| | |
| | |
Assessment - Automotive Producers - 4/10/23 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/10/23 |
⇓ Δwk |
1/09/23 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Auto Makers |
655.986 |
8/12/24 |
-0.43 |
565.826 |
|
533.861 |
31.965 |
5.99 |
USD |
2.28 |
| |  |
 |
 |
 |
|
 |
Iveco |
8.642 |
8/12/24 |
-0.21 |
7.860 |
|
6.176 |
1.684 |
27.27 |
EUR |
30.66 |
| |  |
 |
 |
 |
|
 |
Renault |
40.250 |
8/12/24 |
-0.72 |
36.675 |
|
35.590 |
1.085 |
3.05 |
EUR |
22.68 |
| |  |
 |
 |
 |
|
 |
Ferrari |
385.700 |
8/12/24 |
|
248.900 |
|
216.000 |
32.900 |
15.23 |
EUR |
21.95 |
| |  |
 |
 |
 |
S |
 |
BMW |
78.980 |
8/12/24 |
-0.90 |
98.620 |
|
89.980 |
8.640 |
9.60 |
EUR |
20.53 |
| |  |
 |
 |
 |
S |
 |
Stellantis |
13.980 |
8/12/24 |
-0.57 |
16.248 |
|
14.554 |
1.694 |
11.64 |
EUR |
17.50 |
| |  |
 |
 |
 |
|
 |
Traton |
26.700 |
8/12/24 |
|
17.470 |
|
15.060 |
2.410 |
16.00 |
EUR |
17.02 |
| |  |
 |
 |
 |
S |
 |
Mercedes-Benz |
57.480 |
8/12/24 |
-0.57 |
67.820 |
|
67.320 |
0.500 |
0.74 |
EUR |
9.48 |
| |  |
 |
 |
 |
|
 |
Kia |
102,100.000 |
8/12/24 |
0.20 |
81,000.000 |
|
64,100.000 |
16,900.000 |
26.37 |
KRW |
9.46 |
| |  |
 |
 |
 |
|
 |
Tata Motors |
1,076.150 |
8/12/24 |
0.75 |
461.300 |
|
389.450 |
71.850 |
18.45 |
INR |
8.83 |
| |  |
 |
 |
 |
|
 |
Bajaj Auto |
9,710.850 |
8/12/24 |
-0.56 |
4,061.600 |
|
3,620.750 |
440.850 |
12.18 |
INR |
8.24 |
| |  |
 |
 |
 |
S |
 |
Mazda Motor |
1,114.500 |
8/09/24 |
1.32 |
1,154.000 |
|
1,003.000 |
151.000 |
15.05 |
JPY |
7.89 |
| |  |
 |
 |
 |
|
 |
Volvo |
255.700 |
8/12/24 |
-0.12 |
191.700 |
|
197.380 |
-5.680 |
-2.88 |
SEK |
6.98 |
| |  |
 |
 |
 |
S |
 |
Mitsubishi Motors |
386.000 |
8/09/24 |
1.05 |
505.000 |
|
493.000 |
12.000 |
2.43 |
JPY |
6.51 |
| |  |
 |
 |
 |
L |
 |
Hyundai Motor |
243,500.000 |
8/12/24 |
0.21 |
185,900.000 |
|
164,000.000 |
21,900.000 |
13.35 |
KRW |
5.03 |
| |  |
 |
 |
 |
|
 |
Honda Motor |
1,420.000 |
8/09/24 |
-0.14 |
1,163.330 |
|
1,041.000 |
122.330 |
11.75 |
JPY |
4.67 |
| |  |
 |
 |
 |
|
 |
Daimler Truck |
33.000 |
8/12/24 |
-0.87 |
28.780 |
|
30.545 |
-1.765 |
-5.78 |
EUR |
4.22 |
| |  |
 |
 |
 |
|
 |
Suzuki Motor |
1,626.000 |
8/09/24 |
0.31 |
1,154.500 |
|
1,064.500 |
90.000 |
8.45 |
JPY |
3.27 |
| |  |
 |
 |
 |
S |
 |
Li Auto |
77.000 |
8/12/24 |
-1.79 |
95.850 |
|
82.950 |
12.900 |
15.55 |
HKD |
2.73 |
| |  |
 |
 |
 |
L |
 |
Mahindra & Mahindra |
2,717.650 |
8/12/24 |
-1.15 |
1,188.600 |
|
1,310.350 |
-121.750 |
-9.29 |
INR |
1.94 |
| |  |
 |
 |
 |
|
 |
Maruti Suzuki |
12,273.200 |
8/12/24 |
0.40 |
8,535.150 |
|
8,377.000 |
158.150 |
1.89 |
INR |
0.89 |
| |  |
 |
 |
 |
L |
 |
BYD Company |
213.600 |
8/12/24 |
-0.28 |
227.400 |
|
201.400 |
26.000 |
12.91 |
HKD |
-0.41 |
| |  |
 |
 |
 |
S |
 |
Nissan Motor |
410.200 |
8/09/24 |
-0.56 |
488.900 |
|
426.700 |
