| |
| |
Assessment - Automotive Producers in Dollar - 6/05/23 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/05/23 |
⇓ Δwk |
3/06/23 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
SOM Auto Makers |
599.342 |
14:30 |
-0.09 |
598.089 |
0.21 |
600.984 |
-2.895 |
-0.48 |
|
6.92 |
| |  |
 |
 |
 |
L |
 |
Ferrari |
293.476 |
08:22 |
-0.83 |
298.083 |
-1.55 |
273.272 |
24.811 |
9.08 |
|
34.08 |
| |  |
 |
 |
 |
L |
 |
Tata Motors |
6.787 |
10:00 |
-1.45 |
6.623 |
2.46 |
5.383 |
1.240 |
23.04 |
|
24.25 |
| |  |
 |
 |
 |
L |
 |
BMW |
115.804 |
08:12 |
1.12 |
114.047 |
1.54 |
108.432 |
5.615 |
5.18 |
|
28.79 |
| |  |
 |
 |
 |
|
 |
Traton |
20.026 |
Wed |
0.16 |
20.358 |
-1.63 |
18.147 |
2.211 |
12.18 |
|
27.24 |
| |  |
 |
 |
 |
L |
 |
Honda Motor |
29.697 |
06:15 |
-0.31 |
29.962 |
-0.88 |
26.633 |
3.329 |
12.50 |
|
20.91 |
| |  |
 |
 |
 |
L |
 |
Bajaj Auto |
58.209 |
10:00 |
0.42 |
57.111 |
1.92 |
45.540 |
11.571 |
25.41 |
|
20.60 |
| |  |
 |
 |
 |
|
 |
Iveco |
7.871 |
08:23 |
0.77 |
7.912 |
-0.51 |
9.714 |
-1.802 |
-18.55 |
|
21.15 |
| |  |
 |
 |
 |
L |
 |
Kia Motor |
62.593 |
06:30 |
-0.73 |
66.284 |
-5.57 |
60.499 |
5.785 |
9.56 |
|
17.55 |
| |  |
 |
 |
 |
|
 |
Mazda Motor |
8.931 |
06:15 |
-2.12 |
9.150 |
-2.39 |
9.633 |
-0.483 |
-5.02 |
|
13.34 |
| |  |
 |
 |
 |
|
 |
Mercedes-Benz |
78.099 |
08:14 |
0.58 |
77.189 |
1.18 |
80.977 |
-3.788 |
-4.68 |
|
18.20 |
| |  |
 |
 |
 |
L |
 |
Eicher Motors |
44.347 |
10:00 |
-1.88 |
44.539 |
-0.43 |
38.729 |
5.811 |
15.00 |
|
11.90 |
| |  |
 |
 |
 |
|
 |
Mahindra & Mahindra |
16.746 |
10:00 |
-1.80 |
16.920 |
-1.03 |
15.540 |
1.380 |
8.88 |
|
11.56 |
| |  |
 |
 |
 |
|
 |
Volvo |
19.698 |
15:29 |
0.66 |
19.311 |
2.00 |
20.962 |
-1.651 |
-7.88 |
|
8.74 |
| |  |
 |
 |
 |
L |
 |
Hyundai Motor |
151.255 |
06:30 |
0.15 |
154.561 |
-2.14 |
136.798 |
17.763 |
12.98 |
|
14.01 |
| |  |
 |
 |
 |
L |
 |
Tesla Motors |
228.910 |
14:30 |
1.93 |
217.610 |
5.19 |
193.810 |
23.800 |
12.28 |
|
11.20 |
| |  |
 |
 |
 |
L |
 |
Nissan Motor |
3.750 |
06:15 |
-0.96 |
3.910 |
-4.10 |
4.074 |
-0.164 |
-4.01 |
|
8.68 |
| |  |
 |
 |
 |
L |
 |
Maruti Suzuki |
117.113 |
09:59 |
-0.50 |
116.186 |
0.80 |
105.579 |
10.607 |
10.05 |
|
8.89 |
| |  |
 |
 |
 |
L |
 |
BYD Company |
31.628 |
08:08 |
-1.98 |
31.679 |
-0.16 |
28.904 |
2.775 |
9.60 |
|
8.76 |
| |  |
 |
 |
 |
L |
 |
Hino Motors |
4.371 |
06:15 |
1.45 |
4.495 |
-2.76 |
4.136 |
0.359 |
8.68 |
|
3.60 |
| |  |
 |
 |
 |
L |
 |
Isuzu Motors |
12.232 |
06:15 |
-1.30 |
12.189 |
0.35 |
12.334 |
-0.145 |
-1.18 |
|
3.13 |
| |  |
 |
 |
 |
|
 |
Stellantis |
16.314 |
08:45 |
1.78 |
15.875 |
2.77 |
18.784 |
-2.909 |
-15.49 |
|
8.00 |
| |  |
 |
 |
 |
|
 |
Daimler Truck |
32.358 |
08:12 |
0.83 |
31.533 |
2.62 |
34.846 |
-3.312 |
-9.51 |
|
7.59 |
| |  |
 |
 |
 |
|
 |
Renault |
35.257 |
08:19 |
1.22 |
35.701 |
-1.25 |
45.373 |
-9.671 |
-21.31 |
|
7.59 |
| |  |
 |
 |
 |
|
 |
Suzuki Motor |
35.310 |
06:15 |
-0.98 |
34.559 |
2.18 |
36.347 |
-1.788 |
-4.92 |
|
2.33 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/05/23 |
