| | |
| | |
Assessment - Iron and Steel - 10/07/19 - RS = 34
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
10/07/19 |
⇓ Δwk |
2/11/19 |
prc diff |
⇓ Δ34 |
Curr |
∅-RS |
| |  |
 |
 |
|
|
 |
SOM Iron and Steel |
200.274 |
Fri |
2.95 |
191.988 |
4.32 |
233.060 |
-41.072 |
-17.62 |
USD |
-16.05 |
| | |
|
|
|
L |
|
Ternium Argentina |
17.000 |
Fri |
-1.16 |
17.200 |
-1.16 |
15.800 |
1.400 |
8.86 |
ARS |
22.72 |
| | |
|
|
|
|
|
Vallourec |
2.359 |
Fri |
2.88 |
2.249 |
4.89 |
1.611 |
0.639 |
39.65 |
EUR |
-1.57 |
| | |
|
|
|
L |
|
thyssenkrupp |
12.605 |
Fri |
1.08 |
12.435 |
1.37 |
13.260 |
-0.825 |
-6.22 |
EUR |
-7.22 |
| | |
|
|
|
S |
|
Severstal |
12.600 |
Fri |
2.52 |
12.270 |
2.69 |
13.340 |
-1.070 |
-8.02 |
EUR |
-9.85 |
| | |
|
|
|
L |
|
Posco |
225,500.000 |
Fri |
2.27 |
219,000.000 |
2.97 |
265,500.000 |
-46,500.000 |
-17.51 |
KRW |
-11.13 |
| | |
|
|
|
|
|
Citic Pacific |
10.200 |
Fri |
3.45 |
9.950 |
2.51 |
11.740 |
-1.790 |
-15.25 |
HKD |
-11.31 |
| | |
|
|
|
L |
|
Pacific Metals |
2,346.000 |
Fri |
0.86 |
2,241.000 |
4.69 |
2,735.000 |
-494.000 |
-18.06 |
JPY |
-12.12 |
| | |
|
|
|
|
|
Baoshan Iron&Steel |
5.960 |
Fri |
0.68 |
5.910 |
0.85 |
7.020 |
-1.110 |
-15.81 |
CNY |
-13.06 |
| | |
|
|
|
L |
|
Acerinox |
7.968 |
Fri |
3.32 |
7.502 |
6.21 |
9.490 |
-1.988 |
-20.95 |
EUR |
-14.86 |
| | |
|
|
|
|
|
Aperam |
22.510 |
Fri |
5.68 |
21.000 |
7.19 |
26.680 |
-5.680 |
-21.29 |
EUR |
-16.49 |
| | |
|
|
|
|
|
Hyundai Steel |
36,450.000 |
Fri |
0.55 |
36,450.000 |
|
49,300.000 |
-12,850.000 |
-26.06 |
KRW |
-16.81 |
| | |
|
|
|
|
|
Tenaris |
9.634 |
Fri |
3.48 |
9.336 |
3.19 |
11.800 |
-2.464 |
-20.88 |
EUR |
-17.47 |
| | |
|
|
|
|
|
SSAB |
27.820 |
Fri |
3.57 |
25.860 |
7.58 |
34.080 |
-8.220 |
-24.12 |
SEK |
-19.42 |
| | |
|
|
|
S |
|
Nippon Steel |
1,504.500 |
Fri |
1.42 |
1,481.000 |
1.59 |
2,031.500 |
-550.500 |
-27.10 |
JPY |
-20.73 |
| | |
|
|
|
|
|
voestalpine |
21.630 |
Fri |
2.90 |
20.550 |
5.26 |
25.790 |
-5.240 |
-20.32 |
EUR |
-21.70 |
| | |
|
|
|
S |
|
Evraz |
434.500 |
Fri |
4.95 |
423.200 |
2.67 |
534.000 |
-110.800 |
-20.75 |
GBP |
-23.24 |
| | |
|
|
|
|
|
Kobe Steel |
570.000 |
Fri |
1.79 |
564.000 |
1.06 |
860.000 |
-296.000 |
-34.42 |
JPY |
-25.77 |
| | |
|
|
|
|
|
ArcelorMittal |
13.438 |
Fri |
5.84 |
12.160 |
10.51 |
20.190 |
-8.030 |
-39.77 |
