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

Assessment - Automotive Producers - 10/21/19 - RS = 15

		⇓instrument	freshest		⇓ Δday	10/21/19	⇓ Δwk	7/08/19	prc diff	⇓ Δ15	Curr	∅-RS
	L	SOM Auto Makers	415.919	15:29	-0.01	416.001	-0.02	419.522	-3.521	-0.84	USD	-0.72
		Ferrari	141.300	12:34	0.93	140.000	0.93	148.300	-8.300	-5.60	EUR	19.40
	L	Volkswagen	171.260	11:55	0.22	170.880	0.22	154.800	16.080	10.39	EUR	15.22
	L	Peugeot	23.790	12:22	0.21	23.740	0.21	22.130	1.610	7.28	EUR	12.56
		Paccar	74.390	14:30	1.90	73.000	1.90	70.660	2.340	3.31	USD	11.60
	L	Bajaj Auto	3,122.300	09:59	1.14	3,087.050	1.14	2,777.800	309.250	11.13	INR	10.40
	L	Toyota	7,400.000	Mon	0.43	7,400.000		6,888.000	512.000	7.43	JPY	9.11
	L	Maruti Suzuki	7,256.250	10:00	-0.63	7,302.300	-0.63	6,038.700	1,263.600	20.93	INR	8.02
		Kia Motor	40,600.000	06:30	0.50	40,400.000	0.50	43,250.000	-2,850.000	-6.59	KRW	7.83
		Volvo	145.050	15:29	0.03	145.000	0.03	147.800	-2.800	-1.89	SEK	7.49
	L	Eicher Motors	19,978.800	09:59	-1.47	20,275.900	-1.47	19,032.900	1,243.000	6.53	INR	2.96
	L	Daimler	49.750	11:54	1.12	49.200	1.12	48.580	0.620	1.28	EUR	0.01
	L	Honda Motor	2,895.000	Mon	-0.46	2,895.000		2,837.000	58.000	2.04	JPY	-1.10
	L	Suzuki Motor	4,934.000	Mon	0.41	4,934.000		4,947.000	-13.000	-0.26	JPY	-1.27
	L	BMW	68.190	11:54	0.52	67.840	0.52	66.700	1.140	1.71	EUR	-1.49
	S	Ford Motor	9.000	14:27	-0.33	9.030	-0.33	10.200	-1.170	-11.47	USD	-1.50
	S	Hyundai Motor	122,000.000	06:30		122,000.000		138,500.000	-16,500.000	-11.91	KRW	-1.71
	L	Hino Motors	944.000	Mon	0.43	944.000		855.000	89.000	10.41	JPY	-2.59
	S	General Motors	35.765	14:27	-0.46	35.930	-0.46	38.230	-2.300	-6.02	USD	-3.19
	L	Tesla Motors	253.650	14:30	0.06	253.500	0.06	230.340	23.160	10.05	USD	-3.62
	L	Fiat Chrysler	11.920	12:34	-0.68	12.002	-0.68	12.576	-0.574	-4.56	EUR	-7.16
	L	Mahindra & Mahindra	595.800	09:59	0.42	594.200	0.27	635.850	-41.650	-6.55	INR	-7.71
	L	Isuzu Motors	1,249.000	Mon	1.01	1,249.000		1,233.500	15.500	1.26	JPY	-9.81
	S	SAIC Motor Corp	23.260	07:00	0.43	23.160	0.43	26.190	-3.030	-11.57	CNY	-9.81
		Mazda Motor	987.400	Mon	-0.36	987.400		1,118.500	-131.100	-11.72	JPY	-13.22
		⇓instrument	freshest		⇓ Δday	10/21/19	⇓ Δwk	7/08/19	prc diff	⇓ Δ15	Curr	∅-RS
		Renault	48.980	12:25	-0.21	49.085	-0.21	53.630	-4.545	-8.47	EUR	-13.23
	L	Mitsubishi Motors	486.000	Mon	-0.82	486.000		522.000	-36.000	-6.90	JPY	-13.69
		Tata Motors	131.750	10:00	-3.73	136.850	-3.73	154.550	-17.700	-11.45	INR	-14.94
		Nissan Motor	682.600	Mon	-0.97	682.600		770.500	-87.900	-11.41	JPY	-17.65
		Traton	23.015	08:11	-0.39	23.105	-0.39	26.955	-3.850	-14.28	EUR	-na-
Auto Makers - 29 out of 29 instruments rated - 10/21/19 / 7/08/19 - 13 did rise, Market-Ratio(15) = 44.83 %

