| |
| |
Assessment - Automotive Industry - 7/01/24 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Automotive |
467.073 |
8/12/24 |
-0.24 |
515.720 |
-9.43 |
487.016 |
28.704 |
5.89 |
USD |
3.18 |
| |  |
 |
 |
 |
L |
 |
Mahindra & Mahindra |
2,717.650 |
8/12/24 |
-1.15 |
2,875.850 |
-5.50 |
1,729.400 |
1,146.450 |
66.29 |
INR |
71.22 |
| |  |
 |
 |
 |
|
 |
Bajaj Auto |
9,710.850 |
8/12/24 |
-0.56 |
9,532.400 |
1.87 |
6,797.250 |
2,735.150 |
40.24 |
INR |
60.07 |
| |  |
 |
 |
 |
|
 |
Kia |
102,100.000 |
8/12/24 |
0.20 |
128,600.000 |
-20.61 |
100,000.000 |
28,600.000 |
28.60 |
KRW |
37.80 |
| |  |
 |
 |
 |
L |
 |
Hyundai Motor |
243,500.000 |
8/12/24 |
0.21 |
286,000.000 |
-14.86 |
203,500.000 |
82,500.000 |
40.54 |
KRW |
34.51 |
| |  |
 |
 |
 |
|
 |
Tata Motors |
1,076.150 |
8/12/24 |
0.75 |
1,002.050 |
7.39 |
779.950 |
222.100 |
28.48 |
INR |
33.28 |
| |  |
 |
 |
 |
|
 |
Traton |
26.700 |
8/12/24 |
|
30.700 |
-13.03 |
21.320 |
9.380 |
44.00 |
EUR |
32.61 |
| |  |
 |
 |
 |
L |
 |
Eicher Motors |
4,808.800 |
8/12/24 |
-0.45 |
4,635.550 |
3.74 |
4,143.500 |
492.050 |
11.88 |
INR |
30.64 |
| |  |
 |
 |
 |
L |
 |
General Motors |
42.990 |
8/12/24 |
-1.13 |
46.680 |
-7.90 |
35.920 |
10.760 |
29.96 |
USD |
30.39 |
| |  |
 |
 |
 |
|
 |
Renault |
40.250 |
8/12/24 |
-0.72 |
48.250 |
-16.58 |
36.905 |
11.345 |
30.74 |
EUR |
24.45 |
| |  |
 |
 |
 |
L |
 |
GS Yuasa |
2,358.000 |
8/09/24 |
2.70 |
3,153.000 |
-25.21 |
1,985.000 |
1,168.000 |
58.84 |
JPY |
24.21 |
| |  |
 |
 |
 |
|
 |
Maruti Suzuki |
12,273.200 |
8/12/24 |
0.40 |
12,108.700 |
1.36 |
10,302.300 |
1,806.400 |
17.53 |
INR |
19.59 |
| |  |
 |
 |
 |
|
 |
Pirelli |
5.246 |
8/12/24 |
0.50 |
5.616 |
-6.59 |
4.927 |
0.689 |
13.98 |
EUR |
19.13 |
| |  |
 |
 |
 |
|
 |
Ferrari |
385.700 |
8/12/24 |
|
382.200 |
0.92 |
305.200 |
77.000 |
25.23 |
EUR |
18.71 |
| |  |
 |
 |
 |
|
 |
Michelin |
34.340 |
8/12/24 |
0.41 |
36.100 |
-4.88 |
32.460 |
3.640 |
11.21 |
EUR |
18.67 |
| |  |
 |
 |
 |
|
 |
Suzuki Motor |
1,626.000 |
8/09/24 |
0.31 |
1,833.500 |
-11.32 |
1,508.250 |
325.250 |
21.56 |
JPY |
16.13 |
| |  |
 |
 |
 |
|
 |
Iveco |
8.642 |
8/12/24 |
-0.21 |
10.635 |
-18.74 |
8.146 |
2.489 |
30.55 |
EUR |
13.05 |
| |  |
 |
 |
 |
|
 |
Paccar |
92.170 |
8/12/24 |
-0.74 |
101.840 |
-9.50 |
97.650 |
4.190 |
4.29 |
USD |
12.78 |
| |  |
 |
 |
 |
|
 |
Hella |
86.300 |
8/12/24 |
0.23 |
85.900 |
0.47 |
82.500 |
3.400 |
4.12 |
EUR |
10.07 |
| |  |
 |
 |
 |
|
 |
Toyota |
2,447.500 |
8/09/24 |
-0.14 |
3,284.000 |
-25.47 |
2,590.500 |
693.500 |
26.77 |
JPY |
6.66 |
| |  |
 |
 |
 |
|
 |
Volvo |
255.700 |
8/12/24 |
-0.12 |
273.400 |
-6.47 |
261.350 |
12.050 |
4.61 |
SEK |
6.58 |
| |  |
 |
 |
 |
|
 |
Daimler Truck |
33.000 |
8/12/24 |
-0.87 |
