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

Assessment - Iron and Steel - 4/08/24 - RS = 21

								⇓instrument	freshest		⇓ Δday	4/08/24	⇓ Δwk	11/13/23	prc diff	⇓ Δ21	Curr	∅-RS
								SOM Iron and Steel	392.316	Mon	-0.33	395.739	-0.86	354.931	40.808	11.50	USD	9.56
						L		Vallourec	17.950	Mon		18.115	-0.91	12.340	5.775	46.80	EUR	49.11
								Ternium Argentina	859.000	Fri	-0.06	804.000	6.84	873.500	-69.500	-7.96	ARS	41.41
						L		Tata Steel	160.850	Mon	-1.62	165.200	-2.63	121.000	44.200	36.53	INR	33.33
								Kobe Steel	1,972.500	Mon	0.10	1,997.000	-1.23	1,725.500	271.500	15.73	JPY	26.65
						L		Tenaris	18.150	Mon		18.585	-2.34	16.325	2.260	13.84	EUR	26.44
						L		Bluescope Steel	23.800	Mon	-0.25	23.640	0.68	19.710	3.930	19.94	AUD	13.83
						L		Vulcan Steel	9.250	Mon	-0.96	9.330	-0.86	7.580	1.750	23.09	NZD	13.16
								JSW Steel	860.450	Mon	-0.69	876.450	-1.83	761.100	115.350	15.16	INR	11.92
								Nippon Steel	3,601.000	Mon	0.08	3,602.000	-0.03	3,274.000	328.000	10.02	JPY	10.22
								Acerinox	10.490	Mon		10.370	1.16	9.624	0.746	7.75	EUR	6.56
						L		ArcelorMittal	25.510	Mon		25.650	-0.55	20.510	5.140	25.06	EUR	5.93
								Aperam	29.060	Mon		29.820	-2.55	26.410	3.410	12.91	EUR	2.14
								voestalpine	27.040	Mon	0.22	26.800	0.90	24.880	1.920	7.72	EUR	-2.81
						L		Pacific Metals	1,317.000	Mon	-2.44	1,312.000	0.38	1,335.000	-23.000	-1.72	JPY	-8.76
								Outokumpu	3.881	Mon		3.935	-1.37	3.640	0.295	8.10	EUR	-9.49
								Citic Pacific	6.950	Mon	-0.71	7.180	-3.20	6.880	0.300	4.36	HKD	-10.21
						S		Posco Holdings	390,500.000	Mon	-1.14	403,000.000	-3.10	452,000.000	-49,000.000	-10.84	KRW	-11.46
								Salzgitter	24.840	Mon		24.480	1.47	26.360	-1.880	-7.13	EUR	-11.69
								thyssenkrupp	4.908	Mon	1.07	5.300	-7.40	6.590	-1.290	-19.58	EUR	-15.82
Iron and Steel - 19 out of 19 instruments rated - 4/08/24 / 11/13/23 - 14 did rise, Market-Ratio(21) = 73.68 %

Technical Chart

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

1/06/20	scale up chart	4/08/24

Transactions Iron and Steel * A21 - 85/20 (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		1/30/06	28				- cash -
long	1/30/06	1/28/08	728				Salzgitter	100	172	EUR	58.030	94.450		36.420	63	16,264	28
short	1/28/08	4/20/09	448				Pacific Metals	100	191	JPY	84.800	64.600	111.316	26.516	31	21,329	25
long	4/20/09	8/16/10	483				Pacific Metals	100	330	JPY	64.600	58.500		-6.100	-9	19,316	-7
short	8/16/10	10/18/10	63				Salzgitter	100	381	EUR	50.650	53.990	47.310	-3.340	-7	18,043	-33
long	10/18/10	6/06/11	231				Severstal	100	1,686	EUR	10.700	12.990		2.290	21	21,904	36
short	6/06/11	2/20/12	259				Outokumpu	100	953	EUR	22.970	13.020	40.524	17.554	76	38,633	123
long	2/20/12	5/21/12	91				Tenaris	100	2,471	EUR	15.630	12.950		-2.680	-17	32,011	-53
short	5/21/12	11/18/13	546				Outokumpu	100	4,206	EUR	7.610	3.370	17.185	9.575	126	72,282	72
long	11/18/13	8/24/15	644				Ternium Argentina	100	23,019	ARS	3.140	5.480		2.340	75	126,146	37
short	8/24/15	7/11/16	322				Vallourec	100	290	EUR	434.800	126.400	1,495.657	1,060.857	244	433,795	306
long	7/11/16	6/18/18	707				Outokumpu	100	101,353	EUR	4.280	5.320		1.040	24	539,202	12
short	6/18/18	1/13/20	574				Outokumpu	100	101,353	EUR	5.320	2.819	10.040	4.720	89	1,017,578	50
long	1/13/20	3/09/20	56				Ternium Argentina	100	41,533	ARS	24.500	17.850		-6.650	-27	741,383	-87
short	3/09/20	8/10/20	154				Vallourec	100	17,074	EUR	43.420	29.730	63.414	19.994	46	1,082,759	145
long	8/10/20	10/04/21	420				Ternium Argentina	100	25,810	ARS	41.950	92.700		50.750	121	2,392,617	99
short	10/04/21	12/12/22	434				Vallourec	100	312,964	EUR	7.645	10.425	4.865	-2.780	-36	1,522,577	-32
long	12/12/22	4/12/24	487				Ternium Argentina	100	8,196	ARS	185.750	859.000		673.250	362	7,040,534	215
accum	1/30/06	4/12/24	6651	days out of 6679 invested (100%)										70,305		7,040,534	43

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Ternium Argentina	long	11/18/13	8/24/15	644	3.14	5.48		2.34	74.52
	long	1/13/20	3/09/20	56	24.50	17.85		-6.65	-27.14
	long	8/10/20	10/04/21	420	41.95	92.70		50.75	120.98
	long	12/12/22	4/12/24	487	185.75	859.00		673.25	362.45			1,199.38
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
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	84.80	64.60	111.32	26.52	31.27
	long	4/20/09	8/16/10	483	64.60	58.50		-6.10	-9.44			18.87
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