Technical Chart

	Auto Makers RS = 15 - B/S = 38/38

1/05/15	scale up chart	10/21/19

Transactions Automotive Producers * L15 - 38 ex 5 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
long	1/02/06	6/05/06	154		Mahindra & Mahindra	100	781	INR	12.793	14.054	1.262	10	10,985	25
6/05/06		8/28/06	84		- cash -
	8/28/06	10/30/06	63		SAIC Motor Corp	100	2,705	CNY	4.060	4.050	-0.010	0	10,958	-1
	10/30/06	8/13/07	287		Fiat Chrysler	100	2,881	EUR	3.803	5.472	1.668	44	15,764	59
8/13/07		9/03/07	21		- cash -
	9/03/07	9/10/07	7		SAIC Motor Corp	100	792	CNY	19.880	21.770	1.890	10	17,261	11,293
9/10/07		9/24/07	14		- cash -
	9/24/07	10/15/07	21		SAIC Motor Corp	100	815	CNY	21.170	25.010	3.840	18	20,391	1,712
10/15/07		10/29/07	14		- cash -
	10/29/07	11/12/07	14		SAIC Motor Corp	100	1,035	CNY	19.690	16.530	-3.160	-16	17,120	-99
11/12/07		12/03/07	21		- cash -
	12/03/07	12/17/07	14		SAIC Motor Corp	100	927	CNY	18.450	19.770	1.320	7	18,344	506
12/17/07		12/24/07	7		- cash -
	12/24/07	1/07/08	14		SAIC Motor Corp	100	906	CNY	20.230	20.850	0.620	3	18,905	120
1/07/08		5/05/08	119		- cash -
	5/05/08	6/09/08	35		Hyundai Motor	100	219	KRW	86.032	77.820	-8.212	-10	17,107	-65
6/09/08		6/16/08	7		- cash -
	6/16/08	7/07/08	21		Mazda Motor	100	579	JPY	29.540	27.180	-2.360	-8	15,741	-76
7/07/08		2/09/09	217		- cash -
	2/09/09	2/16/09	7		Maruti Suzuki	100	249	INR	62.975	63.340	0.365	1	15,831	35
2/16/09		3/02/09	14		- cash -
	3/02/09	10/05/09	217		Maruti Suzuki	100	243	INR	64.910	147.485	82.575	127	35,897	298
	10/05/09	2/01/10	119		Tata Motors	100	3,199	INR	11.221	14.381	3.160	28	46,006	114
2/01/10		2/15/10	14		- cash -
	2/15/10	5/24/10	98		Ford Motor	100	4,064	USD	11.320	11.010	-0.310	-3	44,746	-10
	5/24/10	8/09/10	77		Kia Motor	100	1,441	KRW	31.050	30.850	-0.200	-1	44,458	-3
8/09/10		8/16/10	7		- cash -
	8/16/10	11/29/10	105		Eicher Motors	100	409	INR	108.565	114.765	6.200	6	46,994	21
	11/29/10	3/14/11	105		Kia Motor	100	908	KRW	51.700	60.900	9.200	18	55,347	77
3/14/11		5/02/11	49		- cash -
	5/02/11	5/09/11	7		Kia Motor	100	763	KRW	72.500	72.100	-0.400	-1	55,042	-25
5/09/11		5/16/11	7		- cash -
	5/16/11	5/23/11	7		Kia Motor	100	759	KRW	72.500	75.100	2.600	4	57,016	528
5/23/11		6/27/11	35		- cash -
	6/27/11	8/08/11	42		Kia Motor	100	770	KRW	74.000	66.600	-7.400	-10	51,318	-60
8/08/11		11/28/11	112		- cash -
	11/28/11	1/02/12	35		Eicher Motors	100	318	INR	161.150	149.530	-11.620	-7	47,622	-54
1/02/12		1/09/12	7		- cash -
	1/09/12	2/27/12	49		Eicher Motors	100	321	INR	148.070	168.985	20.915	14	54,336	168
	2/27/12	5/21/12	84		Tata Motors	100	2,089	INR	26.005	26.175	0.170	1	54,691	3
5/21/12		8/20/12	91		- cash -
