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

Assessment - Iron and Steel - 12/27/21 - RS = 21

historical assessment - show freshest

								⇓instrument	freshest		⇓ Δday	12/27/21	⇓ Δwk	8/02/21	prc diff	⇓ Δ21	Curr	∅-RS
						S		SOM Iron and Steel	271.570	14:22	-0.33	311.168		315.088	-3.920	-1.24	USD	7.01
						L		Ternium Argentina	151.500	Fri		130.000		84.500	45.500	53.85	ARS	89.86
						S		ArcelorMittal	24.120	Mon	-1.41	28.670		28.880	-0.210	-0.73	EUR	16.79
						S		Salzgitter	24.500	Mon	-4.22	31.080		32.240	-1.160	-3.60	EUR	16.15
						S		Outokumpu	4.235	Mon	-0.70	5.520		5.876	-0.356	-6.06	EUR	13.25
								Tata Steel	113.000	10:00	0.31	112.180		141.005	-28.825	-20.44	INR	12.12
								Aperam	30.530	Mon	-0.75	47.120		52.440	-5.320	-10.14	EUR	8.82
								Tenaris	13.135	Mon	-0.23	9.228		8.648	0.580	6.71	EUR	6.28
						S		Acerinox	9.478	Mon	-1.21	11.305		11.090	0.215	1.94	EUR	5.30
								Pacific Metals	2,463.000	06:15	-2.38	2,102.000		1,756.000	346.000	19.70	JPY	4.82
						L		Citic Pacific	8.310	08:08	-1.42	7.770		8.380	-0.610	-7.28	HKD	2.79
								Nippon Steel	2,117.000	06:15	-0.40	1,854.000		1,996.500	-142.500	-7.14	JPY	1.88
						S		thyssenkrupp	5.854	Mon	-0.48	9.556		8.350	1.206	14.44	EUR	0.24
						S		voestalpine	22.160	14:22	1.93	32.420		37.560	-5.140	-13.68	EUR	-4.54
								Hyundai Steel	34,050.000	06:30	-2.99	41,950.000		53,400.000	-11,450.000	-21.44	KRW	-10.56
								Posco	258,000.000	06:30	-0.58	281,500.000		360,000.000	-78,500.000	-21.81	KRW	-10.71
								Kobe Steel	603.000	06:15		564.000		754.000	-190.000	-25.20	JPY	-15.33
								Vallourec	9.360	Mon	-0.95	8.720		7.955	0.765	9.62	EUR	-23.53
Iron and Steel - 17 out of 17 instruments rated - 12/27/21 / 8/02/21 - 6 did rise, Market-Ratio(21) = 35.29 %

Technical Chart

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

1/01/18	scale up chart	8/15/22

Transactions Iron and Steel * A21 - 85/20 (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		1/30/06	28				- cash -
long	1/30/06	1/28/08	728				Salzgitter	100	172	EUR	58.030	94.450		36.420	63	16,264	28
short	1/28/08	4/20/09	448				Pacific Metals	100	191	JPY	84.800	64.600	111.316	26.516	31	21,329	25
long	4/20/09	8/16/10	483				Pacific Metals	100	330	JPY	64.600	58.500		-6.100	-9	19,316	-7
short	8/16/10	10/18/10	63				Salzgitter	100	381	EUR	50.650	53.990	47.310	-3.340	-7	18,043	-33
long	10/18/10	6/06/11	231				Severstal	100	1,686	EUR	10.700	12.990		2.290	21	21,904	36
short	6/06/11	2/20/12	259				Outokumpu	100	953	EUR	22.970	13.020	40.524	17.554	76	38,633	123
long	2/20/12	5/21/12	91				Tenaris	100	2,471	EUR	15.630	12.950		-2.680	-17	32,011	-53
short	5/21/12	11/18/13	546				Outokumpu	100	4,206	EUR	7.610	3.370	17.185	9.575	126	72,282	72
long	11/18/13	8/24/15	644				Ternium Argentina	100	23,019	ARS	3.140	5.480		2.340	75	126,146	37
short	8/24/15	7/11/16	322				Vallourec	100	290	EUR	434.800	126.400	1,495.657	1,060.857	244	433,795	306
long	7/11/16	6/18/18	707				Outokumpu	100	101,353	EUR	4.280	5.320		1.040	24	539,202	12
short	6/18/18	1/13/20	574				Outokumpu	100	101,353	EUR	5.320	2.819	10.040	4.720	89	1,017,578	50
long	1/13/20	3/09/20	56				Ternium Argentina	100	41,533	ARS	24.500	17.850		-6.650	-27	741,383	-87
short	3/09/20	8/10/20	154				Vallourec	100	17,074	EUR	43.420	29.730	63.414	19.994	46	1,082,759	145
long	8/10/20	10/04/21	420				Ternium Argentina	100	25,810	ARS	41.950	92.700		50.750	121	2,392,617	99
short	10/04/21	8/15/22	315				Vallourec	100	312,964	EUR	7.645	9.360	5.930	-1.715	-22	1,855,883	-25
accum	1/30/06	8/15/22	6042	days out of 6070 invested (100%)										18,459		1,855,883	37

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	22.97	13.02	40.52	17.55	76.42
	short	5/21/12	11/18/13	546	7.61	3.37	17.18	9.57	125.82
	long	7/11/16	6/18/18	707	4.28	5.32		1.04	24.30
	short	6/18/18	1/13/20	574	5.32	2.82	10.04	4.72	88.72			834.52
Vallourec	short	8/24/15	7/11/16	322	434.80	126.40	1,495.66	1,060.86	243.99
	short	3/09/20	8/10/20	154	43.42	29.73	63.41	19.99	46.05
	short	10/04/21	8/15/22	315	7.65	9.36	5.93	-1.72	-22.43			289.69
Ternium Argentina	long	11/18/13	8/24/15	644	3.14	5.48		2.34	74.52
	long	1/13/20	3/09/20	56	24.50	17.85		-6.65	-27.14
	long	8/10/20	10/04/21	420	41.95	92.70		50.75	120.98			180.98
Salzgitter	long	1/30/06	1/28/08	728	58.03	94.45		36.42	62.76
	short	8/16/10	10/18/10	63	50.65	53.99	47.31	-3.34	-6.59			52.03
Severstal	long	10/18/10	6/06/11	231	10.70	12.99		2.29	21.40			21.40
Pacific Metals	short	1/28/08	4/20/09	448	84.80	64.60	111.32	26.52	31.27
	long	4/20/09	8/16/10	483	64.60	58.50		-6.10	-9.44			18.87
Tenaris	long	2/20/12	5/21/12	91	15.63	12.95		-2.68	-17.15			-17.15

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