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