37.230 |
-11.36 |
34.020 |
3.210 |
9.44 |
EUR |
6.15 |
| |  |
 |
 |
 |
|
 |
Autoliv |
1,003.400 |
8/12/24 |
0.10 |
1,139.800 |
-11.97 |
1,108.000 |
31.800 |
2.87 |
SEK |
5.89 |
| |  |
 |
 |
 |
|
 |
Yokohama Rubber |
3,085.000 |
8/09/24 |
2.88 |
3,589.000 |
-14.04 |
3,233.000 |
356.000 |
11.01 |
JPY |
5.54 |
| |  |
 |
 |
 |
|
 |
Bridgestone |
5,582.000 |
8/09/24 |
-1.33 |
6,295.000 |
-11.33 |
5,840.000 |
455.000 |
7.79 |
JPY |
5.28 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
BYD Company |
213.600 |
8/12/24 |
-0.28 |
232.000 |
-7.93 |
214.400 |
17.600 |
8.21 |
HKD |
5.14 |
| |  |
 |
 |
 |
|
 |
Isuzu Motors |
2,021.500 |
8/09/24 |
0.50 |
2,219.500 |
-8.92 |
1,816.000 |
403.500 |
22.22 |
JPY |
3.81 |
| |  |
 |
 |
 |
|
 |
Hyundai Mobis |
218,500.000 |
8/12/24 |
2.82 |
247,500.000 |
-11.72 |
237,000.000 |
10,500.000 |
4.43 |
KRW |
1.84 |
| |  |
 |
 |
 |
|
 |
Honda Motor |
1,420.000 |
8/09/24 |
-0.14 |
1,760.500 |
-19.34 |
1,466.000 |
294.500 |
20.09 |
JPY |
1.39 |
| |  |
 |
 |
 |
L |
 |
Great Wall Motor |
22.210 |
8/12/24 |
-0.31 |
25.280 |
-12.14 |
25.220 |
0.060 |
0.24 |
CNY |
-0.27 |
| |  |
 |
 |
 |
S |
 |
SAIC Motor Corp |
13.740 |
8/12/24 |
-0.87 |
13.860 |
-0.87 |
13.530 |
0.330 |
2.44 |
CNY |
-1.22 |
| |  |
 |
 |
 |
S |
 |
Ford Motor |
9.860 |
8/12/24 |
-2.38 |
12.760 |
-22.73 |
12.190 |
0.570 |
4.68 |
USD |
-2.45 |
| |  |
 |
 |
 |
S |
 |
Schaeffler |
4.646 |
8/12/24 |
0.17 |
5.345 |
-13.08 |
5.595 |
-0.250 |
-4.47 |
EUR |
-2.90 |
| |  |
 |
 |
 |
S |
 |
Stellantis |
13.980 |
8/12/24 |
-0.57 |
18.634 |
-24.98 |
21.150 |
-2.516 |
-11.90 |
EUR |
-3.30 |
| |  |
 |
 |
 |
S |
 |
Nokian Tyres |
7.982 |
8/12/24 |
-0.84 |
7.850 |
1.68 |
8.258 |
-0.408 |
-4.94 |
EUR |
-4.64 |
| |  |
 |
 |
 |
S |
 |
Mercedes-Benz |
57.480 |
8/12/24 |
-0.57 |
64.800 |
-11.30 |
62.550 |
2.250 |
3.60 |
EUR |
-4.70 |
| |  |
 |
 |
 |
S |
 |
Denso |
2,109.000 |
8/09/24 |
-0.19 |
2,527.000 |
-16.54 |
2,127.000 |
400.000 |
18.81 |
JPY |
-4.88 |
| |  |
 |
 |
 |
|
 |
Xinyi Glass |
7.550 |
8/12/24 |
-0.13 |
8.560 |
-11.80 |
8.760 |
-0.200 |
-2.28 |
HKD |
-5.84 |
| |  |
 |
 |
 |
L |
 |
Cdn Tire |
149.260 |
8/12/24 |
-0.17 |
135.740 |
9.96 |
140.720 |
-4.980 |
-3.54 |
CAD |
-6.95 |
| |  |
 |
 |
 |
S |
 |
Volkswagen |
93.500 |
8/12/24 |
-0.47 |
106.050 |
-11.83 |
111.800 |
-5.750 |
-5.14 |
EUR |
-8.53 |
| |  |
 |
 |
 |
S |
 |
Mazda Motor |
1,114.500 |
8/09/24 |
1.32 |
1,562.500 |
-28.67 |
1,523.500 |
39.000 |
2.56 |
JPY |
-9.32 |
| |  |
 |
 |
 |
S |
 |
Nissan Motor |
410.200 |
8/09/24 |
-0.56 |
552.400 |
-25.74 |
554.200 |
-1.800 |
-0.32 |
JPY |
-11.22 |
| |  |
 |
 |
 |
|
 |
Tesla Motors |
197.490 |
8/12/24 |
-1.26 |
209.860 |
-5.89 |
248.480 |
-38.620 |
-15.54 |
USD |
-12.07 |
| |  |
 |
