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

Assessment - Automotive Producers in Swiss Franc - 7/01/24 - RS = 26

		instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	⇓∅-RS
		SOM Auto Makers	592.768	8/12/24	-0.43	659.361	-10.10	551.773	107.588	19.50	10.56
		Bajaj Auto	105.199	8/12/24	-0.56	103.266	1.87	68.467	34.799	50.83	53.16
	S	BMW	76.551	8/12/24	-0.90	86.399	-11.40	93.467	-7.068	-7.56	-9.91
	L	BYD Company	24.715	8/12/24	-0.28	26.845	-7.93	22.989	3.856	16.77	6.88
		Daimler Truck	31.985	8/12/24	-0.87	36.085	-11.36	31.552	4.534	14.37	7.90
	L	Eicher Motors	52.094	8/12/24	-0.45	50.218	3.74	41.737	8.481	20.32	23.72
		Ferrari	373.840	8/12/24		370.447	0.92	283.055	87.393	30.87	18.28
	S	Ford Motor	8.910	8/12/24	-2.38	11.530	-22.73	10.211	1.319	12.92	7.41
	L	General Motors	38.847	8/12/24	-1.13	42.181	-7.90	30.089	12.092	40.19	30.41
	L	Great Wall Motor	2.756	8/12/24	-0.31	3.137	-12.14	2.978	0.159	5.35	0.39
	S	Hino Motors	2.497	8/09/24	-0.42	2.363	5.66	2.744	-0.381	-13.87	-21.37
		Honda Motor	7.942	8/09/24	-0.14	9.846	-19.34	8.681	1.165	13.42	1.55
	L	Hyundai Motor	159.113	8/12/24	0.21	186.884	-14.86	131.595	55.289	42.01	34.47
		Isuzu Motors	11.306	8/09/24	0.50	12.413	-8.92	10.753	1.659	15.43	8.82
		Iveco	8.376	8/12/24	-0.21	10.308	-18.74	7.555	2.753	36.44	14.46
		Kia	66.716	8/12/24	0.20	84.033	-20.61	64.666	19.367	29.95	33.25
	S	Li Auto	8.910	8/12/24	-1.79	8.134	9.53	14.947	-6.813	-45.58	-43.36
	L	Mahindra & Mahindra	29.441	8/12/24	-1.15	31.154	-5.50	17.420	13.735	78.84	68.56
		Maruti Suzuki	132.957	8/12/24	0.40	131.175	1.36	103.773	27.402	26.41	13.79
	S	Mazda Motor	6.233	8/09/24	1.32	8.739	-28.67	9.021	-0.283	-3.14	-8.00
	S	Mercedes-Benz	55.712	8/12/24	-0.57	62.807	-11.30	58.011	4.796	8.27	-1.56
	S	Mitsubishi Motors	2.159	8/09/24	1.05	2.561	-15.70	2.659	-0.098	-3.68	-12.67
	S	Nissan Motor	2.294	8/09/24	-0.56	3.089	-25.74	3.282	-0.192	-5.86	-11.40
		Paccar	83.287	8/12/24	-0.74	92.026	-9.50	81.798	10.227	12.50	7.96
	S	Porsche	63.660	8/12/24	-0.97	67.227	-5.31	74.102	-6.875	-9.28	-20.38
		instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	⇓∅-RS
		Renault	39.012	8/12/24	-0.72	46.766	-16.58	34.227	12.539	36.64	24.14
	S	SAIC Motor Corp	1.705	8/12/24	-0.87	1.720	-0.87	1.597	0.122	7.66	-3.40
	S	Stellantis	13.550	8/12/24	-0.57	18.061	-24.98	19.615	-1.554	-7.92	-4.54
		Suzuki Motor	9.094	8/09/24	0.31	10.254	-11.32	8.931	1.323	14.81	10.67
		Tata Motors	11.658	8/12/24	0.75	10.855	7.39	7.856	2.999	38.17	34.86
		Tesla Motors	178.458	8/12/24	-1.26	189.635	-5.89	208.144	-18.508	-8.89	0.78
		Toyota	13.688	8/09/24	-0.14	18.366	-25.47	15.340	3.027	19.73	7.21
		Traton	25.879	8/12/24		29.756	-13.03	19.773	9.983	50.49	36.15
		Volvo	21.729	8/12/24	-0.12	23.233	-6.47	21.783	1.450	6.66	12.18
	S	Volkswagen	90.625	8/12/24	-0.47	102.789	-11.83	103.688	-0.899	-0.87	-6.46
Auto Makers - 34 out of 34 instruments rated - 7/01/24 / 1/01/24 - 24 did rise, Market-Ratio(26) in CHF = 70.59 %

