| |
| |
Assessment - Automotive Industry - 3/13/23 - RS = 21
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/13/23 |
⇓ Δwk |
10/17/22 |
prc diff |
⇓ Δ21 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
SOM Automotive |
429.603 |
Mon |
-0.27 |
444.060 |
-3.26 |
412.537 |
31.523 |
7.64 |
USD |
1.92 |
| |  |
 |
 |
 |
|
 |
Iveco |
8.522 |
Mon |
0.38 |
8.509 |
0.15 |
5.200 |
3.309 |
63.63 |
EUR |
44.10 |
| |  |
 |
 |
 |
L |
 |
Renault |
35.430 |
Mon |
0.17 |
38.770 |
-8.61 |
31.945 |
6.825 |
21.36 |
EUR |
34.48 |
| |  |
 |
 |
 |
L |
 |
Yokohama Rubber |
2,452.000 |
Mon |
-0.81 |
2,594.000 |
-5.47 |
2,308.000 |
286.000 |
12.39 |
JPY |
30.14 |
| |  |
 |
 |
 |
L |
 |
Faurecia |
18.185 |
Mon |
-3.17 |
20.990 |
-13.36 |
12.850 |
8.140 |
63.35 |
EUR |
21.12 |
| |  |
 |
 |
 |
L |
 |
Ferrari |
243.900 |
Mon |
0.79 |
242.300 |
0.66 |
191.400 |
50.900 |
26.59 |
EUR |
20.81 |
| |  |
 |
 |
 |
L |
 |
Stellantis |
15.846 |
Mon |
0.80 |
16.204 |
-2.21 |
12.814 |
3.390 |
26.46 |
EUR |
18.11 |
| |  |
 |
 |
 |
L |
 |
Mazda Motor |
1,127.000 |
Mon |
-1.40 |
1,230.000 |
-8.37 |
970.000 |
260.000 |
26.80 |
JPY |
17.99 |
| |  |
 |
 |
 |
L |
 |
BMW |
95.610 |
Mon |
0.80 |
94.640 |
1.02 |
76.530 |
18.110 |
23.66 |
EUR |
17.59 |
| |  |
 |
 |
 |
L |
 |
Autoliv |
903.200 |
Mon |
-0.53 |
946.400 |
-4.56 |
826.400 |
120.000 |
14.52 |
SEK |
16.95 |
| |  |
 |
 |
 |
L |
 |
Mercedes-Benz |
69.140 |
Mon |
-0.17 |
71.680 |
-3.54 |
55.250 |
16.430 |
29.74 |
EUR |
16.66 |
| |  |
 |
 |
 |
L |
 |
Continental |
64.600 |
Mon |
0.19 |
71.200 |
-9.27 |
50.080 |
21.120 |
42.17 |
EUR |
15.43 |
| |  |
 |
 |
 |
|
 |
Mitsubishi Motors |
475.000 |
Mon |
-1.04 |
521.000 |
-8.83 |
509.000 |
12.000 |
2.36 |
JPY |
15.31 |
| |  |
 |
 |
 |
L |
 |
Traton |
17.010 |
Mon |
1.13 |
17.070 |
-0.35 |
12.640 |
4.430 |
35.05 |
EUR |
14.25 |
| |  |
 |
 |
 |
|
 |
Volvo |
197.820 |
Mon |
0.81 |
202.200 |
-2.17 |
170.660 |
31.540 |
18.48 |
SEK |
13.92 |
| |  |
 |
 |
 |
|
 |
Hella |
75.500 |
Mon |
-0.20 |
78.500 |
-3.82 |
68.450 |
10.050 |
14.68 |
EUR |
13.20 |
| |  |
 |
 |
 |
|
 |
Schaeffler |
6.315 |
Mon |
1.20 |
6.425 |
-1.71 |
5.115 |
1.310 |
25.61 |
EUR |
11.83 |
| |  |
 |
 |
 |
|
 |
Daimler Truck |
30.655 |
Mon |
1.64 |
30.085 |
1.89 |
25.970 |
4.115 |
15.85 |
EUR |
10.58 |
| |  |
 |
 |
 |
|
 |
Suzuki Motor |
4,452.000 |
Mon |
-1.26 |
4,760.000 |
-6.47 |
4,650.000 |
110.000 |
2.37 |
JPY |
7.68 |
| |  |
 |
 |
 |
L |
 |
Kia Motor |
78,000.000 |
Mon |
-2.74 |
78,800.000 |
-1.02 |
68,700.000 |
10,100.000 |
14.70 |
KRW |
7.29 |
| |  |
 |
 |
 |
L |
