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

Assessment - Automotive Producers - 11/18/19 - RS = 22

		⇓instrument	freshest		⇓ Δday	11/18/19	⇓ Δwk	6/17/19	prc diff	⇓ Δ22	Curr	∅-RS
	L	SOM Auto Makers	437.155	16:35	-0.25	438.264	-0.25	412.000	26.264	6.37	USD	4.49
	L	Tesla Motors	351.190	15:30	0.34	349.990	0.34	225.030	124.960	55.53	USD	33.25
		Ferrari	147.900	16:35	-0.90	149.250	-0.90	136.900	12.350	9.02	EUR	23.67
	L	Paccar	79.325	15:30	-0.88	80.030	-0.88	69.240	10.790	15.58	USD	19.74
	L	Volkswagen	177.320	16:35	0.78	175.940	0.78	140.720	35.220	25.03	EUR	17.06
	L	Toyota	7,754.000	06:15	-1.05	7,836.000	-1.05	6,727.000	1,109.000	16.49	JPY	14.28
		Kia Motor	43,500.000	06:30	-0.46	43,700.000	-0.46	42,350.000	1,350.000	3.19	KRW	12.89
	L	Bajaj Auto	3,161.050	09:59	0.13	3,156.900	0.13	2,836.200	320.700	11.31	INR	11.25
	L	Hino Motors	1,051.000	06:15	-0.76	1,059.000	-0.76	883.000	176.000	19.93	JPY	9.94
	L	Volvo	148.050	16:29	-0.84	149.300	-0.84	140.900	8.400	5.96	SEK	9.85
	L	Fiat Chrysler	14.134	16:39	0.10	14.120	0.10	11.946	2.174	18.20	EUR	9.84
	L	Eicher Motors	21,747.300	09:59	1.26	21,477.400	1.26	19,727.800	1,749.600	8.87	INR	9.38
	L	Honda Motor	3,134.000	06:15	-0.73	3,157.000	-0.73	2,775.000	382.000	13.77	JPY	8.21
	L	Peugeot	22.700	16:35	-1.35	23.010	-1.35	20.830	2.180	10.47	EUR	7.78
	L	Tata Motors	167.750	09:59	-1.38	170.100	-1.38	158.750	11.350	7.15	INR	7.24
	L	BMW	73.520	16:35	0.46	73.180	0.46	62.100	11.080	17.84	EUR	6.69
	L	Maruti Suzuki	7,045.450	10:00	-0.75	7,098.450	-0.75	6,581.650	516.800	7.85	INR	4.61
	L	Daimler	50.160	16:35	-0.14	50.230	-0.14	47.315	2.915	6.16	EUR	2.00
		Hyundai Motor	125,000.000	06:30	-0.79	126,000.000	-0.79	140,000.000	-14,000.000	-10.00	KRW	0.37
	L	Suzuki Motor	4,946.000	06:15	0.24	4,934.000	0.24	5,177.000	-243.000	-4.69	JPY	-0.73
		General Motors	36.200	15:27	-1.15	36.620	-1.15	36.140	0.480	1.33	USD	-2.08
		Ford Motor	8.935	15:27	-0.17	8.950	-0.17	10.050	-1.100	-10.95	USD	-2.18
	L	Isuzu Motors	1,287.500	06:15	-1.11	1,302.000	-1.11	1,225.000	77.000	6.29	JPY	-4.60
	L	Mahindra & Mahindra	560.650	09:59	-2.27	573.700	-2.27	625.050	-51.350	-8.22	INR	-9.14
	L	Mitsubishi Motors	494.000	06:15	-0.80	498.000	-0.80	500.000	-2.000	-0.40	JPY	-9.19
		⇓instrument	freshest		⇓ Δday	11/18/19	⇓ Δwk	6/17/19	prc diff	⇓ Δ22	Curr	∅-RS
		SAIC Motor Corp	22.820	07:00		22.820		24.360	-1.540	-6.32	CNY	-10.00
	L	Mazda Motor	969.000	06:15	-0.62	975.000	-0.62	1,104.000	-129.000	-11.68	JPY	-12.94
