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

Assessment - Automotive Producers - 5/16/22 - RS = 26

		⇓instrument	freshest		⇓ Δday	5/16/22	Δwk	11/15/21	prc diff	⇓ Δ26	Curr	⇓∅-RS
	S	SOM Auto Makers	534.849	Fri	0.51	533.134	0.32	634.697	-101.563	-16.00	USD	-7.84
	S	Hino Motors	699.000	Fri	1.90	667.000	4.80	1,095.000	-428.000	-39.09	JPY	-27.69
	S	Maruti Suzuki	7,586.600	Fri	2.46	7,247.600	4.68	7,503.100	-255.500	-3.41	INR	-2.45
	L	Mazda Motor	1,111.000	Fri	-0.98	1,065.000	4.32	1,093.000	-28.000	-2.56	JPY	12.98
	S	SAIC Motor Corp	16.800	Fri	1.63	16.180	3.83	21.140	-4.960	-23.46	CNY	-16.46
		Daimler Truck	28.030	Fri	-1.16	27.030	3.70				EUR	-na-
		Eicher Motors	2,707.800	Fri	2.16	2,617.950	3.43	2,684.350	-66.400	-2.47	INR	0.67
	L	Mitsubishi Motors	380.000	Fri	0.80	368.000	3.26	402.000	-34.000	-8.46	JPY	16.91
		Tata Motors	418.000	Fri	4.85	405.350	3.12	505.450	-100.100	-19.80	INR	4.38
		Renault	24.175	Fri	0.25	23.590	2.48	34.285	-10.695	-31.19	EUR	-20.91
	L	Bajaj Auto	3,787.800	Fri	2.41	3,715.850	1.94	3,601.150	114.700	3.19	INR	1.13
	L	Hyundai Motor	186,500.000	Fri	2.47	184,000.000	1.36	209,000.000	-25,000.000	-11.96	KRW	-9.37
	S	Honda Motor	3,218.000	Fri	0.63	3,175.000	1.35	3,320.000	-145.000	-4.37	JPY	-6.26
		Isuzu Motors	1,530.000	Fri	1.46	1,517.000	0.86	1,627.000	-110.000	-6.76	JPY	1.95
	S	Volvo	163.100	Fri	-2.07	162.000	0.68	207.900	-45.900	-22.08	SEK	-17.10
	S	Volkswagen	145.680	Fri	0.25	144.740	0.65	188.380	-43.640	-23.17	EUR	-21.07
	S	Nissan Motor	496.900	Fri	2.88	494.700	0.44	648.800	-154.100	-23.75	JPY	-11.77
	L	Mahindra & Mahindra	903.800	Fri	2.41	903.350	0.05	928.400	-25.050	-2.70	INR	10.49
		Toyota	2,048.000	Fri	2.14	2,049.500	-0.07	2,102.000	-52.500	-2.50	JPY	0.65
	S	BMW	77.450	Fri	-0.50	77.660	-0.27	93.480	-15.820	-16.92	EUR	-8.76
	S	Suzuki Motor	3,712.000	Fri	1.48	3,723.000	-0.30	5,174.000	-1,451.000	-28.04	JPY	-18.84
		Mercedes-Benz	63.300	Fri	0.03	63.560	-0.41	88.830	-25.270	-28.45	EUR	-12.25
	S	Ferrari	179.400	Fri	1.30	180.400	-0.55	227.200	-46.800	-20.60	EUR	-6.56
	S	Stellantis	13.540	Fri	0.50	13.682	-1.04	17.950	-4.268	-23.78	EUR	-14.75
		Traton	16.350	Fri	-2.10	16.530	-1.09	23.800	-7.270	-30.55	EUR	-23.67
		⇓instrument	freshest		⇓ Δday	5/16/22	Δwk	11/15/21	prc diff	⇓ Δ26	Curr	⇓∅-RS
	L	Kia Motor	83,900.000	Fri	2.19	85,200.000	-1.53	86,500.000	-1,300.000	-1.50	KRW	4.10
	S	Paccar	79.810	Fri	-1.98	83.280	-4.17	89.250	-5.970	-6.69	USD	-4.34
		Ford Motor	12.500	Fri	-2.72	13.050	-4.21	19.860	-6.810	-34.29	USD	-17.98
	S	General Motors	35.400	Fri	-1.99	37.100	-4.58	62.970	-25.870	-41.08	USD	-28.54
	S	Porsche	71.580	Fri	1.02	75.280	-4.91	84.260	-8.980	-10.66	EUR	-11.56
	S	Tesla Motors	663.900	Fri	-6.42	724.370	-8.35	1,013.390	-289.020	-28.52	USD	-12.07
Auto Makers - 29 out of 30 instruments rated - 5/16/22 / 11/15/21 - 1 did rise, Market-Ratio(26) = 3.45 %

Technical Chart

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

1/01/18	scale up chart	5/16/22

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	12/06/21	70		Isuzu Motors	50	1,373	JPY	14.960	15.060		0.100	1	41,244	4
					Tata Motors	50	620	INR	33.165	46.720		13.555	41	49,648	497
100							21							168
short	12/06/21	1/17/22	42		Traton	50	1,186	EUR	20.920	23.300	18.540	-2.380	-11	46,826	-65
					Bajaj Auto	50	76	INR	324.975	348.975	300.975	-24.000	-7	45,002	-49
100							-9							-58
long	1/17/22	3/07/22	49		Ford Motor	50	893	USD	25.190	15.970		-9.220	-37	36,768	-97
					Tata Motors	50	428	INR	52.500	39.400		-13.100	-25	31,162	-88
100							-31							-94
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	3/07/22	5/20/22	74		Volkswagen	50	113	EUR	136.740	145.680	127.800	-8.940	-7	30,151	-28
					Renault	50	717	EUR	21.890	24.175	19.605	-2.285	-10	28,513	-42
100							-9							-35
accum	8/13/07	5/20/22	5395	days out of 5983 invested (90%)								185		28,513	7

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
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
Volkswagen	long	9/17/07	11/12/07	56	92.20	115.33		23.13	25.09		12.54
	short	3/07/22	5/20/22	74	136.74	145.68	127.80	-8.94	-6.54		-3.27	8.86
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
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
Isuzu Motors	long	9/27/21	12/06/21	70	14.96	15.06		0.10	0.67		0.33	0.33
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
Bajaj Auto	short	12/06/21	1/17/22	42	324.98	348.98	300.98	-24.00	-7.39		-3.69	-3.69
Nissan Motor	short	3/09/20	9/07/20	182	3.89	4.20	3.59	-0.31	-7.89		-3.94	-3.94
Traton	short	12/06/21	1/17/22	42	20.92	23.30	18.54	-2.38	-11.38		-5.69	-5.69
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
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	12/06/21	70	33.17	46.72		13.56	40.87		20.44
	long	1/17/22	3/07/22	49	52.50	39.40		-13.10	-24.95		-12.48	-21.20
Ford Motor	short	8/21/17	9/18/17	28	10.57	11.63	9.51	-1.06	-10.03		-5.01
	long	1/17/22	3/07/22	49	25.19	15.97		-9.22	-36.60		-18.30	-22.40
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
	short	3/07/22	5/20/22	74	21.89	24.18	19.61	-2.29	-10.44		-5.22	-23.38

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