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

Assessment - Automotive Producers in Japanese yen - 13/03/23 - RS = 26

		⇓instrument	freshest		⇓ Δday	13/03/23	⇓ Δwk	12/09/22	prc diff	⇓ Δ26	∅-RS
	L	SOM Auto Makers	72,662.332	Mon	-0.40	75,002.993	-3.12	83,297.142	-8,294.149	-9.96	1.19
		Iveco	1,218.527	Mon	0.38	1,216.668	0.15	753.140	463.528	61.55	46.93
	L	Renault	5,065.994	Mon	0.17	5,543.567	-8.61	4,419.881	1,123.686	25.42	37.56
	L	Ferrari	34,874.285	Mon	0.79	34,645.508	0.66	28,807.124	5,838.383	20.27	23.23
	L	Stellantis	2,265.756	Mon	0.80	2,316.945	-2.21	1,981.734	335.211	16.92	20.40
	L	Mazda Motor	1,127.000	Mon	-1.40	1,230.000	-8.37	1,236.000	-6.000	-0.49	17.99
	L	BMW	13,670.891	Mon	0.80	13,532.195	1.02	10,931.417	2,600.778	23.79	19.96
	L	Mercedes-Benz	9,886.052	Mon	-0.17	10,249.236	-3.54	8,551.259	1,697.978	19.86	18.92
		Mitsubishi Motors	475.000	Mon	-1.04	521.000	-8.83	627.000	-106.000	-16.91	15.31
	L	Traton	2,432.192	Mon	1.13	2,440.771	-0.35	2,067.131	373.640	18.08	16.29
		Volvo	2,485.609	Mon	0.81	2,540.644	-2.17	2,346.658	193.986	8.27	9.71
		Daimler Truck	4,383.236	Mon	1.64	4,301.734	1.89	3,819.072	482.662	12.64	12.83
		Suzuki Motor	4,452.000	Mon	-1.26	4,760.000	-6.47	5,043.000	-283.000	-5.61	7.68
	L	Kia Motor	8,009.844	Mon	-2.74	8,091.997	-1.02	8,383.611	-291.615	-3.48	6.62
		Mahindra & Mahindra	1,889.359	Mon	-0.33	1,931.106	-2.16	2,325.353	-394.247	-16.95	2.40
	L	Honda Motor	3,308.000	Mon	-1.55	3,507.000	-5.67	3,714.000	-207.000	-5.57	5.38
		Isuzu Motors	1,538.000	Mon	-1.22	1,642.000	-6.33	1,791.000	-149.000	-8.32	2.77
	L	Nissan Motor	461.700	Mon	-1.91	504.600	-8.50	552.900	-48.300	-8.74	2.08
		Maruti Suzuki	13,300.029	Mon	-1.17	13,783.513	-3.51	16,005.500	-2,221.987	-13.88	-2.25
	L	Bajaj Auto	6,156.821	Mon	-0.25	6,113.861	0.70	6,938.678	-824.817	-11.89	-2.70
		Eicher Motors	4,776.593	Mon	-0.76	4,908.305	-2.68	6,344.633	-1,436.328	-22.64	-3.60
	L	Hyundai Motor	17,981.074	Mon	-0.85	18,073.495	-0.51	20,725.862	-2,652.367	-12.80	-0.87
	L	Tata Motors	664.629	Mon	-1.97	683.480	-2.76	808.553	-125.073	-15.47	-4.40
		General Motors	4,475.009	Mon	0.72	4,759.855	-5.98	5,977.862	-1,218.007	-20.38	-5.45
	L	Volkswagen	17,192.637	Mon	-0.17	18,653.954	-7.83	21,926.304	-3,272.350	-14.92	-3.54
		⇓instrument	freshest		⇓ Δday	13/03/23	⇓ Δwk	12/09/22	prc diff	⇓ Δ26	∅-RS
		Great Wall Motor	507.637	Mon	-1.43	553.909	-8.35	657.475	-103.565	-15.75	-7.72
		Toyota	1,767.000	Mon	-1.06	1,864.000	-5.20	2,070.000	-206.000	-9.95	-8.01
		SAIC Motor Corp	275.691	Mon	-0.21	274.330	0.50	318.053	-43.723	-13.75	-11.09
	L	Ford Motor	1,488.120	Mon	-1.06	1,601.260	-7.07	2,209.179	-607.919	-27.52	-10.91
		BYD Company	3,380.119	Mon	-2.88	3,395.398	-0.45	4,131.981	-736.583	-17.83	-13.53
	L	Hino Motors	509.000	Mon	-0.39	539.000	-5.57	650.000	-111.000	-17.08	-13.98
	L	Tesla Motors	24,391.596	Mon	1.73	23,224.260	5.03	43,276.597	-20,052.337	-46.34	-20.37
	S	Paccar	9,363.977	Mon	2.42	9,506.400	-1.50	12,713.442	-3,207.042	-25.23	-20.45
	L	Lucid	1,024.913	Mon	0.13	1,043.548	-1.79	2,352.762	-1,309.214	-55.65	-40.63
	S	Rivian Automotive	1,733.035	Mon	0.08	1,827.540	-5.17	5,507.310	-3,679.771	-66.82	-50.26
		Porsche	16,114.522	Mon	-1.66	15,571.175	3.49				-na-
Auto Makers - 34 out of 35 instruments rated - 13/03/23 / 12/09/22 - 9 did rise, Market-Ratio(26) in JPY = 26.47 %