 |
 |
S |
 |
BMW |
78.980 |
8/12/24 |
-0.90 |
89.140 |
-11.40 |
100.780 |
-11.640 |
-11.55 |
EUR |
-12.27 |
| |  |
 |
 |
 |
S |
 |
Mitsubishi Motors |
386.000 |
8/09/24 |
1.05 |
457.900 |
-15.70 |
449.000 |
8.900 |
1.98 |
JPY |
-16.70 |
| |  |
 |
 |
 |
S |
 |
Continental |
58.860 |
8/12/24 |
0.34 |
53.040 |
10.97 |
76.920 |
-23.880 |
-31.05 |
EUR |
-17.95 |
| |  |
 |
 |
 |
S |
 |
Hino Motors |
446.500 |
8/09/24 |
-0.42 |
422.600 |
5.66 |
463.400 |
-40.800 |
-8.80 |
JPY |
-18.25 |
| |  |
 |
 |
 |
S |
 |
Magna |
52.280 |
8/12/24 |
-1.88 |
57.340 |
-8.82 |
78.290 |
-20.950 |
-26.76 |
CAD |
-19.18 |
| |  |
 |
 |
 |
S |
 |
Vitesco Technologies |
52.050 |
8/12/24 |
-0.10 |
59.850 |
-13.03 |
78.200 |
-18.350 |
-23.47 |
EUR |
-19.51 |
| |  |
 |
 |
 |
S |
 |
Porsche |
65.680 |
8/12/24 |
-0.97 |
69.360 |
-5.31 |
79.900 |
-10.540 |
-13.19 |
EUR |
-21.17 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
Opmobility |
8.540 |
8/12/24 |
-1.16 |
9.300 |
-8.17 |
12.000 |
-2.700 |
-22.50 |
EUR |
-22.39 |
| |  |
 |
 |
 |
S |
 |
LG Energy Solution |
328,500.000 |
8/12/24 |
2.02 |
347,000.000 |
-5.33 |
429,500.000 |
-82,500.000 |
-19.21 |
KRW |
-22.61 |
| |  |
 |
 |
 |
|
 |
Valeo |
9.400 |
8/12/24 |
-0.95 |
10.045 |
-6.42 |
13.915 |
-3.870 |
-27.81 |
EUR |
-28.87 |
| |  |
 |
 |
 |
|
 |
Forvia |
9.166 |
8/12/24 |
0.17 |
11.500 |
-20.30 |
20.420 |
-8.920 |
-43.68 |
EUR |
-29.56 |
| |  |
 |
 |
 |
S |
 |
Li Auto |
77.000 |
8/12/24 |
-1.79 |
70.300 |
9.53 |
139.400 |
-69.100 |
-49.57 |
HKD |
-42.82 |
Automotive - 54 out of 54 instruments rated - 7/01/24 / 1/01/24 - 35 did rise, Market-Ratio(26) = 64.81 % |
Technical Chart
Transactions Automotive Industry * 26 - 60/40 (2)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
11/12/07 |
679 |
|
- cash - |
short |
11/12/07 |
4/27/09 |
532 |
 |
 |
 |
Grammer |
50 |
310 |
EUR |
16.100 |
4.770 |
54.342 |
38.242 |
238 |
21,855 |
130 |
|
|
|
|
|
 |
 |
 |
Montupet |
50 |
355 |
EUR |
14.080 |
2.980 |
66.526 |
52.446 |
372 |
40,473 |
190 |
|
100 |
305 |
161 | |
long |
4/27/09 |
6/06/11 |
770 |
 |
 |
 |
Ford Motor |
50 |
3,960 |
USD |
5.110 |
13.910 |
|
8.800 |
172 |
75,321 |
61 |
|
|
|
|
|
 |
 |
 |
SAIC Motor Corp |
50 |
2,489 |
CNY |
8.130 |
17.350 |
|
9.220 |
113 |
98,270 |
43 |
|
100 |
143 |
52 | |
short |
6/06/11 |
2/06/12 |
245 |
 |
 |
 |
Mitsubishi Motors |
50 |
5,243 |
JPY |
9.370 |
9.620 |
9.120 |
-0.250 |
-3 |
96,959 |
-4 |
|
|
|
|
|
 |
 |
 |
GS Yuasa |
50 |
1,965 |
JPY |
25.000 |
21.000 |
29.762 |
4.762 |
19 |
106,316 |
30 |
|
100 |
8 |
12 | |
long |
2/06/12 |
7/23/12 |
168 |
 |
 |
 |
Hino Motors |
50 |
10,106 |
JPY |
5.260 |
5.200 |
|
-0.060 |
-1 |
105,710 |
-2 |
|
|
|
|
|
 |
 |
 |
Tata Motors |
50 |
2,117 |
INR |
25.105 |
21.600 |
