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

Assessment - Automotive Industry - 4/22/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	10/23/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	SOM Automotive	536.586	20:00	0.32	534.979	0.30	454.054	80.925	17.82	USD	10.34
	L	Traton	34.750	15:35	2.66	33.850	2.66	18.110	15.740	86.91	EUR	59.97
		Bajaj Auto	8,795.800	09:59		8,795.750		5,405.400	3,390.350	62.72	INR	56.06
		Tata Motors	986.750	10:00	1.36	973.550	1.36	647.350	326.200	50.39	INR	44.21
		Toyota	3,511.000	06:15	-0.17	3,517.000	-0.17	2,610.000	907.000	34.75	JPY	35.88
		Iveco	12.025	15:35	1.22	11.875	1.26	7.842	4.033	51.43	EUR	35.26
	L	Mahindra & Mahindra	2,062.600	10:00		2,090.650	-1.34	1,565.150	525.500	33.58	INR	33.56
	L	Daimler Truck	43.450	15:35	0.53	43.220	0.53	29.920	13.300	44.45	EUR	30.34
	L	Renault	47.660	15:37	0.40	47.470	0.40	32.995	14.475	43.87	EUR	28.68
		Kia	115,900.000	06:30	0.70	115,100.000	0.70	83,000.000	32,100.000	38.67	KRW	28.33
	L	Yokohama Rubber	4,003.000	06:15	-1.98	4,084.000	-1.98	2,800.000	1,284.000	45.86	JPY	26.81
		Paccar	113.320	20:00	0.66	112.580	0.66	81.360	31.220	38.37	USD	25.40
	L	Maruti Suzuki	12,996.200	09:59	1.65	12,785.500	1.65	10,553.700	2,231.800	21.15	INR	25.11
		Stellantis	23.305	15:37	0.71	23.135	0.73	18.022	5.113	28.37	EUR	24.77
		Ferrari	394.800	15:36	3.13	382.800	3.13	286.100	96.700	33.80	EUR	24.56
	L	General Motors	45.100	20:00	4.37	43.210	4.37	29.220	13.990	47.88	USD	23.83
		Pirelli	5.988	15:35	0.81	5.940	0.81	4.160	1.780	42.79	EUR	23.51
	L	Eicher Motors	4,520.150	09:59	1.19	4,466.950	1.19	3,446.350	1,020.600	29.61	INR	23.13
		Suzuki Motor	1,765.000	06:15	0.17	1,762.000	0.17	1,442.500	319.500	22.15	JPY	22.27
	L	Hyundai Motor	249,500.000	06:30	1.84	245,000.000	1.84	185,400.000	59,600.000	32.15	KRW	22.20
	L	Autoliv	1,278.600	15:29	0.63	1,270.600	0.63	1,072.000	198.600	18.53	SEK	21.11
	L	Denso	2,782.500	06:15	-2.37	2,850.000	-2.37	2,295.500	554.500	24.16	JPY	19.88
		Volvo	282.600	15:29		282.600		217.100	65.500	30.17	SEK	19.32
	L	Michelin	36.020	15:37	1.67	35.430	1.67	27.850	7.580	27.22	EUR	18.15
	L	GS Yuasa	2,921.000	06:15	-0.85	2,946.000	-0.85	2,429.000	517.000	21.28	JPY	16.91
		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	10/23/23	prc diff	⇓ Δ26	Curr	∅-RS
		Honda Motor	1,764.500	06:15	-0.51	1,773.500	-0.51	1,612.500	161.000	9.98	JPY	15.21
		KATEK	15.150	15:36	0.66	15.050	0.66	10.250	4.800	46.83	EUR	14.69
	L	Bridgestone	6,744.000	06:15	-1.07	6,817.000	-1.07	5,752.000	1,065.000	18.52	JPY	14.64
		Mazda Motor	1,674.500	06:15	-0.59	1,684.500	-0.59	1,501.500	183.000	12.19	JPY	11.15
	L	Mercedes-Benz	74.050	15:41	-0.19	74.190	-0.19	61.700	12.490	20.24	EUR	10.92
	L	Nokian Tyres	9.056	15:29	-0.15	9.068	-0.13	7.502	1.566	20.87	EUR	10.78
		Hella	83.300	15:35	0.36	83.000	0.36	72.300	10.700	14.80	EUR	10.23
	L	Schaeffler	6.290	15:35	1.13	6.215	1.21	5.160	1.055	20.45	EUR	9.06
	L	Ford Motor	12.940	20:00	0.47	12.880	0.47	11.480	1.400	12.20	USD	6.29
