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

Assessment - Automotive Industry - 10/21/19 - RS = 14

		⇓instrument	freshest		⇓ Δday	10/21/19	⇓ Δwk	7/15/19	prc diff	⇓ Δ14	Curr	∅-RS
	L	SOM Automotive	379.702	15:29	0.18	379.040	0.17	376.772	2.268	0.60	USD	-1.53
	L	Valeo	32.640	12:22	0.21	32.570	0.21	25.270	7.300	28.89	EUR	20.54
		Ferrari	141.300	12:34	0.93	140.000	0.93	149.300	-9.300	-6.23	EUR	19.40
	L	Volkswagen	171.260	11:55	0.22	170.880	0.22	154.200	16.680	10.82	EUR	15.22
	L	Faurecia	43.910	08:13	-0.61	44.180	-0.61	38.980	5.200	13.34	EUR	12.68
	L	Peugeot	23.790	12:22	0.21	23.740	0.21	22.230	1.510	6.79	EUR	12.56
	L	Autoliv	777.000	15:29	-1.35	787.600	-1.35	635.600	152.000	23.91	SEK	12.04
		Paccar	74.390	14:30	1.90	73.000	1.90	71.500	1.500	2.10	USD	11.60
	L	Bajaj Auto	3,122.300	09:59	1.14	3,087.050	1.14	2,714.000	373.050	13.75	INR	10.40
		Hyundai Mobis	241,000.000	06:30	1.05	238,500.000	1.05	235,500.000	3,000.000	1.27	KRW	10.30
	L	Hella	44.480	08:12	0.04	44.460	0.04	41.240	3.220	7.81	EUR	9.50
	L	Toyota	7,400.000	Mon	0.43	7,400.000		6,910.000	490.000	7.09	JPY	9.11
	L	Schaeffler	7.950	08:11	0.38	7.920	0.38	6.464	1.456	22.52	EUR	8.65
	L	Maruti Suzuki	7,256.250	10:00	-0.63	7,302.300	-0.63	6,079.700	1,222.600	20.11	INR	8.02
	L	Yokohama Rubber	2,288.000	Mon	-0.31	2,288.000		2,056.000	232.000	11.28	JPY	7.97
		Kia Motor	40,600.000	06:30	0.50	40,400.000	0.50	42,900.000	-2,500.000	-5.83	KRW	7.83
		Volvo	145.050	15:29	0.03	145.000	0.03	147.200	-2.200	-1.49	SEK	7.49
	L	Magna	70.430	14:18	0.40	70.150	0.40	62.730	7.420	11.83	CAD	6.76
	L	Plastic Omnium	24.760	08:17	0.36	24.670	0.36	21.130	3.540	16.75	EUR	5.83
		Michelin	104.400	12:22	0.77	103.600	0.77	111.550	-7.950	-7.13	EUR	4.10
	L	Eicher Motors	19,978.800	09:59	-1.47	20,275.900	-1.47	18,833.800	1,442.100	7.66	INR	2.96
	L	Nokian Tyres	28.500	08:29	-0.28	28.580	-0.28	27.870	0.710	2.55	EUR	2.47
	L	Bridgestone	4,347.000	Mon	0.09	4,347.000		4,237.000	110.000	2.60	JPY	1.99
	L	Denso	4,832.000	Mon	-0.54	4,832.000		4,589.000	243.000	5.30	JPY	1.99
	L	Daimler	49.750	11:54	1.12	49.200	1.12	46.520	2.680	5.76	EUR	0.01
		⇓instrument	freshest		⇓ Δday	10/21/19	⇓ Δwk	7/15/19	prc diff	⇓ Δ14	Curr	∅-RS
	L	Cdn Tire	144.250	14:14	0.15	144.040	0.15	145.220	-1.180	-0.81	CAD	-0.23
	L	Honda Motor	2,895.000	Mon	-0.46	2,895.000		2,847.000	48.000	1.69	JPY	-1.10
	L	Suzuki Motor	4,934.000	Mon	0.41	4,934.000		4,551.000	383.000	8.42	JPY	-1.27
	L	BMW	68.190	11:54	0.52	67.840	0.52	66.660	1.180	1.77	EUR	-1.49
	S	Ford Motor	9.000	14:27	-0.33	9.030	-0.33	10.420	-1.390	-13.34	USD	-1.50
	S	Hyundai Motor	122,000.000	06:30		122,000.000		138,000.000	-16,000.000	-11.59	KRW	-1.71
	L	Hino Motors	944.000	Mon	0.43	944.000		863.000	81.000	9.39	JPY	-2.59
	S	General Motors	35.765	14:27	-0.46	35.930	-0.46	39.360	-3.430	-8.71	USD	-3.19
	L	Tesla Motors	253.650	14:30	0.06	253.500	0.06	253.500	0.000	0.00	USD	-3.62
		Pirelli	5.488	12:33	0.62	5.454	0.62	5.696	-0.242	-4.25	EUR	-3.66
		CIE Automotive	22.100	08:01	0.27	22.040	0.27	22.960	-0.920	-4.01	EUR	-4.63
	L	Fiat Chrysler	11.920	12:34	-0.68	12.002	-0.68	12.570	-0.568	-4.52	EUR	-7.16
		Brembo	9.180	12:33	1.72	9.025	1.72	9.980	-0.955	-9.57	EUR	-7.34
	L	Mahindra & Mahindra	595.800	09:59	0.42	594.200	0.27	631.850	-37.650	-5.96	INR	-7.71
	L	Continental	123.140	11:55	3.32	119.180	3.32	118.200	0.980	0.83	EUR	-7.90
	L	Isuzu Motors	1,249.000	Mon	1.01	1,249.000		1,217.500	31.500	2.59	JPY	-9.81
	S	SAIC Motor Corp	23.260	07:00	0.43	23.160	0.43	24.190	-1.030	-4.26	CNY	-9.81
		GS Yuasa	1,909.000	Mon	0.47	1,909.000		2,091.000	-182.000	-8.70	JPY	-10.92
	L	Hankook Tire	32,850.000	06:30	1.23	32,450.000	1.23	31,950.000	500.000	1.56	KRW	-11.51
		Mazda Motor	987.400	Mon	-0.36	987.400		1,115.000	-127.600	-11.44	JPY	-13.22
		Renault	48.980	12:25	-0.21	49.085	-0.21	52.410	-3.325	-6.34	EUR	-13.23
	L	Mitsubishi Motors	486.000	Mon	-0.82	486.000		501.000	-15.000	-2.99	JPY	-13.69
		Tata Motors	131.750	10:00	-3.73	136.850	-3.73	160.950	-24.100	-14.97	INR	-14.94
	L	Nemak	9.130	14:09	0.44	9.090	0.44	8.750	0.340	3.89	MXN	-15.42
		Nissan Motor	682.600	Mon	-0.97	682.600		775.400	-92.800	-11.97	JPY	-17.65
		⇓instrument	freshest		⇓ Δday	10/21/19	⇓ Δwk	7/15/19	prc diff	⇓ Δ14	Curr	∅-RS
	S	Bertrandt	44.300	08:01	0.11	44.250	0.11	63.400	-19.150	-30.21	EUR	-29.59
	L	Leoni	11.840	08:10	-1.95	12.075	-1.95	13.285	-1.210	-9.11	EUR	-30.44
	S	STS	4.580	07:41	2.92	4.450	2.92	7.080	-2.630	-37.15	EUR	-45.54
		Traton	23.015	08:11	-0.39	23.105	-0.39	27.000	-3.895	-14.43	EUR	-na-
Automotive - 53 out of 53 instruments rated - 10/21/19 / 7/15/19 - 28 did rise, Market-Ratio(14) = 52.83 %

