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

Assessment - Automotive Industry - 16/05/22 - RS = 26

		⇓instrument	freshest		⇓ Δday	16/05/22	⇓ Δwk	15/11/21	prc diff	⇓ Δ26	Curr	∅-RS
	S	SOM Automotive	432.384	Fri	0.61	430.160	0.52	533.850	-103.690	-19.42	USD	-12.04
	L	Mitsubishi Motors	380.000	Fri	0.80	368.000	3.26	402.000	-34.000	-8.46	JPY	16.91
	L	Mazda Motor	1,111.000	Fri	-0.98	1,065.000	4.32	1,093.000	-28.000	-2.56	JPY	12.98
	L	Mahindra & Mahindra	903.800	Fri	2.41	903.350	0.05	928.400	-25.050	-2.70	INR	10.49
		Hella	64.100	Fri		64.750	-1.00	62.320	2.430	3.90	EUR	8.53
		Tata Motors	418.000	Fri	4.85	405.350	3.12	505.450	-100.100	-19.80	INR	4.38
	L	Kia Motor	83,900.000	Fri	2.19	85,200.000	-1.53	86,500.000	-1,300.000	-1.50	KRW	4.10
		Isuzu Motors	1,530.000	Fri	1.46	1,517.000	0.86	1,627.000	-110.000	-6.76	JPY	1.95
	L	Bajaj Auto	3,787.800	Fri	2.41	3,715.850	1.94	3,601.150	114.700	3.19	INR	1.13
		Eicher Motors	2,707.800	Fri	2.16	2,617.950	3.43	2,684.350	-66.400	-2.47	INR	0.67
		Toyota	2,048.000	Fri	2.14	2,049.500	-0.07	2,102.000	-52.500	-2.50	JPY	0.65
		Bridgestone	4,907.000	Fri	0.59	4,824.000	1.72	4,923.000	-99.000	-2.01	JPY	-1.65
	S	Maruti Suzuki	7,586.600	Fri	2.46	7,247.600	4.68	7,503.100	-255.500	-3.41	INR	-2.45
	S	Paccar	79.810	Fri	-1.98	83.280	-4.17	89.250	-5.970	-6.69	USD	-4.34
	S	Cdn Tire	161.800	Fri	-3.10	175.770	-7.95	180.680	-4.910	-2.72	CAD	-5.96
	S	Honda Motor	3,218.000	Fri	0.63	3,175.000	1.35	3,320.000	-145.000	-4.37	JPY	-6.26
	S	Ferrari	179.400	Fri	1.30	180.400	-0.55	227.200	-46.800	-20.60	EUR	-6.56
	S	Denso	7,497.000	Fri	2.06	7,388.000	1.48	8,645.000	-1,257.000	-14.54	JPY	-6.64
		Michelin	116.300	Fri	0.82	120.750	-3.69	134.100	-13.350	-9.96	EUR	-8.60
	S	BMW	77.450	Fri	-0.50	77.660	-0.27	93.480	-15.820	-16.92	EUR	-8.76
	L	Hyundai Motor	186,500.000	Fri	2.47	184,000.000	1.36	209,000.000	-25,000.000	-11.96	KRW	-9.37
		Pirelli	4.514	Fri	-0.70	4.706	-4.08	5.792	-1.086	-18.75	EUR	-9.47
	S	Autoliv	757.600	Fri	0.77	727.200	4.18	900.600	-173.400	-19.25	SEK	-11.43
		CIE Automotive	21.300	Fri	0.95	21.000	1.43	25.940	-4.940	-19.04	EUR	-11.47
	S	Porsche	71.580	Fri	1.02	75.280	-4.91	84.260	-8.980	-10.66	EUR	-11.56
		⇓instrument	freshest		⇓ Δday	16/05/22	⇓ Δwk	15/11/21	prc diff	⇓ Δ26	Curr	∅-RS
