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

Assessment - Iron and Steel in Pound sterling - 7/11/22 - RS = 21

historical assessment - show freshest

								⇓instrument	freshest		⇓ Δday	7/11/22	Δwk	2/14/22	prc diff	⇓ Δ21		⇓∅-RS
						S		SOM Iron and Steel	280.309	8/12/24	-0.18	209.831		232.146	-22.315	-9.61		-8.54
								Ternium Argentina	5.853	8/12/24	-2.32	0.956		0.870	0.086	9.91		22.41
								Kobe Steel	9.978	8/09/24	1.62	3.797		3.841	-0.045	-1.16		-5.16
						L		Tata Steel	1.609	8/12/24	0.16	0.966		1.160	-0.194	-16.71		-19.96
								Nippon Steel	19.406	8/09/24	1.83	11.956		13.064	-1.108	-8.48		-7.16
						L		JSW Steel	9.707	8/12/24	1.35	6.109		6.122	-0.013	-0.21		-7.17
						S		Posco Holdings	210.548	8/12/24	0.61	147.866		175.451	-27.585	-15.72		-20.06
								Vallourec	11.322	8/12/24	-0.59	8.094		6.519	1.575	24.15		9.65
						S		Bluescope Steel	11.663	8/12/24	-0.44	8.702		9.912	-1.211	-12.21		-21.76
						S		Acerinox	7.753	8/12/24	0.05	7.122		9.453	-2.331	-24.66		-22.16
								voestalpine	18.698	8/12/24	-0.18	17.241		25.559	-8.318	-32.54		-31.78
						S		Tenaris	10.865	8/12/24	0.71	10.801		9.616	1.185	12.33		19.91
						S		Aperam	21.221	8/12/24	-0.63	21.839		43.244	-21.405	-49.50		-40.70
								ArcelorMittal	17.038	8/12/24	0.30	18.279		22.032	-3.753	-17.03		-21.24
								Outokumpu	2.745	8/12/24	0.31	3.098		4.579	-1.481	-32.34		-30.05
								Citic Pacific	0.761	8/12/24		0.878		0.843	0.035	4.15		9.48
						S		Vulcan Steel	3.617	8/12/24	0.14	4.678		4.930	-0.252	-5.11		-na-
						S		Salzgitter	12.897	8/12/24	-1.23	18.952		27.581	-8.630	-31.29		-30.18
								thyssenkrupp	2.811	8/12/24	-1.63	4.390		6.992	-2.602	-37.22		-38.46
								Pacific Metals	8.212	8/09/24	5.59	14.458		20.740	-6.283	-30.29		-4.11
Iron and Steel - 19 out of 19 instruments rated - 7/11/22 / 2/14/22 - 4 did rise, Market-Ratio(21) in GBP = 21.05 %

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