| |
| |
Assessment - Automotive Industry - 5/16/22 - RS = 21
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/16/22 |
⇓ Δwk |
12/20/21 |
prc diff |
⇓ Δ21 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
SOM Automotive |
432.384 |
Fri |
0.61 |
430.160 |
0.52 |
487.294 |
-57.134 |
-11.72 |
USD |
-12.04 |
| |  |
 |
 |
 |
L |
 |
Mitsubishi Motors |
380.000 |
Fri |
0.80 |
368.000 |
3.26 |
315.000 |
53.000 |
16.83 |
JPY |
16.91 |
| |  |
 |
 |
 |
L |
 |
Mazda Motor |
1,111.000 |
Fri |
-0.98 |
1,065.000 |
4.32 |
877.000 |
188.000 |
21.44 |
JPY |
12.98 |
| |  |
 |
 |
 |
L |
 |
Mahindra & Mahindra |
903.800 |
Fri |
2.41 |
903.350 |
0.05 |
814.300 |
89.050 |
10.94 |
INR |
10.49 |
| |  |
 |
 |
 |
|
 |
Hella |
64.100 |
Fri |
|
64.750 |
-1.00 |
62.080 |
2.670 |
4.30 |
EUR |
8.53 |
| |  |
 |
 |
 |
|
 |
Tata Motors |
418.000 |
Fri |
4.85 |
405.350 |
3.12 |
447.050 |
-41.700 |
-9.33 |
INR |
4.38 |
| |  |
 |
 |
 |
L |
 |
Kia Motor |
83,900.000 |
Fri |
2.19 |
85,200.000 |
-1.53 |
82,900.000 |
2,300.000 |
2.77 |
KRW |
4.10 |
| |  |
 |
 |
 |
|
 |
Isuzu Motors |
1,530.000 |
Fri |
1.46 |
1,517.000 |
0.86 |
1,432.000 |
85.000 |
5.94 |
JPY |
1.95 |
| |  |
 |
 |
 |
L |
 |
Bajaj Auto |
3,787.800 |
Fri |
2.41 |
3,715.850 |
1.94 |
3,105.200 |
610.650 |
19.67 |
INR |
1.13 |
| |  |
 |
 |
 |
|
 |
Eicher Motors |
2,707.800 |
Fri |
2.16 |
2,617.950 |
3.43 |
2,406.450 |
211.500 |
8.79 |
INR |
0.67 |
| |  |
 |
 |
 |
|
 |
Toyota |
2,048.000 |
Fri |
2.14 |
2,049.500 |
-0.07 |
2,051.000 |
-1.500 |
-0.07 |
JPY |
0.65 |
| |  |
 |
 |
 |
|
 |
Bridgestone |
4,907.000 |
Fri |
0.59 |
4,824.000 |
1.72 |
4,748.000 |
76.000 |
1.60 |
JPY |
-1.65 |
| |  |
 |
 |
 |
S |
 |
Maruti Suzuki |
7,586.600 |
Fri |
2.46 |
7,247.600 |
4.68 |
7,286.600 |
-39.000 |
-0.54 |
INR |
-2.45 |
| |  |
 |
 |
 |
S |
 |
Paccar |
79.810 |
Fri |
-1.98 |
83.280 |
-4.17 |
82.120 |
1.160 |
1.41 |
USD |
-4.34 |
| |  |
 |
 |
 |
S |
 |
Cdn Tire |
161.800 |
Fri |
-3.10 |
175.770 |
-7.95 |
177.740 |
-1.970 |
-1.11 |
CAD |
-5.96 |
| |  |
 |
 |
 |
S |
 |
Honda Motor |
3,218.000 |
Fri |
0.63 |
3,175.000 |
1.35 |
3,086.000 |
89.000 |
2.88 |
JPY |
-6.26 |
| |  |
 |
 |
 |
S |
 |
Ferrari |
179.400 |
Fri |
1.30 |
180.400 |
-0.55 |
220.000 |
-39.600 |
-18.00 |
EUR |
-6.56 |
| |  |
 |
 |
 |
S |
 |
Denso |
7,497.000 |
Fri |
2.06 |
7,388.000 |
1.48 |
9,031.000 |
-1,643.000 |
-18.19 |
JPY |
-6.64 |
| |  |
 |
 |
 |
|
 |
Michelin |
116.300 |
Fri |
0.82 |
120.750 |
-3.69 |
