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

Assessment - Automotive Industry - 2/06/23 - RS = 26

		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	8/08/22	prc diff	⇓ Δ26	Curr	∅-RS
	L	SOM Automotive	456.977	09:06	0.07	459.593	-0.57	461.005	-1.412	-0.31	USD	5.34
	L	Renault	40.855	Wed	0.09	39.120	4.44	30.160	8.960	29.71	EUR	39.16
		Mahindra & Mahindra	1,373.050	Wed	0.46	1,376.000	-0.21	1,276.700	99.300	7.78	INR	29.18
		Iveco	7.482	Wed	-0.90	7.531	-0.65	5.800	1.731	29.84	EUR	28.84
	L	Ferrari	247.300	Wed	0.61	243.800	1.44	210.700	33.100	15.71	EUR	24.53
	L	Paccar	71.950	Wed	-2.15	110.440	-34.85	91.590	18.850	20.58	USD	22.44
	L	BMW	98.690	08:51	1.15	97.060	1.68	78.100	18.960	24.28	EUR	22.07
		Mitsubishi Motors	507.000	06:15	-0.39	510.000	-0.59	485.000	25.000	5.15	JPY	19.72
	L	Autoliv	959.600	Wed	0.93	947.200	1.31	828.000	119.200	14.40	SEK	18.16
	L	Mercedes-Benz	72.600	09:01	1.13	71.850	1.04	60.470	11.380	18.82	EUR	17.65
	L	Volvo	205.700	Wed	-0.92	206.850	-0.56	181.780	25.070	13.79	SEK	17.45
		Daimler Truck	31.910	09:00	1.92	31.490	1.33	27.910	3.580	12.83	EUR	16.79
		Hella	78.550	Wed	0.38	78.150	0.51	68.600	9.550	13.92	EUR	15.76
	L	Schaeffler	6.620	Wed	-0.60	6.550	1.07	5.680	0.870	15.32	EUR	15.28
	L	Valeo	20.640	Wed	-0.43	20.750	-0.53	20.750	0.000	0.00	EUR	13.96
		Pirelli	4.655	Wed	0.02	4.759	-2.19	4.407	0.352	7.99	EUR	12.00
	L	Magna	87.440	Wed	-0.35	87.450	-0.01	80.280	7.170	8.93	CAD	11.62
	L	Continental	71.160	08:51	0.71	68.980	3.16	69.440	-0.460	-0.66	EUR	10.86
		Suzuki Motor	4,749.000	06:15	-1.37	4,862.000	-2.32	4,772.000	90.000	1.89	JPY	10.56
		Yokohama Rubber	2,090.000	06:15	-0.52	2,122.000	-1.51	2,007.000	115.000	5.73	JPY	10.30
	L	Stellantis	15.122	Wed	0.21	15.080	0.28	14.782	0.298	2.02	EUR	10.28
		Eicher Motors	3,228.000	Wed	-1.43	3,260.700	-1.00	3,116.750	143.950	4.62	INR	10.13
	L	General Motors	41.570	Wed	0.41	41.340	0.56	37.560	3.780	10.06	USD	9.46
	L	Michelin	29.860	Wed	0.03	30.030	-0.57	27.785	2.245	8.08	EUR	9.37
		Maruti Suzuki	8,834.700	Wed	0.82	8,908.000	-0.82	8,921.950	-13.950	-0.16	INR	7.01
		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	8/08/22	prc diff	⇓ Δ26	Curr	∅-RS
	L	Traton	15.960	Wed	-2.86	16.200	-1.48	15.440	0.760	4.92	EUR	6.88
		Mazda Motor	1,050.000	06:15	-0.38	1,066.000	-1.50	1,164.000	-98.000	-8.42	JPY	5.39
	L	Faurecia	18.780	Wed	0.11	18.825	-0.24	17.545	1.280	7.30	EUR	4.96