|
-3.505 |
-14 |
98,290 |
-28 |
|
100 |
-8 |
-16 | |
short |
7/23/12 |
11/19/12 |
119 |
 |
 |
 |
Peugeot |
50 |
9,134 |
EUR |
5.380 |
3.865 |
7.489 |
2.109 |
39 |
117,551 |
176 |
|
|
|
|
|
 |
 |
 |
Mazda Motor |
50 |
10,849 |
JPY |
4.530 |
6.110 |
2.950 |
-1.580 |
-35 |
100,410 |
-73 |
|
100 |
2 |
7 | |
long |
11/19/12 |
10/20/14 |
700 |
 |
 |
 |
Montupet |
50 |
7,595 |
EUR |
6.610 |
46.490 |
|
39.880 |
603 |
403,299 |
177 |
|
|
|
|
|
 |
 |
 |
Mahindra & Mahindra |
50 |
1,052 |
INR |
47.708 |
62.995 |
|
15.288 |
32 |
419,381 |
16 |
|
100 |
318 |
111 | |
short |
10/20/14 |
1/19/15 |
91 |
 |
 |
 |
Grammer |
50 |
8,066 |
EUR |
25.995 |
33.855 |
18.135 |
-7.860 |
-30 |
355,982 |
-76 |
|
|
|
|
|
 |
 |
 |
Hyundai Motor |
50 |
1,240 |
KRW |
169.000 |
172.500 |
165.500 |
-3.500 |
-2 |
351,642 |
-8 |
|
100 |
-16 |
-51 | |
long |
1/19/15 |
8/24/15 |
217 |
 |
 |
 |
SAIC Motor Corp |
50 |
7,694 |
CNY |
22.850 |
15.390 |
|
-7.460 |
-33 |
294,245 |
-49 |
|
|
|
|
|
 |
 |
 |
Maruti Suzuki |
50 |
484 |
INR |
362.635 |
425.025 |
|
62.390 |
17 |
324,442 |
31 |
|
100 |
-8 |
-13 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
8/24/15 |
3/28/16 |
217 |
 |
 |
 |
Grammer |
50 |
8,188 |
EUR |
19.810 |
33.800 |
5.820 |
-13.990 |
-71 |
209,892 |
-87 |
|
|
|
|
|
 |
 |
 |
Tata Motors |
50 |
5,238 |
INR |
30.970 |
36.325 |
25.615 |
-5.355 |
-17 |
181,842 |
-27 |
|
100 |
-44 |
-62 | |
long |
3/28/16 |
4/11/16 |
14 |
 |
 |
 |
Grammer |
50 |
2,689 |
EUR |
33.800 |
35.730 |
|
1.930 |
6 |
187,032 |
325 |
|
|
|
|
|
 |
 |
 |
Hankook Tire |
50 |
1,615 |
KRW |
56.300 |
51.700 |
|
-4.600 |
-8 |
179,603 |
-89 |
|
100 |
-1 |
-28 | |
short |
4/11/16 |
8/08/16 |
119 |
 |
 |
 |
Leoni |
50 |
3,068 |
EUR |
29.270 |
33.340 |
25.200 |
-4.070 |
-14 |
167,116 |
-37 |
|
|
|
|
|
 |
 |
 |
Mazda Motor |
50 |
6,051 |
JPY |
14.840 |
15.950 |
13.730 |
-1.110 |
-7 |
160,400 |
-21 |
|
100 |
-11 |
-29 | |
long |
8/08/16 |
10/24/16 |
77 |
 |
 |
 |
Grammer |
50 |
1,708 |
EUR |
46.950 |
51.820 |
|
4.870 |
10 |
168,718 |
60 |
|
|
|
|
|
 |
 |
 |
Tata Motors |
50 |
1,558 |
INR |
51.455 |
54.750 |
|
3.295 |
6 |
173,851 |
34 |
|
100 |
8 |
46 | |
short |
10/24/16 |
10/31/16 |
7 |
 |
 |
 |
ElringKlinger |
50 |
5,728 |
EUR |
15.175 |
14.110 |
16.320 |
1.145 |
8 |
180,412 |
4,345 |
|
|
|
|
|
 |
 |
 |
Mitsubishi Motors |
50 |
17,923 |
JPY |
4.850 |
5.850 |
3.850 |
-1.000 |
-21 |
162,489 |
-100 |
|
100 |
-7 |
-97 | |
long |
10/31/16 |
6/11/18 |
588 |
 |
 |
 |
Grammer |
50 |
1,561 |
EUR |
52.030 |
64.350 |
|
12.320 |
24 |
181,721 |
14 |
|
|
|
|
|
 |
 |
 |
Maruti Suzuki |
50 |
137 |
INR |
589.615 |
902.265 |
|
312.650 |
53 |
224,554 |
30 |
|
100 |
38 |
22 | |
short |
6/11/18 |
4/15/19 |
308 |
 |
 |
 |
Hankook Tire |
50 |
2,399 |
