| | |
| | |
Assessment - Automotive Suppliers in Pound sterling - 18/01/21 - RS = 49
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
18/01/21 |
⇓ Δwk |
10/02/20 |
prc diff |
⇓ Δ49 |
|
∅-RS |
| |  |
 |
 |
|
S |
 |
SOM Auto Suppliers |
181.517 |
12/08/24 |
0.08 |
243.637 |
|
223.607 |
20.029 |
8.96 |
|
24.50 |
| | |
|
|
|
|
|
Xinyi Glass |
0.717 |
12/08/24 |
-0.13 |
1.892 |
|
1.023 |
0.868 |
84.85 |
|
62.38 |
| | |
|
|
|
L |
|
GS Yuasa |
16.742 |
9/08/24 |
2.70 |
21.656 |
|
15.662 |
5.994 |
38.27 |
|
57.91 |
| | |
|
|
|
|
|
Opmobility |
7.593 |
12/08/24 |
-1.16 |
27.579 |
|
19.168 |
8.411 |
43.88 |
|
56.47 |
| | |
|
|
|
|
|
Hyundai Mobis |
145.755 |
12/08/24 |
2.82 |
215.797 |
|
149.150 |
66.647 |
44.68 |
|
54.42 |
| | |
|
|
|
S |
|
Magna |
30.165 |
12/08/24 |
-1.88 |
53.903 |
|
39.352 |
14.551 |
36.98 |
|
48.19 |
| | |
|
|
|
L |
|
Cdn Tire |
86.122 |
12/08/24 |
-0.17 |
102.134 |
|
83.740 |
18.394 |
21.97 |
|
40.65 |
| | |
|
|
|
|
|
Hella |
76.727 |
12/08/24 |
0.23 |
46.232 |
|
35.598 |
10.634 |
29.87 |
|
34.92 |
| | |
|
|
|
S |
|
Denso |
14.975 |
9/08/24 |
-0.19 |
10.398 |
|
7.905 |
2.493 |
31.54 |
|
30.42 |
| | |
|
|
|
S |
|
Nokian Tyres |
7.097 |
12/08/24 |
-0.84 |
27.037 |
|
22.245 |
4.792 |
21.54 |
|
33.84 |
| | |
|
|
|
|
|
Valeo |
8.357 |
12/08/24 |
-0.95 |
27.570 |
|
22.625 |
4.945 |
21.86 |
|
31.96 |
| | |
|
|
|
S |
|
Continental |
52.331 |
12/08/24 |
0.34 |
87.647 |
|
73.275 |
14.372 |
19.61 |
|
30.65 |
| | |
|
|
|
|
|
Forvia |
8.149 |
12/08/24 |
0.17 |
37.625 |
|
35.877 |
1.748 |
4.87 |
|
17.45 |
| | |
|
|
|
|
|
Michelin |
30.531 |
12/08/24 |
0.41 |
24.216 |
|
22.555 |
1.661 |
7.36 |
|
15.33 |
| | |
|
|
|
|
|
Autoliv |
88.022 |
12/08/24 |
0.10 |
64.512 |
|
57.991 |
6.521 |
11.24 |
|
18.89 |
| | |
|
|
|
|
|
Pirelli |
4.664 |
12/08/24 |
0.50 |
3.939 |
|
3.811 |
0.128 |
3.35 |
|
13.83 |
| | |
|
|
|
|
|
Bridgestone |
39.634 |
9/08/24 |
-1.33 |
27.847 |
|
27.921 |
-0.074 |
-0.26 |
|
9.96 |
| | |
|
|
|
|
|
Yokohama Rubber |
21.904 |
9/08/24 |
2.88 |
11.204 |
|
13.233 |
-2.029 |
-15.33 |
|
-1.44 |
| | |
|
|
|
S |
|
Schaeffler |
4.131 |
12/08/24 |
0.17 |
5.432 |
|
7.633 |
-2.201 |
-28.84 |
|
-4.89 |
| | |
|
|
|
S |
|
LG Energy Solution |
219.132 |
12/08/24 |
2.02 |
|
|
|
|
|
|
-na- |
| | |
|
|
|
S |
|
Vitesco Technologies |
46.276 |
12/08/24 |
-0.10 |
|
|
|
|
|
|
-na- |
| Auto Suppliers - 18 out of 20 instruments rated - 18/01/21 / 10/02/20 - 15 did rise, Market-Ratio(49) in GBP = 83.33 % |
