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

Assessment - Automotive Producers - 6/01/20 - RS = 15

		⇓instrument	freshest		⇓ Δday	6/01/20	⇓ Δwk	2/17/20	prc diff	⇓ Δ15	Curr	∅-RS
		SOM Auto Makers	355.826	12:35	2.12	348.449	2.12	424.155	-75.706	-17.85	USD	-8.22
	L	Tesla Motors	898.100	Mon	7.56	898.100		800.030	98.070	12.26	USD	164.95
		Ferrari	152.050	12:34	-0.07	152.150	-0.07	163.250	-11.100	-6.80	EUR	6.03
		Paccar	73.120	Mon	-1.00	73.120		74.740	-1.620	-2.17	USD	3.65
		Honda Motor	2,824.500	06:15	1.07	2,794.500	1.07	2,954.000	-159.500	-5.40	JPY	1.60
		Bajaj Auto	2,796.100	10:00	1.37	2,758.300	1.37	3,075.600	-317.300	-10.32	INR	-0.72
		Volvo	141.150	08:31	2.02	138.350	2.02	173.400	-35.050	-20.21	SEK	-0.81
		Eicher Motors	17,396.200	10:00	2.42	16,985.800	2.42	18,535.900	-1,550.100	-8.36	INR	-3.70
		Toyota	6,774.000	06:15	0.80	6,720.000	0.80	7,725.000	-1,005.000	-13.01	JPY	-5.04
		Maruti Suzuki	5,690.100	10:00	-1.79	5,793.600	-1.79	6,906.750	-1,113.150	-16.12	INR	-5.82
		Mahindra & Mahindra	462.850	10:00	0.38	461.100	0.38	522.750	-61.650	-11.79	INR	-5.87
		Isuzu Motors	1,013.500	06:15	3.23	981.800	3.23	1,141.500	-159.700	-13.99	JPY	-8.08
		Kia Motor	36,500.000	06:30	5.49	34,600.000	5.49	41,450.000	-6,850.000	-16.53	KRW	-8.78
		Suzuki Motor	3,810.000	06:15	0.69	3,784.000	0.69	5,025.000	-1,241.000	-24.70	JPY	-9.06
		Volkswagen	140.600	11:55	6.11	132.500	6.11	172.520	-40.020	-23.20	EUR	-10.06
		Hyundai Motor	102,500.000	06:30	2.50	100,000.000	2.50	135,500.000	-35,500.000	-26.20	KRW	-13.80
		Hino Motors	756.000	06:15	3.28	732.000	3.28	1,018.000	-286.000	-28.09	JPY	-13.83
		BMW	55.720	11:54	5.93	52.600	5.93	66.510	-13.910	-20.91	EUR	-13.95
		General Motors	26.940	Mon	4.10	26.940		34.760	-7.820	-22.50	USD	-14.78
		Mazda Motor	695.000	06:15	-0.14	696.000	-0.14	883.000	-187.000	-21.18	JPY	-17.41
		Daimler	35.960	11:55	7.73	33.380	7.73	43.675	-10.295	-23.57	EUR	-17.54
		SAIC Motor Corp	18.230	07:00	-0.38	18.300	-0.38	22.740	-4.440	-19.53	CNY	-18.90
		Fiat Chrysler	8.411	12:35	2.31	8.221	2.31	12.320	-4.099	-33.27	EUR	-22.71
		Ford Motor	5.870	Mon	2.80	5.870		8.100	-2.230	-27.53	USD	-23.38
		Nissan Motor	410.300	06:15	-0.39	411.900	-0.39	502.800	-90.900	-18.08	JPY	-26.24
		⇓instrument	freshest		⇓ Δday	6/01/20	⇓ Δwk	2/17/20	prc diff	⇓ Δ15	Curr	∅-RS
		Peugeot	13.825	12:25	3.21	13.395	3.21	19.560	-6.165	-31.52	EUR	-26.25
		Mitsubishi Motors	307.000	06:15	1.32	303.000	1.32	408.000	-105.000	-25.74	JPY	-26.41
		Tata Motors	96.500	10:00	7.76	89.550	7.76	169.100	-79.550	-47.04	INR	-27.10
		Renault	22.035	12:25	2.70	21.455	2.70	33.030	-11.575	-35.04	EUR	-34.87
		Traton	15.718	08:10	3.83	15.138	3.83	22.840	-7.702	-33.72	EUR	-na-
Auto Makers - 29 out of 29 instruments rated - 6/01/20 / 2/17/20 - 1 did rise, Market-Ratio(15) = 3.45 %

Technical Chart

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

1/04/16	scale up chart	6/01/20

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	2/03/20	105		Ferrari	100	3,254	EUR	140.000	154.250	14.250	10	502,024	40
2/03/20		6/02/20	120		- cash -
accum	1/02/06	2/03/20	3661	days out of 5265 invested (70%)							4,920		502,024	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
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	2/03/20	105	140.00	154.25	14.25	10.18	38.09
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
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