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

Assessment - Automotive Industry - 6/01/20 - RS = 14

		⇓instrument	freshest		⇓ Δday	6/01/20	⇓ Δwk	2/24/20	prc diff	⇓ Δ14	Curr	∅-RS
		SOM Automotive	322.796	12:35	2.42	315.176	2.42	363.432	-48.256	-13.28	USD	-8.17
	L	Tesla Motors	898.100	Mon	7.56	898.100		833.790	64.310	7.71	USD	164.95
		Ferrari	152.050	12:34	-0.07	152.150	-0.07	151.300	0.850	0.56	EUR	6.03
		Paccar	73.120	Mon	-1.00	73.120		72.730	0.390	0.54	USD	3.65
		Honda Motor	2,824.500	06:15	1.07	2,794.500	1.07	3,039.000	-244.500	-8.05	JPY	1.60
		Bajaj Auto	2,796.100	10:00	1.37	2,758.300	1.37	2,980.500	-222.200	-7.46	INR	-0.72
		Volvo	141.150	08:31	2.02	138.350	2.02	162.250	-23.900	-14.73	SEK	-0.81
		GS Yuasa	1,913.000	06:15	2.24	1,871.000	2.24	2,118.000	-247.000	-11.66	JPY	-0.98
		Eicher Motors	17,396.200	10:00	2.42	16,985.800	2.42	17,949.900	-964.100	-5.37	INR	-3.70
		Magna	59.470	Mon	2.43	59.470		66.060	-6.590	-9.98	CAD	-4.00
		Schaeffler	7.245	08:09	5.00	6.900	5.00	8.606	-1.706	-19.82	EUR	-4.24
		Toyota	6,774.000	06:15	0.80	6,720.000	0.80	7,837.000	-1,117.000	-14.25	JPY	-5.04
		Faurecia	37.960	08:13	2.84	36.910	2.84	42.650	-5.740	-13.46	EUR	-5.06
		Maruti Suzuki	5,690.100	10:00	-1.79	5,793.600	-1.79	6,470.400	-676.800	-10.46	INR	-5.82
		Mahindra & Mahindra	462.850	10:00	0.38	461.100	0.38	513.200	-52.100	-10.15	INR	-5.87
		Hyundai Mobis	214,000.000	06:30	3.88	206,000.000	3.88	219,000.000	-13,000.000	-5.94	KRW	-5.93
		Michelin	94.300	12:24	1.40	93.000	1.40	104.400	-11.400	-10.92	EUR	-6.05
		Denso	4,198.000	06:15	2.37	4,101.000	2.37	4,452.000	-351.000	-7.88	JPY	-6.07
		Brembo	8.430	12:34	0.84	8.360	0.84	9.570	-1.210	-12.64	EUR	-7.26
		Cdn Tire	117.480	Mon	-0.12	117.480		144.890	-27.410	-18.92	CAD	-7.66
		Valeo	23.600	12:23	4.06	22.680	4.06	25.260	-2.580	-10.21	EUR	-7.75
		Isuzu Motors	1,013.500	06:15	3.23	981.800	3.23	1,139.500	-157.700	-13.84	JPY	-8.08
		Autoliv	611.200	08:30	0.36	609.000	0.36	684.400	-75.400	-11.02	SEK	-8.16
		Kia Motor	36,500.000	06:30	5.49	34,600.000	5.49	38,600.000	-4,000.000	-10.36	KRW	-8.78
		Suzuki Motor	3,810.000	06:15	0.69	3,784.000	0.69	4,835.000	-1,051.000	-21.74	JPY	-9.06
		⇓instrument	freshest		⇓ Δday	6/01/20	⇓ Δwk	2/24/20	prc diff	⇓ Δ14	Curr	∅-RS
		Bridgestone	3,552.000	06:15	0.91	3,520.000	0.91	3,954.000	-434.000	-10.98	JPY	-9.72
