| | |
| | |
Assessment - Automotive Suppliers in Dollar - 8/31/20 - RS = 49
⇐
| |
|
instrument |
freshest |
⇓ Δday |
8/31/20 |
⇓ Δwk |
9/23/19 |
prc diff |
⇓ Δ49 |
|
⇓∅-RS |
| |  |
 |
 |
|
S |
 |
SOM Auto Suppliers |
246.607 |
8/12/24 |
0.08 |
251.156 |
|
292.286 |
-41.130 |
-14.07 |
|
-2.35 |
| | |
|
|
|
|
|
Autoliv |
116.288 |
8/12/24 |
0.10 |
78.530 |
|
76.692 |
1.838 |
2.40 |
|
14.68 |
| | |
|
|
|
|
|
Bridgestone |
52.766 |
8/09/24 |
-1.33 |
31.771 |
|
40.097 |
-8.325 |
-20.76 |
|
-7.76 |
| | |
|
|
|
L |
|
Cdn Tire |
114.504 |
8/12/24 |
-0.17 |
104.677 |
|
111.539 |
-6.862 |
-6.15 |
|
14.95 |
| | |
|
|
|
S |
|
Continental |
70.322 |
8/12/24 |
0.34 |
90.800 |
|
108.118 |
-17.318 |
-16.02 |
|
3.73 |
| | |
|
|
|
S |
|
Denso |
19.936 |
8/09/24 |
-0.19 |
10.533 |
|
11.234 |
-0.701 |
-6.24 |
|
6.15 |
| | |
|
|
|
|
|
Forvia |
10.951 |
8/12/24 |
0.17 |
43.620 |
|
47.532 |
-3.912 |
-8.23 |
|
2.89 |
| | |
|
|
|
L |
|
GS Yuasa |
22.290 |
8/09/24 |
2.70 |
16.609 |
|
17.805 |
-1.196 |
-6.72 |
|
-2.98 |
| | |
|
|
|
|
|
Hella |
103.106 |
8/12/24 |
0.23 |
48.984 |
|
48.005 |
0.980 |
2.04 |
|
14.56 |
| | |
|
|
|
|
|
Hyundai Mobis |
184.124 |
8/12/24 |
2.82 |
188.758 |
|
210.655 |
-21.896 |
-10.39 |
|
6.26 |
| | |
|
|
|
S |
|
LG Energy Solution |
276.818 |
8/12/24 |
2.02 |
|
|
|
|
|
|
-na- |
| | |
|
|
|
S |
|
Magna |
40.106 |
8/12/24 |
-1.88 |
48.729 |
|
53.031 |
-4.303 |
-8.11 |
|
6.29 |
| | |
|
|
|
|
|
Michelin |
41.027 |
8/12/24 |
0.41 |
28.262 |
|
27.818 |
0.444 |
1.60 |
|
5.24 |
| | |
|
|
|
S |
|
Nokian Tyres |
9.536 |
8/12/24 |
-0.84 |
27.873 |
|
26.872 |
1.001 |
3.73 |
|
11.81 |
| | |
|
|
|
|
|
Opmobility |
10.203 |
8/12/24 |
-1.16 |
22.593 |
|
27.829 |
-5.236 |
-18.82 |
|
1.49 |
| | |
|
|
|
|
|
Pirelli |
6.268 |
8/12/24 |
0.50 |
4.326 |
|
5.984 |
-1.657 |
-27.70 |
|
-8.68 |
| | |
|
|
|
S |
|
Schaeffler |
5.551 |
8/12/24 |
0.17 |
6.732 |
|
7.960 |
-1.228 |
-15.43 |
|
-16.80 |
| | |
|
|
|
|
|
Valeo |
11.231 |
8/12/24 |
-0.95 |
30.585 |
|
31.710 |
-1.125 |
-3.55 |
|
14.26 |
| | |
|
|
|
S |
|
Vitesco Technologies |
62.186 |
8/12/24 |
-0.10 |
|
|
|
|
|
|
-na- |
| | |
|
|
|
|
|
Xinyi Glass |
0.974 |
8/12/24 |
-0.13 |
1.729 |
|
1.117 |
0.613 |
54.88 |
|
42.45 |
| | |
|
|
|
|
|
Yokohama Rubber |
29.162 |
8/09/24 |
2.88 |
15.701 |
|
20.421 |
-4.719 |
-23.11 |
|
-2.98 |
| Auto Suppliers - 18 out of 20 instruments rated - 8/31/20 / 9/23/19 - 5 did rise, Market-Ratio(49) in USD = 27.78 % |
Technical Chart
Transactions Automotive Suppliers in Dollar * 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 |
190 |
|
52.368 |
14.034 |
195.412 |
143.044 |
273 |
37,178 |
138 |
|
| long |
9/07/09 |
11/14/11 |
798 |
|
|
|
Opmobility |
100 |
15,930 |
|
2.334 |
8.555 |
|
6.221 |
267 |
136,281 |
81 |
|
| short |
11/14/11 |
1/30/12 |
77 |
|
|
|
Forvia |
100 |
5,674 |
|
24.018 |
24.422 |
23.614 |
-0.404 |
-2 |
133,988 |
-8 |
|
| long |
1/30/12 |
6/04/12 |
126 |
|
|
|
Bertrandt |
100 |
1,843 |
|
72.678 |
64.619 |
|
-8.059 |
-11 |
119,135 |
-29 |
|
| short |
6/04/12 |
7/16/12 |
42 |
|
|
|
Forvia |
100 |
7,587 |
|
15.701 |
15.056 |
16.374 |
0.673 |
4 |
124,238 |
44 |
|
| long |
7/16/12 |
2/08/16 |
1302 |
|
|
|
Continental |
100 |
1,703 |
|
72.934 |
167.537 |
|
94.603 |
130 |
285,347 |
26 |
|
| short |
2/08/16 |
3/07/16 |
