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Assessment - Iron and Steel in Renminbi yuán - 7/01/24 - RS = 34
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
11/06/23 |
prc diff |
⇓ Δ34 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
SOM Iron and Steel |
2,426.383 |
8/12/24 |
-0.18 |
2,623.477 |
-7.51 |
2,633.537 |
-10.059 |
-0.38 |
|
-1.72 |
| |  |
 |
 |
 |
L |
 |
Tata Steel |
13.276 |
8/12/24 |
0.16 |
15.197 |
-12.64 |
10.432 |
4.765 |
45.68 |
|
28.60 |
| |  |
 |
 |
 |
|
 |
Ternium Argentina |
7.065 |
8/12/24 |
-2.32 |
8.102 |
-12.80 |
16.585 |
-8.483 |
-51.15 |
|
-16.44 |
| |  |
 |
 |
 |
L |
 |
JSW Steel |
80.091 |
8/12/24 |
1.35 |
82.409 |
-2.81 |
65.877 |
16.532 |
25.09 |
|
15.72 |
| |  |
 |
 |
 |
|
 |
Vallourec |
104.438 |
8/12/24 |
-0.59 |
114.828 |
-9.05 |
96.848 |
17.980 |
18.57 |
|
10.17 |
| |  |
 |
 |
 |
|
 |
Kobe Steel |
73.445 |
8/09/24 |
1.62 |
90.956 |
-19.25 |
89.912 |
1.044 |
1.16 |
|
2.62 |
| |  |
 |
 |
 |
S |
 |
Acerinox |
71.513 |
8/12/24 |
0.05 |
76.239 |
-6.20 |
76.150 |
0.089 |
0.12 |
|
-0.59 |
| |  |
 |
 |
 |
|
 |
Nippon Steel |
142.834 |
8/09/24 |
1.83 |
155.770 |
-8.30 |
157.783 |
-2.013 |
-1.28 |
|
-5.49 |
| |  |
 |
 |
 |
|
 |
Citic Pacific |
6.621 |
8/12/24 |
|
6.621 |
|
6.587 |
0.034 |
0.51 |
|
-6.25 |
| |  |
 |
 |
 |
S |
 |
Bluescope Steel |
99.576 |
8/12/24 |
-0.44 |
98.026 |
1.58 |
92.077 |
5.949 |
6.46 |
|
-2.51 |
| |  |
 |
 |
 |
S |
 |
Tenaris |
100.220 |
8/12/24 |
0.71 |
111.273 |
-9.93 |
130.479 |
-19.205 |
-14.72 |
|
-8.15 |
| |  |
 |
 |
 |
|
 |
Pacific Metals |
60.442 |
8/09/24 |
5.59 |
57.377 |
5.34 |
66.172 |
-8.795 |
-13.29 |
|
-13.00 |
| |  |
 |
 |
 |
|
 |
voestalpine |
172.476 |
8/12/24 |
-0.18 |
197.472 |
-12.66 |
190.103 |
7.369 |
3.88 |
|
-4.89 |
| |  |
 |
 |
 |
S |
 |
Vulcan Steel |
31.029 |
8/12/24 |
0.14 |
31.383 |
-1.13 |
34.350 |
-2.967 |
-8.64 |
|
-12.27 |
| |  |
 |
 |
 |
|
 |
ArcelorMittal |
157.165 |
8/12/24 |
0.30 |
166.383 |
-5.54 |
169.249 |
-2.866 |
-1.69 |
|
-11.18 |
| |  |
 |
 |
 |
S |
 |
Aperam |
195.754 |
8/12/24 |
-0.63 |
192.317 |
1.79 |
221.266 |
-28.949 |
-13.08 |
|
-12.40 |
| |  |
 |
 |
 |
|
 |
Outokumpu |
25.325 |
8/12/24 |
0.31 |
26.449 |
-4.25 |
30.851 |
-4.401 |
-14.27 |
|
-16.96 |
| |  |
 |
 |
 |
S |
 |
Posco Holdings |
1,724.690 |
8/12/24 |
0.61 |
1,951.138 |
-11.61 |
2,927.390 |
-976.252 |
-33.35 |
|
-21.27 |
| |  |
 |
 |
 |
S |
 |
Salzgitter |
118.968 |
8/12/24 |
-1.23 |
141.855 |
-16.13 |
200.569 |
-58.713 |
-29.27 |
|
-28.82 |
| |  |
 |
 |
 |
|
 |
thyssenkrupp |
25.934 |
8/12/24 |
-1.63 |
31.972 |
-18.89 |
53.079 |
-21.107 |
-39.76 |
|
