Share-o-matic - Assessment Iron and Steel

Assessment - Iron and Steel - 1/07/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	Δ26	Curr	⇓∅-RS
	S	SOM Iron and Steel	333.178	12/08/24	-0.18	360.242	-7.51	389.130	-28.888	-7.42	USD	-2.42
	L	Tata Steel	152.060	12/08/24	0.16	174.070	-12.64	139.600	34.470	24.69	INR	36.02
		Ternium Argentina	886.000	12/08/24	-2.32	1,016.000	-12.80	849.000	167.000	19.67	ARS	29.09
		Kobe Steel	1,629.500	9/08/24	1.62	2,018.000	-19.25	1,824.500	193.500	10.61	JPY	7.84
	L	JSW Steel	917.350	12/08/24	1.35	943.900	-2.81	880.250	63.650	7.23	INR	12.89
		Nippon Steel	3,169.000	9/08/24	1.83	3,456.000	-8.30	3,230.000	226.000	7.00	JPY	-2.36
		Pacific Metals	1,341.000	9/08/24	5.59	1,273.000	5.34	1,214.000	59.000	4.86	JPY	-7.99
		Vallourec	13.370	12/08/24	-0.59	14.700	-9.05	14.025	0.675	4.81	EUR	11.54
	S	Acerinox	9.155	12/08/24	0.05	9.760	-6.20	10.655	-0.895	-8.40	EUR	-0.32
		Citic Pacific	7.100	12/08/24		7.100		7.800	-0.700	-8.97	HKD	-2.93
	S	Tenaris	12.830	12/08/24	0.71	14.245	-9.93	15.745	-1.500	-9.53	EUR	-6.88
		voestalpine	22.080	12/08/24	-0.18	25.280	-12.66	28.560	-3.280	-11.48	EUR	-8.15
	S	Bluescope Steel	20.560	12/08/24	-0.44	20.240	1.58	23.400	-3.160	-13.50	AUD	-4.86
	S	Vulcan Steel	7.020	12/08/24	0.14	7.100	-1.13	8.360	-1.260	-15.07	NZD	-8.39
		ArcelorMittal	20.120	12/08/24	0.30	21.300	-5.54	25.665	-4.365	-17.01	EUR	-9.15
		Outokumpu	3.242	12/08/24	0.31	3.386	-4.25	4.484	-1.098	-24.49	EUR	-16.14
	S	Aperam	25.060	12/08/24	-0.63	24.620	1.79	32.880	-8.260	-25.12	EUR	-12.57
	S	Posco Holdings	327,500.000	12/08/24	0.61	370,500.000	-11.61	499,500.000	-129,000.000	-25.83	KRW	-18.97
	S	Salzgitter	15.230	12/08/24	-1.23	18.160	-16.13	28.000	-9.840	-35.14	EUR	-25.88
		thyssenkrupp	3.320	12/08/24	-1.63	4.093	-18.89	6.312	-2.219	-35.16	EUR	-28.91
Iron and Steel - 19 out of 19 instruments rated - 1/07/24 / 1/01/24 - 7 did rise, Market-Ratio(26) = 36.84 %

