| |
| |
Assessment - Automotive Suppliers - 2/06/23 - RS = 49
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/06/23 |
⇓ Δwk |
2/28/22 |
prc diff |
⇓ Δ49 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
SOM Auto Suppliers |
285.649 |
09:06 |
-0.03 |
285.613 |
0.01 |
318.542 |
-32.929 |
-10.34 |
USD |
1.81 |
| |  |
 |
 |
 |
L |
 |
Autoliv |
959.600 |
Wed |
0.93 |
947.200 |
1.31 |
846.000 |
101.200 |
11.96 |
SEK |
18.16 |
| |  |
 |
 |
 |
|
 |
Hella |
78.550 |
Wed |
0.38 |
78.150 |
0.51 |
62.020 |
16.130 |
26.01 |
EUR |
15.76 |
| |  |
 |
 |
 |
L |
 |
Schaeffler |
6.620 |
Wed |
-0.60 |
6.550 |
1.07 |
6.010 |
0.540 |
8.99 |
EUR |
15.28 |
| |  |
 |
 |
 |
L |
 |
Valeo |
20.640 |
Wed |
-0.43 |
20.750 |
-0.53 |
19.785 |
0.965 |
4.88 |
EUR |
13.96 |
| |  |
 |
 |
 |
|
 |
Pirelli |
4.655 |
Wed |
0.02 |
4.759 |
-2.19 |
4.943 |
-0.184 |
-3.72 |
EUR |
12.00 |
| |  |
 |
 |
 |
L |
 |
Magna |
87.440 |
Wed |
-0.35 |
87.450 |
-0.01 |
94.170 |
-6.720 |
-7.14 |
CAD |
11.62 |
| |  |
 |
 |
 |
L |
 |
Continental |
71.160 |
08:51 |
0.71 |
68.980 |
3.16 |
76.800 |
-7.820 |
-10.18 |
EUR |
10.86 |
| |  |
 |
 |
 |
|
 |
Yokohama Rubber |
2,090.000 |
06:15 |
-0.52 |
2,122.000 |
-1.51 |
1,607.000 |
515.000 |
32.05 |
JPY |
10.30 |
| |  |
 |
 |
 |
L |
 |
Michelin |
29.860 |
Wed |
0.03 |
30.030 |
-0.57 |
31.000 |
-0.970 |
-3.13 |
EUR |
9.37 |
| |  |
 |
 |
 |
L |
 |
Faurecia |
18.780 |
Wed |
0.11 |
18.825 |
-0.24 |
34.050 |
-15.225 |
-44.71 |
EUR |
4.96 |
| |  |
 |
 |
 |
L |
 |
Plastic Omnium |
17.130 |
Wed |
1.00 |
16.810 |
1.90 |
18.960 |
-2.150 |
-11.34 |
EUR |
4.85 |
| |  |
 |
 |
 |
|
 |
Hankook Tire |
36,550.000 |
06:30 |
-2.14 |
35,550.000 |
2.81 |
35,200.000 |
350.000 |
0.99 |
KRW |
2.53 |
| |  |
 |
 |
 |
L |
 |
GS Yuasa |
2,445.000 |
06:15 |
1.75 |
2,258.000 |
8.28 |
2,467.000 |
-209.000 |
-8.47 |
JPY |
0.58 |
| |  |
 |
 |
 |
L |
 |
Denso |
7,354.000 |
06:15 |
0.16 |
7,366.000 |
-0.16 |
8,047.000 |
-681.000 |
-8.46 |
JPY |
0.05 |
| |  |
 |
 |
 |
L |
 |
Cdn Tire |
162.070 |
Wed |
-0.64 |
163.650 |
-0.97 |
186.870 |
-23.220 |
-12.43 |
CAD |
0.02 |
| |  |
 |
 |
 |
S |
 |
Bridgestone |
4,828.000 |
06:15 |
-0.80 |
4,855.000 |
-0.56 |
4,725.000 |
130.000 |
2.75 |
JPY |
-1.87 |
| |  |
 |
 |
 |
|
 |
Hyundai Mobis |
206,500.000 |
06:30 |
-0.48 |
205,500.000 |
0.49 |
224,000.000 |
-18,500.000 |
-8.26 |
KRW |
-2.39 |
| |  |
 |
 |
 |
L |
 |