	L	Nissan Motor	680.300	06:15	-0.06	680.700	-0.06	757.900	-77.200	-10.19	JPY	-15.49
		Renault	44.060	16:39	1.23	43.525	1.23	56.190	-12.665	-22.54	EUR	-21.19
		Traton	24.940	16:35	0.20	24.890	0.20				EUR	-na-
Auto Makers - 28 out of 29 instruments rated - 11/18/19 / 6/17/19 - 19 did rise, Market-Ratio(22) = 67.86 %

Technical Chart

	Auto Makers RS = 22 - B/S = 40/40

1/05/15	scale up chart	11/18/19

Transactions Automotive Producers * S22 - 40 ex 8 (2)

														⇐
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		7/17/06	196		- cash -
short	7/17/06	8/14/06	28		Ford Motor	50	780	USD	6.410	7.830	4.990	-1.420	-22	8,892	-96
					Kia Motor	50	348	KRW	14.350	15.050	13.650	-0.700	-5	8,649	-48
8/14/06		9/11/06	28		- cash -
	9/11/06	9/18/06	7		Mitsubishi Motors	50	217	JPY	19.860	20.080	19.640	-0.220	-1	8,601	-44
					Kia Motor	50	273	KRW	15.850	15.950	15.750	-0.100	-1	8,574	-28
9/18/06		9/25/06	7		- cash -
	9/25/06	10/09/06	14		Mitsubishi Motors	50	223	JPY	19.220	19.650	18.790	-0.430	-2	8,478	-45
					Kia Motor	50	279	KRW	15.350	15.100	15.604	0.254	2	8,549	53
10/09/06		4/02/07	175		- cash -
	4/02/07	4/09/07	7		Tata Motors	50	319	INR	13.385	14.068	12.702	-0.683	-5	8,331	-93
					Eicher Motors	50	186	INR	22.940	22.970	22.910	-0.030	0	8,325	-7
4/09/07		9/10/07	154		- cash -
	9/10/07	9/17/07	7		Mazda Motor	50	151	JPY	27.470	26.570	28.401	0.931	3	8,466	468
					Nissan Motor	50	393	JPY	10.610	10.980	10.240	-0.370	-3	8,320	-84
9/17/07		11/12/07	56		- cash -
	11/12/07	12/31/07	49		Toyota	50	68	JPY	61.000	60.360	61.647	0.647	1	8,364	8
					Kia Motor	50	413	KRW	10.100	9.970	10.232	0.132	1	8,419	10
12/31/07		1/07/08	7		- cash -
	1/07/08	1/28/08	21		Ford Motor	50	683	USD	6.160	6.670	5.650	-0.510	-8	8,070	-78
		2/18/08	42		Isuzu Motors	50	478	JPY	8.810	9.440	8.180	-0.630	-7	7,769	-48
	1/28/08	4/28/08	91		Mazda Motor	50	184	JPY	20.920	22.600	19.240	-1.680	-8	7,460	-29
	2/18/08	8/11/08	175		Renault	50	54	EUR	71.280	60.690	83.718	12.438	17	8,132	40
	4/28/08	8/18/08	112		SAIC Motor Corp	50	311	CNY	11.610	4.780	28.199	16.589	143	13,291	1,703
	8/11/08		7		Tata Motors	50	505	INR	8.944	8.506	9.405	0.461	5	13,524	1,271
8/18/08		8/25/08	7		- cash -
	8/25/08	9/15/08	21		Ford Motor	50	1,533	USD	4.410	4.740	4.080	-0.330	-7	13,018	-74
		10/27/08	63		SAIC Motor Corp	50	1,366	CNY	4.950	3.860	6.348	1.398	28	14,927	322
	9/15/08	3/23/09	189		Isuzu Motors	50	1,013	JPY	6.170	2.110	18.042	11.872	192	26,954	694