	L	Yokohama Rubber	1,632.000	Fri	-1.57	1,681.000	-2.91	1,982.000	-301.000	-15.19	JPY	-11.64
	S	Nissan Motor	496.900	Fri	2.88	494.700	0.44	648.800	-154.100	-23.75	JPY	-11.77
	S	Tesla Motors	663.900	Fri	-6.42	724.370	-8.35	1,013.390	-289.020	-28.52	USD	-12.07
		Mercedes-Benz	63.300	Fri	0.03	63.560	-0.41	88.830	-25.270	-28.45	EUR	-12.25
	L	Hankook Tire	35,450.000	Fri	-0.42	35,550.000	-0.28	42,300.000	-6,750.000	-15.96	KRW	-13.56
	S	Stellantis	13.540	Fri	0.50	13.682	-1.04	17.950	-4.268	-23.78	EUR	-14.75
		GS Yuasa	2,111.000	Fri	2.33	2,104.000	0.33	2,159.000	-55.000	-2.55	JPY	-16.17
	S	SAIC Motor Corp	16.800	Fri	1.63	16.180	3.83	21.140	-4.960	-23.46	CNY	-16.46
	S	Volvo	163.100	Fri	-2.07	162.000	0.68	207.900	-45.900	-22.08	SEK	-17.10
		Schaeffler	5.680	Fri	1.34	5.530	2.71	8.215	-2.685	-32.68	EUR	-17.84
		Ford Motor	12.500	Fri	-2.72	13.050	-4.21	19.860	-6.810	-34.29	USD	-17.98
	S	Suzuki Motor	3,712.000	Fri	1.48	3,723.000	-0.30	5,174.000	-1,451.000	-28.04	JPY	-18.84
		Hyundai Mobis	202,500.000	Fri	3.85	199,500.000	1.50	247,500.000	-48,000.000	-19.39	KRW	-19.37
		Renault	24.175	Fri	0.25	23.590	2.48	34.285	-10.695	-31.19	EUR	-20.91
	S	Volkswagen	145.680	Fri	0.25	144.740	0.65	188.380	-43.640	-23.17	EUR	-21.07
	S	Magna	78.860	Fri	-1.85	76.990	2.43	110.810	-33.820	-30.52	CAD	-21.44
		Valeo	18.830	Fri	3.23	17.575	7.14	28.330	-10.755	-37.96	EUR	-22.72
		Traton	16.350	Fri	-2.10	16.530	-1.09	23.800	-7.270	-30.55	EUR	-23.67
		Continental	66.700	Fri	1.40	64.620	3.22	108.220	-43.600	-40.29	EUR	-25.89
		KATEK	17.550	Fri		18.400	-4.62	28.950	-10.550	-36.44	EUR	-26.87
	S	Hino Motors	699.000	Fri	1.90	667.000	4.80	1,095.000	-428.000	-39.09	JPY	-27.69
		Plastic Omnium	16.290	Fri	2.13	15.650	4.09	24.300	-8.650	-35.60	EUR	-27.80
	S	General Motors	35.400	Fri	-1.99	37.100	-4.58	62.970	-25.870	-41.08	USD	-28.54
	S	Leoni	7.930	Fri	2.06	7.510	5.59	12.040	-4.530	-37.62	EUR	-34.43
	S	Faurecia	23.140	Fri	1.98	21.700	6.64	46.500	-24.800	-53.33	EUR	-38.72
		⇓instrument	freshest		⇓ Δday	16/05/22	⇓ Δwk	15/11/21	prc diff	⇓ Δ26	Curr	∅-RS
	S	Nokian Tyres	12.435	Fri	-1.11	12.665	-1.82	33.510	-20.845	-62.21	EUR	-49.56
		Daimler Truck	28.030	Fri	-1.16	27.030	3.70				EUR	-na-
Automotive - 50 out of 51 instruments rated - 16/05/22 / 15/11/21 - 2 did rise, Market-Ratio(26) = 4.00 %

