| |
| |
Assessment - Automotive Suppliers - 5/24/21 - RS = 49
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/24/21 |
⇓ Δwk |
6/15/20 |
prc diff |
⇓ Δ49 |
Curr |
∅-RS |
| | |
|
|
|
L |
|
SOM Auto Suppliers |
287.066 |
Fri |
-0.80 |
371.595 |
|
239.075 |
132.520 |
55.43 |
USD |
28.01 |
| | |
|
|
|
L |
|
Xinyi Glass |
7.820 |
Fri |
-0.76 |
28.200 |
|
9.300 |
18.900 |
203.23 |
HKD |
80.30 |
| | |
|
|
|
S |
|
Magna |
66.450 |
Fri |
0.88 |
117.470 |
|
59.990 |
57.480 |
95.82 |
CAD |
49.87 |
| | |
|
|
|
L |
|
Denso |
2,819.500 |
Fri |
-1.95 |
1,846.750 |
|
975.750 |
871.000 |
89.26 |
JPY |
41.26 |
| | |
|
|
|
S |
|
Cdn Tire |
132.260 |
Fri |
2.08 |
207.430 |
|
119.730 |
87.700 |
73.25 |
CAD |
38.41 |
| | |
|
|
|
L |
|
Yokohama Rubber |
3,936.000 |
Fri |
-1.11 |
2,237.000 |
|
1,521.000 |
716.000 |
47.07 |
JPY |
34.26 |
| | |
|
|
|
L |
|
GS Yuasa |
2,905.500 |
Fri |
-2.58 |
3,015.000 |
|
1,731.000 |
1,284.000 |
74.18 |
JPY |
32.27 |
| | |
|
|
|
L |
|
Bridgestone |
6,692.000 |
Fri |
-0.28 |
4,769.000 |
|
3,468.000 |
1,301.000 |
37.51 |
JPY |
28.34 |
| | |
|
|
|
|
|
Hella |
82.700 |
Fri |
-0.48 |
55.320 |
|
35.780 |
19.540 |
54.61 |
EUR |
24.91 |
| | |
|
|
|
L |
|
Nokian Tyres |
9.078 |
Fri |
0.42 |
32.140 |
|
20.460 |
11.680 |
57.09 |
EUR |
23.62 |
| | |
|
|
|
L |
|
Autoliv |
1,257.000 |
Fri |
-0.43 |
865.000 |
|
586.600 |
278.400 |
47.46 |
SEK |
21.76 |
| | |
|
|
|
L |
|
Michelin |
35.320 |
Fri |
0.91 |
31.075 |
|
22.405 |
8.670 |
38.70 |
EUR |
19.51 |
| | |
|
|
|
L |
|
Plastic Omnium |
11.900 |
Fri |
-1.08 |
27.520 |
|
17.880 |
9.640 |
53.91 |
EUR |
15.36 |
| | |
|
|
|
S |
|
Continental |
62.360 |
Fri |
-1.80 |
97.583 |
|
73.117 |
24.467 |
33.46 |
EUR |
14.03 |
| | |
|
|
|
L |
|
Hyundai Mobis |
234,500.000 |
Fri |
-0.21 |
279,000.000 |
|
187,000.000 |
92,000.000 |
49.20 |
KRW |
12.40 |
| | |
|
|
|
|
|
Pirelli |
5.816 |
Fri |
-0.92 |
4.695 |
|
3.921 |
0.774 |
19.74 |
EUR |
12.34 |
| | |
|
|
|
L |
|
Schaeffler |
6.170 |
Fri |
-0.64 |
7.310 |
|
6.660 |
0.650 |
9.76 |
EUR |
12.22 |
| | |
|
|
|
|
|
Forvia |
14.235 |
Fri |
-2.57 |
43.760 |
|
32.740 |
11.020 |
33.66 |
EUR |
11.03 |
| | |
|
|
|
L |
|
Valeo |
12.260 |
Fri |
-1.13 |
25.830 |
|
22.870 |
2.960 |
12.94 |
EUR |
-5.50 |
| | |
|
|
|
L |
|
KATEK |
15.100 |
Fri |
-0.33 |
