| |
| |
Assessment - Iron and Steel - 4/22/24 - RS = 21
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/22/24 |
⇓ Δwk |
11/27/23 |
prc diff |
⇓ Δ21 |
Curr |
∅-RS |
| | |
|
|
|
|
|
SOM Iron and Steel |
374.330 |
Tue |
-1.08 |
378.422 |
-1.08 |
372.830 |
5.592 |
1.50 |
USD |
4.18 |
| | |
|
|
|
L |
|
Vallourec |
16.760 |
Tue |
-1.99 |
17.105 |
-2.02 |
13.235 |
3.870 |
29.24 |
EUR |
38.78 |
| | |
|
|
|
|
|
Ternium Argentina |
816.500 |
Tue |
-1.27 |
827.000 |
-1.27 |
831.000 |
-4.000 |
-0.48 |
ARS |
37.75 |
| | |
|
|
|
L |
|
Tata Steel |
161.150 |
Tue |
-0.43 |
161.850 |
-0.43 |
126.050 |
35.800 |
28.40 |
INR |
28.58 |
| | |
|
|
|
L |
|
Tenaris |
17.535 |
Tue |
-0.76 |
17.665 |
-0.74 |
15.460 |
2.205 |
14.26 |
EUR |
18.71 |
| | |
|
|
|
|
|
Kobe Steel |
1,910.500 |
Tue |
0.18 |
1,907.000 |
0.18 |
1,782.000 |
125.000 |
7.01 |
JPY |
17.37 |
| | |
|
|
|
|
|
Bluescope Steel |
23.010 |
Tue |
0.61 |
22.870 |
0.61 |
20.130 |
2.740 |
13.61 |
AUD |
9.39 |
| | |
|
|
|
|
|
JSW Steel |
851.350 |
Tue |
-0.40 |
854.800 |
-0.40 |
779.850 |
74.950 |
9.61 |
INR |
8.27 |
| | |
|
|
|
|
|
Nippon Steel |
3,492.000 |
Tue |
0.34 |
3,480.000 |
0.34 |
3,485.000 |
-5.000 |
-0.14 |
JPY |
5.71 |
| | |
|
|
|
|
|
Acerinox |
9.880 |
Tue |
-0.90 |
9.965 |
-0.85 |
10.245 |
-0.280 |
-2.73 |
EUR |
1.98 |
| | |
|
|
|
L |
|
Vulcan Steel |
7.940 |
Tue |
-5.48 |
8.400 |
-5.48 |
7.920 |
0.480 |
6.06 |
NZD |
1.50 |
| | |
|
|
|
|
|
ArcelorMittal |
23.500 |
Tue |
-2.57 |
24.120 |
-2.57 |
22.505 |
1.615 |
7.18 |
EUR |
-0.27 |
| | |
|
|
|
|
|
Aperam |
27.020 |
Tue |
-1.82 |
27.520 |
-1.82 |
30.000 |
-2.480 |
-8.27 |
EUR |
-5.45 |
| | |
|
|
|
|
|
Pacific Metals |
1,291.000 |
Tue |
-0.23 |
1,294.000 |
-0.23 |
1,269.000 |
25.000 |
1.97 |
JPY |
-8.85 |
| | |
|
|
|
|
|
voestalpine |
24.700 |
Tue |
-1.20 |
25.000 |
-1.20 |
26.000 |
-1.000 |
-3.85 |
EUR |
-8.87 |
| | |
|
|
|
S |
|
Citic Pacific |
7.150 |
Tue |
0.56 |
7.110 |
0.56 |
7.410 |
-0.300 |
-4.05 |
HKD |
-10.13 |
| | |
|
|
|
S |
|
Outokumpu |
3.747 |
Tue |
-1.34 |
3.798 |
-1.34 |
3.903 |
-0.105 |
-2.69 |
EUR |
-11.90 |
| | |
|
|
|
S |
|
Posco Holdings |
391,500.000 |
Tue |
-0.89 |
395,000.000 |
-0.89 |
468,000.000 |
-73,000.000 |
-15.60 |
KRW |
-13.08 |
| | |
|
|
|
|
|
Salzgitter |
23.100 |
Tue |
-2.28 |
23.640 |
-2.28 |
27.940 |
-4.300 |
-15.39 |
EUR |
-13.54 |
| | |
|
|
|
|
|
thyssenkrupp |
4.490 |
Tue |
-0.73 |
4.523 |
-0.73 |
7.018 |
-2.495 |
-35.55 |
EUR |
-27.29 |
Iron and Steel - 19 out of 19 instruments rated - 4/22/24 / 11/27/23 - 9 did rise, Market-Ratio(21) = 47.37 % |
Technical Chart
Transactions Iron and Steel * L21 - 80/14 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | | prc diff | d % | asset | yield | |
