| |
| |
Assessment - Automotive Industry - 2/22/21 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
8/24/20 |
prc diff |
⇓ Δ26 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
SOM Automotive |
474.451 |
09:33 |
-1.21 |
484.243 |
-2.02 |
345.543 |
138.700 |
40.14 |
USD |
42.67 |
| |  |
 |
 |
 |
|
 |
Tesla Motors |
682.220 |
Thu |
-8.06 |
714.500 |
-4.52 |
402.840 |
311.660 |
77.37 |
USD |
183.86 |
| |  |
 |
 |
 |
L |
 |
Tata Motors |
333.150 |
Thu |
3.58 |
304.500 |
9.41 |
121.200 |
183.300 |
151.24 |
INR |
155.69 |
| |  |
 |
 |
 |
|
 |
ElringKlinger |
13.320 |
09:11 |
-0.60 |
13.900 |
-4.17 |
6.160 |
7.740 |
125.65 |
EUR |
108.99 |
| |  |
 |
 |
 |
L |
 |
Kia Motor |
79,400.000 |
06:30 |
3.12 |
80,000.000 |
-0.75 |
41,550.000 |
38,450.000 |
92.54 |
KRW |
96.10 |
| |  |
 |
 |
 |
L |
 |
Hankook Tire |
47,650.000 |
06:30 |
-6.20 |
52,400.000 |
-9.06 |
28,750.000 |
23,650.000 |
82.26 |
KRW |
86.59 |
| |  |
 |
 |
 |
L |
 |
Hyundai Motor |
237,000.000 |
06:30 |
-3.27 |
241,500.000 |
-1.86 |
161,500.000 |
80,000.000 |
49.54 |
KRW |
81.74 |
| |  |
 |
 |
 |
L |
 |
GS Yuasa |
3,135.000 |
06:15 |
-4.86 |
3,370.000 |
-6.97 |
1,711.000 |
1,659.000 |
96.96 |
JPY |
75.76 |
| |  |
 |
 |
 |
L |
 |
Leoni |
11.110 |
09:00 |
0.54 |
11.670 |
-4.80 |
6.180 |
5.490 |
88.83 |
EUR |
73.77 |
| |  |
 |
 |
 |
L |
 |
General Motors |
50.600 |
Thu |
-4.35 |
51.980 |
-2.65 |
30.310 |
21.670 |
71.49 |
USD |
73.59 |
| |  |
 |
 |
 |
L |
 |
Ford Motor |
11.760 |
Thu |
-4.16 |
11.835 |
-0.63 |
6.980 |
4.855 |
69.56 |
USD |
73.32 |
| |  |
 |
 |
 |
L |
 |
Magna |
103.900 |
Thu |
-4.36 |
109.560 |
-5.17 |
67.590 |
41.970 |
62.09 |
CAD |
70.66 |
| |  |
 |
 |
 |
L |
 |
Daimler |
65.870 |
09:00 |
-0.09 |
66.800 |
-1.39 |
42.790 |
24.010 |
56.11 |
EUR |
66.26 |
| |  |
 |
 |
 |
L |
 |
Mahindra & Mahindra |
859.000 |
Thu |
1.11 |
837.100 |
2.62 |
601.950 |
235.150 |
39.06 |
INR |
58.78 |
| |  |
 |
 |
 |
L |
 |
Plastic Omnium |
29.960 |
09:19 |
-0.40 |
31.980 |
-6.32 |
18.590 |
13.390 |
72.03 |
EUR |
58.38 |
| |  |
 |
 |
 |
L |
 |
Renault |
36.860 |
09:03 |
-1.33 |
36.885 |
-0.07 |
24.505 |
12.380 |
50.52 |
EUR |
55.94 |
| |  |
 |
 |
 |
L |
 |
Denso |
6,388.000 |
06:15 |
-4.23 |
6,672.000 |
-4.26 |
4,279.000 |
2,393.000 |
55.92 |
JPY |
49.65 |
| |  |
 |
 |
 |
L |
 |
Hyundai Mobis |
303,000.000 |
06:30 |
-3.66 |
323,000.000 |
-6.19 |
217,000.000 |
106,000.000 |
48.85 |
KRW |
49.33 |
| |  |
 |
 |
 |
L |
 |
CIE Automotive |
22.840 |
09:05 |
1.24 |
23.120 |
-1.21 |
14.610 |
8.510 |
58.25 |
EUR |
39.36 |
| |  |
 |
 |
