| Tue, 21st Mar 2023, 2:28UTC |
| |
Assessment - Automotive Producers in Japanese yen - 16/01/23 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
16/01/23 |
⇓ Δwk |
17/10/22 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
SOM Auto Makers |
70,224.490 |
Mon |
-0.40 |
68,547.799 |
|
78,809.608 |
-10,261.809 |
-13.02 |
|
-5.74 |
| |  |
 |
 |
 |
L |
 |
Renault |
4,930.439 |
Mon |
0.17 |
5,192.755 |
|
4,677.387 |
515.369 |
11.02 |
|
34.52 |
| |  |
 |
 |
 |
|
 |
Mahindra & Mahindra |
1,840.462 |
Mon |
-0.33 |
2,073.663 |
|
2,228.598 |
-154.936 |
-6.95 |
|
20.38 |
| |  |
 |
 |
 |
|
 |
Iveco |
1,185.922 |
Mon |
0.38 |
965.910 |
|
761.384 |
204.526 |
26.86 |
|
17.59 |
| |  |
 |
 |
 |
L |
 |
BMW |
13,305.088 |
Mon |
0.80 |
12,780.454 |
|
11,205.523 |
1,574.932 |
14.05 |
|
16.08 |
| |  |
 |
 |
 |
S |
 |
Paccar |
9,049.813 |
Mon |
2.42 |
13,207.453 |
|
13,218.870 |
-11.417 |
-0.09 |
|
12.13 |
| |  |
 |
 |
 |
|
 |
Volvo |
2,442.387 |
Mon |
0.81 |
2,482.266 |
|
2,277.956 |
204.310 |
8.97 |
|
8.49 |
| |  |
 |
 |
 |
L |
 |
Ferrari |
33,941.124 |
Mon |
0.79 |
30,239.468 |
|
28,024.788 |
2,214.680 |
7.90 |
|
12.31 |
| |  |
 |
 |
 |
|
 |
Mitsubishi Motors |
475.000 |
Mon |
-1.04 |
460.000 |
|
509.000 |
-49.000 |
-9.63 |
|
10.63 |
| |  |
 |
 |
 |
L |
 |
Mercedes-Benz |
9,621.522 |
Mon |
-0.17 |
9,345.986 |
|
8,089.705 |
1,256.281 |
15.53 |
|
10.30 |
| |  |
 |
 |
 |
|
 |
Daimler Truck |
4,265.950 |
Mon |
1.64 |
4,109.395 |
|
3,802.527 |
306.867 |
8.07 |
|
9.74 |
| |  |
 |
 |
 |
|
 |
Eicher Motors |
4,652.974 |
Mon |
-0.76 |
4,947.804 |
|
6,368.174 |
-1,420.371 |
-22.30 |
|
1.63 |
| |  |
 |
 |
 |
L |
 |
Stellantis |
2,205.129 |
Mon |
0.80 |
1,992.215 |
|
1,876.226 |
115.989 |
6.18 |
|
4.08 |
| |  |
 |
 |
 |
L |
 |
Traton |
2,367.112 |
Mon |
1.13 |
2,184.812 |
|
1,850.749 |
334.063 |
18.05 |
|
2.40 |
| |  |
 |
 |
 |
|
 |
Maruti Suzuki |
12,955.821 |
Mon |
-1.17 |
13,208.802 |
|
15,806.379 |
-2,597.577 |
-16.43 |
|
-4.63 |
| |  |
 |
 |
 |
|
 |
BYD Company |
3,280.867 |
Mon |
-2.88 |
3,737.321 |
|
3,658.074 |
79.247 |
2.17 |
|
-2.94 |
| |  |
 |
 |
 |
L |
 |
Bajaj Auto |
5,997.481 |
Mon |
-0.25 |
5,647.799 |
|
6,575.271 |
-927.472 |
-14.11 |
|
-8.17 |
| |  |
 |
 |
 |
L |
 |
Tata Motors |
647.429 |
Mon |
-1.97 |
650.975 |
|
717.681 |
-66.706 |
-9.29 |
|
-9.71 |
| |  |
 |
 |
 |
|
 |
Great Wall Motor |
499.110 |
Mon |
-1.43 |
566.588 |
|
568.547 |
-1.959 |
-0.34 |
|
-7.47 |
| |  |
 |
 |
 |
