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Assessment - Iron and Steel - 1/23/23 - RS = 21
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/23/23 |
⇓ Δwk |
8/29/22 |
prc diff |
⇓ Δ21 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
SOM Iron and Steel |
339.965 |
Mon |
-1.77 |
335.215 |
1.42 |
272.324 |
62.891 |
23.09 |
USD |
17.83 |
| |  |
 |
 |
 |
L |
 |
Ternium Argentina |
286.500 |
Wed |
0.53 |
273.000 |
4.95 |
180.750 |
92.250 |
51.04 |
ARS |
89.84 |
| |  |
 |
 |
 |
L |
 |
Salzgitter |
37.880 |
Mon |
-3.76 |
37.100 |
2.10 |
25.740 |
11.360 |
44.13 |
EUR |
28.35 |
| |  |
 |
 |
 |
L |
 |
Nippon Steel |
2,702.000 |
Mon |
-1.99 |
2,690.000 |
0.45 |
2,182.000 |
508.000 |
23.28 |
JPY |
27.74 |
| |  |
 |
 |
 |
L |
 |
Vallourec |
13.120 |
Mon |
-2.38 |
13.105 |
0.11 |
10.340 |
2.765 |
26.74 |
EUR |
26.54 |
| |  |
 |
 |
 |
L |
 |
voestalpine |
30.680 |
Mon |
-0.78 |
29.580 |
3.72 |
20.400 |
9.180 |
45.00 |
EUR |
23.60 |
| |  |
 |
 |
 |
L |
 |
SSAB |
6.372 |
Mon |
-1.06 |
5.780 |
10.24 |
4.713 |
1.067 |
22.64 |
EUR |
18.54 |
| |  |
 |
 |
 |
|
 |
Tenaris |
16.215 |
Mon |
-1.55 |
16.245 |
-0.18 |
14.570 |
1.675 |
11.50 |
EUR |
17.49 |
| |  |
 |
 |
 |
L |
 |
Posco |
303,500.000 |
Mon |
-2.57 |
308,500.000 |
-1.62 |
244,000.000 |
64,500.000 |
26.43 |
KRW |
16.35 |
| |  |
 |
 |
 |
L |
 |
Outokumpu |
5.280 |
Mon |
-1.12 |
5.156 |
2.40 |
4.063 |
1.093 |
26.90 |
EUR |
14.73 |
| |  |
 |
 |
 |
L |
 |
ArcelorMittal |
28.935 |
Mon |
-1.65 |
28.515 |
1.47 |
24.235 |
4.280 |
17.66 |
EUR |
13.11 |
| |  |
 |
 |
 |
L |
 |
thyssenkrupp |
7.232 |
Mon |
-4.34 |
7.192 |
0.56 |
5.520 |
1.672 |
30.29 |
EUR |
12.41 |
| |  |
 |
 |
 |
L |
 |
Tata Steel |
118.750 |
Mon |
-1.57 |
122.000 |
-2.66 |
104.850 |
17.150 |
16.36 |
INR |
11.93 |
| |  |
 |
 |
 |
L |
 |
Kobe Steel |
699.000 |
Mon |
-1.13 |
680.000 |
2.79 |
631.000 |
49.000 |
7.77 |
JPY |
11.12 |
| |  |
 |
 |
 |
L |
 |
Aperam |
36.320 |
Mon |
-1.94 |
35.590 |
2.05 |
28.330 |
7.260 |
25.63 |
EUR |
10.59 |
| |  |
 |
 |
 |
L |
 |
Citic Pacific |
9.260 |
Mon |
|
9.010 |
2.77 |
8.090 |
0.920 |
11.37 |
HKD |
10.13 |
| |  |
 |
 |
 |
L |
 |
Acerinox |
10.075 |
Mon |
-1.32 |
10.225 |
-1.47 |
9.292 |
0.933 |
10.04 |
EUR |
6.39 |
| |  |
 |
 |
 |
L |
 |
Hyundai Steel |
34,750.000 |
Mon |
-2.66 |
35,200.000 |
-1.28 |
32,300.000 |
2,900.000 |
8.98 |
KRW |
0.38 |
| |  |
 |
 |
 |
|
 |
Pacific Metals |
2,005.000 |
Mon |
-2.10 |
2,023.000 |
-0.89 |
2,470.000 |
-447.000 |
-18.10 |
JPY |
-18.56 |
Iron and Steel - 18 out of 18 instruments rated - 1/23/23 / 8/29/22 - 17 did rise, Market-Ratio(21) = 94.44 % |
Technical Chart
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 |
1/25/23 |
44 |
 |
 |
 |
Ternium Argentina |
100 |
8,196 |
ARS |
185.750 |
286.500 |
|
100.750 |
54 |
2,348,324 |
3,541 |
|
accum | 1/30/06 |
1/25/23 | 6210 |
days out of 6238 invested (100%) |
23,383 |
2,348,324 |
38 |
|
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 |
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 | 1/25/23 | 44 | 185.75 | 286.50 | | 100.75 | 54.24 | | | 333.38 |
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 |
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