| |
| |
Assessment - Automotive Industry - 12/04/23 - RS = 21
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
12/04/23 |
⇓ Δwk |
7/10/23 |
prc diff |
⇓ Δ21 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Automotive |
477.856 |
Fri |
0.05 |
470.948 |
1.47 |
489.914 |
-18.966 |
-3.87 |
USD |
2.32 |
| |  |
 |
 |
 |
L |
 |
Bajaj Auto |
6,075.700 |
Fri |
-0.29 |
6,201.700 |
-2.03 |
4,897.950 |
1,303.750 |
26.62 |
INR |
42.20 |
| |  |
 |
 |
 |
L |
 |
Tata Motors |
714.550 |
Fri |
-1.03 |
705.600 |
1.27 |
618.650 |
86.950 |
14.05 |
INR |
37.59 |
| |  |
 |
 |
 |
|
 |
Toyota |
2,680.500 |
Fri |
-4.08 |
2,767.500 |
-3.14 |
2,260.000 |
507.500 |
22.46 |
JPY |
30.02 |
| |  |
 |
 |
 |
L |
 |
Stellantis |
21.025 |
Fri |
0.50 |
20.305 |
3.55 |
16.266 |
4.039 |
24.83 |
EUR |
26.48 |
| |  |
 |
 |
 |
L |
 |
Hankook Tire |
46,400.000 |
Fri |
1.75 |
45,550.000 |
1.87 |
36,350.000 |
9,200.000 |
25.31 |
KRW |
25.53 |
| |  |
 |
 |
 |
L |
 |
Eicher Motors |
4,055.000 |
Fri |
-0.88 |
4,180.350 |
-3.00 |
3,173.900 |
1,006.450 |
31.71 |
INR |
25.08 |
| |  |
 |
 |
 |
L |
 |
Ferrari |
340.700 |
Fri |
1.10 |
326.900 |
4.22 |
289.500 |
37.400 |
12.92 |
EUR |
25.06 |
| |  |
 |
 |
 |
L |
 |
Yokohama Rubber |
3,200.000 |
Fri |
-4.08 |
3,287.000 |
-2.65 |
3,053.000 |
234.000 |
7.66 |
JPY |
21.89 |
| |  |
 |
 |
 |
|
 |
Mazda Motor |
1,506.000 |
Fri |
-3.00 |
1,543.500 |
-2.43 |
1,346.500 |
197.000 |
14.63 |
JPY |
21.22 |
| |  |
 |
 |
 |
|
 |
Mahindra & Mahindra |
1,668.550 |
Fri |
-1.42 |
1,656.850 |
0.71 |
1,551.400 |
105.450 |
6.80 |
INR |
20.36 |
| |  |
 |
 |
 |
|
 |
Tesla Motors |
242.750 |
Fri |
0.05 |
235.580 |
3.04 |
269.610 |
-34.030 |
-12.62 |
USD |
19.06 |
| |  |
 |
 |
 |
|
 |
Autoliv |
1,066.500 |
Fri |
1.38 |
1,103.000 |
-3.31 |
950.200 |
152.800 |
16.08 |
SEK |
16.12 |
| |  |
 |
 |
 |
|
 |
Suzuki Motor |
5,744.000 |
Fri |
-2.50 |
5,864.000 |
-2.05 |
5,362.000 |
502.000 |
9.36 |
JPY |
15.85 |
| |  |
 |
 |
 |
|
 |
Volvo |
252.700 |
Fri |
1.04 |
244.550 |
3.33 |
218.600 |
25.950 |
11.87 |
SEK |
15.05 |
| |  |
 |
 |
 |
|
 |
Maruti Suzuki |
10,618.500 |
Fri |
-0.73 |
10,599.500 |
0.18 |
9,736.300 |
863.200 |
8.87 |
INR |
14.37 |
| |  |
 |
 |
 |
|
 |
Honda Motor |
1,458.000 |
Fri |
-2.57 |
1,489.000 |