		Plastic Omnium	19.430	08:18	3.79	18.720	3.79	21.480	-2.760	-12.85	EUR	-10.06
		Volkswagen	140.600	11:55	6.11	132.500	6.11	157.000	-24.500	-15.61	EUR	-10.06
		Hella	37.400	08:13	6.55	35.100	6.55	40.240	-5.140	-12.77	EUR	-10.42
		Nokian Tyres	21.210	08:30	0.86	21.030	0.86	25.600	-4.570	-17.85	EUR	-11.42
		Pirelli	4.091	12:34	1.72	4.022	1.72	4.459	-0.437	-9.80	EUR	-12.44
		Hankook Tire	24,550.000	06:30	0.20	24,500.000	0.20	27,000.000	-2,500.000	-9.26	KRW	-12.77
		Continental	93.360	11:54	5.56	88.440	5.56	107.480	-19.040	-17.71	EUR	-12.90
		Yokohama Rubber	1,647.000	06:15	1.98	1,615.000	1.98	2,014.000	-399.000	-19.81	JPY	-13.02
		Hyundai Motor	102,500.000	06:30	2.50	100,000.000	2.50	122,500.000	-22,500.000	-18.37	KRW	-13.80
		Hino Motors	756.000	06:15	3.28	732.000	3.28	1,008.000	-276.000	-27.38	JPY	-13.83
		BMW	55.720	11:54	5.93	52.600	5.93	61.440	-8.840	-14.39	EUR	-13.95
		General Motors	26.940	Mon	4.10	26.940		33.090	-6.150	-18.59	USD	-14.78
		CIE Automotive	17.130	08:06	4.32	16.420	4.32	19.000	-2.580	-13.58	EUR	-15.11
		Mazda Motor	695.000	06:15	-0.14	696.000	-0.14	897.000	-201.000	-22.41	JPY	-17.41
		Daimler	35.960	11:55	7.73	33.380	7.73	39.725	-6.345	-15.97	EUR	-17.54
		SAIC Motor Corp	18.230	07:00	-0.38	18.300	-0.38	23.700	-5.400	-22.78	CNY	-18.90
		Bertrandt	36.700	08:07	2.66	35.750	2.66	45.950	-10.200	-22.20	EUR	-21.75
		Fiat Chrysler	8.411	12:35	2.31	8.221	2.31	11.340	-3.119	-27.50	EUR	-22.71
		Leoni	8.350	08:12	12.01	7.455	12.01	11.120	-3.665	-32.96	EUR	-23.29
		Ford Motor	5.870	Mon	2.80	5.870		7.570	-1.700	-22.46	USD	-23.38
		Nissan Motor	410.300	06:15	-0.39	411.900	-0.39	504.100	-92.200	-18.29	JPY	-26.24
		Peugeot	13.825	12:25	3.21	13.395	3.21	17.805	-4.410	-24.77	EUR	-26.25
		Mitsubishi Motors	307.000	06:15	1.32	303.000	1.32	404.000	-101.000	-25.00	JPY	-26.41
		Tata Motors	96.500	10:00	7.76	89.550	7.76	150.650	-61.100	-40.56	INR	-27.10
		⇓instrument	freshest		⇓ Δday	6/01/20	⇓ Δwk	2/24/20	prc diff	⇓ Δ14	Curr	∅-RS
		STS	3.250	07:27	0.78	3.225	0.78	4.720	-1.495	-31.67	EUR	-29.07
		Renault	22.035	12:25	2.70	21.455	2.70	29.585	-8.130	-27.48	EUR	-34.87
		Traton	15.718	08:10	3.83	15.138	3.83	20.860	-5.722	-27.43	EUR	-na-
Automotive - 52 out of 52 instruments rated - 6/01/20 / 2/24/20 - 3 did rise, Market-Ratio(14) = 5.77 %