|
 |
General Motors |
4,324.872 |
Mon |
0.72 |
4,696.641 |
|
4,994.457 |
-297.816 |
-5.96 |
|
-7.87 |
| |  |
 |
 |
 |
|
 |
Suzuki Motor |
4,452.000 |
Mon |
-1.26 |
4,161.000 |
|
4,650.000 |
-489.000 |
-10.52 |
|
-5.95 |
| |  |
 |
 |
 |
L |
 |
Mazda Motor |
1,127.000 |
Mon |
-1.40 |
942.000 |
|
970.000 |
-28.000 |
-2.89 |
|
-6.65 |
| |  |
 |
 |
 |
L |
 |
Hyundai Motor |
18,163.933 |
Mon |
-0.85 |
17,271.816 |
|
17,392.517 |
-120.701 |
-0.69 |
|
-5.10 |
| |  |
 |
 |
 |
|
 |
Isuzu Motors |
1,538.000 |
Mon |
-1.22 |
1,462.000 |
|
1,681.000 |
-219.000 |
-13.03 |
|
-7.53 |
| |  |
 |
 |
 |
|
 |
SAIC Motor Corp |
271.060 |
Mon |
-0.21 |
281.000 |
|
304.232 |
-23.232 |
-7.64 |
|
-11.23 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
16/01/23 |
⇓ Δwk |
17/10/22 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Honda Motor |
3,308.000 |
Mon |
-1.55 |
3,036.000 |
|
3,275.000 |
-239.000 |
-7.30 |
|
-9.39 |
| |  |
 |
 |
 |
L |
 |
Ford Motor |
1,438.193 |
Mon |
-1.06 |
1,636.299 |
|
1,755.558 |
-119.259 |
-6.79 |
|
-12.12 |
| |  |
 |
 |
 |
|
 |
Toyota |
1,767.000 |
Mon |
-1.06 |
1,817.500 |
|
2,000.000 |
-182.500 |
-9.13 |
|
-12.36 |
| |  |
 |
 |
 |
L |
 |
Volkswagen |
16,732.598 |
Mon |
-0.17 |
17,495.195 |
|
18,709.548 |
-1,214.352 |
-6.49 |
|
-12.13 |
| |  |
 |
 |
 |
L |
 |
Kia Motor |
8,091.301 |
Mon |
-2.74 |
6,701.257 |
|
7,154.886 |
-453.629 |
-6.34 |
|
-11.79 |
| |  |
 |
 |
 |
L |
 |
Nissan Motor |
461.700 |
Mon |
-1.91 |
412.300 |
|
457.800 |
-45.500 |
-9.94 |
|
-18.96 |
| |  |
 |
 |
 |
L |
 |
Hino Motors |
509.000 |
Mon |
-0.39 |
483.000 |
|
597.000 |
-114.000 |
-19.10 |
|
-29.22 |
| |  |
 |
 |
 |
L |
 |
Lucid |
990.527 |
Mon |
0.13 |
1,035.551 |
|
1,846.327 |
-810.776 |
-43.91 |
|
-49.09 |
| |  |
 |
 |
 |
S |
 |
Rivian Automotive |
1,674.891 |
Mon |
0.08 |
2,177.873 |
|
4,567.465 |
-2,389.593 |
-52.32 |
|
-49.62 |
| |  |
 |
 |
 |
L |
 |
Tesla Motors |
23,573.251 |
Mon |
1.73 |
15,745.517 |
|
32,634.317 |
-16,888.801 |
-51.75 |
|
-49.78 |
| |  |
 |
 |
 |
|
 |
Porsche |
15,683.332 |
Mon |
-1.66 |
14,389.144 |
|
13,221.726 |
1,167.418 |
8.83 |
|
-na- |
Auto Makers - 35 out of 35 instruments rated - 16/01/23 / 17/10/22 - 11 did rise, Market-Ratio(13) in JPY = 31.43 % |
Technical Chart
Transactions Automotive Producers in Japanese yen * A13 - 81/34 (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 |
12/06/06 |
133 |
 |
 |
 |
Mahindra & Mahindra |
100 |
269 |
|
37.128 |