		Isuzu Motors	1,948.000	06:15	-0.26	1,953.000	-0.26	1,766.000	187.000	10.59	JPY	5.57
	L	SAIC Motor Corp	15.010	07:00	-0.53	15.090	-0.53	14.550	0.540	3.71	CNY	4.99
	L	Volkswagen	121.350	15:35	0.04	121.300	0.04	102.240	19.060	18.64	EUR	4.88
	L	BMW	106.450	15:37	0.57	105.850	0.57	93.310	12.540	13.44	EUR	4.51
		Hyundai Mobis	238,500.000	06:30	-0.21	239,000.000	-0.21	218,000.000	21,000.000	9.63	KRW	3.66
	L	Great Wall Motor	24.520	07:00	0.29	24.450	0.29	29.980	-5.530	-18.45	CNY	-3.71
	L	Porsche	91.020	15:38	1.72	89.480	1.72	88.020	1.460	1.66	EUR	-4.41
	S	Nissan Motor	551.300	06:15	0.16	550.400	0.16	596.700	-46.300	-7.76	JPY	-4.69
	L	Hino Motors	485.100	06:15	-1.08	490.400	-1.08	533.000	-42.600	-7.99	JPY	-6.94
		Mitsubishi Motors	464.800	06:15	0.76	461.300	0.76	513.700	-52.400	-10.20	JPY	-7.75
	S	Continental	62.940	15:35		62.940		60.600	2.340	3.86	EUR	-8.21
	S	Magna	67.970	20:00	0.61	67.560	0.61	69.350	-1.790	-2.58	CAD	-8.87
	L	Plastic Omnium	11.990	15:35	0.08	11.980	0.08	13.220	-1.240	-9.38	EUR	-10.07
		Cdn Tire	136.610	20:00	1.26	134.910	1.26	137.810	-2.900	-2.10	CAD	-10.72
	L	BYD Company	197.500	08:09	-1.64	200.800	-1.64	244.400	-43.600	-17.84	HKD	-10.86
	L	Valeo	12.180	15:35	-2.33	12.470	-2.33	13.015	-0.545	-4.19	EUR	-14.71
		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	10/23/23	prc diff	⇓ Δ26	Curr	∅-RS
	S	Vitesco Technologies	64.800	15:35	0.31	64.600	0.31	92.150	-27.550	-29.90	EUR	-15.04
		Forvia	14.555	15:35	-1.26	14.740	-1.26	16.340	-1.600	-9.79	EUR	-17.56
	L	Xinyi Glass	7.880	08:09	0.25	7.860	0.25	9.260	-1.400	-15.12	HKD	-18.28
		LG Energy Solution	370,000.000	06:30	-2.25	378,500.000	-2.25	436,500.000	-58,000.000	-13.29	KRW	-18.65
	S	Li Auto	98.350	08:09	0.92	97.450	0.92	127.200	-29.750	-23.39	HKD	-25.96
	S	Tesla Motors	144.680	20:00	1.85	142.050	1.85	212.080	-70.030	-33.02	USD	-34.16
Automotive - 55 out of 55 instruments rated - 4/22/24 / 10/23/23 - 40 did rise, Market-Ratio(26) = 72.73 %

Technical Chart

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

1/06/20	scale up chart	4/22/24

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
					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	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	4/23/24	386		Iveco	50	23,257	EUR	8.488	12.025		3.537	42	477,085	39
					Yokohama Rubber	50	7,101	JPY	27.800	40.030		12.230	44	563,931	41
100							43							40
accum	11/12/07	4/23/24	6007	days out of 6686 invested (90%)								5,539		563,931	28

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
	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
Yokohama Rubber	long	4/03/23	4/23/24	386	27.80	40.03		12.23	43.99		22.00	22.00
Iveco	long	4/03/23	4/23/24	386	8.49	12.03		3.54	41.67		20.84	20.84
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	d_i %	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
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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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


	is taking down something concerning