Nokian Tyres |
9.370 |
Wed |
-8.23 |
11.325 |
-17.26 |
17.000 |
-5.675 |
-33.38 |
EUR |
-4.40 |
| |  |
 |
 |
 |
|
 |
KATEK |
13.900 |
Wed |
3.73 |
13.700 |
1.46 |
23.450 |
-9.750 |
-41.58 |
EUR |
-21.29 |
| |  |
 |
 |
 |
|
 |
Leoni |
3.212 |
09:06 |
0.63 |
3.110 |
3.28 |
10.600 |
-7.490 |
-70.66 |
EUR |
-57.74 |
Auto Suppliers - 20 out of 20 instruments rated - 2/06/23 / 2/28/22 - 7 did rise, Market-Ratio(49) = 35.00 % |
Technical Chart
Transactions Automotive Suppliers * A49 - 33/17 (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 |
3/03/08 |
791 |
|
- cash - |
short |
3/03/08 |
9/07/09 |
553 |
 |
 |
 |
Faurecia |
100 |
289 |
EUR |
34.500 |
9.820 |
121.207 |
86.707 |
251 |
35,058 |
129 |
|
long |
9/07/09 |
11/14/11 |
798 |
 |
 |
 |
Plastic Omnium |
100 |
21,468 |
EUR |
1.633 |
6.219 |
|
4.586 |
281 |
133,510 |
84 |
|
short |
11/14/11 |
1/30/12 |
77 |
 |
 |
 |
Faurecia |
100 |
7,646 |
EUR |
17.460 |
18.475 |
16.445 |
-1.015 |
-6 |
125,750 |
-25 |
|
long |
1/30/12 |
6/04/12 |
126 |
 |
 |
 |
Bertrandt |
100 |
2,287 |
EUR |
54.980 |
52.020 |
|
-2.960 |
-5 |
118,980 |
-15 |
|
short |
6/04/12 |
7/16/12 |
42 |
 |
 |
 |
Faurecia |
100 |
9,412 |
EUR |
12.640 |
12.290 |
13.000 |
0.360 |
3 |
122,369 |
28 |
|
long |
7/16/12 |
2/08/16 |
1302 |
 |
 |
 |
Continental |
100 |
2,055 |
EUR |
59.533 |
149.667 |
|
90.134 |
151 |
307,593 |
29 |
|
short |
2/08/16 |
3/07/16 |
28 |
 |
 |
 |
Leoni |
100 |
10,601 |
EUR |
29.015 |
30.500 |
27.530 |
-1.485 |
-5 |
291,851 |
-50 |
|
long |
3/07/16 |
10/08/18 |
945 |
 |
 |
 |
Grammer |
100 |
8,704 |
EUR |
33.530 |
45.600 |
|
12.070 |
36 |
396,908 |
13 |
|
short |
10/08/18 |
9/23/19 |
350 |
 |
 |
 |
Valeo |
100 |
12,384 |
EUR |
32.050 |
28.840 |
35.617 |
3.567 |
11 |
441,086 |
12 |
|
long |
9/23/19 |
10/07/19 |
14 |
 |
 |
 |
Hyundai Mobis |
100 |
1,753 |
KRW |
251.500 |
244.000 |
|
-7.500 |
-3 |
427,938 |
-55 |
|
short |
10/07/19 |
10/21/19 |
14 |
 |
 |
 |
STS |
100 |
94,676 |
EUR |
4.520 |
4.450 |
4.591 |
0.071 |
2 |
434,670 |
50 |
|
long |
10/21/19 |
2/24/20 |
126 |
 |
 |
 |
Valeo |
100 |
13,345 |
EUR |
32.570 |
25.260 |
|
-7.310 |
-22 |
337,118 |
-52 |
|
short |
2/24/20 |
12/07/20 |
287 |
 |
 |
 |
STS |
100 |
71,423 |
EUR |
4.720 |
4.790 |
4.650 |
-0.070 |
-1 |
332,118 |
-2 |
|
long |
12/07/20 |
3/07/22 |
455 |
 |
 |
 |
Plastic Omnium |
100 |
11,572 |
EUR |
28.700 |
15.550 |
|
-13.150 |
-46 |