 |
Valeo |
17.325 |
Mon |
-0.43 |
19.435 |
-10.86 |
16.530 |
2.905 |
17.57 |
EUR |
6.83 |
| |  |
 |
 |
 |
|
 |
Pirelli |
4.454 |
Mon |
1.55 |
4.503 |
-1.09 |
3.639 |
0.864 |
23.74 |
EUR |
6.72 |
| |  |
 |
 |
 |
|
 |
Mahindra & Mahindra |
1,167.650 |
Mon |
-0.33 |
1,193.450 |
-2.16 |
1,230.000 |
-36.550 |
-2.97 |
INR |
6.24 |
| |  |
 |
 |
 |
L |
 |
Bridgestone |
5,028.000 |
Mon |
-0.75 |
5,270.000 |
-4.59 |
4,953.000 |
317.000 |
6.40 |
JPY |
5.95 |
| |  |
 |
 |
 |
L |
 |
Honda Motor |
3,308.000 |
Mon |
-1.55 |
3,507.000 |
-5.67 |
3,275.000 |
232.000 |
7.08 |
JPY |
5.38 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/13/23 |
⇓ Δwk |
10/17/22 |
prc diff |
⇓ Δ21 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
GS Yuasa |
2,230.000 |
Mon |
|
2,371.000 |
-5.95 |
2,208.000 |
163.000 |
7.38 |
JPY |
5.18 |
| |  |
 |
 |
 |
L |
 |
Hyundai Mobis |
212,500.000 |
Mon |
-2.30 |
218,500.000 |
-2.75 |
195,000.000 |
23,500.000 |
12.05 |
KRW |
4.38 |
| |  |
 |
 |
 |
L |
 |
Plastic Omnium |
15.060 |
Mon |
-0.53 |
16.500 |
-8.73 |
14.420 |
2.080 |
14.42 |
EUR |
3.91 |
| |  |
 |
 |
 |
|
 |
Isuzu Motors |
1,538.000 |
Mon |
-1.22 |
1,642.000 |
-6.33 |
1,681.000 |
-39.000 |
-2.32 |
JPY |
2.77 |
| |  |
 |
 |
 |
L |
 |
Cdn Tire |
164.740 |
Mon |
0.35 |
166.860 |
-1.27 |
151.580 |
15.280 |
10.08 |
CAD |
2.75 |
| |  |
 |
 |
 |
|
 |
Michelin |
27.305 |
Mon |
0.53 |
27.870 |
-2.03 |
23.500 |
4.370 |
18.60 |
EUR |
2.09 |
| |  |
 |
 |
 |
L |
 |
Nissan Motor |
461.700 |
Mon |
-1.91 |
504.600 |
-8.50 |
457.800 |
46.800 |
10.22 |
JPY |
2.08 |
| |  |
 |
 |
 |
L |
 |
Denso |
6,943.000 |
Mon |
-1.87 |
7,426.000 |
-6.50 |
7,035.000 |
391.000 |
5.56 |
JPY |
1.58 |
| |  |
 |
 |
 |
|
 |
Maruti Suzuki |
8,219.600 |
Mon |
-1.17 |
8,518.400 |
-3.51 |
8,723.800 |
-205.400 |
-2.35 |
INR |
1.53 |
| |  |
 |
 |
 |
L |
 |
Bajaj Auto |
3,805.000 |
Mon |
-0.25 |
3,778.450 |
0.70 |
3,629.000 |
149.450 |
4.12 |
INR |
1.16 |
| |  |
 |
 |
 |
|
 |
Eicher Motors |
2,952.000 |
Mon |
-0.76 |
3,033.400 |
-2.68 |
3,514.700 |
-481.300 |
-13.69 |
INR |
0.00 |
| |  |
 |
 |
 |
L |
 |
Hyundai Motor |
175,100.000 |
Mon |
-0.85 |
176,000.000 |
-0.51 |
167,000.000 |
9,000.000 |
5.39 |
KRW |
-0.27 |
| |  |
 |
 |
 |
L |
 |
Tata Motors |
410.750 |
Mon |
-1.97 |
422.400 |
-2.76 |
396.100 |
26.300 |
6.64 |
INR |
-0.57 |
| |  |
 |
 |
 |
L |
 |
Hankook Tire |
33,500.000 |
Mon |
-1.47 |
34,500.000 |
-2.90 |
34,350.000 |
150.000 |
0.44 |
KRW |
-1.15 |
| |  |
 |
 |
 |
|
 |
General Motors |
33.620 |
Mon |
0.72 |
35.760 |
-5.98 |
33.570 |
2.190 |
6.52 |