Technical Chart

	Automotive RS = 26 - B/S = 65/45

1/01/18	scale up chart	16/05/22

Transactions Automotive Industry * A26 - 65/45 (1)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		3/07/06	182		- cash -
short	3/07/06	20/11/06	140		Kia Motor	100	655	KRW	15.250	14.500	16.039	0.789	5	10,517	14
long	20/11/06	12/11/07	357		SAIC Motor Corp	100	2,214	CNY	4.750	16.530		11.780	248	36,598	258
short	12/11/07	27/04/09	532		Grammer	100	2,273	EUR	16.100	4.770	54.342	38.242	238	123,521	130
long	27/04/09	30/05/11	763		Ford Motor	100	24,172	USD	5.110	14.920		9.810	192	360,648	67
short	30/05/11	6/02/12	252		Mitsubishi Motors	100	38,448	JPY	9.380	9.620	9.140	-0.240	-3	351,421	-4
long	6/02/12	23/07/12	168		Hino Motors	100	66,810	JPY	5.260	5.200		-0.060	-1	347,412	-2
short	23/07/12	19/11/12	119		Peugeot	100	64,574	EUR	5.380	3.865	7.489	2.109	39	483,586	176
long	19/11/12	18/08/14	637		Montupet	100	73,159	EUR	6.610	48.590		41.980	635	3,554,801	214
short	18/08/14	26/01/15	161		Nokian Tyres	100	145,843	EUR	24.374	22.648	26.232	1.858	8	3,825,704	18
long	26/01/15	17/08/15	203		Maruti Suzuki	100	10,601	INR	360.865	454.235		93.370	26	4,815,519	51
short	17/08/15	28/03/16	224		Tata Motors	100	135,286	INR	35.595	36.325	34.865	-0.730	-2	4,716,761	-3
long	28/03/16	4/04/16	7		Hankook Tire	100	83,779	KRW	56.300	52.600		-3.700	-7	4,406,778	-97
short	4/04/16	8/08/16	126		Leoni	100	152,906	EUR	28.820	33.340	24.300	-4.520	-16	3,715,643	-39
long	8/08/16	12/09/16	35		Grammer	100	79,140	EUR	46.950	53.230		6.280	13	4,212,642	270
short	12/09/16	10/10/16	28		Mitsubishi Motors	100	854,491	JPY	4.930	4.890	4.970	0.040	1	4,247,078	11
long	10/10/16	24/10/16	14		Grammer	100	77,360	EUR	54.900	51.820		-3.080	-6	4,008,810	-78
short	24/10/16	7/11/16	14		Mitsubishi Motors	100	826,558	JPY	4.850	5.850	3.850	-1.000	-21	3,182,252	-100
long	7/11/16	21/08/17	287		Grammer	100	61,161	EUR	52.030	43.220		-8.810	-17	2,643,423	-21
short	21/08/17	25/09/17	35		Nemak	100	176,110	MXN	15.010	14.440	15.603	0.592	4	2,747,768	50
long	25/09/17	23/04/18	210		Fiat Chrysler	100	186,289	EUR	14.750	19.680		4.930	33	3,666,173	65
short	23/04/18	22/04/19	364		Tata Motors	100	109,749	INR	33.405	23.485	47.515	14.110	42	5,214,753	42
long	22/04/19	13/05/19	21		Kia Motor	100	121,840	KRW	42.800	42.350		-0.450	-1	5,159,925	-17
short	13/05/19	11/11/19	182		Leoni	100	300,344	EUR	17.180	12.620	23.388	6.208	36	7,024,371	86
long	11/11/19	2/03/20	112		Schaeffler	100	710,968	EUR	9.880	7.914		-1.966	-20	5,626,608	-51
short	2/03/20	7/09/20	189		Renault	100	219,446	EUR	25.640	25.160	26.129	0.489	2	5,733,961	4
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	7/09/20	20/09/21	378		Tesla Motors	100	13,707	USD	418.320	730.170		311.850	75	10,008,489	71
short	20/09/21	15/11/21	56		Valeo	100	479,104	EUR	20.890	28.330	13.450	-7.440	-36	6,443,955	-94
long	15/11/21	29/11/21	14		Tata Motors	100	127,489	INR	50.545	46.145		-4.400	-9	5,883,003	-91
short	29/11/21	17/01/22	49		ElringKlinger	100	547,765	EUR	10.740	12.660	8.820	-1.920	-18	4,831,295	-77
long	17/01/22	7/02/22	21		Ford Motor	100	191,794	USD	25.190	17.880		-7.310	-29	3,429,280	-100
short	7/02/22	20/05/22	102		Hankook Tire	100	97,561	KRW	35.150	35.450	34.850	-0.300	-1	3,400,012	-3
accum	3/07/06	20/05/22	5801	days out of 5983 invested (97%)								33,900		3,400,012	44

