| |
| |
Assessment - Automotive Producers - 3/28/22 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/28/22 |
⇓ Δwk |
12/27/21 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
SOM Auto Makers |
600.679 |
14:28 |
0.32 |
552.448 |
|
593.087 |
-40.639 |
-6.85 |
USD |
-5.15 |
| |  |
 |
 |
 |
|
 |
Tesla Motors |
914.535 |
14:28 |
-1.45 |
1,091.840 |
|
1,093.940 |
-2.100 |
-0.19 |
USD |
39.09 |
| |  |
 |
 |
 |
L |
 |
Tata Motors |
489.850 |
10:00 |
2.58 |
432.700 |
|
471.150 |
-38.450 |
-8.16 |
INR |
17.44 |
| |  |
 |
 |
 |
|
 |
Toyota |
2,121.000 |
06:15 |
-0.54 |
2,202.000 |
|
2,108.000 |
94.000 |
4.46 |
JPY |
12.26 |
| |  |
 |
 |
 |
|
 |
Isuzu Motors |
1,542.000 |
06:15 |
-1.97 |
1,594.000 |
|
1,458.000 |
136.000 |
9.33 |
JPY |
11.79 |
| |  |
 |
 |
 |
L |
 |
Ford Motor |
16.375 |
14:15 |
0.34 |
16.670 |
|
20.800 |
-4.130 |
-19.86 |
USD |
8.53 |
| |  |
 |
 |
 |
L |
 |
Mitsubishi Motors |
514.000 |
06:15 |
-0.77 |
332.000 |
|
322.000 |
10.000 |
3.11 |
JPY |
6.15 |
| |  |
 |
 |
 |
L |
 |
Ferrari |
209.000 |
Mon |
-0.19 |
195.750 |
|
226.400 |
-30.650 |
-13.54 |
EUR |
3.11 |
| |  |
 |
 |
 |
L |
 |
Honda Motor |
3,598.000 |
06:15 |
-0.85 |
3,483.000 |
|
3,191.000 |
292.000 |
9.15 |
JPY |
3.10 |
| |  |
 |
 |
 |
L |
 |
Maruti Suzuki |
9,003.700 |
10:00 |
3.50 |
7,477.350 |
|
7,289.500 |
187.850 |
2.58 |
INR |
2.54 |
| |  |
 |
 |
 |
L |
 |
Paccar |
94.370 |
14:26 |
0.50 |
89.300 |
|
85.800 |
3.500 |
4.08 |
USD |
1.28 |
| |  |
 |
 |
 |
L |
 |
Bajaj Auto |
4,091.150 |
09:59 |
1.32 |
3,687.750 |
|
3,154.100 |
533.650 |
16.92 |
INR |
0.44 |
| |  |
 |
 |
 |
|
 |
Porsche |
70.840 |
08:12 |
1.29 |
84.240 |
|
84.440 |
-0.200 |
-0.24 |
EUR |
-2.69 |
| |  |
 |
 |
 |
L |
 |
Mazda Motor |
1,227.000 |
06:15 |
-1.84 |
912.000 |
|
889.000 |
23.000 |
2.59 |
JPY |
-2.88 |
| |  |
 |
 |
 |
L |
 |
Mahindra & Mahindra |
1,288.300 |
10:00 |
2.29 |
769.250 |
|
818.550 |
-49.300 |
-6.02 |
INR |
-4.57 |
| |  |
 |
 |
 |
L |
 |
Nissan Motor |
527.700 |
06:15 |
-1.31 |
540.100 |
|
552.700 |
-12.600 |
-2.28 |
JPY |
-5.05 |
| |  |
 |
 |
 |
L |
 |
Eicher Motors |
3,338.050 |
09:59 |
3.98 |
2,380.000 |
|
2,438.950 |
-58.950 |
-2.42 |
INR |
-8.23 |
| |  |
 |
 |
 |
L |
 |
BMW |
79.120 |
08:11 |
1.28 |
78.240 |
|
90.000 |
-11.760 |
-13.07 |
EUR |
-9.51 |
| |  |
 |
 |
 |
L |
 |
Suzuki Motor |
4,852.000 |
06:15 |
-0.10 |
4,207.000 |
|
4,395.000 |
-188.000 |
-4.28 |
JPY |
-10.01 |
| |  |
 |
 |
 |
L |
 |
Stellantis |
14.832 |
Mon |
0.99 |
14.450 |
|
16.832 |
-2.382 |
-14.15 |
EUR |
-11.07 |
| |  |
 |
 |
 |
L |
 |
Volvo |
183.400 |
08:16 |
1.17 |
179.800 |
|
208.800 |
-29.000 |
-13.89 |
SEK |
-11.67 |
| |  |
 |
 |
 |
L |
 |
Kia Motor |
82,000.000 |
06:30 |
-0.49 |
71,400.000 |
|
84,800.000 |
-13,400.000 |
-15.80 |
KRW |
-13.53 |
| |  |
 |
 |
 |
|
 |