1/02/06 |
1/16/06 |
14 |
|
- cash - |
long |
1/16/06 |
3/03/08 |
777 |
|
|
|
Salzgitter |
100 |
193 |
EUR |
51.550 |
115.720 |
|
64.170 |
124 |
22,385 |
46 |
|
3/03/08 |
4/20/09 |
413 |
|
- cash - |
|
4/20/09 |
8/16/10 |
483 |
|
|
|
Pacific Metals |
100 |
346 |
JPY |
64.600 |
58.500 |
|
-6.100 |
-9 |
20,274 |
-7 |
|
8/16/10 |
10/18/10 |
63 |
|
- cash - |
|
10/18/10 |
8/08/11 |
294 |
|
|
|
Severstal |
100 |
1,894 |
EUR |
10.700 |
10.350 |
|
-0.350 |
-3 |
19,611 |
-4 |
|
8/08/11 |
2/20/12 |
196 |
|
- cash - |
|
2/20/12 |
6/04/12 |
105 |
|
|
|
Tenaris |
100 |
1,254 |
EUR |
15.630 |
12.100 |
|
-3.530 |
-23 |
15,185 |
-59 |
|
6/04/12 |
1/21/13 |
231 |
|
- cash - |
|
1/21/13 |
8/24/15 |
945 |
|
|
|
Ternium Argentina |
100 |
8,207 |
ARS |
1.850 |
5.480 |
|
3.630 |
196 |
44,976 |
52 |
|
8/24/15 |
7/04/16 |
315 |
|
- cash - |
|
7/04/16 |
10/15/18 |
833 |
|
|
|
Outokumpu |
100 |
10,890 |
EUR |
4.130 |
4.477 |
|
0.347 |
8 |
48,755 |
4 |
|
10/15/18 |
12/30/19 |
441 |
|
- cash - |
|
12/30/19 |
3/09/20 |
70 |
|
|
|
Ternium Argentina |
100 |
1,900 |
ARS |
25.650 |
17.850 |
|
-7.800 |
-30 |
33,935 |
-85 |
|
3/09/20 |
8/10/20 |
154 |
|
- cash - |
|
8/10/20 |
10/04/21 |
420 |
|
|
|
Ternium Argentina |
100 |
808 |
ARS |
41.950 |
92.700 |
|
50.750 |
121 |
74,941 |
99 |
|
10/04/21 |
12/05/22 |
427 |
|
- cash - |
|
12/05/22 |
4/23/24 |
505 |
|
|
|
Ternium Argentina |
100 |
411 |
ARS |
182.000 |
816.500 |
|
634.500 |
349 |
335,720 |
196 |
|
accum | 1/16/06 |
4/23/24 | 4433 |
days out of 6687 invested (66%) |
3,257 |
335,720 |
34 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Ternium Argentina | long | 1/21/13 | 8/24/15 | 945 | 1.85 | 5.48 | | 3.63 | 196.22 | | | |
| | 12/30/19 | 3/09/20 | 70 | 25.65 | 17.85 | | -7.80 | -30.41 | | | |
| | 8/10/20 | 10/04/21 | 420 | 41.95 | 92.70 | | 50.75 | 120.98 | | | |
| | 12/05/22 | 4/23/24 | 505 | 182.00 | 816.50 | | 634.50 | 348.63 | | | 1,943.58 |
Salzgitter | | 1/16/06 | 3/03/08 | 777 | 51.55 | 115.72 | | 64.17 | 124.48 | | | 124.48 |
Outokumpu | | 7/04/16 | 10/15/18 | 833 | 4.13 | 4.48 | | 0.35 | 8.40 | | | 8.40 |
Severstal | | 10/18/10 | 8/08/11 | 294 | 10.70 | 10.35 | | -0.35 | -3.27 | | | -3.27 |
Pacific Metals | | 4/20/09 | 8/16/10 | 483 | 64.60 | 58.50 | | -6.10 | -9.44 | | | -9.44 |
Tenaris | | 2/20/12 | 6/04/12 | 105 | 15.63 | 12.10 | | -3.53 | -22.58 | | | -22.58 |
Annotations
7/28/22 | Tata Steel | | | stock split 1:10 (ten for one) |
5/25/20 | Vallourec | | | reverse split 40:1 (one for fourty) |
5/18/17 | ArcelorMittal | | | reverse stock split 3:1 (one for three)
ISIN change from LU0323134006 to LU1598757687 |
3/15/15 | Iron and Steel | | | first complete analysis |
|