.60	111.32	26.52	31.27
	long	20/04/09	16/08/10	483	64.60	58.50		-6.10	-9.44	18.87
Tenaris	long	20/02/12	21/05/12	91	15.63	12.95		-2.68	-17.15	-17.15

Annotations

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


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