| | |
| | |
Assessment - Iron and Steel - 1/17/22 - RS = 34
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/17/22 |
⇓ Δwk |
5/24/21 |
prc diff |
⇓ Δ34 |
Curr |
∅-RS |
| |  |
 |
 |
|
|
 |
SOM Iron and Steel |
338.593 |
Mon |
-0.17 |
338.437 |
0.05 |
309.137 |
29.300 |
9.48 |
USD |
14.28 |
| | |
|
|
|
|
|
Ternium Argentina |
124.500 |
Mon |
-1.19 |
124.500 |
|
58.600 |
65.900 |
112.46 |
ARS |
73.28 |
| | |
|
|
|
|
|
Salzgitter |
35.660 |
Mon |
-1.82 |
35.660 |
|
25.700 |
9.960 |
38.75 |
EUR |
30.21 |
| | |
|
|
|
|
|
ArcelorMittal |
32.270 |
Mon |
-0.42 |
32.270 |
|
25.565 |
6.705 |
26.23 |
EUR |
28.36 |
| | |
|
|
|
|
|
Outokumpu |
6.440 |
Mon |
1.26 |
6.440 |
|
4.639 |
1.801 |
38.82 |
EUR |
27.45 |
| | |
|
|
|
|
|
Aperam |
54.940 |
Mon |
-0.33 |
54.940 |
|
45.000 |
9.940 |
22.09 |
EUR |
24.50 |
| | |
|
|
|
|
|
Tata Steel |
1,229.750 |
Mon |
1.33 |
1,229.750 |
|
1,092.000 |
137.750 |
12.61 |
INR |
18.55 |
| | |
|
|
|
|
|
Tenaris |
10.505 |
Mon |
2.39 |
10.505 |
|
9.460 |
1.045 |
11.05 |
EUR |
18.33 |
| | |
|
|
|
|
|
Nippon Steel |
2,175.500 |
Mon |
-0.68 |
2,175.500 |
|
2,115.500 |
60.000 |
2.84 |
JPY |
16.93 |
| | |
|
|
|
|
|
Acerinox |
12.655 |
Mon |
-0.16 |
12.655 |
|
11.705 |
0.950 |
8.12 |
EUR |
16.36 |
| | |
|
|
|
|
|
Pacific Metals |
2,275.000 |
Mon |
-2.36 |
2,275.000 |
|
1,832.000 |
443.000 |
24.18 |
JPY |
13.76 |
| | |
|
|
|
|
|
Citic Pacific |
8.490 |
Mon |
-1.74 |
8.490 |
|
8.760 |
-0.270 |
-3.08 |
HKD |
9.76 |
| | |
|
|
|
|
|
thyssenkrupp |
10.570 |
Mon |
1.25 |
10.570 |
|
9.616 |
0.954 |
9.92 |
EUR |
9.73 |
| | |
|
|
|
|
|
voestalpine |
34.440 |
Mon |
1.23 |
34.440 |
|
35.900 |
-1.460 |
-4.07 |
EUR |
0.80 |
| | |
|
|
|
|
|
Evraz |
573.000 |
Mon |
-1.17 |
573.000 |
|
667.400 |
-94.400 |
-14.14 |
GBP |
-3.61 |
| | |
|
|
|
|
|
Posco |
292,500.000 |
Mon |
-2.17 |
292,500.000 |
|
355,500.000 |
-63,000.000 |
-17.72 |
KRW |
-7.46 |
| | |
|
|
|
S |
|
Kobe Steel |
618.000 |
Mon |
-0.96 |
618.000 |
|
753.000 |
-135.000 |
-17.93 |
JPY |
-7.54 |
| | |
|
|
|
|
|
Hyundai Steel |
43,200.000 |
Mon |
-3.68 |
43,200.000 |
|
53,200.000 |
-10,000.000 |
-18.80 |
KRW |
-8.08 |
| | |
|
|
|
L |
|
Vallourec |
9.285 |
Mon |
6.17 |
9.285 |
|
27.500 |
-18.215 |
-66.24 |
EUR |
-14.52 |
| Iron and Steel - 18 out of 18 instruments rated - 1/17/22 / 5/24/21 - 11 did rise, Market-Ratio(34) = 61.11 % |
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 |
1/17/22 |
49 |
|
|
|
Vallourec |
100 |
126,937 |
EUR |
7.925 |
9.285 |
6.565 |
-1.360 |
-17 |
833,343 |
-75 |
|
| accum | 1/21/08 |
1/17/22 | 3571 |
days out of 5860 invested (61%) |
8,233 |
833,343 |
57 |
|
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 | 1/17/22 | 49 | 7.93 | 9.29 | 6.57 | -1.36 | -17.16 | | | 582.34 |
| 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
| 5/25/20 | 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 |
|
