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

Assessment - Automotive Industry - 9/16/19 - RS = 21

		⇓instrument	freshest		⇓ Δday	9/16/19	⇓ Δwk	4/22/19	prc diff	⇓ Δ21	Curr	∅-RS
	L	SOM Automotive	376.158	08:31	-0.04	380.411	-1.12	428.518	-48.107	-11.23	USD	-2.65
		Kia Motor	43,850.000	06:30	-0.34	43,850.000		42,800.000	1,050.000	2.45	KRW	19.98
		Ferrari	139.550	08:05	0.50	137.200	1.71	123.100	14.100	11.45	EUR	19.29
	L	Faurecia	45.020	08:14	0.54	46.440	-3.06	48.010	-1.570	-3.27	EUR	17.13
	L	Plastic Omnium	26.640	08:16	0.60	27.270	-2.31	28.970	-1.700	-5.87	EUR	15.00
	L	Hyundai Mobis	249,500.000	06:30	0.60	244,500.000	2.04	229,000.000	15,500.000	6.77	KRW	14.61
	L	Peugeot	23.650	08:03	0.34	23.950	-1.25	24.830	-0.880	-3.54	EUR	13.64
	L	Valeo	29.980	08:03	0.81	30.970	-3.20	32.420	-1.450	-4.47	EUR	13.08
	L	Toyota	7,420.000	06:15	-0.34	7,396.000	0.32	6,963.000	433.000	6.22	JPY	9.61
	L	Autoliv	770.000	08:26	1.85	769.800	0.03	789.600	-19.800	-2.51	SEK	9.45
	L	Hella	43.960	08:13	-0.41	44.740	-1.74	49.240	-4.500	-9.14	EUR	9.31
	L	Magna	71.320	Tue		71.320		74.990	-3.670	-4.89	CAD	8.81
		Paccar	70.890	Tue	-0.08	70.950	-0.08	71.130	-0.180	-0.25	USD	8.73
	L	Volkswagen	155.600	08:00	-0.15	157.560	-1.24	163.140	-5.580	-3.42	EUR	6.76
	L	Volvo	145.600	08:31	0.21	145.250	0.24	150.000	-4.750	-3.17	SEK	6.70
	L	Schaeffler	7.690	08:06	-0.41	7.940	-3.15	8.474	-0.534	-6.30	EUR	5.68
	L	CIE Automotive	23.660	08:05	-1.99	24.520	-3.51	25.380	-0.860	-3.39	EUR	4.96
		Bajaj Auto	2,773.150	Tue	-3.52	2,874.450	-3.52	3,051.200	-176.750	-5.79	INR	3.58
		Hyundai Motor	127,500.000	06:30	1.19	128,000.000	-0.39	134,000.000	-6,000.000	-4.48	KRW	3.49
	L	Yokohama Rubber	2,170.000	06:15	-1.00	2,207.000	-1.68	2,186.000	21.000	0.96	JPY	3.40
		Michelin	102.800	08:02	0.93	103.000	-0.19	117.450	-14.450	-12.30	EUR	3.36
		Ford Motor	9.280	Tue	-0.22	9.300	-0.22	9.500	-0.200	-2.11	USD	1.14
	L	Denso	4,853.000	06:00	0.46	4,858.000	-0.10	5,159.000	-301.000	-5.83	JPY	1.03
		General Motors	38.290	Tue	2.90	37.210	2.90	39.500	-2.290	-5.80	USD	0.95
	L	Bridgestone	4,272.000	06:00	0.12	4,303.000	-0.72	4,422.000	-119.000	-2.69	JPY	0.91
		⇓instrument	freshest		⇓ Δday	9/16/19	⇓ Δwk	4/22/19	prc diff	⇓ Δ21	Curr	∅-RS
	L	Honda Motor	2,897.000	06:15	-1.06	2,933.000	-1.23	3,167.000	-234.000	-7.39	JPY	-1.16
		Pirelli	5.672	08:04	0.75	5.700	-0.49	6.440	-0.740	-11.49	EUR	-1.42
	L	Renault	56.680	08:03	-0.32	57.110	-0.75	63.870	-6.760	-10.58	EUR	-1.77
	L	Cdn Tire	142.640	Tue	0.73	141.610	0.73	149.140	-7.530	-5.05	CAD	-2.34
		Daimler	47.075	08:00	-0.31	48.050	-2.03	59.310	-11.260	-18.98	EUR	-3.91
