| | Fri, Jan 30th, 2026, 2:12UTC |
| | |
Assessment - Iron and Steel in Japanese yen - 3/13/23 - RS = 21
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/13/23 |
⇓ Δwk |
10/17/22 |
prc diff |
⇓ Δ21 |
|
∅-RS |
| |  |
 |
 |
|
S |
 |
SOM Iron and Steel |
44,347.848 |
8/12/24 |
-0.18 |
45,349.468 |
|
37,930.792 |
7,418.676 |
19.56 |
|
16.76 |
| | |
|
|
|
|
|
Kobe Steel |
1,629.500 |
8/09/24 |
1.62 |
1,086.000 |
|
611.000 |
475.000 |
77.74 |
|
70.82 |
| | |
|
|
|
|
|
Nippon Steel |
3,169.000 |
8/09/24 |
1.83 |
3,196.000 |
|
2,136.500 |
1,059.500 |
49.59 |
|
45.17 |
| | |
|
|
|
|
|
voestalpine |
3,157.131 |
8/12/24 |
-0.18 |
4,778.592 |
|
2,844.941 |
1,933.652 |
67.97 |
|
40.84 |
| | |
|
|
|
|
|
Ternium Argentina |
584.373 |
8/12/24 |
-2.32 |
139.662 |
|
147.553 |
-7.890 |
-5.35 |
|
-7.59 |
| | |
|
|
|
S |
|
Salzgitter |
2,177.677 |
8/12/24 |
-1.23 |
5,218.989 |
|
3,238.810 |
1,980.179 |
61.14 |
|
26.40 |
| | |
|
|
|
|
|
Outokumpu |
463.561 |
8/12/24 |
0.31 |
785.279 |
|
550.100 |
235.179 |
42.75 |
|
24.59 |
| | |
|
|
|
S |
|
Posco Holdings |
33,631.077 |
8/12/24 |
0.61 |
33,579.732 |
|
25,776.335 |
7,803.397 |
30.27 |
|
20.73 |
| | |
|
|
|
|
|
Vallourec |
1,911.723 |
8/12/24 |
-0.59 |
1,865.967 |
|
1,561.569 |
304.398 |
19.49 |
|
19.35 |
| | |
|
|
|
S |
|
Bluescope Steel |
1,827.354 |
8/12/24 |
-0.44 |
1,768.694 |
|
1,503.920 |
264.773 |
17.61 |
|
8.83 |
| | |
|
|
|
S |
|
Aperam |
3,583.229 |
8/12/24 |
-0.63 |
4,957.325 |
|
3,695.641 |
1,261.684 |
34.14 |
|
13.01 |
| | |
|
|
|
|
|
Citic Pacific |
120.537 |
8/12/24 |
|
151.435 |
|
138.552 |
12.883 |
9.30 |
|
7.43 |
| | |
|
|
|
|
|
thyssenkrupp |
474.714 |
8/12/24 |
-1.63 |
957.434 |
|
737.078 |
220.356 |
29.90 |
|
8.74 |
| | |
|
|
|
|
|
ArcelorMittal |
2,876.878 |
8/12/24 |
0.30 |
3,860.622 |
|
3,241.007 |
619.615 |
19.12 |
|
8.32 |
| | |
|
|
|
L |
|
JSW Steel |
1,484.352 |
8/12/24 |
1.35 |
1,093.180 |
|
1,144.104 |
-50.925 |
-4.45 |
|
-2.54 |
| | |
|
|
|
S |
|
Acerinox |
1,309.037 |
8/12/24 |
0.05 |
1,370.664 |
|
1,210.893 |
159.770 |
13.19 |
|
2.83 |
| | |
|
|
|
S |
|
Tenaris |
1,834.510 |
8/12/24 |
0.71 |
2,079.016 |
|
2,135.536 |
-56.519 |
-2.65 |
|
2.00 |
| | |
|
|
|
L |
|
Tata Steel |
246.046 |
8/12/24 |
0.16 |
172.812 |
|
180.372 |
-7.560 |
-4.19 |
|
-5.60 |
| | |
|
|
|
S |
|
Vulcan Steel |
582.739 |
8/12/24 |
0.14 |
720.537 |
|
648.017 |
72.520 |
11.19 |
|
-5.31 |
| | |
|
|
|
|
|
Pacific Metals |
1,341.000 |
8/09/24 |
5.59 |
1,983.000 |
|
2,084.000 |
-101.000 |
-4.85 |
|
-15.99 |
| Iron and Steel - 19 out of 19 instruments rated - 3/13/23 / 10/17/22 - 14 did rise, Market-Ratio(21) in JPY = 73.68 % |
Technical Chart
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 | |
| 1/02/06 |
1/30/06 |
28 |
|
- cash - |
| long |
1/30/06 |
1/28/08 |
728 |
|
|
|
Salzgitter |
100 |
1 |
|
8,232.136 |
14,799.371 |
|
6,567.235 |
80 |
16,567 |
34 |
|
| short |
1/28/08 |
4/20/09 |
448 |
|
|
|
Pacific Metals |
100 |
195 |
|
84.800 |
64.600 |
111.316 |
26.516 |
31 |
21,738 |
25 |
|
| long |
4/20/09 |
8/16/10 |
483 |
|
|
|
Pacific Metals |
100 |
336 |
|
64.600 |
58.500 |
|
-6.100 |
-9 |
19,688 |
-7 |
|
| short |
8/16/10 |
10/18/10 |
63 |
|
|
|
Salzgitter |
100 |
3 |
|
5,567.448 |
6,146.222 |
4,988.674 |
-578.774 |
-10 |
17,952 |
-47 |
|
| long |
10/18/10 |
6/06/11 |
231 |
|
|
|
Severstal |
100 |
14 |
|
1,218.088 |
1,525.935 |
|
307.847 |
25 |
22,262 |
43 |
|
| short |
6/06/11 |
2/20/12 |
259 |
|
|
|
Outokumpu |
100 |
8 |
|
2,698.286 |
1,361.632 |
5,347.075 |
