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

Assessment - Automotive Industry - 8/10/20 - RS = 21

		⇓instrument	freshest		⇓ Δday	8/10/20	⇓ Δwk	3/16/20	prc diff	⇓ Δ21	Curr	∅-RS
	L	SOM Automotive	346.194	08:30	2.61	337.404	2.61	242.705	94.699	39.02	USD	0.86
	L	Tesla Motors	1,418.570	Mon	-2.35	1,418.570		445.070	973.500	218.73	USD	220.50
	L	Hyundai Motor	179,000.000	06:30	5.29	170,000.000	5.29	82,900.000	87,100.000	105.07	KRW	53.18
	L	Mahindra & Mahindra	628.900	Mon	4.74	628.900		391.800	237.100	60.52	INR	31.40
	L	Kia Motor	47,200.000	06:30	1.83	46,350.000	1.83	27,100.000	19,250.000	71.03	KRW	26.87
	L	Paccar	89.850	Mon	1.78	89.850		60.170	29.680	49.33	USD	24.81
	L	Eicher Motors	21,353.100	Mon	-2.08	21,353.100		16,493.700	4,859.400	29.46	INR	21.18
	L	Volvo	161.350	08:30	0.84	160.000	0.84	112.400	47.600	42.35	SEK	13.71
	L	Hyundai Mobis	239,000.000	06:30	0.42	238,000.000	0.42	161,500.000	76,500.000	47.37	KRW	11.46
	L	Hankook Tire	30,350.000	06:30	3.41	29,350.000	3.41	20,900.000	8,450.000	40.43	KRW	10.27
	L	Magna	67.560	Mon	2.64	67.560		45.280	22.280	49.20	CAD	9.43
	L	Maruti Suzuki	6,608.900	Mon	-1.05	6,608.900		5,480.250	1,128.650	20.59	INR	8.73
	L	Tata Motors	123.850	Mon	3.99	123.850		82.950	40.900	49.31	INR	8.33
	L	Ferrari	158.100	08:06	1.25	156.150	1.25	122.000	34.150	27.99	EUR	7.11
	L	Bajaj Auto	2,993.800	Mon	-0.26	2,993.800		2,339.550	654.250	27.96	INR	6.97
	L	Daimler	42.050	08:01	2.87	40.875	2.87	22.920	17.955	78.34	EUR	5.32
	L	Hella	41.340	08:11	3.25	40.040	3.25	24.620	15.420	62.63	EUR	4.47
	L	Cdn Tire	126.550	Mon	3.08	126.550		86.780	39.770	45.83	CAD	2.46
	L	Nokian Tyres	23.010	08:28	1.95	22.570	1.95	17.640	4.930	27.95	EUR	0.18
	L	Ford Motor	7.090	Mon	3.35	7.090		5.010	2.080	41.52	USD	-0.06
	L	Isuzu Motors	1,007.000	Mon	1.36	1,007.000		717.900	289.100	40.27	JPY	-1.52
	L	Suzuki Motor	4,136.000	06:15	5.59	3,917.000	5.59	3,068.000	849.000	27.67	JPY	-1.61
	L	Toyota	7,150.000	06:15	3.95	6,878.000	3.95	5,941.000	937.000	15.77	JPY	-2.63
	L	Valeo	24.420	08:03	5.30	23.190	5.30	12.110	11.080	91.49	EUR	-3.64
	L	Denso	4,325.000	06:15	5.36	4,105.000	5.36	3,205.000	900.000	28.08	JPY	-4.21
		⇓instrument	freshest		⇓ Δday	8/10/20	⇓ Δwk	3/16/20	prc diff	⇓ Δ21	Curr	∅-RS
	L	Michelin	94.700	08:02	2.56	92.340	2.56	70.980	21.360	30.09	EUR	-4.27
	L	General Motors	27.980	Mon	4.72	27.980		21.000	6.980	33.24	USD	-5.37
	L	Fiat Chrysler	9.705	08:06	2.75	9.445	2.75	7.169	2.276	31.75	EUR	-5.73
	L	BMW	57.840	08:01	4.50	55.350	4.50	40.090	15.260	38.06	EUR	-7.41
		Honda Motor	2,548.000	Mon	-3.79	2,548.000		2,213.000	335.000	15.14	JPY	-7.51
	L	Autoliv	603.600	Mon	3.32	603.600		473.600	130.000	27.45	SEK	-7.79
	L	Faurecia	35.770	08:11	2.11	35.030	2.11	25.220	9.810	38.90	EUR	-8.26