25.200 |
|
|
|
|
EUR |
-na- |
| | |
|
|
|
S |
|
LG Energy Solution |
367,000.000 |
Fri |
-2.65 |
|
|
|
|
|
KRW |
-na- |
| | |
|
|
|
S |
|
Vitesco Technologies |
65.050 |
Fri |
0.85 |
|
|
|
|
|
EUR |
-na- |
Auto Suppliers - 18 out of 21 instruments rated - 5/24/21 / 6/15/20 - 18 did rise, Market-Ratio(49) = 100.00 % |
Technical Chart
Transactions Automotive Suppliers * A49 - 33/17 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | 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 |
289 |
EUR |
34.500 |
9.820 |
121.207 |
86.707 |
251 |
35,058 |
129 |
|
long |
9/07/09 |
11/14/11 |
798 |
|
|
|
Plastic Omnium |
100 |
21,468 |
EUR |
1.633 |
6.219 |
|
4.586 |
281 |
133,510 |
84 |
|
short |
11/14/11 |
1/30/12 |
77 |
|
|
|
Forvia |
100 |
7,646 |
EUR |
17.460 |
18.475 |
16.445 |
-1.015 |
-6 |
125,750 |
-25 |
|
long |
1/30/12 |
6/04/12 |
126 |
|
|
|
Bertrandt |
100 |
2,287 |
EUR |
54.980 |
52.020 |
|
-2.960 |
-5 |
118,980 |
-15 |
|
short |
6/04/12 |
7/16/12 |
42 |
|
|
|
Forvia |
100 |
9,412 |
EUR |
12.640 |
12.290 |
13.000 |
0.360 |
3 |
122,369 |
28 |
|
long |
7/16/12 |
2/08/16 |
1302 |
|
|
|
Continental |
100 |
2,055 |
EUR |
59.533 |
149.667 |
|
90.134 |
151 |
307,593 |
29 |
|
short |
2/08/16 |
3/07/16 |
28 |
|
|
|
Leoni |
100 |
10,601 |
EUR |
29.015 |
30.500 |
27.530 |
-1.485 |
-5 |
291,851 |
-50 |
|
long |
3/07/16 |
10/08/18 |
945 |
|
|
|
Grammer |
100 |
8,704 |
EUR |
33.530 |
45.600 |
|
12.070 |
36 |
396,908 |
13 |
|
short |
10/08/18 |
9/23/19 |
350 |
|
|
|
Valeo |
100 |
12,384 |
EUR |
32.050 |
28.840 |
35.617 |
3.567 |
11 |
441,086 |
12 |
|
long |
9/23/19 |
10/07/19 |
14 |
|
|
|
Hyundai Mobis |
100 |
1,753 |
KRW |
251.500 |
244.000 |
|
-7.500 |
-3 |
427,938 |
-55 |
|
short |
10/07/19 |
10/21/19 |
14 |
|
|
|
STS |
100 |
94,676 |
EUR |
4.520 |
4.450 |
4.591 |
0.071 |
2 |
434,670 |
50 |
|
long |
10/21/19 |
2/24/20 |
126 |
|
|
|
Valeo |
100 |
13,345 |
EUR |
32.570 |
25.260 |
|
-7.310 |
-22 |
337,118 |
-52 |
|
short |
2/24/20 |
12/07/20 |
287 |
|
|
|
STS |
100 |
71,423 |
EUR |
4.720 |
4.790 |
4.650 |
-0.070 |
-1 |
332,118 |
-2 |
|
long |
12/07/20 |
3/07/22 |
455 |
|
|
|
Plastic Omnium |
100 |
11,572 |
EUR |
28.700 |
15.550 |
|
-13.150 |
-46 |
179,946 |
-39 |
|
short |
3/07/22 |
9/12/22 |
189 |
|
|
|
Nokian Tyres |
100 |
12,830 |