Technical Chart

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

1/05/15	scale up chart	10/21/19

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	6/18/18	7		CIE Automotive	100	11,986	EUR	31.967	31.021	-0.945	-3	371,839	-79
6/18/18		1/28/19	224		- cash -
	1/28/19	2/11/19	14		Kia Motor	100	10,669	KRW	34.850	35.900	1.050	3	383,041	117
2/11/19		2/25/19	14		- cash -
	2/25/19	5/13/19	77		Kia Motor	100	10,729	KRW	35.700	42.350	6.650	19	454,389	125
5/13/19		7/01/19	49		- cash -
	7/01/19	7/08/19	7		Ferrari	100	3,154	EUR	144.050	148.300	4.250	3	467,794	355
7/08/19		9/09/19	63		- cash -
	9/09/19	9/30/19	21		Ferrari	100	3,197	EUR	146.300	141.550	-4.750	-3	452,608	-44
9/30/19		10/21/19	21		- cash -
	10/21/19	10/22/19	1		Valeo	100	13,896	EUR	32.570	32.640	0.070	0	453,581	119
accum	1/02/06	10/22/19	3249	days out of 5041 invested (64%)							4,436		453,581	54

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
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
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	40.90
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
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
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	6/18/18	7	31.97	31.02	-0.95	-2.96	0.41
Valeo		10/21/19	10/22/19	1	32.57	32.64	0.07	0.21	0.21
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
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


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