| | |
| | |
Assessment - Automotive Suppliers in Pound sterling - 6/03/24 - RS = 49
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/03/24 |
⇓ Δwk |
6/26/23 |
prc diff |
⇓ Δ49 |
|
∅-RS |
| |  |
 |
 |
|
S |
 |
SOM Auto Suppliers |
193.150 |
8/12/24 |
0.08 |
227.106 |
|
224.851 |
2.255 |
1.00 |
|
2.02 |
| | |
|
|
|
L |
|
GS Yuasa |
11.810 |
8/09/24 |
2.70 |
16.663 |
|
15.040 |
1.623 |
10.79 |
|
19.96 |
| | |
|
|
|
|
|
Pirelli |
4.466 |
8/12/24 |
0.50 |
5.120 |
|
3.808 |
1.312 |
34.46 |
|
20.63 |
| | |
|
|
|
|
|
Autoliv |
75.138 |
8/12/24 |
0.10 |
99.250 |
|
64.889 |
34.361 |
52.95 |
|
21.41 |
| | |
|
|
|
|
|
Michelin |
29.235 |
8/12/24 |
0.41 |
31.542 |
|
22.683 |
8.859 |
39.05 |
|
19.04 |
| | |
|
|
|
|
|
Yokohama Rubber |
15.451 |
8/09/24 |
2.88 |
19.533 |
|
17.057 |
2.476 |
14.52 |
|
8.80 |
| | |
|
|
|
|
|
Bridgestone |
27.957 |
8/09/24 |
-1.33 |
34.448 |
|
32.466 |
1.982 |
6.11 |
|
5.07 |
| | |
|
|
|
|
|
Hella |
73.471 |
8/12/24 |
0.23 |
72.279 |
|
60.803 |
11.476 |
18.87 |
|
10.14 |
| | |
|
|
|
|
|
Xinyi Glass |
0.756 |
8/12/24 |
-0.13 |
0.986 |
|
1.173 |
-0.187 |
-15.94 |
|
4.35 |
| | |
|
|
|
S |
|
Denso |
10.563 |
8/09/24 |
-0.19 |
12.819 |
|
12.678 |
0.141 |
1.12 |
|
-2.90 |
| | |
|
|
|
S |
|
Schaeffler |
3.955 |
8/12/24 |
0.17 |
5.019 |
|
5.021 |
-0.003 |
-0.05 |
|
2.93 |
| | |
|
|
|
S |
|
Nokian Tyres |
6.795 |
8/12/24 |
-0.84 |
7.088 |
|
7.072 |
0.017 |
0.23 |
|
0.65 |
| | |
|
|
|
|
|
Hyundai Mobis |
124.660 |
8/12/24 |
2.82 |
125.516 |
|
133.142 |
-7.626 |
-5.73 |
|
-9.35 |
| | |
|
|
|
L |
|
Cdn Tire |
85.891 |
8/12/24 |
-0.17 |
79.308 |
|
102.906 |
-23.597 |
-22.93 |
|
-8.47 |
| | |
|
|
|
S |
|
Continental |
50.110 |
8/12/24 |
0.34 |
53.056 |
|
57.733 |
-4.677 |
-8.10 |
|
-9.45 |
| | |
|
|
|
|
|
Forvia |
7.803 |
8/12/24 |
0.17 |
13.221 |
|
18.061 |
-4.840 |
-26.80 |
|
-11.44 |
| | |
|
|
|
|
|
Opmobility |
7.270 |
8/12/24 |
-1.16 |
9.620 |
|
13.533 |
-3.913 |
-28.91 |
|
-13.09 |
| | |
|
|
|
S |
|
Magna |
30.084 |
8/12/24 |
-1.88 |
35.436 |
|
41.832 |
-6.396 |
-15.29 |
|
-17.76 |
| | |
|
|
|
S |
|
Vitesco Technologies |
44.312 |
8/12/24 |
-0.10 |
54.911 |
|
62.776 |
-7.864 |
-12.53 |
|
-16.78 |
| | |
|
|
|
|
|
Valeo |
8.003 |
8/12/24 |
-0.95 |
9.910 |
|
16.616 |
-6.706 |
-40.36 |
|
-17.60 |
| | |
|
|
|
S |
|
LG Energy Solution |
187.418 |
8/12/24 |
2.02 |
189.415 |
|
339.783 |
-150.368 |
-44.25 |
|
-28.74 |
| Auto Suppliers - 20 out of 20 instruments rated - 6/03/24 / 6/26/23 - 9 did rise, Market-Ratio(49) in GBP = 45.00 % |
Technical Chart
Transactions Automotive Suppliers in Pound sterling * 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 |
379 |
|
26.327 |
8.564 |
80.933 |
54.606 |
207 |
30,696 |
110 |
|
| long |
9/07/09 |
11/14/11 |
798 |
|
|
|
Opmobility |
100 |
21,553 |
|
1.424 |
5.323 |
|
3.899 |
274 |
114,738 |
83 |
|
| short |
11/14/11 |
1/30/12 |
77 |
|
|
|
Forvia |
100 |
7,676 |
|
14.946 |
15.528 |
14.363 |
-0.582 |
-4 |
110,267 |
-17 |
|
| long |
1/30/12 |
6/04/12 |
126 |
|
|
|
Bertrandt |
100 |
2,386 |
|
46.211 |
42.095 |
|
-4.116 |
-9 |
100,446 |
-24 |
|
| short |
6/04/12 |
7/16/12 |
42 |
|
|
|
Forvia |
100 |
9,820 |
|
10.228 |
9.666 |
10.823 |
0.595 |
6 |
106,288 |
63 |
|
| long |
7/16/12 |
2/08/16 |
1302 |
|
|
|
Continental |
100 |
2,269 |
|
46.823 |
116.067 |
|
69.244 |
148 |
263,402 |
29 |
|
| short |