Technical Chart

	Automotive RS = 14 - B/S = 46/46

1/04/16	scale up chart	6/01/20

Transactions Automotive Industry * L14 - 46 ex 4 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
long	1/02/06	5/22/06	140		Mahindra & Mahindra	100	781	INR	12.793	14.809	2.016	16	11,574	46
5/22/06		5/29/06	7		- cash -
	5/29/06	6/05/06	7		CIE Automotive	100	2,249	EUR	5.146	4.816	-0.330	-6	10,832	-97
6/05/06		8/28/06	84		- cash -
	8/28/06	9/25/06	28		SAIC Motor Corp	100	2,668	CNY	4.060	3.910	-0.150	-4	10,432	-39
	9/25/06	11/06/06	42		CIE Automotive	100	1,871	EUR	5.575	6.163	0.589	11	11,534	139
	11/06/06	12/18/06	42		Eicher Motors	100	289	INR	39.800	36.055	-3.745	-9	10,451	-58
	12/18/06	8/13/07	238		SAIC Motor Corp	100	1,658	CNY	6.300	17.840	11.540	183	29,585	393
8/13/07		11/05/07	84		- cash -
	11/05/07	11/12/07	7		SAIC Motor Corp	100	1,630	CNY	18.150	16.530	-1.620	-9	26,944	-99
11/12/07		4/28/08	168		- cash -
	4/28/08	5/12/08	14		Hyundai Motor	100	320	KRW	83.979	87.009	3.031	4	27,914	152
5/12/08		5/19/08	7		- cash -
	5/19/08	5/26/08	7		Nokian Tyres	100	894	EUR	31.190	31.750	0.560	2	28,414	153
5/26/08		6/16/08	21		- cash -
	6/16/08	6/30/08	14		Nokian Tyres	100	926	EUR	30.680	30.630	-0.050	0	28,368	-4
6/30/08		3/16/09	259		- cash -
	3/16/09	8/31/09	168		SAIC Motor Corp	100	4,052	CNY	7.000	12.660	5.660	81	51,302	262
	8/31/09	9/21/09	21		Ford Motor	100	6,750	USD	7.600	6.830	-0.770	-10	46,105	-84
	9/21/09	1/25/10	126		Tata Motors	100	3,848	INR	11.979	15.364	3.385	28	59,130	106
1/25/10		2/01/10	7		- cash -
	2/01/10	2/15/10	14		Ford Motor	100	5,317	USD	11.120	11.320	0.200	2	60,194	59
2/15/10		3/01/10	14		- cash -
	3/01/10	5/03/10	63		Ford Motor	100	4,850	USD	12.410	13.300	0.890	7	64,510	49
	5/03/10	7/05/10	63		Plastic Omnium	100	17,463	EUR	3.694	3.759	0.065	2	65,645	11
7/05/10		7/12/10	7		- cash -
	7/12/10	9/27/10	77		Plastic Omnium	100	16,497	EUR	3.979	4.288	0.309	8	70,743	43
	9/27/10	12/06/10	70		Bertrandt	100	1,650	EUR	42.860	48.500	5.640	13	80,049	91
	12/06/10	12/20/10	14		Volkswagen	100	582	EUR	137.400	126.200	-11.200	-8	73,531	-89
	12/20/10	1/24/11	35		Bertrandt	100	1,317	EUR	55.830	50.070	-5.760	-10	65,945	-68
	1/24/11	3/14/11	49		Kia Motor	100	1,150	KRW	57.300	60.900	3.600	6	70,085	57
3/14/11		5/02/11	49		- cash -
	5/02/11	5/23/11	21		Kia Motor	100	966	KRW	72.500	75.100	2.600	4	72,596	84
5/23/11		5/30/11	7		- cash -
	5/30/11	6/06/11	7		Kia Motor	100	993	KRW	73.100	70.500	-2.600	-4	70,014	-85
6/06/11		6/20/11	14		- cash -
	6/20/11	8/01/11	42		Kia Motor	100	997	KRW	70.200	72.800	2.600	4	72,607	37
8/01/11		11/14/11	105		- cash -
	11/14/11	11/21/11	7		Eicher Motors	100	432	INR	168.030	163.050	-4.980	-3	70,455	-79
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
11/21/11		11/28/11	7		- cash -
	11/28/11	12/19/11	21		Eicher Motors	100	437	INR	161.150	142.970	-18.180	-11	62,511	-88
12/19/11		1/02/12	14		- cash -
	1/02/12	2/20/12	49		Eicher Motors	100	418	INR	149.530	173.610	24.080	16	72,576	204
	2/20/12	5/14/12	84		Tata Motors	100	2,649	INR	27.390	29.020	1.630	6	76,894	29
5/14/12		8/13/12	91		- cash -
	8/13/12	10/22/12	70		Continental	100	944	EUR	81.390	75.650	-5.740	-7	71,475	-32
