Share-o-matic - Assessment Iron and Steel - best alternating

Assessment - Iron and Steel in Pound sterling - 2/05/24 - RS = 21

historical assessment - show freshest

								⇓instrument	freshest		⇓ Δday	2/05/24	Δwk	9/11/23	prc diff	⇓ Δ21		⇓∅-RS
						S		SOM Iron and Steel	265.701	8/12/24	-0.18	304.504		290.573	13.931	4.79		7.38
						L		JSW Steel	8.811	8/12/24	1.35	7.825		7.943	-0.118	-1.48		6.35
						L		Tata Steel	1.461	8/12/24	0.16	1.360		1.264	0.096	7.58		19.35
								Vallourec	11.454	8/12/24	-0.59	11.548		10.552	0.996	9.44		11.94
								Citic Pacific	0.724	8/12/24		0.749		0.778	-0.029	-3.79		-10.74
						S		Acerinox	7.843	8/12/24	0.05	8.601		7.894	0.707	8.96		2.46
						S		Vulcan Steel	3.391	8/12/24	0.14	3.768		4.493	-0.725	-16.13		-7.77
								Nippon Steel	17.014	8/09/24	1.83	19.102		19.299	-0.197	-1.02		6.71
						S		Bluescope Steel	10.637	8/12/24	-0.44	11.993		10.833	1.160	10.70		11.95
						S		Tenaris	10.991	8/12/24	0.71	12.447		12.917	-0.470	-3.64		-0.64
								Pacific Metals	7.200	8/09/24	5.59	8.161		8.387	-0.227	-2.70		-4.04
						S		Aperam	21.468	8/12/24	-0.63	24.689		23.500	1.190	5.06		-5.56
								Ternium Argentina	0.853	8/12/24	-2.32	1.017		1.071	-0.054	-5.07		-18.65
								Outokumpu	2.777	8/12/24	0.31	3.385		3.624	-0.239	-6.61		-14.36
								voestalpine	18.915	8/12/24	-0.18	23.130		23.302	-0.172	-0.74		-7.17
								ArcelorMittal	17.236	8/12/24	0.30	21.395		20.907	0.489	2.34		0.29
								Kobe Steel	8.748	8/09/24	1.62	10.968		11.057	-0.088	-0.80		41.18
						S		Posco Holdings	195.990	8/12/24	0.61	267.204		343.316	-76.111	-22.17		1.79
								thyssenkrupp	2.844	8/12/24	-1.63	4.667		6.196	-1.528	-24.67		-19.97
						S		Salzgitter	13.047	8/12/24	-1.23	21.537		22.100	-0.563	-2.55		-16.41
Iron and Steel - 19 out of 19 instruments rated - 2/05/24 / 9/11/23 - 6 did rise, Market-Ratio(21) in GBP = 31.58 %

Technical Chart

	Iron and Steel RS = 21 - B/S = 85/20

1/03/22	scale up chart	7/01/24

Transactions Iron and Steel in Pound sterling * 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	251		39.704	69.921		30.217	76	17,585	33
short	1/28/08	4/20/09	448				Pacific Metals	100	43,890		0.401	0.440	0.361	-0.040	-10	15,844	-8
long	4/20/09	8/16/10	483				Pacific Metals	100	35,989		0.440	0.435		-0.005	-1	15,668	-1
short	8/16/10	10/18/10	63				Salzgitter	100	378		41.432	47.203	35.660	-5.772	-14	13,486	-58
long	10/18/10	6/06/11	231				Severstal	100	1,441		9.355	11.574		2.219	24	16,684	40
short	6/06/11	2/20/12	259				Outokumpu	100	815		20.466	10.812	38.742	18.275	89	31,578	146
long	2/20/12	5/21/12	91				Tenaris	100	2,432		12.979	10.458		-2.521	-19	25,448	-58
short	5/21/12	11/18/13	546				Outokumpu	100	4,140		6.146	2.826	13.367	7.221	117	55,342	68
long	11/18/13	8/24/15	644				Ternium Argentina	100	170,360		0.325	0.375		0.050	15	63,834	8
short	8/24/15	7/11/16	322				Vallourec	100	199		319.969	107.566	951.788	631.818	197	189,566	244
long	7/11/16	6/18/18	707				Outokumpu	100	52,045		3.642	4.665		1.023	28	242,784	14
short	6/18/18	1/13/20	574				Outokumpu	100	52,045		4.665	2.398	9.076	4.411	95	472,343	53
long	1/13/20	3/09/20	56				Ternium Argentina	100	1,517,432		0.311	0.217		-0.094	-30	330,022	-90
short	3/09/20	8/10/20	154				Vallourec	100	8,699		37.935	26.702	53.894	15.959	42	468,848	130
long	8/10/20	10/04/21	420				Ternium Argentina	100	1,066,588		0.440	0.689		0.249	57	734,657	48
short	10/04/21	12/12/22	434				Vallourec	100	112,564		6.527	8.940	4.113	-2.413	-37	463,025	-32
long	12/12/22	7/01/24	567				Ternium Argentina	100	524,795		0.882	0.880		-0.002	0	461,841	0
short	7/01/24	8/12/24	42				thyssenkrupp	100	132,988		3.473	2.817	4.281	0.809	23	569,377	517
accum	1/30/06	8/12/24	7496	days out of 7524 invested (100%)										5,594		569,377	22

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	20.47	10.81	38.74	18.28	89.30
	short	5/21/12	11/18/13	546	6.15	2.83	13.37	7.22	117.49
	long	7/11/16	6/18/18	707	3.64	4.66		1.02	28.07
	short	6/18/18	1/13/20	574	4.66	2.40	9.08	4.41	94.55			925.86
Vallourec	short	8/24/15	7/11/16	322	319.97	107.57	951.79	631.82	197.46
	short	3/09/20	8/10/20	154	37.94	26.70	53.89	15.96	42.07
	short	10/04/21	12/12/22	434	6.53	8.94	4.11	-2.41	-36.97			166.35
Salzgitter	long	1/30/06	1/28/08	728	39.70	69.92		30.22	76.11
	short	8/16/10	10/18/10	63	41.43	47.20	35.66	-5.77	-13.93			51.57
Ternium Argentina	long	11/18/13	8/24/15	644	0.32	0.37		0.05	15.34
	long	1/13/20	3/09/20	56	0.31	0.22		-0.09	-30.13
	long	8/10/20	10/04/21	420	0.44	0.69		0.25	56.69
	long	12/12/22	7/01/24	567	0.88	0.88		-0.00	-0.26			25.96
Severstal	long	10/18/10	6/06/11	231	9.36	11.57		2.22	23.72			23.72
thyssenkrupp	short	7/01/24	8/12/24	42	3.47	2.82	4.28	0.81	23.28			23.28
Pacific Metals	short	1/28/08	4/20/09	448	0.40	0.44	0.36	-0.04	-9.90
	long	4/20/09	8/16/10	483	0.44	0.44		-0.00	-1.12			-10.90
Tenaris	long	2/20/12	5/21/12	91	12.98	10.46		-2.52	-19.42			-19.42

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