62.200 |
14.58 |
JPY |
-0.79 |
| |  |
 |
 |
 |
S |
 |
Ford Motor |
9.860 |
8/12/24 |
-2.38 |
12.720 |
|
12.690 |
0.030 |
0.24 |
USD |
-2.34 |
| |  |
 |
 |
 |
L |
 |
General Motors |
42.990 |
8/12/24 |
-1.13 |
35.730 |
|
35.920 |
-0.190 |
-0.53 |
USD |
-2.99 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/10/23 |
⇓ Δwk |
1/09/23 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
Eicher Motors |
4,808.800 |
8/12/24 |
-0.45 |
2,970.450 |
|
3,262.550 |
-292.100 |
-8.95 |
INR |
-3.92 |
| |  |
 |
 |
 |
|
 |
Isuzu Motors |
2,021.500 |
8/09/24 |
0.50 |
1,512.000 |
|
1,511.000 |
1.000 |
0.07 |
JPY |
-5.54 |
| |  |
 |
 |
 |
S |
 |
SAIC Motor Corp |
13.740 |
8/12/24 |
-0.87 |
14.230 |
|
14.480 |
-0.250 |
-1.73 |
CNY |
-7.57 |
| |  |
 |
 |
 |
|
 |
Toyota |
2,447.500 |
8/09/24 |
-0.14 |
1,827.500 |
|
1,825.000 |
2.500 |
0.14 |
JPY |
-8.88 |
| |  |
 |
 |
 |
S |
 |
Volkswagen |
93.500 |
8/12/24 |
-0.47 |
123.460 |
|
128.020 |
-4.560 |
-3.56 |
EUR |
-8.88 |
| |  |
 |
 |
 |
L |
 |
Great Wall Motor |
22.210 |
8/12/24 |
-0.31 |
27.010 |
|
29.190 |
-2.180 |
-7.47 |
CNY |
-11.09 |
| |  |
 |
 |
 |
S |
 |
Hino Motors |
446.500 |
8/09/24 |
-0.42 |
544.000 |
|
499.000 |
45.000 |
9.02 |
JPY |
-11.21 |
| |  |
 |
 |
 |
|
 |
Tesla Motors |
197.490 |
8/12/24 |
-1.26 |
184.510 |
|
119.770 |
64.740 |
54.05 |
USD |
-11.63 |
| |  |
 |
 |
 |
|
 |
Paccar |
92.170 |
8/12/24 |
-0.74 |
69.680 |
|
99.790 |
-30.110 |
-30.17 |
USD |
-20.31 |
| |  |
 |
 |
 |
S |
 |
Porsche |
65.680 |
8/12/24 |
-0.97 |
117.900 |
|
99.850 |
18.050 |
18.08 |
EUR |
-na- |
| Auto Makers - 34 out of 34 instruments rated - 4/10/23 / 1/09/23 - 25 did rise, Market-Ratio(13) = 73.53 % |
Technical Chart
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 |
6/03/24 |
91 |
 |
 |
 |
Tata Motors |
100 |
90,262 |
INR |
98.720 |
95.045 |
|
-3.675 |
-4 |
8,578,961 |
-14 |
|
| short |
6/03/24 |
8/12/24 |
70 |
 |
 |
 |
Li Auto |
100 |
104,240 |
HKD |
82.300 |
77.000 |
87.965 |
5.665 |
7 |
9,169,460 |
41 |
|
| accum | 1/30/06 |
8/12/24 | 7236 |
days out of 7264 invested (100%) |
91,595 |
9,169,460 |
41 |
|
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 |
| Renault | short | 2/03/20 | 6/08/20 | 126 | 34.86 | 26.36 | 46.10 | 11.24 | 32.25 | | | 32.25 |
| 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 | 6/03/24 | 91 | 98.72 | 95.05 | | -3.68 | -3.72 | | | 31.09 |
| 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 |
| Li Auto | short | 6/03/24 | 8/12/24 | 70 | 82.30 | 77.00 | 87.96 | 5.66 | 6.88 | | | 6.88 |
| Ferrari | long | 11/04/19 | 2/03/20 | 91 | 153.85 | 154.25 | | 0.40 | 0.26 | | | 0.26 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| 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 |
| 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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