	10/22/12	11/12/12	21		Mahindra & Mahindra	100	1,625	INR	43.980	45.318	1.338	3	73,649	68
11/12/12		11/19/12	7		- cash -
	11/19/12	12/03/12	14		Mahindra & Mahindra	100	1,543	INR	47.708	46.505	-1.203	-3	71,793	-49
	12/03/12	1/14/13	42		Eicher Motors	100	255	INR	280.860	276.450	-4.410	-2	70,669	-13
	1/14/13	11/18/13	308		Mazda Motor	100	6,867	JPY	10.290	22.280	11.990	117	153,004	150
	11/18/13	1/27/14	70		Tesla Motors	100	1,258	USD	121.580	169.620	48.040	40	213,438	468
1/27/14		2/10/14	14		- cash -
	2/10/14	4/28/14	77		Tesla Motors	100	1,085	USD	196.560	198.510	1.950	1	215,554	5
	4/28/14	9/29/14	154		Eicher Motors	100	351	INR	612.730	1,128.080	515.350	84	396,442	325
9/29/14		11/03/14	35		- cash -
	11/03/14	12/15/14	42		Eicher Motors	100	311	INR	1,273.960	1,421.120	147.160	12	442,209	159
12/15/14		12/22/14	7		- cash -
	12/22/14	4/20/15	119		Eicher Motors	100	300	INR	1,473.720	1,476.200	2.480	0	442,953	1
	4/20/15	6/22/15	63		Fiat Chrysler	100	44,231	EUR	10.014	9.240	-0.774	-8	408,722	-37
6/22/15		11/02/15	133		- cash -
	11/02/15	11/09/15	7		Nokian Tyres	100	12,092	EUR	33.800	33.810	0.010	0	408,843	2
11/09/15		11/23/15	14		- cash -
	11/23/15	1/11/16	49		Nokian Tyres	100	11,444	EUR	35.725	29.320	-6.405	-18	335,544	-77
1/11/16		4/18/16	98		- cash -
	4/18/16	5/30/16	42		Hankook Tire	100	6,225	KRW	53.900	50.400	-3.500	-6	313,756	-44
	5/30/16	6/13/16	14		Brembo	100	30,760	EUR	10.200	9.966	-0.234	-2	306,558	-45
6/13/16		7/18/16	35		- cash -
	7/18/16	7/25/16	7		Tata Motors	100	6,246	INR	49.075	50.855	1.780	4	317,676	541
7/25/16		8/08/16	14		- cash -
	8/08/16	11/21/16	105		Tata Motors	100	6,173	INR	51.455	45.850	-5.605	-11	283,077	-33
	11/21/16	4/03/17	133		Suzuki Motor	100	7,295	JPY	38.800	45.910	7.110	18	334,944	59
	4/03/17	8/14/17	133		Ferrari	100	4,861	EUR	68.900	93.350	24.450	35	453,795	130
8/14/17		9/04/17	21		- cash -
	9/04/17	12/04/17	91		Ferrari	100	4,666	EUR	97.250	88.400	-8.850	-9	412,501	-32
	12/04/17	2/12/18	70		Faurecia	100	6,463	EUR	63.820	67.500	3.680	6	436,285	34
2/12/18		2/19/18	7		- cash -
	2/19/18	3/05/18	14		Fiat Chrysler	100	24,579	EUR	17.750	16.156	-1.594	-9	397,106	-91
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
3/05/18		5/21/18	77		- cash -
	5/21/18	5/28/18	7		Fiat Chrysler	100	20,862	EUR	19.034	18.366	-0.668	-4	383,170	-84
5/28/18		6/11/18	14		- cash -
	6/11/18	6/25/18	14		CIE Automotive	100	11,986	EUR	31.967	26.615	-5.352	-17	319,027	-99
6/25/18		1/28/19	217		- cash -
	1/28/19	2/11/19	14		Kia Motor	100	9,154	KRW	34.850	35.900	1.050	3	328,639	117
2/11/19		2/25/19	14		- cash -
	2/25/19	5/13/19	77		Kia Motor	100	9,205	KRW	35.700	42.350	6.650	19	389,852	125
5/13/19		7/01/19	49		- cash -
	7/01/19	7/08/19	7		Ferrari	100	2,706	EUR	144.050	148.300	4.250	3	401,353	355
7/08/19		9/09/19	63		- cash -
	9/09/19	9/30/19	21		Ferrari	100	2,743	EUR	146.300	141.550	-4.750	-3	388,324	-44
9/30/19		10/21/19	21		- cash -
	10/21/19	12/16/19	56		Valeo	100	11,922	EUR	32.570	33.400	0.830	3	398,219	18
	12/16/19	1/27/20	42		Tesla Motors	100	1,043	USD	381.500	558.020	176.520	46	582,329	2,624
1/27/20		6/02/20	127		- cash -
accum	1/02/06	1/27/20	3353	days out of 5265 invested (64%)							5,723		582,329	56

