| |
| |
Assessment - Automotive Industry in Japanese yen - 7/01/24 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Automotive |
75,467.066 |
8/12/24 |
-0.24 |
83,327.179 |
-9.43 |
68,894.486 |
14,432.692 |
20.95 |
|
12.92 |
| |  |
 |
 |
 |
S |
 |
Continental |
10,200.909 |
8/12/24 |
0.34 |
9,192.256 |
10.97 |
12,047.441 |
-2,855.185 |
-23.70 |
|
-15.43 |
| |  |
 |
 |
 |
L |
 |
Cdn Tire |
17,549.849 |
8/12/24 |
-0.17 |
15,960.180 |
9.96 |
15,057.722 |
902.458 |
5.99 |
|
-0.41 |
| |  |
 |
 |
 |
S |
 |
Li Auto |
1,593.093 |
8/12/24 |
-1.79 |
1,454.473 |
9.53 |
2,524.221 |
-1,069.748 |
-42.38 |
|
-39.76 |
| |  |
 |
 |
 |
|
 |
Tata Motors |
2,084.539 |
8/12/24 |
0.75 |
1,941.005 |
7.39 |
1,326.741 |
614.264 |
46.30 |
|
44.41 |
| |  |
 |
 |
 |
S |
 |
Hino Motors |
446.500 |
8/09/24 |
-0.42 |
422.600 |
5.66 |
463.400 |
-40.800 |
-8.80 |
|
-18.25 |
| |  |
 |
 |
 |
L |
 |
Eicher Motors |
9,314.810 |
8/12/24 |
-0.45 |
8,979.219 |
3.74 |
7,048.340 |
1,930.879 |
27.39 |
|
32.28 |
| |  |
 |
 |
 |
|
 |
Bajaj Auto |
18,810.248 |
8/12/24 |
-0.56 |
18,464.584 |
1.87 |
11,562.526 |
6,902.058 |
59.69 |
|
64.21 |
| |  |
 |
 |
 |
S |
 |
Nokian Tyres |
1,383.344 |
8/12/24 |
-0.84 |
1,360.468 |
1.68 |
1,293.393 |
67.075 |
5.19 |
|
3.55 |
| |  |
 |
 |
 |
|
 |
Maruti Suzuki |
23,773.607 |
8/12/24 |
0.40 |
23,454.965 |
1.36 |
17,524.824 |
5,930.141 |
33.84 |
|
21.60 |
| |  |
 |
 |
 |
|
 |
Ferrari |
66,844.896 |
8/12/24 |
|
66,238.318 |
0.92 |
47,801.340 |
18,436.978 |
38.57 |
|
26.47 |
| |  |
 |
 |
 |
|
 |
Hella |
14,956.480 |
8/12/24 |
0.23 |
14,887.157 |
0.47 |
12,921.398 |
1,965.760 |
15.21 |
|
20.41 |
| |  |
 |
 |
 |
S |
 |
SAIC Motor Corp |
304.843 |
8/12/24 |
-0.87 |
307.506 |
-0.87 |
269.761 |
37.744 |
13.99 |
|
3.07 |
| |  |
 |
 |
 |
|
 |
Michelin |
5,951.397 |
8/12/24 |
0.41 |
6,256.419 |
-4.88 |
5,083.983 |
1,172.436 |
23.06 |
|
24.30 |
| |  |
 |
 |
 |
S |
 |
Porsche |
11,382.869 |
8/12/24 |
-0.97 |
12,020.643 |
-5.31 |
12,514.178 |
-493.535 |
-3.94 |
|
-15.22 |
| |  |
 |
 |
 |
S |
 |
LG Energy Solution |
38,381.767 |
8/12/24 |
2.02 |
40,543.298 |
-5.33 |
46,903.905 |
-6,360.608 |
-13.56 |
|
-15.86 |
| |  |
 |
 |
 |
L |
 |
Mahindra & Mahindra |
5,264.181 |
8/12/24 |
-1.15 |
5,570.620 |
-5.50 |
2,941.812 |
2,628.808 |
89.36 |
|
80.35 |
| |  |
 |
 |
 |
|
 |
Tesla Motors |
31,909.339 |
8/12/24 |
-1.26 |
33,908.015 |
-5.89 |
35,150.595 |
-1,242.579 |
-3.54 |
|
7.26 |
| |  |
 |
 |
 |
|
 |
Valeo |
1,629.095 |
8/12/24 |
-0.95 |
1,740.879 |
-6.42 |
2,179.409 |
-438.530 |
-20.12 |
|
-20.17 |
| |  |
 |
 |
 |
|
 |
Volvo |
3,885.325 |
8/12/24 |
-0.12 |
4,154.274 |
-6.47 |
