Share-o-matic - Assessment Auto Makers (Automotive Producers)

Assessment - Automotive Producers - 11/29/21 - RS = 26

		⇓instrument	freshest		⇓ Δday	11/29/21	⇓ Δwk	5/31/21	prc diff	⇓ Δ26	Curr	∅-RS
		SOM Auto Makers	588.645	Fri	-0.18	592.495	-0.65	593.228	-0.733	-0.12	USD	4.96
	L	Tesla Motors	1,014.970	Fri	-6.42	1,136.990	-10.73	625.220	511.770	81.85	USD	58.10
	L	Ford Motor	19.140	Fri	-3.67	19.670	-2.69	14.530	5.140	35.38	USD	56.30
		Tata Motors	480.100	Fri	0.21	461.450	4.04	318.750	142.700	44.77	INR	55.86
	L	Mitsubishi Motors	351.000	Fri	2.33	383.000	-8.36	304.000	79.000	25.99	JPY	33.99
	L	Ferrari	229.300	Fri	-0.52	235.800	-2.76	172.950	62.850	36.34	EUR	31.09
		Isuzu Motors	1,535.000	Fri	1.59	1,585.000	-3.15	1,443.000	142.000	9.84	JPY	25.71
		Daimler	85.630	Fri	-0.56	82.800	3.42	76.170	6.630	8.70	EUR	16.82
		Toyota	2,079.000	Fri	1.64	2,012.000	3.33	1,823.000	189.000	10.37	JPY	13.45
		General Motors	59.710	Fri	-2.15	59.860	-0.25	59.310	0.550	0.93	USD	11.79
		Mazda Motor	933.000	Fri	3.32	953.000	-2.10	935.000	18.000	1.93	JPY	6.72
		Mahindra & Mahindra	836.950	Fri	-1.48	850.800	-1.63	807.950	42.850	5.30	INR	6.61
		BMW	87.500	Fri	-1.05	85.780	2.01	86.700	-0.920	-1.06	EUR	5.47
		Nissan Motor	564.500	Fri	4.06	593.500	-4.89	539.100	54.400	10.09	JPY	4.06
		Stellantis	15.744	Fri	-1.16	15.568	1.13	16.258	-0.690	-4.24	EUR	1.21
		Maruti Suzuki	7,208.700	Fri	-1.59	7,149.500	0.83	7,086.300	63.200	0.89	INR	-0.84
		Hino Motors	967.000	Fri	2.65	968.000	-0.10	1,018.000	-50.000	-4.91	JPY	-1.33
	S	Kia Motor	82,500.000	Fri	1.10	79,200.000	4.17	85,600.000	-6,400.000	-7.48	KRW	-1.91
		Suzuki Motor	4,603.000	Fri	1.72	4,725.000	-2.58	4,743.000	-18.000	-0.38	JPY	-2.42
	L	Paccar	85.670	Fri	2.04	86.120	-0.52	91.560	-5.440	-5.94	USD	-2.84
	S	Porsche	74.160	Fri	-0.99	75.000	-1.12	92.500	-17.500	-18.92	EUR	-3.39
	S	Honda Motor	3,199.000	Fri	0.53	3,124.000	2.40	3,353.000	-229.000	-6.83	JPY	-4.29
		Volvo	197.180	Fri	-1.39	198.320	-0.57	217.100	-18.780	-8.65	SEK	-4.37
		SAIC Motor Corp	20.520	Fri	-0.34	20.090	2.14	20.280	-0.190	-0.94	CNY	-4.64
		Eicher Motors	2,455.550	Fri	0.16	2,413.400	1.75	2,676.150	-262.750	-9.82	INR	-8.19
		⇓instrument	freshest		⇓ Δday	11/29/21	⇓ Δwk	5/31/21	prc diff	⇓ Δ26	Curr	∅-RS
		Hyundai Motor	206,000.000	Fri	0.24	200,500.000	2.74	235,000.000	-34,500.000	-14.68	KRW	-8.88
	S	Bajaj Auto	3,287.850	Fri	-1.22	3,298.200	-0.31	4,192.800	-894.600	-21.34	INR	-12.61
	S	Volkswagen	165.320	Fri	-0.74	164.520	0.49	228.400	-63.880	-27.97	EUR	-13.41
	S	Traton	19.920	Fri	-2.45	20.940	-4.87	27.400	-6.460	-23.58	EUR	-13.77
		Renault	28.715	Fri	-1.10	29.145	-1.48	33.835	-4.690	-13.86	EUR	-14.62
Auto Makers - 29 out of 29 instruments rated - 11/29/21 / 5/31/21 - 13 did rise, Market-Ratio(26) = 44.83 %