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
SAIC Motor Corp	long	8/28/06	9/25/06	28	4.06	3.91	-0.15	-3.69
		12/18/06	8/13/07	238	6.30	17.84	11.54	183.17
		11/05/07	11/12/07	7	18.15	16.53	-1.62	-8.93
		3/16/09	8/31/09	168	7.00	12.66	5.66	80.86	349.20
Mazda Motor		1/14/13	11/18/13	308	10.29	22.28	11.99	116.52	116.52
Tesla Motors		11/18/13	1/27/14	70	121.58	169.62	48.04	39.51
		2/10/14	4/28/14	77	196.56	198.51	1.95	0.99
		12/16/19	1/27/20	42	381.50	558.02	176.52	46.27	106.09
Eicher Motors		11/06/06	12/18/06	42	39.80	36.06	-3.75	-9.41
		11/14/11	11/21/11	7	168.03	163.05	-4.98	-2.96
		11/28/11	12/19/11	21	161.15	142.97	-18.18	-11.28
		1/02/12	2/20/12	49	149.53	173.61	24.08	16.10
		12/03/12	1/14/13	42	280.86	276.45	-4.41	-1.57
		4/28/14	9/29/14	154	612.73	1,128.08	515.35	84.11
		11/03/14	12/15/14	42	1,273.96	1,421.12	147.16	11.55
		12/22/14	4/20/15	119	1,473.72	1,476.20	2.48	0.17	83.35
Kia Motor		1/24/11	3/14/11	49	57.30	60.90	3.60	6.28
		5/02/11	5/23/11	21	72.50	75.10	2.60	3.59
		5/30/11	6/06/11	7	73.10	70.50	-2.60	-3.56
		6/20/11	8/01/11	42	70.20	72.80	2.60	3.70
		1/28/19	2/11/19	14	34.85	35.90	1.05	3.01
		2/25/19	5/13/19	77	35.70	42.35	6.65	18.63	34.56
Tata Motors		9/21/09	1/25/10	126	11.98	15.36	3.39	28.26
		2/20/12	5/14/12	84	27.39	29.02	1.63	5.95
		7/18/16	7/25/16	7	49.08	50.86	1.78	3.63
		8/08/16	11/21/16	105	51.46	45.85	-5.61	-10.89	25.48
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Ferrari		4/03/17	8/14/17	133	68.90	93.35	24.45	35.49
		9/04/17	12/04/17	91	97.25	88.40	-8.85	-9.10
		7/01/19	7/08/19	7	144.05	148.30	4.25	2.95
		9/09/19	9/30/19	21	146.30	141.55	-4.75	-3.25	22.67
Suzuki Motor		11/21/16	4/03/17	133	38.80	45.91	7.11	18.32	18.32
Mahindra & Mahindra		1/02/06	5/22/06	140	12.79	14.81	2.02	15.76
		10/22/12	11/12/12	21	43.98	45.32	1.34	3.04
		11/19/12	12/03/12	14	47.71	46.51	-1.20	-2.52	16.27
Plastic Omnium		5/03/10	7/05/10	63	3.69	3.76	0.07	1.76
		7/12/10	9/27/10	77	3.98	4.29	0.31	7.77	9.66
Faurecia		12/04/17	2/12/18	70	63.82	67.50	3.68	5.77	5.77
Hyundai Motor		4/28/08	5/12/08	14	83.98	87.01	3.03	3.61	3.61
Valeo		10/21/19	12/16/19	56	32.57	33.40	0.83	2.55	2.55
Bertrandt		9/27/10	12/06/10	70	42.86	48.50	5.64	13.16
		12/20/10	1/24/11	35	55.83	50.07	-5.76	-10.32	1.48
Ford Motor		8/31/09	9/21/09	21	7.60	6.83	-0.77	-10.13
		2/01/10	2/15/10	14	11.12	11.32	0.20	1.80
		3/01/10	5/03/10	63	12.41	13.30	0.89	7.17	-1.95
Brembo		5/30/16	6/13/16	14	10.20	9.97	-0.23	-2.29	-2.29
Hankook Tire		4/18/16	5/30/16	42	53.90	50.40	-3.50	-6.49	-6.49
Continental		8/13/12	10/22/12	70	81.39	75.65	-5.74	-7.05	-7.05
Volkswagen		12/06/10	12/20/10	14	137.40	126.20	-11.20	-8.15	-8.15
CIE Automotive		5/29/06	6/05/06	7	5.15	4.82	-0.33	-6.41
		9/25/06	11/06/06	42	5.57	6.16	0.59	10.56
		6/11/18	6/25/18	14	31.97	26.62	-5.35	-16.74	-13.85
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Nokian Tyres		5/19/08	5/26/08	7	31.19	31.75	0.56	1.80
		6/16/08	6/30/08	14	30.68	30.63	-0.05	-0.16
		11/02/15	11/09/15	7	33.80	33.81	0.01	0.03
		11/23/15	1/11/16	49	35.73	29.32	-6.41	-17.93	-16.57
Fiat Chrysler		4/20/15	6/22/15	63	10.01	9.24	-0.77	-7.73
		2/19/18	3/05/18	14	17.75	16.16	-1.59	-8.98
		5/21/18	5/28/18	7	19.03	18.37	-0.67	-3.51	-18.96

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


	is taking down something concerning