3,678.714 |
475.560 |
12.93 |
|
19.93 |
| |  |
 |
 |
 |
|
 |
Pirelli |
909.174 |
8/12/24 |
0.50 |
973.298 |
-6.59 |
771.682 |
201.616 |
26.13 |
|
21.15 |
| |  |
 |
 |
 |
L |
 |
General Motors |
6,946.086 |
8/12/24 |
-1.13 |
7,542.296 |
-7.90 |
5,081.332 |
2,460.964 |
48.43 |
|
39.35 |
| |  |
 |
 |
 |
L |
 |
BYD Company |
4,419.281 |
8/12/24 |
-0.28 |
4,799.968 |
-7.93 |
3,882.302 |
917.666 |
23.64 |
|
13.88 |
| |  |
 |
 |
 |
|
 |
Opmobility |
1,480.050 |
8/12/24 |
-1.16 |
1,611.764 |
-8.17 |
1,879.476 |
-267.712 |
-14.24 |
|
-20.51 |
| |  |
 |
 |
 |
S |
 |
Magna |
6,147.033 |
8/12/24 |
-1.88 |
6,741.983 |
-8.82 |
8,377.410 |
-1,635.427 |
-19.52 |
|
-15.43 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Isuzu Motors |
2,021.500 |
8/09/24 |
0.50 |
2,219.500 |
-8.92 |
1,816.000 |
403.500 |
22.22 |
|
3.81 |
| |  |
 |
 |
 |
|
 |
Paccar |
14,892.318 |
8/12/24 |
-0.74 |
16,454.743 |
-9.50 |
13,813.810 |
2,640.932 |
19.12 |
|
15.43 |
| |  |
 |
 |
 |
S |
 |
Mercedes-Benz |
9,961.744 |
8/12/24 |
-0.57 |
11,230.358 |
-11.30 |
9,796.769 |
1,433.590 |
14.63 |
|
5.02 |
| |  |
 |
 |
 |
|
 |
Suzuki Motor |
1,626.000 |
8/09/24 |
0.31 |
1,833.500 |
-11.32 |
1,508.250 |
325.250 |
21.56 |
|
16.13 |
| |  |
 |
 |
 |
|
 |
Bridgestone |
5,582.000 |
8/09/24 |
-1.33 |
6,295.000 |
-11.33 |
5,840.000 |
455.000 |
7.79 |
|
5.28 |
| |  |
 |
 |
 |
|
 |
Daimler Truck |
5,719.164 |
8/12/24 |
-0.87 |
6,452.257 |
-11.36 |
5,328.314 |
1,123.942 |
21.09 |
|
15.26 |
| |  |
 |
 |
 |
S |
 |
BMW |
13,687.866 |
8/12/24 |
-0.90 |
15,448.675 |
-11.40 |
15,784.466 |
-335.791 |
-2.13 |
|
-3.91 |
| |  |
 |
 |
 |
|
 |
Hyundai Mobis |
25,529.425 |
8/12/24 |
2.82 |
28,917.770 |
-11.72 |
25,881.783 |
3,035.987 |
11.73 |
|
11.99 |
| |  |
 |
 |
 |
|
 |
Xinyi Glass |
156.206 |
8/12/24 |
-0.13 |
177.102 |
-11.80 |
158.624 |
18.478 |
11.65 |
|
1.52 |
| |  |
 |
 |
 |
S |
 |
Volkswagen |
16,204.298 |
8/12/24 |
-0.47 |
18,379.313 |
-11.83 |
17,510.451 |
868.862 |
4.96 |
|
-0.20 |
| |  |
 |
 |
 |
|
 |
Autoliv |
15,246.521 |
8/12/24 |
0.10 |
17,319.100 |
-11.97 |
15,596.003 |
1,723.097 |
11.05 |
|
11.40 |
| |  |
 |
 |
 |
L |
 |
Great Wall Motor |
492.763 |
8/12/24 |
-0.31 |
560.876 |
-12.14 |
502.836 |
58.039 |
11.54 |
|
7.06 |
| |  |
 |
 |
 |
|
 |
Traton |
4,627.324 |
8/12/24 |
|
5,320.556 |
-13.03 |
3,339.202 |
1,981.353 |
59.34 |
|
45.74 |
| |  |
 |
 |
 |
S |
 |
Vitesco Technologies |
9,020.681 |
8/12/24 |
-0.10 |
10,372.484 |
-13.03 |
12,247.919 |
-1,875.435 |
-15.31 |
|
-15.73 |
| |  |
 |
 |
 |
S |
 |
Schaeffler |
805.189 |
8/12/24 |
0.17 |
926.331 |
-13.08 |
876.306 |
50.026 |
5.71 |
|
1.86 |