Technical Chart

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

7/01/19	scale up chart	13/03/23

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

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		13/08/07	588		- cash -
short	13/08/07	17/09/07	35		Mazda Motor	50	164	30.400	26.570	34.782	4.382	14	10,719	307
					Mahindra & Mahindra	50	105	47.337	54.982	39.693	-7.645	-16	9,916	-84
100							-1						-8
long	17/09/07	12/11/07	56		Volkswagen	50	0	14,758.454	18,736.512		3,978.058	27	9,916	0
					SAIC Motor Corp	50	28	353.501	246.871		-106.630	-30	6,930	-90
100							-30						-90
short	12/11/07	20/04/09	525		Toyota	50	284	12.200	7.550	19.714	7.514	62	9,064	40
					Kia Motor	50	2,811	1.233	0.740	2.055	0.822	67	11,376	43
100							64						41
long	20/04/09	23/05/11	763		SAIC Motor Corp	50	45	125.540	201.488		75.948	60	14,793	25
					Maruti Suzuki	50	36	158.760	219.901		61.142	39	16,995	17
100							49						21
short	23/05/11	6/02/12	259		Mazda Motor	50	895	9.490	6.960	12.940	3.450	36	20,082	55
					Mitsubishi Motors	50	885	9.600	9.620	9.580	-0.020	0	20,064	0
100							18						26
long	6/02/12	23/07/12	168		Hino Motors	50	1,907	5.260	5.200		-0.060	-1	19,950	-2
					Tata Motors	50	255	39.288	30.694		-8.594	-22	17,758	-42
100							-12						-23
short	23/07/12	19/11/12	119		Peugeot	50	17	513.198	400.414	657.750	144.552	28	20,216	114
					Mazda Motor	50	1,994	4.530	6.110	2.950	-1.580	-35	17,065	-73
100							-4						-11
long	19/11/12	17/08/15	1001		Mahindra & Mahindra	50	121	70.318	128.494		58.176	83	24,105	25
					Maruti Suzuki	50	38	220.227	863.601		643.373	292	48,553	65
100							187						47
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	17/08/15	8/08/16	357		Hyundai Motor	50	1,608	15.094	12.302	18.519	3.425	23	54,060	23
					Tata Motors	50	358	67.674	78.885	56.463	-11.211	-17	50,046	-17
100							3						3
long	8/08/16	24/10/16	77		SAIC Motor Corp	50	69	361.641	342.436		-19.204	-5	48,721	-23
					Tata Motors	50	318	78.885	85.161		6.276	8	50,717	44
100							1						7
short	24/10/16	7/11/16	14		Fiat Chrysler	50	38	657.081	768.304	545.859	-111.223	-17	46,491	-99
					Mitsubishi Motors	50	5,308	4.850	5.850	3.850	-1.000	-21	41,183	-100
100							-19						-100
long	7/11/16	21/08/17	287		Maruti Suzuki	50	22	926.496	1,275.553		349.057	38	48,862	50
					Tata Motors	50	248	83.588	63.805		-19.784	-24	43,956	-29
100							7						9
short	21/08/17	18/09/17	28		Ford Motor	50	19	1,152.023	1,296.963	1,007.084	-144.940	-13	41,202	-83
					Tata Motors	50	345	63.805	70.373	57.237	-6.568	-10	38,936	-76
100							-11						-79
long	18/09/17	7/05/18	231		Fiat Chrysler	50	10	1,880.136	2,501.236		621.100	33	45,147	57
					Ferrari	50	1	12,520.908	15,356.298		2,835.390	23	47,982	38
100							29						49
short	7/05/18	15/04/19	343		Tesla Motors	50	10	2,202.387	1,987.944	2,439.964	237.576	11	50,358	12
