| | |
| | |
Assessment - Automotive Suppliers - 4/15/24 - RS = 44
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/15/24 |
⇓ Δwk |
6/12/23 |
prc diff |
⇓ Δ44 |
Curr |
∅-RS |
| |  |
 |
 |
|
L |
 |
SOM Auto Suppliers |
287.066 |
Fri |
-0.80 |
292.747 |
-1.94 |
292.031 |
0.716 |
0.25 |
USD |
4.85 |
| | |
|
|
|
L |
|
Yokohama Rubber |
3,936.000 |
Fri |
-1.11 |
4,048.000 |
-2.77 |
3,107.000 |
941.000 |
30.29 |
JPY |
26.47 |
| | |
|
|
|
L |
|
Denso |
2,819.500 |
Fri |
-1.95 |
2,968.000 |
-5.00 |
2,297.000 |
671.000 |
29.21 |
JPY |
25.97 |
| | |
|
|
|
L |
|
GS Yuasa |
2,905.500 |
Fri |
-2.58 |
3,145.000 |
-7.62 |
2,571.500 |
573.500 |
22.30 |
JPY |
25.53 |
| | |
|
|
|
|
|
Pirelli |
5.816 |
Fri |
-0.92 |
5.850 |
-0.58 |
4.643 |
1.207 |
26.00 |
EUR |
22.10 |
| | |
|
|
|
L |
|
Autoliv |
1,257.000 |
Fri |
-0.43 |
1,262.000 |
-0.40 |
961.600 |
300.400 |
31.24 |
SEK |
20.95 |
| | |
|
|
|
L |
|
Michelin |
35.320 |
Fri |
0.91 |
34.960 |
1.03 |
27.500 |
7.460 |
27.13 |
EUR |
16.92 |
| | |
|
|
|
L |
|
KATEK |
15.100 |
Fri |
-0.33 |
15.150 |
-0.33 |
14.550 |
0.600 |
4.12 |
EUR |
15.48 |
| | |
|
|
|
L |
|
Bridgestone |
6,692.000 |
Fri |
-0.28 |
6,756.000 |
-0.95 |
5,855.000 |
901.000 |
15.39 |
JPY |
14.12 |
| | |
|
|
|
L |
|
Nokian Tyres |
9.078 |
Fri |
0.42 |
9.250 |
-1.86 |
8.504 |
0.746 |
8.77 |
EUR |
13.10 |
| | |
|
|
|
L |
|
Schaeffler |
6.170 |
Fri |
-0.64 |
6.320 |
-2.37 |
5.975 |
0.345 |
5.77 |
EUR |
10.65 |
| | |
|
|
|
|
|
Hella |
82.700 |
Fri |
-0.48 |
81.400 |
1.60 |
72.100 |
9.300 |
12.90 |
EUR |
8.13 |
| | |
|
|
|
L |
|
Hyundai Mobis |
234,500.000 |
Fri |
-0.21 |
242,500.000 |
-3.30 |
222,000.000 |
20,500.000 |
9.23 |
KRW |
5.30 |
| | |
|
|
|
S |
|
Continental |
62.360 |
Fri |
-1.80 |
65.840 |
-5.29 |
69.760 |
-3.920 |
-5.62 |
EUR |
-4.07 |
| | |
|
|
|
S |
|
Magna |
66.450 |
Fri |
0.88 |
68.410 |
-2.87 |
72.220 |
-3.810 |
-5.28 |
CAD |
-7.84 |
| | |
|
|
|
L |
|
Plastic Omnium |
11.900 |
Fri |
-1.08 |
12.190 |
-2.38 |
16.520 |
-4.330 |
-26.21 |
EUR |
-9.01 |
| | |
|
|
|
S |
|
Vitesco Technologies |
65.050 |
Fri |
0.85 |
66.600 |
-2.33 |
68.650 |
-2.050 |
-2.99 |
EUR |
-12.36 |
| | |
|
|
|
L |
|
Xinyi Glass |
7.820 |
Fri |
-0.76 |
8.240 |
-5.10 |
12.220 |
-3.980 |
-32.57 |
HKD |
-15.18 |
| | |
|
|
|
L |
|
Valeo |
12.260 |
Fri |
-1.13 |
12.420 |
-1.29 |
20.910 |
-8.490 |
-40.60 |
EUR |
-15.74 |
| | |
|
|
|
S |
|
Cdn Tire |
132.260 |
Fri |
2.08 |
127.770 |
3.51 |
167.350 |
-39.580 |
-23.65 |
CAD |
-16.02 |
| | |
|
|
|
S |
|
LG Energy Solution |
367,000.000 |
Fri |
-2.65 |
373,000.000 |
-1.61 |
612,000.000 |
-239,000.000 |
-39.05 |
KRW |
-20.54 |
| | |
|
|
|
|
|
Forvia |
14.235 |
Fri |
-2.57 |
13.950 |
2.04 |
22.220 |
-8.270 |
-37.22 |
EUR |
-22.63 |
| Auto Suppliers - 21 out of 21 instruments rated - 4/15/24 / 6/12/23 - 12 did rise, Market-Ratio(44) = 57.14 % |
Technical Chart