Technical Chart

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

1/04/21	scale up chart	7/01/24

Transactions Automotive Producers in Swiss Franc * 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
1/02/06		8/13/07	588		- cash -
short	8/13/07	9/17/07	35		Mazda Motor	50	16,244	0.308	0.274	0.346	0.038	12	10,617	237
					Mahindra & Mahindra	50	10,433	0.479	0.567	0.392	-0.088	-18	9,703	-88
100							-3						-27
long	9/17/07	11/12/07	56		Volkswagen	50	31	152.176	190.006		37.830	25	10,876	325
					SAIC Motor Corp	50	1,367	3.645	2.504		-1.141	-31	9,315	-91
100							-4						-23
short	11/12/07	4/20/09	525		Toyota	50	37,646	0.124	0.089	0.173	0.049	39	11,152	26
					Kia	50	372,557	0.013	0.009	0.018	0.005	44	13,200	29
100							42						27
long	4/20/09	5/23/11	763		SAIC Motor Corp	50	4,473	1.475	2.164		0.689	47	16,281	20
					Maruti Suzuki	50	3,537	1.866	2.362		0.496	27	18,037	12
100							37						16
short	5/23/11	2/06/12	259		Mazda Motor	50	88,469	0.102	0.083	0.125	0.023	22	20,033	33
					Mitsubishi Motors	50	87,455	0.103	0.115	0.091	-0.012	-12	18,964	-16
100							5						7
long	2/06/12	7/23/12	168		Hino Motors	50	150,329	0.063	0.065		0.002	4	19,324	8
					Tata Motors	50	20,126	0.471	0.386		-0.085	-18	17,620	-35
100							-7						-15
short	7/23/12	11/19/12	119		Peugeot	50	1,363	6.461	4.657	8.966	2.504	39	21,033	173
					Mazda Motor	50	154,523	0.057	0.071	0.043	-0.014	-25	18,865	-58
100							7						23
long	11/19/12	8/17/15	1001		Mahindra & Mahindra	50	11,534	0.818	1.010		0.192	23	21,079	8
					Maruti Suzuki	50	3,683	2.561	6.786		4.225	165	36,640	43
100							94						27
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	8/17/15	8/08/16	357		Hyundai Motor	50	154,457	0.119	0.118	0.119	0.001	1	36,731	1
					Tata Motors	50	34,450	0.532	0.757	0.307	-0.225	-42	28,984	-43
100							-21						-21
long	8/08/16	10/24/16	77		SAIC Motor Corp	50	4,177	3.469	3.261		-0.208	-6	28,113	-25
					Tata Motors	50	19,154	0.757	0.811		0.054	7	29,151	39
100							1						3
short	10/24/16	11/07/16	14		Fiat Chrysler	50	2,329	6.257	7.248	5.266	-0.991	-16	26,843	-99
					Mitsubishi Motors	50	315,711	0.046	0.055	0.037	-0.009	-19	24,008	-100
100							-18						-99
long	11/07/16	8/21/17	287		Maruti Suzuki	50	1,373	8.740	11.259		2.520	29	27,467	38
					Tata Motors	50	15,228	0.789	0.563		-0.225	-29	24,036	-35
100							0						0
short	8/21/17	9/18/17	28		Ford Motor	50	1,181	10.169	11.184	9.155	-1.014	-10	22,838	-75
					Tata Motors	50	21,353	0.563	0.607	0.520	-0.044	-8	21,907	-65
100							-9						-70
long	9/18/17	5/07/18	231		Fiat Chrysler	50	675	16.212	22.993		6.781	42	26,484	74
					Ferrari	50	101	107.966	141.164		33.198	31	29,837	53
100							36						63
short	5/07/18	4/15/19	343		Tesla Motors	50	736	20.246	17.822	22.999	2.753	14	31,863	15