	10/27/08		147		Tata Motors	50	3,097	INR	2.801	3.321	2.281	-0.520	-19	25,343	-40
3/23/09		2/15/10	329		- cash -
	2/15/10	3/01/10	14		Mitsubishi Motors	50	1,071	JPY	11.830	12.510	11.150	-0.680	-6	24,615	-79
					Toyota	50	373	JPY	33.900	33.270	34.542	0.642	2	24,854	63
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
3/01/10		4/18/11	413		- cash -
	4/18/11	5/02/11	14		Mazda Motor	50	1,353	JPY	9.180	9.500	8.860	-0.320	-3	24,421	-60
					Mitsubishi Motors	50	1,303	JPY	9.540	10.400	8.680	-0.860	-9	23,301	-91
5/02/11		5/09/11	7		- cash -
	5/09/11	5/30/11	21		Mitsubishi Motors	50	1,212	JPY	9.610	9.380	9.846	0.236	2	23,586	52
					Maruti Suzuki	50	95	INR	122.430	123.355	121.505	-0.925	-1	23,498	-12
5/30/11		6/06/11	7		- cash -
	6/06/11	7/04/11	28		Mitsubishi Motors	50	1,253	JPY	9.370	9.850	8.890	-0.480	-5	22,897	-50
					Suzuki Motor	50	692	JPY	16.990	18.140	15.840	-1.150	-7	22,101	-60
7/04/11		7/18/11	14		- cash -
	7/18/11	7/25/11	7		Ford Motor	50	856	USD	12.900	13.170	12.630	-0.270	-2	21,870	-67
					Maruti Suzuki	50	95	INR	116.210	120.790	111.630	-4.580	-4	21,435	-88
7/25/11		8/01/11	7		- cash -
	8/01/11	9/19/11	49		Paccar	50	254	USD	42.150	37.650	47.188	5.038	12	22,715	132
		9/12/11	42		Volvo	50	131	SEK	81.850	74.950	89.385	7.535	9	23,702	115
	9/12/11	1/09/12	119		Peugeot	50	982	EUR	11.924	8.831	16.100	4.176	35	27,803	151
	9/19/11	10/03/11	14		Volvo	50	179	SEK	66.850	73.300	60.400	-6.450	-10	26,648	-93
	10/03/11	11/14/11	42		Renault	50	445	EUR	24.335	28.655	20.015	-4.320	-18	24,726	-82
	11/14/11	1/09/12	56		Fiat Chrysler	50	3,262	EUR	2.733	2.489	3.001	0.268	10	25,600	84
1/09/12		7/09/12	182		- cash -
	7/09/12	10/08/12	91		Peugeot	50	2,180	EUR	5.869	5.034	6.843	0.974	17	27,723	85
					Mazda Motor	50	2,597	JPY	4.930	4.600	5.284	0.354	7	28,641	32
10/08/12		8/17/15	1043		- cash -
	8/17/15	8/24/15	7		Hyundai Motor	50	99	KRW	143.500	142.500	144.507	1.007	1	28,741	44
		11/30/15	105		Tata Motors	50	405	INR	35.595	42.335	28.855	-6.740	-19	26,011	-52
	8/24/15	11/09/15	77		SAIC Motor Corp	50	930	CNY	15.390	20.870	9.910	-5.480	-36	20,915	-88
	11/09/15	11/30/15	21		Volkswagen	50	96	EUR	96.000	131.550	60.450	-35.550	-37	17,502	-100
11/30/15		12/14/15	14		- cash -
	12/14/15	4/25/16	133		Volkswagen	50	71	EUR	123.250	123.100	123.400	0.150	0	17,513	0
		2/01/16	49		Paccar	50	184	USD	47.510	48.540	46.480	-1.030	-2	17,323	-15
	2/01/16	4/04/16	63		Fiat Chrysler	50	1,337	EUR	6.400	6.780	6.020	-0.380	-6	16,815	-30