2,648.790 |
98 |
43,452 |
162 |
|
| long |
2/20/12 |
5/21/12 |
91 |
|
|
|
Tenaris |
100 |
26 |
|
1,634.585 |
1,307.303 |
|
-327.283 |
-20 |
34,943 |
-59 |
|
| short |
5/21/12 |
11/18/13 |
546 |
|
|
|
Outokumpu |
100 |
45 |
|
768.230 |
455.034 |
1,296.994 |
528.764 |
69 |
58,737 |
42 |
|
| long |
11/18/13 |
8/24/15 |
644 |
|
|
|
Ternium Argentina |
100 |
1,122 |
|
52.312 |
70.009 |
|
17.697 |
34 |
78,594 |
18 |
|
| short |
8/24/15 |
7/11/16 |
322 |
|
|
|
Vallourec |
100 |
1 |
|
59,783.696 |
14,364.602 |
248,812.349 |
189,028.653 |
316 |
267,622 |
403 |
|
| long |
7/11/16 |
6/18/18 |
707 |
|
|
|
Outokumpu |
100 |
550 |
|
486.396 |
682.923 |
|
196.527 |
40 |
375,712 |
19 |
|
| short |
6/18/18 |
1/13/20 |
574 |
|
|
|
Outokumpu |
100 |
550 |
|
682.923 |
341.869 |
1,364.220 |
681.297 |
100 |
750,425 |
55 |
|
| long |
1/13/20 |
3/09/20 |
56 |
|
|
|
Ternium Argentina |
100 |
16,908 |
|
44.383 |
29.145 |
|
-15.237 |
-34 |
492,794 |
-94 |
|
| short |
3/09/20 |
8/10/20 |
154 |
|
|
|
Vallourec |
100 |
96 |
|
5,083.657 |
3,698.680 |
6,987.242 |
1,903.585 |
37 |
675,538 |
113 |
|
| long |
8/10/20 |
10/04/21 |
420 |
|
|
|
Ternium Argentina |
100 |
11,094 |
|
60.889 |
103.931 |
|
43.042 |
71 |
1,153,048 |
59 |
|
| short |
10/04/21 |
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 |
7/01/24 |
567 |
|
|
|
Ternium Argentina |
100 |
3,611 |
|
149.054 |
179.757 |
|
30.703 |
21 |
649,121 |
13 |
|
| short |
7/01/24 |
8/12/24 |
42 |
|
|
|
thyssenkrupp |
100 |
915 |
|
709.350 |
575.383 |
874.509 |
165.159 |
23 |
800,242 |
517 |
|
| accum | 1/30/06 |
8/12/24 | 7305 |
days out of 7333 invested (100%) |
7,902 |
800,242 |
24 |
|
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 | 2,698.29 | 1,361.63 | 5,347.08 | 2,648.79 | 98.17 | | | |
| | short | 5/21/12 | 11/18/13 | 546 | 768.23 | 455.03 | 1,296.99 | 528.76 | 68.83 | | | |
| | long | 7/11/16 | 6/18/18 | 707 | 486.40 | 682.92 | | 196.53 | 40.40 | | | |
| | short | 6/18/18 | 1/13/20 | 574 | 682.92 | 341.87 | 1,364.22 | 681.30 | 99.76 | | | 838.36 |
| Vallourec | short | 8/24/15 | 7/11/16 | 322 | 59,783.70 | 14,364.60 | 248,812.35 | 189,028.65 | 316.19 | | | |
| | short | 3/09/20 | 8/10/20 | 154 | 5,083.66 | 3,698.68 | 6,987.24 | 1,903.58 | 37.45 | | | |
| | short | 10/04/21 | 12/12/22 | 434 | 984.78 | 1,510.25 | 459.32 | -525.47 | -53.36 | | | 166.80 |
| Ternium Argentina | long | 11/18/13 | 8/24/15 | 644 | 52.31 | 70.01 | | 17.70 | 33.83 | | | |
| | long | 1/13/20 | 3/09/20 | 56 | 44.38 | 29.15 | | -15.24 | -34.33 | | | |
| | long | 8/10/20 | 10/04/21 | 420 | 60.89 | 103.93 | | 43.04 | 70.69 | | | |
| | long | 12/12/22 | 7/01/24 | 567 | 149.05 | 179.76 | | 30.70 | 20.60 | | | 80.91 |
| Salzgitter | long | 1/30/06 | 1/28/08 | 728 | 8,232.14 | 14,799.37 | | 6,567.23 | 79.78 | | | |
| | short | 8/16/10 | 10/18/10 | 63 | 5,567.45 | 6,146.22 | 4,988.67 | -578.77 | -10.40 | | | 61.09 |
| Severstal | long | 10/18/10 | 6/06/11 | 231 | 1,218.09 | 1,525.94 | | 307.85 | 25.27 | | | 25.27 |
| thyssenkrupp | short | 7/01/24 | 8/12/24 | 42 | 709.35 | 575.38 | 874.51 | 165.16 | 23.28 | | | 23.28 |
| Pacific Metals | short | 1/28/08 | 4/20/09 | 448 | 84.80 | 64.60 | 111.32 | 26.52 | 31.27 | | | |
| | long | 4/20/09 | 8/16/10 | 483 | 64.60 | 58.50 | | -6.10 | -9.44 | | | 18.87 |
| Tenaris | long | 2/20/12 | 5/21/12 | 91 | 1,634.59 | 1,307.30 | | -327.28 | -20.02 | | | -20.02 |
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 |
|
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