 |
L |
 |
Nissan Motor |
574.700 |
06:15 |
-1.93 |
587.200 |
-2.13 |
417.500 |
169.700 |
40.65 |
JPY |
38.19 |
| |  |
 |
 |
 |
L |
 |
Bajaj Auto |
3,944.800 |
Thu |
0.33 |
3,971.550 |
-0.67 |
3,039.350 |
932.200 |
30.67 |
INR |
37.68 |
| |  |
 |
 |
 |
L |
 |
Volvo |
217.500 |
09:33 |
-0.18 |
216.000 |
0.69 |
164.450 |
51.550 |
31.35 |
SEK |
36.71 |
| |  |
 |
 |
 |
|
 |
Stellantis |
13.454 |
09:07 |
-0.77 |
13.204 |
1.89 |
9.627 |
3.577 |
37.16 |
EUR |
36.25 |
| |  |
 |
 |
 |
|
 |
Cdn Tire |
162.800 |
Thu |
-2.32 |
172.430 |
-5.58 |
132.330 |
40.100 |
30.30 |
CAD |
36.02 |
| |  |
 |
 |
 |
L |
 |
Hino Motors |
1,000.000 |
06:15 |
-2.82 |
1,017.000 |
-1.67 |
680.000 |
337.000 |
49.56 |
JPY |
35.82 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
8/24/20 |
prc diff |
⇓ Δ26 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
Traton |
23.440 |
09:06 |
-1.08 |
23.400 |
0.17 |
17.130 |
6.270 |
36.60 |
EUR |
34.00 |
| |  |
 |
 |
 |
L |
 |
Mazda Motor |
839.000 |
06:15 |
-2.67 |
859.000 |
-2.33 |
647.000 |
212.000 |
32.77 |
JPY |
30.96 |
| |  |
 |
 |
 |
|
 |
Hella |
48.980 |
09:12 |
-1.57 |
50.550 |
-3.11 |
40.260 |
10.290 |
25.56 |
EUR |
30.13 |
| |  |
 |
 |
 |
L |
 |
Continental |
119.050 |
09:00 |
-1.41 |
118.000 |
0.89 |
89.480 |
28.520 |
31.87 |
EUR |
29.59 |
| |  |
 |
 |
 |
|
 |
Valeo |
29.300 |
09:15 |
-2.88 |
30.560 |
-4.12 |
24.950 |
5.610 |
22.48 |
EUR |
29.25 |
| |  |
 |
 |
 |
|
 |
Nokian Tyres |
29.340 |
09:31 |
-0.95 |
29.700 |
-1.21 |
23.500 |
6.200 |
26.38 |
EUR |
29.01 |
| |  |
 |
 |
 |
|
 |
Eicher Motors |
2,551.950 |
Thu |
0.64 |
2,482.350 |
2.80 |
2,176.450 |
305.900 |
14.05 |
INR |
28.40 |
| |  |
 |
 |
 |
L |
 |
Volkswagen |
169.200 |
09:01 |
-1.10 |
174.000 |
-2.76 |
137.800 |
36.200 |
26.27 |
EUR |
27.97 |
| |  |
 |
 |
 |
L |
 |
Yokohama Rubber |
1,840.000 |
06:15 |
-3.66 |
1,961.000 |
-6.17 |
1,590.000 |
371.000 |
23.33 |
JPY |
27.71 |
| |  |
 |
 |
 |
L |
 |
Michelin |
117.600 |
09:03 |
-0.51 |
120.050 |
-2.04 |
95.020 |
25.030 |
26.34 |
EUR |
26.93 |
| |  |
 |
 |
 |
|
 |
Pirelli |
4.725 |
09:07 |
-1.15 |
4.895 |
-3.47 |
3.699 |
1.196 |
32.33 |
EUR |
26.68 |
| |  |
 |
 |
 |
L |
 |
Faurecia |
42.740 |
09:19 |
-1.86 |
44.480 |
-3.91 |
35.370 |
9.110 |
25.76 |
EUR |
24.15 |
| |  |
 |
 |
 |
|
 |
Suzuki Motor |
4,599.000 |
06:15 |
-4.29 |
4,918.000 |
-6.49 |
4,191.000 |
727.000 |
17.35 |
JPY |
21.17 |
| |  |
 |
 |
 |
L |
 |
Isuzu Motors |
1,114.000 |
06:15 |
-1.85 |
1,124.000 |
-0.89 |
960.900 |
163.100 |
16.97 |
JPY |
21.12 |
| |  |
 |
 |
 |
L |
 |
Bridgestone |