EUR |
-29.21 |
| | |
|
|
|
|
|
Outokumpu |
2.614 |
Fri |
8.46 |
2.273 |
15.00 |
3.354 |
-1.081 |
-32.23 |
EUR |
-29.26 |
| | |
|
|
|
S |
|
Tata Steel |
339.000 |
Fri |
2.74 |
324.800 |
4.37 |
467.500 |
-142.700 |
-30.52 |
INR |
-31.69 |
| | |
|
|
|
|
|
Salzgitter |
16.040 |
Fri |
4.77 |
14.900 |
7.65 |
24.800 |
-9.900 |
-39.92 |
EUR |
-38.92 |
| Iron and Steel - 21 out of 21 instruments rated - 10/07/19 / 2/11/19 - 2 did rise, Market-Ratio(34) = 9.52 % |
Technical Chart
Transactions Iron and Steel * S34 - 40/85 (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 |
1/21/08 |
749 |
|
- cash - |
| short |
1/21/08 |
6/15/09 |
511 |
|
|
|
Pacific Metals |
100 |
117 |
JPY |
85.000 |
81.400 |
88.759 |
3.759 |
4 |
10,440 |
3 |
|
| 6/15/09 |
8/16/10 |
427 |
|
- cash - |
| |
8/16/10 |
1/10/11 |
147 |
|
|
|
Salzgitter |
100 |
206 |
EUR |
50.650 |
54.850 |
46.450 |
-4.200 |
-8 |
9,575 |
-19 |
|
| 1/10/11 |
6/06/11 |
147 |
|
- cash - |
| |
6/06/11 |
2/17/14 |
987 |
|
|
|
Outokumpu |
100 |
416 |
EUR |
22.970 |
3.400 |
155.183 |
132.213 |
576 |
64,575 |
103 |
|
| 2/17/14 |
6/16/14 |
119 |
|
- cash - |
| |
6/16/14 |
10/03/16 |
840 |
|
|
|
Vallourec |
100 |
1,897 |
EUR |
34.035 |
4.132 |
280.344 |
246.309 |
724 |
531,823 |
150 |
|
| 10/03/16 |
10/09/17 |
371 |
|
- cash - |
| |
10/09/17 |
1/08/18 |
91 |
|
|
|
Tenaris |
100 |
44,171 |
EUR |
12.040 |
13.730 |
10.350 |
-1.690 |
-14 |
457,174 |
-45 |
|
| 1/08/18 |
4/09/18 |
91 |
|
- cash - |
| |
4/09/18 |
10/11/19 |
550 |
|
|
|
Outokumpu |
100 |
83,792 |
EUR |
5.456 |
2.614 |
11.388 |
5.932 |
109 |
954,220 |
63 |
|
| accum | 1/21/08 |
10/11/19 | 3129 |
days out of 5033 invested (62%) |
9,442 |
954,220 |
70 |
|
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 | 22.97 | 3.40 | 155.18 | 132.21 | 575.59 | | | |
| | | 4/09/18 | 10/11/19 | 550 | 5.46 | 2.61 | 11.39 | 5.93 | 108.72 | | | 1,310.10 |
| Vallourec | | 6/16/14 | 10/03/16 | 840 | 34.04 | 4.13 | 280.34 | 246.31 | 723.69 | | | 723.69 |
| Pacific Metals | | 1/21/08 | 6/15/09 | 511 | 85.00 | 81.40 | 88.76 | 3.76 | 4.42 | | | 4.42 |
| Salzgitter | | 8/16/10 | 1/10/11 | 147 | 50.65 | 54.85 | 46.45 | -4.20 | -8.29 | | | -8.29 |
| Tenaris | | 10/09/17 | 1/08/18 | 91 | 12.04 | 13.73 | 10.35 | -1.69 | -14.04 | | | -14.04 |
Annotations
| 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 |
|
