| | |
| | |
Assessment - Iron and Steel - 2/24/20 - RS = 34
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/24/20 |
⇓ Δwk |
7/01/19 |
prc diff |
⇓ Δ34 |
Curr |
∅-RS |
| |  |
 |
 |
|
|
 |
SOM Iron and Steel |
183.012 |
17:27 |
-3.62 |
199.978 |
-8.48 |
232.725 |
-32.747 |
-14.07 |
USD |
-7.92 |
| | |
|
|
|
|
|
Ternium Argentina |
20.300 |
17:27 |
0.50 |
22.150 |
-8.35 |
13.850 |
8.300 |
59.93 |
ARS |
38.18 |
| | |
|
|
|
L |
|
Outokumpu |
3.416 |
16:29 |
-4.29 |
3.816 |
-10.48 |
3.046 |
0.770 |
25.28 |
EUR |
31.07 |
| | |
|
|
|
L |
|
Aperam |
26.940 |
16:35 |
-1.93 |
29.670 |
-9.20 |
24.700 |
4.970 |
20.12 |
EUR |
18.48 |
| | |
|
|
|
L |
|
SSAB |
29.280 |
16:29 |
-4.03 |
32.570 |
-10.10 |
32.230 |
0.340 |
1.05 |
SEK |
5.74 |
| | |
|
|
|
|
|
Acerinox |
8.362 |
16:35 |
-1.25 |
8.794 |
-4.91 |
9.040 |
-0.246 |
-2.72 |
EUR |
0.68 |
| | |
|
|
|
|
|
Pacific Metals |
1,955.000 |
06:15 |
-7.08 |
2,300.000 |
-15.00 |
2,225.000 |
75.000 |
3.37 |
JPY |
-2.24 |
| | |
|
|
|
|
|
Tata Steel |
381.750 |
09:59 |
-7.52 |
415.450 |
-8.11 |
506.950 |
-91.500 |
-18.05 |
INR |
-5.14 |
| | |
|
|
|
|
|
Severstal |
10.990 |
16:10 |
-9.32 |
12.600 |
-12.78 |
15.150 |
-2.550 |
-16.83 |
EUR |
-7.06 |
| | |
|
|
|
|
|
ArcelorMittal |
12.860 |
16:35 |
-2.65 |
13.976 |
-7.99 |
15.948 |
-1.972 |
-12.37 |
EUR |
-8.31 |
| | |
|
|
|
S |
|
voestalpine |
19.780 |
16:35 |
-2.03 |
21.200 |
-6.70 |
27.490 |
-6.290 |
-22.88 |
EUR |
-12.80 |
| | |
|
|
|
S |
|
Citic Pacific |
8.650 |
08:08 |
-4.42 |
9.050 |
-4.42 |
11.260 |
-2.210 |
-19.63 |
HKD |
-13.18 |
| | |
|
|
|
|
|
Posco |
195,500.000 |
06:30 |
-1.76 |
203,500.000 |
-3.93 |
252,000.000 |
-48,500.000 |
-19.25 |
KRW |
-13.25 |
| | |
|
|
|
|
|
Baoshan Iron&Steel |
5.200 |
07:00 |
-1.70 |
5.340 |
-2.62 |
6.600 |
-1.260 |
-19.09 |
CNY |
-13.90 |
| | |
|
|
|
|
|
Vallourec |
1.724 |
16:35 |
-3.61 |
2.043 |
-15.64 |
2.723 |
-0.680 |
-24.97 |
EUR |
-15.44 |
| | |
|
|
|
S |
|
Tenaris |
8.168 |
16:38 |
-2.95 |
8.900 |
-8.22 |
11.800 |
-2.900 |
-24.58 |
EUR |
-16.45 |
| | |
|
|
|
S |
|
Nippon Steel |
1,216.000 |
06:15 |
-3.95 |
1,349.500 |
-9.89 |
1,874.000 |
-524.500 |
-27.99 |
JPY |
-20.62 |
| | |
|
|
|
S |
|
thyssenkrupp |
8.702 |
16:35 |
-5.04 |
9.566 |
-9.03 |
12.900 |
-3.334 |
-25.84 |
EUR |
-20.62 |
| | |
|
|
|
|
|
Salzgitter |
14.935 |
16:35 |
-1.32 |
15.385 |
-2.92 |
25.170 |
-9.785 |
-38.88 |
EUR |
-23.42 |
| | |
|
|
|
L |
|
Evraz |
326.300 |
16:38 |
-3.18 |
367.600 |
-11.24 |
665.600 |
-298.000 |
-44.77 |
GBP |
-24.37 |
| | |
|
|
|
S |
|
Kobe Steel |
401.000 |
06:15 |
-3.84 |
448.000 |
-10.49 |
718.000 |
-270.000 |
-37.60 |
JPY |
-29.92 |
| | |
|
|
|
|
|
Hyundai Steel |
23,850.000 |
06:30 |
-4.60 |
25,450.000 |
-6.29 |
42,750.000 |
-17,300.000 |
-40.47 |
KRW |
-31.74 |
| Iron and Steel - 21 out of 21 instruments rated - 2/24/20 / 7/01/19 - 5 did rise, Market-Ratio(34) = 23.81 % |
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 |
2/28/20 |
690 |
|
|
|
Outokumpu |
100 |
83,792 |
EUR |
5.456 |
3.416 |
8.714 |
3.258 |
60 |
730,194 |
28 |
|
| accum | 1/21/08 |
2/28/20 | 3266 |
days out of 5170 invested (63%) |
7,202 |
730,194 |
62 |
|
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 | 2/28/20 | 690 | 5.46 | 3.42 | 8.71 | 3.26 | 59.72 | | | 979.05 |
| 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 |
|
