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

Assessment - Automotive Producers in Dollar - 12/09/19 - RS = 13

		⇓instrument	freshest		⇓ Δday	12/09/19	⇓ Δwk	9/09/19	prc diff	⇓ Δ13	∅-RS
	L	SOM Auto Makers	440.878	Fri	1.23	430.043	2.52	401.153	28.890	7.20	2.49
	L	Tesla Motors	358.390	Fri	-0.36	339.530	5.55	231.790	107.740	46.48	29.47
		Ferrari	163.200	Fri	-1.50	163.642	-0.27	161.746	1.896	1.17	17.53
	L	Paccar	82.010	Fri	-1.13	81.070	1.16	70.470	10.600	15.04	19.39
	L	Hino Motors	10.876	Fri	2.25	10.563	2.96	8.125	2.438	30.01	19.85
	L	Volkswagen	202.810	Fri	2.07	194.534	4.25	170.348	24.187	14.20	14.36
	L	Bajaj Auto	45.531	Fri	-0.88	45.428	0.23	39.278	6.149	15.66	11.78
	L	Toyota	71.933	Fri	2.40	71.187	1.05	66.231	4.957	7.48	12.58
		Kia Motor	37.426	Fri	-1.22	36.500	2.54	36.211	0.288	0.80	6.49
	L	Honda Motor	29.663	Fri	3.47	28.926	2.55	25.467	3.459	13.58	8.30
	L	Eicher Motors	310.331	Fri	0.37	295.718	4.94	225.912	69.806	30.90	6.61
	L	BMW	83.946	Fri	1.42	80.969	3.68	69.895	11.075	15.84	5.38
		Volvo	15.545	Fri	1.44	15.099	2.95	14.507	0.592	4.08	3.67
	L	Maruti Suzuki	101.613	Fri	3.07	98.512	3.15	88.313	10.199	11.55	2.62
	L	Fiat Chrysler	14.744	Fri	1.00	14.547	1.35	14.063	0.484	3.45	1.29
	L	Tata Motors	2.489	Fri	1.93	2.260	10.09	1.699	0.561	33.03	1.01
	L	Daimler	56.019	Fri	1.42	54.276	3.21	51.354	2.922	5.69	-1.69
	L	Ford Motor	9.230	Fri	-0.97	9.010	2.44	9.540	-0.530	-5.56	-1.26
		Peugeot	24.220	Fri	2.24	23.357	3.69	25.285	-1.928	-7.62	-3.34
	L	Isuzu Motors	12.838	Fri	4.54	12.069	6.37	10.847	1.222	11.26	-2.47
	L	Suzuki Motor	43.541	Fri	1.83	43.440	0.23	38.896	4.544	11.68	-4.03
	S	General Motors	35.650	Fri	-1.25	35.380	0.76	39.580	-4.200	-10.61	-5.22
		Hyundai Motor	101.879	Fri	0.83	100.616	1.26	106.702	-6.086	-5.70	-8.28
	L	Mitsubishi Motors	4.466	Fri	3.63	4.522	-1.22	4.333	0.189	4.35	-8.36
	S	SAIC Motor Corp	3.368	Fri	0.77	3.224	4.50	3.664	-0.440	-12.01	-11.68
		⇓instrument	freshest		⇓ Δday	12/09/19	⇓ Δwk	9/09/19	prc diff	⇓ Δ13	∅-RS
	L	Mazda Motor	8.997	Fri	3.72	8.933	0.72	8.673	0.260	3.00	-11.93
	L	Nissan Motor	6.267	Fri	1.86	6.332	-1.03	6.280	0.052	0.83	-12.47
		Mahindra & Mahindra	7.270	Fri	0.84	7.234	0.50	7.423	-0.189	-2.55	-17.72
	S	Renault	46.979	Fri	0.40	46.321	1.42	62.410	-16.089	-25.78	-23.64
		Traton	27.838	Fri	1.39	26.909	3.45	25.710	1.198	4.66	-na-
Auto Makers - 29 out of 29 instruments rated - 12/09/19 / 9/09/19 - 22 did rise, Market-Ratio(13) in USD = 75.86 %