Mercedes-Benz |
61.330 |
08:13 |
1.27 |
63.910 |
|
69.890 |
-5.980 |
-8.56 |
EUR |
-13.95 |
| |  |
 |
 |
 |
|
 |
SAIC Motor Corp |
16.380 |
07:00 |
0.24 |
16.970 |
|
20.810 |
-3.840 |
-18.45 |
CNY |
-15.01 |
| |  |
 |
 |
 |
L |
 |
Hyundai Motor |
197,500.000 |
06:30 |
0.77 |
174,500.000 |
|
213,500.000 |
-39,000.000 |
-18.27 |
KRW |
-16.64 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/28/22 |
⇓ Δwk |
12/27/21 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
General Motors |
39.000 |
14:15 |
-1.02 |
44.220 |
|
57.430 |
-13.210 |
-23.00 |
USD |
-19.26 |
| |  |
 |
 |
 |
L |
 |
Volkswagen |
150.700 |
08:14 |
0.45 |
151.740 |
|
178.420 |
-26.680 |
-14.95 |
EUR |
-21.96 |
| |  |
 |
 |
 |
L |
 |
Traton |
15.320 |
Mon |
-1.35 |
17.580 |
|
22.260 |
-4.680 |
-21.02 |
EUR |
-23.93 |
| |  |
 |
 |
 |
|
 |
Hino Motors |
647.000 |
06:15 |
-1.37 |
722.000 |
|
945.000 |
-223.000 |
-23.60 |
JPY |
-25.42 |
| |  |
 |
 |
 |
L |
 |
Renault |
30.570 |
Mon |
-0.44 |
23.040 |
|
30.175 |
-7.135 |
-23.65 |
EUR |
-27.58 |
| |  |
 |
 |
 |
|
 |
Daimler Truck |
28.700 |
08:11 |
0.46 |
26.340 |
|
32.285 |
-5.945 |
-18.41 |
EUR |
-na- |
Auto Makers - 30 out of 30 instruments rated - 3/28/22 / 12/27/21 - 8 did rise, Market-Ratio(13) = 26.67 % |
Technical Chart
Transactions Automotive Producers * A13 - 81/34 (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 |
6/12/06 |
133 |
 |
 |
 |
Mahindra & Mahindra |
100 |
717 |
INR |
13.931 |
13.051 |
|
-0.880 |
-6 |
9,369 |
-16 |
|
short |
6/12/06 |
9/18/06 |
98 |
 |
 |
 |
Ford Motor |
100 |
1,383 |
USD |
6.770 |
7.820 |
5.720 |
-1.050 |
-16 |
7,917 |
-47 |
|
long |
9/18/06 |
8/20/07 |
336 |
 |
 |
 |
SAIC Motor Corp |
100 |
1,907 |
CNY |
4.150 |
19.320 |
|
15.170 |
366 |
36,846 |
432 |
|
short |
8/20/07 |
3/30/09 |
588 |
 |
 |
 |
Mazda Motor |
100 |
1,303 |
JPY |
28.270 |
9.040 |
88.406 |
60.136 |
213 |
115,204 |
103 |
|
long |
3/30/09 |
3/07/11 |
707 |
 |
 |
 |
SAIC Motor Corp |
100 |
15,695 |
CNY |
7.340 |
17.380 |
|
10.040 |
137 |
272,781 |
56 |
|
short |
3/07/11 |
2/13/12 |
343 |
 |
 |
 |
Mazda Motor |
100 |
26,795 |
JPY |
10.180 |
7.270 |
14.255 |
4.075 |
40 |
381,966 |
43 |
|
long |
2/13/12 |
5/14/12 |
91 |
 |
 |
 |
Tata Motors |
100 |
14,790 |
INR |
25.825 |
29.020 |
|
3.195 |
12 |
429,220 |
60 |
|
short |
5/14/12 |
1/07/13 |
238 |
 |
 |
 |
Peugeot |
100 |
61,598 |
EUR |
6.968 |
5.394 |
9.001 |
2.033 |
29 |
554,467 |
48 |
|
long |
1/07/13 |
4/08/13 |
91 |
 |
 |
 |
Mazda Motor |
100 |
62,159 |
JPY |
8.920 |
15.310 |
|
6.390 |
72 |
951,663 |
773 |
|
short |
4/08/13 |
5/27/13 |
49 |
 |
 |
 |
Kia Motor |
100 |
18,266 |
KRW |
52.100 |
59.300 |
44.900 |
-7.200 |
-14 |
820,148 |
-67 |
|
long |
5/27/13 |
10/27/14 |
518 |
 |
 |
 |
Tesla Motors |
100 |
37,166 |
USD |
22.067 |
44.334 |
|
22.267 |