					Tata Motors	50	476	54.456	37.398	79.295	24.839	46	62,181	49
100							30						32
long	15/04/19	27/05/19	42		Peugeot	50	10	3,049.866	2,441.415		-608.451	-20	56,097	-86
					Kia Motor	50	7,875	4.023	3.856		-0.167	-4	54,784	-31
100							-12						-67
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	27/05/19	11/11/19	168		Tesla Motors	50	19	1,391.240	2,506.689	275.792	-1,115.449	-80	33,590	-97
					Mitsubishi Motors	50	5,821	4.870	5.090	4.650	-0.220	-5	32,309	-10
100							-41						-68
long	11/11/19	9/03/20	119		Tesla Motors	50	6	2,506.689	4,138.698		1,632.009	65	42,101	366
					Ferrari	50	0	17,894.855	14,600.001		-3,294.855	-18	42,101	0
100							65						366
short	9/03/20	7/09/20	182		Renault	50	9	2,301.812	3,160.222	1,443.403	-858.409	-37	34,376	-61
					Nissan Motor	50	5,494	3.892	4.199	3.585	-0.307	-8	32,689	-15
100							-22						-40
long	7/09/20	20/09/21	378		Tesla Motors	50	1	14,818.944	26,617.830		11,798.886	80	44,488	76
					Hyundai Motor	50	1,173	15.229	19.246		4.017	26	49,200	25
100							51						48
short	20/09/21	27/09/21	7		Paccar	50	2	8,734.813	9,049.988	8,419.638	-315.175	-4	48,570	-85
					Renault	50	8	3,606.750	4,092.204	3,121.296	-485.454	-13	44,686	-100
100							-10						-100
long	27/09/21	6/12/21	70		Isuzu Motors	50	1,493	14.960	15.060		0.100	1	44,835	4
					Tata Motors	50	448	49.826	70.327		20.501	41	54,020	503
100							21						169
short	6/12/21	17/01/22	42		Traton	50	10	2,678.952	3,048.013	2,309.892	-369.060	-14	50,329	-72
					Bajaj Auto	50	55	489.183	538.515	439.852	-49.331	-10	47,616	-60
100							-12						-67
long	17/01/22	7/03/22	49		Ford Motor	50	8	2,886.650	1,842.207		-1,044.443	-36	39,260	-96
					Tata Motors	50	302	81.014	59.117		-21.897	-27	32,647	-90
100							-31						-94
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	7/03/22	5/09/22	182		Volkswagen	50	0	17,158.135	20,033.174	14,283.096	-2,875.039	-17	32,647	0
					Renault	50	11	2,746.757	3,875.407	1,618.107	-1,128.650	-41	20,232	-65
100							-41						-65
long	5/09/22	26/09/22	21		Mitsubishi Motors	50	1,756	5.760	5.830		0.070	1	20,355	23
					Mahindra & Mahindra	50	43	232.649	218.927		-13.722	-6	19,765	-65
100							-2						-34
short	26/09/22	7/11/22	42		Traton	50	5	1,754.533	2,055.788	1,453.279	-301.255	-17	18,259	-81
					Ford Motor	50	6	1,732.790	2,006.098	1,459.482	-273.308	-16	16,619	-78
100							-16						-79
long	7/11/22	27/02/23	112		Mitsubishi Motors	50	1,298	6.400	5.460		-0.940	-15	15,399	-40
					Mahindra & Mahindra	50	34	241.768	207.060		-34.708	-14	14,219	-40
100							-15						-40
short	27/02/23	20/03/23	21		Lucid	50	5	1,192.457	1,024.913	1,387.390	194.933	16	15,194	1,290
					Rivian Automotive	50	3	2,511.511	1,733.035	3,639.678	1,128.167	45	18,578	63,077
100							32						12,863
accum	13/08/07	20/03/23	5699	days out of 6287 invested (91%)							86		18,578	4

