| |
| |
Assessment - Automotive Producers in Renminbi yuán - 2/22/21 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
11/23/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
SOM Auto Makers |
3,581.345 |
16:24 |
1.59 |
3,574.459 |
0.19 |
3,114.405 |
460.054 |
14.77 |
|
34.55 |
| |  |
 |
 |
 |
L |
 |
Bajaj Auto |
340.055 |
09:59 |
0.40 |
354.097 |
-3.97 |
272.275 |
81.822 |
30.05 |
|
33.35 |
| |  |
 |
 |
 |
|
 |
BMW |
565.170 |
12:54 |
0.56 |
560.218 |
0.88 |
575.514 |
-15.297 |
-2.66 |
|
20.21 |
| |  |
 |
 |
 |
L |
 |
Daimler |
520.129 |
12:55 |
-0.12 |
525.081 |
-0.94 |
436.173 |
88.909 |
20.38 |
|
65.86 |
| |  |
 |
 |
 |
|
 |
Eicher Motors |
227.902 |
09:59 |
2.30 |
221.322 |
2.97 |
229.776 |
-8.454 |
-3.68 |
|
24.15 |
| |  |
 |
 |
 |
|
 |
Ferrari |
1,270.650 |
13:34 |
0.09 |
1,275.366 |
-0.37 |
1,374.723 |
-99.357 |
-7.23 |
|
3.02 |
| |  |
 |
 |
 |
L |
 |
Ford Motor |
77.033 |
15:27 |
1.92 |
76.451 |
0.76 |
58.119 |
18.332 |
31.54 |
|
62.81 |
| |  |
 |
 |
 |
L |
 |
General Motors |
337.523 |
15:27 |
1.79 |
335.779 |
0.52 |
293.678 |
42.100 |
14.34 |
|
62.88 |
| |  |
 |
 |
 |
L |
 |
Hino Motors |
61.880 |
06:15 |
0.60 |
62.557 |
-1.08 |
58.528 |
4.028 |
6.88 |
|
29.28 |
| |  |
 |
 |
 |
L |
 |
Honda Motor |
185.640 |
06:15 |
3.66 |
183.149 |
1.36 |
187.757 |
-4.608 |
-2.45 |
|
5.43 |
| |  |
 |
 |
 |
L |
 |
Hyundai Motor |
1,379.444 |
06:30 |
-3.27 |
1,405.635 |
-1.86 |
1,055.169 |
350.466 |
33.21 |
|
81.46 |
| |  |
 |
 |
 |
L |
 |
Isuzu Motors |
69.077 |
06:15 |
0.81 |
69.138 |
-0.09 |
63.258 |
5.880 |
9.30 |
|
15.48 |
| |  |
 |
 |
 |
L |
 |
Kia Motor |
462.143 |
06:30 |
3.12 |
465.635 |
-0.75 |
349.562 |
116.073 |
33.21 |
|
95.82 |
| |  |
 |
 |
 |
L |
 |
Mahindra & Mahindra |
73.061 |
10:00 |
1.62 |
74.635 |
-2.11 |
62.408 |
12.226 |
19.59 |
|
53.44 |
| |  |
 |
 |
 |
|
 |
Maruti Suzuki |
625.446 |
10:00 |
2.17 |
631.817 |
-1.01 |
618.175 |
13.641 |
2.21 |
|
10.35 |
| |  |
 |
 |
 |
L |
 |
Mazda Motor |
53.269 |
06:15 |
3.22 |
52.838 |
0.81 |
40.112 |
12.726 |
31.73 |
|
24.87 |
| |  |
 |
 |
 |
L |
 |
Mitsubishi Motors |
19.253 |
06:15 |
3.64 |
18.023 |
6.83 |
12.172 |
5.850 |
48.06 |
|
10.96 |
| |  |
 |
 |
 |
L |
 |
Nissan Motor |
35.855 |
06:15 |
1.43 |
36.119 |
-0.73 |
30.639 |
5.480 |
17.89 |
|
31.57 |
| |  |
 |
 |
 |
L |
 |
Paccar |
