Share-o-matic - Assessment Automotive (Automotive Industry)

Assessment - Automotive Industry - 9/26/22 - RS = 26

		⇓instrument	freshest		⇓ Δday	9/26/22	Δwk	3/28/22	prc diff	⇓ Δ26	Curr	⇓∅-RS
		SOM Automotive	397.853	15:44	-0.51	413.332	-3.74	442.512	-29.180	-6.59	USD	-11.11
	L	Eicher Motors	3,671.600	09:59	1.31	3,515.550	4.44	2,380.000	1,135.550	47.71	INR	29.73
		Mahindra & Mahindra	1,268.200	09:59	0.78	1,236.400	2.57	769.250	467.150	60.73	INR	33.20
		Paccar	85.000	14:30	0.15	83.000	2.41	89.300	-6.300	-7.05	USD	-4.52
	S	Tata Motors	404.600	10:00	0.58	397.500	1.79	432.700	-35.200	-8.13	INR	-10.94
		Cdn Tire	148.360	14:39	0.78	147.370	0.67	187.540	-40.170	-21.42	CAD	-16.13
	L	Yokohama Rubber	2,216.000	06:15	-1.86	2,211.000	0.23	1,662.000	549.000	33.03	JPY	20.41
	S	Michelin	23.155	15:38	3.14	23.130	0.11	30.100	-6.970	-23.16	EUR	-23.76
		Maruti Suzuki	8,828.150	09:59	2.36	8,834.950	-0.08	7,477.350	1,357.600	18.16	INR	11.61
	L	Renault	27.970	15:35	2.19	28.040	-0.25	23.040	5.000	21.70	EUR	0.98
		Volvo	158.080	15:29	1.80	158.640	-0.35	179.800	-21.160	-11.77	SEK	-12.84
		Leoni	6.150	15:38	1.99	6.175	-0.40	9.330	-3.155	-33.82	EUR	-31.78
		Autoliv	760.200	15:29	0.40	766.400	-0.81	724.000	42.400	5.86	SEK	-5.52
	S	Bajaj Auto	3,527.750	09:59	1.47	3,574.500	-1.31	3,687.750	-113.250	-3.07	INR	-2.21
		Ferrari	191.700	15:41	0.87	194.500	-1.44	195.750	-1.250	-0.64	EUR	-1.81
		Tesla Motors	271.700	14:31	1.30	276.010	-1.56	363.947	-87.937	-24.16	USD	-5.62
	S	SAIC Motor Corp	14.300	07:00	0.21	14.550	-1.72	16.970	-2.420	-14.26	CNY	-19.22
	S	Schaeffler	4.628	15:35	2.89	4.716	-1.87	5.605	-0.889	-15.86	EUR	-22.15
	L	Hankook Tire	35,250.000	06:30	-1.26	36,050.000	-2.22	34,150.000	1,900.000	5.56	KRW	-2.45
		Pirelli	3.360	15:35	2.75	3.450	-2.61	4.775	-1.325	-27.75	EUR	-28.08
		GS Yuasa	2,258.000	06:15	-2.63	2,324.000	-2.84	2,386.000	-62.000	-2.60	JPY	-0.89
		BMW	69.990	15:35	1.24	72.160	-3.01	78.240	-6.080	-7.77	EUR	-11.91
	S	Traton	12.240	15:35	3.47	12.620	-3.01	17.580	-4.960	-28.21	EUR	-28.53
	S	Bridgestone	4,669.000	06:15	-3.49	4,823.000	-3.19	4,649.000	174.000	3.74	JPY	-2.95
		Hyundai Motor	176,500.000	06:30	-2.75	182,500.000	-3.29	174,500.000	8,000.000	4.58	KRW	-4.45
		⇓instrument	freshest		⇓ Δday	9/26/22	Δwk	3/28/22	prc diff	⇓ Δ26	Curr	⇓∅-RS
	S	CIE Automotive	21.280	15:35	1.82	22.020	-3.36	20.000	2.020	10.10	EUR	-5.82
	L	Nokian Tyres	9.900	15:29	2.00	10.250	-3.41	15.175	-4.925	-32.45	EUR	-37.15
		Stellantis	12.272	15:36	0.47	12.720	-3.52	14.450	-1.730	-11.97	EUR	-13.66
	S	Continental	45.950	15:44	2.64	47.690	-3.65	65.590	-17.900	-27.29	EUR	-36.41
	L	Hella	68.100	15:35	2.10	70.700	-3.68	56.200	14.500	25.80	EUR	12.68
	S	Valeo	15.630	15:37	2.53	16.250	-3.82	15.485	0.765	4.94	EUR	-21.71
	S	Hino Motors	596.000	06:15	-2.93	620.000	-3.87	722.000	-102.000	-14.13	JPY	-23.10
		Kia Motor	71,900.000	06:30	-3.49	74,800.000	-3.88	71,400.000	3,400.000	4.76	KRW	-6.69
		Daimler Truck	23.350	15:38	2.89	24.345	-4.09	26.340	-1.995	-7.57	EUR	-na-
		Magna	66.960	14:50	0.83	70.000	-4.34	79.820	-9.820	-12.30	CAD	-18.87
	S	Mercedes-Benz	52.350	15:37	-0.15	54.770	-4.42	63.910	-9.140	-14.30	EUR	-17.36
	L	Suzuki Motor	4,481.000	06:15	-3.26	4,688.000	-4.42	4,207.000	481.000	11.43	JPY	5.01
	S	Toyota	1,876.000	06:15	-4.21	1,963.000	-4.43	2,202.000	-239.000	-10.85	JPY	-6.91
