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

Assessment - Automotive Producers - 10/07/19 - RS = 13

		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	7/08/19	prc diff	⇓ Δ13	Curr	∅-RS
	L	SOM Auto Makers	402.788	Fri	2.05	392.584	2.60	419.522	-26.938	-6.42	USD	-6.67
		Ferrari	139.900	Fri	2.57	136.550	2.45	148.300	-11.750	-7.92	EUR	17.64
		Kia Motor	41,950.000	Fri	-0.83	42,850.000	-2.10	43,250.000	-400.000	-0.92	KRW	15.50
	L	Bajaj Auto	2,898.800	Fri	0.43	2,892.300	0.22	2,777.800	114.500	4.12	INR	3.91
		Paccar	69.100	Fri	2.64	67.730	2.02	70.660	-2.930	-4.15	USD	3.76
		Hyundai Motor	126,000.000	Fri	-0.40	128,000.000	-1.56	138,500.000	-10,500.000	-7.58	KRW	3.37
		Toyota	7,269.000	Fri	2.27	6,986.000	4.05	6,888.000	98.000	1.42	JPY	3.24
	L	Peugeot	23.030	Fri	4.63	21.690	6.18	22.130	-0.440	-1.99	EUR	2.98
		Volkswagen	161.500	Fri	4.91	148.540	8.72	154.800	-6.260	-4.04	EUR	0.39
	L	Maruti Suzuki	6,698.900	Fri	1.41	6,629.850	1.04	6,038.700	591.150	9.79	INR	-2.09
		Volvo	138.000	Fri	2.30	131.000	5.34	147.800	-16.800	-11.37	SEK	-3.22
		Ford Motor	8.780	Fri	1.86	8.680	1.15	10.200	-1.520	-14.90	USD	-5.44
	S	General Motors	35.570	Fri	2.63	34.750	2.36	38.230	-3.480	-9.10	USD	-6.14
	L	Honda Motor	2,828.500	Fri	2.30	2,730.000	3.61	2,837.000	-107.000	-3.77	JPY	-7.19
		SAIC Motor Corp	23.930	Fri	0.08	23.780	0.63	26.190	-2.410	-9.20	CNY	-7.97
	L	Eicher Motors	18,201.200	Fri	0.82	18,000.600	1.11	19,032.900	-1,032.300	-5.42	INR	-9.37
	L	BMW	64.780	Fri	2.45	62.680	3.35	66.700	-4.020	-6.03	EUR	-9.60
	L	Tesla Motors	247.890	Fri	1.29	237.720	4.28	230.340	7.380	3.20	USD	-9.74
	L	Hino Motors	896.000	Fri	2.28	875.000	2.40	855.000	20.000	2.34	JPY	-10.67
		Daimler	47.060	Fri	3.34	43.805	7.43	48.580	-4.775	-9.83	EUR	-11.54
	L	Renault	53.400	Fri	5.12	50.420	5.91	53.630	-3.210	-5.99	EUR	-11.89
		Fiat Chrysler	11.862	Fri	2.10	11.344	4.57	12.576	-1.232	-9.80	EUR	-12.97
		Suzuki Motor	4,549.000	Fri	3.62	4,395.000	3.50	4,947.000	-552.000	-11.16	JPY	-13.01
		Mahindra & Mahindra	560.100	Fri	-1.05	552.950	1.29	635.850	-82.900	-13.04	INR	-15.12
	L	Isuzu Motors	1,191.500	Fri	2.06	1,161.000	2.63	1,233.500	-72.500	-5.88	JPY	-17.24
		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	7/08/19	prc diff	⇓ Δ13	Curr	∅-RS
		Mazda Motor	966.100	Fri	2.92	945.700	2.16	1,118.500	-172.800	-15.45	JPY	-17.89
	L	Mitsubishi Motors	473.000	Fri	2.16	469.000	0.85	522.000	-53.000	-10.15	JPY	-18.07
		Nissan Motor	668.700	Fri	1.86	657.100	1.77	770.500	-113.400	-14.72	JPY	-22.06
		Tata Motors	121.300	Fri	3.85	117.500	3.23	154.550	-37.050	-23.97	INR	-28.37
		Traton	22.795	Fri	-0.31	23.500	-3.00	26.955	-3.455	-12.82	EUR	-na-
Auto Makers - 29 out of 29 instruments rated - 10/07/19 / 7/08/19 - 5 did rise, Market-Ratio(13) = 17.24 %

Technical Chart

	Auto Makers RS = 13 - B/S = 81/34

1/05/15	scale up chart	10/07/19

Transactions Automotive Producers * A13 - 81/34 (1)

