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

Assessment - Automotive Producers - 2/24/20 - RS = 13

		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	11/25/19	prc diff	⇓ Δ13	Curr	∅-RS
	S	SOM Auto Makers	385.389	16:41	-2.70	406.173	-5.12	438.257	-32.084	-7.32	USD	-3.54
	L	Tesla Motors	683.347	15:30	-12.26	833.790	-18.04	336.340	497.450	147.90	USD	199.15
		Volvo	152.750	16:29	-3.78	162.250	-5.86	149.850	12.400	8.27	SEK	11.97
		Ferrari	144.500	16:40	-3.76	151.300	-4.49	151.700	-0.400	-0.26	EUR	10.24
		Toyota	7,384.000	06:15	-2.13	7,837.000	-5.78	7,729.000	108.000	1.40	JPY	10.18
		Honda Motor	2,924.000	06:15	-0.73	3,039.000	-3.78	3,146.000	-107.000	-3.40	JPY	4.60
		Hino Motors	926.000	06:15	-3.14	1,008.000	-8.13	1,063.000	-55.000	-5.17	JPY	4.03
		Paccar	67.430	15:30	-2.87	72.730	-7.29	81.520	-8.790	-10.78	USD	1.44
	L	Suzuki Motor	4,616.000	06:15	-2.57	4,835.000	-4.53	4,852.000	-17.000	-0.35	JPY	1.37
		Bajaj Auto	2,936.600	10:00	-0.34	2,980.500	-1.47	3,195.650	-215.150	-6.73	INR	0.91
	S	Volkswagen	148.820	16:35	-4.39	157.000	-5.21	177.000	-20.000	-11.30	EUR	-0.33
		SAIC Motor Corp	23.350	07:00	-0.68	23.700	-1.48	23.100	0.600	2.60	CNY	-3.47
		Hyundai Motor	121,000.000	06:30	-1.22	122,500.000	-1.22	125,000.000	-2,500.000	-2.00	KRW	-3.90
	S	Maruti Suzuki	6,289.800	09:59	0.88	6,470.400	-2.79	7,236.100	-765.700	-10.58	INR	-4.06
		Tata Motors	145.250	10:00	0.48	150.650	-3.58	166.100	-15.450	-9.30	INR	-5.00
	S	Kia Motor	37,700.000	06:30	-1.18	38,600.000	-2.33	44,700.000	-6,100.000	-13.65	KRW	-7.38
	S	Eicher Motors	17,053.400	09:59	-0.60	17,949.900	-4.99	23,261.300	-5,311.400	-22.83	INR	-7.87
	S	BMW	59.840	16:35	-3.14	61.440	-2.60	74.180	-12.740	-17.17	EUR	-9.91
	S	Fiat Chrysler	11.562	16:41	-1.82	11.340	1.96	13.598	-2.258	-16.61	EUR	-10.14
	S	General Motors	30.605	15:27	-4.36	33.090	-7.51	35.810	-2.720	-7.60	USD	-10.80
	S	Isuzu Motors	1,042.500	06:15	-2.11	1,139.500	-8.51	1,303.000	-163.500	-12.55	JPY	-11.08
	S	Mahindra & Mahindra	493.500	10:00	-1.89	513.200	-3.84	547.800	-34.600	-6.32	INR	-12.10
		Mazda Motor	788.000	06:15	-3.43	897.000	-12.15	969.000	-72.000	-7.43	JPY	-14.08
	S	Peugeot	18.175	16:36	-1.89	17.805	2.08	22.400	-4.595	-20.51	EUR	-17.90
	S	Ford Motor	6.965	15:27	-3.40	7.570	-7.99	9.000	-1.430	-15.89	USD	-18.20
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	11/25/19	prc diff	⇓ Δ13	Curr	∅-RS
	S	Daimler	38.840	16:35	-3.35	39.725	-2.23	52.750	-13.025	-24.69	EUR	-18.51
	S	Mitsubishi Motors	376.000	06:15	-2.08	404.000	-6.93	483.000	-79.000	-16.36	JPY	-18.85
	S	Nissan Motor	470.300	06:15	-2.39	504.100	-6.71	674.400	-170.300	-25.25	JPY	-30.36
	S	Renault	27.230	16:37	-6.38	29.585	-7.96	43.800	-14.215	-32.45	EUR	-40.23
		Traton	19.898	16:35	-3.76	20.860	-4.61	24.995	-4.135	-16.54	EUR	-na-
Auto Makers - 29 out of 29 instruments rated - 2/24/20 / 11/25/19 - 4 did rise, Market-Ratio(13) = 13.79 %

Technical Chart

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

1/04/16	scale up chart	2/24/20

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	11/04/19	595		Tata Motors	100	28,635	INR	33.570	17.220	65.444	31.874	95	1,874,000	51
long	11/04/19	2/03/20	91		Ferrari	100	12,180	EUR	153.850	154.250		0.400	0	1,878,872	1
short	2/03/20	2/27/20	24		Renault	100	53,905	EUR	34.855	27.230	44.615	9.760	28	2,404,996	4,172
accum	1/30/06	2/27/20	5141	days out of 5169 invested (99%)								23,950		2,404,996	48

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	11/04/19	595	33.57	17.22	65.44	31.87	94.95	38.34
Peugeot	short	5/14/12	1/07/13	238	6.97	5.39	9.00	2.03	29.18	29.18
Renault	short	2/03/20	2/27/20	24	34.86	27.23	44.62	9.76	28.00	28.00
Fiat Chrysler	short	1/11/16	5/30/16	140	7.33	6.40	8.39	1.07	14.54	14.54
Ferrari	long	11/04/19	2/03/20	91	153.85	154.25		0.40	0.26	0.26
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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