Share-o-matic - Portfolio

Wed, May 8th, 2024, 21:21UTC

Assessment - Automotive Producers - 1/09/23 - RS = 13

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	1/09/23	⇓ Δwk	10/10/22	prc diff	⇓ Δ13	Curr	∅-RS
		SOM Auto Makers	1,661.350	20:00	129.24	533.861		524.513	9.348	1.78	USD	-3.83
	L	Renault	47.870	15:35	-0.56	35.590		31.420	4.170	13.27	EUR	27.27
	L	Mahindra & Mahindra	2,182.400	09:59	4,421.23	1,310.350		1,243.000	67.350	5.42	INR	26.97
	L	Mitsubishi Motors	473.500	06:15	-0.63	493.000		512.000	-19.000	-3.71	JPY	19.47
		BMW	101.150	15:44	-2.93	89.980		72.030	17.950	24.92	EUR	12.85
		Daimler Truck	40.520	15:35	-1.12	30.545		24.570	5.975	24.32	EUR	12.55
		Volvo	277.000	10:59	-0.25	197.380		162.760	34.620	21.27	SEK	11.71
	L	Eicher Motors	4,600.100	09:59	-0.48	3,262.550		3,531.600	-269.050	-7.62	INR	11.52
		Paccar	106.600	Tue	1.38	99.790		87.880	11.910	13.55	USD	11.32
		Ferrari	378.400	15:38	-0.11	216.000		187.750	28.250	15.05	EUR	10.76
	L	Mercedes-Benz	72.570	15:36	-1.00	67.320		52.050	15.270	29.34	EUR	9.80
		Stellantis	19.800	15:38	-1.98	14.554		12.184	2.370	19.45	EUR	4.91
		Iveco	11.650	15:35	0.87	6.176		5.155	1.021	19.81	EUR	3.53
		Maruti Suzuki	12,543.500	09:59	1.45	8,377.000		8,862.400	-485.400	-5.48	INR	0.76
		Mazda Motor	1,696.000	06:15	-1.17	1,003.000		959.000	44.000	4.59	JPY	-0.56
		Bajaj Auto	8,749.400	10:00	0.82	3,620.750		3,616.950	3.800	0.11	INR	-1.83
	L	Traton	33.550	15:35	1.21	15.060		12.420	2.640	21.26	EUR	-2.67
	L	Suzuki Motor	1,767.500	06:15	-2.16	1,064.500		1,206.250	-141.750	-11.75	JPY	-3.91
		Isuzu Motors	1,920.000	06:15	-2.02	1,511.000		1,680.000	-169.000	-10.06	JPY	-4.39
		Honda Motor	1,750.000	06:15	-1.33	1,041.000		1,097.000	-56.000	-5.10	JPY	-6.96
	L	Great Wall Motor	25.920	07:00	-2.26	29.190		26.120	3.070	11.75	CNY	-7.45
	L	General Motors	45.050	20:00	-0.51	35.920		32.290	3.630	11.24	USD	-7.62
		Hyundai Motor	242,000.000	06:30		164,000.000		175,500.000	-11,500.000	-6.55	KRW	-8.61
		Tata Motors	1,012.100	10:00	2.38	389.450		395.950	-6.500	-1.64	INR	-10.21
		Ford Motor	12.150	20:00	-0.16	12.690		11.360	1.330	11.71	USD	-10.61
		⇓instrument	freshest		⇓ Δday	1/09/23	⇓ Δwk	10/10/22	prc diff	⇓ Δ13	Curr	∅-RS
		SAIC Motor Corp	14.550	07:00	-0.07	14.480		14.200	0.280	1.97	CNY	-11.05
		Volkswagen	117.200	15:44	-0.72	128.020		124.460	3.560	2.86	EUR	-11.51
	L	BYD Company	223.000	08:08	-1.93	201.400		189.800	11.600	6.11	HKD	-12.38
		Toyota	3,579.000	06:15	-0.56	1,825.000		1,985.500	-160.500	-8.08	JPY	-12.40
	S	Li Auto	109.400	08:08	-4.87	82.950		77.800	5.150	6.62	HKD	-14.41
		Kia	116,000.000	06:30	0.26	64,100.000		71,000.000	-6,900.000	-9.72	KRW	-14.46
	S	Nissan Motor	571.200	06:15	-1.52	426.700		471.000	-44.300	-9.41	JPY	-16.75
	S	Hino Motors	462.600	06:15	0.11	499.000		613.000	-114.000	-18.60	JPY	-27.86
		Tesla Motors	174.720	20:00	-1.74	119.770		222.960	-103.190	-46.28	USD	-50.68
	L	Porsche	81.600	15:37	-4.02	99.850		87.300	12.550	14.38	EUR	-na-
Auto Makers - 34 out of 34 instruments rated - 1/09/23 / 10/10/22 - 21 did rise, Market-Ratio(13) = 61.76 %

