Share-o-matic - Assessment Iron and Steel

Assessment - Iron and Steel - 2/24/20 - RS = 21

		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	9/30/19	prc diff	⇓ Δ21	Curr	∅-RS
		SOM Iron and Steel	183.012	17:27	-3.62	199.978	-8.48	199.282	0.696	0.35	USD	-7.92
		Ternium Argentina	20.300	17:27	0.50	22.150	-8.35	15.700	6.450	41.08	ARS	38.18
	L	Outokumpu	3.416	16:29	-4.29	3.816	-10.48	2.417	1.399	57.88	EUR	31.07
	L	Aperam	26.940	16:35	-1.93	29.670	-9.20	22.340	7.330	32.81	EUR	18.48
	L	SSAB	29.280	16:29	-4.03	32.570	-10.10	27.390	5.180	18.91	SEK	5.74
		Acerinox	8.362	16:35	-1.25	8.794	-4.91	7.848	0.946	12.05	EUR	0.68
		Pacific Metals	1,955.000	06:15	-7.08	2,300.000	-15.00	2,241.000	59.000	2.63	JPY	-2.24
		Tata Steel	381.750	09:59	-7.52	415.450	-8.11	360.500	54.950	15.24	INR	-5.14
		Severstal	10.990	16:10	-9.32	12.600	-12.78	13.240	-0.640	-4.83	EUR	-7.06
		ArcelorMittal	12.860	16:35	-2.65	13.976	-7.99	12.910	1.066	8.26	EUR	-8.31
	S	voestalpine	19.780	16:35	-2.03	21.200	-6.70	21.080	0.120	0.57	EUR	-12.80
	S	Citic Pacific	8.650	08:08	-4.42	9.050	-4.42	9.900	-0.850	-8.59	HKD	-13.18
		Posco	195,500.000	06:30	-1.76	203,500.000	-3.93	227,000.000	-23,500.000	-10.35	KRW	-13.25
		Baoshan Iron&Steel	5.200	07:00	-1.70	5.340	-2.62	5.910	-0.570	-9.64	CNY	-13.90
		Vallourec	1.724	16:35	-3.61	2.043	-15.64	2.428	-0.385	-15.86	EUR	-15.44
	S	Tenaris	8.168	16:38	-2.95	8.900	-8.22	9.734	-0.834	-8.57	EUR	-16.45
	S	Nippon Steel	1,216.000	06:15	-3.95	1,349.500	-9.89	1,505.500	-156.000	-10.36	JPY	-20.62
	S	thyssenkrupp	8.702	16:35	-5.04	9.566	-9.03	12.705	-3.139	-24.71	EUR	-20.62
		Salzgitter	14.935	16:35	-1.32	15.385	-2.92	15.400	-0.015	-0.10	EUR	-23.42
	L	Evraz	326.300	16:38	-3.18	367.600	-11.24	467.600	-100.000	-21.39	GBP	-24.37
	S	Kobe Steel	401.000	06:15	-3.84	448.000	-10.49	576.000	-128.000	-22.22	JPY	-29.92
		Hyundai Steel	23,850.000	06:30	-4.60	25,450.000	-6.29	38,900.000	-13,450.000	-34.58	KRW	-31.74
Iron and Steel - 21 out of 21 instruments rated - 2/24/20 / 9/30/19 - 9 did rise, Market-Ratio(21) = 42.86 %

Technical Chart

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

1/04/16	scale up chart	2/24/20

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	11,604	EUR	10.870	3.160	37.391	26.521	244	433,900	306
long	7/11/16	6/18/18	707		Outokumpu	100	101,378	EUR	4.280	5.320		1.040	24	539,334	12
short	6/18/18	1/13/20	574		Outokumpu	100	101,378	EUR	5.320	2.819	10.040	4.720	89	1,017,828	50
long	1/13/20	2/28/20	46		Ternium Argentina	100	41,543	ARS	24.500	20.300		-4.200	-17	843,347	-78
accum	1/30/06	2/28/20	5142	days out of 5170 invested (99%)								8,333		843,347	37

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	10.87	3.16	37.39	26.52	243.99	243.99
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	3.14	5.48		2.34	74.52
	long	1/13/20	2/28/20	46	24.50	20.30		-4.20	-17.14	44.60
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

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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