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

Assessment - Automotive Industry - 2/06/23 - RS = 22

		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	9/05/22	prc diff	⇓ Δ22	Curr	∅-RS
	L	SOM Automotive	456.977	09:06	0.07	459.593	-0.57	434.636	24.957	5.74	USD	5.34
	L	Renault	40.855	Wed	0.09	39.120	4.44	27.760	11.360	40.92	EUR	39.16
		Mahindra & Mahindra	1,373.050	Wed	0.46	1,376.000	-0.21	1,320.550	55.450	4.20	INR	29.18
		Iveco	7.482	Wed	-0.90	7.531	-0.65	4.937	2.595	52.56	EUR	28.84
	L	Ferrari	247.300	Wed	0.61	243.800	1.44	190.650	53.150	27.88	EUR	24.53
	L	Paccar	71.950	Wed	-2.15	110.440	-34.85	86.470	23.970	27.72	USD	22.44
	L	BMW	98.690	08:51	1.15	97.060	1.68	72.440	24.620	33.99	EUR	22.07
		Mitsubishi Motors	507.000	06:15	-0.39	510.000	-0.59	576.000	-66.000	-11.46	JPY	19.72
	L	Autoliv	959.600	Wed	0.93	947.200	1.31	798.200	149.000	18.67	SEK	18.16
	L	Mercedes-Benz	72.600	09:01	1.13	71.850	1.04	53.640	18.210	33.95	EUR	17.65
	L	Volvo	205.700	Wed	-0.92	206.850	-0.56	165.600	41.250	24.91	SEK	17.45
		Daimler Truck	31.910	09:00	1.92	31.490	1.33	24.705	6.785	27.46	EUR	16.79
		Hella	78.550	Wed	0.38	78.150	0.51	70.200	7.950	11.32	EUR	15.76
	L	Schaeffler	6.620	Wed	-0.60	6.550	1.07	5.010	1.540	30.74	EUR	15.28
	L	Valeo	20.640	Wed	-0.43	20.750	-0.53	17.695	3.055	17.26	EUR	13.96
		Pirelli	4.655	Wed	0.02	4.759	-2.19	3.655	1.104	30.21	EUR	12.00
	L	Magna	87.440	Wed	-0.35	87.450	-0.01	74.150	13.300	17.94	CAD	11.62
	L	Continental	71.160	08:51	0.71	68.980	3.16	54.860	14.120	25.74	EUR	10.86
		Suzuki Motor	4,749.000	06:15	-1.37	4,862.000	-2.32	4,902.000	-40.000	-0.82	JPY	10.56
		Yokohama Rubber	2,090.000	06:15	-0.52	2,122.000	-1.51	2,272.000	-150.000	-6.60	JPY	10.30
	L	Stellantis	15.122	Wed	0.21	15.080	0.28	12.828	2.252	17.56	EUR	10.28
		Eicher Motors	3,228.000	Wed	-1.43	3,260.700	-1.00	3,400.500	-139.800	-4.11	INR	10.13
	L	General Motors	41.570	Wed	0.41	41.340	0.56	38.470	2.870	7.46	USD	9.46
	L	Michelin	29.860	Wed	0.03	30.030	-0.57	23.605	6.425	27.22	EUR	9.37
		Maruti Suzuki	8,834.700	Wed	0.82	8,908.000	-0.82	8,950.050	-42.050	-0.47	INR	7.01
		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	9/05/22	prc diff	⇓ Δ22	Curr	∅-RS
	L	Traton	15.960	Wed	-2.86	16.200	-1.48	13.430	2.770	20.63	EUR	6.88
		Mazda Motor	1,050.000	06:15	-0.38	1,066.000	-1.50	1,181.000	-115.000	-9.74	JPY	5.39