	L	Plastic Omnium	17.130	Wed	1.00	16.810	1.90	18.650	-1.840	-9.87	EUR	4.85
		Bajaj Auto	3,880.300	Wed	0.02	3,849.100	0.81	4,022.650	-173.550	-4.31	INR	4.01
	L	Tata Motors	440.100	Wed	1.07	442.000	-0.43	468.250	-26.250	-5.61	INR	3.58
	L	Great Wall Motor	31.630	07:00	1.02	31.500	0.41	32.330	-0.830	-2.57	CNY	2.55
		Hankook Tire	36,550.000	06:30	-2.14	35,550.000	2.81	38,850.000	-3,300.000	-8.49	KRW	2.53
		Isuzu Motors	1,580.000	06:15	-0.69	1,614.000	-2.11	1,527.000	87.000	5.70	JPY	1.75
	L	GS Yuasa	2,445.000	06:15	1.75	2,258.000	8.28	2,399.000	-141.000	-5.88	JPY	0.58
	L	Denso	7,354.000	06:15	0.16	7,366.000	-0.16	7,615.000	-249.000	-3.27	JPY	0.05
	L	Cdn Tire	162.070	Wed	-0.64	163.650	-0.97	170.680	-7.030	-4.12	CAD	0.02
	S	Bridgestone	4,828.000	06:15	-0.80	4,855.000	-0.56	5,380.000	-525.000	-9.76	JPY	-1.87
		Honda Motor	3,200.000	06:15	-0.31	3,258.000	-1.78	3,397.000	-139.000	-4.09	JPY	-2.13
		Hyundai Mobis	206,500.000	06:30	-0.48	205,500.000	0.49	226,000.000	-20,500.000	-9.07	KRW	-2.39
	L	Hyundai Motor	172,600.000	06:30	-0.06	170,700.000	1.11	196,000.000	-25,300.000	-12.91	KRW	-3.47
	L	Ford Motor	13.420	Wed	-0.22	13.140	2.13	15.780	-2.640	-16.73	USD	-4.06
	L	Kia Motor	71,700.000	06:30	0.28	70,500.000	1.70	81,400.000	-10,900.000	-13.39	KRW	-4.12
	L	Nokian Tyres	9.370	Wed	-8.23	11.325	-17.26	11.205	0.120	1.07	EUR	-4.40
	L	Nissan Motor	472.700	06:15	-0.08	472.400	0.06	524.200	-51.800	-9.88	JPY	-5.19
		Toyota	1,901.000	06:15	0.18	1,913.500	-0.65	2,116.000	-202.500	-9.57	JPY	-6.58
	L	SAIC Motor Corp	14.900	07:00	0.34	14.850	0.34	16.200	-1.350	-8.33	CNY	-6.81
	L	Volkswagen	130.480	09:03	0.91	130.340	0.11	145.700	-15.360	-10.54	EUR	-7.37
		Tesla Motors	201.290	Wed	2.28	194.760	3.35	290.423	-95.663	-32.94	USD	-12.95
		Hino Motors	549.000	06:15	-0.18	560.000	-1.96	658.000	-98.000	-14.89	JPY	-14.79
		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	8/08/22	prc diff	⇓ Δ26	Curr	∅-RS
	L	Lucid	11.530	Wed	-0.35	11.960	-3.60	18.720	-6.760	-36.11	USD	-15.28
		KATEK	13.900	Wed	3.73	13.700	1.46	18.700	-5.000	-26.74	EUR	-21.29
		Rivian Automotive	20.080	Wed	0.85	20.220	-0.69	38.090	-17.870	-46.92	USD	-32.94
		Leoni	3.212	09:06	0.63	3.110	3.28	7.945	-4.835	-60.86	EUR	-57.74
		Porsche	115.100	09:01	1.14	111.200	3.51				EUR	-na-
Automotive - 53 out of 54 instruments rated - 2/06/23 / 8/08/22 - 25 did rise, Market-Ratio(26) = 47.17 %