					Tata Motors	50	29,836	0.501	0.335	0.747	0.247	49	39,227	53
100							31						34
long	4/15/19	5/27/19	42		Peugeot	50	717	27.342	22.377		-4.966	-18	35,666	-82
					Kia	50	544,083	0.036	0.035		-0.001	-2	35,273	-16
100							-10						-60
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	5/27/19	11/11/19	168		Tesla Motors	50	1,383	12.751	22.837	2.665	-10.086	-79	21,324	-97
					Mitsubishi Motors	50	395,160	0.045	0.046	0.043	-0.002	-4	20,639	-8
100							-41						-69
long	11/11/19	3/09/20	119		Tesla Motors	50	451	22.837	37.503		14.666	64	27,253	358
					Ferrari	50	63	163.032	132.298		-30.734	-19	25,316	-47
100							23						87
short	3/09/20	9/07/20	182		Renault	50	606	20.858	27.241	14.475	-6.383	-31	21,448	-52
					Nissan Motor	50	359,441	0.035	0.036	0.034	-0.001	-3	21,101	-5
100							-17						-31
long	9/07/20	9/20/21	378		Tesla Motors	50	82	127.738	225.704		97.966	77	29,134	73
					Hyundai Motor	50	80,946	0.131	0.163		0.032	24	31,718	23
100							50						48
short	9/20/21	9/27/21	7		Paccar	50	214	74.066	75.497	72.635	-1.431	-2	31,412	-64
					Renault	50	518	30.583	34.138	27.028	-3.555	-12	29,570	-100
100							-7						-97
long	9/27/21	12/06/21	70		Isuzu Motors	50	118,469	0.125	0.123		-0.002	-2	29,337	-8
					Tata Motors	50	35,569	0.416	0.574		0.158	38	34,954	436
100							18						139
short	12/06/21	1/17/22	42		Traton	50	799	21.850	24.303	19.397	-2.453	-11	32,994	-64
					Bajaj Auto	50	4,385	3.990	4.294	3.686	-0.304	-8	31,661	-50
100							-9						-58
long	1/17/22	3/07/22	49		Ford Motor	50	687	23.016	14.789		-8.227	-36	26,009	-96
					Tata Motors	50	24,535	0.646	0.475		-0.171	-27	21,804	-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	3/07/22	9/05/22	182		Volkswagen	50	79	137.741	139.712	135.770	-1.971	-1	21,649	-3
					Renault	50	495	22.050	27.027	17.073	-4.977	-23	19,185	-40
100							-12						-23
long	9/05/22	9/26/22	21		Mitsubishi Motors	50	238,796	0.040	0.040		-0.000	0	19,175	-2
					Mahindra & Mahindra	50	5,912	1.622	1.507		-0.116	-7	18,492	-72
100							-4						-47
short	9/26/22	11/07/22	42		Traton	50	765	12.077	13.874	10.280	-1.797	-15	17,117	-75
					Ford Motor	50	775	11.927	13.538	10.316	-1.611	-14	15,868	-72
100							-14						-74
long	11/07/22	2/27/23	112		Mitsubishi Motors	50	183,701	0.043	0.038		-0.006	-13	14,833	-37
					Mahindra & Mahindra	50	4,862	1.632	1.424		-0.207	-13	13,824	-36
100							-13						-36
short	2/27/23	4/03/23	35		Lucid	50	842	8.201	7.211	9.327	1.126	14	14,772	282
					Rivian Automotive	50	400	17.273	13.903	21.462	4.188	24	16,447	862
100							19						513
long	4/03/23	8/12/24	497		Renault	50	215	38.149	39.012		0.864	2	16,633	2
					Iveco	50	976	8.441	8.376		-0.065	-1	16,569	-1
100							1						1
accum	8/13/07	8/12/24	6534	days out of 7122 invested (92%)							66		16,569	3