2/08/16 |
3/07/16 |
28 |
|
|
|
Leoni |
100 |
11,706 |
|
22.501 |
23.540 |
21.462 |
-1.039 |
-5 |
251,243 |
-46 |
|
| long |
3/07/16 |
10/08/18 |
945 |
|
|
|
Grammer |
100 |
9,708 |
|
25.878 |
40.009 |
|
14.131 |
55 |
388,426 |
18 |
|
| short |
10/08/18 |
9/23/19 |
350 |
|
|
|
Valeo |
100 |
13,812 |
|
28.121 |
25.499 |
31.012 |
2.891 |
10 |
428,361 |
11 |
|
| long |
9/23/19 |
10/07/19 |
14 |
|
|
|
Hyundai Mobis |
100 |
2,528,783 |
|
0.169 |
0.166 |
|
-0.004 |
-2 |
418,935 |
-44 |
|
| short |
10/07/19 |
10/21/19 |
14 |
|
|
|
STS |
100 |
103,904 |
|
4.032 |
3.820 |
4.255 |
0.223 |
6 |
442,155 |
308 |
|
| long |
10/21/19 |
2/24/20 |
126 |
|
|
|
Valeo |
100 |
15,813 |
|
27.960 |
21.221 |
|
-6.739 |
-24 |
335,584 |
-55 |
|
| short |
2/24/20 |
12/07/20 |
287 |
|
|
|
STS |
100 |
84,630 |
|
3.965 |
4.356 |
3.575 |
-0.390 |
-10 |
302,555 |
-12 |
|
| long |
12/07/20 |
3/07/22 |
455 |
|
|
|
Opmobility |
100 |
11,593 |
|
26.097 |
12.893 |
|
-13.204 |
-51 |
149,476 |
-43 |
|
| short |
3/07/22 |
9/12/22 |
189 |
|
|
|
Nokian Tyres |
100 |
12,854 |
|
11.628 |
9.988 |
13.538 |
1.910 |
16 |
174,025 |
34 |
|
| long |
9/12/22 |
9/19/22 |
7 |
|
|
|
Yokohama Rubber |
100 |
1,219,171 |
|
0.143 |
0.142 |
|
-0.001 |
-1 |
172,650 |
-34 |
|
| short |
9/19/22 |
2/06/23 |
140 |
|
|
|
Forvia |
100 |
13,210 |
|
13.069 |
16.788 |
9.349 |
-3.720 |
-28 |
123,514 |
-58 |
|
| long |
2/06/23 |
8/12/24 |
553 |
|
|
|
Autoliv |
100 |
1,667 |
|
74.052 |
74.643 |
|
0.591 |
1 |
124,499 |
1 |
|
| accum | 3/03/08 |
8/12/24 | 6692 |
days out of 7483 invested (89%) |
1,145 |
124,499 |
15 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Continental | long | 7/16/12 | 2/08/16 | 1302 | 46.82 | 116.07 | | 69.24 | 147.88 | | | 147.88 |
| Forvia | short | 3/03/08 | 9/07/09 | 553 | 26.33 | 8.56 | 80.93 | 54.61 | 207.41 | | | |
| | short | 11/14/11 | 1/30/12 | 77 | 14.95 | 15.53 | 14.36 | -0.58 | -3.90 | | | |
| | short | 6/04/12 | 7/16/12 | 42 | 10.23 | 9.67 | 10.82 | 0.59 | 5.82 | | | |
| | short | 9/19/22 | 2/06/23 | 140 | 13.07 | 16.79 | 9.35 | -3.72 | -28.46 | | | 123.64 |
| Opmobility | long | 9/07/09 | 11/14/11 | 798 | 1.42 | 5.32 | | 3.90 | 273.80 | | | |
| | long | 12/07/20 | 3/07/22 | 455 | 26.10 | 12.89 | | -13.20 | -50.60 | | | 84.67 |
| Grammer | long | 3/07/16 | 10/08/18 | 945 | 25.88 | 40.01 | | 14.13 | 54.61 | | | 54.61 |
| Nokian Tyres | short | 3/07/22 | 9/12/22 | 189 | 11.63 | 9.99 | 13.54 | 1.91 | 16.42 | | | 16.42 |
| Autoliv | long | 2/06/23 | 8/12/24 | 553 | 74.05 | 74.64 | | 0.59 | 0.80 | | | 0.80 |
| Yokohama Rubber | long | 9/12/22 | 9/19/22 | 7 | 0.14 | 0.14 | | -0.00 | -0.79 | | | -0.79 |
| Hyundai Mobis | long | 9/23/19 | 10/07/19 | 14 | 0.17 | 0.17 | | -0.00 | -2.20 | | | -2.20 |
| Leoni | short | 2/08/16 | 3/07/16 | 28 | 22.50 | 23.54 | 21.46 | -1.04 | -4.62 | | | -4.62 |
| STS | short | 10/07/19 | 10/21/19 | 14 | 4.03 | 3.82 | 4.26 | 0.22 | 5.54 | | | |
| | short | 2/24/20 | 12/07/20 | 287 | 3.97 | 4.36 | 3.58 | -0.39 | -9.84 | | | -4.85 |
| Bertrandt | long | 1/30/12 | 6/04/12 | 126 | 46.21 | 42.09 | | -4.12 | -8.91 | | | -8.91 |
| Valeo | short | 10/08/18 | 9/23/19 | 350 | 28.12 | 25.50 | 31.01 | 2.89 | 10.28 | | | |
| | long | 10/21/19 | 2/24/20 | 126 | 27.96 | 21.22 | | -6.74 | -24.10 | | | -16.30 |
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 |
|