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 | |
| 2/01/06 |
3/03/08 |
791 |
|
- cash - |
| short |
3/03/08 |
7/09/09 |
553 |
|
|
|
Forvia |
100 |
379 |
|
26.327 |
8.564 |
80.933 |
54.606 |
207 |
30,696 |
110 |
|
| long |
7/09/09 |
14/11/11 |
798 |
|
|
|
Opmobility |
100 |
21,553 |
|
1.424 |
5.323 |
|
3.899 |
274 |
114,738 |
83 |
|
| short |
14/11/11 |
30/01/12 |
77 |
|
|
|
Forvia |
100 |
7,676 |
|
14.946 |
15.528 |
14.363 |
-0.582 |
-4 |
110,267 |
-17 |
|
| long |
30/01/12 |
4/06/12 |
126 |
|
|
|
Bertrandt |
100 |
2,386 |
|
46.211 |
42.095 |
|
-4.116 |
-9 |
100,446 |
-24 |
|
| short |
4/06/12 |
16/07/12 |
42 |
|
|
|
Forvia |
100 |
9,820 |
|
10.228 |
9.666 |
10.823 |
0.595 |
6 |
106,288 |
63 |
|
| long |
16/07/12 |
8/02/16 |
1302 |
|
|
|
Continental |
100 |
2,269 |
|
46.823 |
116.067 |
|
69.244 |
148 |
263,402 |
29 |
|
| short |
8/02/16 |
7/03/16 |
28 |
|
|
|
Leoni |
100 |
11,706 |
|
22.501 |
23.540 |
21.462 |
-1.039 |
-5 |
251,243 |
-46 |
|
| long |
7/03/16 |
8/10/18 |
945 |
|
|
|
Grammer |
100 |
9,708 |
|
25.878 |
40.009 |
|
14.131 |
55 |
388,426 |
18 |
|
| short |
8/10/18 |
23/09/19 |
350 |
|
|
|
Valeo |
100 |
13,812 |
|
28.121 |
25.499 |
31.012 |
2.891 |
10 |
428,361 |
11 |
|
| long |
23/09/19 |
7/10/19 |
14 |
|
|
|
Hyundai Mobis |
100 |
2,528,783 |
|
0.169 |
0.166 |
|
-0.004 |
-2 |
418,935 |
-44 |
|
| short |
7/10/19 |
21/10/19 |
14 |
|
|
|
STS |
100 |
103,904 |
|
4.032 |
3.820 |
4.255 |
0.223 |
6 |
442,155 |
308 |
|
| long |
21/10/19 |
24/02/20 |
126 |
|
|
|
Valeo |
100 |
15,813 |
|
27.960 |
21.221 |
|
-6.739 |
-24 |
335,584 |
-55 |
|
| short |
24/02/20 |
7/12/20 |
287 |
|
|
|
STS |
100 |
84,630 |
|
3.965 |
4.356 |
3.575 |
-0.390 |
-10 |
302,555 |
-12 |
|
| long |
7/12/20 |
7/03/22 |
455 |
|
|
|
Opmobility |
100 |
11,593 |
|
26.097 |
12.893 |
|
-13.204 |
-51 |
149,476 |
-43 |
|
| short |
7/03/22 |
12/09/22 |
189 |
|
|
|
Nokian Tyres |
100 |
12,854 |
|
11.628 |
9.988 |
13.538 |
1.910 |
16 |
174,025 |
34 |
|
| long |
12/09/22 |
19/09/22 |
7 |
|
|
|
Yokohama Rubber |
100 |
1,219,171 |
|
0.143 |
0.142 |
|
-0.001 |
-1 |
172,650 |
-34 |
|
| short |
19/09/22 |
6/02/23 |
140 |
|
|
|
Forvia |
100 |
13,210 |
|
13.069 |
16.788 |
9.349 |
-3.720 |
-28 |
123,514 |
-58 |
|
| long |
6/02/23 |
12/08/24 |
553 |
|
|
|
Autoliv |
100 |
1,667 |
|
74.052 |
74.643 |
|
0.591 |
1 |
124,499 |
1 |
|
| accum | 3/03/08 |
12/08/24 | 6740 |
days out of 7531 invested (89%) |
1,145 |
124,499 |
15 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Continental | long | 16/07/12 | 8/02/16 | 1302 | 46.82 | 116.07 | | 69.24 | 147.88 | | | 147.88 |