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	1.87	2.36		0.50	26.60	50	13.30
	long	11/19/12	8/17/15	1001	2.56	6.79		4.23	164.97		82.48
	long	11/07/16	8/21/17	287	8.74	11.26		2.52	28.83		14.41	136.56
Kia	short	11/12/07	4/20/09	525	0.01	0.01	0.02	0.01	43.98		21.99
	long	4/15/19	5/27/19	42	0.04	0.04		-0.00	-2.00		-1.00	20.77
Toyota	short	11/12/07	4/20/09	525	0.12	0.09	0.17	0.05	39.43		19.71	19.71
Tesla Motors	short	5/07/18	4/15/19	343	20.25	17.82	23.00	2.75	13.60		6.80
	short	5/27/19	11/11/19	168	12.75	22.84	2.67	-10.09	-79.10		-39.55
	long	11/11/19	3/09/20	119	22.84	37.50		14.67	64.22		32.11
	long	9/07/20	9/20/21	378	127.74	225.70		97.97	76.69		38.35	18.00
Hyundai Motor	short	8/17/15	8/08/16	357	0.12	0.12	0.12	0.00	0.50		0.25
	long	9/07/20	9/20/21	378	0.13	0.16		0.03	24.32		12.16	12.44
Rivian Automotive	short	2/27/23	4/03/23	35	17.27	13.90	21.46	4.19	24.25		12.12	12.12
Volkswagen	long	9/17/07	11/12/07	56	152.18	190.01		37.83	24.86		12.43
	short	3/07/22	9/05/22	182	137.74	139.71	135.77	-1.97	-1.43		-0.72	11.63
Fiat Chrysler	short	10/24/16	11/07/16	14	6.26	7.25	5.27	-0.99	-15.84		-7.92
	long	9/18/17	5/07/18	231	16.21	22.99		6.78	41.82		20.91	11.34
Peugeot	short	7/23/12	11/19/12	119	6.46	4.66	8.97	2.50	38.76		19.38
	long	4/15/19	5/27/19	42	27.34	22.38		-4.97	-18.16		-9.08	8.54
Lucid	short	2/27/23	4/03/23	35	8.20	7.21	9.33	1.13	13.73		6.86	6.86
Ferrari	long	9/18/17	5/07/18	231	107.97	141.16		33.20	30.75		15.37
	long	11/11/19	3/09/20	119	163.03	132.30		-30.73	-18.85		-9.43	4.50
Mazda Motor	short	8/13/07	9/17/07	35	0.31	0.27	0.35	0.04	12.35		6.18
	short	5/23/11	2/06/12	259	0.10	0.08	0.12	0.02	22.13		11.07
	short	7/23/12	11/19/12	119	0.06	0.07	0.04	-0.01	-24.61		-12.30	3.42
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Hino Motors	long	2/06/12	7/23/12	168	0.06	0.07		0.00	3.80		1.90	1.90
SAIC Motor Corp	long	9/17/07	11/12/07	56	3.64	2.50		-1.14	-31.32		-15.66
	long	4/20/09	5/23/11	763	1.48	2.16		0.69	46.69		23.35
	long	8/08/16	10/24/16	77	3.47	3.26		-0.21	-6.01		-3.00	0.91
Iveco	long	4/03/23	8/12/24	497	8.44	8.38		-0.06	-0.77		-0.38	-0.38
Isuzu Motors	long	9/27/21	12/06/21	70	0.12	0.12		-0.00	-1.58		-0.79	-0.79
