Share-o-matic - Assessment Iron and Steel - best alternating

Assessment - Iron and Steel in Pound sterling - 8/02/21 - RS = 21

historical assessment - show freshest

								⇓instrument	freshest		⇓ Δday	8/02/21	Δwk	3/08/21	prc diff	⇓ Δ21		⇓∅-RS
						S		SOM Iron and Steel	239.707	8/12/24	-0.18	226.692		201.682	25.010	12.40		33.76
								Ternium Argentina	6.589	8/12/24	-2.32	0.628		0.366	0.263	71.87		42.07
								Kobe Steel	10.735	8/09/24	1.62	4.967		4.924	0.043	0.87		28.47
								Vallourec	11.421	8/12/24	-0.59	6.796		28.729	-21.933	-76.35		-58.25
								Nippon Steel	20.877	8/09/24	1.83	13.153		11.667	1.485	12.73		34.40
						S		Tenaris	10.960	8/12/24	0.71	7.388		8.325	-0.937	-11.26		25.12
						L		JSW Steel	8.877	8/12/24	1.35	7.226		4.016	3.210	79.94		78.98
						L		Tata Steel	1.472	8/12/24	0.16	1.365		0.726	0.639	87.97		117.53
						S		Vulcan Steel	3.524	8/12/24	0.14							-na-
						S		Posco Holdings	204.855	8/12/24	0.61	225.184		203.864	21.320	10.46		29.70
						S		Bluescope Steel	10.898	8/12/24	-0.44	12.748		9.966	2.782	27.91		34.73
								Citic Pacific	0.657	8/12/24		0.776		0.620	0.156	25.10		19.96
						S		Acerinox	7.821	8/12/24	0.05	9.474		8.561	0.913	10.66		18.40
								Pacific Metals	8.834	8/09/24	5.59	11.568		13.937	-2.369	-17.00		-12.60
								ArcelorMittal	17.188	8/12/24	0.30	24.671		17.899	6.772	37.84		64.13
								voestalpine	18.862	8/12/24	-0.18	32.086		30.211	1.875	6.21		25.41
								Outokumpu	2.770	8/12/24	0.31	5.020		3.594	1.425	39.66		70.43
						S		Aperam	21.408	8/12/24	-0.63	44.797		30.751	14.047	45.68		51.30
						S		Salzgitter	13.010	8/12/24	-1.23	27.541		21.951	5.590	25.47		60.45
								thyssenkrupp	2.836	8/12/24	-1.63	7.133		10.239	-3.106	-30.33		8.43
Iron and Steel - 18 out of 19 instruments rated - 8/02/21 / 3/08/21 - 14 did rise, Market-Ratio(21) in GBP = 77.78 %

Technical Chart

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

1/03/22	scale up chart	7/01/24

Transactions Iron and Steel in Pound sterling * 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
1/02/06		1/30/06	28				- cash -
long	1/30/06	1/28/08	728				Salzgitter	100	251		39.704	69.921		30.217	76	17,585	33
short	1/28/08	4/20/09	448				Pacific Metals	100	43,890		0.401	0.440	0.361	-0.040	-10	15,844	-8
long	4/20/09	8/16/10	483				Pacific Metals	100	35,989		0.440	0.435		-0.005	-1	15,668	-1
short	8/16/10	10/18/10	63				Salzgitter	100	378		41.432	47.203	35.660	-5.772	-14	13,486	-58
long	10/18/10	6/06/11	231				Severstal	100	1,441		9.355	11.574		2.219	24	16,684	40
short	6/06/11	2/20/12	259				Outokumpu	100	815		20.466	10.812	38.742	18.275	89	31,578	146
long	2/20/12	5/21/12	91				Tenaris	100	2,432		12.979	10.458		-2.521	-19	25,448	-58
short	5/21/12	11/18/13	546				Outokumpu	100	4,140		6.146	2.826	13.367	7.221	117	55,342	68
long	11/18/13	8/24/15	644				Ternium Argentina	100	170,360		0.325	0.375		0.050	15	63,834	8
short	8/24/15	7/11/16	322				Vallourec	100	199		319.969	107.566	951.788	631.818	197	189,566	244
long	7/11/16	6/18/18	707				Outokumpu	100	52,045		3.642	4.665		1.023	28	242,784	14
short	6/18/18	1/13/20	574				Outokumpu	100	52,045		4.665	2.398	9.076	4.411	95	472,343	53
long	1/13/20	3/09/20	56				Ternium Argentina	100	1,517,432		0.311	0.217		-0.094	-30	330,022	-90
short	3/09/20	8/10/20	154				Vallourec	100	8,699		37.935	26.702	53.894	15.959	42	468,848	130
long	8/10/20	10/04/21	420				Ternium Argentina	100	1,066,588		0.440	0.689		0.249	57	734,657	48
short	10/04/21	12/12/22	434				Vallourec	100	112,564		6.527	8.940	4.113	-2.413	-37	463,025	-32
long	12/12/22	7/01/24	567				Ternium Argentina	100	524,795		0.882	0.880		-0.002	0	461,841	0
short	7/01/24	8/12/24	42				thyssenkrupp	100	132,988		3.473	2.817	4.281	0.809	23	569,377	517
accum	1/30/06	8/12/24	7496	days out of 7524 invested (100%)										5,594		569,377	22

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	2/20/12	259	20.47	10.81	38.74	18.28	89.30
	short	5/21/12	11/18/13	546	6.15	2.83	13.37	7.22	117.49
	long	7/11/16	6/18/18	707	3.64	4.66		1.02	28.07
	short	6/18/18	1/13/20	574	4.66	2.40	9.08	4.41	94.55			925.86
Vallourec	short	8/24/15	7/11/16	322	319.97	107.57	951.79	631.82	197.46
	short	3/09/20	8/10/20	154	37.94	26.70	53.89	15.96	42.07
	short	10/04/21	12/12/22	434	6.53	8.94	4.11	-2.41	-36.97			166.35
Salzgitter	long	1/30/06	1/28/08	728	39.70	69.92		30.22	76.11
	short	8/16/10	10/18/10	63	41.43	47.20	35.66	-5.77	-13.93			51.57
Ternium Argentina	long	11/18/13	8/24/15	644	0.32	0.37		0.05	15.34
	long	1/13/20	3/09/20	56	0.31	0.22		-0.09	-30.13
	long	8/10/20	10/04/21	420	0.44	0.69		0.25	56.69
	long	12/12/22	7/01/24	567	0.88	0.88		-0.00	-0.26			25.96
Severstal	long	10/18/10	6/06/11	231	9.36	11.57		2.22	23.72			23.72
thyssenkrupp	short	7/01/24	8/12/24	42	3.47	2.82	4.28	0.81	23.28			23.28
Pacific Metals	short	1/28/08	4/20/09	448	0.40	0.44	0.36	-0.04	-9.90
	long	4/20/09	8/16/10	483	0.44	0.44		-0.00	-1.12			-10.90
Tenaris	long	2/20/12	5/21/12	91	12.98	10.46		-2.52	-19.42			-19.42

Annotations

7/28/22	Tata Steel			stock split 1:10 (ten for one)
5/25/20	Vallourec			reverse split 40:1 (one for fourty)
5/18/17	ArcelorMittal			reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
3/15/15	Iron and Steel			first complete analysis