Technical Chart

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

1/07/19	scale up chart	2/06/23

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
1/02/06		7/03/06	182		- cash -
short	7/03/06	11/20/06	140		Kia Motor	100	655	KRW	15.250	14.500	16.039	0.789	5	10,517	14
long	11/20/06	11/12/07	357		SAIC Motor Corp	100	2,214	CNY	4.750	16.530		11.780	248	36,598	258
short	11/12/07	4/27/09	532		Grammer	100	2,273	EUR	16.100	4.770	54.342	38.242	238	123,521	130
long	4/27/09	5/30/11	763		Ford Motor	100	24,172	USD	5.110	14.920		9.810	192	360,648	67
short	5/30/11	2/06/12	252		Mitsubishi Motors	100	38,448	JPY	9.380	9.620	9.140	-0.240	-3	351,421	-4
long	2/06/12	7/23/12	168		Hino Motors	100	66,810	JPY	5.260	5.200		-0.060	-1	347,412	-2
short	7/23/12	11/19/12	119		Peugeot	100	64,574	EUR	5.380	3.865	7.489	2.109	39	483,586	176
long	11/19/12	8/18/14	637		Montupet	100	73,159	EUR	6.610	48.590		41.980	635	3,554,801	214
short	8/18/14	1/26/15	161		Nokian Tyres	100	145,843	EUR	24.374	22.648	26.232	1.858	8	3,825,704	18
long	1/26/15	8/17/15	203		Maruti Suzuki	100	10,601	INR	360.865	454.235		93.370	26	4,815,519	51
short	8/17/15	3/28/16	224		Tata Motors	100	135,286	INR	35.595	36.325	34.865	-0.730	-2	4,716,761	-3
long	3/28/16	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	9/12/16	35		Grammer	100	79,140	EUR	46.950	53.230		6.280	13	4,212,642	270
short	9/12/16	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	10/24/16	14		Grammer	100	77,360	EUR	54.900	51.820		-3.080	-6	4,008,810	-78
short	10/24/16	11/07/16	14		Mitsubishi Motors	100	826,558	JPY	4.850	5.850	3.850	-1.000	-21	3,182,252	-100
long	11/07/16	8/21/17	287		Grammer	100	61,161	EUR	52.030	43.220		-8.810	-17	2,643,423	-21
short	8/21/17	9/25/17	35		Nemak	100	176,110	MXN	15.010	14.440	15.603	0.592	4	2,747,768	50
long	9/25/17	4/23/18	210		Fiat Chrysler	100	186,289	EUR	14.750	19.680		4.930	33	3,666,173	65
short	4/23/18	4/22/19	364		Tata Motors	100	109,749	INR	33.405	23.485	47.515	14.110	42	5,214,753	42
long	4/22/19	5/13/19	21		Kia Motor	100	121,840	KRW	42.800	42.350		-0.450	-1	5,159,925	-17
short	5/13/19	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	3/02/20	112		Schaeffler	100	710,968	EUR	9.880	7.914		-1.966	-20	5,626,608	-51
short	3/02/20	9/07/20	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	9/07/20	9/20/21	378		Tesla Motors	100	41,121	USD	139.440	243.390		103.950	75	10,008,489	71
short	9/20/21	11/15/21	56		Valeo	100	479,104	EUR	20.890	28.330	13.450	-7.440	-36	6,443,955	-94
long	11/15/21	11/29/21	14		Tata Motors	100	127,489	INR	50.545	46.145		-4.400	-9	5,883,003	-91
short	11/29/21	1/17/22	49		ElringKlinger	100	547,765	EUR	10.740	12.660	8.820	-1.920	-18	4,831,295	-77
long	1/17/22	2/07/22	21		Ford Motor	100	191,794	USD	25.190	17.880		-7.310	-29	3,429,280	-100
short	2/07/22	9/05/22	210		Hankook Tire	100	97,561	KRW	35.150	39.600	30.700	-4.450	-13	2,995,134	-21
long	9/05/22	9/26/22	21		Mitsubishi Motors	100	519,988	JPY	5.760	5.830		0.070	1	3,031,533	23
short	9/26/22	2/08/23	135		Faurecia	100	243,301	EUR	12.460	18.780	6.140	-6.320	-51	1,493,871	-85
accum	7/03/06	2/08/23	6065	days out of 6247 invested (97%)								14,839		1,493,871	35

