Share-o-matic - Assessment Iron and Steel - best alternating

Assessment - Iron and Steel in Euro - 7/01/24 - RS = 21

								⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	2/05/24	prc diff	⇓ Δ21		⇓∅-RS
						S		SOM Iron and Steel	310.621	8/12/24	-0.18	335.852	-7.51	355.451	-19.599	-5.51		-1.67
								Pacific Metals	7.738	8/09/24	5.59	7.345	5.34	9.526	-2.181	-22.89		-13.02
								Nippon Steel	18.285	8/09/24	1.83	19.941	-8.30	22.298	-2.357	-10.57		-5.44
								Kobe Steel	9.402	8/09/24	1.62	11.644	-19.25	12.804	-1.160	-9.06		2.71
						L		JSW Steel	10.253	8/12/24	1.35	10.550	-2.81	9.134	1.416	15.50		15.76
						S		Tenaris	12.830	8/12/24	0.71	14.245	-9.93	14.530	-0.285	-1.96		-6.88
						S		Posco Holdings	220.791	8/12/24	0.61	249.781	-11.61	311.911	-62.130	-19.92		-21.27
								Outokumpu	3.242	8/12/24	0.31	3.386	-4.25	3.951	-0.565	-14.30		-16.14
								ArcelorMittal	20.120	8/12/24	0.30	21.300	-5.54	24.975	-3.675	-14.71		-9.15
						L		Tata Steel	1.700	8/12/24	0.16	1.946	-12.64	1.587	0.358	22.59		28.70
						S		Vulcan Steel	3.972	8/12/24	0.14	4.018	-1.13	4.398	-0.381	-8.66		-12.26
						S		Acerinox	9.155	8/12/24	0.05	9.760	-6.20	10.040	-0.280	-2.79		-0.32
								Citic Pacific	0.848	8/12/24		0.848		0.874	-0.026	-3.00		-6.27
								voestalpine	22.080	8/12/24	-0.18	25.280	-12.66	27.000	-1.720	-6.37		-8.15
						S		Bluescope Steel	12.748	8/12/24	-0.44	12.549	1.58	14.000	-1.450	-10.36		-2.48
								Vallourec	13.370	8/12/24	-0.59	14.700	-9.05	13.480	1.220	9.05		11.54
						S		Aperam	25.060	8/12/24	-0.63	24.620	1.79	28.820	-4.200	-14.57		-12.57
						S		Salzgitter	15.230	8/12/24	-1.23	18.160	-16.13	25.140	-6.980	-27.76		-25.88
								thyssenkrupp	3.320	8/12/24	-1.63	4.093	-18.89	5.448	-1.355	-24.87		-28.91
								Ternium Argentina	0.904	8/12/24	-2.32	1.037	-12.80	1.187	-0.150	-12.64		-16.40
Iron and Steel - 19 out of 19 instruments rated - 7/01/24 / 2/05/24 - 3 did rise, Market-Ratio(21) in EUR = 15.79 %

Technical Chart

	Iron and Steel RS = 21 - B/S = 85/20

1/04/21	scale up chart	7/01/24

Transactions Iron and Steel in Euro * A21 - 85/20 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		1/30/06	28				- cash -
long	1/30/06	1/28/08	728				Salzgitter	100	172		58.030	94.450		36.420	63	16,264	28
short	1/28/08	4/20/09	448				Pacific Metals	100	30,052		0.541	0.499	0.587	0.045	8	17,626	7
long	4/20/09	8/16/10	483				Pacific Metals	100	35,295		0.499	0.532		0.033	7	18,784	5
short	8/16/10	10/18/10	63				Salzgitter	100	370		50.650	53.990	47.310	-3.340	-7	17,548	-33
long	10/18/10	6/06/11	231				Severstal	100	1,640		10.700	12.990		2.290	21	21,304	36
short	6/06/11	2/20/12	259				Outokumpu	100	927		22.970	13.020	40.524	17.554	76	37,576	123
long	2/20/12	5/21/12	91				Tenaris	100	2,404		15.630	12.950		-2.680	-17	31,134	-53
short	5/21/12	11/18/13	546				Outokumpu	100	4,091		7.610	3.370	17.185	9.575	126	70,303	72
long	11/18/13	8/24/15	644				Ternium Argentina	100	181,463		0.387	0.509		0.122	31	92,396	17
short	8/24/15	7/11/16	322				Vallourec	100	212		434.800	126.400	1,495.657	1,060.857	244	317,298	306
long	7/11/16	6/18/18	707				Outokumpu	100	74,134		4.280	5.320		1.040	24	394,397	12
short	6/18/18	1/13/20	574				Outokumpu	100	74,134		5.320	2.819	10.040	4.720	89	744,302	50
long	1/13/20	3/09/20	56				Ternium Argentina	100	2,033,767		0.366	0.249		-0.117	-32	506,271	-92
short	3/09/20	8/10/20	154				Vallourec	100	11,659		43.420	29.730	63.414	19.994	46	739,380	145
long	8/10/20	10/04/21	420				Ternium Argentina	100	1,510,710		0.489	0.807		0.317	65	1,218,887	54
short	10/04/21	12/12/22	434				Vallourec	100	159,435		7.645	10.425	4.865	-2.780	-36	775,658	-32
long	12/12/22	7/01/24	567				Ternium Argentina	100	753,876		1.029	1.037		0.008	1	781,928	1
short	7/01/24	8/12/24	42				thyssenkrupp	100	191,040		4.093	3.320	5.046	0.953	23	963,989	517
accum	1/30/06	8/12/24	7026	days out of 7054 invested (100%)										9,540		963,989	27

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	2/20/12	259	22.97	13.02	40.52	17.55	76.42
	short	5/21/12	11/18/13	546	7.61	3.37	17.18	9.57	125.82
	long	7/11/16	6/18/18	707	4.28	5.32		1.04	24.30
	short	6/18/18	1/13/20	574	5.32	2.82	10.04	4.72	88.72			834.52
Vallourec	short	8/24/15	7/11/16	322	434.80	126.40	1,495.66	1,060.86	243.99
	short	3/09/20	8/10/20	154	43.42	29.73	63.41	19.99	46.05
	short	10/04/21	12/12/22	434	7.65	10.43	4.87	-2.78	-36.36			219.70
Salzgitter	long	1/30/06	1/28/08	728	58.03	94.45		36.42	62.76
	short	8/16/10	10/18/10	63	50.65	53.99	47.31	-3.34	-6.59			52.03
Ternium Argentina	long	11/18/13	8/24/15	644	0.39	0.51		0.12	31.42
	long	1/13/20	3/09/20	56	0.37	0.25		-0.12	-31.98
	long	8/10/20	10/04/21	420	0.49	0.81		0.32	64.85
	long	12/12/22	7/01/24	567	1.03	1.04		0.01	0.81			48.56
thyssenkrupp	short	7/01/24	8/12/24	42	4.09	3.32	5.05	0.95	23.28			23.28
Severstal	long	10/18/10	6/06/11	231	10.70	12.99		2.29	21.40			21.40
Pacific Metals	short	1/28/08	4/20/09	448	0.54	0.50	0.59	0.05	8.37
	long	4/20/09	8/16/10	483	0.50	0.53		0.03	6.57			15.49
Tenaris	long	2/20/12	5/21/12	91	15.63	12.95		-2.68	-17.15			-17.15

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