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

Assessment - Automotive Industry - 2/24/20 - RS = 26

		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	8/26/19	prc diff	⇓ Δ26	Curr	∅-RS
	S	SOM Automotive	344.253	16:41	-2.77	363.432	-5.28	338.065	25.367	7.50	USD	-5.33
	L	Tesla Motors	683.347	15:30	-12.26	833.790	-18.04	215.000	618.790	287.81	USD	199.15
		Schaeffler	8.210	16:35	-3.28	8.606	-4.60	5.982	2.624	43.86	EUR	12.42
		Volvo	152.750	16:29	-3.78	162.250	-5.86	125.900	36.350	28.87	SEK	11.97
		Ferrari	144.500	16:40	-3.76	151.300	-4.49	140.750	10.550	7.50	EUR	10.24
		Toyota	7,384.000	06:15	-2.13	7,837.000	-5.78	6,869.000	968.000	14.09	JPY	10.18
		Honda Motor	2,924.000	06:15	-0.73	3,039.000	-3.78	2,453.000	586.000	23.89	JPY	4.60
		Hino Motors	926.000	06:15	-3.14	1,008.000	-8.13	811.000	197.000	24.29	JPY	4.03
		Paccar	67.430	15:30	-2.87	72.730	-7.29	63.190	9.540	15.10	USD	1.44
	L	Suzuki Motor	4,616.000	06:15	-2.57	4,835.000	-4.53	4,004.000	831.000	20.75	JPY	1.37
		Bajaj Auto	2,936.600	10:00	-0.34	2,980.500	-1.47	2,736.800	243.700	8.90	INR	0.91
		GS Yuasa	1,984.000	06:15	-2.75	2,118.000	-6.33	1,770.000	348.000	19.66	JPY	0.88
		Faurecia	41.060	16:35	-4.31	42.650	-3.73	36.630	6.020	16.43	EUR	0.72
		Cdn Tire	137.650	17:34	-1.40	144.890	-5.00	134.210	10.680	7.96	CAD	0.70
	S	Volkswagen	148.820	16:35	-4.39	157.000	-5.21	142.180	14.820	10.42	EUR	-0.33
		Michelin	99.980	16:38	-1.79	104.400	-4.23	92.020	12.380	13.45	EUR	-1.88
		Magna	62.030	17:34	-0.59	66.060	-6.10	63.690	2.370	3.72	CAD	-2.58
		SAIC Motor Corp	23.350	07:00	-0.68	23.700	-1.48	24.030	-0.330	-1.37	CNY	-3.47
	S	Yokohama Rubber	1,846.000	06:15	-2.48	2,014.000	-8.34	1,958.000	56.000	2.86	JPY	-3.85
		Hyundai Motor	121,000.000	06:30	-1.22	122,500.000	-1.22	124,500.000	-2,000.000	-1.61	KRW	-3.90
	S	Maruti Suzuki	6,289.800	09:59	0.88	6,470.400	-2.79	6,255.550	214.850	3.43	INR	-4.06
	S	Brembo	9.240	16:41	-2.84	9.570	-3.45	8.285	1.285	15.51	EUR	-4.78
		Nokian Tyres	25.000	16:29	-2.53	25.600	-2.34	25.500	0.100	0.39	EUR	-4.91
	S	Denso	4,302.000	06:15	-0.60	4,452.000	-3.37	4,385.000	67.000	1.53	JPY	-4.92
		Tata Motors	145.250	10:00	0.48	150.650	-3.58	110.550	40.100	36.27	INR	-5.00
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	8/26/19	prc diff	⇓ Δ26	Curr	∅-RS
		Autoliv	669.200	16:29	-2.39	684.400	-2.22	619.000	65.400	10.57	SEK	-5.27
	S	Bridgestone	3,715.000	06:15	-1.62	3,954.000	-6.04	3,949.000	5.000	0.13	JPY	-6.26
		Hyundai Mobis	219,000.000	06:30	-0.45	219,000.000		239,000.000	-20,000.000	-8.37	KRW	-6.80
	S	Kia Motor	37,700.000	06:30	-1.18	38,600.000	-2.33	42,100.000	-3,500.000	-8.31	KRW	-7.38
		Hella	38.040	16:35	-2.56	40.240	-5.47	36.680	3.560	9.71	EUR	-7.84