-2.08 |
1,405.670 |
83.330 |
5.93 |
JPY |
14.33 |
| |  |
 |
 |
 |
|
 |
Traton |
20.760 |
Fri |
1.27 |
20.300 |
2.27 |
18.620 |
1.680 |
9.02 |
EUR |
12.93 |
| |  |
 |
 |
 |
L |
 |
Paccar |
95.930 |
Fri |
0.43 |
93.720 |
2.36 |
84.610 |
9.110 |
10.77 |
USD |
12.85 |
| |  |
 |
 |
 |
L |
 |
Isuzu Motors |
1,861.500 |
Fri |
-3.70 |
1,892.500 |
-1.64 |
1,742.500 |
150.000 |
8.61 |
JPY |
11.64 |
| |  |
 |
 |
 |
L |
 |
Bridgestone |
5,979.000 |
Fri |
-2.88 |
6,060.000 |
-1.34 |
5,730.000 |
330.000 |
5.76 |
JPY |
11.38 |
| |  |
 |
 |
 |
L |
 |
Hella |
82.100 |
Fri |
1.11 |
80.900 |
1.48 |
71.200 |
9.700 |
13.62 |
EUR |
9.37 |
| |  |
 |
 |
 |
|
 |
Michelin |
31.920 |
Fri |
0.28 |
31.020 |
2.90 |
26.330 |
4.690 |
17.81 |
EUR |
9.18 |
| |  |
 |
 |
 |
|
 |
Denso |
2,138.500 |
Fri |
-4.51 |
2,255.500 |
-5.19 |
2,363.250 |
-107.750 |
-4.56 |
JPY |
8.75 |
| |  |
 |
 |
 |
L |
 |
Kia Motor |
86,400.000 |
Fri |
1.53 |
84,100.000 |
2.73 |
87,500.000 |
-3,400.000 |
-3.89 |
KRW |
8.24 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
12/04/23 |
⇓ Δwk |
7/10/23 |
prc diff |
⇓ Δ21 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
Continental |
73.600 |
Fri |
0.55 |
71.040 |
3.60 |
67.640 |
3.400 |
5.03 |
EUR |
7.98 |
| |  |
 |
 |
 |
|
 |
Nissan Motor |
560.600 |
Fri |
-1.84 |
567.300 |
-1.18 |
581.900 |
-14.600 |
-2.51 |
JPY |
6.95 |
| |  |
 |
 |
 |
|
 |
Hyundai Mobis |
226,500.000 |
Fri |
0.89 |
225,500.000 |
0.44 |
232,500.000 |
-7,000.000 |
-3.01 |
KRW |
1.59 |
| |  |
 |
 |
 |
|
 |
SAIC Motor Corp |
14.120 |
Fri |
0.57 |
14.710 |
-4.01 |
14.320 |
0.390 |
2.72 |
CNY |
1.24 |
| |  |
 |
 |
 |
|
 |
Magna |
74.610 |
Fri |
0.23 |
75.860 |
-1.65 |
77.250 |
-1.390 |
-1.80 |
CAD |
0.84 |
| |  |
 |
 |
 |
|
 |
Rivian Automotive |
18.765 |
Fri |
-2.21 |
17.740 |
5.78 |
25.510 |
-7.770 |
-30.46 |
USD |
0.84 |
| |  |
 |
 |
 |
|
 |
Renault |
37.980 |
Fri |
0.96 |
36.195 |
4.93 |
37.815 |
-1.620 |
-4.28 |
EUR |
0.16 |
| |  |
 |
 |
 |
|
 |
Pirelli |
4.800 |
Fri |
0.52 |
4.533 |
5.89 |
4.474 |
0.059 |
1.32 |
EUR |
-0.31 |
| |  |
 |
 |
 |
|
 |
Hyundai Motor |
185,100.000 |
Fri |
1.37 |
181,600.000 |
1.93 |
205,500.000 |
-23,900.000 |
-11.63 |
KRW |
-1.04 |
| |  |
 |
 |
 |
S |
 |
BMW |
100.920 |
Fri |
2.35 |
96.160 |