		Hyundai Mobis	191,000.000	06:30	-3.29	200,000.000	-4.50	211,000.000	-11,000.000	-5.21	KRW	-10.99
		Honda Motor	3,137.000	06:15	-3.95	3,302.000	-5.00	3,483.000	-181.000	-5.20	JPY	-1.98
		Ford Motor	11.320	14:24	-1.31	11.990	-5.59	16.670	-4.680	-28.07	USD	-23.85
	L	Isuzu Motors	1,597.000	06:15	-4.71	1,696.000	-5.84	1,594.000	102.000	6.40	JPY	10.51
		Nissan Motor	460.200	06:15	-6.31	490.500	-6.18	540.100	-49.600	-9.18	JPY	-10.06
	S	Denso	6,586.000	06:15	-6.12	7,049.000	-6.57	8,060.000	-1,011.000	-12.54	JPY	-10.65
		General Motors	32.545	14:25	-2.15	35.040	-7.12	44.220	-9.180	-20.76	USD	-20.34
	L	Volkswagen	126.400	15:43	-1.60	138.220	-8.55	151.740	-13.520	-8.91	EUR	-13.33
		KATEK	13.050	15:36	-0.76	14.300	-8.74	19.500	-5.200	-26.67	EUR	-31.55
		Faurecia	11.230	15:35	3.31	12.460	-9.87	22.670	-10.210	-45.04	EUR	-50.56
	L	Mitsubishi Motors	518.000	06:15	-7.99	583.000	-11.15	332.000	251.000	75.60	JPY	59.43
		Plastic Omnium	13.520	15:37	2.19	15.540	-13.00	15.650	-0.110	-0.70	EUR	-17.41
		⇓instrument	freshest		⇓ Δday	9/26/22	Δwk	3/28/22	prc diff	⇓ Δ26	Curr	⇓∅-RS
		Mazda Motor	956.000	06:15	-8.17	1,122.000	-14.80	912.000	210.000	23.03	JPY	13.20
	L	Porsche	58.160	15:36	-3.84	69.960	-16.87	84.240	-14.280	-16.95	EUR	-9.50
Automotive - 51 out of 51 instruments rated - 9/26/22 / 3/28/22 - 17 did rise, Market-Ratio(26) = 33.33 %

Technical Chart

	Automotive RS = 26 - B/S = 60/40

1/01/18	scale up chart	9/26/22

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 Motor	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
					Plastic Omnium	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
					Plastic Omnium	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		Plastic Omnium	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	9/30/22	4		Faurecia	50	19,893	EUR	12.460	11.230	13.825	1.365	11	522,899	> 999,999
					Nokian Tyres	50	24,183	EUR	10.250	9.900	10.612	0.362	4	531,663	2,282
100							7							58,996
accum	11/12/07	9/30/22	5436	days out of 6115 invested (89%)								5,217		531,663	31

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	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	116.54
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
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
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	9/30/22	4	10.25	9.90	10.61	0.36	3.54		1.77	36.61
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	12.33
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
GS Yuasa	short	6/06/11	2/06/12	245	25.00	21.00	29.76	4.76	19.05		9.52	9.52
Faurecia	short	9/26/22	9/30/22	4	12.46	11.23	13.82	1.36	10.95		5.48	5.48
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 Motor	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
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
Plastic Omnium	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
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	-10.97
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Valeo	short	9/20/21	11/15/21	56	20.89	28.33	13.45	-7.44	-35.62		-17.81	-17.81
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

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


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