32.463 |
|
-4.664 |
-13 |
8,745 |
-31 |
|
short |
12/06/06 |
18/09/06 |
98 |
 |
 |
 |
Ford Motor |
100 |
11 |
|
771.595 |
918.798 |
624.392 |
-147.203 |
-19 |
7,126 |
-55 |
|
long |
18/09/06 |
20/08/07 |
336 |
 |
 |
 |
SAIC Motor Corp |
100 |
116 |
|
61.377 |
290.873 |
|
229.496 |
374 |
33,748 |
442 |
|
short |
20/08/07 |
30/03/09 |
588 |
 |
 |
 |
Mazda Motor |
100 |
1,193 |
|
28.270 |
9.040 |
88.406 |
60.136 |
213 |
105,490 |
103 |
|
long |
30/03/09 |
7/03/11 |
707 |
 |
 |
 |
SAIC Motor Corp |
100 |
1,003 |
|
105.149 |
217.799 |
|
112.649 |
107 |
218,477 |
46 |
|
short |
7/03/11 |
13/02/12 |
343 |
 |
 |
 |
Mazda Motor |
100 |
21,461 |
|
10.180 |
7.270 |
14.255 |
4.075 |
40 |
305,927 |
43 |
|
long |
13/02/12 |
14/05/12 |
91 |
 |
 |
 |
Tata Motors |
100 |
7,646 |
|
40.007 |
42.995 |
|
2.989 |
7 |
328,778 |
34 |
|
short |
14/05/12 |
7/01/13 |
238 |
 |
 |
 |
Peugeot |
100 |
456 |
|
719.516 |
621.443 |
833.066 |
113.550 |
16 |
380,557 |
25 |
|
long |
7/01/13 |
8/04/13 |
91 |
 |
 |
 |
Mazda Motor |
100 |
42,663 |
|
8.920 |
15.310 |
|
6.390 |
72 |
653,174 |
773 |
|
short |
8/04/13 |
27/05/13 |
49 |
 |
 |
 |
Kia Motor |
100 |
145,793 |
|
4.480 |
5.321 |
3.639 |
-0.841 |
-19 |
530,557 |
-79 |
|
long |
27/05/13 |
27/10/14 |
518 |
 |
 |
 |
Tesla Motors |
100 |
712 |
|
745.116 |
1,593.959 |
|
848.844 |
114 |
1,134,934 |
71 |
|
short |
27/10/14 |
19/01/15 |
84 |
 |
 |
 |
Hyundai Motor |
100 |
62,924 |
|
18.037 |
18.802 |
17.272 |
-0.765 |
-4 |
1,086,793 |
-17 |
|
long |
19/01/15 |
22/06/15 |
154 |
 |
 |
 |
Maruti Suzuki |
100 |
1,570 |
|
691.973 |
773.148 |
|
81.175 |
12 |
1,214,238 |
30 |
|
short |
22/06/15 |
23/11/15 |
154 |
 |
 |
 |
Hyundai Motor |
100 |
82,163 |
|
14.778 |
16.633 |
12.924 |
-1.854 |
-13 |
1,061,869 |
-27 |
|
long |
23/11/15 |
11/01/16 |
49 |
 |
 |
 |
Maruti Suzuki |
100 |
1,211 |
|
876.267 |
754.934 |
|
-121.333 |
-14 |
914,934 |
-67 |
|
short |
11/01/16 |
30/05/16 |
140 |
 |
 |
 |
Fiat Chrysler |
100 |
976 |
|
936.765 |
791.733 |
1,108.364 |
171.599 |
18 |
1,082,415 |
55 |
|
long |
30/05/16 |
27/06/16 |
28 |
 |
 |
 |
Tata Motors |
100 |
15,460 |
|
70.012 |
67.332 |
|
-2.679 |
-4 |
1,040,995 |
-40 |
|
short |
27/06/16 |
10/10/16 |
105 |
 |
 |
 |
Mitsubishi Motors |
100 |
216,423 |
|
4.810 |
4.890 |
4.730 |
-0.080 |
-2 |
1,023,681 |
-6 |
|
long |
10/10/16 |
19/03/18 |
525 |
 |
 |
 |
Tata Motors |
100 |
11,674 |
|
87.688 |
54.600 |
|
-33.088 |
-38 |
637,414 |
-28 |