	4/04/16	5/23/16	49		Mazda Motor	50	521	JPY	15.430	17.945	12.915	-2.515	-16	15,505	-73
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
	4/25/16	6/20/16	56		Mitsubishi Motors	50	1,828	JPY	4.800	5.280	4.320	-0.480	-10	14,627	-50
	5/23/16		28		Fiat Chrysler	50	1,116	EUR	6.030	6.260	5.800	-0.230	-4	14,371	-40
6/20/16		6/27/16	7		- cash -
	6/27/16	7/04/16	7		Mazda Motor	50	507	JPY	14.145	13.700	14.605	0.460	3	14,604	430
					Mitsubishi Motors	50	1,496	JPY	4.810	4.690	4.933	0.123	3	14,788	273
7/04/16		9/26/16	84		- cash -
	9/26/16	10/03/16	7		Fiat Chrysler	50	1,332	EUR	5.550	5.720	5.380	-0.170	-3	14,561	-80
					Mitsubishi Motors	50	1,553	JPY	4.760	4.660	4.862	0.102	2	14,720	202
10/03/16		8/14/17	315		- cash -
	8/14/17	8/28/17	14		Daimler	50	122	EUR	60.150	61.900	58.400	-1.750	-3	14,506	-54
					Tata Motors	50	196	INR	37.580	38.000	37.160	-0.420	-1	14,424	-25
8/28/17		3/26/18	210		- cash -
	3/26/18	4/16/18	21		Mazda Motor	50	520	JPY	13.860	14.600	13.120	-0.740	-5	14,039	-61
					Tata Motors	50	217	INR	33.235	33.915	32.555	-0.680	-2	13,892	-30
4/16/18		5/28/18	42		- cash -
	5/28/18	6/11/18	14		Tesla Motors	50	24	USD	278.850	332.100	225.600	-53.250	-19	12,614	-100
		8/27/18	91		Tata Motors	50	242	INR	29.630	25.880	33.923	4.293	14	13,653	72
	6/11/18	7/23/18	42		Hino Motors	50	442	JPY	12.300	12.570	12.030	-0.270	-2	13,533	-18
	7/23/18	8/27/18	35		Renault	50	72	EUR	73.260	73.090	73.430	0.170	0	13,546	2
8/27/18		9/10/18	14		- cash -
	9/10/18	10/29/18	49		Ford Motor	50	722	USD	9.380	9.280	9.481	0.101	1	13,619	8
		3/18/19	189		Tata Motors	50	245	INR	27.570	18.030	42.158	14.588	53	17,193	127
	10/29/18	12/10/18	42		Hyundai Motor	50	64	KRW	106.000	110.500	101.500	-4.500	-4	16,905	-31
	12/10/18	3/18/19	98		Renault	50	118	EUR	55.280	60.330	50.230	-5.050	-9	16,309	-30
3/18/19		3/25/19	7		- cash -
	3/25/19	4/01/19	7		Mitsubishi Motors	50	1,382	JPY	5.900	6.050	5.750	-0.150	-3	16,102	-74
					Tata Motors	50	476	INR	17.130	18.735	15.525	-1.605	-9	15,338	-99
4/01/19		5/20/19	49		- cash -
	5/20/19	5/27/19	7		Tesla Motors	50	37	USD	205.360	190.630	221.228	15.868	8	15,925	4,747
					Mitsubishi Motors	50	1,595	JPY	4.850	4.870	4.830	-0.020	0	15,893	-19
5/27/19		6/17/19	21		- cash -
	6/17/19	7/15/19	28		Tesla Motors	50	35	USD	225.030	253.500	196.560	-28.470	-13	14,896	-83
		10/21/19	126		Mitsubishi Motors	50	1,603	JPY	5.000	4.860	5.144	0.144	3	15,127	9
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
	7/15/19		98		Suzuki Motor	50	151	JPY	45.510	49.340	41.680	-3.830	-8	14,549	-28