Technical Chart

	Iron and Steel RS = 26 - B/S = 60/40

4/01/21	scale up chart	1/07/24

Transactions Iron and Steel * 26 - 60/40 (2)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		19/11/07	686		- cash -
short	19/11/07	19/05/08	182		SSAB	50	30	SEK	161.500	210.000	113.000	-48.500	-30	8,545	-51
					Pacific Metals	50	46	JPY	110.100	105.600	114.792	4.692	4	8,761	9
100							-13							-24
long	19/05/08	7/07/08	49		ArcelorMittal	50	22	EUR	197.400	165.900		-31.500	-16	8,068	-73
					Outokumpu	50	56	EUR	77.950	46.810		-31.140	-40	6,324	-98
100							-28							-91
short	7/07/08	20/04/09	287		Pacific Metals	50	38	JPY	81.400	64.600	102.569	21.169	26	7,128	34
					IM BaoTou Steel	50	2,174	CNY	1.486	1.361	1.622	0.136	9	7,425	12
100							17							23
long	20/04/09	5/07/10	441		Pacific Metals	50	57	JPY	64.600	58.100		-6.500	-10	7,055	-8
					IM BaoTou Steel	50	2,750	CNY	1.361	1.054		-0.307	-23	6,210	-19
100							-16							-14
short	5/07/10	22/11/10	140		Salzgitter	50	66	EUR	46.545	50.920	42.170	-4.375	-9	5,921	-23
					IM BaoTou Steel	50	2,978	CNY	1.054	1.554	0.554	-0.500	-47	4,432	-81
100							-29							-58
long	22/11/10	13/06/11	203		Severstal	50	212	EUR	10.440	12.500		2.060	20	4,869	38
					Citic Pacific	50	106	HKD	20.820	18.580		-2.240	-11	4,632	-19
100							5							8
short	13/06/11	20/02/12	252		Outokumpu	50	109	EUR	21.160	13.020	34.389	13.229	63	6,074	102
					Nippon Steel	50	99	JPY	23.290	22.080	24.566	1.276	5	6,200	8
100							34							53
long	20/02/12	23/04/12	63		Salzgitter	50	65	EUR	47.270	37.540		-9.730	-21	5,567	-74
					Tenaris	50	200	EUR	15.630	13.070		-2.560	-16	5,055	-65
100							-18							-69
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	23/04/12	24/12/12	245		Ternium Argentina	50	1,914	ARS	1.320	1.550	1.090	-0.230	-17	4,615	-25
					Outokumpu	50	238	EUR	10.620	6.840	16.489	5.869	55	6,012	93
100							19							29
long	24/12/12	1/04/13	98		voestalpine	50	108	EUR	27.615	23.625		-3.990	-14	5,581	-44
					Kobe Steel	50	277	JPY	10.900	10.900		0.000	0	5,581	0
100							-7							-24
short	1/04/13	23/09/13	175		Outokumpu	50	560	EUR	4.980	4.610	5.380	0.400	8	5,805	17
					Severstal	50	435	EUR	6.410	6.050	6.791	0.381	6	5,971	13
100							7							15
long	23/09/13	13/10/14	385		Ternium Argentina	50	1,051	ARS	2.840	6.210		3.370	119	9,513	110
					Kobe Steel	50	170	JPY	17.500	16.000		-1.500	-9	9,258	-8
100							55							52
short	13/10/14	30/03/15	168		Salzgitter	50	200	EUR	23.080	27.280	18.880	-4.200	-18	8,418	-35
					Nisshin Steel	50	559	JPY	8.290	14.730	1.850	-6.440	-78	4,818	-96
100							-48							-76
long	30/03/15	27/07/15	119		Ternium Argentina	50	310	ARS	7.770	6.170		-1.600	-21	4,322	-51
					IM BaoTou Steel	50	549	CNY	4.386	3.286		-1.100	-25	3,718	-59
100							-23							-55
short	27/07/15	28/03/16	245		Vallourec	50	2	EUR	630.000	220.800	1,797.554	1,167.554	185	6,053	377
					Tata Steel	50	977	INR	2.514	3.001	2.028	-0.487	-19	5,578	-27
100							50							83
long	28/03/16	9/05/16	42		Posco Holdings	50	13	KRW	210.500	208.500		-2.000	-1	5,552	-8
					Tata Steel	50	946	INR	3.001	3.291		0.291	10	5,827	123
100							4							46
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	9/05/16	20/06/16	42		Vallourec	50	21	EUR	137.120	137.200	137.040	-0.080	0	5,825	-1
					Kobe Steel	50	294	JPY	10.000	9.200	10.870	0.870	9	6,080	106
100							4							45
long	20/06/16	12/06/17	357		Outokumpu	50	819	EUR	3.710	7.340		3.630	98	9,053	101
					Tata Steel	50	903	INR	3.368	5.081		1.714	51	10,601	52
100							74							77