595.332 |
15:30 |
1.29 |
611.610 |
-2.66 |
587.487 |
24.123 |
4.11 |
|
13.35 |
| |  |
 |
 |
 |
L |
 |
Renault |
295.830 |
13:24 |
1.37 |
289.935 |
2.03 |
250.566 |
39.369 |
15.71 |
|
55.48 |
| |  |
 |
 |
 |
|
 |
SAIC Motor Corp |
21.220 |
07:00 |
-0.14 |
22.300 |
-4.84 |
26.850 |
-4.550 |
-16.95 |
|
8.00 |
| |  |
 |
 |
 |
|
 |
Stellantis |
107.988 |
13:35 |
2.26 |
103.790 |
4.04 |
100.071 |
3.720 |
3.72 |
|
35.81 |
| |  |
 |
 |
 |
|
 |
Suzuki Motor |
294.392 |
06:15 |
4.07 |
302.511 |
-2.68 |
343.412 |
-40.901 |
-11.91 |
|
15.29 |
| |  |
 |
 |
 |
L |
 |
Tata Motors |
29.271 |
09:59 |
1.66 |
27.149 |
7.82 |
15.101 |
12.048 |
79.78 |
|
146.74 |
| |  |
 |
 |
 |
|
 |
Tesla Motors |
4,553.326 |
15:30 |
4.35 |
4,615.502 |
-1.35 |
3,423.183 |
1,192.318 |
34.83 |
|
163.78 |
| |
|
instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
11/23/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Toyota |
487.475 |
06:15 |
0.66 |
495.779 |
-1.67 |
463.685 |
32.094 |
6.92 |
|
9.73 |
| |  |
 |
 |
 |
L |
 |
Traton |
185.862 |
09:11 |
2.58 |
183.936 |
1.05 |
168.433 |
15.503 |
9.20 |
|
33.58 |
| |  |
 |
 |
 |
L |
 |
Volvo |
171.939 |
16:24 |
1.66 |
168.890 |
1.81 |
151.827 |
17.063 |
11.24 |
|
42.13 |
| |  |
 |
 |
 |
L |
 |
Volkswagen |
1,372.758 |
12:55 |
0.94 |
1,367.727 |
0.37 |
1,169.099 |
198.628 |
16.99 |
|
27.50 |
Auto Makers - 28 out of 28 instruments rated - 2/22/21 / 11/23/20 - 22 did rise, Market-Ratio(13) in CNY = 78.57 % |
Technical Chart
Transactions Automotive Producers in Renminbi yuán * A13 - 81/34 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
1/30/06 |
28 |
|
- cash - |
long |
1/30/06 |
6/12/06 |
133 |
 |
 |
 |
Mahindra & Mahindra |
100 |
3,918 |
|
2.552 |
2.282 |
|
-0.270 |
-11 |
8,941 |
-26 |
|
short |
6/12/06 |
9/18/06 |
98 |
 |
 |
 |
Ford Motor |
100 |
164 |
|
54.236 |
62.124 |
46.348 |
-7.888 |
-15 |
7,648 |
-44 |
|
long |
9/18/06 |
8/20/07 |
336 |
 |
 |
 |
SAIC Motor Corp |
100 |
1,842 |
|
4.150 |
19.320 |
|
15.170 |
366 |
35,591 |
432 |
|
short |
8/20/07 |
3/30/09 |
588 |
 |
 |
 |
Mazda Motor |
100 |
18,954 |
|
1.878 |
0.631 |
5.587 |
3.710 |
198 |
105,902 |
97 |
|
long |
3/30/09 |
3/07/11 |
707 |
 |
 |
 |
SAIC Motor Corp |
100 |
14,428 |
|
7.340 |
17.380 |
|
10.040 |
137 |
250,760 |
56 |
|
short |
3/07/11 |
2/13/12 |
343 |
 |
 |