KRW |
46.800 |
40.050 |
54.688 |
7.888 |
17 |
243,476 |
20 |
|
|
|
|
|
 |
 |
 |
Tata Motors |
50 |
3,624 |
INR |
30.975 |
23.175 |
41.400 |
10.425 |
34 |
281,257 |
41 |
|
100 |
25 |
31 | |
long |
4/15/19 |
5/13/19 |
28 |
 |
 |
 |
Michelin |
50 |
4,851 |
EUR |
28.988 |
26.600 |
|
-2.388 |
-8 |
269,675 |
-67 |
|
|
|
|
|
 |
 |
 |
Kia |
50 |
3,459 |
KRW |
40.650 |
42.350 |
|
1.700 |
4 |
275,555 |
71 |
|
100 |
-2 |
-23 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
5/13/19 |
11/11/19 |
182 |
 |
 |
 |
Leoni |
50 |
8,019 |
EUR |
17.180 |
12.620 |
23.388 |
6.208 |
36 |
325,335 |
86 |
|
|
|
|
|
 |
 |
 |
Nemak |
50 |
14,458 |
MXN |
9.530 |
9.200 |
9.872 |
0.342 |
4 |
330,277 |
7 |
|
100 |
20 |
44 | |
long |
11/11/19 |
3/02/20 |
112 |
 |
 |
 |
Schaeffler |
50 |
16,714 |
EUR |
9.880 |
7.914 |
|
-1.966 |
-20 |
297,417 |
-51 |
|
|
|
|
|
 |
 |
 |
Tesla Motors |
50 |
7,178 |
USD |
23.006 |
49.575 |
|
26.569 |
115 |
488,127 |
1,121 |
|
100 |
48 |
257 | |
short |
3/02/20 |
9/07/20 |
189 |
 |
 |
 |
Renault |
50 |
9,518 |
EUR |
25.640 |
25.160 |
26.129 |
0.489 |
2 |
492,783 |
4 |
|
|
|
|
|
 |
 |
 |
Nissan Motor |
50 |
53,004 |
JPY |
4.605 |
4.199 |
5.050 |
0.445 |
10 |
516,386 |
20 |
|
100 |
6 |
11 | |
long |
9/07/20 |
9/20/21 |
378 |
 |
 |
 |
Tesla Motors |
50 |
1,851 |
USD |
139.440 |
243.390 |
|
103.950 |
75 |
708,797 |
71 |
|
|
|
|
|
 |
 |
 |
Hyundai Motor |
50 |
1,519 |
KRW |
170.000 |
209.000 |
|
39.000 |
23 |
768,038 |
22 |
|
100 |
49 |
47 | |
short |
9/20/21 |
11/15/21 |
56 |
 |
 |
 |
Valeo |
50 |
18,382 |
EUR |
20.890 |
28.330 |
13.450 |
-7.440 |
-36 |
631,276 |
-94 |
|
|
|
|
|
 |
 |
 |
Opmobility |
50 |
17,713 |
EUR |
21.680 |
24.300 |
19.060 |
-2.620 |
-12 |
584,868 |
-57 |
|
100 |
-24 |
-83 | |
long |
11/15/21 |
11/29/21 |
14 |
 |
 |
 |
Ford Motor |
50 |
14,724 |
USD |
19.860 |
19.670 |
|
-0.190 |
-1 |
582,071 |
-22 |
|
|
|
|
|
 |
 |
 |
Tata Motors |
50 |
5,785 |
INR |
50.545 |
46.145 |
|
-4.400 |
-9 |
556,617 |
-91 |
|
100 |
-5 |
-72 | |
short |
11/29/21 |
1/17/22 |
49 |
 |
 |
 |
ElringKlinger |
50 |
25,913 |
EUR |
10.740 |
12.660 |
8.820 |
-1.920 |
-18 |
506,864 |
-77 |
|
|
|
|
|
 |
 |
 |
Opmobility |
50 |
12,968 |
EUR |
21.460 |
24.100 |
18.820 |
-2.640 |
-12 |
472,628 |
-62 |
|
100 |
-15 |
-70 | |
long |
1/17/22 |
2/28/22 |
42 |
 |
 |
 |
Ford Motor |
50 |
9,381 |
USD |
25.190 |
17.560 |
|
-7.630 |
-30 |
401,051 |
-96 |
|
|
|
|
|
 |
 |
 |
Tata Motors |
50 |
4,501 |
INR |
52.500 |
45.405 |
|
-7.095 |
-14 |
369,117 |
-72 |
|
100 |
-22 |
-88 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
2/28/22 |
9/05/22 |
189 |
 |
 |
 |
Opmobility |
50 |
9,734 |
EUR |
18.960 |
17.680 |
20.333 |
1.373 |
7 |
382,478 |
14 |
|
|
|
|
|
 |
 |
 |
Nokian Tyres |
50 |
10,856 |