	S	Eicher Motors	17,053.400	09:59	-0.60	17,949.900	-4.99	15,548.200	2,401.700	15.45	INR	-7.87
	S	BMW	59.840	16:35	-3.14	61.440	-2.60	59.570	1.870	3.14	EUR	-9.91
	S	Plastic Omnium	20.300	16:35	-3.56	21.480	-5.49	20.740	0.740	3.57	EUR	-10.13
	S	Fiat Chrysler	11.562	16:41	-1.82	11.340	1.96	11.448	-0.108	-0.94	EUR	-10.14
	S	General Motors	30.605	15:27	-4.36	33.090	-7.51	36.250	-3.160	-8.72	USD	-10.80
	S	Isuzu Motors	1,042.500	06:15	-2.11	1,139.500	-8.51	1,093.000	46.500	4.25	JPY	-11.08
	S	Mahindra & Mahindra	493.500	10:00	-1.89	513.200	-3.84	544.300	-31.100	-5.71	INR	-12.10
	S	Valeo	23.480	16:37	-4.55	25.260	-7.05	23.640	1.620	6.85	EUR	-12.68
		Continental	102.500	16:35	-2.59	107.480	-4.63	108.300	-0.820	-0.76	EUR	-12.75
		Mazda Motor	788.000	06:15	-3.43	897.000	-12.15	865.700	31.300	3.62	JPY	-14.08
	L	Leoni	9.502	16:35	-6.48	11.120	-14.55	10.100	1.020	10.10	EUR	-14.33
	S	CIE Automotive	17.380	16:35	-2.69	19.000	-8.53	20.380	-1.380	-6.77	EUR	-15.72
		Pirelli	4.320	16:35	-3.05	4.459	-3.12	4.741	-0.282	-5.95	EUR	-16.71
	S	Peugeot	18.175	16:36	-1.89	17.805	2.08	19.175	-1.370	-7.14	EUR	-17.90
		Bertrandt	44.200	16:35	-0.11	45.950	-3.81	45.000	0.950	2.11	EUR	-18.12
	S	Ford Motor	6.965	15:27	-3.40	7.570	-7.99	8.820	-1.250	-14.17	USD	-18.20
	S	Daimler	38.840	16:35	-3.35	39.725	-2.23	41.330	-1.605	-3.88	EUR	-18.51
	S	Mitsubishi Motors	376.000	06:15	-2.08	404.000	-6.93	430.000	-26.000	-6.05	JPY	-18.85
	S	Hankook Tire	26,500.000	06:30	-1.12	27,000.000	-1.85	28,400.000	-1,400.000	-4.93	KRW	-19.81
		STS	4.190	16:36	-7.73	4.720	-11.23	5.381	-0.661	-12.28	EUR	-25.23
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	8/26/19	prc diff	⇓ Δ26	Curr	∅-RS
	S	Nissan Motor	470.300	06:15	-2.39	504.100	-6.71	648.800	-144.700	-22.30	JPY	-30.36
	S	Renault	27.230	16:37	-6.38	29.585	-7.96	50.830	-21.245	-41.80	EUR	-40.23
		Traton	19.898	16:35	-3.76	20.860	-4.61	22.700	-1.840	-8.11	EUR	-na-
Automotive - 52 out of 52 instruments rated - 2/24/20 / 8/26/19 - 33 did rise, Market-Ratio(26) = 63.46 %

Technical Chart

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

1/04/16	scale up chart	2/24/20

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	2/27/20	108		Schaeffler	100	710,968	EUR	9.880	8.210		-1.670	-17	5,837,054	-47
accum	7/03/06	2/27/20	4987	days out of 5169 invested (96%)								58,271		5,837,054	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
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
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	2/27/20	108	9.88	8.21		-1.67	-16.90	-16.90
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)
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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