| |  |
 |
 |
 |
|
 |
Yokohama Rubber |
3,085.000 |
8/09/24 |
2.88 |
3,589.000 |
-14.04 |
3,233.000 |
356.000 |
11.01 |
|
5.54 |
| |  |
 |
 |
 |
L |
 |
Hyundai Motor |
28,450.412 |
8/12/24 |
0.21 |
33,416.090 |
-14.86 |
22,223.387 |
11,192.703 |
50.36 |
|
43.70 |
| |  |
 |
 |
 |
S |
 |
Mitsubishi Motors |
386.000 |
8/09/24 |
1.05 |
457.900 |
-15.70 |
449.000 |
8.900 |
1.98 |
|
-16.70 |
| |  |
 |
 |
 |
S |
 |
Denso |
2,109.000 |
8/09/24 |
-0.19 |
2,527.000 |
-16.54 |
2,127.000 |
400.000 |
18.81 |
|
-4.88 |
| |  |
 |
 |
 |
|
 |
Renault |
6,975.647 |
8/12/24 |
-0.72 |
8,362.111 |
-16.58 |
5,780.172 |
2,581.939 |
44.67 |
|
32.64 |
| |  |
 |
 |
 |
|
 |
Iveco |
1,497.728 |
8/12/24 |
-0.21 |
1,843.131 |
-18.74 |
1,275.851 |
567.280 |
44.46 |
|
22.38 |
| |  |
 |
 |
 |
|
 |
Honda Motor |
1,420.000 |
8/09/24 |
-0.14 |
1,760.500 |
-19.34 |
1,466.000 |
294.500 |
20.09 |
|
1.39 |
| |  |
 |
 |
 |
|
 |
Forvia |
1,588.541 |
8/12/24 |
0.17 |
1,993.042 |
-20.30 |
3,198.242 |
-1,205.200 |
-37.68 |
|
-26.90 |
| |  |
 |
 |
 |
|
 |
Kia |
11,929.310 |
8/12/24 |
0.20 |
15,025.556 |
-20.61 |
10,920.583 |
4,104.973 |
37.59 |
|
42.52 |
| |  |
 |
 |
 |
S |
 |
Ford Motor |
1,593.124 |
8/12/24 |
-2.38 |
2,061.690 |
-22.73 |
1,724.428 |
337.263 |
19.56 |
|
14.55 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
Stellantis |
2,422.846 |
8/12/24 |
-0.57 |
3,229.421 |
-24.98 |
3,312.576 |
-83.155 |
-2.51 |
|
2.05 |
| |  |
 |
 |
 |
L |
 |
GS Yuasa |
2,358.000 |
8/09/24 |
2.70 |
3,153.000 |
-25.21 |
1,985.000 |
1,168.000 |
58.84 |
|
24.21 |
| |  |
 |
 |
 |
|
 |
Toyota |
2,447.500 |
8/09/24 |
-0.14 |
3,284.000 |
-25.47 |
2,590.500 |
693.500 |
26.77 |
|
6.66 |
| |  |
 |
 |
 |
S |
 |
Nissan Motor |
410.200 |
8/09/24 |
-0.56 |
552.400 |
-25.74 |
554.200 |
-1.800 |
-0.32 |
|
-11.22 |
| |  |
 |
 |
 |
S |
 |
Mazda Motor |
1,114.500 |
8/09/24 |
1.32 |
1,562.500 |
-28.67 |
1,523.500 |
39.000 |
2.56 |
|
-9.32 |
Automotive - 54 out of 54 instruments rated - 7/01/24 / 1/01/24 - 40 did rise, Market-Ratio(26) in JPY = 74.07 % |
Technical Chart
Transactions Automotive Industry in Japanese yen * L26 - 76/46 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | |
1/02/06 |
2/13/06 |
42 |
|
- cash - |
long |
2/13/06 |
7/03/06 |
140 |
 |
 |
 |
Mahindra & Mahindra |
100 |
249 |
|
40.027 |
37.260 |
|
-2.768 |
-7 |
9,311 |
-17 |
|
7/03/06 |
11/27/06 |
147 |
|
- cash - |
|
11/27/06 |
8/20/07 |
266 |
 |
 |
 |
SAIC Motor Corp |
100 |
130 |
|
71.554 |
290.873 |
|
219.319 |
307 |
37,822 |
585 |
|
8/20/07 |
4/27/09 |
616 |
|
- cash - |
|
4/27/09 |
5/30/11 |
763 |
 |
 |
 |
Ford Motor |
100 |
76 |
|
496.568 |
