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Assessment - Iron and Steel in Pound sterling - 1/07/24 - RS = 21
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
5/02/24 |
prc diff |
⇓ Δ21 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
SOM Iron and Steel |
263.552 |
12/08/24 |
-0.18 |
284.961 |
-7.51 |
304.504 |
-19.543 |
-6.42 |
|
-2.90 |
| |  |
 |
 |
 |
L |
 |
Tata Steel |
1.442 |
12/08/24 |
0.16 |
1.651 |
-12.64 |
1.360 |
0.291 |
21.41 |
|
27.05 |
| |  |
 |
 |
 |
|
 |
Ternium Argentina |
0.767 |
12/08/24 |
-2.32 |
0.880 |
-12.80 |
1.017 |
-0.137 |
-13.47 |
|
-17.32 |
| |  |
 |
 |
 |
L |
 |
JSW Steel |
8.699 |
12/08/24 |
1.35 |
8.951 |
-2.81 |
7.825 |
1.126 |
14.40 |
|
14.31 |
| |  |
 |
 |
 |
|
 |
Vallourec |
11.344 |
12/08/24 |
-0.59 |
12.473 |
-9.05 |
11.548 |
0.925 |
8.01 |
|
8.82 |
| |  |
 |
 |
 |
|
 |
Kobe Steel |
7.978 |
9/08/24 |
1.62 |
9.880 |
-19.25 |
10.968 |
-1.089 |
-9.93 |
|
1.44 |
| |  |
 |
 |
 |
S |
 |
Acerinox |
7.768 |
12/08/24 |
0.05 |
8.281 |
-6.20 |
8.601 |
-0.320 |
-3.72 |
|
-1.80 |
| |  |
 |
 |
 |
|
 |
Nippon Steel |
15.515 |
9/08/24 |
1.83 |
16.920 |
-8.30 |
19.102 |
-2.182 |
-11.43 |
|
-6.61 |
| |  |
 |
 |
 |
|
 |
Citic Pacific |
0.719 |
12/08/24 |
|
0.719 |
|
0.749 |
-0.029 |
-3.93 |
|
-7.44 |
| |  |
 |
 |
 |
S |
 |
Bluescope Steel |
10.816 |
12/08/24 |
-0.44 |
10.648 |
1.58 |
11.993 |
-1.345 |
-11.22 |
|
-3.71 |
| |  |
 |
 |
 |
S |
 |
Tenaris |
10.886 |
12/08/24 |
0.71 |
12.086 |
-9.93 |
12.447 |
-0.361 |
-2.90 |
|
-9.24 |
| |  |
 |
 |
 |
|
 |
Pacific Metals |
6.565 |
9/08/24 |
5.59 |
6.232 |
5.34 |
8.161 |
-1.928 |
-23.63 |
|
-14.09 |
| |  |
 |
 |
 |
|
 |
voestalpine |
18.734 |
12/08/24 |
-0.18 |
21.449 |
-12.66 |
23.130 |
-1.681 |
-7.27 |
|
-6.09 |
| |  |
 |
 |
 |
S |
 |
Vulcan Steel |
3.370 |
12/08/24 |
0.14 |
3.409 |
-1.13 |
3.768 |
-0.359 |
-9.53 |
|
-13.34 |
| |  |
 |
 |
 |
|
 |
ArcelorMittal |
17.071 |
12/08/24 |
0.30 |
18.072 |
-5.54 |
21.395 |
-3.323 |
-15.53 |
|
-12.29 |
| |  |
 |
 |
 |
S |
 |
Aperam |
21.263 |
12/08/24 |
-0.63 |
20.889 |
1.79 |
24.689 |
-3.800 |
-15.39 |
|
-13.45 |
| |  |
 |
 |
 |
|
 |
Outokumpu |
2.751 |
12/08/24 |
0.31 |
2.873 |
-4.25 |
3.385 |
-0.512 |
-15.12 |
|
-18.00 |
| |  |
 |
 |
 |
S |
 |
Posco Holdings |
187.335 |
12/08/24 |
0.61 |
211.932 |
-11.61 |
267.204 |
-55.273 |
-20.69 |
|
-22.20 |
| |  |
 |
 |
 |
S |
 |
Salzgitter |
12.922 |
12/08/24 |
-1.23 |
15.408 |
-16.13 |
21.537 |
-6.128 |
-28.46 |
|
-29.70 |
| |  |
 |
 |
 |
|
 |
thyssenkrupp |
2.817 |
12/08/24 |
-1.63 |
3.473 |
-18.89 |
4.667 |
-1.194 |
-25.59 |
|
-30.25 |
Iron and Steel - 19 out of 19 instruments rated - 1/07/24 / 5/02/24 - 3 did rise, Market-Ratio(21) in GBP = 15.79 % |