 |
Mazda Motor |
100 |
308,684 |
|
0.812 |
0.589 |
1.120 |
0.307 |
38 |
345,603 |
41 |
|
long |
2/13/12 |
5/14/12 |
91 |
 |
 |
 |
Tata Motors |
100 |
106,555 |
|
3.243 |
3.395 |
|
0.152 |
5 |
361,808 |
20 |
|
short |
5/14/12 |
1/07/13 |
238 |
 |
 |
 |
Peugeot |
100 |
6,367 |
|
56.823 |
44.416 |
72.694 |
15.872 |
28 |
462,862 |
46 |
|
long |
1/07/13 |
4/08/13 |
91 |
 |
 |
 |
Mazda Motor |
100 |
726,013 |
|
0.638 |
0.983 |
|
0.346 |
54 |
713,753 |
468 |
|
short |
4/08/13 |
5/27/13 |
49 |
 |
 |
 |
Kia Motor |
100 |
2,481,010 |
|
0.288 |
0.325 |
0.251 |
-0.037 |
-13 |
621,493 |
-64 |
|
long |
5/27/13 |
10/27/14 |
518 |
 |
 |
 |
Tesla Motors |
100 |
4,554 |
|
136.460 |
271.168 |
|
134.708 |
99 |
1,234,951 |
62 |
|
short |
10/27/14 |
1/19/15 |
84 |
 |
 |
 |
Hyundai Motor |
100 |
1,207,415 |
|
1.023 |
0.994 |
1.053 |
0.030 |
3 |
1,271,167 |
13 |
|
long |
1/19/15 |
6/22/15 |
154 |
 |
 |
 |
Maruti Suzuki |
100 |
34,760 |
|
36.570 |
38.919 |
|
2.350 |
6 |
1,352,843 |
16 |
|
short |
6/22/15 |
11/23/15 |
154 |
 |
 |
 |
Hyundai Motor |
100 |
1,818,515 |
|
0.744 |
0.865 |
0.623 |
-0.121 |
-16 |
1,132,026 |
-34 |
|
long |
11/23/15 |
1/11/16 |
49 |
 |
 |
 |
Maruti Suzuki |
100 |
24,830 |
|
45.590 |
42.099 |
|
-3.491 |
-8 |
1,045,350 |
-45 |
|
short |
1/11/16 |
5/30/16 |
140 |
 |
 |
 |
Fiat Chrysler |
100 |
20,010 |
|
52.239 |
46.918 |
58.164 |
5.925 |
11 |
1,163,908 |
32 |
|
long |
5/30/16 |
6/27/16 |
28 |
 |
 |
 |
Tata Motors |
100 |
280,537 |
|
4.149 |
4.387 |
|
0.238 |
6 |
1,230,644 |
107 |
|
short |
6/27/16 |
10/10/16 |
105 |
 |
 |
 |
Mitsubishi Motors |
100 |
3,927,090 |
|
0.313 |
0.317 |
0.310 |
-0.003 |
-1 |
1,218,184 |
-3 |
|
long |
10/10/16 |
3/19/18 |
525 |
 |
 |
 |
Tata Motors |
100 |
214,638 |
|
5.676 |
3.258 |
|
-2.417 |
-43 |
699,329 |
-32 |
|
short |
3/19/18 |
11/04/19 |
595 |
 |
 |
 |
Tata Motors |
100 |
214,639 |
|
3.258 |
1.709 |
6.210 |
2.952 |
91 |
1,332,995 |
49 |
|
long |
11/04/19 |
2/03/20 |
91 |
 |
 |
 |
Ferrari |
100 |
1,106 |
|
1,204.815 |
1,197.736 |
|
-7.079 |
-1 |
1,325,166 |
-2 |
|
short |
2/03/20 |
6/08/20 |
126 |
 |
 |
 |
Renault |
100 |
4,896 |
|
270.646 |
210.337 |
348.247 |
77.601 |
29 |
1,705,101 |
108 |
|
long |
6/08/20 |
3/01/21 |
266 |
 |
 |
 |
Tesla Motors |
100 |
1,269 |
|
1,342.628 |
4,553.326 |
|
3,210.698 |
239 |
5,779,477 |