Technical Chart

	Auto Makers RS = 13 - B/S = 81/34

1/06/20	scale up chart	5/06/24

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	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	111,499	USD	7.356	14.778		7.422	101	1,647,738	63
short	10/27/14	1/19/15	84		Hyundai Motor	100	9,362	KRW	176.000	172.500	179.571	3.571	2	1,681,170	9
long	1/19/15	6/22/15	154		Maruti Suzuki	100	4,635	INR	362.635	398.085		35.450	10	1,845,480	25
short	6/22/15	11/23/15	154		Hyundai Motor	100	13,980	KRW	132.000	157.000	107.000	-25.000	-19	1,495,980	-39
long	11/23/15	1/11/16	49		Maruti Suzuki	100	3,157	INR	473.715	427.945		-45.770	-10	1,351,485	-53
short	1/11/16	5/30/16	140		Fiat Chrysler	100	184,503	EUR	7.325	6.395	8.390	1.065	15	1,548,017	42
long	5/30/16	6/27/16	28		Tata Motors	100	36,596	INR	42.300	44.795		2.495	6	1,639,324	111
short	6/27/16	10/10/16	105		Mitsubishi Motors	100	340,815	JPY	4.810	4.890	4.730	-0.080	-2	1,612,059	-6
long	10/10/16	3/19/18	525		Tata Motors	100	28,635	INR	56.295	33.570		-22.725	-40	961,329	-30
short	3/19/18	11/04/19	595		Tata Motors	100	28,636	INR	33.570	17.220	65.444	31.874	95	1,874,072	51
long	11/04/19	2/03/20	91		Ferrari	100	12,181	EUR	153.850	154.250		0.400	0	1,878,945	1
short	2/03/20	6/08/20	126		Renault	100	53,907	EUR	34.855	26.355	46.096	11.241	32	2,484,935	125
long	6/08/20	8/23/21	441		Tesla Motors	100	39,239	USD	63.328	235.433		172.105	272	9,238,163	196
short	8/23/21	11/22/21	91		SAIC Motor Corp	100	501,801	CNY	18.410	20.880	15.940	-2.470	-13	7,998,715	-44
long	11/22/21	1/24/22	63		Tata Motors	100	164,548	INR	48.610	47.845		-0.765	-2	7,872,835	-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	374,896	EUR	21.000	18.010	24.486	3.486	17	9,179,873	52
long	6/06/22	7/04/22	28		Mitsubishi Motors	100	2,266,635	JPY	4.050	4.400		0.350	9	9,973,195	195
short	7/04/22	8/15/22	42		General Motors	100	309,822	USD	32.190	39.400	24.980	-7.210	-22	7,739,378	-89
long	8/15/22	12/12/22	119		Mitsubishi Motors	100	1,494,088	JPY	5.180	5.910		0.730	14	8,830,063	50
short	12/12/22	4/03/23	112		Tesla Motors	100	52,616	USD	167.820	194.770	140.870	-26.950	-16	7,412,062	-43
long	4/03/23	10/30/23	210		Iveco	100	873,240	EUR	8.488	8.048		-0.440	-5	7,027,836	-9
short	10/30/23	3/04/24	126		Lucid	100	1,726,741	USD	4.070	3.210	5.160	1.090	27	8,910,674	99
long	3/04/24	5/08/24	65		Tata Motors	100	90,262	INR	98.720	101.210		2.490	3	9,135,427	15
accum	1/30/06	5/08/24	6673	days out of 6701 invested (100%)								91,254		9,135,427	45

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	7.36	14.78		7.42	100.91
	long	6/08/20	8/23/21	441	63.33	235.43		172.11	271.77
	short	12/12/22	4/03/23	112	167.82	194.77	140.87	-26.95	-16.06	526.97
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
	long	3/04/24	5/08/24	65	98.72	101.21		2.49	2.52	39.60
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
Lucid	short	10/30/23	3/04/24	126	4.07	3.21	5.16	1.09	26.79	26.79
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	12/12/22	119	5.18	5.91		0.73	14.09	21.89
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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Iveco	long	4/03/23	10/30/23	210	8.49	8.05		-0.44	-5.18	-5.18
Mahindra & Mahindra	long	1/30/06	6/12/06	133	13.93	13.05		-0.88	-6.32	-6.32
Kia	short	4/08/13	5/27/13	49	52.10	59.30	44.90	-7.20	-13.82	-13.82
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

3/28/24	Suzuki Motor	stock split 1:4 (four for one)
9/28/23	Honda Motor	stock split 1:3 (three for one)
8/25/22	Tesla Motors	stock split 1:3 (three for one)
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.


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