| | |
| | |
Assessment - Iron and Steel - 12/05/22 - RS = 34
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
12/05/22 |
⇓ Δwk |
4/11/22 |
prc diff |
⇓ Δ34 |
Curr |
∅-RS |
| |  |
 |
 |
|
L |
 |
SOM Iron and Steel |
287.447 |
15:21 |
-0.11 |
291.253 |
-1.31 |
300.677 |
-9.424 |
-3.13 |
USD |
1.85 |
| | |
|
|
|
|
|
Ternium Argentina |
184.250 |
Tue |
1.24 |
182.000 |
1.24 |
122.500 |
59.500 |
48.57 |
ARS |
34.59 |
| | |
|
|
|
L |
|
Tenaris |
15.330 |
Wed |
-2.17 |
15.810 |
-3.04 |
14.390 |
1.420 |
9.87 |
EUR |
23.74 |
| | |
|
|
|
|
|
Vallourec |
10.495 |
Wed |
-3.54 |
11.170 |
-6.04 |
11.595 |
-0.425 |
-3.67 |
EUR |
12.34 |
| | |
|
|
|
L |
|
Posco |
286,500.000 |
06:30 |
-1.21 |
293,500.000 |
-2.39 |
286,000.000 |
7,500.000 |
2.62 |
KRW |
10.75 |
| | |
|
|
|
|
|
Nippon Steel |
2,269.500 |
06:15 |
0.31 |
2,220.500 |
2.21 |
2,065.000 |
155.500 |
7.53 |
JPY |
8.03 |
| | |
|
|
|
L |
|
Tata Steel |
111.850 |
10:00 |
0.58 |
115.850 |
-3.45 |
135.790 |
-19.940 |
-14.68 |
INR |
6.28 |
| | |
|
|
|
L |
|
voestalpine |
25.660 |
15:21 |
0.71 |
25.900 |
-0.93 |
24.520 |
1.380 |
5.63 |
EUR |
5.63 |
| | |
|
|
|
L |
|
Outokumpu |
4.811 |
Wed |
-0.15 |
4.818 |
-0.15 |
4.489 |
0.329 |
7.33 |
EUR |
5.37 |
| | |
|
|
|
|
|
Kobe Steel |
621.000 |
06:15 |
0.49 |
613.000 |
1.31 |
561.000 |
52.000 |
9.27 |
JPY |
1.36 |
| | |
|
|
|
L |
|
ArcelorMittal |
25.245 |
Wed |
-1.77 |
25.630 |
-1.50 |
28.620 |
-2.990 |
-10.45 |
EUR |
0.58 |
| | |
|
|
|
L |
|
Salzgitter |
28.160 |
Wed |
-1.05 |
28.040 |
0.43 |
39.740 |
-11.700 |
-29.44 |
EUR |
-3.43 |
| | |
|
|
|
L |
|
Acerinox |
9.304 |
Wed |
-1.69 |
9.378 |
-0.79 |
9.554 |
-0.176 |
-1.84 |
EUR |
-4.47 |
| | |
|
|
|
|
|
Citic Pacific |
7.700 |
08:08 |
|
7.690 |
0.13 |
8.650 |
-0.960 |
-11.10 |
HKD |
-5.59 |
| | |
|
|
|
L |
|
Hyundai Steel |
31,600.000 |
06:30 |
-2.62 |
33,700.000 |
-6.23 |
41,350.000 |
-7,650.000 |
-18.50 |
KRW |
-7.14 |
| | |
|
|
|
L |
|
Aperam |
29.920 |
Wed |
-1.35 |
30.030 |
-0.37 |
36.240 |
-6.210 |
-17.14 |
EUR |
-11.30 |
| | |
|
|
|
L |
|
thyssenkrupp |
5.456 |
Wed |
-2.22 |
5.606 |
-2.68 |
6.884 |
-1.278 |
-18.56 |
EUR |
-17.05 |
| | |
|
|
|
S |
|
Pacific Metals |
2,068.000 |
06:15 |
-0.10 |
2,066.000 |
0.10 |
3,690.000 |
-1,624.000 |
-44.01 |
JPY |
-18.05 |
| Iron and Steel - 17 out of 17 instruments rated - 12/05/22 / 4/11/22 - 7 did rise, Market-Ratio(34) = 41.18 % |
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 |
12/07/22 |
373 |
|
|
|
Vallourec |
100 |
126,937 |
EUR |
7.925 |
10.495 |
5.355 |
-2.570 |
-32 |
679,749 |
-32 |
|
| accum | 1/21/08 |
12/07/22 | 3895 |
days out of 6184 invested (63%) |
6,697 |
679,749 |
48 |
|
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 | 12/07/22 | 373 | 7.93 | 10.50 | 5.36 | -2.57 | -32.43 | | | 456.58 |
| 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 |
|