10/21/19		11/19/19	29		- cash -
accum	7/17/06	10/21/19	1645	days out of 5069 invested (32%)								45		14,549	9

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Isuzu Motors	short	1/07/08	2/18/08	42	8.81	9.44	8.18	-0.63	-7.15	50	-3.58
		9/15/08	3/23/09	189	6.17	2.11	18.04	11.87	192.42		96.21	89.19
SAIC Motor Corp		4/28/08	8/18/08	112	11.61	4.78	28.20	16.59	142.89		71.44
		8/25/08	10/27/08	63	4.95	3.86	6.35	1.40	28.24		14.12
		8/24/15	11/09/15	77	15.39	20.87	9.91	-5.48	-35.61		-17.80	60.82
Peugeot		9/12/11	1/09/12	119	11.92	8.83	16.10	4.18	35.02		17.51
		7/09/12	10/08/12	91	5.87	5.03	6.84	0.97	16.59		8.29	27.26
Paccar		8/01/11	9/19/11	49	42.15	37.65	47.19	5.04	11.95		5.98
		12/14/15	2/01/16	49	47.51	48.54	46.48	-1.03	-2.17		-1.08	4.83
Tata Motors		4/02/07	4/09/07	7	13.39	14.07	12.70	-0.68	-5.10		-2.55
		8/11/08	8/18/08	7	8.94	8.51	9.40	0.46	5.15		2.57
		10/27/08	3/23/09	147	2.80	3.32	2.28	-0.52	-18.56		-9.28
		8/17/15	11/30/15	105	35.60	42.34	28.86	-6.74	-18.94		-9.47
		8/14/17	8/28/17	14	37.58	38.00	37.16	-0.42	-1.12		-0.56
		3/26/18	4/16/18	21	33.24	33.92	32.56	-0.68	-2.05		-1.02
		5/28/18	8/27/18	91	29.63	25.88	33.92	4.29	14.49		7.25
		9/10/18	3/18/19	189	27.57	18.03	42.16	14.59	52.91		26.46
		3/25/19	4/01/19	7	17.13	18.74	15.53	-1.61	-9.37		-4.68	4.45
Toyota		11/12/07	12/31/07	49	61.00	60.36	61.65	0.65	1.06		0.53
		2/15/10	3/01/10	14	33.90	33.27	34.54	0.64	1.89		0.95	1.48
Eicher Motors		4/02/07	4/09/07	7	22.94	22.97	22.91	-0.03	-0.13		-0.07	-0.07
Volvo		8/01/11	9/12/11	42	81.85	74.95	89.39	7.54	9.21		4.60
		9/19/11	10/03/11	14	66.85	73.30	60.40	-6.45	-9.65		-4.82	-0.44
Hino Motors		6/11/18	7/23/18	42	12.30	12.57	12.03	-0.27	-2.20		-1.10	-1.10
Kia Motor		7/17/06	8/14/06	28	14.35	15.05	13.65	-0.70	-4.88		-2.44
		9/11/06	9/18/06	7	15.85	15.95	15.75	-0.10	-0.63		-0.32
		9/25/06	10/09/06	14	15.35	15.10	15.60	0.25	1.66		0.83
		11/12/07	12/31/07	49	10.10	9.97	10.23	0.13	1.30		0.65	-1.30
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Daimler		8/14/17	8/28/17	14	60.15	61.90	58.40	-1.75	-2.91		-1.45	-1.45
Fiat Chrysler		11/14/11	1/09/12	56	2.73	2.49	3.00	0.27	9.81		4.91
		2/01/16	4/04/16	63	6.40	6.78	6.02	-0.38	-5.94		-2.97
		5/23/16	6/20/16	28	6.03	6.26	5.80	-0.23	-3.81		-1.91
		9/26/16	10/03/16	7	5.55	5.72	5.38	-0.17	-3.06		-1.53	-1.68
Nissan Motor		9/10/07	9/17/07	7	10.61	10.98	10.24	-0.37	-3.49		-1.74	-1.74
Hyundai Motor		8/17/15	8/24/15	7	143.50	142.50	144.51	1.01	0.70		0.35