4.95 |
107.480 |
-11.320 |
-10.53 |
EUR |
-1.50 |
| |  |
 |
 |
 |
S |
 |
Daimler Truck |
32.250 |
Fri |
0.88 |
30.300 |
6.44 |
31.880 |
-1.580 |
-4.96 |
EUR |
-1.97 |
| |  |
 |
 |
 |
S |
 |
Forvia |
19.325 |
Fri |
2.25 |
18.280 |
5.72 |
22.110 |
-3.830 |
-17.32 |
EUR |
-2.62 |
| |  |
 |
 |
 |
S |
 |
Iveco |
7.936 |
Fri |
0.84 |
7.576 |
4.75 |
8.024 |
-0.448 |
-5.58 |
EUR |
-3.15 |
| |  |
 |
 |
 |
|
 |
General Motors |
34.250 |
Fri |
2.21 |
33.070 |
3.57 |
39.640 |
-6.570 |
-16.57 |
USD |
-4.22 |
| |  |
 |
 |
 |
|
 |
Great Wall Motor |
25.980 |
Fri |
-0.69 |
26.370 |
-1.48 |
25.620 |
0.750 |
2.93 |
CNY |
-5.21 |
| |  |
 |
 |
 |
|
 |
Volkswagen |
114.860 |
Fri |
1.16 |
107.800 |
6.55 |
122.040 |
-14.240 |
-11.67 |
EUR |
-9.66 |
| |  |
 |
 |
 |
S |
 |
Mercedes-Benz |
62.870 |
Fri |
0.85 |
60.520 |
3.88 |
71.910 |
-11.390 |
-15.84 |
EUR |
-10.30 |
| |  |
 |
 |
 |
S |
 |
Mitsubishi Motors |
454.700 |
Fri |
-3.50 |
466.800 |
-2.59 |
499.100 |
-32.300 |
-6.47 |
JPY |
-10.44 |
| |  |
 |
 |
 |
L |
 |
Nokian Tyres |
8.328 |
Fri |
6.91 |
7.600 |
9.58 |
7.806 |
-0.206 |
-2.64 |
EUR |
-10.80 |
| |  |
 |
 |
 |
|
 |
Cdn Tire |
143.390 |
Fri |
-0.93 |
142.470 |
0.65 |
182.390 |
-39.920 |
-21.89 |
CAD |
-11.14 |
| |  |
 |
 |
 |
S |
 |
BYD Company |
210.800 |
Fri |
-1.03 |
206.600 |
2.03 |
256.800 |
-50.200 |
-19.55 |
HKD |
-11.70 |
| |  |
 |
 |
 |
|
 |
GS Yuasa |
2,033.000 |
Fri |
-2.31 |
2,155.500 |
-5.68 |
2,817.000 |
-661.500 |
-23.48 |
JPY |
-11.82 |
| |  |
 |
 |
 |
S |
 |
Ford Motor |
11.035 |
Fri |
1.99 |
10.700 |
3.13 |
15.070 |
-4.370 |
-29.00 |
USD |
-12.86 |
| |  |
 |
 |
 |
S |
 |
Schaeffler |
5.210 |
Fri |
0.97 |
5.060 |
2.96 |
5.440 |
-0.380 |
-6.99 |
EUR |
-14.90 |
| |  |
 |
 |
 |
S |
 |
Hino Motors |
465.700 |
Fri |
-2.92 |
463.000 |
0.58 |
596.000 |
-133.000 |
-22.32 |
JPY |
-15.79 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
12/04/23 |
⇓ Δwk |
7/10/23 |
prc diff |
⇓ Δ21 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
Porsche |
83.560 |
Fri |
1.46 |
83.360 |
0.24 |
111.200 |
-27.840 |
-25.04 |
EUR |
-19.95 |
| |  |
 |
 |
 |
S |
 |
KATEK |
10.250 |
Fri |
0.99 |
10.500 |
-2.38 |
14.100 |
-3.600 |
-25.53 |
EUR |
-23.80 |
| |  |
 |
 |
 |
S |
 |
Plastic Omnium |
12.130 |
