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

Assessment - Iron and Steel - 12/04/23 - RS = 21

								⇓instrument	freshest		⇓ Δday	12/04/23	⇓ Δwk	7/10/23	prc diff	⇓ Δ21	Curr	∅-RS
								SOM Iron and Steel	375.105	Fri	0.34	379.363	-1.12	347.371	31.992	9.21	USD	11.25
						L		Ternium Argentina	941.500	Wed	6.75	920.000	2.34	417.000	503.000	120.62	ARS	160.26
								Kobe Steel	1,640.000	Fri	-3.19	1,737.500	-5.61	1,373.000	364.500	26.55	JPY	58.24
						L		SSAB	6.810	Fri	-1.16	7.020	-2.99	6.080	0.940	15.46	EUR	22.93
								Posco	471,500.000	Fri	5.48	475,000.000	-0.74	397,000.000	78,000.000	19.65	KRW	20.78
						L		Vallourec	13.160	Fri	-0.15	13.810	-4.71	10.750	3.060	28.47	EUR	18.26
								Nippon Steel	3,301.000	Fri	-2.97	3,491.000	-5.44	2,972.000	519.000	17.46	JPY	17.77
						L		Tata Steel	129.200	Fri	-0.62	131.000	-1.37	115.300	15.700	13.62	INR	14.07
								JSW Steel	839.350	Fri	2.47	819.600	2.41	810.600	9.000	1.11	INR	10.13
						L		Tenaris	15.745	Fri	0.93	15.990	-1.53	13.605	2.385	17.53	EUR	9.91
						L		Acerinox	10.250	Fri	0.59	10.040	2.09	9.774	0.266	2.72	EUR	4.86
								Hyundai Steel	34,750.000	Fri		35,300.000	-1.56	33,700.000	1,600.000	4.75	KRW	1.85
								thyssenkrupp	6.398	Fri	-0.50	6.840	-6.46	7.186	-0.346	-4.81	EUR	1.36
						L		Aperam	31.220	Fri	0.81	30.370	2.80	28.220	2.150	7.62	EUR	0.20
								ArcelorMittal	23.725	Fri	0.61	23.545	0.76	23.940	-0.395	-1.65	EUR	-5.34
						S		Vulcan Steel	8.000	Thu		7.930	0.88	9.050	-1.120	-12.38	NZD	-6.80
								voestalpine	26.580	Fri	1.45	26.440	0.53	31.300	-4.860	-15.53	EUR	-7.60
								Outokumpu	4.356	Fri	2.49	4.206	3.57	4.789	-0.583	-12.17	EUR	-10.02
								Salzgitter	27.000	Fri	0.37	27.280	-1.03	32.020	-4.740	-14.80	EUR	-10.81
								Citic Pacific	7.160	Fri	0.42	7.270	-1.51	8.440	-1.170	-13.86	HKD	-13.22
								Pacific Metals	1,192.000	Fri	-0.25	1,253.000	-4.87	1,552.000	-299.000	-19.27	JPY	-23.96
Iron and Steel - 20 out of 20 instruments rated - 12/04/23 / 7/10/23 - 12 did rise, Market-Ratio(21) = 60.00 %

Technical Chart

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

1/07/19	scale up chart	12/04/23

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	12/06/23	359				Ternium Argentina	100	8,196	ARS	185.750	941.500		755.750	407	7,716,704	421
accum	1/30/06	12/06/23	6523	days out of 6551 invested (100%)										77,067		7,716,704	45

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	12/06/23	359	185.75	941.50		755.75	406.86			1,324.17
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