Technical Chart
Transactions Iron and Steel in Pound sterling * L21 - 80/14 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | |
2/01/06 |
16/01/06 |
14 |
|
- cash - |
long |
16/01/06 |
3/03/08 |
777 |
 |
 |
 |
Salzgitter |
100 |
283 |
|
35.219 |
88.306 |
|
53.087 |
151 |
25,024 |
54 |
|
3/03/08 |
20/04/09 |
413 |
|
- cash - |
|
20/04/09 |
16/08/10 |
483 |
 |
 |
 |
Pacific Metals |
100 |
56,838 |
|
0.440 |
0.435 |
|
-0.005 |
-1 |
24,744 |
-1 |
|
16/08/10 |
18/10/10 |
63 |
|
- cash - |
|
18/10/10 |
8/08/11 |
294 |
 |
 |
 |
Severstal |
100 |
2,645 |
|
9.355 |
9.020 |
|
-0.335 |
-4 |
23,858 |
-4 |
|
8/08/11 |
20/02/12 |
196 |
|
- cash - |
|
20/02/12 |
4/06/12 |
105 |
 |
 |
 |
Tenaris |
100 |
1,838 |
|
12.979 |
9.791 |
|
-3.188 |
-25 |
17,999 |
-62 |
|
4/06/12 |
21/01/13 |
231 |
|
- cash - |
|
21/01/13 |
24/08/15 |
945 |
 |
 |
 |
Ternium Argentina |
100 |
76,534 |
|
0.235 |
0.375 |
|
0.140 |
59 |
28,677 |
20 |
|
24/08/15 |
4/07/16 |
315 |
|
- cash - |
|
4/07/16 |
15/10/18 |
833 |
 |
 |
 |
Outokumpu |
100 |
8,273 |
|
3.466 |
3.943 |
|
0.476 |
14 |
32,619 |
6 |
|
15/10/18 |
30/12/19 |
441 |
|
- cash - |
|
30/12/19 |
9/03/20 |
70 |
 |
 |
 |
Ternium Argentina |
100 |
99,811 |
|
0.327 |
0.217 |
|
-0.109 |
-33 |
21,708 |
-88 |
|
9/03/20 |
10/08/20 |
154 |
|
- cash - |
|
10/08/20 |
4/10/21 |
420 |
 |
 |
 |
Ternium Argentina |
100 |
49,383 |
|
0.440 |
0.689 |
|
0.249 |
57 |
34,015 |
48 |
|
4/10/21 |
5/12/22 |
427 |
|
- cash - |
|
5/12/22 |
12/08/24 |
616 |
 |
 |
 |
Ternium Argentina |
100 |
38,511 |
|
0.883 |
0.767 |
|
-0.116 |
-13 |
29,555 |
-8 |
|
accum | 16/01/06 |
12/08/24 | 4816 |
days out of 7070 invested (68%) |
196 |
29,555 |
9 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Salzgitter | long | 16/01/06 | 3/03/08 | 777 | 35.22 | 88.31 | | 53.09 | 150.73 | | | 150.73 |
Ternium Argentina | | 21/01/13 | 24/08/15 | 945 | 0.24 | 0.37 | | 0.14 | 59.33 | | | |
| | 30/12/19 | 9/03/20 | 70 | 0.33 | 0.22 | | -0.11 | -33.45 | | | |
| | 10/08/20 | 4/10/21 | 420 | 0.44 | 0.69 | | 0.25 | 56.69 | | | |
| | 5/12/22 | 12/08/24 | 616 | 0.88 | 0.77 | | -0.12 | -13.11 | | | 44.36 |
Outokumpu | | 4/07/16 | 15/10/18 | 833 | 3.47 | 3.94 | | 0.48 | 13.75 | | | 13.75 |
Pacific Metals | | 20/04/09 | 16/08/10 | 483 | 0.44 | 0.44 | | -0.00 | -1.12 | | | -1.12 |
Severstal | | 18/10/10 | 8/08/11 | 294 | 9.36 | 9.02 | | -0.33 | -3.58 | | | -3.58 |
Tenaris | | 20/02/12 | 4/06/12 | 105 | 12.98 | 9.79 | | -3.19 | -24.56 | | | -24.56 |
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 |
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