Paccar	short	9/20/21	9/27/21	7	74.07	75.50	72.63	-1.43	-1.93		-0.97	-0.97
Nissan Motor	short	3/09/20	9/07/20	182	0.04	0.04	0.03	-0.00	-2.74		-1.37	-1.37
Bajaj Auto	short	12/06/21	1/17/22	42	3.99	4.29	3.69	-0.30	-7.62		-3.81	-3.81
Mahindra & Mahindra	short	8/13/07	9/17/07	35	0.48	0.57	0.39	-0.09	-18.29		-9.15
	long	11/19/12	8/17/15	1001	0.82	1.01		0.19	23.47		11.74
	long	9/05/22	9/26/22	21	1.62	1.51		-0.12	-7.12		-3.56
	long	11/07/22	2/27/23	112	1.63	1.42		-0.21	-12.72		-6.36	-8.32
Traton	short	12/06/21	1/17/22	42	21.85	24.30	19.40	-2.45	-11.23		-5.61
	short	9/26/22	11/07/22	42	12.08	13.87	10.28	-1.80	-14.88		-7.44	-12.64
Tata Motors	long	2/06/12	7/23/12	168	0.47	0.39		-0.08	-17.97		-8.99
	short	8/17/15	8/08/16	357	0.53	0.76	0.31	-0.22	-42.29		-21.14
	long	8/08/16	10/24/16	77	0.76	0.81		0.05	7.16		3.58
	long	11/07/16	8/21/17	287	0.79	0.56		-0.23	-28.57		-14.29
	short	8/21/17	9/18/17	28	0.56	0.61	0.52	-0.04	-7.74		-3.87
	short	5/07/18	4/15/19	343	0.50	0.34	0.75	0.25	49.30		24.65
	long	9/27/21	12/06/21	70	0.42	0.57		0.16	37.99		19.00
	long	1/17/22	3/07/22	49	0.65	0.47		-0.17	-26.53		-13.27	-21.20
Mitsubishi Motors	short	5/23/11	2/06/12	259	0.10	0.12	0.09	-0.01	-11.85		-5.93
	short	10/24/16	11/07/16	14	0.05	0.06	0.04	-0.01	-19.45		-9.72
	short	5/27/19	11/11/19	168	0.04	0.05	0.04	-0.00	-3.89		-1.94
	long	9/05/22	9/26/22	21	0.04	0.04		-0.00	-0.10		-0.05
	long	11/07/22	2/27/23	112	0.04	0.04		-0.01	-13.05		-6.53	-22.20
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Ford Motor	short	8/21/17	9/18/17	28	10.17	11.18	9.15	-1.01	-9.98		-4.99
	long	1/17/22	3/07/22	49	23.02	14.79		-8.23	-35.75		-17.87
	short	9/26/22	11/07/22	42	11.93	13.54	10.32	-1.61	-13.51		-6.75	-27.24
Renault	short	3/09/20	9/07/20	182	20.86	27.24	14.48	-6.38	-30.60		-15.30
	short	9/20/21	9/27/21	7	30.58	34.14	27.03	-3.56	-11.62		-5.81
	short	3/07/22	9/05/22	182	22.05	27.03	17.07	-4.98	-22.57		-11.29
	long	4/03/23	8/12/24	497	38.15	39.01		0.86	2.26		1.13	-28.43

Annotations

3/28/24	Suzuki Motor	stock split 1:4 (four for one)
9/28/23	Honda Motor	stock split 1:3 (three for one)
8/25/22	Tesla Motors	stock split 1:3 (three for one)
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