101 |
1,647,731 |
63 |
|
short |
10/27/14 |
1/19/15 |
84 |
 |
 |
 |
Hyundai Motor |
100 |
9,362 |
KRW |
176.000 |
172.500 |
179.571 |
3.571 |
2 |
1,681,162 |
9 |
|
long |
1/19/15 |
6/22/15 |
154 |
 |
 |
 |
Maruti Suzuki |
100 |
4,635 |
INR |
362.635 |
398.085 |
|
35.450 |
10 |
1,845,473 |
25 |
|
short |
6/22/15 |
11/23/15 |
154 |
 |
 |
 |
Hyundai Motor |
100 |
13,980 |
KRW |
132.000 |
157.000 |
107.000 |
-25.000 |
-19 |
1,495,973 |
-39 |
|
long |
11/23/15 |
1/11/16 |
49 |
 |
 |
 |
Maruti Suzuki |
100 |
3,157 |
INR |
473.715 |
427.945 |
|
-45.770 |
-10 |
1,351,477 |
-53 |
|
short |
1/11/16 |
5/30/16 |
140 |
 |
 |
 |
Fiat Chrysler |
100 |
184,502 |
EUR |
7.325 |
6.395 |
8.390 |
1.065 |
15 |
1,548,009 |
42 |
|
long |
5/30/16 |
6/27/16 |
28 |
 |
 |
 |
Tata Motors |
100 |
36,595 |
INR |
42.300 |
44.795 |
|
2.495 |
6 |
1,639,313 |
111 |
|
short |
6/27/16 |
10/10/16 |
105 |
 |
 |
 |
Mitsubishi Motors |
100 |
340,813 |
JPY |
4.810 |
4.890 |
4.730 |
-0.080 |
-2 |
1,612,048 |
-6 |
|
long |
10/10/16 |
3/19/18 |
525 |
 |
 |
 |
Tata Motors |
100 |
28,635 |
INR |
56.295 |
33.570 |
|
-22.725 |
-40 |
961,318 |
-30 |
|
short |
3/19/18 |
11/04/19 |
595 |
 |
 |
 |
Tata Motors |
100 |
28,636 |
INR |
33.570 |
17.220 |
65.444 |
31.874 |
95 |
1,874,062 |
51 |
|
long |
11/04/19 |
2/03/20 |
91 |
 |
 |
 |
Ferrari |
100 |
12,181 |
EUR |
153.850 |
154.250 |
|
0.400 |
0 |
1,878,934 |
1 |
|
short |
2/03/20 |
6/08/20 |
126 |
 |
 |
 |
Renault |
100 |
53,907 |
EUR |
34.855 |
26.355 |
46.096 |
11.241 |
32 |
2,484,924 |
125 |
|
long |
6/08/20 |
8/23/21 |
441 |
 |
 |
 |
Tesla Motors |
100 |
13,079 |
USD |
189.984 |
706.300 |
|
516.316 |
272 |
9,237,821 |
196 |
|
short |
8/23/21 |
11/22/21 |
91 |
 |
 |
 |
SAIC Motor Corp |
100 |
501,782 |
CNY |
18.410 |
20.880 |
15.940 |
-2.470 |
-13 |
7,998,420 |
-44 |
|
long |
11/22/21 |
1/24/22 |
63 |
 |
 |
 |
Tata Motors |
100 |
164,542 |
INR |
48.610 |
47.845 |
|
-0.765 |
-2 |
7,872,545 |
-9 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
1/24/22 |
6/06/22 |
133 |
 |
 |
 |
Traton |
100 |
374,883 |
EUR |
21.000 |
18.010 |
24.486 |
3.486 |
17 |
9,179,537 |
52 |
|
long |
6/06/22 |
7/04/22 |
28 |
 |
 |
 |
Mitsubishi Motors |
100 |
2,266,552 |
JPY |
4.050 |
4.400 |
|
0.350 |
9 |
9,972,830 |
195 |
|
short |
7/04/22 |
8/15/22 |
42 |
 |
 |
 |
General Motors |
100 |
309,811 |
USD |
32.190 |
39.400 |
24.980 |
-7.210 |
-22 |
7,739,093 |
-89 |
|
long |
8/15/22 |
8/16/22 |
1 |
 |
 |
 |
Mitsubishi Motors |
100 |
1,494,033 |
JPY |
5.180 |
5.140 |
|
-0.040 |
-1 |
7,679,332 |
-94 |
|
accum | 1/30/06 |
8/16/22 | 6042 |
days out of 6070 invested (100%) |
76,693 |
7,679,332 |
49 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
SAIC Motor Corp | long | 9/18/06 | 8/20/07 | 336 | 4.15 | 19.32 | | 15.17 | 365.54 | | | |
