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

Assessment - Automotive Industry - 11/11/19 - RS = 21

		⇓instrument	freshest		⇓ Δday	11/11/19	⇓ Δwk	6/17/19	prc diff	⇓ Δ21	Curr	∅-RS
	L	SOM Automotive	409.581	17:35	0.20	408.463	0.27	370.695	37.768	10.19	USD	6.27
	L	Schaeffler	9.988	16:35	1.09	9.880	1.09	6.334	3.546	55.98	EUR	36.61
	L	Tesla Motors	347.680	15:30	0.75	345.090	0.75	225.030	120.060	53.35	USD	31.47
	L	Valeo	35.510	16:35	1.28	35.060	1.28	24.480	10.580	43.22	EUR	28.34
	L	Faurecia	50.040	16:35	1.79	49.160	1.79	35.580	13.580	38.17	EUR	25.02
		Ferrari	149.650	16:37	0.64	148.700	0.64	136.900	11.800	8.62	EUR	24.29
	L	Volkswagen	182.940	16:35	0.79	181.500	0.79	140.720	40.780	28.98	EUR	21.23
	L	Paccar	79.690	15:29	-0.28	79.915	-0.28	69.240	10.675	15.42	USD	20.28
	L	Hella	48.620	16:35	-0.78	49.000	-0.78	39.860	9.140	22.93	EUR	19.90
	L	Autoliv	821.800	16:29	-0.34	824.600	-0.34	615.400	209.200	33.99	SEK	17.10
	L	Yokohama Rubber	2,451.000	06:15	-1.49	2,488.000	-1.49	1,958.000	530.000	27.07	JPY	16.96
	L	Toyota	7,896.000	06:15	-0.42	7,929.000	-0.42	6,727.000	1,202.000	17.87	JPY	15.98
	L	Michelin	115.450	16:35	-0.04	115.500	-0.04	111.500	4.000	3.59	EUR	14.71
	L	Bajaj Auto	3,237.350	09:59	-0.25	3,237.350		2,836.200	401.150	14.14	INR	14.51
	L	Brembo	11.060	16:35	-0.54	11.120	-0.54	9.875	1.245	12.61	EUR	14.27
	L	Plastic Omnium	26.120	16:35	-1.25	26.450	-1.25	20.900	5.550	26.56	EUR	13.37
	L	Fiat Chrysler	14.684	16:38	1.20	14.510	1.20	11.946	2.564	21.46	EUR	12.92
	L	Peugeot	24.310	16:38	1.25	24.010	1.25	20.830	3.180	15.27	EUR	12.79
		Kia Motor	43,700.000	06:30	1.75	42,950.000	1.75	42,350.000	600.000	1.42	KRW	11.96
	L	Volvo	153.750	16:29	1.38	151.650	1.38	140.900	10.750	7.63	SEK	11.83
	L	Magna	73.895	17:35	0.50	73.530	0.50	62.130	11.400	18.35	CAD	11.13
		Hyundai Mobis	244,500.000	06:30	1.24	241,500.000	1.24	220,500.000	21,000.000	9.52	KRW	10.21
	L	Honda Motor	3,229.000	06:15	0.87	3,201.000	0.87	2,775.000	426.000	15.35	JPY	9.67
	L	Hino Motors	1,068.000	06:15	1.14	1,056.000	1.14	883.000	173.000	19.59	JPY	9.57
	L	BMW	74.870	16:35	-0.21	75.030	-0.21	62.100	12.930	20.82	EUR	9.46
		⇓instrument	freshest		⇓ Δday	11/11/19	⇓ Δwk	6/17/19	prc diff	⇓ Δ21	Curr	∅-RS
	L	Eicher Motors	21,376.900	09:59	-1.44	21,376.900		19,727.800	1,649.100	8.36	INR	8.82
	L	Daimler	53.920	16:35	0.92	53.430	0.92	47.315	6.115	12.92	EUR	8.62
	L	Denso	5,096.000	06:15	-0.51	5,122.000	-0.51	4,460.000	662.000	14.84	JPY	8.30
	L	Tata Motors	172.000	09:59	1.75	172.000		158.750	13.250	8.35	INR	8.29
	L	Bridgestone	4,541.000	06:15	-1.43	4,607.000	-1.43	4,224.000	383.000	9.07	JPY	7.84
