Share-o-matic - Assessment Iron and Steel

Assessment - Iron and Steel in Dollar - 5/04/21 - RS = 21

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	5/04/21	⇓ Δwk	9/11/20	prc diff	⇓ Δ21	∅-RS
	S	SOM Iron and Steel	333.178	12/08/24	-0.18	297.288		181.881	115.407	63.45	59.10
	L	Tata Steel	2.074	12/08/24	0.16	1.183		0.591	0.592	100.17	111.51
		ArcelorMittal	23.774	12/08/24	0.30	28.808		16.034	12.773	79.66	103.47
	L	JSW Steel	12.511	12/08/24	1.35	7.058		4.493	2.565	57.08	101.43
		Outokumpu	3.831	12/08/24	0.31	5.967		2.908	3.059	105.16	89.99
		thyssenkrupp	3.923	12/08/24	-1.63	13.482		5.634	7.848	139.31	81.18
	S	Salzgitter	17.996	12/08/24	-1.23	31.644		16.133	15.511	96.15	81.57
		Nippon Steel	28.780	9/08/24	1.83	16.987		10.420	6.567	63.03	59.36
	S	Tenaris	15.160	12/08/24	0.71	11.419		6.519	4.900	75.16	66.75
		Kobe Steel	14.799	9/08/24	1.62	6.612		4.354	2.258	51.85	56.92
	S	Posco Holdings	291.684	12/08/24	0.61	297.919		209.750	88.168	42.03	61.85
		voestalpine	26.090	12/08/24	-0.18	42.278		29.818	12.460	41.79	55.89
	S	Bluescope Steel	15.743	12/08/24	-0.44	15.330		11.585	3.745	32.32	59.80
	S	Aperam	29.611	12/08/24	-0.63	47.040		33.932	13.108	38.63	47.81
	S	Acerinox	10.818	12/08/24	0.05	13.039		9.281	3.758	40.49	43.92
		Ternium Argentina	9.609	12/08/24	-2.32	0.550		0.676	-0.126	-18.66	4.72
		Pacific Metals	12.179	9/08/24	5.59	20.207		15.651	4.555	29.11	18.08
		Citic Pacific	0.913	12/08/24		0.948		0.790	0.158	20.05	10.87
		Vallourec	15.798	12/08/24	-0.59	34.149		16.883	17.265	102.26	10.92
	S	Vulcan Steel	4.960	12/08/24	0.14						-na-
Iron and Steel - 18 out of 19 instruments rated - 5/04/21 / 9/11/20 - 17 did rise, Market-Ratio(21) in USD = 94.44 %

Technical Chart

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

3/01/22	scale up chart	1/07/24

Transactions Iron and Steel in Dollar * 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
2/01/06		30/01/06	28		- cash -
long	30/01/06	28/01/08	728		Salzgitter	100	142	70.187	138.662		68.475	98	19,723	41
short	28/01/08	20/04/09	448		Pacific Metals	100	24,824	0.795	0.651	0.969	0.174	22	24,054	18
long	20/04/09	16/08/10	483		Pacific Metals	100	36,924	0.651	0.679		0.027	4	25,066	3
short	16/08/10	18/10/10	63		Salzgitter	100	387	64.604	75.473	53.736	-10.869	-17	20,859	-66
long	18/10/10	6/06/11	231		Severstal	100	1,394	14.958	19.010		4.052	27	26,508	46
short	6/06/11	20/02/12	259		Outokumpu	100	788	33.614	17.124	65.985	32.371	96	52,016	159
long	20/02/12	21/05/12	91		Tenaris	100	2,530	20.557	16.540		-4.017	-20	41,854	-58
short	21/05/12	18/11/13	546		Outokumpu	100	4,306	9.719	4.552	20.755	11.036	114	89,374	66
long	18/11/13	24/08/15	644		Ternium Argentina	100	170,803	0.523	0.591		0.068	13	100,970	7
short	24/08/15	11/07/16	322		Vallourec	100	200	504.803	139.748	1,823.469	1,318.666	261	364,703	329
long	11/07/16	18/06/18	707		Outokumpu	100	77,072	4.732	6.180		1.448	31	476,329	15
short	18/06/18	13/01/20	574		Outokumpu	100	77,072	6.180	3.156	12.102	5.922	96	932,757	53
long	13/01/20	9/03/20	56		Ternium Argentina	100	2,276,509	0.410	0.285		-0.124	-30	649,809	-91
short	9/03/20	10/08/20	154		Vallourec	100	13,051	49.788	34.948	70.930	21.142	42	925,736	131
long	10/08/20	4/10/21	420		Ternium Argentina	100	1,609,082	0.575	0.938		0.362	63	1,508,899	53
short	4/10/21	12/12/22	434		Vallourec	100	169,817	8.885	10.985	6.786	-2.100	-24	1,152,317	-20
long	12/12/22	1/07/24	567		Ternium Argentina	100	1,062,842	1.084	1.113		0.028	3	1,182,445	2
short	1/07/24	12/08/24	42		thyssenkrupp	100	269,335	4.390	3.561	5.412	1.022	23	1,457,750	517
accum	30/01/06	12/08/24	7467	days out of 7495 invested (100%)							14,477		1,457,750	28

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	33.61	17.12	65.99	32.37	96.30
	short	21/05/12	18/11/13	546	9.72	4.55	20.76	11.04	113.54
	long	11/07/16	18/06/18	707	4.73	6.18		1.45	30.61
	short	18/06/18	13/01/20	574	6.18	3.16	12.10	5.92	95.82	972.11
Vallourec	short	24/08/15	11/07/16	322	504.80	139.75	1,823.47	1,318.67	261.22
	short	9/03/20	10/08/20	154	49.79	34.95	70.93	21.14	42.46
	short	4/10/21	12/12/22	434	8.89	10.99	6.79	-2.10	-23.63	293.00
Salzgitter	long	30/01/06	28/01/08	728	70.19	138.66		68.47	97.56
	short	16/08/10	18/10/10	63	64.60	75.47	53.74	-10.87	-16.82	64.32
Ternium Argentina	long	18/11/13	24/08/15	644	0.52	0.59		0.07	12.97
	long	13/01/20	9/03/20	56	0.41	0.29		-0.12	-30.33
	long	10/08/20	4/10/21	420	0.58	0.94		0.36	62.99
	long	12/12/22	1/07/24	567	1.08	1.11		0.03	2.61	31.64
Severstal	long	18/10/10	6/06/11	231	14.96	19.01		4.05	27.09	27.09
Pacific Metals	short	28/01/08	20/04/09	448	0.79	0.65	0.97	0.17	21.96
	long	20/04/09	16/08/10	483	0.65	0.68		0.03	4.20	27.09
thyssenkrupp	short	1/07/24	12/08/24	42	4.39	3.56	5.41	1.02	23.28	23.28
Tenaris	long	20/02/12	21/05/12	91	20.56	16.54		-4.02	-19.54	-19.54

Annotations

28/07/22	Tata Steel	stock split 1:10 (ten for one)
25/05/20	Vallourec	reverse split 40:1 (one for fourty)
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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