Share-o-matic - Portfolio

Tue, 21st Mar 2023, 2:33UTC

Assessment - Iron and Steel in Japanese yen - 9/01/23 - RS = 21

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	9/01/23	⇓ Δwk	15/08/22	prc diff	⇓ Δ21	∅-RS
	L	SOM Iron and Steel	42,585.778	Mon	-0.39	40,926.262		36,261.197	4,665.064	12.87	9.15
		Ternium Argentina	171.595	Mon	2.85	189.157		149.878	39.279	26.21	31.74
		Vallourec	1,564.491	Mon	1.42	1,703.305		1,267.812	435.493	34.35	21.02
	S	Tenaris	1,877.531	Mon	0.26	2,242.980		1,779.136	463.844	26.07	20.32
		JSW Steel	1,073.187	Mon	-1.22	1,192.367		1,128.171	64.196	5.69	9.40
	L	voestalpine	4,461.881	Mon		3,872.629		2,944.683	927.946	31.51	16.19
	L	Salzgitter	4,668.685	Mon	-1.08	4,515.706		3,318.525	1,197.181	36.08	12.44
	L	Nippon Steel	2,956.500	Mon	-1.48	2,287.000		2,125.500	161.500	7.60	9.13
	L	Posco	34,030.270	Mon	-0.62	30,829.931		26,404.203	4,425.728	16.76	14.31
	L	SSAB	846.766	Mon	-0.53	746.196		615.078	131.118	21.32	11.46
		ArcelorMittal	3,573.754	Mon	0.92	3,869.088		3,267.054	602.034	18.43	10.57
	S	Tata Steel	167.849	Mon	-2.34	188.810		188.852	-0.042	-0.02	3.50
	L	Outokumpu	744.213	Mon	1.82	677.356		573.631	103.725	18.08	8.19
	L	Kobe Steel	997.000	Mon	-2.64	638.000		603.000	35.000	5.80	4.48
	L	thyssenkrupp	891.526	Mon	0.54	947.902		792.924	154.977	19.55	5.36
	L	Citic Pacific	149.417	Mon	-2.53	141.819		143.192	-1.372	-0.96	3.33
		Acerinox	1,294.654	Mon	1.78	1,388.424		1,283.795	104.629	8.15	3.71
	L	Aperam	4,671.518	Mon	1.57	4,655.937		4,135.289	520.648	12.59	2.77
		Vulcan Steel	692.784	Mon	-2.60	747.500		797.723	-50.223	-6.30	-1.35
	L	Hyundai Steel	3,536.374	Mon	-1.04	3,515.039		3,571.436	-56.397	-1.58	-2.52
	L	Pacific Metals	1,802.000	Mon	-2.96	1,886.000		2,523.000	-637.000	-25.25	-24.63
Iron and Steel - 20 out of 20 instruments rated - 9/01/23 / 15/08/22 - 15 did rise, Market-Ratio(21) in JPY = 75.00 %

Technical Chart

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

7/01/19	scale up chart	13/03/23

Transactions Iron and Steel in Japanese yen * 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
2/01/06		30/01/06	28		- cash -
long	30/01/06	28/01/08	728		Salzgitter	100	1	8,232.136	14,799.371		6,567.235	80	16,567	34
short	28/01/08	20/04/09	448		Pacific Metals	100	195	84.800	64.600	111.316	26.516	31	21,738	25
long	20/04/09	16/08/10	483		Pacific Metals	100	336	64.600	58.500		-6.100	-9	19,688	-7
short	16/08/10	18/10/10	63		Salzgitter	100	3	5,567.448	6,146.222	4,988.674	-578.774	-10	17,952	-47
long	18/10/10	6/06/11	231		Severstal	100	14	1,218.088	1,525.935		307.847	25	22,262	43
short	6/06/11	20/02/12	259		Outokumpu	100	8	2,698.286	1,361.632	5,347.075	2,648.790	98	43,452	162
long	20/02/12	21/05/12	91		Tenaris	100	26	1,634.585	1,307.303		-327.283	-20	34,943	-59
short	21/05/12	18/11/13	546		Outokumpu	100	45	768.230	455.034	1,296.994	528.764	69	58,737	42
long	18/11/13	24/08/15	644		Ternium Argentina	100	1,122	52.312	70.009		17.697	34	78,594	18
short	24/08/15	11/07/16	322		Vallourec	100	1	59,783.696	14,364.602	248,812.349	189,028.653	316	267,622	403
long	11/07/16	18/06/18	707		Outokumpu	100	550	486.396	682.923		196.527	40	375,712	19
short	18/06/18	13/01/20	574		Outokumpu	100	550	682.923	341.869	1,364.220	681.297	100	750,425	55
long	13/01/20	9/03/20	56		Ternium Argentina	100	16,908	44.383	29.145		-15.237	-34	492,794	-94
short	9/03/20	10/08/20	154		Vallourec	100	96	5,083.657	3,698.680	6,987.242	1,903.585	37	675,538	113
long	10/08/20	4/10/21	420		Ternium Argentina	100	11,094	60.889	103.931		43.042	71	1,153,048	59
short	4/10/21	12/12/22	434		Vallourec	100	1,170	984.783	1,510.249	459.317	-525.466	-53	538,253	-47
long	12/12/22	20/03/23	98		Ternium Argentina	100	3,611	149.054	154.668		5.614	4	558,525	15
accum	30/01/06	20/03/23	6259	days out of 6287 invested (100%)							5,485		558,525	26

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	20/02/12	259	2,698.29	1,361.63	5,347.08	2,648.79	98.17
	short	21/05/12	18/11/13	546	768.23	455.03	1,296.99	528.76	68.83
	long	11/07/16	18/06/18	707	486.40	682.92		196.53	40.40
	short	18/06/18	13/01/20	574	682.92	341.87	1,364.22	681.30	99.76	838.36
Vallourec	short	24/08/15	11/07/16	322	59,783.70	14,364.60	248,812.35	189,028.65	316.19
	short	9/03/20	10/08/20	154	5,083.66	3,698.68	6,987.24	1,903.58	37.45
	short	4/10/21	12/12/22	434	984.78	1,510.25	459.32	-525.47	-53.36	166.80
Salzgitter	long	30/01/06	28/01/08	728	8,232.14	14,799.37		6,567.23	79.78
	short	16/08/10	18/10/10	63	5,567.45	6,146.22	4,988.67	-578.77	-10.40	61.09
Ternium Argentina	long	18/11/13	24/08/15	644	52.31	70.01		17.70	33.83
	long	13/01/20	9/03/20	56	44.38	29.15		-15.24	-34.33
	long	10/08/20	4/10/21	420	60.89	103.93		43.04	70.69
	long	12/12/22	20/03/23	98	149.05	154.67		5.61	3.77	55.66
Severstal	long	18/10/10	6/06/11	231	1,218.09	1,525.94		307.85	25.27	25.27
Pacific Metals	short	28/01/08	20/04/09	448	84.80	64.60	111.32	26.52	31.27
	long	20/04/09	16/08/10	483	64.60	58.50		-6.10	-9.44	18.87
Tenaris	long	20/02/12	21/05/12	91	1,634.59	1,307.30		-327.28	-20.02	-20.02

Annotations

28/07/22	Tata Steel	stock split 1:10 (ten for one)
25/05/20	Vallourec	reverse split 40:1 (one for fourty)
18/05/17	ArcelorMittal	reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
15/03/15	Iron and Steel	first complete analysis


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