	L	Faurecia	18.780	Wed	0.11	18.825	-0.24	13.190	5.635	42.72	EUR	4.96
	L	Plastic Omnium	17.130	Wed	1.00	16.810	1.90	17.680	-0.870	-4.92	EUR	4.85
		Bajaj Auto	3,880.300	Wed	0.02	3,849.100	0.81	3,956.650	-107.550	-2.72	INR	4.01
	L	Tata Motors	440.100	Wed	1.07	442.000	-0.43	459.000	-17.000	-3.70	INR	3.58
	L	Great Wall Motor	31.630	07:00	1.02	31.500	0.41	31.190	0.310	0.99	CNY	2.55
		Hankook Tire	36,550.000	06:30	-2.14	35,550.000	2.81	39,600.000	-4,050.000	-10.23	KRW	2.53
		Isuzu Motors	1,580.000	06:15	-0.69	1,614.000	-2.11	1,696.000	-82.000	-4.83	JPY	1.75
	L	GS Yuasa	2,445.000	06:15	1.75	2,258.000	8.28	2,458.000	-200.000	-8.14	JPY	0.58
	L	Denso	7,354.000	06:15	0.16	7,366.000	-0.16	7,200.000	166.000	2.31	JPY	0.05
	L	Cdn Tire	162.070	Wed	-0.64	163.650	-0.97	157.650	6.000	3.81	CAD	0.02
	S	Bridgestone	4,828.000	06:15	-0.80	4,855.000	-0.56	5,205.000	-350.000	-6.72	JPY	-1.87
		Honda Motor	3,200.000	06:15	-0.31	3,258.000	-1.78	3,620.000	-362.000	-10.00	JPY	-2.13
		Hyundai Mobis	206,500.000	06:30	-0.48	205,500.000	0.49	214,500.000	-9,000.000	-4.20	KRW	-2.39
	L	Hyundai Motor	172,600.000	06:30	-0.06	170,700.000	1.11	200,000.000	-29,300.000	-14.65	KRW	-3.47
	L	Ford Motor	13.420	Wed	-0.22	13.140	2.13	15.160	-2.020	-13.32	USD	-4.06
	L	Kia Motor	71,700.000	06:30	0.28	70,500.000	1.70	81,000.000	-10,500.000	-12.96	KRW	-4.12
	L	Nokian Tyres	9.370	Wed	-8.23	11.325	-17.26	10.090	1.235	12.24	EUR	-4.40
	L	Nissan Motor	472.700	06:15	-0.08	472.400	0.06	530.000	-57.600	-10.87	JPY	-5.19
		Toyota	1,901.000	06:15	0.18	1,913.500	-0.65	2,037.000	-123.500	-6.06	JPY	-6.58
	L	SAIC Motor Corp	14.900	07:00	0.34	14.850	0.34	15.210	-0.360	-2.37	CNY	-6.81
	L	Volkswagen	130.480	09:03	0.91	130.340	0.11	143.500	-13.160	-9.17	EUR	-7.37
		Tesla Motors	201.290	Wed	2.28	194.760	3.35	270.210	-75.450	-27.92	USD	-12.95
		Hino Motors	549.000	06:15	-0.18	560.000	-1.96	630.000	-70.000	-11.11	JPY	-14.79
		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	9/05/22	prc diff	⇓ Δ22	Curr	∅-RS
	L	Lucid	11.530	Wed	-0.35	11.960	-3.60	14.610	-2.650	-18.14	USD	-15.28
		KATEK	13.900	Wed	3.73	13.700	1.46	17.850	-4.150	-23.25	EUR	-21.29
		Rivian Automotive	20.080	Wed	0.85	20.220	-0.69	33.220	-13.000	-39.13	USD	-32.94
		Leoni	3.212	09:06	0.63	3.110	3.28	6.955	-3.845	-55.28	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 / 9/05/22 - 25 did rise, Market-Ratio(22) = 47.17 %