|
short |
19/03/18 |
4/11/19 |
595 |
 |
 |
 |
Tata Motors |
100 |
11,674 |
|
54.600 |
26.407 |
112.894 |
58.294 |
107 |
1,317,934 |
56 |
|
long |
4/11/19 |
3/02/20 |
91 |
 |
 |
 |
Ferrari |
100 |
70 |
|
18,612.773 |
18,541.159 |
|
-71.614 |
0 |
1,312,921 |
-2 |
|
short |
3/02/20 |
8/06/20 |
126 |
 |
 |
 |
Renault |
100 |
313 |
|
4,189.641 |
3,222.479 |
5,447.077 |
1,257.436 |
30 |
1,706,498 |
114 |
|
long |
8/06/20 |
23/08/21 |
441 |
 |
 |
 |
Tesla Motors |
100 |
248 |
|
6,856.613 |
25,814.785 |
|
18,958.172 |
276 |
6,408,125 |
200 |
|
short |
23/08/21 |
22/11/21 |
91 |
 |
 |
 |
SAIC Motor Corp |
100 |
20,579 |
|
311.390 |
375.890 |
246.891 |
-64.500 |
-21 |
5,080,784 |
-61 |
|
long |
22/11/21 |
24/01/22 |
63 |
 |
 |
 |
Tata Motors |
100 |
67,748 |
|
74.995 |
72.862 |
|
-2.132 |
-3 |
4,936,321 |
-15 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
24/01/22 |
6/06/22 |
133 |
 |
 |
 |
Traton |
100 |
1,824 |
|
2,705.850 |
2,539.464 |
2,883.138 |
177.288 |
7 |
5,259,694 |
19 |
|
long |
6/06/22 |
4/07/22 |
28 |
 |
 |
 |
Mitsubishi Motors |
100 |
1,298,689 |
|
4.050 |
4.400 |
|
0.350 |
9 |
5,714,235 |
195 |
|
short |
4/07/22 |
15/08/22 |
42 |
 |
 |
 |
General Motors |
100 |
1,308 |
|
4,366.865 |
5,243.346 |
3,490.385 |
-876.481 |
-20 |
4,567,798 |
-86 |
|
long |
15/08/22 |
12/12/22 |
119 |
 |
 |
 |
Mitsubishi Motors |
100 |
881,814 |
|
5.180 |
5.910 |
|
0.730 |
14 |
5,211,522 |
50 |
|
short |
12/12/22 |
20/03/23 |
98 |
 |
 |
 |
Tesla Motors |
100 |
225 |
|
23,071.865 |
24,391.596 |
21,752.133 |
-1,319.731 |
-6 |
4,914,583 |
-20 |
|
accum | 30/01/06 |
20/03/23 | 6259 |
days out of 6287 invested (100%) |
49,046 |
4,914,583 |
44 |
|
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 | 18/09/06 | 20/08/07 | 336 | 61.38 | 290.87 | | 229.50 | 373.91 | | | |
| long | 30/03/09 | 7/03/11 | 707 | 105.15 | 217.80 | | 112.65 | 107.13 | | | |
| short | 23/08/21 | 22/11/21 | 91 | 311.39 | 375.89 | 246.89 | -64.50 | -20.71 | | | 678.29 |
Tesla Motors | long | 27/05/13 | 27/10/14 | 518 | 745.12 | 1,593.96 | | 848.84 | 113.92 | | | |
| long | 8/06/20 | 23/08/21 | 441 | 6,856.61 | 25,814.79 | | 18,958.17 | 276.49 | | | |
| short | 12/12/22 | 20/03/23 | 98 | 23,071.86 | 24,391.60 | 21,752.13 | -1,319.73 | -5.72 | | | 659.33 |
Mazda Motor | short | 20/08/07 | 30/03/09 | 588 | 28.27 | 9.04 | 88.41 | 60.14 | 212.72 | | | |
| short | 7/03/11 | 13/02/12 | 343 | 10.18 | 7.27 | 14.25 | 4.07 | 40.03 | | | |