EUR |
17.000 |
10.090 |
28.642 |
11.642 |
68 |
508,866 |
174 |
|
100 |
38 |
86 | |
long |
9/05/22 |
9/26/22 |
21 |
 |
 |
 |
Mitsubishi Motors |
50 |
44,172 |
JPY |
5.760 |
5.830 |
|
0.070 |
1 |
511,958 |
23 |
|
|
|
|
|
 |
 |
 |
Mahindra & Mahindra |
50 |
1,926 |
INR |
132.055 |
123.640 |
|
-8.415 |
-6 |
495,751 |
-68 |
|
100 |
-3 |
-36 | |
short |
9/26/22 |
11/14/22 |
49 |
 |
 |
 |
Forvia |
50 |
19,893 |
EUR |
12.460 |
17.245 |
7.675 |
-4.785 |
-38 |
400,563 |
-97 |
|
|
|
|
|
 |
 |
 |
Nokian Tyres |
50 |
24,183 |
EUR |
10.250 |
11.485 |
9.015 |
-1.235 |
-12 |
370,697 |
-62 |
|
100 |
-25 |
-89 | |
long |
11/14/22 |
12/05/22 |
21 |
 |
 |
 |
Mitsubishi Motors |
50 |
32,011 |
JPY |
5.790 |
5.740 |
|
-0.050 |
-1 |
369,096 |
-14 |
|
|
|
|
|
 |
 |
 |
Mahindra & Mahindra |
50 |
1,450 |
INR |
127.815 |
125.980 |
|
-1.835 |
-1 |
366,436 |
-22 |
|
100 |
-1 |
-18 | |
short |
12/05/22 |
4/03/23 |
119 |
 |
 |
 |
Tesla Motors |
50 |
1,004 |
USD |
182.450 |
194.770 |
170.130 |
-12.320 |
-7 |
354,066 |
-19 |
|
|
|
|
|
 |
 |
 |
Nokian Tyres |
50 |
17,586 |
EUR |
10.420 |
8.524 |
12.738 |
2.318 |
22 |
394,825 |
85 |
|
100 |
8 |
26 | |
long |
4/03/23 |
8/12/24 |
497 |
 |
 |
 |
Iveco |
50 |
23,257 |
EUR |
8.488 |
8.642 |
|
0.154 |
2 |
398,407 |
1 |
|
|
|
8/09/24 |
494 |
 |
 |
 |
Yokohama Rubber |
50 |
7,101 |
JPY |
27.800 |
30.850 |
|
3.050 |
11 |
420,065 |
8 |
|
100 |
6 |
5 | |
accum | 11/12/07 |
8/09/24 | 6450 |
days out of 7129 invested (90%) |
4,101 |
420,065 |
24 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Montupet | short | 11/12/07 | 4/27/09 | 532 | 14.08 | 2.98 | 66.53 | 52.45 | 372.48 | 50 | 186.24 | |
| long | 11/19/12 | 10/20/14 | 700 | 6.61 | 46.49 | | 39.88 | 603.33 | | 301.66 | 1,049.73 |
Tesla Motors | long | 11/11/19 | 3/02/20 | 112 | 23.01 | 49.57 | | 26.57 | 115.49 | | 57.74 | |
| long | 9/07/20 | 9/20/21 | 378 | 139.44 | 243.39 | | 103.95 | 74.55 | | 37.27 | |
| short | 12/05/22 | 4/03/23 | 119 | 182.45 | 194.77 | 170.13 | -12.32 | -6.75 | | -3.38 | 109.23 |
Ford Motor | long | 4/27/09 | 6/06/11 | 770 | 5.11 | 13.91 | | 8.80 | 172.21 | | 86.11 | |
| long | 11/15/21 | 11/29/21 | 14 | 19.86 | 19.67 | | -0.19 | -0.96 | | -0.48 | |
| long | 1/17/22 | 2/28/22 | 42 | 25.19 | 17.56 | | -7.63 | -30.29 | | -15.14 | 57.16 |
Grammer | short | 11/12/07 | 4/27/09 | 532 | 16.10 | 4.77 | 54.34 | 38.24 | 237.53 | | 118.76 | |
| short | 10/20/14 | 1/19/15 | 91 | 26.00 | 33.86 | 18.14 | -7.86 | -30.24 | | -15.12 | |
| short | 8/24/15 | 3/28/16 | 217 | 19.81 | 33.80 | 5.82 | -13.99 | -70.62 | | -35.31 | |
| long | 3/28/16 | 4/11/16 | 14 | 33.80 | 35.73 | | 1.93 | 5.71 | | 2.86 | |
| long | 8/08/16 | 10/24/16 | 77 | 46.95 | 51.82 | | 4.87 | 10.37 | | 5.19 | |
