| | |
| | |
Assessment - Iron and Steel - 10/07/19 - RS = 21
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
10/07/19 |
⇓ Δwk |
5/13/19 |
prc diff |
⇓ Δ21 |
Curr |
∅-RS |
| |  |
 |
 |
|
|
 |
SOM Iron and Steel |
200.274 |
Fri |
2.95 |
191.988 |
4.32 |
220.184 |
-28.196 |
-12.81 |
USD |
-16.05 |
| | |
|
|
|
L |
|
Ternium Argentina |
17.000 |
Fri |
-1.16 |
17.200 |
-1.16 |
13.650 |
3.550 |
26.01 |
ARS |
22.72 |
| | |
|
|
|
|
|
Vallourec |
2.359 |
Fri |
2.88 |
2.249 |
4.89 |
2.183 |
0.066 |
3.02 |
EUR |
-1.57 |
| | |
|
|
|
L |
|
thyssenkrupp |
12.605 |
Fri |
1.08 |
12.435 |
1.37 |
13.150 |
-0.715 |
-5.44 |
EUR |
-7.22 |
| | |
|
|
|
S |
|
Severstal |
12.600 |
Fri |
2.52 |
12.270 |
2.69 |
13.340 |
-1.070 |
-8.02 |
EUR |
-9.85 |
| | |
|
|
|
L |
|
Posco |
225,500.000 |
Fri |
2.27 |
219,000.000 |
2.97 |
238,500.000 |
-19,500.000 |
-8.18 |
KRW |
-11.13 |
| | |
|
|
|
|
|
Citic Pacific |
10.200 |
Fri |
3.45 |
9.950 |
2.51 |
10.920 |
-0.970 |
-8.88 |
HKD |
-11.31 |
| | |
|
|
|
L |
|
Pacific Metals |
2,346.000 |
Fri |
0.86 |
2,241.000 |
4.69 |
2,192.000 |
49.000 |
2.24 |
JPY |
-12.12 |
| | |
|
|
|
|
|
Baoshan Iron&Steel |
5.960 |
Fri |
0.68 |
5.910 |
0.85 |
6.760 |
-0.850 |
-12.57 |
CNY |
-13.06 |
| | |
|
|
|
L |
|
Acerinox |
7.968 |
Fri |
3.32 |
7.502 |
6.21 |
8.500 |
-0.998 |
-11.74 |
EUR |
-14.86 |
| | |
|
|
|
|
|
Aperam |
22.510 |
Fri |
5.68 |
21.000 |
7.19 |
23.220 |
-2.220 |
-9.56 |
EUR |
-16.49 |
| | |
|
|
|
|
|
Hyundai Steel |
36,450.000 |
Fri |
0.55 |
36,450.000 |
|
42,650.000 |
-6,200.000 |
-14.54 |
KRW |
-16.81 |
| | |
|
|
|
|
|
Tenaris |
9.634 |
Fri |
3.48 |
9.336 |
3.19 |
11.620 |
-2.284 |
-19.66 |
EUR |
-17.47 |
| | |
|
|
|
|
|
SSAB |
27.820 |
Fri |
3.57 |
25.860 |
7.58 |
31.520 |
-5.660 |
-17.96 |
SEK |
-19.42 |
| | |
|
|
|
S |
|
Nippon Steel |
1,504.500 |
Fri |
1.42 |
1,481.000 |
1.59 |
1,841.000 |
-360.000 |
-19.55 |
JPY |
-20.73 |
| | |
|
|
|
|
|
voestalpine |
21.630 |
Fri |
2.90 |
20.550 |
5.26 |
25.710 |
-5.160 |
-20.07 |
EUR |
-21.70 |
| | |
|
|
|
S |
|
Evraz |
434.500 |
Fri |
4.95 |
423.200 |
2.67 |
556.400 |
-133.200 |
-23.94 |
GBP |
-23.24 |
| | |
|
|
|
|
|
Kobe Steel |
570.000 |
Fri |
1.79 |
564.000 |
1.06 |
722.000 |
-158.000 |
-21.88 |
JPY |
-25.77 |
| | |
|
|
|
|
|
ArcelorMittal |
13.438 |
Fri |
5.84 |
12.160 |
10.51 |
15.420 |
-3.260 |
-21.14 |
EUR |
-29.21 |
| | |
|
|
|
|
|
Outokumpu |
2.614 |
Fri |
8.46 |
2.273 |
15.00 |
2.702 |
-0.429 |
-15.88 |
EUR |
-29.26 |
| | |
|
|
|
S |
|
Tata Steel |
339.000 |
Fri |
2.74 |
324.800 |
4.37 |
472.300 |
-147.500 |
-31.23 |
INR |
-31.69 |
| | |
|
|
|
|
|
Salzgitter |
16.040 |
Fri |
4.77 |
14.900 |
7.65 |
25.900 |
-11.000 |
-42.47 |
EUR |
-38.92 |
| Iron and Steel - 21 out of 21 instruments rated - 10/07/19 / 5/13/19 - 3 did rise, Market-Ratio(21) = 14.29 % |
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 |
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 |
10/11/19 |
480 |
|
|
|
Outokumpu |
100 |
101,378 |
EUR |
5.320 |
2.614 |
10.827 |
5.507 |
104 |
1,097,642 |
72 |
|
| accum | 1/30/06 |
10/11/19 | 5005 |
days out of 5033 invested (99%) |
10,876 |
1,097,642 |
41 |
|
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 | 10/11/19 | 480 | 5.32 | 2.61 | 10.83 | 5.51 | 103.52 | | | 907.81 |
| Vallourec | short | 8/24/15 | 7/11/16 | 322 | 10.87 | 3.16 | 37.39 | 26.52 | 243.99 | | | 243.99 |
| Ternium Argentina | long | 11/18/13 | 8/24/15 | 644 | 3.14 | 5.48 | | 2.34 | 74.52 | | | 74.52 |
| 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
| 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 |
|