		Volkswagen	137.940	08:01	3.62	133.120	3.62	97.390	35.730	36.69	EUR	-8.39
		GS Yuasa	1,792.000	06:15	6.86	1,677.000	6.86	1,325.000	352.000	26.57	JPY	-9.44
	L	Plastic Omnium	18.110	Mon	1.63	18.110		14.620	3.490	23.87	EUR	-10.10
		Brembo	7.935	08:04	1.86	7.790	1.86	6.700	1.090	16.27	EUR	-10.64
		Traton	16.810	08:12	0.84	16.670	0.84	12.768	3.902	30.56	EUR	-12.05
	L	Peugeot	15.305	08:03	3.83	14.740	3.83	11.035	3.705	33.57	EUR	-12.33
		Continental	87.200	08:00	4.73	83.260	4.73	60.460	22.800	37.71	EUR	-12.93
		Schaeffler	6.435	08:00	2.71	6.265	2.71	5.620	0.645	11.48	EUR	-13.76
	L	SAIC Motor Corp	18.340	07:00	0.22	18.300	0.22	20.860	-2.560	-12.27	CNY	-14.14
	L	Renault	24.935	08:03	3.55	24.080	3.55	14.550	9.530	65.50	EUR	-15.29
	L	Yokohama Rubber	1,635.000	06:15	9.66	1,491.000	9.66	1,308.000	183.000	13.99	JPY	-15.52
		Bridgestone	3,227.000	06:15	2.38	3,152.000	2.38	2,980.500	171.500	5.75	JPY	-16.09
		Hino Motors	733.000	06:15	7.79	680.000	7.79	633.000	47.000	7.42	JPY	-16.82
	L	STS	3.220	07:23	3.54	3.110	3.54	2.180	0.930	42.66	EUR	-17.94
	L	Leoni	7.315	08:09	2.45	7.140	2.45	5.974	1.166	19.52	EUR	-18.48
		CIE Automotive	14.930	08:06	2.40	14.580	2.40	13.440	1.140	8.48	EUR	-18.94
		Pirelli	3.623	08:06	3.51	3.500	3.51	3.192	0.308	9.65	EUR	-18.98
	L	Bertrandt	33.000	Mon	-1.79	33.000		28.300	4.700	16.61	EUR	-19.69
		⇓instrument	freshest		⇓ Δday	8/10/20	⇓ Δwk	3/16/20	prc diff	⇓ Δ21	Curr	∅-RS
		Mazda Motor	657.000	06:15	7.53	611.000	7.53	570.000	41.000	7.19	JPY	-21.13
	L	Nissan Motor	406.300	06:15	6.36	382.000	6.36	369.300	12.700	3.44	JPY	-23.60
	S	Mitsubishi Motors	246.000	06:15	8.37	227.000	8.37	281.000	-54.000	-19.22	JPY	-37.85
Automotive - 52 out of 52 instruments rated - 8/10/20 / 3/16/20 - 50 did rise, Market-Ratio(21) = 96.15 %

Technical Chart

	Automotive RS = 21 - B/S = 29/42

1/04/16	scale up chart	8/10/20

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		8/11/20	8		- cash -
accum	7/17/06	8/03/20	1561	days out of 5335 invested (29%)								1,191		129,078	82

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
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
Kia Motor		7/17/06	10/09/06	84	14.35	15.10	13.60	-0.75	-5.23	-5.23

Annotations

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)
5/24/17	Brembo	stock split 1:5 (five 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)
1/04/16	Fiat Chrysler	spin-off Ferrari
12/21/15	Schaeffler	entry (SDAX)
11/02/15	Pirelli	drops out due to acquisition by CNCC
3/23/15	Peugeot	returns to the CAC 40
3/14/15	Automotive	completely re-analyzed, excellent performing Mixed Cut
1/19/15	Hella	entry


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