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

Assessment - Automotive Industry - 5/16/22 - RS = 26

		⇓instrument	freshest		⇓ Δday	5/16/22	Δwk	11/15/21	prc diff	⇓ Δ26	Curr	⇓∅-RS
	S	SOM Automotive	432.384	Fri	0.61	430.160	0.52	533.850	-103.690	-19.42	USD	-12.04
		Valeo	18.830	Fri	3.23	17.575	7.14	28.330	-10.755	-37.96	EUR	-22.72
	S	Faurecia	23.140	Fri	1.98	21.700	6.64	46.500	-24.800	-53.33	EUR	-38.72
	S	Leoni	7.930	Fri	2.06	7.510	5.59	12.040	-4.530	-37.62	EUR	-34.43
	S	Hino Motors	699.000	Fri	1.90	667.000	4.80	1,095.000	-428.000	-39.09	JPY	-27.69
	S	Maruti Suzuki	7,586.600	Fri	2.46	7,247.600	4.68	7,503.100	-255.500	-3.41	INR	-2.45
	L	Mazda Motor	1,111.000	Fri	-0.98	1,065.000	4.32	1,093.000	-28.000	-2.56	JPY	12.98
	S	Autoliv	757.600	Fri	0.77	727.200	4.18	900.600	-173.400	-19.25	SEK	-11.43
		Plastic Omnium	16.290	Fri	2.13	15.650	4.09	24.300	-8.650	-35.60	EUR	-27.80
	S	SAIC Motor Corp	16.800	Fri	1.63	16.180	3.83	21.140	-4.960	-23.46	CNY	-16.46
		Daimler Truck	28.030	Fri	-1.16	27.030	3.70				EUR	-na-
		Eicher Motors	2,707.800	Fri	2.16	2,617.950	3.43	2,684.350	-66.400	-2.47	INR	0.67
	L	Mitsubishi Motors	380.000	Fri	0.80	368.000	3.26	402.000	-34.000	-8.46	JPY	16.91
		Continental	66.700	Fri	1.40	64.620	3.22	108.220	-43.600	-40.29	EUR	-25.89
		Tata Motors	418.000	Fri	4.85	405.350	3.12	505.450	-100.100	-19.80	INR	4.38
		Schaeffler	5.680	Fri	1.34	5.530	2.71	8.215	-2.685	-32.68	EUR	-17.84
		Renault	24.175	Fri	0.25	23.590	2.48	34.285	-10.695	-31.19	EUR	-20.91
	S	Magna	78.860	Fri	-1.85	76.990	2.43	110.810	-33.820	-30.52	CAD	-21.44
	L	Bajaj Auto	3,787.800	Fri	2.41	3,715.850	1.94	3,601.150	114.700	3.19	INR	1.13
		Bridgestone	4,907.000	Fri	0.59	4,824.000	1.72	4,923.000	-99.000	-2.01	JPY	-1.65
		Hyundai Mobis	202,500.000	Fri	3.85	199,500.000	1.50	247,500.000	-48,000.000	-19.39	KRW	-19.37
	S	Denso	7,497.000	Fri	2.06	7,388.000	1.48	8,645.000	-1,257.000	-14.54	JPY	-6.64
		CIE Automotive	21.300	Fri	0.95	21.000	1.43	25.940	-4.940	-19.04	EUR	-11.47
	L	Hyundai Motor	186,500.000	Fri	2.47	184,000.000	1.36	209,000.000	-25,000.000	-11.96	KRW	-9.37
	S	Honda Motor	3,218.000	Fri	0.63	3,175.000	1.35	3,320.000	-145.000	-4.37	JPY	-6.26
		⇓instrument	freshest		⇓ Δday	5/16/22	Δwk	11/15/21	prc diff	⇓ Δ26	Curr	⇓∅-RS
		Isuzu Motors	1,530.000	Fri	1.46	1,517.000	0.86	1,627.000	-110.000	-6.76	JPY	1.95
	S	Volvo	163.100	Fri	-2.07	162.000	0.68	207.900	-45.900	-22.08	SEK	-17.10
	S	Volkswagen	145.680	Fri	0.25	144.740	0.65	188.380	-43.640	-23.17	EUR	-21.07
	S	Nissan Motor	496.900	Fri	2.88	494.700	0.44	648.800	-154.100	-23.75	JPY	-11.77
		GS Yuasa	2,111.000	Fri	2.33	2,104.000	0.33	2,159.000	-55.000	-2.55	JPY	-16.17
	L	Mahindra & Mahindra	903.800	Fri	2.41	903.350	0.05	928.400	-25.050	-2.70	INR	10.49
		Toyota	2,048.000	Fri	2.14	2,049.500	-0.07	2,102.000	-52.500	-2.50	JPY	0.65
	S	BMW	77.450	Fri	-0.50	77.660	-0.27	93.480	-15.820	-16.92	EUR	-8.76
	L	Hankook Tire	35,450.000	Fri	-0.42	35,550.000	-0.28	42,300.000	-6,750.000	-15.96	KRW	-13.56
	S	Suzuki Motor	3,712.000	Fri	1.48	3,723.000	-0.30	5,174.000	-1,451.000	-28.04	JPY	-18.84
		Mercedes-Benz	63.300	Fri	0.03	63.560	-0.41	88.830	-25.270	-28.45	EUR	-12.25
	S	Ferrari	179.400	Fri	1.30	180.400	-0.55	227.200	-46.800	-20.60	EUR	-6.56
		Hella	64.100	Fri		64.750	-1.00	62.320	2.430	3.90	EUR	8.53
	S	Stellantis	13.540	Fri	0.50	13.682	-1.04	17.950	-4.268	-23.78	EUR	-14.75
		Traton	16.350	Fri	-2.10	16.530	-1.09	23.800	-7.270	-30.55	EUR	-23.67
	L	Kia Motor	83,900.000	Fri	2.19	85,200.000	-1.53	86,500.000	-1,300.000	-1.50	KRW	4.10
	S	Nokian Tyres	12.435	Fri	-1.11	12.665	-1.82	33.510	-20.845	-62.21	EUR	-49.56
	L	Yokohama Rubber	1,632.000	Fri	-1.57	1,681.000	-2.91	1,982.000	-301.000	-15.19	JPY	-11.64
		Michelin	116.300	Fri	0.82	120.750	-3.69	134.100	-13.350	-9.96	EUR	-8.60
		Pirelli	4.514	Fri	-0.70	4.706	-4.08	5.792	-1.086	-18.75	EUR	-9.47
	S	Paccar	79.810	Fri	-1.98	83.280	-4.17	89.250	-5.970	-6.69	USD	-4.34
		Ford Motor	12.500	Fri	-2.72	13.050	-4.21	19.860	-6.810	-34.29	USD	-17.98
	S	General Motors	35.400	Fri	-1.99	37.100	-4.58	62.970	-25.870	-41.08	USD	-28.54
		KATEK	17.550	Fri		18.400	-4.62	28.950	-10.550	-36.44	EUR	-26.87
	S	Porsche	71.580	Fri	1.02	75.280	-4.91	84.260	-8.980	-10.66	EUR	-11.56
		⇓instrument	freshest		⇓ Δday	5/16/22	Δwk	11/15/21	prc diff	⇓ Δ26	Curr	⇓∅-RS
	S	Cdn Tire	161.800	Fri	-3.10	175.770	-7.95	180.680	-4.910	-2.72	CAD	-5.96
	S	Tesla Motors	663.900	Fri	-6.42	724.370	-8.35	1,013.390	-289.020	-28.52	USD	-12.07
Automotive - 50 out of 51 instruments rated - 5/16/22 / 11/15/21 - 2 did rise, Market-Ratio(26) = 4.00 %