short	12/06/17	16/10/17	126		Nisshin Steel	50	419	JPY	12.620	14.440	10.800	-1.820	-14	9,838	-36
					Pacific Metals	50	184	JPY	28.800	28.700	28.900	0.100	0	9,857	1
100							-7							-19
long	16/10/17	12/03/18	147		Ternium Argentina	50	366	ARS	13.450	14.600		1.150	9	10,278	23
					Tata Steel	50	690	INR	7.150	6.229		-0.921	-13	9,642	-29
100							-2							-5
short	12/03/18	14/05/18	63		Vallourec	50	27	EUR	176.240	201.200	151.280	-24.960	-14	8,968	-59
					Outokumpu	50	748	EUR	6.522	5.696	7.468	0.946	15	9,676	119
100							0							2
long	14/05/18	25/06/18	42		ArcelorMittal	50	158	EUR	30.470	26.000		-4.470	-15	8,970	-75
					Evraz	50	968	GBP	5.022	5.028		0.006	0	8,975	1
100							-7							-48
short	25/06/18	24/09/18	91		Outokumpu	50	871	EUR	5.150	5.282	5.018	-0.132	-3	8,861	-10
					Nippon Steel	50	206	JPY	21.745	23.765	19.725	-2.020	-9	8,444	-32
100							-6							-22
long	24/09/18	15/10/18	21		Evraz	50	768	GBP	5.494	5.368		-0.126	-2	8,348	-33
					Pacific Metals	50	104	JPY	40.300	38.650		-1.650	-4	8,176	-52
100							-3							-43
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	15/10/18	17/02/20	490		Outokumpu	50	913	EUR	4.477	4.253	4.713	0.236	5	8,391	4
					Posco Holdings	50	15	KRW	265.500	218.500	322.610	57.110	22	9,248	16
100							13							10
long	17/02/20	2/03/20	14		Ternium Argentina	50	191	ARS	24.200	21.150		-3.050	-13	8,665	-97
					Outokumpu	50	1,087	EUR	4.253	3.451		-0.802	-19	7,794	-100
100							-16							-99
short	2/03/20	7/09/20	189		Kobe Steel	50	966	JPY	4.030	4.280	3.780	-0.250	-6	7,552	-12
					Hyundai Steel	50	163	KRW	23.800	25.500	22.100	-1.700	-7	7,275	-13
100							-7							-12
long	7/09/20	25/10/21	413		Ternium Argentina	50	96	ARS	37.850	109.750		71.900	190	14,177	156
					Tata Steel	50	861	INR	4.225	12.933		8.708	206	21,675	169
100							198							163
short	25/10/21	27/12/21	63		voestalpine	50	336	EUR	32.160	32.420	31.900	-0.260	-1	21,588	-5
					Vallourec	50	1,484	EUR	7.320	8.720	5.920	-1.400	-19	19,510	-71
100							-10							-46
long	27/12/21	24/01/22	28		Ternium Argentina	50	75	ARS	130.000	121.250		-8.750	-7	18,854	-60
					SSAB	50	183	SEK	53.280	52.580		-0.700	-1	18,726	-16
100							-4							-41
short	24/01/22	30/05/22	126		Vallourec	50	1,232	EUR	7.595	13.085	2.105	-5.490	-72	11,962	-98
					Kobe Steel	50	1,678	JPY	5.580	6.780	4.380	-1.200	-22	9,948	-50
100							-47							-84
long	30/05/22	20/06/22	21		Vallourec	50	380	EUR	13.085	12.150		-0.935	-7	9,593	-72
					Tenaris	50	306	EUR	16.220	13.210		-3.010	-19	8,672	-97
100							-13							-91
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	20/06/22	26/12/22	189		Aperam	50	138	EUR	31.290	29.810	32.844	1.554	5	8,886	10
					Tata Steel	50	505	INR	8.614	10.500	6.728	-1.886	-22	7,934	-38
100							-9							-16
long	26/12/22	24/07/23	210		Ternium Argentina	50	18	ARS	213.750	460.500		246.750	115	12,376	280
					Tenaris	50	246	EUR	16.580	15.040		-1.540	-9	11,997	-16
100							51							105
short	24/07/23	25/12/23	154		Vulcan Steel	50	743	NZD	8.070	8.020	8.120	0.050	1	12,034	1
					Pacific Metals	50	385	JPY	15.570	11.920	20.338	4.768	31	13,870	88
100							16							41
long	25/12/23	10/06/24	168		Ternium Argentina	50	8	ARS	845.500	951.000		105.500	12	14,714	29
					Kobe Steel	50	409	JPY	17.360	20.035		2.675	15	15,808	37
100							14							33
short	10/06/24	12/08/24	63		Salzgitter	50	382	EUR	20.640	15.230	27.972	7.332	36	18,608	482
					thyssenkrupp	50	1,856	EUR	4.267	3.320	5.484	1.217	29	20,867	328
100							32							400
accum	19/11/07	12/08/24	6396	days out of 7082 invested (90%)								109		20,867	4