		10/29/18	12/10/18	42	106.00	110.50	101.50	-4.50	-4.25		-2.12	-1.78
Maruti Suzuki		5/09/11	5/30/11	21	122.43	123.36	121.51	-0.93	-0.76		-0.38
		7/18/11	7/25/11	7	116.21	120.79	111.63	-4.58	-3.94		-1.97	-2.34
Renault		2/18/08	8/11/08	175	71.28	60.69	83.72	12.44	17.45		8.72
		10/03/11	11/14/11	42	24.34	28.66	20.02	-4.32	-17.75		-8.88
		7/23/18	8/27/18	35	73.26	73.09	73.43	0.17	0.23		0.12
		12/10/18	3/18/19	98	55.28	60.33	50.23	-5.05	-9.14		-4.57	-5.34
Suzuki Motor		6/06/11	7/04/11	28	16.99	18.14	15.84	-1.15	-6.77		-3.38
		7/15/19	10/21/19	98	45.51	49.34	41.68	-3.83	-8.42		-4.21	-7.45
Mazda Motor		9/10/07	9/17/07	7	27.47	26.57	28.40	0.93	3.39		1.69
		1/28/08	4/28/08	91	20.92	22.60	19.24	-1.68	-8.03		-4.02
		4/18/11	5/02/11	14	9.18	9.50	8.86	-0.32	-3.49		-1.74
		7/09/12	10/08/12	91	4.93	4.60	5.28	0.35	7.17		3.59
		4/04/16	5/23/16	49	15.43	17.95	12.92	-2.52	-16.30		-8.15
		6/27/16	7/04/16	7	14.15	13.70	14.60	0.46	3.25		1.62
		3/26/18	4/16/18	21	13.86	14.60	13.12	-0.74	-5.34		-2.67	-9.74
Tesla Motors		5/28/18	6/11/18	14	278.85	332.10	225.60	-53.25	-19.10		-9.55
		5/20/19	5/27/19	7	205.36	190.63	221.23	15.87	7.73		3.86
		6/17/19	7/15/19	28	225.03	253.50	196.56	-28.47	-12.65		-6.33	-12.00
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Mitsubishi Motors		9/11/06	9/18/06	7	19.86	20.08	19.64	-0.22	-1.11		-0.55
		9/25/06	10/09/06	14	19.22	19.65	18.79	-0.43	-2.24		-1.12
		2/15/10	3/01/10	14	11.83	12.51	11.15	-0.68	-5.75		-2.87
		4/18/11	5/02/11	14	9.54	10.40	8.68	-0.86	-9.01		-4.51
		5/09/11	5/30/11	21	9.61	9.38	9.85	0.24	2.45		1.23
		6/06/11	7/04/11	28	9.37	9.85	8.89	-0.48	-5.12		-2.56
		4/25/16	6/20/16	56	4.80	5.28	4.32	-0.48	-10.00		-5.00
		6/27/16	7/04/16	7	4.81	4.69	4.93	0.12	2.56		1.28
		9/26/16	10/03/16	7	4.76	4.66	4.86	0.10	2.14		1.07
		3/25/19	4/01/19	7	5.90	6.05	5.75	-0.15	-2.54		-1.27
		5/20/19	5/27/19	7	4.85	4.87	4.83	-0.02	-0.41		-0.21
		6/17/19	10/21/19	126	5.00	4.86	5.14	0.14	2.88		1.44	-12.57
Ford Motor		7/17/06	8/14/06	28	6.41	7.83	4.99	-1.42	-22.15		-11.08
		1/07/08	1/28/08	21	6.16	6.67	5.65	-0.51	-8.28		-4.14
		8/25/08	9/15/08	21	4.41	4.74	4.08	-0.33	-7.48		-3.74
		7/18/11	7/25/11	7	12.90	13.17	12.63	-0.27	-2.09		-1.05
		9/10/18	10/29/18	49	9.38	9.28	9.48	0.10	1.08		0.54	-18.37
Volkswagen		11/09/15	11/30/15	21	96.00	131.55	60.45	-35.55	-37.03		-18.52
		12/14/15	4/25/16	133	123.25	123.10	123.40	0.15	0.12		0.06	-18.47

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