434 |
|
accum | 1/30/06 |
3/01/21 | 5509 |
days out of 5537 invested (99%) |
57,695 |
5,779,477 |
52 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
SAIC Motor Corp | long | 9/18/06 | 8/20/07 | 336 | 4.15 | 19.32 | | 15.17 | 365.54 | | | |
| long | 3/30/09 | 3/07/11 | 707 | 7.34 | 17.38 | | 10.04 | 136.78 | | | 1,002.33 |
Tesla Motors | long | 5/27/13 | 10/27/14 | 518 | 136.46 | 271.17 | | 134.71 | 98.72 | | | |
| long | 6/08/20 | 3/01/21 | 266 | 1,342.63 | 4,553.33 | | 3,210.70 | 239.14 | | | 573.91 |
Mazda Motor | short | 8/20/07 | 3/30/09 | 588 | 1.88 | 0.63 | 5.59 | 3.71 | 197.56 | | | |
| short | 3/07/11 | 2/13/12 | 343 | 0.81 | 0.59 | 1.12 | 0.31 | 37.82 | | | |
| long | 1/07/13 | 4/08/13 | 91 | 0.64 | 0.98 | | 0.35 | 54.20 | | | 532.40 |
Renault | short | 2/03/20 | 6/08/20 | 126 | 270.65 | 210.34 | 348.25 | 77.60 | 28.67 | | | 28.67 |
Peugeot | short | 5/14/12 | 1/07/13 | 238 | 56.82 | 44.42 | 72.69 | 15.87 | 27.93 | | | 27.93 |
Tata Motors | long | 2/13/12 | 5/14/12 | 91 | 3.24 | 3.40 | | 0.15 | 4.69 | | | |
| long | 5/30/16 | 6/27/16 | 28 | 4.15 | 4.39 | | 0.24 | 5.73 | | | |
| long | 10/10/16 | 3/19/18 | 525 | 5.68 | 3.26 | | -2.42 | -42.59 | | | |
| short | 3/19/18 | 11/04/19 | 595 | 3.26 | 1.71 | 6.21 | 2.95 | 90.61 | | | 21.12 |
Fiat Chrysler | short | 1/11/16 | 5/30/16 | 140 | 52.24 | 46.92 | 58.16 | 5.92 | 11.34 | | | 11.34 |
Ferrari | long | 11/04/19 | 2/03/20 | 91 | 1,204.81 | 1,197.74 | | -7.08 | -0.59 | | | -0.59 |
Mitsubishi Motors | short | 6/27/16 | 10/10/16 | 105 | 0.31 | 0.32 | 0.31 | -0.00 | -1.01 | | | -1.01 |
Maruti Suzuki | long | 1/19/15 | 6/22/15 | 154 | 36.57 | 38.92 | | 2.35 | 6.43 | | | |
| long | 11/23/15 | 1/11/16 | 49 | 45.59 | 42.10 | | -3.49 | -7.66 | | | -1.72 |
Mahindra & Mahindra | long | 1/30/06 | 6/12/06 | 133 | 2.55 | 2.28 | | -0.27 | -10.59 | | | -10.59 |
Kia Motor | short | 4/08/13 | 5/27/13 | 49 | 0.29 | 0.32 | 0.25 | -0.04 | -12.93 | | | -12.93 |
Hyundai Motor | short | 10/27/14 | 1/19/15 | 84 | 1.02 | 0.99 | 1.05 | 0.03 | 2.93 | | | |
| short | 6/22/15 | 11/23/15 | 154 | 0.74 | 0.87 | 0.62 | -0.12 | -16.32 | | | -13.87 |
Ford Motor | short | 6/12/06 | 9/18/06 | 98 | 54.24 | 62.12 | 46.35 | -7.89 | -14.54 | | | -14.54 |
Annotations
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. |
|
|