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

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

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

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

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	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