| long | 3/30/09 | 3/07/11 | 707 | 7.34 | 17.38 | | 10.04 | 136.78 | | | |
| short | 8/23/21 | 11/22/21 | 91 | 18.41 | 20.88 | 15.94 | -2.47 | -13.42 | | | 854.44 |
Mazda Motor | short | 8/20/07 | 3/30/09 | 588 | 28.27 | 9.04 | 88.41 | 60.14 | 212.72 | | | |
| short | 3/07/11 | 2/13/12 | 343 | 10.18 | 7.27 | 14.25 | 4.07 | 40.03 | | | |
| long | 1/07/13 | 4/08/13 | 91 | 8.92 | 15.31 | | 6.39 | 71.64 | | | 651.59 |
Tesla Motors | long | 5/27/13 | 10/27/14 | 518 | 22.07 | 44.33 | | 22.27 | 100.91 | | | |
| long | 6/08/20 | 8/23/21 | 441 | 189.98 | 706.30 | | 516.32 | 271.77 | | | 646.91 |
Tata Motors | long | 2/13/12 | 5/14/12 | 91 | 25.83 | 29.02 | | 3.20 | 12.37 | | | |
| long | 5/30/16 | 6/27/16 | 28 | 42.30 | 44.80 | | 2.50 | 5.90 | | | |
| long | 10/10/16 | 3/19/18 | 525 | 56.30 | 33.57 | | -22.73 | -40.37 | | | |
| short | 3/19/18 | 11/04/19 | 595 | 33.57 | 17.22 | 65.44 | 31.87 | 94.95 | | | |
| long | 11/22/21 | 1/24/22 | 63 | 48.61 | 47.85 | | -0.77 | -1.57 | | | 36.16 |
Renault | short | 2/03/20 | 6/08/20 | 126 | 34.86 | 26.36 | 46.10 | 11.24 | 32.25 | | | 32.25 |
Peugeot | short | 5/14/12 | 1/07/13 | 238 | 6.97 | 5.39 | 9.00 | 2.03 | 29.18 | | | 29.18 |
Traton | short | 1/24/22 | 6/06/22 | 133 | 21.00 | 18.01 | 24.49 | 3.49 | 16.60 | | | 16.60 |
Fiat Chrysler | short | 1/11/16 | 5/30/16 | 140 | 7.33 | 6.40 | 8.39 | 1.07 | 14.54 | | | 14.54 |
Mitsubishi Motors | short | 6/27/16 | 10/10/16 | 105 | 4.81 | 4.89 | 4.73 | -0.08 | -1.66 | | | |
| long | 6/06/22 | 7/04/22 | 28 | 4.05 | 4.40 | | 0.35 | 8.64 | | | |
| long | 8/15/22 | 8/16/22 | 1 | 5.18 | 5.14 | | -0.04 | -0.77 | | | 6.01 |
Ferrari | long | 11/04/19 | 2/03/20 | 91 | 153.85 | 154.25 | | 0.40 | 0.26 | | | 0.26 |
Maruti Suzuki | long | 1/19/15 | 6/22/15 | 154 | 362.64 | 398.09 | | 35.45 | 9.78 | | | |
| long | 11/23/15 | 1/11/16 | 49 | 473.72 | 427.95 | | -45.77 | -9.66 | | | -0.83 |
Mahindra & Mahindra | long | 1/30/06 | 6/12/06 | 133 | 13.93 | 13.05 | | -0.88 | -6.32 | | | -6.32 |
Kia Motor | short | 4/08/13 | 5/27/13 | 49 | 52.10 | 59.30 | 44.90 | -7.20 | -13.82 | | | -13.82 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Ford Motor | short | 6/12/06 | 9/18/06 | 98 | 6.77 | 7.82 | 5.72 | -1.05 | -15.51 | | | -15.51 |
Hyundai Motor | short | 10/27/14 | 1/19/15 | 84 | 176.00 | 172.50 | 179.57 | 3.57 | 2.03 | | | |
| short | 6/22/15 | 11/23/15 | 154 | 132.00 | 157.00 | 107.00 | -25.00 | -18.94 | | | -17.29 |
General Motors | short | 7/04/22 | 8/15/22 | 42 | 32.19 | 39.40 | 24.98 | -7.21 | -22.40 | | | -22.40 |
Annotations
9/29/21 | Toyota | | | stock split 1:5 (five for one) |
12/21/17 | Mahindra & Mahindra | | | stock split 1:2 (two for one) |
3/13/15 | Auto Producers | | | first full analysis, the Mixed Cut looks pretty good, no overlaps. |
|
|