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	20/04/09	23/05/11	763	158.76	219.90		61.14	38.51	50	19.26
	long	19/11/12	17/08/15	1001	220.23	863.60		643.37	292.14		146.07
	long	7/11/16	21/08/17	287	926.50	1,275.55		349.06	37.67		18.84	248.73
Toyota	short	12/11/07	20/04/09	525	12.20	7.55	19.71	7.51	61.59		30.79	30.79
Kia Motor	short	12/11/07	20/04/09	525	1.23	0.74	2.06	0.82	66.70		33.35
	long	15/04/19	27/05/19	42	4.02	3.86		-0.17	-4.15		-2.07	30.59
Hyundai Motor	short	17/08/15	8/08/16	357	15.09	12.30	18.52	3.42	22.69		11.35
	long	7/09/20	20/09/21	378	15.23	19.25		4.02	26.38		13.19	26.03
Rivian Automotive	short	27/02/23	20/03/23	21	2,511.51	1,733.03	3,639.68	1,128.17	44.92		22.46	22.46
Mahindra & Mahindra	short	13/08/07	17/09/07	35	47.34	54.98	39.69	-7.64	-16.15		-8.07
	long	19/11/12	17/08/15	1001	70.32	128.49		58.18	82.73		41.37
	long	5/09/22	26/09/22	21	232.65	218.93		-13.72	-5.90		-2.95
	long	7/11/22	27/02/23	112	241.77	207.06		-34.71	-14.36		-7.18	17.07
Tesla Motors	short	7/05/18	15/04/19	343	2,202.39	1,987.94	2,439.96	237.58	10.79		5.39
	short	27/05/19	11/11/19	168	1,391.24	2,506.69	275.79	-1,115.45	-80.18		-40.09
	long	11/11/19	9/03/20	119	2,506.69	4,138.70		1,632.01	65.11		32.55
	long	7/09/20	20/09/21	378	14,818.94	26,617.83		11,798.89	79.62		39.81	17.02
Lucid	short	27/02/23	20/03/23	21	1,192.46	1,024.91	1,387.39	194.93	16.35		8.17	8.17
SAIC Motor Corp	long	17/09/07	12/11/07	56	353.50	246.87		-106.63	-30.16		-15.08
	long	20/04/09	23/05/11	763	125.54	201.49		75.95	60.50		30.25
	long	8/08/16	24/10/16	77	361.64	342.44		-19.20	-5.31		-2.66	7.67
Fiat Chrysler	short	24/10/16	7/11/16	14	657.08	768.30	545.86	-111.22	-16.93		-8.46
	long	18/09/17	7/05/18	231	1,880.14	2,501.24		621.10	33.03		16.52	6.66
Mazda Motor	short	13/08/07	17/09/07	35	30.40	26.57	34.78	4.38	14.41		7.21
	short	23/05/11	6/02/12	259	9.49	6.96	12.94	3.45	36.35		18.18
	short	23/07/12	19/11/12	119	4.53	6.11	2.95	-1.58	-34.88		-17.44	4.60
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Volkswagen	long	17/09/07	12/11/07	56	14,758.45	18,736.51		3,978.06	26.95		13.48
	short	7/03/22	5/09/22	182	17,158.14	20,033.17	14,283.10	-2,875.04	-16.76		-8.38	3.97
Peugeot	short	23/07/12	19/11/12	119	513.20	400.41	657.75	144.55	28.17		14.08
	long	15/04/19	27/05/19	42	3,049.87	2,441.42		-608.45	-19.95		-9.98	2.70
Ferrari	long	18/09/17	7/05/18	231	12,520.91	15,356.30		2,835.39	22.65		11.32
