| | |
| | |
Assessment - Automotive Suppliers in Renminbi yuán - 4/10/23 - RS = 49
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/10/23 |
⇓ Δwk |
5/02/22 |
prc diff |
⇓ Δ49 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
SOM Auto Suppliers |
1,696.274 |
8/12/24 |
0.08 |
1,940.122 |
|
1,869.259 |
70.863 |
3.79 |
|
2.02 |
| |  |
 |
 |
 |
|
 |
Yokohama Rubber |
158.808 |
8/09/24 |
2.88 |
139.092 |
|
88.322 |
50.770 |
57.48 |
|
33.02 |
| |  |
 |
 |
 |
S |
 |
Vitesco Technologies |
388.480 |
8/12/24 |
-0.10 |
488.119 |
|
274.155 |
213.965 |
78.05 |
|
35.35 |
| |  |
 |
 |
 |
S |
 |
LG Energy Solution |
1,711.190 |
8/12/24 |
2.02 |
3,104.624 |
|
2,126.727 |
977.897 |
45.98 |
|
26.56 |
| |  |
 |
 |
 |
S |
 |
Schaeffler |
34.676 |
8/12/24 |
0.17 |
53.104 |
|
34.945 |
18.158 |
51.96 |
|
28.46 |
| |  |
 |
 |
 |
|
 |
Forvia |
68.411 |
8/12/24 |
0.17 |
141.808 |
|
142.901 |
-1.093 |
-0.76 |
|
16.31 |
| |  |
 |
 |
 |
|
 |
Autoliv |
654.671 |
8/12/24 |
0.10 |
596.994 |
|
483.501 |
113.493 |
23.47 |
|
9.75 |
| |  |
 |
 |
 |
L |
 |
Cdn Tire |
759.162 |
8/12/24 |
-0.17 |
901.524 |
|
910.551 |
-9.027 |
-0.99 |
|
7.80 |
| |  |
 |
 |
 |
|
 |
Hella |
644.109 |
8/12/24 |
0.23 |
577.683 |
|
414.283 |
163.400 |
39.44 |
|
13.92 |
| |  |
 |
 |
 |
|
 |
Pirelli |
39.154 |
8/12/24 |
0.50 |
33.631 |
|
32.012 |
1.619 |
5.06 |
|
12.32 |
| |  |
 |
 |
 |
S |
 |
Continental |
439.307 |
8/12/24 |
0.34 |
484.388 |
|
433.073 |
51.315 |
11.85 |
|
9.96 |
| |  |
 |
 |
 |
|
 |
Michelin |
256.300 |
8/12/24 |
0.41 |
209.802 |
|
204.541 |
5.261 |
2.57 |
|
8.45 |
| |  |
 |
 |
 |
|
 |
Bridgestone |
287.347 |
8/09/24 |
-1.33 |
266.653 |
|
244.866 |
21.787 |
8.90 |
|
4.83 |
| |  |
 |
 |
 |
|
 |
Opmobility |
63.739 |
8/12/24 |
-1.16 |
121.134 |
|
105.668 |
15.466 |
14.64 |
|
6.88 |
| |  |
 |
 |
 |
|
 |
Hyundai Mobis |
1,138.189 |
8/12/24 |
2.82 |
1,112.143 |
|
1,085.490 |
26.653 |
2.46 |
|
1.34 |
| |  |
 |
 |
 |
S |
 |
Denso |
108.566 |
8/09/24 |
-0.19 |
94.796 |
|
98.880 |
-4.085 |
-4.13 |
|
2.81 |
| |  |
 |
 |
 |
L |
 |
GS Yuasa |
121.384 |
8/09/24 |
2.70 |
116.184 |
|
114.768 |
1.416 |
1.23 |
|
1.90 |
| |  |
 |
 |
 |
|
 |
Valeo |
70.158 |
8/12/24 |
-0.95 |
136.211 |
|
117.733 |
18.478 |
15.70 |
|
3.69 |
| |  |
 |
 |
 |
S |
 |
Magna |
265.905 |
8/12/24 |
-1.88 |
362.085 |
|
400.417 |
-38.333 |
-9.57 |
|
-8.69 |
| |  |
 |
 |
 |
|
 |
Xinyi Glass |
6.617 |
8/12/24 |
-0.13 |
11.674 |
|
15.460 |
-3.786 |
-24.49 |
|
-11.94 |
| |  |
 |
 |
 |
S |
 |
Nokian Tyres |
59.574 |
8/12/24 |
-0.84 |
61.918 |
|
85.110 |
-23.192 |
-27.25 |
|
-18.02 |
| Auto Suppliers - 20 out of 20 instruments rated - 4/10/23 / 5/02/22 - 14 did rise, Market-Ratio(49) in CNY = 70.00 % |