														⇐
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		1/30/06	28		- cash -
long	1/30/06	6/12/06	133		Mahindra & Mahindra	100	717	INR	13.931	13.051		-0.880	-6	9,369	-16
short	6/12/06	9/18/06	98		Ford Motor	100	1,383	USD	6.770	7.820	5.720	-1.050	-16	7,917	-47
long	9/18/06	8/20/07	336		SAIC Motor Corp	100	1,907	CNY	4.150	19.320		15.170	366	36,846	432
short	8/20/07	3/30/09	588		Mazda Motor	100	1,303	JPY	28.270	9.040	88.406	60.136	213	115,204	103
long	3/30/09	3/07/11	707		SAIC Motor Corp	100	15,695	CNY	7.340	17.380		10.040	137	272,781	56
short	3/07/11	2/13/12	343		Mazda Motor	100	26,795	JPY	10.180	7.270	14.255	4.075	40	381,966	43
long	2/13/12	5/14/12	91		Tata Motors	100	14,790	INR	25.825	29.020		3.195	12	429,220	60
short	5/14/12	1/07/13	238		Peugeot	100	61,598	EUR	6.968	5.394	9.001	2.033	29	554,467	48
long	1/07/13	4/08/13	91		Mazda Motor	100	62,159	JPY	8.920	15.310		6.390	72	951,663	773
short	4/08/13	5/27/13	49		Kia Motor	100	18,266	KRW	52.100	59.300	44.900	-7.200	-14	820,148	-67
long	5/27/13	10/27/14	518		Tesla Motors	100	7,433	USD	110.334	221.670		111.336	101	1,647,708	63
short	10/27/14	1/19/15	84		Hyundai Motor	100	9,361	KRW	176.000	172.500	179.571	3.571	2	1,681,136	9
long	1/19/15	6/22/15	154		Maruti Suzuki	100	4,635	INR	362.635	398.085		35.450	10	1,845,447	25
short	6/22/15	11/23/15	154		Hyundai Motor	100	13,980	KRW	132.000	157.000	107.000	-25.000	-19	1,495,947	-39
long	11/23/15	1/11/16	49		Maruti Suzuki	100	3,157	INR	473.715	427.945		-45.770	-10	1,351,451	-53
short	1/11/16	5/30/16	140		Fiat Chrysler	100	184,498	EUR	7.325	6.395	8.390	1.065	15	1,547,979	42
long	5/30/16	6/27/16	28		Tata Motors	100	36,595	INR	42.300	44.795		2.495	6	1,639,283	111
short	6/27/16	10/10/16	105		Mitsubishi Motors	100	340,807	JPY	4.810	4.890	4.730	-0.080	-2	1,612,019	-6
long	10/10/16	3/19/18	525		Tata Motors	100	28,635	INR	56.295	33.570		-22.725	-40	961,288	-30
short	3/19/18	10/11/19	571		Tata Motors	100	28,635	INR	33.570	12.130	92.906	59.336	177	2,660,363	92
accum	1/30/06	10/11/19	5005	days out of 5033 invested (99%)								26,504		2,660,363	50

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
Mazda Motor	short	8/20/07	3/30/09	588	28.27	9.04	88.41	60.14	212.72
	short	3/07/11	2/13/12	343	10.18	7.27	14.25	4.07	40.03
	long	1/07/13	4/08/13	91	8.92	15.31		6.39	71.64	651.59
Tesla Motors	long	5/27/13	10/27/14	518	110.33	221.67		111.34	100.91	100.91
Tata Motors	long	2/13/12	5/14/12	91	25.83	29.02		3.20	12.37
	long	5/30/16	6/27/16	28	42.30	44.80		2.50	5.90
	long	10/10/16	3/19/18	525	56.30	33.57		-22.73	-40.37
	short	3/19/18	10/11/19	571	33.57	12.13	92.91	59.34	176.75	96.39
Peugeot	short	5/14/12	1/07/13	238	6.97	5.39	9.00	2.03	29.18	29.18
Fiat Chrysler	short	1/11/16	5/30/16	140	7.33	6.40	8.39	1.07	14.54	14.54
Maruti Suzuki	long	1/19/15	6/22/15	154	362.64	398.09		35.45	9.78
	long	11/23/15	1/11/16	49	473.72	427.95		-45.77	-9.66	-0.83
Mitsubishi Motors	short	6/27/16	10/10/16	105	4.81	4.89	4.73	-0.08	-1.66	-1.66
Mahindra & Mahindra	long	1/30/06	6/12/06	133	13.93	13.05		-0.88	-6.32	-6.32
Kia Motor	short	4/08/13	5/27/13	49	52.10	59.30	44.90	-7.20	-13.82	-13.82
Ford Motor	short	6/12/06	9/18/06	98	6.77	7.82	5.72	-1.05	-15.51	-15.51
Hyundai Motor	short	10/27/14	1/19/15	84	176.00	172.50	179.57	3.57	2.03
	short	6/22/15	11/23/15	154	132.00	157.00	107.00	-25.00	-18.94	-17.29

Annotations

12/21/17	Mahindra & Mahindra	stock split 1:2 (two for one)
1/04/16	Fiat Chrysler	spin-off Ferrari
3/23/15	Peugeot	returns to the CAC 40
3/13/15	Auto Producers	first full analysis, the Mixed Cut looks pretty good, no overlaps.


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