Technical Chart

	Auto Makers RS = 26 - B/S = 60/40

1/02/17	scale up chart	11/29/21

Transactions Automotive Producers * 26 - 60/40 (2)

														⇐
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		8/13/07	588		- cash -
short	8/13/07	9/17/07	35		Mazda Motor	50	164	JPY	30.400	26.570	34.782	4.382	14	10,719	307
					Mahindra & Mahindra	50	308	INR	16.249	19.280	13.218	-3.031	-19	9,785	-88
100							-2							-20
long	9/17/07	11/12/07	56		Volkswagen	50	53	EUR	92.200	115.330		23.130	25	11,011	330
					SAIC Motor Corp	50	212	CNY	23.030	16.530		-6.500	-28	9,633	-88
100							-2							-10
short	11/12/07	4/20/09	525		Toyota	50	394	JPY	12.200	7.550	19.714	7.514	62	12,593	40
					Kia Motor	50	477	KRW	10.100	10.250	9.950	-0.150	-1	12,522	-1
100							30							20
long	4/20/09	5/23/11	763		SAIC Motor Corp	50	723	CNY	8.650	16.010		7.360	85	17,843	34
					Maruti Suzuki	50	78	INR	80.225	121.560		41.335	52	21,067	22
100							68							28
short	5/23/11	2/06/12	259		Mazda Motor	50	1,109	JPY	9.490	6.960	12.940	3.450	36	24,893	55
					Mitsubishi Motors	50	1,098	JPY	9.600	9.620	9.580	-0.020	0	24,871	0
100							18							26
long	2/06/12	7/23/12	168		Hino Motors	50	2,364	JPY	5.260	5.200		-0.060	-1	24,729	-2
					Tata Motors	50	495	INR	25.105	21.600		-3.505	-14	22,994	-28
100							-8							-16
short	7/23/12	11/19/12	119		Peugeot	50	2,137	EUR	5.380	3.865	7.489	2.109	39	27,501	176
					Mazda Motor	50	2,538	JPY	4.530	6.110	2.950	-1.580	-35	23,491	-73
100							2							7
long	11/19/12	8/17/15	1001		Mahindra & Mahindra	50	246	INR	47.708	67.585		19.878	42	28,381	14
					Maruti Suzuki	50	78	INR	149.415	454.235		304.820	204	52,157	50
100							123							34
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	8/17/15	8/08/16	357		Hyundai Motor	50	181	KRW	143.500	133.000	154.829	11.329	8	54,207	8
					Tata Motors	50	735	INR	35.595	51.455	19.735	-15.860	-45	42,550	-45
100							-18							-19
long	8/08/16	10/24/16	77		SAIC Motor Corp	50	904	CNY	23.520	22.200		-1.320	-6	41,357	-24
					Tata Motors	50	413	INR	51.455	54.750		3.295	6	42,718	34
100							0							2
short	10/24/16	11/07/16	14		Fiat Chrysler	50	3,714	EUR	5.750	6.670	4.830	-0.920	-16	39,301	-99