179,946 |
-39 |
|
short |
3/07/22 |
9/12/22 |
189 |
 |
 |
 |
Nokian Tyres |
100 |
12,830 |
EUR |
14.025 |
11.530 |
17.060 |
3.035 |
22 |
218,884 |
46 |
|
long |
9/12/22 |
9/19/22 |
7 |
 |
 |
 |
Yokohama Rubber |
100 |
9,208 |
JPY |
23.770 |
23.160 |
|
-0.610 |
-3 |
213,267 |
-74 |
|
short |
9/19/22 |
2/06/23 |
140 |
 |
 |
 |
Faurecia |
100 |
14,308 |
EUR |
14.905 |
18.825 |
10.985 |
-3.920 |
-26 |
157,180 |
-55 |
|
long |
2/06/23 |
2/08/23 |
2 |
 |
 |
 |
Autoliv |
100 |
165 |
SEK |
947.200 |
959.600 |
|
12.400 |
1 |
159,226 |
974 |
|
accum | 3/03/08 |
2/08/23 | 5456 |
days out of 6247 invested (87%) |
1,492 |
159,226 |
20 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Continental | long | 7/16/12 | 2/08/16 | 1302 | 59.53 | 149.67 | | 90.13 | 151.40 | | | 151.40 |
Faurecia | short | 3/03/08 | 9/07/09 | 553 | 34.50 | 9.82 | 121.21 | 86.71 | 251.32 | | | |
| short | 11/14/11 | 1/30/12 | 77 | 17.46 | 18.48 | 16.45 | -1.02 | -5.81 | | | |
| short | 6/04/12 | 7/16/12 | 42 | 12.64 | 12.29 | 13.00 | 0.36 | 2.85 | | | |
| short | 9/19/22 | 2/06/23 | 140 | 14.91 | 18.83 | 10.99 | -3.92 | -26.30 | | | 150.82 |
Plastic Omnium | long | 9/07/09 | 11/14/11 | 798 | 1.63 | 6.22 | | 4.59 | 280.83 | | | |
| long | 12/07/20 | 3/07/22 | 455 | 28.70 | 15.55 | | -13.15 | -45.82 | | | 106.34 |
Grammer | long | 3/07/16 | 10/08/18 | 945 | 33.53 | 45.60 | | 12.07 | 36.00 | | | 36.00 |
Nokian Tyres | short | 3/07/22 | 9/12/22 | 189 | 14.03 | 11.53 | 17.06 | 3.03 | 21.64 | | | 21.64 |
Autoliv | long | 2/06/23 | 2/08/23 | 2 | 947.20 | 959.60 | | 12.40 | 1.31 | | | 1.31 |
STS | short | 10/07/19 | 10/21/19 | 14 | 4.52 | 4.45 | 4.59 | 0.07 | 1.57 | | | |
| short | 2/24/20 | 12/07/20 | 287 | 4.72 | 4.79 | 4.65 | -0.07 | -1.48 | | | 0.07 |
Yokohama Rubber | long | 9/12/22 | 9/19/22 | 7 | 23.77 | 23.16 | | -0.61 | -2.57 | | | -2.57 |
Hyundai Mobis | long | 9/23/19 | 10/07/19 | 14 | 251.50 | 244.00 | | -7.50 | -2.98 | | | -2.98 |
Leoni | short | 2/08/16 | 3/07/16 | 28 | 29.02 | 30.50 | 27.53 | -1.49 | -5.12 | | | -5.12 |
Bertrandt | long | 1/30/12 | 6/04/12 | 126 | 54.98 | 52.02 | | -2.96 | -5.38 | | | -5.38 |
Valeo | short | 10/08/18 | 9/23/19 | 350 | 32.05 | 28.84 | 35.62 | 3.57 | 11.13 | | | |
| long | 10/21/19 | 2/24/20 | 126 | 32.57 | 25.26 | | -7.31 | -22.44 | | | -13.81 |
Annotations
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 |
|
|