Technical Chart

	Automotive RS = 22 - B/S = 46/46

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

Transactions Automotive Industry * S22 - 46 ex 13 (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		7/10/06	189		- cash -
short	7/10/06	10/16/06	98		Kia Motor	100	740	KRW	13.500	15.100	11.900	-1.600	-12	8,816	-37
10/16/06		9/10/07	329		- cash -
	9/10/07	9/17/07	7		Mazda Motor	100	320	JPY	27.470	26.570	28.401	0.931	3	9,114	468
9/17/07		11/12/07	56		- cash -
	11/12/07	1/21/08	70		Kia Motor	100	902	KRW	10.100	10.050	10.150	0.050	0	9,159	3
	1/21/08	8/18/08	210		Faurecia	100	286	EUR	32.000	26.420	38.759	6.759	21	11,092	40
8/18/08		8/25/08	7		- cash -
	8/25/08	10/27/08	63		SAIC Motor Corp	100	2,240	CNY	4.950	3.860	6.348	1.398	28	14,223	322
	10/27/08	3/30/09	154		Tata Motors	100	5,077	INR	2.801	3.446	2.156	-0.645	-23	10,948	-46
3/30/09		2/15/10	322		- cash -
	2/15/10	3/08/10	21		Mitsubishi Motors	100	925	JPY	11.830	11.940	11.720	-0.110	-1	10,847	-15
3/08/10		5/09/11	427		- cash -
	5/09/11	5/30/11	21		Mitsubishi Motors	100	1,128	JPY	9.610	9.380	9.846	0.236	2	11,112	52
5/30/11		6/06/11	7		- cash -
	6/06/11	6/27/11	21		Mitsubishi Motors	100	1,185	JPY	9.370	9.710	9.030	-0.340	-4	10,709	-47
6/27/11		8/01/11	35		- cash -
	8/01/11	11/28/11	119		Volvo	100	130	SEK	81.850	77.950	85.945	4.095	5	11,242	16
	11/28/11	1/09/12	42		Stellantis	100	4,690	EUR	2.397	2.489	2.305	-0.092	-4	10,810	-29
1/09/12		6/25/12	168		- cash -
	6/25/12	7/02/12	7		Faurecia	100	882	EUR	12.250	13.390	11.110	-1.140	-9	9,805	-99
7/02/12		7/09/12	7		- cash -
	7/09/12	9/17/12	70		Mazda Motor	100	1,988	JPY	4.930	4.920	4.940	0.010	0	9,825	1
9/17/12		9/24/12	7		- cash -
	9/24/12	10/22/12	28		Mazda Motor	100	2,081	JPY	4.720	4.960	4.480	-0.240	-5	9,325	-49
10/22/12		8/11/14	658		- cash -
	8/11/14	8/18/14	7		Nokian Tyres	100	394	EUR	23.667	24.374	22.960	-0.707	-3	9,047	-79
8/18/14		9/08/14	21		- cash -
	9/08/14	9/15/14	7		Hankook Tire	100	180	KRW	50.200	50.900	49.500	-0.700	-1	8,921	-52
9/15/14		10/13/14	28		- cash -
	10/13/14	11/03/14	21		Leoni	100	227	EUR	39.295	45.860	32.730	-6.565	-17	7,430	-96
11/03/14		7/27/15	266		- cash -
	7/27/15	2/15/16	203		Tata Motors	100	196	INR	37.760	31.645	45.057	7.297	19	8,861	37
	2/15/16	6/20/16	126		Leoni	100	303	EUR	29.165	29.830	28.500	-0.665	-2	8,659	-6
6/20/16		6/27/16	7		- cash -
	6/27/16	7/11/16	14		Mitsubishi Motors	100	1,800	JPY	4.810	4.630	4.997	0.187	4	8,996	170
7/11/16		8/08/16	28		- cash -
	8/08/16	8/15/16	7		Mitsubishi Motors	100	1,885	JPY	4.770	4.760	4.780	0.010	0	9,015	12
8/15/16		9/26/16	42		- cash -
	9/26/16	10/03/16	7		Mitsubishi Motors	100	1,893	JPY	4.760	4.660	4.862	0.102	2	9,208	202
10/03/16		8/14/17	315		- cash -
	8/14/17	8/28/17	14		Tata Motors	100	245	INR	37.580	38.000	37.160	-0.420	-1	9,105	-25
8/28/17		3/26/18	210		- cash -
	3/26/18	4/23/18	28		Tata Motors	100	273	INR	33.235	33.405	33.065	-0.170	-1	9,058	-6
4/23/18		5/14/18	21		- cash -
	5/14/18	3/18/19	308		Tata Motors	100	279	INR	32.360	18.030	58.079	25.719	79	16,234	100
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
3/18/19		3/25/19	7		- cash -
	3/25/19	4/01/19	7		Leoni	100	945	EUR	17.175	17.905	16.445	-0.730	-4	15,544	-90
4/01/19		5/20/19	49		- cash -
	5/20/19	5/27/19	7		Leoni	100	1,071	EUR	14.510	13.885	15.163	0.653	5	16,244	893
5/27/19		6/03/19	7		- cash -
	6/03/19	10/21/19	140		Leoni	100	1,247	EUR	13.025	12.075	14.050	1.025	8	17,522	22
10/21/19		2/17/20	119		- cash -
	2/17/20	8/10/20	175		Renault	100	530	EUR	33.030	24.080	45.307	12.277	37	24,028	93
8/10/20		8/23/21	378		- cash -
	8/23/21	8/30/21	7		Valeo	100	1,003	EUR	23.950	23.850	24.050	0.100	0	24,129	24
8/30/21		9/20/21	21		- cash -
	9/20/21	9/27/21	7		Valeo	100	1,155	EUR	20.890	24.080	17.700	-3.190	-15	20,444	-100
9/27/21		11/29/21	63		- cash -
	11/29/21	12/27/21	28		Plastic Omnium	100	952	EUR	21.460	22.820	20.100	-1.360	-6	19,150	-57
12/27/21		2/28/22	63		- cash -
	2/28/22	8/08/22	161		Nokian Tyres	100	1,126	EUR	17.000	11.205	25.792	8.792	52	29,050	157
8/08/22		8/29/22	21		- cash -
	8/29/22	9/12/22	14		Faurecia	100	2,006	EUR	14.480	15.190	13.770	-0.710	-5	27,625	-73
9/12/22		9/26/22	14		- cash -
	9/26/22	11/14/22	49		Faurecia	100	2,217	EUR	12.460	17.245	7.675	-4.785	-38	17,017	-97
11/14/22		12/19/22	35		- cash -
	12/19/22	2/06/23	49		Lucid	100	2,353	USD	7.230	11.960	2.500	-4.730	-65	5,887	-100
accum	7/10/06	2/06/23	2320	days out of 6247 invested (37%)								-41		5,887	-8