| long | 10/31/16 | 6/11/18 | 588 | 52.03 | 64.35 | | 12.32 | 23.68 | | 11.84 | 45.35 |
Nokian Tyres | short | 2/28/22 | 9/05/22 | 189 | 17.00 | 10.09 | 28.64 | 11.64 | 68.48 | | 34.24 | |
| short | 9/26/22 | 11/14/22 | 49 | 10.25 | 11.49 | 9.02 | -1.24 | -12.05 | | -6.02 | |
| short | 12/05/22 | 4/03/23 | 119 | 10.42 | 8.52 | 12.74 | 2.32 | 22.24 | | 11.12 | 40.18 |
Maruti Suzuki | long | 1/19/15 | 8/24/15 | 217 | 362.64 | 425.03 | | 62.39 | 17.20 | | 8.60 | |
| long | 10/31/16 | 6/11/18 | 588 | 589.62 | 902.27 | | 312.65 | 53.03 | | 26.51 | 37.40 |
SAIC Motor Corp | long | 4/27/09 | 6/06/11 | 770 | 8.13 | 17.35 | | 9.22 | 113.41 | | 56.70 | |
| long | 1/19/15 | 8/24/15 | 217 | 22.85 | 15.39 | | -7.46 | -32.65 | | -16.32 | 31.12 |
Peugeot | short | 7/23/12 | 11/19/12 | 119 | 5.38 | 3.87 | 7.49 | 2.11 | 39.20 | | 19.60 | 19.60 |
Mahindra & Mahindra | long | 11/19/12 | 10/20/14 | 700 | 47.71 | 63.00 | | 15.29 | 32.04 | | 16.02 | |
| long | 9/05/22 | 9/26/22 | 21 | 132.06 | 123.64 | | -8.41 | -6.37 | | -3.19 | |
| long | 11/14/22 | 12/05/22 | 21 | 127.82 | 125.98 | | -1.84 | -1.44 | | -0.72 | 11.52 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Hyundai Motor | short | 10/20/14 | 1/19/15 | 91 | 169.00 | 172.50 | 165.50 | -3.50 | -2.07 | | -1.04 | |
| long | 9/07/20 | 9/20/21 | 378 | 170.00 | 209.00 | | 39.00 | 22.94 | | 11.47 | 10.32 |
Leoni | short | 4/11/16 | 8/08/16 | 119 | 29.27 | 33.34 | 25.20 | -4.07 | -13.91 | | -6.95 | |
| short | 5/13/19 | 11/11/19 | 182 | 17.18 | 12.62 | 23.39 | 6.21 | 36.13 | | 18.07 | 9.86 |
GS Yuasa | short | 6/06/11 | 2/06/12 | 245 | 25.00 | 21.00 | 29.76 | 4.76 | 19.05 | | 9.52 | 9.52 |
Yokohama Rubber | long | 4/03/23 | 8/09/24 | 494 | 27.80 | 30.85 | | 3.05 | 10.97 | | 5.49 | 5.49 |
Nissan Motor | short | 3/02/20 | 9/07/20 | 189 | 4.61 | 4.20 | 5.05 | 0.45 | 9.67 | | 4.83 | 4.83 |
Hankook Tire | long | 3/28/16 | 4/11/16 | 14 | 56.30 | 51.70 | | -4.60 | -8.17 | | -4.09 | |
| short | 6/11/18 | 4/15/19 | 308 | 46.80 | 40.05 | 54.69 | 7.89 | 16.85 | | 8.43 | 4.00 |
Kia | long | 4/15/19 | 5/13/19 | 28 | 40.65 | 42.35 | | 1.70 | 4.18 | | 2.09 | 2.09 |
Nemak | short | 5/13/19 | 11/11/19 | 182 | 9.53 | 9.20 | 9.87 | 0.34 | 3.59 | | 1.79 | 1.79 |
Renault | short | 3/02/20 | 9/07/20 | 189 | 25.64 | 25.16 | 26.13 | 0.49 | 1.91 | | 0.95 | 0.95 |
Iveco | long | 4/03/23 | 8/12/24 | 497 | 8.49 | 8.64 | | 0.15 | 1.81 | | 0.91 | 0.91 |
Hino Motors | long | 2/06/12 | 7/23/12 | 168 | 5.26 | 5.20 | | -0.06 | -1.14 | | -0.57 | -0.57 |
Michelin | long | 4/15/19 | 5/13/19 | 28 | 28.99 | 26.60 | | -2.39 | -8.24 | | -4.12 | -4.12 |
ElringKlinger | short | 10/24/16 | 10/31/16 | 7 | 15.18 | 14.11 | 16.32 | 1.15 | 7.55 | | 3.77 | |