4,161.000 |
06:15 |
-3.55 |
4,199.000 |
-0.90 |
3,289.000 |
910.000 |
27.67 |
JPY |
21.01 |
| |  |
 |
 |
 |
|
 |
BMW |
71.060 |
09:00 |
-0.62 |
71.270 |
-0.29 |
58.250 |
13.020 |
22.35 |
EUR |
20.63 |
| |  |
 |
 |
 |
L |
 |
Autoliv |
738.800 |
09:33 |
-0.54 |
770.200 |
-4.08 |
621.800 |
148.400 |
23.87 |
SEK |
20.43 |
| |  |
 |
 |
 |
L |
 |
Paccar |
92.720 |
Thu |
-1.65 |
94.680 |
-2.07 |
86.900 |
7.780 |
8.95 |
USD |
20.23 |
| |  |
 |
 |
 |
L |
 |
Mitsubishi Motors |
302.000 |
06:15 |
-0.98 |
293.000 |
3.07 |
246.000 |
47.000 |
19.11 |
JPY |
15.98 |
| |  |
 |
 |
 |
L |
 |
Toyota |
7,873.000 |
06:15 |
-1.81 |
8,060.000 |
-2.32 |
7,065.000 |
995.000 |
14.08 |
JPY |
15.10 |
| |  |
 |
 |
 |
|
 |
Maruti Suzuki |
6,930.350 |
Thu |
-0.33 |
7,086.450 |
-2.20 |
7,082.500 |
3.950 |
0.06 |
INR |
13.95 |
| |  |
 |
 |
 |
L |
 |
Honda Motor |
2,911.500 |
06:15 |
-3.78 |
2,977.500 |
-2.22 |
2,626.000 |
351.500 |
13.39 |
JPY |
10.54 |
| |  |
 |
 |
 |
L |
 |
Schaeffler |
7.080 |
09:13 |
3.58 |
6.720 |
5.36 |
5.645 |
1.075 |
19.04 |
EUR |
8.04 |
| |  |
 |
 |
 |
|
 |
SAIC Motor Corp |
21.250 |
07:00 |
-1.85 |
22.300 |
-4.71 |
18.640 |
3.660 |
19.64 |
CNY |
8.00 |
| |  |
 |
 |
 |
|
 |
Ferrari |
161.050 |
09:07 |
0.88 |
162.250 |
-0.74 |
165.900 |
-3.650 |
-2.20 |
EUR |
3.41 |
Automotive - 49 out of 49 instruments rated - 2/22/21 / 8/24/20 - 48 did rise, Market-Ratio(26) = 97.96 % |
Technical Chart
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 |
2/25/21 |
171 |
 |
 |
 |
Tesla Motors |
100 |
13,707 |
USD |
418.320 |
682.220 |
|
263.900 |
63 |
9,351,238 |
184 |
|
accum | 7/03/06 |
2/25/21 | 5352 |
days out of 5534 invested (97%) |
93,412 |
9,351,238 |
59 |
|
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 | | | 191.98 |
Tesla Motors | long | 9/07/20 | 2/25/21 | 171 | 418.32 | 682.22 | | 263.90 | 63.09 | | | 63.09 |
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 | | | 39.32 |
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 |
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 |
Hankook Tire | long | 3/28/16 | 4/04/16 | 7 | 56.30 | 52.60 | | -3.70 | -6.57 | | | -6.57 |
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 | | | -22.02 |
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) |
6/06/16 | Valeo | | | stock split 1:3 (three for one) |
6/04/16 | Schaeffler | | | moves from SDAX to MDAX (2016-06-20) |
3/10/16 | ElringKlinger | | | moves from MDAX to SDAX |
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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