Technical Chart
Transactions Automotive Suppliers in Renminbi yuán * A49 - 33/17 (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 |
3/03/08 |
791 |
|
- cash - |
| short |
3/03/08 |
9/07/09 |
553 |
 |
 |
 |
Forvia |
100 |
26 |
|
372.421 |
95.901 |
1,446.251 |
1,073.830 |
288 |
37,920 |
145 |
|
| long |
9/07/09 |
11/14/11 |
798 |
 |
 |
 |
Opmobility |
100 |
2,377 |
|
15.948 |
54.261 |
|
38.313 |
240 |
128,990 |
75 |
|
| short |
11/14/11 |
1/30/12 |
77 |
 |
 |
 |
Forvia |
100 |
846 |
|
152.339 |
153.581 |
151.096 |
-1.242 |
-1 |
127,939 |
-4 |
|
| long |
1/30/12 |
6/04/12 |
126 |
 |
 |
 |
Bertrandt |
100 |
279 |
|
457.043 |
410.188 |
|
-46.855 |
-10 |
114,866 |
-27 |
|
| short |
6/04/12 |
7/16/12 |
42 |
 |
 |
 |
Forvia |
100 |
1,152 |
|
99.669 |
95.020 |
104.545 |
4.876 |
5 |
120,484 |
51 |
|
| long |
7/16/12 |
2/08/16 |
1302 |
 |
 |
 |
Continental |
100 |
261 |
|
460.282 |
1,101.235 |
|
640.953 |
139 |
287,772 |
28 |
|
| short |
2/08/16 |
3/07/16 |
28 |
 |
 |
 |
Leoni |
100 |
1,347 |
|
213.489 |
218.926 |
208.053 |
-5.436 |
-3 |
280,449 |
-29 |
|
| long |
3/07/16 |
10/08/18 |
945 |
 |
 |
 |
Grammer |
100 |
1,165 |
|
240.675 |
363.012 |
|
122.337 |
51 |
422,973 |
17 |
|
| short |
10/08/18 |
9/23/19 |
350 |
 |
 |
 |
Valeo |
100 |
1,657 |
|
255.144 |
225.572 |
288.592 |
33.448 |
13 |
478,396 |
14 |
|
| long |
9/23/19 |
10/07/19 |
14 |
 |
 |
 |
Hyundai Mobis |
100 |
319,245 |
|
1.499 |
1.459 |
|
-0.039 |
-3 |
465,900 |
-50 |
|
| short |
10/07/19 |
10/21/19 |
14 |
 |
 |
 |
STS |
100 |
13,117 |
|
35.518 |
35.084 |
35.957 |
0.439 |
1 |
471,662 |
38 |
|
| long |
10/21/19 |
2/24/20 |
126 |
 |
 |
 |
Valeo |
100 |
1,836 |
|
256.782 |
192.645 |
|
-64.136 |
-25 |
353,907 |
-57 |
|
| short |
2/24/20 |
12/07/20 |
287 |
 |
 |
 |
STS |
100 |
9,831 |
|
35.997 |
37.909 |
34.086 |
-1.911 |
-5 |
335,116 |
-7 |
|
| long |
12/07/20 |
3/07/22 |
455 |
 |
 |
 |
Opmobility |
100 |
1,475 |
|
227.135 |
106.838 |
|
-120.297 |
-53 |
157,678 |
-45 |
|
| short |
3/07/22 |
9/12/22 |
189 |
 |
 |
 |
Nokian Tyres |
100 |
1,636 |
|
96.360 |
80.951 |
114.703 |
18.342 |
19 |
187,686 |
40 |
|
| long |
9/12/22 |
9/19/22 |
7 |
 |
 |
 |
Yokohama Rubber |
100 |
162,230 |
|
1.157 |
1.132 |
|
-0.025 |
-2 |
183,702 |
-67 |
|
| short |
9/19/22 |
2/06/23 |
140 |
 |
 |
 |
Forvia |
100 |
1,757 |
|
104.499 |
137.061 |
71.937 |
-32.562 |
-31 |
126,490 |
-62 |
|
| long |
2/06/23 |
8/12/24 |
553 |
 |
 |
 |
Autoliv |
100 |
209 |
|
604.569 |
687.197 |
|
82.628 |
14 |
143,759 |
9 |
|
| accum | 3/03/08 |
8/12/24 | 6470 |
days out of 7261 invested (89%) |
1,338 |