136.000 |
-15.250 |
-11.21 |
EUR |
-8.60 |
| |  |
 |
 |
 |
S |
 |
BMW |
77.450 |
Fri |
-0.50 |
77.660 |
-0.27 |
85.190 |
-7.530 |
-8.84 |
EUR |
-8.76 |
| |  |
 |
 |
 |
L |
 |
Hyundai Motor |
186,500.000 |
Fri |
2.47 |
184,000.000 |
1.36 |
205,000.000 |
-21,000.000 |
-10.24 |
KRW |
-9.37 |
| |  |
 |
 |
 |
|
 |
Pirelli |
4.514 |
Fri |
-0.70 |
4.706 |
-4.08 |
5.874 |
-1.168 |
-19.88 |
EUR |
-9.47 |
| |  |
 |
 |
 |
S |
 |
Autoliv |
757.600 |
Fri |
0.77 |
727.200 |
4.18 |
870.400 |
-143.200 |
-16.45 |
SEK |
-11.43 |
| |  |
 |
 |
 |
|
 |
CIE Automotive |
21.300 |
Fri |
0.95 |
21.000 |
1.43 |
25.880 |
-4.880 |
-18.86 |
EUR |
-11.47 |
| |  |
 |
 |
 |
S |
 |
Porsche |
71.580 |
Fri |
1.02 |
75.280 |
-4.91 |
80.980 |
-5.700 |
-7.04 |
EUR |
-11.56 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/16/22 |
⇓ Δwk |
12/20/21 |
prc diff |
⇓ Δ21 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
Yokohama Rubber |
1,632.000 |
Fri |
-1.57 |
1,681.000 |
-2.91 |
1,762.000 |
-81.000 |
-4.60 |
JPY |
-11.64 |
| |  |
 |
 |
 |
S |
 |
Nissan Motor |
496.900 |
Fri |
2.88 |
494.700 |
0.44 |
548.100 |
-53.400 |
-9.74 |
JPY |
-11.77 |
| |  |
 |
 |
 |
S |
 |
Tesla Motors |
663.900 |
Fri |
-6.42 |
724.370 |
-8.35 |
899.940 |
-175.570 |
-19.51 |
USD |
-12.07 |
| |  |
 |
 |
 |
|
 |
Mercedes-Benz |
63.300 |
Fri |
0.03 |
63.560 |
-0.41 |
67.300 |
-3.740 |
-5.56 |
EUR |
-12.25 |
| |  |
 |
 |
 |
L |
 |
Hankook Tire |
35,450.000 |
Fri |
-0.42 |
35,550.000 |
-0.28 |
39,600.000 |
-4,050.000 |
-10.23 |
KRW |
-13.56 |
| |  |
 |
 |
 |
S |
 |
Stellantis |
13.540 |
Fri |
0.50 |
13.682 |
-1.04 |
15.820 |
-2.138 |
-13.51 |
EUR |
-14.75 |
| |  |
 |
 |
 |
|
 |
GS Yuasa |
2,111.000 |
Fri |
2.33 |
2,104.000 |
0.33 |
2,376.000 |
-272.000 |
-11.45 |
JPY |
-16.17 |
| |  |
 |
 |
 |
S |
 |
SAIC Motor Corp |
16.800 |
Fri |
1.63 |
16.180 |
3.83 |
20.590 |
-4.410 |
-21.42 |
CNY |
-16.46 |
| |  |
 |
 |
 |
S |
 |
Volvo |
163.100 |
Fri |
-2.07 |
162.000 |
0.68 |
196.200 |
-34.200 |
-17.43 |
SEK |
-17.10 |
| |  |
 |
 |
 |
|
 |
Schaeffler |
5.680 |
Fri |
1.34 |
5.530 |
2.71 |
6.940 |
-1.410 |
-20.32 |
EUR |
-17.84 |
| |  |
 |
 |
 |
|
 |
Ford Motor |
12.500 |
Fri |
-2.72 |
13.050 |
-4.21 |
19.420 |
-6.370 |
-32.80 |
USD |
-17.98 |
| |  |
 |
 |
 |
S |
 |
Suzuki Motor |
3,712.000 |
Fri |
1.48 |
3,723.000 |
-0.30 |
4,319.000 |
-596.000 |
-13.80 |
JPY |
-18.84 |
| |  |
 |
 |
 |
|
 |
Hyundai Mobis |
202,500.000 |
Fri |
3.85 |
199,500.000 |