Technical Chart

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

1/01/18	scale up chart	5/16/22

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	1,212	EUR	115.950	106.400		-9.550	-8	269,682	-67
					Kia Motor	50	3,461	KRW	40.650	42.350		1.700	4	275,566	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	325,346	86
					Nemak	50	14,459	MXN	9.530	9.200	9.872	0.342	4	330,288	7
100							20							44
long	11/11/19	3/02/20	112		Schaeffler	50	16,714	EUR	9.880	7.914		-1.966	-20	297,428	-51
					Tesla Motors	50	2,392	USD	69.018	148.724		79.706	115	488,085	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	492,741	4
					Nissan Motor	50	52,995	JPY	4.605	4.199	5.050	0.445	10	516,340	20
100							6							11
long	9/07/20	9/20/21	378		Tesla Motors	50	617	USD	418.320	730.170		311.850	75	708,751	71
					Hyundai Motor	50	1,519	KRW	170.000	209.000		39.000	23	767,992	22
100							49							47
short	9/20/21	11/15/21	56		Valeo	50	18,381	EUR	20.890	28.330	13.450	-7.440	-36	631,237	-94
					Plastic Omnium	50	17,712	EUR	21.680	24.300	19.060	-2.620	-12	584,832	-57
100							-24							-83
long	11/15/21	11/29/21	14		Ford Motor	50	14,723	USD	19.860	19.670		-0.190	-1	582,035	-22
					Tata Motors	50	5,785	INR	50.545	46.145		-4.400	-9	556,581	-91
100							-5							-72
short	11/29/21	1/17/22	49		ElringKlinger	50	25,911	EUR	10.740	12.660	8.820	-1.920	-18	506,831	-77
					Plastic Omnium	50	12,968	EUR	21.460	24.100	18.820	-2.640	-12	472,596	-62
100							-15							-70
long	1/17/22	2/28/22	42		Ford Motor	50	9,380	USD	25.190	17.560		-7.630	-30	401,026	-96
					Tata Motors	50	4,501	INR	52.500	45.405		-7.095	-14	369,092	-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	5/20/22	81		Plastic Omnium	50	9,733	EUR	18.960	16.290	22.068	3.108	16	399,338	98
					Nokian Tyres	50	10,856	EUR	17.000	12.435	23.241	6.241	37	467,089	309
100							27							189
accum	11/12/07	5/20/22	5304	days out of 5983 invested (89%)								4,571		467,089	30

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	69.02	148.72		79.71	115.49		57.74
	long	9/07/20	9/20/21	378	418.32	730.17		311.85	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
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
Nokian Tyres	short	2/28/22	5/20/22	81	17.00	12.44	23.24	6.24	36.71		18.36	18.36
Mahindra & Mahindra	long	11/19/12	10/20/14	700	47.71	63.00		15.29	32.04		16.02	16.02
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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	115.95	106.40		-9.55	-8.24		-4.12	-4.12
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	5/20/22	81	18.96	16.29	22.07	3.11	16.39		8.20	-4.60
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
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	-11.51
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

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


	is taking down something concerning