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Tata Motors	short	10/27/08	3/30/09	154	2.80	3.45	2.16	-0.65	-23.03
		7/27/15	2/15/16	203	37.76	31.65	45.06	7.30	19.32
		8/14/17	8/28/17	14	37.58	38.00	37.16	-0.42	-1.12
		3/26/18	4/23/18	28	33.24	33.41	33.07	-0.17	-0.51
		5/14/18	3/18/19	308	32.36	18.03	58.08	25.72	79.48	62.17
Nokian Tyres		8/11/14	8/18/14	7	23.67	24.37	22.96	-0.71	-2.99
		2/28/22	8/08/22	161	17.00	11.21	25.79	8.79	51.72	47.19
Renault		2/17/20	8/10/20	175	33.03	24.08	45.31	12.28	37.17	37.17
SAIC Motor Corp		8/25/08	10/27/08	63	4.95	3.86	6.35	1.40	28.24	28.24
Volvo		8/01/11	11/28/11	119	81.85	77.95	85.95	4.10	5.00	5.00
Mitsubishi Motors		2/15/10	3/08/10	21	11.83	11.94	11.72	-0.11	-0.93
		5/09/11	5/30/11	21	9.61	9.38	9.85	0.24	2.45
		6/06/11	6/27/11	21	9.37	9.71	9.03	-0.34	-3.63
		6/27/16	7/11/16	14	4.81	4.63	5.00	0.19	3.89
		8/08/16	8/15/16	7	4.77	4.76	4.78	0.01	0.21
		9/26/16	10/03/16	7	4.76	4.66	4.86	0.10	2.14	4.02
Hankook Tire		9/08/14	9/15/14	7	50.20	50.90	49.50	-0.70	-1.39	-1.39
Mazda Motor		9/10/07	9/17/07	7	27.47	26.57	28.40	0.93	3.39
		7/09/12	9/17/12	70	4.93	4.92	4.94	0.01	0.20
		9/24/12	10/22/12	28	4.72	4.96	4.48	-0.24	-5.08	-1.67
Stellantis		11/28/11	1/09/12	42	2.40	2.49	2.30	-0.09	-3.84	-3.84
Plastic Omnium		11/29/21	12/27/21	28	21.46	22.82	20.10	-1.36	-6.34	-6.34
Kia Motor		7/10/06	10/16/06	98	13.50	15.10	11.90	-1.60	-11.85
		11/12/07	1/21/08	70	10.10	10.05	10.15	0.05	0.50	-11.41
Leoni		10/13/14	11/03/14	21	39.30	45.86	32.73	-6.57	-16.71
		2/15/16	6/20/16	126	29.17	29.83	28.50	-0.66	-2.28
		3/25/19	4/01/19	7	17.18	17.91	16.45	-0.73	-4.25
		5/20/19	5/27/19	7	14.51	13.89	15.16	0.65	4.50
		6/03/19	10/21/19	140	13.03	12.08	14.05	1.02	7.87	-12.15
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Valeo		8/23/21	8/30/21	7	23.95	23.85	24.05	0.10	0.42
		9/20/21	9/27/21	7	20.89	24.08	17.70	-3.19	-15.27	-14.92
Faurecia		1/21/08	8/18/08	210	32.00	26.42	38.76	6.76	21.12
		6/25/12	7/02/12	7	12.25	13.39	11.11	-1.14	-9.31
		8/29/22	9/12/22	14	14.48	15.19	13.77	-0.71	-4.90
		9/26/22	11/14/22	49	12.46	17.25	7.68	-4.79	-38.40	-35.65
Lucid		12/19/22	2/06/23	49	7.23	11.96	2.50	-4.73	-65.42	-65.42

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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