28 |
|
|
|
Leoni |
100 |
8,785 |
|
32.479 |
33.587 |
31.372 |
-1.107 |
-3 |
275,621 |
-36 |
|
| long |
3/07/16 |
10/08/18 |
945 |
|
|
|
Grammer |
100 |
7,464 |
|
36.923 |
52.408 |
|
15.484 |
42 |
391,196 |
14 |
|
| short |
10/08/18 |
9/23/19 |
350 |
|
|
|
Valeo |
100 |
10,620 |
|
36.835 |
31.710 |
42.788 |
5.953 |
16 |
454,419 |
17 |
|
| long |
9/23/19 |
10/07/19 |
14 |
|
|
|
Hyundai Mobis |
100 |
2,157,169 |
|
0.211 |
0.204 |
|
-0.006 |
-3 |
440,546 |
-55 |
|
| short |
10/07/19 |
10/21/19 |
14 |
|
|
|
STS |
100 |
88,635 |
|
4.970 |
4.961 |
4.980 |
0.009 |
0 |
441,377 |
5 |
|
| long |
10/21/19 |
2/24/20 |
126 |
|
|
|
Valeo |
100 |
12,155 |
|
36.310 |
27.421 |
|
-8.889 |
-24 |
333,328 |
-56 |
|
| short |
2/24/20 |
12/07/20 |
287 |
|
|
|
STS |
100 |
65,055 |
|
5.124 |
5.808 |
4.439 |
-0.684 |
-13 |
288,801 |
-17 |
|
| long |
12/07/20 |
3/07/22 |
455 |
|
|
|
Opmobility |
100 |
8,298 |
|
34.800 |
16.915 |
|
-17.885 |
-51 |
140,387 |
-44 |
|
| short |
3/07/22 |
9/12/22 |
189 |
|
|
|
Nokian Tyres |
100 |
9,202 |
|
15.256 |
11.700 |
19.894 |
4.638 |
30 |
183,062 |
67 |
|
| long |
9/12/22 |
9/19/22 |
7 |
|
|
|
Yokohama Rubber |
100 |
1,094,837 |
|
0.167 |
0.162 |
|
-0.005 |
-3 |
177,076 |
-82 |
|
| short |
9/19/22 |
2/06/23 |
140 |
|
|
|
Forvia |
100 |
11,863 |
|
14.926 |
20.172 |
9.679 |
-5.247 |
-35 |
114,834 |
-68 |
|
| long |
2/06/23 |
8/12/24 |
553 |
|
|
|
Autoliv |
100 |
1,290 |
|
88.980 |
94.362 |
|
5.382 |
6 |
121,778 |
4 |
|
| accum | 3/03/08 |
8/12/24 | 6696 |
days out of 7487 invested (89%) |
1,118 |
121,778 |
15 |
|
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 | 52.37 | 14.03 | 195.41 | 143.04 | 273.15 | | | |
| | short | 11/14/11 | 1/30/12 | 77 | 24.02 | 24.42 | 23.61 | -0.40 | -1.68 | | | |
| | short | 6/04/12 | 7/16/12 | 42 | 15.70 | 15.06 | 16.37 | 0.67 | 4.28 | | | |
| | short | 9/19/22 | 2/06/23 | 140 | 14.93 | 20.17 | 9.68 | -5.25 | -35.15 | | | 148.10 |
| Continental | long | 7/16/12 | 2/08/16 | 1302 | 72.93 | 167.54 | | 94.60 | 129.71 | | | 129.71 |
| Opmobility | long | 9/07/09 | 11/14/11 | 798 | 2.33 | 8.55 | | 6.22 | 266.58 | | | |
| | long | 12/07/20 | 3/07/22 | 455 | 34.80 | 16.91 | | -17.89 | -51.39 | | | 78.18 |
| Grammer | long | 3/07/16 | 10/08/18 | 945 | 36.92 | 52.41 | | 15.48 | 41.94 | | | 41.94 |
| Nokian Tyres | short | 3/07/22 | 9/12/22 | 189 | 15.26 | 11.70 | 19.89 | 4.64 | 30.40 | | | 30.40 |
| Autoliv | long | 2/06/23 | 8/12/24 | 553 | 88.98 | 94.36 | | 5.38 | 6.05 | | | 6.05 |
| Hyundai Mobis | long | 9/23/19 | 10/07/19 | 14 | 0.21 | 0.20 | | -0.01 | -3.05 | | | -3.05 |
| Yokohama Rubber | long | 9/12/22 | 9/19/22 | 7 | 0.17 | 0.16 | | -0.01 | -3.27 | | | -3.27 |
| Leoni | short | 2/08/16 | 3/07/16 | 28 | 32.48 | 33.59 | 31.37 | -1.11 | -3.41 | | | -3.41 |
| Bertrandt | long | 1/30/12 | 6/04/12 | 126 | 72.68 | 64.62 | | -8.06 | -11.09 | | | -11.09 |
| Valeo | short | 10/08/18 | 9/23/19 | 350 | 36.83 | 31.71 | 42.79 | 5.95 | 16.16 | | | |
| | long | 10/21/19 | 2/24/20 | 126 | 36.31 | 27.42 | | -8.89 | -24.48 | | | -12.28 |
| STS | short | 10/07/19 | 10/21/19 | 14 | 4.97 | 4.96 | 4.98 | 0.01 | 0.19 | | | |
| | short | 2/24/20 | 12/07/20 | 287 | 5.12 | 5.81 | 4.44 | -0.68 | -13.36 | | | -13.19 |
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 |
|