					Mitsubishi Motors	50	4,404	JPY	4.850	5.850	3.850	-1.000	-21	34,897	-100
100							-18							-99
long	11/07/16	8/21/17	287		Maruti Suzuki	50	29	INR	589.615	750.380		160.765	27	39,559	36
					Tata Motors	50	334	INR	53.195	37.535		-15.660	-29	34,328	-36
100							-2							-2
short	8/21/17	9/18/17	28		Ford Motor	50	1,623	USD	10.570	11.630	9.510	-1.060	-10	32,608	-75
					Tata Motors	50	457	INR	37.535	40.495	34.575	-2.960	-8	31,255	-66
100							-9							-71
long	9/18/17	5/07/18	231		Fiat Chrysler	50	1,108	EUR	14.100	19.228		5.128	36	36,937	63
					Ferrari	50	166	EUR	93.900	118.050		24.150	26	40,946	44
100							31							53
short	5/07/18	4/15/19	343		Tesla Motors	50	338	USD	60.554	53.276	68.826	8.272	14	43,742	15
					Tata Motors	50	611	INR	33.515	23.175	48.468	14.953	45	52,879	48
100							29							31
long	4/15/19	5/27/19	42		Peugeot	50	1,097	EUR	24.090	19.920		-4.170	-17	48,304	-81
					Kia Motor	50	650	KRW	40.650	41.650		1.000	2	48,954	24
100							-7							-49
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	5/27/19	11/11/19	168		Tesla Motors	50	642	USD	38.126	69.018	7.234	-30.892	-81	29,121	-97
					Mitsubishi Motors	50	5,026	JPY	4.870	5.090	4.650	-0.220	-5	28,016	-10
100							-43							-70
long	11/11/19	3/09/20	119		Tesla Motors	50	202	USD	69.018	121.600		52.582	76	38,637	468
					Ferrari	50	94	EUR	148.700	124.700		-24.000	-16	36,381	-42
100							30							123
short	3/09/20	9/07/20	182		Renault	50	925	EUR	19.660	25.160	14.160	-5.500	-28	31,294	-48
					Nissan Motor	50	4,675	JPY	3.892	4.199	3.585	-0.307	-8	29,859	-15
100							-18							-33
long	9/07/20	9/20/21	378		Tesla Motors	50	35	USD	418.320	730.170		311.850	75	40,773	71
					Hyundai Motor	50	89	KRW	170.000	209.000		39.000	23	44,244	22
100							48							46
short	9/20/21	9/27/21	7		Paccar	50	276	USD	79.870	81.560	78.180	-1.690	-2	43,778	-67
					Renault	50	789	EUR	28.125	31.510	24.740	-3.385	-12	41,107	-100
100							-7							-98
long	9/27/21	12/03/21	67		Isuzu Motors	50	1,373	JPY	14.960	15.350		0.390	3	41,643	15
					Tata Motors	50	620	INR	33.165	48.010		14.845	45	50,846	650
100							24							219
accum	8/13/07	12/03/21	5227	days out of 5815 invested (90%)								408		50,846	12