⇓ Δwk |
3/06/23 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Toyota |
14.491 |
06:15 |
0.10 |
14.523 |
-0.22 |
14.023 |
0.500 |
3.57 |
|
1.12 |
| |  |
 |
 |
 |
|
 |
Ford Motor |
13.530 |
14:24 |
-0.44 |
12.590 |
7.47 |
12.980 |
-0.390 |
-3.00 |
|
-1.09 |
| |  |
 |
 |
 |
S |
 |
Mitsubishi Motors |
3.388 |
06:15 |
-0.90 |
3.450 |
-1.81 |
4.011 |
-0.561 |
-13.98 |
|
-7.19 |
| |  |
 |
 |
 |
|
 |
General Motors |
36.010 |
14:24 |
-0.58 |
34.130 |
5.51 |
40.450 |
-6.320 |
-15.62 |
|
-5.42 |
| |  |
 |
 |
 |
|
 |
Volkswagen |
134.834 |
08:15 |
1.21 |
131.298 |
2.69 |
149.279 |
-17.981 |
-12.05 |
|
-4.58 |
| |  |
 |
 |
 |
S |
 |
SAIC Motor Corp |
1.916 |
07:00 |
1.26 |
1.916 |
|
2.194 |
-0.278 |
-12.67 |
|
-11.72 |
| |  |
 |
 |
 |
|
 |
Paccar |
76.000 |
14:29 |
-0.25 |
73.330 |
3.64 |
76.280 |
-2.950 |
-3.87 |
|
-13.98 |
| |  |
 |
 |
 |
S |
 |
Great Wall Motor |
3.241 |
07:00 |
-0.30 |
3.295 |
-1.62 |
5.012 |
-1.718 |
-34.27 |
|
-24.95 |
| |  |
 |
 |
 |
L |
 |
Rivian Automotive |
13.798 |
14:30 |
-0.16 |
14.340 |
-3.78 |
17.130 |
-2.790 |
-16.29 |
|
-33.36 |
| |  |
 |
 |
 |
S |
 |
Lucid |
6.445 |
14:29 |
0.70 |
6.590 |
-2.20 |
8.820 |
-2.230 |
-25.28 |
|
-37.01 |
| |  |
 |
 |
 |
|
 |
Porsche |
125.094 |
08:14 |
-0.09 |
126.862 |
-1.39 |
122.903 |
3.959 |
3.22 |
|
-na- |
Auto Makers - 35 out of 35 instruments rated - 6/05/23 / 3/06/23 - 16 did rise, Market-Ratio(13) in USD = 45.71 % |
Technical Chart
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 |
77,462 |
|
7.356 |
14.778 |
|
7.422 |
101 |
1,144,739 |
63 |
|
short |
10/27/14 |
1/19/15 |
84 |
 |
 |
 |
Hyundai Motor |
100 |
6,845,647 |
|
0.167 |
0.160 |
0.175 |
0.008 |
5 |
1,197,988 |
22 |
|
long |
1/19/15 |
6/22/15 |
154 |
 |
 |
 |
Maruti Suzuki |
100 |
203,696 |
|
5.881 |
6.268 |
|
0.387 |
7 |
1,276,738 |
16 |
|
short |
6/22/15 |
11/23/15 |
154 |
 |
 |
 |
Hyundai Motor |
100 |
10,656,627 |
|
0.120 |
0.135 |
0.104 |
-0.016 |
-13 |
1,110,421 |
-28 |
|
long |
11/23/15 |
1/11/16 |
49 |
 |
 |
 |
Maruti Suzuki |
100 |
155,646 |
|
7.134 |
6.410 |
|
-0.724 |
-10 |
997,732 |
-55 |
|
short |
1/11/16 |
5/30/16 |
140 |
 |
 |
 |
Fiat Chrysler |
100 |
125,434 |
|
7.954 |
7.123 |
8.883 |
0.928 |
12 |
1,114,195 |
33 |
|
long |
5/30/16 |
6/27/16 |
28 |
 |
 |
 |
Tata Motors |
100 |
1,768,975 |
|
0.630 |
0.660 |
|
0.030 |
5 |
1,167,278 |
83 |
|
short |
6/27/16 |
10/10/16 |
105 |
 |
 |
 |
Mitsubishi Motors |
100 |
24,762,886 |
|
0.047 |
0.047 |
0.047 |
-0.000 |
0 |
1,166,332 |
0 |
|
long |
10/10/16 |
3/19/18 |
525 |
 |
 |
 |
Tata Motors |
100 |
1,377,938 |
|
0.846 |
0.515 |
|
-0.332 |
-39 |
709,154 |
-29 |
|
short |
3/19/18 |
11/04/19 |
595 |
 |
 |
 |
Tata Motors |
100 |
1,377,938 |
|
0.515 |
0.243 |
1.089 |
0.574 |
112 |
1,500,299 |
58 |
|
long |
11/04/19 |
2/03/20 |
91 |
 |
 |
 |
Ferrari |
100 |
8,750 |
|
171.458 |
170.668 |
|
-0.790 |
0 |
1,493,389 |
-2 |
|
short |
2/03/20 |
6/08/20 |
126 |
 |
 |
 |
Renault |
100 |
38,723 |
|
38.565 |
29.763 |
49.970 |
11.405 |
30 |
1,935,026 |
112 |
|
long |
6/08/20 |
