| | |
| | |
Assessment - Iron and Steel - 8/15/22 - RS = 34
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/15/22 |
⇓ Δwk |
12/20/21 |
prc diff |
⇓ Δ34 |
Curr |
∅-RS |
| |  |
 |
 |
|
S |
 |
SOM Iron and Steel |
271.570 |
14:22 |
-0.33 |
272.477 |
-0.33 |
301.091 |
-28.614 |
-9.50 |
USD |
-9.04 |
| | |
|
|
|
L |
|
Ternium Argentina |
151.500 |
Fri |
|
151.500 |
|
121.500 |
30.000 |
24.69 |
ARS |
29.57 |
| | |
|
|
|
|
|
Tenaris |
13.135 |
Mon |
-0.23 |
13.135 |
|
8.826 |
4.309 |
48.82 |
EUR |
18.89 |
| | |
|
|
|
|
|
Vallourec |
9.360 |
Mon |
-0.95 |
9.360 |
|
8.525 |
0.835 |
9.79 |
EUR |
5.58 |
| | |
|
|
|
|
|
Nippon Steel |
2,117.000 |
06:15 |
-0.40 |
2,125.500 |
-0.40 |
1,848.500 |
277.000 |
14.99 |
JPY |
5.30 |
| | |
|
|
|
|
|
Pacific Metals |
2,463.000 |
06:15 |
-2.38 |
2,523.000 |
-2.38 |
2,033.000 |
490.000 |
24.10 |
JPY |
3.63 |
| | |
|
|
|
L |
|
Citic Pacific |
8.310 |
08:08 |
-1.42 |
8.430 |
-1.42 |
7.680 |
0.750 |
9.77 |
HKD |
1.40 |
| | |
|
|
|
|
|
Kobe Steel |
603.000 |
06:15 |
|
603.000 |
|
560.000 |
43.000 |
7.68 |
JPY |
-2.32 |
| | |
|
|
|
|
|
Tata Steel |
113.000 |
10:00 |
0.31 |
112.800 |
0.18 |
107.295 |
5.505 |
5.13 |
INR |
-3.62 |
| | |
|
|
|
|
|
Posco |
258,000.000 |
06:30 |
-0.58 |
259,500.000 |
-0.58 |
280,500.000 |
-21,000.000 |
-7.49 |
KRW |
-8.72 |
| | |
|
|
|
S |
|
ArcelorMittal |
24.120 |
Mon |
-1.41 |
24.120 |
|
27.730 |
-3.610 |
-13.02 |
EUR |
-10.25 |
| | |
|
|
|
S |
|
Acerinox |
9.478 |
Mon |
-1.21 |
9.478 |
|
10.925 |
-1.447 |
-13.24 |
EUR |
-10.42 |
| | |
|
|
|
|
|
Hyundai Steel |
34,050.000 |
06:30 |
-2.99 |
35,100.000 |
-2.99 |
42,550.000 |
-7,450.000 |
-17.51 |
KRW |
-14.12 |
| | |
|
|
|
S |
|
Outokumpu |
4.235 |
Mon |
-0.70 |
4.235 |
|
5.290 |
-1.055 |
-19.94 |
EUR |
-16.13 |
| | |
|
|
|
S |
|
Salzgitter |
24.500 |
Mon |
-4.22 |
24.500 |
|
29.480 |
-4.980 |
-16.89 |
EUR |
-21.47 |
| | |
|
|
|
S |
|
voestalpine |
22.160 |
14:22 |
1.93 |
21.740 |
1.93 |
30.740 |
-9.000 |
-29.28 |
EUR |
-23.09 |
| | |
|
|
|
|
|
Aperam |
30.530 |
Mon |
-0.75 |
30.530 |
|
45.370 |
-14.840 |
-32.71 |
EUR |
-25.30 |
| | |
|
|
|
S |
|
thyssenkrupp |
5.854 |
Mon |
-0.48 |
5.854 |
|
9.056 |
-3.202 |
-35.36 |
EUR |
-27.17 |
| Iron and Steel - 17 out of 17 instruments rated - 8/15/22 / 12/20/21 - 8 did rise, Market-Ratio(34) = 47.06 % |
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 |
47 |
EUR |
1,361.400 |
165.280 |
11,213.758 |
9,852.358 |
724 |
527,636 |
150 |
|
| 10/03/16 |
10/09/17 |
371 |
|
- cash - |
| |
10/09/17 |
1/08/18 |
91 |
|
|
|
Tenaris |
100 |
43,823 |
EUR |
12.040 |
13.730 |
10.350 |
-1.690 |
-14 |
453,575 |
-45 |
|
| 1/08/18 |
4/09/18 |
91 |
|
- cash - |
| |
4/09/18 |
11/09/20 |
945 |
|
|
|
Outokumpu |
100 |
83,133 |
EUR |
5.456 |
2.460 |
12.101 |
6.645 |
122 |
1,005,977 |
36 |
|
| 11/09/20 |
11/29/21 |
385 |
|
- cash - |
| |
11/29/21 |
8/15/22 |
259 |
|
|
|
Vallourec |
100 |
126,937 |
EUR |
7.925 |
9.360 |
6.490 |
-1.435 |
-18 |
823,823 |
-25 |
|
| accum | 1/21/08 |
8/15/22 | 3781 |
days out of 6070 invested (62%) |
8,138 |
823,823 |
53 |
|
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 | 11/09/20 | 945 | 5.46 | 2.46 | 12.10 | 6.64 | 121.79 | | | 1,398.38 |
| Vallourec | | 6/16/14 | 10/03/16 | 840 | 1,361.40 | 165.28 | 11,213.76 | 9,852.36 | 723.69 | | | |
| | | 11/29/21 | 8/15/22 | 259 | 7.93 | 9.36 | 6.49 | -1.44 | -18.11 | | | 574.54 |
| 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
| 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 |
|