| Forvia | short | 3/03/08 | 7/09/09 | 553 | 26.33 | 8.56 | 80.93 | 54.61 | 207.41 | | | |
| | short | 14/11/11 | 30/01/12 | 77 | 14.95 | 15.53 | 14.36 | -0.58 | -3.90 | | | |
| | short | 4/06/12 | 16/07/12 | 42 | 10.23 | 9.67 | 10.82 | 0.59 | 5.82 | | | |
| | short | 19/09/22 | 6/02/23 | 140 | 13.07 | 16.79 | 9.35 | -3.72 | -28.46 | | | 123.64 |
| Opmobility | long | 7/09/09 | 14/11/11 | 798 | 1.42 | 5.32 | | 3.90 | 273.80 | | | |
| | long | 7/12/20 | 7/03/22 | 455 | 26.10 | 12.89 | | -13.20 | -50.60 | | | 84.67 |
| Grammer | long | 7/03/16 | 8/10/18 | 945 | 25.88 | 40.01 | | 14.13 | 54.61 | | | 54.61 |
| Nokian Tyres | short | 7/03/22 | 12/09/22 | 189 | 11.63 | 9.99 | 13.54 | 1.91 | 16.42 | | | 16.42 |
| Autoliv | long | 6/02/23 | 12/08/24 | 553 | 74.05 | 74.64 | | 0.59 | 0.80 | | | 0.80 |
| Yokohama Rubber | long | 12/09/22 | 19/09/22 | 7 | 0.14 | 0.14 | | -0.00 | -0.79 | | | -0.79 |
| Hyundai Mobis | long | 23/09/19 | 7/10/19 | 14 | 0.17 | 0.17 | | -0.00 | -2.20 | | | -2.20 |
| Leoni | short | 8/02/16 | 7/03/16 | 28 | 22.50 | 23.54 | 21.46 | -1.04 | -4.62 | | | -4.62 |
| STS | short | 7/10/19 | 21/10/19 | 14 | 4.03 | 3.82 | 4.26 | 0.22 | 5.54 | | | |
| | short | 24/02/20 | 7/12/20 | 287 | 3.97 | 4.36 | 3.58 | -0.39 | -9.84 | | | -4.85 |
| Bertrandt | long | 30/01/12 | 4/06/12 | 126 | 46.21 | 42.09 | | -4.12 | -8.91 | | | -8.91 |
| Valeo | short | 8/10/18 | 23/09/19 | 350 | 28.12 | 25.50 | 31.01 | 2.89 | 10.28 | | | |
| | long | 21/10/19 | 24/02/20 | 126 | 27.96 | 21.22 | | -6.74 | -24.10 | | | -16.30 |
Annotations
| 28/09/23 | Denso | | | stock split 1:4 (four for one) |
| 16/06/22 | Michelin | | | stock split 1:4 (four for one) |
| 4/04/22 | Hella | | | acquired by Faurecia |
| 16/09/21 | Continental | | | spin-off drive technology: one additional Vitesco for five Continental |
| 29/06/18 | Autoliv | | | spin-off of Veoneer |
| 22/06/18 | Pirelli | | | returns |
| 10/02/17 | Auto Suppliers | | | machine learning processed for all techniques |
| 6/06/16 | Valeo | | | stock split 1:3 (three for one) |
| 4/06/16 | Schaeffler | | | moves from SDAX to MDAX (2016-06-20) |
| 21/12/15 | Schaeffler | | | entry (SDAX) |
| 2/11/15 | Pirelli | | | drops out due to acquisition by CNCC |
| 13/03/15 | Auto Suppliers | | | first full analysis, Best Long and Short do not cooperate, so the Alternating seems to be the best way. |
| 19/01/15 | Hella | | | entry |
|