1,205.542 |
|
708.974 |
143 |
91,704 |
53 |
|
5/30/11 |
2/06/12 |
252 |
|
- cash - |
|
2/06/12 |
7/23/12 |
168 |
 |
 |
 |
Hino Motors |
100 |
17,434 |
|
5.260 |
5.200 |
|
-0.060 |
-1 |
90,658 |
-2 |
|
7/23/12 |
12/17/12 |
147 |
|
- cash - |
|
12/17/12 |
8/18/14 |
609 |
 |
 |
 |
Montupet |
100 |
114 |
|
789.585 |
6,659.162 |
|
5,869.578 |
743 |
759,790 |
259 |
|
8/18/14 |
2/09/15 |
175 |
|
- cash - |
|
2/09/15 |
8/17/15 |
189 |
 |
 |
 |
Fiat Chrysler |
100 |
721 |
|
1,052.753 |
1,278.260 |
|
225.507 |
21 |
922,381 |
45 |
|
8/17/15 |
12/12/16 |
483 |
|
- cash - |
|
12/12/16 |
8/21/17 |
252 |
 |
 |
 |
Grammer |
100 |
158 |
|
5,817.593 |
5,563.624 |
|
-253.969 |
-4 |
882,253 |
-6 |
|
8/21/17 |
10/09/17 |
49 |
|
- cash - |
|
10/09/17 |
4/23/18 |
196 |
 |
 |
 |
Fiat Chrysler |
100 |
436 |
|
2,022.408 |
2,611.083 |
|
588.675 |
29 |
1,138,916 |
61 |
|
4/23/18 |
9/07/20 |
868 |
|
- cash - |
|
9/07/20 |
9/20/21 |
378 |
 |
 |
 |
Tesla Motors |
100 |
76 |
|
14,818.944 |
26,617.830 |
|
11,798.886 |
80 |
2,035,631 |
76 |
|
9/20/21 |
6/19/23 |
637 |
|
- cash - |
|
6/19/23 |
10/30/23 |
133 |
 |
 |
 |
Yokohama Rubber |
100 |
63,752 |
|
31.930 |
27.205 |
|
-4.725 |
-15 |
1,734,403 |
-36 |
|
10/30/23 |
4/29/24 |
182 |
|
- cash - |
|
4/29/24 |
8/12/24 |
105 |
 |
 |
 |
Traton |
100 |
300 |
|
5,772.609 |
4,627.324 |
|
-1,145.285 |
-20 |
1,390,817 |
-54 |
|
accum | 2/13/06 |
8/12/24 | 3381 |
days out of 6979 invested (48%) |
13,808 |
1,390,817 |
70 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Montupet | long | 12/17/12 | 8/18/14 | 609 | 789.58 | 6,659.16 | | 5,869.58 | 743.38 | | | 743.38 |
SAIC Motor Corp | | 11/27/06 | 8/20/07 | 266 | 71.55 | 290.87 | | 219.32 | 306.51 | | | 306.51 |
Ford Motor | | 4/27/09 | 5/30/11 | 763 | 496.57 | 1,205.54 | | 708.97 | 142.77 | | | 142.77 |
Tesla Motors | | 9/07/20 | 9/20/21 | 378 | 14,818.94 | 26,617.83 | | 11,798.89 | 79.62 | | | 79.62 |
Fiat Chrysler | | 2/09/15 | 8/17/15 | 189 | 1,052.75 | 1,278.26 | | 225.51 | 21.42 | | | |
| | 10/09/17 | 4/23/18 | 196 | 2,022.41 | 2,611.08 | | 588.68 | 29.11 | | | 56.76 |
Hino Motors | | 2/06/12 | 7/23/12 | 168 | 5.26 | 5.20 | | -0.06 | -1.14 | | | -1.14 |
Grammer | | 12/12/16 | 8/21/17 | 252 | 5,817.59 | 5,563.62 | | -253.97 | -4.37 | | | -4.37 |
Mahindra & Mahindra | | 2/13/06 | 7/03/06 | 140 | 40.03 | 37.26 | | -2.77 | -6.91 | | | -6.91 |
Yokohama Rubber | | 6/19/23 | 10/30/23 | 133 | 31.93 | 27.21 | | -4.73 | -14.80 | | | -14.80 |
Traton | | 4/29/24 | 8/12/24 | 105 | 5,772.61 | 4,627.32 | | -1,145.29 | -19.84 | | | -19.84 |
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 |
|
|