	L	Cdn Tire	154.120	17:33	0.06	154.020	0.06	138.750	15.270	11.01	CAD	6.93
	L	Maruti Suzuki	7,137.300	09:59	-0.88	7,137.300		6,581.650	555.650	8.44	INR	5.20
	L	GS Yuasa	2,231.000	06:15	0.13	2,228.000	0.13	2,004.000	224.000	11.18	JPY	5.13
		General Motors	38.900	15:27	0.46	38.720	0.46	36.140	2.580	7.14	USD	3.70
	L	Continental	127.000	16:35	-3.26	131.280	-3.26	122.100	9.180	7.52	EUR	2.14
	L	Suzuki Motor	5,036.000	06:15	0.42	5,015.000	0.42	5,177.000	-162.000	-3.13	JPY	0.75
	L	CIE Automotive	22.680	16:35	-1.48	23.020	-1.48	23.820	-0.800	-3.36	EUR	-0.25
		Ford Motor	9.090	15:27	0.11	9.080	0.11	10.050	-0.970	-9.65	USD	-0.84
	S	Hyundai Motor	125,500.000	06:30	1.62	123,500.000	1.62	140,000.000	-16,500.000	-11.79	KRW	-1.22
	L	Nokian Tyres	27.370	16:29	-0.07	27.390	-0.07	26.710	0.680	2.55	EUR	-1.26
		Pirelli	5.530	16:35	0.58	5.498	0.58	5.252	0.246	4.68	EUR	-2.30
	L	Hankook Tire	35,550.000	06:30	4.25	34,100.000	4.25	36,250.000	-2,150.000	-5.93	KRW	-5.54
	L	Mitsubishi Motors	508.000	06:15	-0.20	509.000	-0.20	500.000	9.000	1.80	JPY	-7.82
		SAIC Motor Corp	23.280	07:00	-0.51	23.400	-0.51	24.360	-0.960	-3.94	CNY	-7.99
	L	Isuzu Motors	1,303.000	06:15	3.41	1,260.000	3.41	1,225.000	35.000	2.86	JPY	-8.10
	L	Mahindra & Mahindra	575.000	09:59	-0.86	575.000		625.050	-50.050	-8.01	INR	-9.44
	L	Mazda Motor	1,005.000	06:15	0.20	1,003.000	0.20	1,104.000	-101.000	-9.15	JPY	-10.76
	L	Nemak	9.190	17:28	-2.03	9.200	-0.11	8.230	0.970	11.79	MXN	-12.15
		Bertrandt	52.100	16:35	-2.43	53.400	-2.43	62.400	-9.000	-14.42	EUR	-12.53
	L	Nissan Motor	714.500	06:15	1.00	707.400	1.00	757.900	-50.500	-6.66	JPY	-12.78
		⇓instrument	freshest		⇓ Δday	11/11/19	⇓ Δwk	6/17/19	prc diff	⇓ Δ21	Curr	∅-RS
		Renault	45.690	16:37	-1.03	46.165	-1.03	56.190	-10.025	-17.84	EUR	-16.96
	L	Leoni	12.695	16:35	0.59	12.620	0.59	13.170	-0.550	-4.18	EUR	-23.52
	L	STS	5.055	16:36	1.31	4.990	1.31	7.940	-2.951	-37.16	EUR	-34.61
		Traton	25.000	16:35		25.000					EUR	-na-
Automotive - 52 out of 53 instruments rated - 11/11/19 / 6/17/19 - 39 did rise, Market-Ratio(21) = 75.00 %

Technical Chart

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

1/05/15	scale up chart	11/11/19

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	10/21/19	140		Leoni	100	7,522	EUR	13.025	12.075	14.050	1.025	8	105,695	22
10/21/19		11/12/19	22		- cash -
accum	7/17/06	10/21/19	1407	days out of 5062 invested (28%)								957		105,695	84

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	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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