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Ternium Argentina	short	23/04/12	24/12/12	245	1.32	1.55	1.09	-0.23	-17.42	50	-8.71
	long	23/09/13	13/10/14	385	2.84	6.21		3.37	118.66		59.33
	long	30/03/15	27/07/15	119	7.77	6.17		-1.60	-20.59		-10.30
	long	16/10/17	12/03/18	147	13.45	14.60		1.15	8.55		4.28
	long	17/02/20	2/03/20	14	24.20	21.15		-3.05	-12.60		-6.30
	long	7/09/20	25/10/21	413	37.85	109.75		71.90	189.96		94.98
	long	27/12/21	24/01/22	28	130.00	121.25		-8.75	-6.73		-3.37
	long	26/12/22	24/07/23	210	213.75	460.50		246.75	115.44		57.72
	long	25/12/23	10/06/24	168	845.50	951.00		105.50	12.48		6.24	302.47
Outokumpu	long	19/05/08	7/07/08	49	77.95	46.81		-31.14	-39.95		-19.97
	short	13/06/11	20/02/12	252	21.16	13.02	34.39	13.23	62.52		31.26
	short	23/04/12	24/12/12	245	10.62	6.84	16.49	5.87	55.26		27.63
	short	1/04/13	23/09/13	175	4.98	4.61	5.38	0.40	8.03		4.01
	long	20/06/16	12/06/17	357	3.71	7.34		3.63	97.84		48.92
	short	12/03/18	14/05/18	63	6.52	5.70	7.47	0.95	14.50		7.25
	short	25/06/18	24/09/18	91	5.15	5.28	5.02	-0.13	-2.56		-1.28
	short	15/10/18	17/02/20	490	4.48	4.25	4.71	0.24	5.27		2.63
	long	17/02/20	2/03/20	14	4.25	3.45		-0.80	-18.86		-9.43	104.38
Tata Steel	short	27/07/15	28/03/16	245	2.51	3.00	2.03	-0.49	-19.35		-9.68
	long	28/03/16	9/05/16	42	3.00	3.29		0.29	9.68		4.84
	long	20/06/16	12/06/17	357	3.37	5.08		1.71	50.88		25.44
	long	16/10/17	12/03/18	147	7.15	6.23		-0.92	-12.88		-6.44
	long	7/09/20	25/10/21	413	4.23	12.93		8.71	206.11		103.05
	short	20/06/22	26/12/22	189	8.61	10.50	6.73	-1.89	-21.89		-10.95	100.97
Pacific Metals	short	19/11/07	19/05/08	182	110.10	105.60	114.79	4.69	4.26		2.13
	short	7/07/08	20/04/09	287	81.40	64.60	102.57	21.17	26.01		13.00
	long	20/04/09	5/07/10	441	64.60	58.10		-6.50	-10.06		-5.03
	short	12/06/17	16/10/17	126	28.80	28.70	28.90	0.10	0.35		0.17
	long	24/09/18	15/10/18	21	40.30	38.65		-1.65	-4.09		-2.05
	short	24/07/23	25/12/23	154	15.57	11.92	20.34	4.77	30.62		15.31	24.01
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
thyssenkrupp	short	10/06/24	12/08/24	63	4.27	3.32	5.48	1.22	28.52		14.26	14.26
Severstal	long	22/11/10	13/06/11	203	10.44	12.50		2.06	19.73		9.87
	short	1/04/13	23/09/13	175	6.41	6.05	6.79	0.38	5.95		2.98	13.13
Posco Holdings	long	28/03/16	9/05/16	42	210.50	208.50		-2.00	-0.95		-0.48
	short	15/10/18	17/02/20	490	265.50	218.50	322.61	57.11	21.51		10.76	10.23
Aperam	short	20/06/22	26/12/22	189	31.29	29.81	32.84	1.55	4.96		2.48	2.48
Vulcan Steel	short	24/07/23	25/12/23	154	8.07	8.02	8.12	0.05	0.62		0.31	0.31
Vallourec	short	27/07/15	28/03/16	245	630.00	220.80	1,797.55	1,167.55	185.33		92.66
	short	9/05/16	20/06/16	42	137.12	137.20	137.04	-0.08	-0.06		-0.03