	8/20/12	1/21/13	154		Eicher Motors	100	245	INR	222.525	269.305	46.780	21	66,152	57
	1/21/13	9/02/13	224		Mazda Motor	100	6,002	JPY	11.020	20.360	9.340	85	122,211	172
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	prc diff	d %	asset	yield
9/02/13		9/09/13	7		- cash -
	9/09/13	7/07/14	301		Tesla Motors	100	760	USD	160.700	222.660	61.960	39	169,301	49
	7/07/14	10/20/14	105		Eicher Motors	100	200	INR	843.390	1,163.640	320.250	38	233,351	206
10/20/14		11/03/14	14		- cash -
	11/03/14	6/29/15	238		Eicher Motors	100	183	INR	1,273.960	1,929.820	655.860	51	353,373	89
6/29/15		7/06/15	7		- cash -
	7/06/15	7/13/15	7		Eicher Motors	100	173	INR	2,033.430	2,116.020	82.590	4	367,661	697
7/13/15		7/20/15	7		- cash -
	7/20/15	8/10/15	21		Eicher Motors	100	173	INR	2,124.810	2,036.460	-88.350	-4	352,377	-52
8/10/15		11/09/15	91		- cash -
	11/09/15	11/23/15	14		Maruti Suzuki	100	759	INR	463.760	473.715	9.955	2	359,932	74
11/23/15		11/30/15	7		- cash -
	11/30/15	1/18/16	49		Renault	100	3,768	EUR	95.510	74.170	-21.340	-22	279,523	-85
1/18/16		4/25/16	98		- cash -
	4/25/16	5/23/16	28		Eicher Motors	100	140	INR	1,994.540	1,826.810	-167.730	-8	256,041	-68
	5/23/16	6/27/16	35		Tata Motors	100	6,679	INR	38.330	44.795	6.465	17	299,221	408
6/27/16		7/18/16	21		- cash -
	7/18/16	11/21/16	126		Tata Motors	100	6,097	INR	49.075	45.850	-3.225	-7	279,558	-18
	11/21/16	4/24/17	154		Suzuki Motor	100	7,205	JPY	38.800	45.260	6.460	17	326,102	44
	4/24/17	12/18/17	238		Ferrari	100	4,816	EUR	67.700	90.300	22.600	33	434,944	56
	12/18/17	2/12/18	56		Fiat Chrysler	100	28,252	EUR	15.395	17.656	2.261	15	498,822	144
2/12/18		2/19/18	7		- cash -
	2/19/18	3/05/18	14		Fiat Chrysler	100	28,102	EUR	17.750	16.156	-1.594	-9	454,027	-91
3/05/18		3/12/18	7		- cash -
	3/12/18	3/19/18	7		Fiat Chrysler	100	26,421	EUR	17.184	16.856	-0.328	-2	445,361	-63
3/19/18		4/16/18	28		- cash -
	4/16/18	4/23/18	7		Fiat Chrysler	100	23,589	EUR	18.880	19.680	0.800	4	464,232	771
4/23/18		5/21/18	28		- cash -
	5/21/18	6/25/18	35		Fiat Chrysler	100	24,389	EUR	19.034	15.990	-3.044	-16	389,992	-84
6/25/18		7/02/18	7		- cash -
	7/02/18	7/30/18	28		Mahindra & Mahindra	100	4,398	INR	88.665	93.325	4.660	5	410,487	95
7/30/18		2/04/19	189		- cash -
	2/04/19	5/13/19	98		Kia Motor	100	11,450	KRW	35.850	42.350	6.500	18	484,912	86
5/13/19		7/08/19	56		- cash -
	7/08/19	7/15/19	7		Ferrari	100	3,269	EUR	148.300	149.300	1.000	1	488,181	42
7/15/19		9/09/19	56		- cash -
	9/09/19	10/07/19	28		Ferrari	100	3,336	EUR	146.300	136.550	-9.750	-7	455,655	-59
10/07/19		10/21/19	14		- cash -
	10/21/19	10/22/19	1		Ferrari	100	3,254	EUR	140.000	141.300	1.300	1	459,885	2,818
accum	1/02/06	10/22/19	3557	days out of 5041 invested (71%)							4,499		459,885	48