143,759 |
16 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Forvia | short | 3/03/08 | 9/07/09 | 553 | 372.42 | 95.90 | 1,446.25 | 1,073.83 | 288.34 | | | |
| | short | 11/14/11 | 1/30/12 | 77 | 152.34 | 153.58 | 151.10 | -1.24 | -0.82 | | | |
| | short | 6/04/12 | 7/16/12 | 42 | 99.67 | 95.02 | 104.55 | 4.88 | 4.89 | | | |
| | short | 9/19/22 | 2/06/23 | 140 | 104.50 | 137.06 | 71.94 | -32.56 | -31.16 | | | 178.12 |
| Continental | long | 7/16/12 | 2/08/16 | 1302 | 460.28 | 1,101.23 | | 640.95 | 139.25 | | | 139.25 |
| Opmobility | long | 9/07/09 | 11/14/11 | 798 | 15.95 | 54.26 | | 38.31 | 240.24 | | | |
| | long | 12/07/20 | 3/07/22 | 455 | 227.13 | 106.84 | | -120.30 | -52.96 | | | 60.04 |
| Grammer | long | 3/07/16 | 10/08/18 | 945 | 240.67 | 363.01 | | 122.34 | 50.83 | | | 50.83 |
| Nokian Tyres | short | 3/07/22 | 9/12/22 | 189 | 96.36 | 80.95 | 114.70 | 18.34 | 19.04 | | | 19.04 |
| Autoliv | long | 2/06/23 | 8/12/24 | 553 | 604.57 | 687.20 | | 82.63 | 13.67 | | | 13.67 |
| Yokohama Rubber | long | 9/12/22 | 9/19/22 | 7 | 1.16 | 1.13 | | -0.02 | -2.12 | | | -2.12 |
| Leoni | short | 2/08/16 | 3/07/16 | 28 | 213.49 | 218.93 | 208.05 | -5.44 | -2.55 | | | -2.55 |
| Hyundai Mobis | long | 9/23/19 | 10/07/19 | 14 | 1.50 | 1.46 | | -0.04 | -2.61 | | | -2.61 |
| STS | short | 10/07/19 | 10/21/19 | 14 | 35.52 | 35.08 | 35.96 | 0.44 | 1.24 | | | |
| | short | 2/24/20 | 12/07/20 | 287 | 36.00 | 37.91 | 34.09 | -1.91 | -5.31 | | | -4.14 |
| Bertrandt | long | 1/30/12 | 6/04/12 | 126 | 457.04 | 410.19 | | -46.86 | -10.25 | | | -10.25 |
| Valeo | short | 10/08/18 | 9/23/19 | 350 | 255.14 | 225.57 | 288.59 | 33.45 | 13.11 | | | |
| | long | 10/21/19 | 2/24/20 | 126 | 256.78 | 192.65 | | -64.14 | -24.98 | | | -15.14 |
Annotations
| 9/28/23 | Denso | | | stock split 1:4 (four for one) |
| 6/16/22 | Michelin | | | stock split 1:4 (four for one) |
| 4/04/22 | Hella | | | acquired by Faurecia |
| 9/16/21 | Continental | | | spin-off drive technology: one additional Vitesco for five Continental |
| 6/29/18 | Autoliv | | | spin-off of Veoneer |
| 6/22/18 | Pirelli | | | returns |
| 2/10/17 | Auto Suppliers | | | machine learning processed for all techniques |
| 6/06/16 | Valeo | | | stock split 1:3 (three for one) |
| 6/04/16 | Schaeffler | | | moves from SDAX to MDAX (2016-06-20) |
| 12/21/15 | Schaeffler | | | entry (SDAX) |
| 11/02/15 | Pirelli | | | drops out due to acquisition by CNCC |
| 3/13/15 | Auto Suppliers | | | first full analysis, Best Long and Short do not cooperate, so the Alternating seems to be the best way. |
| 1/19/15 | Hella | | | entry |
|
|