Technical Chart

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

1/05/15	scale up chart	12/09/19

Transactions Automotive Producers in Dollar * A13 - 81/34 (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	6/12/06	133		Mahindra & Mahindra	100	31,590	0.317	0.285		-0.032	-10	8,998	-25
short	6/12/06	9/18/06	98		Ford Motor	100	1,329	6.770	7.820	5.720	-1.050	-16	7,603	-47
long	9/18/06	8/20/07	336		SAIC Motor Corp	100	14,553	0.522	2.544		2.021	387	37,020	458
short	8/20/07	3/30/09	588		Mazda Motor	100	149,738	0.247	0.092	0.662	0.415	168	99,097	84
long	3/30/09	3/07/11	707		SAIC Motor Corp	100	92,236	1.074	2.646		1.572	146	244,054	59
short	3/07/11	2/13/12	343		Mazda Motor	100	1,973,371	0.124	0.094	0.163	0.040	32	322,252	34
long	2/13/12	5/14/12	91		Tata Motors	100	625,147	0.515	0.538		0.022	4	336,254	19
short	5/14/12	1/07/13	238		Peugeot	100	37,356	9.001	7.050	11.493	2.491	28	429,324	45
long	1/07/13	4/08/13	91		Mazda Motor	100	4,242,624	0.101	0.157		0.056	55	665,740	481
short	4/08/13	5/27/13	49		Kia Motor	100	14,498,351	0.046	0.053	0.039	-0.007	-14	569,785	-69
long	5/27/13	10/27/14	518		Tesla Motors	100	5,164	110.334	221.670		111.336	101	1,144,724	63
short	10/27/14	1/19/15	84		Hyundai Motor	100	6,845,558	0.167	0.160	0.175	0.008	5	1,197,973	22
long	1/19/15	6/22/15	154		Maruti Suzuki	100	203,693	5.881	6.268		0.387	7	1,276,721	16
short	6/22/15	11/23/15	154		Hyundai Motor	100	10,656,488	0.120	0.135	0.104	-0.016	-13	1,110,406	-28
long	11/23/15	1/11/16	49		Maruti Suzuki	100	155,644	7.134	6.410		-0.724	-10	997,719	-55
short	1/11/16	5/30/16	140		Fiat Chrysler	100	125,432	7.954	7.123	8.883	0.928	12	1,114,180	33
long	5/30/16	6/27/16	28		Tata Motors	100	1,768,951	0.630	0.660		0.030	5	1,167,262	83
short	6/27/16	10/10/16	105		Mitsubishi Motors	100	24,762,554	0.047	0.047	0.047	-0.000	0	1,166,316	0
long	10/10/16	3/19/18	525		Tata Motors	100	1,377,919	0.846	0.515		-0.332	-39	709,145	-29
short	3/19/18	11/04/19	595		Tata Motors	100	1,377,919	0.515	0.243	1.089	0.574	112	1,500,279	58
long	11/04/19	12/13/19	39		Ferrari	100	8,750	171.458	163.200		-8.258	-5	1,428,019	-37
accum	1/30/06	12/13/19	5067	days out of 5095 invested (99%)							14,180		1,428,019	43

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	0.52	2.54		2.02	386.96
	long	3/30/09	3/07/11	707	1.07	2.65		1.57	146.28	1,099.28
Mazda Motor	short	8/20/07	3/30/09	588	0.25	0.09	0.66	0.41	167.68
	short	3/07/11	2/13/12	343	0.12	0.09	0.16	0.04	32.04
	long	1/07/13	4/08/13	91	0.10	0.16		0.06	55.07	448.08
Tesla Motors	long	5/27/13	10/27/14	518	110.33	221.67		111.34	100.91	100.91
Tata Motors	long	2/13/12	5/14/12	91	0.52	0.54		0.02	4.35
	long	5/30/16	6/27/16	28	0.63	0.66		0.03	4.76
	long	10/10/16	3/19/18	525	0.85	0.51		-0.33	-39.20
	short	3/19/18	11/04/19	595	0.51	0.24	1.09	0.57	111.56	40.62
Peugeot	short	5/14/12	1/07/13	238	9.00	7.05	11.49	2.49	27.68	27.68
Fiat Chrysler	short	1/11/16	5/30/16	140	7.95	7.12	8.88	0.93	11.67	11.67
Mitsubishi Motors	short	6/27/16	10/10/16	105	0.05	0.05	0.05	-0.00	-0.08	-0.08
Maruti Suzuki	long	1/19/15	6/22/15	154	5.88	6.27		0.39	6.57
	long	11/23/15	1/11/16	49	7.13	6.41		-0.72	-10.15	-4.24
Ferrari	long	11/04/19	12/13/19	39	171.46	163.20		-8.26	-4.82	-4.82
Hyundai Motor	short	10/27/14	1/19/15	84	0.17	0.16	0.18	0.01	4.65
	short	6/22/15	11/23/15	154	0.12	0.14	0.10	-0.02	-13.03	-8.98
Mahindra & Mahindra	long	1/30/06	6/12/06	133	0.32	0.28		-0.03	-10.02	-10.02
Kia Motor	short	4/08/13	5/27/13	49	0.05	0.05	0.04	-0.01	-14.41	-14.41
Ford Motor	short	6/12/06	9/18/06	98	6.77	7.82	5.72	-1.05	-15.51	-15.51

Annotations

12/21/17	Mahindra & Mahindra	stock split 1:2 (two for one)
1/04/16	Fiat Chrysler	spin-off Ferrari
3/23/15	Peugeot	returns to the CAC 40
3/13/15	Auto Producers	first full analysis, the Mixed Cut looks pretty good, no overlaps.


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