1.50 |
241,000.000 |
-41,500.000 |
-17.22 |
KRW |
-19.37 |
| |  |
 |
 |
 |
|
 |
Renault |
24.175 |
Fri |
0.25 |
23.590 |
2.48 |
28.170 |
-4.580 |
-16.26 |
EUR |
-20.91 |
| |  |
 |
 |
 |
S |
 |
Volkswagen |
145.680 |
Fri |
0.25 |
144.740 |
0.65 |
172.380 |
-27.640 |
-16.03 |
EUR |
-21.07 |
| |  |
 |
 |
 |
S |
 |
Magna |
78.860 |
Fri |
-1.85 |
76.990 |
2.43 |
97.900 |
-20.910 |
-21.36 |
CAD |
-21.44 |
| |  |
 |
 |
 |
|
 |
Valeo |
18.830 |
Fri |
3.23 |
17.575 |
7.14 |
25.470 |
-7.895 |
-31.00 |
EUR |
-22.72 |
| |  |
 |
 |
 |
|
 |
Traton |
16.350 |
Fri |
-2.10 |
16.530 |
-1.09 |
20.940 |
-4.410 |
-21.06 |
EUR |
-23.67 |
| |  |
 |
 |
 |
|
 |
Continental |
66.700 |
Fri |
1.40 |
64.620 |
3.22 |
89.000 |
-24.380 |
-27.39 |
EUR |
-25.89 |
| |  |
 |
 |
 |
|
 |
KATEK |
17.550 |
Fri |
|
18.400 |
-4.62 |
25.650 |
-7.250 |
-28.27 |
EUR |
-26.87 |
| |  |
 |
 |
 |
S |
 |
Hino Motors |
699.000 |
Fri |
1.90 |
667.000 |
4.80 |
923.000 |
-256.000 |
-27.74 |
JPY |
-27.69 |
| |  |
 |
 |
 |
|
 |
Plastic Omnium |
16.290 |
Fri |
2.13 |
15.650 |
4.09 |
21.600 |
-5.950 |
-27.55 |
EUR |
-27.80 |
| |  |
 |
 |
 |
S |
 |
General Motors |
35.400 |
Fri |
-1.99 |
37.100 |
-4.58 |
54.040 |
-16.940 |
-31.35 |
USD |
-28.54 |
| |  |
 |
 |
 |
S |
 |
Leoni |
7.930 |
Fri |
2.06 |
7.510 |
5.59 |
9.500 |
-1.990 |
-20.95 |
EUR |
-34.43 |
| |  |
 |
 |
 |
S |
 |
Faurecia |
23.140 |
Fri |
1.98 |
21.700 |
6.64 |
38.410 |
-16.710 |
-43.50 |
EUR |
-38.72 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/16/22 |
⇓ Δwk |
12/20/21 |
prc diff |
⇓ Δ21 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
Nokian Tyres |
12.435 |
Fri |
-1.11 |
12.665 |
-1.82 |
32.450 |
-19.785 |
-60.97 |
EUR |
-49.56 |
| |  |
 |
 |
 |
|
 |
Daimler Truck |
28.030 |
Fri |
-1.16 |
27.030 |
3.70 |
30.500 |
-3.470 |
-11.38 |
EUR |
-na- |
Automotive - 51 out of 51 instruments rated - 5/16/22 / 12/20/21 - 11 did rise, Market-Ratio(21) = 21.57 % |
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 |
5/20/22 |
74 |
 |
 |
 |
Nokian Tyres |
100 |
9,203 |
EUR |
14.025 |
12.435 |
15.818 |
1.793 |
13 |
145,581 |
81 |
|
accum | 7/17/06 |
5/20/22 | 1636 |
days out of 5983 invested (27%) |
1,356 |
145,581 |
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 |
Nokian Tyres | | 3/07/22 | 5/20/22 | 74 | 14.03 | 12.44 | 15.82 | 1.79 | 12.79 | | | 12.79 |
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
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 |
|
|