| short | 11/29/21 | 1/17/22 | 49 | 10.74 | 12.66 | 8.82 | -1.92 | -17.88 | | -8.94 | -5.50 |
Tata Motors | long | 2/06/12 | 7/23/12 | 168 | 25.11 | 21.60 | | -3.51 | -13.96 | | -6.98 | |
| short | 8/24/15 | 3/28/16 | 217 | 30.97 | 36.33 | 25.62 | -5.36 | -17.29 | | -8.65 | |
| long | 8/08/16 | 10/24/16 | 77 | 51.46 | 54.75 | | 3.30 | 6.40 | | 3.20 | |
| short | 6/11/18 | 4/15/19 | 308 | 30.98 | 23.18 | 41.40 | 10.43 | 33.66 | | 16.83 | |
| long | 11/15/21 | 11/29/21 | 14 | 50.55 | 46.15 | | -4.40 | -8.71 | | -4.35 | |
| long | 1/17/22 | 2/28/22 | 42 | 52.50 | 45.41 | | -7.10 | -13.51 | | -6.76 | -8.62 |
Opmobility | short | 9/20/21 | 11/15/21 | 56 | 21.68 | 24.30 | 19.06 | -2.62 | -12.08 | | -6.04 | |
| short | 11/29/21 | 1/17/22 | 49 | 21.46 | 24.10 | 18.82 | -2.64 | -12.30 | | -6.15 | |
| short | 2/28/22 | 9/05/22 | 189 | 18.96 | 17.68 | 20.33 | 1.37 | 7.24 | | 3.62 | -8.63 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Schaeffler | long | 11/11/19 | 3/02/20 | 112 | 9.88 | 7.91 | | -1.97 | -19.90 | | -9.95 | -9.95 |
Mitsubishi Motors | short | 6/06/11 | 2/06/12 | 245 | 9.37 | 9.62 | 9.12 | -0.25 | -2.67 | | -1.33 | |
| short | 10/24/16 | 10/31/16 | 7 | 4.85 | 5.85 | 3.85 | -1.00 | -20.62 | | -10.31 | |
| long | 9/05/22 | 9/26/22 | 21 | 5.76 | 5.83 | | 0.07 | 1.22 | | 0.61 | |
| long | 11/14/22 | 12/05/22 | 21 | 5.79 | 5.74 | | -0.05 | -0.86 | | -0.43 | -11.35 |
Valeo | short | 9/20/21 | 11/15/21 | 56 | 20.89 | 28.33 | 13.45 | -7.44 | -35.62 | | -17.81 | -17.81 |
Forvia | short | 9/26/22 | 11/14/22 | 49 | 12.46 | 17.25 | 7.68 | -4.79 | -38.40 | | -19.20 | -19.20 |
Mazda Motor | short | 7/23/12 | 11/19/12 | 119 | 4.53 | 6.11 | 2.95 | -1.58 | -34.88 | | -17.44 | |
| short | 4/11/16 | 8/08/16 | 119 | 14.84 | 15.95 | 13.73 | -1.11 | -7.48 | | -3.74 | -20.53 |
Annotations
3/28/24 | Suzuki Motor | | | stock split 1:4 (four for one) |
9/28/23 | Denso | | | stock split 1:4 (four for one) |
| Honda Motor | | | stock split 1:3 (three for one) |
8/25/22 | Tesla Motors | | | stock split 1:3 (three for one) |
6/16/22 | Michelin | | | stock split 1:4 (four for one) |
4/04/22 | Hella | | | acquired by Faurecia |
9/29/21 | Toyota | | | stock split 1:5 (five for one) |
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 |
12/21/17 | Mahindra & Mahindra | | | stock split 1:2 (two for one) |
6/06/16 | Valeo | | | stock split 1:3 (three for one) |
6/04/16 | Schaeffler | | | moves from SDAX to MDAX (2016-06-20) |
1/18/16 | Autoindustrie | | | Montupet drops out (acquisition by Linamar) |
12/21/15 | Schaeffler | | | entry (SDAX) |
11/02/15 | Pirelli | | | drops out due to acquisition by CNCC |
3/14/15 | Automotive | | | completely re-analyzed, excellent performing Mixed Cut |
1/19/15 | Hella | | | entry |
|
|