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Maruti Suzuki	long	4/20/09	5/23/11	763	80.23	121.56		41.34	51.52	50	25.76
	long	11/19/12	8/17/15	1001	149.42	454.24		304.82	204.01		102.00
	long	11/07/16	8/21/17	287	589.62	750.38		160.77	27.27		13.63	188.68
Toyota	short	11/12/07	4/20/09	525	12.20	7.55	19.71	7.51	61.59		30.79	30.79
Tesla Motors	short	5/07/18	4/15/19	343	60.55	53.28	68.83	8.27	13.66		6.83
	short	5/27/19	11/11/19	168	38.13	69.02	7.23	-30.89	-81.03		-40.51
	long	11/11/19	3/09/20	119	69.02	121.60		52.58	76.19		38.09
	long	9/07/20	9/20/21	378	418.32	730.17		311.85	74.55		37.27	20.47
SAIC Motor Corp	long	9/17/07	11/12/07	56	23.03	16.53		-6.50	-28.22		-14.11
	long	4/20/09	5/23/11	763	8.65	16.01		7.36	85.09		42.54
	long	8/08/16	10/24/16	77	23.52	22.20		-1.32	-5.61		-2.81	18.99
Hyundai Motor	short	8/17/15	8/08/16	357	143.50	133.00	154.83	11.33	7.89		3.95
	long	9/07/20	9/20/21	378	170.00	209.00		39.00	22.94		11.47	15.87
Volkswagen	long	9/17/07	11/12/07	56	92.20	115.33		23.13	25.09		12.54	12.54
Mahindra & Mahindra	short	8/13/07	9/17/07	35	16.25	19.28	13.22	-3.03	-18.65		-9.33
	long	11/19/12	8/17/15	1001	47.71	67.59		19.88	41.67		20.83	9.56
Peugeot	short	7/23/12	11/19/12	119	5.38	3.87	7.49	2.11	39.20		19.60
	long	4/15/19	5/27/19	42	24.09	19.92		-4.17	-17.31		-8.66	9.25
Fiat Chrysler	short	10/24/16	11/07/16	14	5.75	6.67	4.83	-0.92	-16.00		-8.00
	long	9/18/17	5/07/18	231	14.10	19.23		5.13	36.37		18.18	8.73
Mazda Motor	short	8/13/07	9/17/07	35	30.40	26.57	34.78	4.38	14.41		7.21
	short	5/23/11	2/06/12	259	9.49	6.96	12.94	3.45	36.35		18.18
	short	7/23/12	11/19/12	119	4.53	6.11	2.95	-1.58	-34.88		-17.44	4.60
Ferrari	long	9/18/17	5/07/18	231	93.90	118.05		24.15	25.72		12.86
	long	11/11/19	3/09/20	119	148.70	124.70		-24.00	-16.14		-8.07	3.75
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Isuzu Motors	long	9/27/21	12/03/21	67	14.96	15.35		0.39	2.61		1.30	1.30
Kia Motor	short	11/12/07	4/20/09	525	10.10	10.25	9.95	-0.15	-1.49		-0.74
	long	4/15/19	5/27/19	42	40.65	41.65		1.00	2.46		1.23	0.48
Hino Motors	long	2/06/12	7/23/12	168	5.26	5.20		-0.06	-1.14		-0.57	-0.57
Paccar	short	9/20/21	9/27/21	7	79.87	81.56	78.18	-1.69	-2.12		-1.06	-1.06
Nissan Motor	short	3/09/20	9/07/20	182	3.89	4.20	3.59	-0.31	-7.89		-3.94	-3.94
Ford Motor	short	8/21/17	9/18/17	28	10.57	11.63	9.51	-1.06	-10.03		-5.01	-5.01
Tata Motors	long	2/06/12	7/23/12	168	25.11	21.60		-3.51	-13.96		-6.98
	short	8/17/15	8/08/16	357	35.60	51.46	19.74	-15.86	-44.56		-22.28
	long	8/08/16	10/24/16	77	51.46	54.75		3.30	6.40		3.20
	long	11/07/16	8/21/17	287	53.20	37.54		-15.66	-29.44		-14.72
	short	8/21/17	9/18/17	28	37.54	40.50	34.58	-2.96	-7.89		-3.94
	short	5/07/18	4/15/19	343	33.52	23.18	48.47	14.95	44.62		22.31
	long	9/27/21	12/03/21	67	33.17	48.01		14.85	44.76		22.38	-8.51
Mitsubishi Motors	short	5/23/11	2/06/12	259	9.60	9.62	9.58	-0.02	-0.21		-0.10
	short	10/24/16	11/07/16	14	4.85	5.85	3.85	-1.00	-20.62		-10.31
	short	5/27/19	11/11/19	168	4.87	5.09	4.65	-0.22	-4.52		-2.26	-12.43
Renault	short	3/09/20	9/07/20	182	19.66	25.16	14.16	-5.50	-27.98		-13.99
	short	9/20/21	9/27/21	7	28.13	31.51	24.74	-3.39	-12.04		-6.02	-19.16

Annotations

9/29/21	Toyota	stock split 1:5 (five for one)
12/21/17	Mahindra & Mahindra	stock split 1:2 (two for one)
3/13/15	Auto Producers	first full analysis, the Mixed Cut looks pretty good, no overlaps.


	is taking down something concerning