EUR |
14.025 |
11.530 |
17.060 |
3.035 |
22 |
218,884 |
46 |
|
long |
9/12/22 |
9/19/22 |
7 |
|
|
|
Yokohama Rubber |
100 |
9,208 |
JPY |
23.770 |
23.160 |
|
-0.610 |
-3 |
213,267 |
-74 |
|
short |
9/19/22 |
2/06/23 |
140 |
|
|
|
Forvia |
100 |
14,308 |
EUR |
14.905 |
18.825 |
10.985 |
-3.920 |
-26 |
157,180 |
-55 |
|
long |
2/06/23 |
4/19/24 |
438 |
|
|
|
Autoliv |
100 |
165 |
SEK |
947.200 |
1,257.000 |
|
309.800 |
33 |
208,297 |
27 |
|
accum | 3/03/08 |
4/19/24 | 5892 |
days out of 6683 invested (88%) |
1,983 |
208,297 |
21 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Continental | long | 7/16/12 | 2/08/16 | 1302 | 59.53 | 149.67 | | 90.13 | 151.40 | | | 151.40 |
Forvia | short | 3/03/08 | 9/07/09 | 553 | 34.50 | 9.82 | 121.21 | 86.71 | 251.32 | | | |
| short | 11/14/11 | 1/30/12 | 77 | 17.46 | 18.48 | 16.45 | -1.02 | -5.81 | | | |
| short | 6/04/12 | 7/16/12 | 42 | 12.64 | 12.29 | 13.00 | 0.36 | 2.85 | | | |
| short | 9/19/22 | 2/06/23 | 140 | 14.91 | 18.83 | 10.99 | -3.92 | -26.30 | | | 150.82 |
Plastic Omnium | long | 9/07/09 | 11/14/11 | 798 | 1.63 | 6.22 | | 4.59 | 280.83 | | | |
| long | 12/07/20 | 3/07/22 | 455 | 28.70 | 15.55 | | -13.15 | -45.82 | | | 106.34 |
Grammer | long | 3/07/16 | 10/08/18 | 945 | 33.53 | 45.60 | | 12.07 | 36.00 | | | 36.00 |
Autoliv | long | 2/06/23 | 4/19/24 | 438 | 947.20 | 1,257.00 | | 309.80 | 32.71 | | | 32.71 |
Nokian Tyres | short | 3/07/22 | 9/12/22 | 189 | 14.03 | 11.53 | 17.06 | 3.03 | 21.64 | | | 21.64 |
STS | short | 10/07/19 | 10/21/19 | 14 | 4.52 | 4.45 | 4.59 | 0.07 | 1.57 | | | |
| short | 2/24/20 | 12/07/20 | 287 | 4.72 | 4.79 | 4.65 | -0.07 | -1.48 | | | 0.07 |
Yokohama Rubber | long | 9/12/22 | 9/19/22 | 7 | 23.77 | 23.16 | | -0.61 | -2.57 | | | -2.57 |
Hyundai Mobis | long | 9/23/19 | 10/07/19 | 14 | 251.50 | 244.00 | | -7.50 | -2.98 | | | -2.98 |
Leoni | short | 2/08/16 | 3/07/16 | 28 | 29.02 | 30.50 | 27.53 | -1.49 | -5.12 | | | -5.12 |
Bertrandt | long | 1/30/12 | 6/04/12 | 126 | 54.98 | 52.02 | | -2.96 | -5.38 | | | -5.38 |
Valeo | short | 10/08/18 | 9/23/19 | 350 | 32.05 | 28.84 | 35.62 | 3.57 | 11.13 | | | |
| long | 10/21/19 | 2/24/20 | 126 | 32.57 | 25.26 | | -7.31 | -22.44 | | | -13.81 |
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 |
|
|