	long	11/11/19	9/03/20	119	17,894.86	14,600.00		-3,294.85	-18.41		-9.21	1.07
Isuzu Motors	long	27/09/21	6/12/21	70	14.96	15.06		0.10	0.67		0.33	0.33
Hino Motors	long	6/02/12	23/07/12	168	5.26	5.20		-0.06	-1.14		-0.57	-0.57
Paccar	short	20/09/21	27/09/21	7	8,734.81	9,049.99	8,419.64	-315.18	-3.61		-1.80	-1.80
Nissan Motor	short	9/03/20	7/09/20	182	3.89	4.20	3.59	-0.31	-7.89		-3.94	-3.94
Bajaj Auto	short	6/12/21	17/01/22	42	489.18	538.51	439.85	-49.33	-10.08		-5.04	-5.04
Tata Motors	long	6/02/12	23/07/12	168	39.29	30.69		-8.59	-21.87		-10.94
	short	17/08/15	8/08/16	357	67.67	78.89	56.46	-11.21	-16.57		-8.28
	long	8/08/16	24/10/16	77	78.89	85.16		6.28	7.96		3.98
	long	7/11/16	21/08/17	287	83.59	63.80		-19.78	-23.67		-11.83
	short	21/08/17	18/09/17	28	63.80	70.37	57.24	-6.57	-10.29		-5.15
	short	7/05/18	15/04/19	343	54.46	37.40	79.30	24.84	45.61		22.81
	long	27/09/21	6/12/21	70	49.83	70.33		20.50	41.15		20.57
	long	17/01/22	7/03/22	49	81.01	59.12		-21.90	-27.03		-13.51	-9.04
Traton	short	6/12/21	17/01/22	42	2,678.95	3,048.01	2,309.89	-369.06	-13.78		-6.89
	short	26/09/22	7/11/22	42	1,754.53	2,055.79	1,453.28	-301.25	-17.17		-8.59	-14.88
Mitsubishi Motors	short	23/05/11	6/02/12	259	9.60	9.62	9.58	-0.02	-0.21		-0.10
	short	24/10/16	7/11/16	14	4.85	5.85	3.85	-1.00	-20.62		-10.31
	short	27/05/19	11/11/19	168	4.87	5.09	4.65	-0.22	-4.52		-2.26
	long	5/09/22	26/09/22	21	5.76	5.83		0.07	1.22		0.61
	long	7/11/22	27/02/23	112	6.40	5.46		-0.94	-14.69		-7.34	-18.36
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Ford Motor	short	21/08/17	18/09/17	28	1,152.02	1,296.96	1,007.08	-144.94	-12.58		-6.29
	long	17/01/22	7/03/22	49	2,886.65	1,842.21		-1,044.44	-36.18		-18.09
	short	26/09/22	7/11/22	42	1,732.79	2,006.10	1,459.48	-273.31	-15.77		-7.89	-29.30
Renault	short	9/03/20	7/09/20	182	2,301.81	3,160.22	1,443.40	-858.41	-37.29		-18.65
	short	20/09/21	27/09/21	7	3,606.75	4,092.20	3,121.30	-485.45	-13.46		-6.73
	short	7/03/22	5/09/22	182	2,746.76	3,875.41	1,618.11	-1,128.65	-41.09		-20.55	-39.71

Annotations

25/08/22	Tesla Motors	stock split 1:3 (three for one)
29/09/21	Toyota	stock split 1:5 (five for one)
21/12/17	Mahindra & Mahindra	stock split 1:2 (two for one)
13/03/15	Auto Producers	first full analysis, the Mixed Cut looks pretty good, no overlaps.


	is taking down something concerning