Share-o-matic - Assessment Auto Makers (Automotive Producers)

Assessment - Automotive Producers - 8/28/23 - RS = 13

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	8/28/23	⇓ Δwk	5/29/23	prc diff	⇓ Δ13	Curr	∅-RS
		SOM Auto Makers	748.245	Fri	0.64	629.010		584.049	44.961	7.70	USD	9.30
	S	Li Auto	98.900	Fri	5.78	155.000		110.800	44.200	39.89	HKD	61.44
		Mazda Motor	1,678.000	Fri	0.54	1,519.500		1,216.000	303.500	24.96	JPY	32.01
		Tata Motors	999.500	Fri	-0.17	602.400		521.450	80.950	15.52	INR	30.55
		Honda Motor	1,750.500	Fri	0.26	1,547.670		1,341.670	206.000	15.35	JPY	29.92
		Iveco	11.885	Fri	2.72	8.820		7.236	1.584	21.89	EUR	27.73
		Ferrari	394.500	Fri	2.15	289.000		270.000	19.000	7.04	EUR	23.49
		Toyota	3,510.000	Fri	0.37	2,436.500		1,928.500	508.000	26.34	JPY	22.54
	S	Tesla Motors	168.290	Fri	-1.11	238.820		193.170	45.650	23.63	USD	21.89
	S	Nissan Motor	549.000	Fri	0.42	606.900		524.900	82.000	15.62	JPY	20.93
	L	Mahindra & Mahindra	2,044.900	Fri		1,549.250		1,330.150	219.100	16.47	INR	18.44
	L	Traton	32.700	Fri	-3.54	18.950		19.500	-0.550	-2.82	EUR	16.39
		Bajaj Auto	8,974.300	Fri	2.74	4,600.450		4,618.500	-18.050	-0.39	INR	14.80
		Suzuki Motor	1,814.500	Fri	1.34	1,373.000		1,143.750	229.250	20.04	JPY	14.11
		Stellantis	23.045	Fri	0.68	16.932		14.750	2.182	14.79	EUR	13.98
		Volvo	281.300	Fri	1.52	221.950		204.250	17.700	8.67	SEK	12.23
	L	Daimler Truck	42.900	Fri	2.26	32.680		28.510	4.170	14.63	EUR	10.90
		Isuzu Motors	1,949.500	Fri	0.52	1,825.500		1,632.000	193.500	11.86	JPY	9.43
	L	Maruti Suzuki	12,703.300	Fri	-1.70	9,597.700		9,333.500	264.200	2.83	INR	7.57
		Mitsubishi Motors	472.700	Fri	1.20	561.700		461.000	100.700	21.84	JPY	7.16
	L	Renault	48.550	Fri	1.15	37.000		33.035	3.965	12.00	EUR	6.78
	L	BMW	106.400	Fri	1.29	96.600		104.400	-7.800	-7.47	EUR	5.32
		Kia	118,200.000	Fri	1.37	78,300.000		87,400.000	-9,100.000	-10.41	KRW	4.24
	L	Mercedes-Benz	74.360	Fri	1.56	67.430		71.160	-3.730	-5.24	EUR	2.40
	L	Hyundai Motor	249,500.000	Fri	-0.20	185,400.000		205,500.000	-20,100.000	-9.78	KRW	2.14
		⇓instrument	freshest		⇓ Δday	8/28/23	⇓ Δwk	5/29/23	prc diff	⇓ Δ13	Curr	∅-RS
	L	BYD Company	212.800	Fri	4.42	225.200		229.800	-4.600	-2.00	HKD	1.64
		Paccar	111.960	Fri	-0.59	85.180		71.350	13.830	19.38	USD	0.81
	L	Eicher Motors	4,601.000	Fri	-0.31	3,348.350		3,711.450	-363.100	-9.78	INR	-0.02
	L	SAIC Motor Corp	15.200	Fri	0.40	14.230		13.480	0.750	5.56	CNY	-1.66
	L	Hino Motors	452.300	Fri	-2.23	560.900		553.000	7.900	1.43	JPY	-2.32
	L	Ford Motor	12.790	Fri	-1.92	11.900		12.090	-0.190	-1.57	USD	-7.44
	L	Great Wall Motor	26.320	Fri	-1.02	25.900		22.700	3.200	14.10	CNY	-8.42
	L	General Motors	45.840	Fri	0.48	33.120		33.290	-0.170	-0.51	USD	-9.57
	L	Volkswagen	120.100	Fri	1.09	112.920		120.240	-7.320	-6.09	EUR	-11.49
	L	Porsche	89.800	Fri	0.40	100.350		117.200	-16.850	-14.38	EUR	-na-
Auto Makers - 34 out of 34 instruments rated - 8/28/23 / 5/29/23 - 22 did rise, Market-Ratio(13) = 64.71 %

Technical Chart

	Auto Makers RS = 13 - B/S = 81/34

1/06/20	scale up chart	4/22/24

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	4/26/24	53		Tata Motors	100	90,262	INR	98.720	99.950		1.230	1	9,021,697	9
accum	1/30/06	4/26/24	6663	days out of 6691 invested (100%)								90,117		9,021,697	45

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
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	4/26/24	53	98.72	99.95		1.23	1.25	37.86
Renault	short	2/03/20	6/08/20	126	34.86	26.36	46.10	11.24	32.25	32.25
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
Ferrari	long	11/04/19	2/03/20	91	153.85	154.25		0.40	0.26	0.26
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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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