		Brembo	9.420	08:04	0.53	9.520	-1.05	11.800	-2.280	-19.32	EUR	-4.11
	L	Nokian Tyres	26.980	08:29	0.52	27.420	-1.60	31.340	-3.920	-12.51	EUR	-4.11
	L	SAIC Motor Corp	24.770	07:00	0.28	25.010	-0.96	28.420	-3.410	-12.00	CNY	-4.52
	L	Fiat Chrysler	12.422	08:04	0.26	12.582	-1.27	14.656	-2.074	-14.15	EUR	-4.68
	L	Hino Motors	932.000	06:15	-0.96	942.000	-1.06	1,049.000	-107.000	-10.20	JPY	-5.25
	L	Continental	122.940	08:00	0.07	124.840	-1.52	155.600	-30.760	-19.77	EUR	-5.62
		Maruti Suzuki	6,130.400	Tue	-4.40	6,412.750	-4.40	7,321.250	-908.500	-12.41	INR	-6.17
	L	BMW	64.430	08:01	-0.15	65.100	-1.03	77.750	-12.650	-16.27	EUR	-7.30
	L	Tesla Motors	244.790	Tue	0.82	242.810	0.82	262.750	-19.940	-7.59	USD	-8.96
	L	Isuzu Motors	1,233.000	06:15	-1.36	1,262.000	-2.30	1,580.000	-318.000	-20.13	JPY	-11.80
		Mazda Motor	990.700	06:15	-1.67	1,008.500	-1.76	1,336.500	-328.000	-24.54	JPY	-14.01
		GS Yuasa	1,911.000	06:15	-0.36	1,902.000	0.47	2,275.000	-373.000	-16.40	JPY	-14.15
	L	Mitsubishi Motors	495.000	06:15	-1.39	500.000	-1.00	647.000	-147.000	-22.72	JPY	-14.89
	L	Nemak	9.210	Tue	-3.36	9.530	-3.36	10.860	-1.330	-12.25	MXN	-15.57
		Suzuki Motor	4,300.000	06:15	-0.32	4,361.000	-1.40	5,155.000	-794.000	-15.40	JPY	-15.62
		Eicher Motors	16,285.000	Tue	-2.86	16,764.300	-2.86	20,400.800	-3,636.500	-17.83	INR	-17.37
		Nissan Motor	713.900	06:15	-0.39	713.500	0.06	944.500	-231.000	-24.46	JPY	-17.42
		Hankook Tire	31,400.000	06:30	0.64	31,000.000	1.29	40,200.000	-9,200.000	-22.89	KRW	-18.79
	S	Mahindra & Mahindra	521.950	Tue	-2.79	536.950	-2.79	673.400	-136.450	-20.26	INR	-19.75
		Tata Motors	122.000	Tue	-5.13	128.600	-5.13	234.850	-106.250	-45.24	INR	-24.50
		⇓instrument	freshest		⇓ Δday	9/16/19	⇓ Δwk	4/22/19	prc diff	⇓ Δ21	Curr	∅-RS
	L	Leoni	13.190	08:11	-0.19	13.515	-2.40	21.350	-7.835	-36.70	EUR	-29.33
	S	Bertrandt	45.000	08:07	-0.33	45.500	-1.10	73.000	-27.500	-37.67	EUR	-32.20
	S	STS	5.100	Tue	-0.97	5.150	-0.97	11.700	-6.550	-55.98	EUR	-45.06
Automotive - 52 out of 52 instruments rated - 9/16/19 / 4/22/19 - 5 did rise, Market-Ratio(21) = 9.62 %

Technical Chart

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

1/05/15	scale up chart	9/16/19

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	9/18/19	107		Leoni	100	7,522	EUR	13.025	13.190	12.860	-0.165	-1	96,746	-4
accum	7/17/06	9/18/19	1374	days out of 5007 invested (27%)								867		96,746	83

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
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	9/18/19	107	13.03	13.19	12.86	-0.17	-1.27	-5.03
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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