8/23/21 |
441 |
 |
 |
 |
Tesla Motors |
100 |
30,555 |
|
63.328 |
235.433 |
|
172.105 |
272 |
7,193,694 |
196 |
|
short |
8/23/21 |
11/22/21 |
91 |
 |
 |
 |
SAIC Motor Corp |
100 |
2,533,075 |
|
2.840 |
3.272 |
2.408 |
-0.432 |
-15 |
6,098,378 |
-48 |
|
long |
11/22/21 |
1/24/22 |
63 |
 |
 |
 |
Tata Motors |
100 |
9,340,951 |
|
0.653 |
0.641 |
|
-0.012 |
-2 |
5,985,392 |
-10 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
1/24/22 |
6/06/22 |
133 |
 |
 |
 |
Traton |
100 |
251,529 |
|
23.796 |
19.262 |
29.397 |
5.601 |
24 |
7,394,221 |
79 |
|
long |
6/06/22 |
7/04/22 |
28 |
 |
 |
 |
Mitsubishi Motors |
100 |
240,700,438 |
|
0.031 |
0.032 |
|
0.002 |
6 |
7,806,938 |
103 |
|
short |
7/04/22 |
8/15/22 |
42 |
 |
 |
 |
General Motors |
100 |
242,526 |
|
32.190 |
39.400 |
24.980 |
-7.210 |
-22 |
6,058,326 |
-89 |
|
long |
8/15/22 |
12/12/22 |
119 |
 |
 |
 |
Mitsubishi Motors |
100 |
155,644,994 |
|
0.039 |
0.043 |
|
0.004 |
10 |
6,690,886 |
36 |
|
short |
12/12/22 |
4/03/23 |
112 |
 |
 |
 |
Tesla Motors |
100 |
39,869 |
|
167.820 |
194.770 |
140.870 |
-26.950 |
-16 |
5,616,417 |
-43 |
|
long |
4/03/23 |
6/08/23 |
66 |
 |
 |
 |
Iveco |
100 |
607,366 |
|
9.247 |
7.871 |
|
-1.376 |
-15 |
4,780,591 |
-59 |
|
accum | 1/30/06 |
6/08/23 | 6338 |
days out of 6366 invested (100%) |
47,706 |
4,780,591 |
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 | | | |
| short | 8/23/21 | 11/22/21 | 91 | 2.84 | 3.27 | 2.41 | -0.43 | -15.23 | | | 916.67 |
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 |
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 |
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 | | | |
| long | 11/22/21 | 1/24/22 | 63 | 0.65 | 0.64 | | -0.01 | -1.85 | | | 38.01 |
Renault | short | 2/03/20 | 6/08/20 | 126 | 38.56 | 29.76 | 49.97 | 11.41 | 29.57 | | | 29.57 |
Peugeot | short | 5/14/12 | 1/07/13 | 238 | 9.00 | 7.05 | 11.49 | 2.49 | 27.68 | | | 27.68 |
Traton | short | 1/24/22 | 6/06/22 | 133 | 23.80 | 19.26 | 29.40 | 5.60 | 23.54 | | | 23.54 |
Mitsubishi Motors | short | 6/27/16 | 10/10/16 | 105 | 0.05 | 0.05 | 0.05 | -0.00 | -0.08 | | | |
| long | 6/06/22 | 7/04/22 | 28 | 0.03 | 0.03 | | 0.00 | 5.58 | | | |
| long | 8/15/22 | 12/12/22 | 119 | 0.04 | 0.04 | | 0.00 | 10.44 | | | 16.51 |
Fiat Chrysler | short | 1/11/16 | 5/30/16 | 140 | 7.95 | 7.12 | 8.88 | 0.93 | 11.67 | | | 11.67 |
Ferrari | long | 11/04/19 | 2/03/20 | 91 | 171.46 | 170.67 | | -0.79 | -0.46 | | | -0.46 |
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 |
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 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
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 |
Iveco | long | 4/03/23 | 6/08/23 | 66 | 9.25 | 7.87 | | -1.38 | -14.88 | | | -14.88 |
Ford Motor | short | 6/12/06 | 9/18/06 | 98 | 6.77 | 7.82 | 5.72 | -1.05 | -15.51 | | | -15.51 |
General Motors | short | 7/04/22 | 8/15/22 | 42 | 32.19 | 39.40 | 24.98 | -7.21 | -22.40 | | | -22.40 |
Annotations
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. |
|
|