Fri |
6.50 |
11.390 |
6.50 |
16.800 |
-5.410 |
-32.20 |
EUR |
-24.92 |
| |  |
 |
 |
 |
S |
 |
Valeo |
14.300 |
Fri |
3.25 |
12.850 |
11.28 |
19.640 |
-6.790 |
-34.57 |
EUR |
-26.89 |
| |  |
 |
 |
 |
S |
 |
Xinyi Glass |
8.490 |
Fri |
-0.24 |
8.620 |
-1.51 |
11.820 |
-3.200 |
-27.07 |
HKD |
-30.81 |
| |  |
 |
 |
 |
|
 |
Lucid |
4.580 |
Fri |
2.23 |
4.360 |
5.05 |
7.930 |
-3.570 |
-45.02 |
USD |
-33.80 |
Automotive - 55 out of 55 instruments rated - 12/04/23 / 7/10/23 - 25 did rise, Market-Ratio(21) = 45.45 % |
Technical Chart
Transactions Automotive Industry * S21 - 29/42 (1)
|
⇐ |
| |
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 |
7/17/06 |
196 |
|
- cash - |
short |
7/17/06 |
10/09/06 |
84 |
 |
 |
 |
Kia Motor |
100 |
696 |
KRW |
14.350 |
15.100 |
13.600 |
-0.750 |
-5 |
9,478 |
-21 |
|
10/09/06 |
11/19/07 |
406 |
|
- cash - |
|
11/19/07 |
3/23/09 |
490 |
 |
 |
 |
Grammer |
100 |
590 |
EUR |
16.040 |
3.730 |
68.976 |
52.936 |
330 |
40,710 |
196 |
|
3/23/09 |
8/15/11 |
875 |
|
- cash - |
|
8/15/11 |
1/02/12 |
140 |
 |
 |
 |
Fiat Chrysler |
100 |
12,292 |
EUR |
3.312 |
2.475 |
4.431 |
1.119 |
34 |
54,470 |
114 |
|
1/02/12 |
7/02/12 |
182 |
|
- cash - |
|
7/02/12 |
9/03/12 |
63 |
 |
 |
 |
Peugeot |
100 |
8,839 |
EUR |
6.162 |
4.929 |
7.703 |
1.541 |
25 |
68,095 |
265 |
|
9/03/12 |
8/10/15 |
1071 |
|
- cash - |
|
8/10/15 |
11/30/15 |
112 |
 |
 |
 |
Grammer |
100 |
2,808 |
EUR |
24.250 |
28.390 |
20.110 |
-4.140 |
-17 |
56,470 |
-46 |
|
11/30/15 |
12/14/15 |
14 |
|
- cash - |
|
12/14/15 |
12/21/15 |
7 |
 |
 |
 |
Leoni |
100 |
1,699 |
EUR |
33.235 |
35.805 |
30.665 |
-2.570 |
-8 |
52,103 |
-98 |
|
12/21/15 |
1/11/16 |
21 |
|
- cash - |
|
1/11/16 |
1/18/16 |
7 |
 |
 |
 |
Fiat Chrysler |
100 |
7,113 |
EUR |
7.325 |
6.455 |
8.312 |
0.987 |
13 |
59,126 |
72,905 |
|
1/18/16 |
2/08/16 |
21 |
|
- cash - |
|
2/08/16 |
2/22/16 |
14 |
 |
 |
 |
Leoni |
100 |
2,037 |
EUR |
29.015 |
26.935 |
31.256 |
2.241 |
8 |
63,690 |
595 |
|
2/22/16 |
3/28/16 |
35 |
|
- cash - |
|
3/28/16 |
6/06/16 |
70 |
 |
 |
 |
Leoni |
100 |
2,271 |
EUR |
28.040 |
28.945 |
27.135 |
-0.905 |
-3 |
61,635 |
-16 |
|
6/06/16 |
6/04/18 |
728 |
|
- cash - |
|
6/04/18 |
3/11/19 |
280 |
 |
 |
 |
Tata Motors |
100 |
2,150 |
INR |