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Eicher Motors	long	8/16/10	11/29/10	105	108.57	114.77	6.20	5.71
		11/28/11	1/02/12	35	161.15	149.53	-11.62	-7.21
		1/09/12	2/27/12	49	148.07	168.99	20.92	14.13
		8/20/12	1/21/13	154	222.53	269.31	46.78	21.02
		7/07/14	10/20/14	105	843.39	1,163.64	320.25	37.97
		11/03/14	6/29/15	238	1,273.96	1,929.82	655.86	51.48
		7/06/15	7/13/15	7	2,033.43	2,116.02	82.59	4.06
		7/20/15	8/10/15	21	2,124.81	2,036.46	-88.35	-4.16
		4/25/16	5/23/16	28	1,994.54	1,826.81	-167.73	-8.41	158.65
Maruti Suzuki		2/09/09	2/16/09	7	62.98	63.34	0.37	0.58
		3/02/09	10/05/09	217	64.91	147.49	82.58	127.21
		11/09/15	11/23/15	14	463.76	473.72	9.95	2.15	133.44
Mazda Motor		6/16/08	7/07/08	21	29.54	27.18	-2.36	-7.99
		1/21/13	9/02/13	224	11.02	20.36	9.34	84.75	69.99
Tata Motors		10/05/09	2/01/10	119	11.22	14.38	3.16	28.16
		2/27/12	5/21/12	84	26.01	26.18	0.17	0.65
		5/23/16	6/27/16	35	38.33	44.80	6.47	16.87
		7/18/16	11/21/16	126	49.08	45.85	-3.23	-6.57	40.85
Tesla Motors		9/09/13	7/07/14	301	160.70	222.66	61.96	38.56	38.56
Fiat Chrysler		10/30/06	8/13/07	287	3.80	5.47	1.67	43.86
		12/18/17	2/12/18	56	15.40	17.66	2.26	14.69
		2/19/18	3/05/18	14	17.75	16.16	-1.59	-8.98
		3/12/18	3/19/18	7	17.18	16.86	-0.33	-1.91
		4/16/18	4/23/18	7	18.88	19.68	0.80	4.24
		5/21/18	6/25/18	35	19.03	15.99	-3.04	-15.99	28.99
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Kia Motor		5/24/10	8/09/10	77	31.05	30.85	-0.20	-0.64
		11/29/10	3/14/11	105	51.70	60.90	9.20	17.79
		5/02/11	5/09/11	7	72.50	72.10	-0.40	-0.55
		5/16/11	5/23/11	7	72.50	75.10	2.60	3.59
		6/27/11	8/08/11	42	74.00	66.60	-7.40	-10.00
		2/04/19	5/13/19	98	35.85	42.35	6.50	18.13	28.18
Ferrari		4/24/17	12/18/17	238	67.70	90.30	22.60	33.38
		7/08/19	7/15/19	7	148.30	149.30	1.00	0.67
		9/09/19	10/07/19	28	146.30	136.55	-9.75	-6.66
		10/21/19	10/22/19	1	140.00	141.30	1.30	0.93	26.50
SAIC Motor Corp		8/28/06	10/30/06	63	4.06	4.05	-0.01	-0.25
		9/03/07	9/10/07	7	19.88	21.77	1.89	9.51
		9/24/07	10/15/07	21	21.17	25.01	3.84	18.14
		10/29/07	11/12/07	14	19.69	16.53	-3.16	-16.05
		12/03/07	12/17/07	14	18.45	19.77	1.32	7.15
		12/24/07	1/07/08	14	20.23	20.85	0.62	3.06	19.65
Suzuki Motor		11/21/16	4/24/17	154	38.80	45.26	6.46	16.65	16.65
Mahindra & Mahindra		1/02/06	6/05/06	154	12.79	14.05	1.26	9.86
		7/02/18	7/30/18	28	88.67	93.33	4.66	5.26	15.64
Ford Motor		2/15/10	5/24/10	98	11.32	11.01	-0.31	-2.74	-2.74
Hyundai Motor		5/05/08	6/09/08	35	86.03	77.82	-8.21	-9.55	-9.55
Renault		11/30/15	1/18/16	49	95.51	74.17	-21.34	-22.34	-22.34

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.


	is taking down something concerning