| long | 7/01/13 | 8/04/13 | 91 | 8.92 | 15.31 | | 6.39 | 71.64 | | | 651.59 |
Renault | short | 3/02/20 | 8/06/20 | 126 | 4,189.64 | 3,222.48 | 5,447.08 | 1,257.44 | 30.01 | | | 30.01 |
Tata Motors | long | 13/02/12 | 14/05/12 | 91 | 40.01 | 43.00 | | 2.99 | 7.47 | | | |
| long | 30/05/16 | 27/06/16 | 28 | 70.01 | 67.33 | | -2.68 | -3.83 | | | |
| long | 10/10/16 | 19/03/18 | 525 | 87.69 | 54.60 | | -33.09 | -37.73 | | | |
| short | 19/03/18 | 4/11/19 | 595 | 54.60 | 26.41 | 112.89 | 58.29 | 106.76 | | | |
| long | 22/11/21 | 24/01/22 | 63 | 74.99 | 72.86 | | -2.13 | -2.84 | | | 29.28 |
Mitsubishi Motors | short | 27/06/16 | 10/10/16 | 105 | 4.81 | 4.89 | 4.73 | -0.08 | -1.66 | | | |
| long | 6/06/22 | 4/07/22 | 28 | 4.05 | 4.40 | | 0.35 | 8.64 | | | |
| long | 15/08/22 | 12/12/22 | 119 | 5.18 | 5.91 | | 0.73 | 14.09 | | | 21.89 |
Fiat Chrysler | short | 11/01/16 | 30/05/16 | 140 | 936.76 | 791.73 | 1,108.36 | 171.60 | 18.32 | | | 18.32 |
Peugeot | short | 14/05/12 | 7/01/13 | 238 | 719.52 | 621.44 | 833.07 | 113.55 | 15.78 | | | 15.78 |
Traton | short | 24/01/22 | 6/06/22 | 133 | 2,705.85 | 2,539.46 | 2,883.14 | 177.29 | 6.55 | | | 6.55 |
Ferrari | long | 4/11/19 | 3/02/20 | 91 | 18,612.77 | 18,541.16 | | -71.61 | -0.38 | | | -0.38 |
Maruti Suzuki | long | 19/01/15 | 22/06/15 | 154 | 691.97 | 773.15 | | 81.18 | 11.73 | | | |
| long | 23/11/15 | 11/01/16 | 49 | 876.27 | 754.93 | | -121.33 | -13.85 | | | -3.74 |
Mahindra & Mahindra | long | 30/01/06 | 12/06/06 | 133 | 37.13 | 32.46 | | -4.66 | -12.56 | | | -12.56 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Hyundai Motor | short | 27/10/14 | 19/01/15 | 84 | 18.04 | 18.80 | 17.27 | -0.77 | -4.24 | | | |
| short | 22/06/15 | 23/11/15 | 154 | 14.78 | 16.63 | 12.92 | -1.85 | -12.55 | | | -16.26 |
Kia Motor | short | 8/04/13 | 27/05/13 | 49 | 4.48 | 5.32 | 3.64 | -0.84 | -18.77 | | | -18.77 |
Ford Motor | short | 12/06/06 | 18/09/06 | 98 | 771.59 | 918.80 | 624.39 | -147.20 | -19.08 | | | -19.08 |
General Motors | short | 4/07/22 | 15/08/22 | 42 | 4,366.87 | 5,243.35 | 3,490.38 | -876.48 | -20.07 | | | -20.07 |
Annotations
25/08/22 | Tesla Motors | | | stock split 1:3 (three for one) |
29/09/21 | Toyota | | | stock split 1:5 (five for one) |
21/12/17 | Mahindra & Mahindra | | | stock split 1:2 (two for one) |
13/03/15 | Auto Producers | | | first full analysis, the Mixed Cut looks pretty good, no overlaps. |
|
|