	short	12/03/18	14/05/18	63	176.24	201.20	151.28	-24.96	-14.16		-7.08
	short	25/10/21	27/12/21	63	7.32	8.72	5.92	-1.40	-19.13		-9.56
	short	24/01/22	30/05/22	126	7.60	13.09	2.11	-5.49	-72.28		-36.14
	long	30/05/22	20/06/22	21	13.09	12.15		-0.94	-7.15		-3.57	-0.34
Evraz	long	14/05/18	25/06/18	42	5.02	5.03		0.01	0.12		0.06
	long	24/09/18	15/10/18	21	5.49	5.37		-0.13	-2.29		-1.15	-1.09
Nippon Steel	short	13/06/11	20/02/12	252	23.29	22.08	24.57	1.28	5.48		2.74
	short	25/06/18	24/09/18	91	21.75	23.77	19.73	-2.02	-9.29		-4.64	-2.03
Hyundai Steel	short	2/03/20	7/09/20	189	23.80	25.50	22.10	-1.70	-7.14		-3.57	-3.57
Citic Pacific	long	22/11/10	13/06/11	203	20.82	18.58		-2.24	-10.76		-5.38	-5.38
Kobe Steel	long	24/12/12	1/04/13	98	10.90	10.90		0.00	0.00		0.00
	long	23/09/13	13/10/14	385	17.50	16.00		-1.50	-8.57		-4.29
	short	9/05/16	20/06/16	42	10.00	9.20	10.87	0.87	8.70		4.35
	short	2/03/20	7/09/20	189	4.03	4.28	3.78	-0.25	-6.20		-3.10
	short	24/01/22	30/05/22	126	5.58	6.78	4.38	-1.20	-21.51		-10.75
	long	25/12/23	10/06/24	168	17.36	20.04		2.68	15.41		7.70	-6.97
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
voestalpine	long	24/12/12	1/04/13	98	27.62	23.63		-3.99	-14.45		-7.22
	short	25/10/21	27/12/21	63	32.16	32.42	31.90	-0.26	-0.81		-0.40	-7.60
Salzgitter	short	5/07/10	22/11/10	140	46.55	50.92	42.17	-4.38	-9.40		-4.70
	long	20/02/12	23/04/12	63	47.27	37.54		-9.73	-20.58		-10.29
	short	13/10/14	30/03/15	168	23.08	27.28	18.88	-4.20	-18.20		-9.10
	short	10/06/24	12/08/24	63	20.64	15.23	27.97	7.33	35.52		17.76	-8.48
ArcelorMittal	long	19/05/08	7/07/08	49	197.40	165.90		-31.50	-15.96		-7.98
	long	14/05/18	25/06/18	42	30.47	26.00		-4.47	-14.67		-7.34	-14.73
SSAB	short	19/11/07	19/05/08	182	161.50	210.00	113.00	-48.50	-30.03		-15.02
	long	27/12/21	24/01/22	28	53.28	52.58		-0.70	-1.31		-0.66	-15.57
Tenaris	long	20/02/12	23/04/12	63	15.63	13.07		-2.56	-16.38		-8.19
	long	30/05/22	20/06/22	21	16.22	13.21		-3.01	-18.56		-9.28
	long	26/12/22	24/07/23	210	16.58	15.04		-1.54	-9.29		-4.64	-20.58
IM BaoTou Steel	short	7/07/08	20/04/09	287	1.49	1.36	1.62	0.14	9.19		4.59
	long	20/04/09	5/07/10	441	1.36	1.05		-0.31	-22.57		-11.29
	short	5/07/10	22/11/10	140	1.05	1.55	0.55	-0.50	-47.45		-23.73
	long	30/03/15	27/07/15	119	4.39	3.29		-1.10	-25.08		-12.54	-38.10
Nisshin Steel	short	13/10/14	30/03/15	168	8.29	14.73	1.85	-6.44	-77.68		-38.84
	short	12/06/17	16/10/17	126	12.62	14.44	10.80	-1.82	-14.42		-7.21	-43.25

Annotations

28/07/22	Tata Steel	stock split 1:10 (ten for one)
25/05/20	Vallourec	reverse split 40:1 (one for fourty)
18/05/17	ArcelorMittal	reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
15/03/15	Iron and Steel	first complete analysis


	is taking down something concerning