-29.42 |
Iron and Steel - 19 out of 19 instruments rated - 7/01/24 / 11/06/23 - 8 did rise, Market-Ratio(34) in CNY = 42.11 % |
Technical Chart
Transactions Iron and Steel in Renminbi yuán * S34 - 40/85 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
1/21/08 |
749 |
|
- cash - |
short |
1/21/08 |
6/15/09 |
511 |
 |
 |
 |
Pacific Metals |
100 |
1,735 |
|
5.762 |
5.652 |
5.873 |
0.112 |
2 |
10,194 |
1 |
|
6/15/09 |
8/16/10 |
427 |
|
- cash - |
|
8/16/10 |
1/10/11 |
147 |
 |
 |
 |
Salzgitter |
100 |
23 |
|
439.060 |
469.149 |
408.971 |
-30.089 |
-7 |
9,502 |
-16 |
|
1/10/11 |
6/06/11 |
147 |
|
- cash - |
|
6/06/11 |
2/17/14 |
987 |
 |
 |
 |
Outokumpu |
100 |
43 |
|
217.797 |
28.430 |
1,668.515 |
1,450.718 |
666 |
71,882 |
112 |
|
2/17/14 |
6/16/14 |
119 |
|
- cash - |
|
6/16/14 |
10/03/16 |
840 |
 |
 |
 |
Vallourec |
100 |
6 |
|
11,503.694 |
1,236.030 |
107,064.535 |
95,560.841 |
831 |
645,247 |
164 |
|
10/03/16 |
10/09/17 |
371 |
|
- cash - |
|
10/09/17 |
1/08/18 |
91 |
 |
 |
 |
Tenaris |
100 |
6,863 |
|
94.008 |
106.791 |
81.226 |
-12.783 |
-14 |
557,521 |
-44 |
|
1/08/18 |
4/09/18 |
91 |
|
- cash - |
|
4/09/18 |
11/09/20 |
945 |
 |
 |
 |
Outokumpu |
100 |
13,152 |
|
42.390 |
19.264 |
93.279 |
50.889 |
120 |
1,226,807 |
36 |
|
11/09/20 |
11/29/21 |
385 |
|
- cash - |
|
11/29/21 |
2/20/23 |
448 |
 |
 |
 |
Vallourec |
100 |
21,511 |
|
57.030 |
101.727 |
12.333 |
-44.697 |
-78 |
265,335 |
-71 |
|
2/20/23 |
8/28/23 |
189 |
|
- cash - |
|
8/28/23 |
8/12/24 |
350 |
 |
 |
 |
Aperam |
100 |
1,304 |
|
203.331 |
195.754 |
211.202 |
7.871 |
4 |
275,598 |
4 |
|
accum | 1/21/08 |
8/12/24 | 4652 |
days out of 7130 invested (65%) |
2,656 |
275,598 |
30 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Outokumpu | short | 6/06/11 | 2/17/14 | 987 | 217.80 | 28.43 | 1,668.51 | 1,450.72 | 666.09 | | | |
| | 4/09/18 | 11/09/20 | 945 | 42.39 | 19.26 | 93.28 | 50.89 | 120.05 | | | 1,585.75 |
Vallourec | | 6/16/14 | 10/03/16 | 840 | 11,503.69 | 1,236.03 | 107,064.54 | 95,560.84 | 830.70 | | | |
| | 11/29/21 | 2/20/23 | 448 | 57.03 | 101.73 | 12.33 | -44.70 | -78.37 | | | 101.27 |
Aperam | | 8/28/23 | 8/12/24 | 350 | 203.33 | 195.75 | 211.20 | 7.87 | 3.87 | | | 3.87 |
Pacific Metals | | 1/21/08 | 6/15/09 | 511 | 5.76 | 5.65 | 5.87 | 0.11 | 1.94 | | | 1.94 |
Salzgitter | | 8/16/10 | 1/10/11 | 147 | 439.06 | 469.15 | 408.97 | -30.09 | -6.85 | | | -6.85 |
Tenaris | | 10/09/17 | 1/08/18 | 91 | 94.01 | 106.79 | 81.23 | -12.78 | -13.60 | | | -13.60 |
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 |
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