28.665 |
18.030 |
45.573 |
16.908 |
59 |
97,987 |
83 |
|
3/11/19 |
6/03/19 |
84 |
|
- cash - |
|
6/03/19 |
10/21/19 |
140 |
 |
 |
 |
Leoni |
100 |
7,522 |
EUR |
13.025 |
12.075 |
14.050 |
1.025 |
8 |
105,695 |
22 |
|
10/21/19 |
3/02/20 |
133 |
|
- cash - |
|
3/02/20 |
8/03/20 |
154 |
 |
 |
 |
Renault |
100 |
4,122 |
EUR |
25.640 |
20.995 |
31.313 |
5.673 |
22 |
129,078 |
61 |
|
8/03/20 |
3/07/22 |
581 |
|
- cash - |
|
3/07/22 |
8/01/22 |
147 |
 |
 |
 |
Nokian Tyres |
100 |
9,203 |
EUR |
14.025 |
11.395 |
17.262 |
3.237 |
23 |
158,868 |
67 |
|
8/01/22 |
12/26/22 |
147 |
|
- cash - |
|
12/26/22 |
1/16/23 |
21 |
 |
 |
 |
Tesla Motors |
100 |
1,290 |
USD |
123.150 |
122.400 |
123.905 |
0.755 |
1 |
159,841 |
11 |
|
1/16/23 |
12/09/23 |
327 |
|
- cash - |
accum | 7/17/06 |
1/16/23 | 1729 |
days out of 6550 invested (26%) |
1,498 |
159,841 |
80 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Grammer | short | 11/19/07 | 3/23/09 | 490 | 16.04 | 3.73 | 68.98 | 52.94 | 330.03 | | | |
| | 8/10/15 | 11/30/15 | 112 | 24.25 | 28.39 | 20.11 | -4.14 | -17.07 | | | 256.61 |
Tata Motors | | 6/04/18 | 3/11/19 | 280 | 28.67 | 18.03 | 45.57 | 16.91 | 58.99 | | | 58.99 |
Fiat Chrysler | | 8/15/11 | 1/02/12 | 140 | 3.31 | 2.48 | 4.43 | 1.12 | 33.80 | | | |
| | 1/11/16 | 1/18/16 | 7 | 7.33 | 6.46 | 8.31 | 0.99 | 13.48 | | | 51.83 |
Peugeot | | 7/02/12 | 9/03/12 | 63 | 6.16 | 4.93 | 7.70 | 1.54 | 25.01 | | | 25.01 |
Nokian Tyres | | 3/07/22 | 8/01/22 | 147 | 14.03 | 11.40 | 17.26 | 3.24 | 23.08 | | | 23.08 |
Renault | | 3/02/20 | 8/03/20 | 154 | 25.64 | 21.00 | 31.31 | 5.67 | 22.12 | | | 22.12 |
Leoni | | 12/14/15 | 12/21/15 | 7 | 33.24 | 35.81 | 30.67 | -2.57 | -7.73 | | | |
| | 2/08/16 | 2/22/16 | 14 | 29.02 | 26.94 | 31.26 | 2.24 | 7.72 | | | |
| | 3/28/16 | 6/06/16 | 70 | 28.04 | 28.95 | 27.14 | -0.90 | -3.23 | | | |
| | 6/03/19 | 10/21/19 | 140 | 13.03 | 12.08 | 14.05 | 1.02 | 7.87 | | | 3.75 |
Tesla Motors | | 12/26/22 | 1/16/23 | 21 | 123.15 | 122.40 | 123.90 | 0.75 | 0.61 | | | 0.61 |
Kia Motor | | 7/17/06 | 10/09/06 | 84 | 14.35 | 15.10 | 13.60 | -0.75 | -5.23 | | | -5.23 |
Annotations
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 |
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