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Montupet	long	19/11/12	18/08/14	637	6.61	48.59		41.98	635.10	635.10
SAIC Motor Corp	long	20/11/06	12/11/07	357	4.75	16.53		11.78	248.00	248.00
Grammer	short	12/11/07	27/04/09	532	16.10	4.77	54.34	38.24	237.53
	long	8/08/16	12/09/16	35	46.95	53.23		6.28	13.38
	long	10/10/16	24/10/16	14	54.90	51.82		-3.08	-5.61
	long	7/11/16	21/08/17	287	52.03	43.22		-8.81	-16.93	200.04
Ford Motor	long	27/04/09	30/05/11	763	5.11	14.92		9.81	191.98
	long	17/01/22	7/02/22	21	25.19	17.88		-7.31	-29.02	107.25
Tesla Motors	long	7/09/20	20/09/21	378	418.32	730.17		311.85	74.55	74.55
Peugeot	short	23/07/12	19/11/12	119	5.38	3.87	7.49	2.11	39.20	39.20
Fiat Chrysler	long	25/09/17	23/04/18	210	14.75	19.68		4.93	33.42	33.42
Tata Motors	short	17/08/15	28/03/16	224	35.60	36.33	34.87	-0.73	-2.05
	short	23/04/18	22/04/19	364	33.41	23.49	47.52	14.11	42.24
	long	15/11/21	29/11/21	14	50.55	46.15		-4.40	-8.71	27.19
Maruti Suzuki	long	26/01/15	17/08/15	203	360.87	454.24		93.37	25.87	25.87
Leoni	short	4/04/16	8/08/16	126	28.82	33.34	24.30	-4.52	-15.68
	short	13/05/19	11/11/19	182	17.18	12.62	23.39	6.21	36.13	14.78
Nokian Tyres	short	18/08/14	26/01/15	161	24.37	22.65	26.23	1.86	7.62	7.62
Kia Motor	short	3/07/06	20/11/06	140	15.25	14.50	16.04	0.79	5.17
	long	22/04/19	13/05/19	21	42.80	42.35		-0.45	-1.05	4.07
Nemak	short	21/08/17	25/09/17	35	15.01	14.44	15.60	0.59	3.95	3.95
Renault	short	2/03/20	7/09/20	189	25.64	25.16	26.13	0.49	1.91	1.91
Hino Motors	long	6/02/12	23/07/12	168	5.26	5.20		-0.06	-1.14	-1.14
Hankook Tire	long	28/03/16	4/04/16	7	56.30	52.60		-3.70	-6.57
	short	7/02/22	20/05/22	102	35.15	35.45	34.85	-0.30	-0.85	-7.37
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
ElringKlinger	short	29/11/21	17/01/22	49	10.74	12.66	8.82	-1.92	-17.88	-17.88
Schaeffler	long	11/11/19	2/03/20	112	9.88	7.91		-1.97	-19.90	-19.90
Mitsubishi Motors	short	30/05/11	6/02/12	252	9.38	9.62	9.14	-0.24	-2.56
	short	12/09/16	10/10/16	28	4.93	4.89	4.97	0.04	0.82
	short	24/10/16	7/11/16	14	4.85	5.85	3.85	-1.00	-20.62	-22.02
Valeo	short	20/09/21	15/11/21	56	20.89	28.33	13.45	-7.44	-35.62	-35.62

Annotations

4/04/22	Hella	acquired by Faurecia
29/09/21	Toyota	stock split 1:5 (five for one)
16/09/21	Continental	spin-off drive technology: one additional Vitesco for five Continental
29/06/18	Autoliv	spin-off of Veoneer
22/06/18	Pirelli	returns
21/12/17	Mahindra & Mahindra	stock split 1:2 (two for one)
6/06/16	Valeo	stock split 1:3 (three for one)
4/06/16	Schaeffler	moves from SDAX to MDAX (2016-06-20)
18/01/16	Autoindustrie	Montupet drops out (acquisition by Linamar)
21/12/15	Schaeffler	entry (SDAX)
2/11/15	Pirelli	drops out due to acquisition by CNCC
14/03/15	Automotive	completely re-analyzed, excellent performing Mixed Cut
19/01/15	Hella	entry


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