USD |
-4.36 |
| |  |
 |
 |
 |
L |
 |
Volkswagen |
120.240 |
Mon |
-0.17 |
130.460 |
-7.83 |
127.780 |
2.680 |
2.10 |
EUR |
-5.25 |
| |  |
 |
 |
 |
|
 |
Great Wall Motor |
26.110 |
Mon |
-1.43 |
28.490 |
-8.35 |
27.490 |
1.000 |
3.64 |
CNY |
-6.36 |
| |  |
 |
 |
 |
|
 |
Xinyi Glass |
13.540 |
Mon |
-2.59 |
14.360 |
-5.71 |
11.600 |
2.760 |
23.79 |
HKD |
-7.11 |
| |  |
 |
 |
 |
|
 |
Toyota |
1,767.000 |
Mon |
-1.06 |
1,864.000 |
-5.20 |
2,000.000 |
-136.000 |
-6.80 |
JPY |
-8.01 |
| |  |
 |
 |
 |
S |
 |
Magna |
68.820 |
Mon |
-0.13 |
70.880 |
-2.91 |
69.910 |
0.970 |
1.39 |
CAD |
-8.19 |
| |  |
 |
 |
 |
|
 |
SAIC Motor Corp |
14.180 |
Mon |
-0.21 |
14.110 |
0.50 |
14.710 |
-0.600 |
-4.08 |
CNY |
-9.69 |
| |  |
 |
 |
 |
L |
 |
Ford Motor |
11.180 |
Mon |
-1.06 |
12.030 |
-7.07 |
11.800 |
0.230 |
1.95 |
USD |
-9.81 |
| |  |
 |
 |
 |
|
 |
BYD Company |
199.100 |
Mon |
-2.88 |
200.000 |
-0.45 |
193.000 |
7.000 |
3.63 |
HKD |
-12.41 |
| |  |
 |
 |
 |
L |
 |
Hino Motors |
509.000 |
Mon |
-0.39 |
539.000 |
-5.57 |
597.000 |
-58.000 |
-9.72 |
JPY |
-13.98 |
| |  |
 |
 |
 |
L |
 |
Tesla Motors |
183.250 |
Mon |
1.73 |
174.480 |
5.03 |
219.350 |
-44.870 |
-20.46 |
USD |
-19.45 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/13/23 |
⇓ Δwk |
10/17/22 |
prc diff |
⇓ Δ21 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
Paccar |
70.350 |
Mon |
2.42 |
71.420 |
-1.50 |
88.850 |
-17.430 |
-19.62 |
USD |
-19.72 |
| |  |
 |
 |
 |
S |
 |
KATEK |
14.550 |
Mon |
8.18 |
13.000 |
11.92 |
14.450 |
-1.450 |
-10.03 |
EUR |
-21.74 |
| |  |
 |
 |
 |
S |
 |
Nokian Tyres |
7.894 |
Mon |
-0.08 |
7.578 |
4.17 |
11.455 |
-3.877 |
-33.85 |
EUR |
-31.83 |
| |  |
 |
 |
 |
L |
 |
Lucid |
7.700 |
Mon |
0.13 |
7.840 |
-1.79 |
12.410 |
-4.570 |
-36.83 |
USD |
-39.79 |
| |  |
 |
 |
 |
S |
 |
Rivian Automotive |
13.020 |
Mon |
0.08 |
13.730 |
-5.17 |
30.700 |
-16.970 |
-55.28 |
USD |
-49.80 |
| |  |
 |
 |
 |
S |
 |
Leoni |
3.050 |
Mon |
1.53 |
2.900 |
5.17 |
6.900 |
-4.000 |
-57.97 |
EUR |
-54.49 |
| |  |
 |
 |
 |
|
 |
Porsche |
112.700 |
Mon |
-1.66 |
108.900 |
3.49 |
90.300 |
18.600 |
20.60 |
EUR |
-na- |
Automotive - 56 out of 56 instruments rated - 3/13/23 / 10/17/22 - 42 did rise, Market-Ratio(21) = 75.00 % |
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 |
3/21/23 |
64 |
|
- cash - |
accum | 7/17/06 |
1/16/23 | 1729 |
days out of 6287 invested (28%) |
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
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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