Transactions Automotive Suppliers * S44 - 20/34 (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 |
1/14/08 |
742 |
|
- cash - |
| short |
1/14/08 |
8/10/09 |
574 |
|
|
|
Forvia |
100 |
271 |
EUR |
36.890 |
8.950 |
152.053 |
115.163 |
312 |
41,209 |
146 |
|
| 8/10/09 |
8/22/11 |
742 |
|
- cash - |
| |
8/22/11 |
1/16/12 |
147 |
|
|
|
Grammer |
100 |
3,791 |
EUR |
10.870 |
12.400 |
9.340 |
-1.530 |
-14 |
35,409 |
-31 |
|
| 1/16/12 |
5/07/12 |
112 |
|
- cash - |
| |
5/07/12 |
6/11/12 |
35 |
|
|
|
Forvia |
100 |
2,245 |
EUR |
15.770 |
12.985 |
19.152 |
3.382 |
21 |
43,002 |
659 |
|
| 6/11/12 |
1/11/16 |
1309 |
|
- cash - |
| |
1/11/16 |
4/04/16 |
84 |
|
|
|
Leoni |
100 |
1,431 |
EUR |
30.030 |
28.820 |
31.291 |
1.261 |
4 |
44,806 |
20 |
|
| 4/04/16 |
9/10/18 |
889 |
|
- cash - |
| |
9/10/18 |
9/16/19 |
371 |
|
|
|
Leoni |
100 |
1,329 |
EUR |
33.710 |
13.515 |
84.082 |
50.372 |
149 |
111,750 |
146 |
|
| 9/16/19 |
2/10/20 |
147 |
|
- cash - |
| |
2/10/20 |
11/30/20 |
294 |
|
|
|
Pirelli |
100 |
24,783 |
EUR |
4.509 |
4.500 |
4.518 |
0.009 |
0 |
111,973 |
0 |
|
| 11/30/20 |
3/07/22 |
462 |
|
- cash - |
| |
3/07/22 |
1/09/23 |
308 |
|
|
|
Nokian Tyres |
100 |
7,983 |
EUR |
14.025 |
10.990 |
17.898 |
3.873 |
28 |
142,892 |
34 |
|
| 1/09/23 |
4/20/24 |
467 |
|
- cash - |
| accum | 1/14/08 |
1/09/23 | 1813 |
days out of 6683 invested (27%) |
1,329 |
142,892 |
71 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Forvia | short | 1/14/08 | 8/10/09 | 574 | 36.89 | 8.95 | 152.05 | 115.16 | 312.18 | | | |
| | | 5/07/12 | 6/11/12 | 35 | 15.77 | 12.99 | 19.15 | 3.38 | 21.45 | | | 400.58 |
| Leoni | | 1/11/16 | 4/04/16 | 84 | 30.03 | 28.82 | 31.29 | 1.26 | 4.20 | | | |
| | | 9/10/18 | 9/16/19 | 371 | 33.71 | 13.52 | 84.08 | 50.37 | 149.43 | | | 159.90 |
| Nokian Tyres | | 3/07/22 | 1/09/23 | 308 | 14.03 | 10.99 | 17.90 | 3.87 | 27.62 | | | 27.62 |
| Pirelli | | 2/10/20 | 11/30/20 | 294 | 4.51 | 4.50 | 4.52 | 0.01 | 0.20 | | | 0.20 |
| Grammer | | 8/22/11 | 1/16/12 | 147 | 10.87 | 12.40 | 9.34 | -1.53 | -14.08 | | | -14.08 |
Annotations
| 9/28/23 | Denso | | | stock split 1:4 (four for one) |
| 6/16/22 | Michelin | | | stock split 1:4 (four for one) |
| 4/04/22 | Hella | | | acquired by Faurecia |
| 9/16/21 | Continental | | | spin-off drive technology: one additional Vitesco for five Continental |
| 6/29/18 | Autoliv | | | spin-off of Veoneer |
| 6/22/18 | Pirelli | | | returns |
| 2/10/17 | Auto Suppliers | | | machine learning processed for all techniques |
| 6/06/16 | Valeo | | | stock split 1:3 (three for one) |
| 6/04/16 | Schaeffler | | | moves from SDAX to MDAX (2016-06-20) |
| 12/21/15 | Schaeffler | | | entry (SDAX) |
| 11/02/15 | Pirelli | | | drops out due to acquisition by CNCC |
| 3/13/15 | Auto Suppliers | | | first full analysis, Best Long and Short do not cooperate, so the Alternating seems to be the best way. |
| 1/19/15 | Hella | | | entry |
|