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Montupet	long	11/19/12	8/18/14	637	6.61	48.59		41.98	635.10	635.10
SAIC Motor Corp	long	11/20/06	11/12/07	357	4.75	16.53		11.78	248.00	248.00
Grammer	short	11/12/07	4/27/09	532	16.10	4.77	54.34	38.24	237.53
	long	8/08/16	9/12/16	35	46.95	53.23		6.28	13.38
	long	10/10/16	10/24/16	14	54.90	51.82		-3.08	-5.61
	long	11/07/16	8/21/17	287	52.03	43.22		-8.81	-16.93	200.04
Ford Motor	long	4/27/09	5/30/11	763	5.11	14.92		9.81	191.98
	long	1/17/22	2/07/22	21	25.19	17.88		-7.31	-29.02	107.25
Tesla Motors	long	9/07/20	9/20/21	378	139.44	243.39		103.95	74.55	74.55
Peugeot	short	7/23/12	11/19/12	119	5.38	3.87	7.49	2.11	39.20	39.20
Fiat Chrysler	long	9/25/17	4/23/18	210	14.75	19.68		4.93	33.42	33.42
Tata Motors	short	8/17/15	3/28/16	224	35.60	36.33	34.87	-0.73	-2.05
	short	4/23/18	4/22/19	364	33.41	23.49	47.52	14.11	42.24
	long	11/15/21	11/29/21	14	50.55	46.15		-4.40	-8.71	27.19
Maruti Suzuki	long	1/26/15	8/17/15	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	5/13/19	11/11/19	182	17.18	12.62	23.39	6.21	36.13	14.78
Nokian Tyres	short	8/18/14	1/26/15	161	24.37	22.65	26.23	1.86	7.62	7.62
Kia Motor	short	7/03/06	11/20/06	140	15.25	14.50	16.04	0.79	5.17
	long	4/22/19	5/13/19	21	42.80	42.35		-0.45	-1.05	4.07
Nemak	short	8/21/17	9/25/17	35	15.01	14.44	15.60	0.59	3.95	3.95
Renault	short	3/02/20	9/07/20	189	25.64	25.16	26.13	0.49	1.91	1.91
Hino Motors	long	2/06/12	7/23/12	168	5.26	5.20		-0.06	-1.14	-1.14
ElringKlinger	short	11/29/21	1/17/22	49	10.74	12.66	8.82	-1.92	-17.88	-17.88
Hankook Tire	long	3/28/16	4/04/16	7	56.30	52.60		-3.70	-6.57
	short	2/07/22	9/05/22	210	35.15	39.60	30.70	-4.45	-12.66	-18.40
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Schaeffler	long	11/11/19	3/02/20	112	9.88	7.91		-1.97	-19.90	-19.90
Mitsubishi Motors	short	5/30/11	2/06/12	252	9.38	9.62	9.14	-0.24	-2.56
	short	9/12/16	10/10/16	28	4.93	4.89	4.97	0.04	0.82
	short	10/24/16	11/07/16	14	4.85	5.85	3.85	-1.00	-20.62
	long	9/05/22	9/26/22	21	5.76	5.83		0.07	1.22	-21.07
Valeo	short	9/20/21	11/15/21	56	20.89	28.33	13.45	-7.44	-35.62	-35.62
Faurecia	short	9/26/22	2/08/23	135	12.46	18.78	6.14	-6.32	-50.72	-50.72

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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