| |
| |
Assessment - Iron and Steel - 5/06/23 - RS = 51
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/06/23 |
⇓ Δwk |
13/06/22 |
prc diff |
⇓ Δ51 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Iron and Steel |
349.544 |
14:21 |
0.56 |
343.066 |
1.89 |
291.104 |
51.962 |
17.85 |
USD |
16.67 |
| |  |
 |
 |
 |
L |
 |
Ternium Argentina |
413.000 |
Wed |
-3.50 |
407.000 |
1.47 |
111.500 |
295.500 |
265.02 |
ARS |
113.44 |
| |  |
 |
 |
 |
L |
 |
Kobe Steel |
1,238.000 |
06:15 |
1.48 |
1,196.000 |
3.51 |
691.000 |
505.000 |
73.08 |
JPY |
68.20 |
| |  |
 |
 |
 |
L |
 |
Posco |
388,000.000 |
06:30 |
-0.13 |
387,500.000 |
0.13 |
268,000.000 |
119,500.000 |
44.59 |
KRW |
37.26 |
| |  |
 |
 |
 |
|
 |
SSAB |
6.402 |
Wed |
2.43 |
6.338 |
1.01 |
4.727 |
1.611 |
34.08 |
EUR |
22.59 |
| |  |
 |
 |
 |
|
 |
voestalpine |
32.720 |
14:21 |
1.80 |
30.700 |
6.58 |
26.100 |
4.600 |
17.62 |
EUR |
22.38 |
| |  |
 |
 |
 |
|
 |
Nippon Steel |
2,850.500 |
06:15 |
-0.40 |
2,857.000 |
-0.23 |
2,094.000 |
763.000 |
36.44 |
JPY |
20.66 |
| |  |
 |
 |
 |
L |
 |
Outokumpu |
5.330 |
Wed |
0.57 |
5.306 |
0.45 |
4.842 |
0.464 |
9.58 |
EUR |
16.38 |
| |  |
 |
 |
 |
|
 |
Salzgitter |
33.640 |
Wed |
0.72 |
33.000 |
1.94 |
31.160 |
1.840 |
5.91 |
EUR |
15.10 |
| |  |
 |
 |
 |
|
 |
thyssenkrupp |
6.966 |
Wed |
1.99 |
6.842 |
1.81 |
7.518 |
-0.676 |
-8.99 |
EUR |
12.78 |
| |  |
 |
 |
 |
|
 |
Citic Pacific |
9.890 |
08:08 |
3.13 |
9.420 |
4.99 |
8.510 |
0.910 |
10.69 |
HKD |
12.26 |
| |  |
 |
 |
 |
|
 |
JSW Steel |
748.800 |
09:59 |
2.61 |
712.150 |
5.15 |
564.000 |
148.150 |
26.27 |
INR |
6.05 |
| |  |
 |
 |
 |
L |
 |
Acerinox |
9.980 |
Wed |
0.40 |
9.914 |
0.67 |
10.645 |
-0.731 |
-6.87 |
EUR |
5.76 |
| |  |
 |
 |
 |
|
 |
Aperam |
32.330 |
08:19 |
0.72 |
32.050 |
0.87 |
32.410 |
-0.360 |
-1.11 |
EUR |
5.70 |
| |  |
 |
 |
 |
L |
 |
Tata Steel |
111.150 |
09:59 |
-0.31 |
109.400 |
1.60 |
99.195 |
10.205 |
10.29 |
INR |
4.13 |
| |  |
 |
 |
 |
|
 |
Hyundai Steel |
34,000.000 |
06:30 |
0.89 |
34,050.000 |
-0.15 |
38,500.000 |
-4,450.000 |
-11.56 |
KRW |
2.06 |
| |  |
 |
 |
 |
S |
 |
ArcelorMittal |
25.510 |
08:16 |
1.84 |
24.775 |
2.97 |
26.005 |
-1.230 |
-4.73 |
EUR |
-0.11 |
| |  |
 |
 |
 |
|
 |
Vulcan Steel |
8.550 |
05:00 |
0.59 |
8.300 |
3.01 |
8.910 |
-0.610 |
-6.85 |
NZD |
-4.55 |
| |  |
 |
 |
 |
S |
 |
Vallourec |
10.545 |
Wed |
1.88 |
10.450 |
0.91 |
11.905 |
-1.455 |
-12.22 |
EUR |
-5.27 |
| |  |
 |
 |
 |
S |
 |
Tenaris |
12.810 |
Wed |
0.79 |
12.425 |
3.10 |
14.570 |
-2.145 |
-14.72 |
EUR |
-12.56 |
| |  |
 |
 |
 |
S |
 |
Pacific Metals |
1,539.000 |
06:15 |
-1.03 |
1,569.000 |
-1.91 |
2,677.000 |
-1,108.000 |
-41.39 |
JPY |
-23.94 |
Iron and Steel - 20 out of 20 instruments rated - 5/06/23 / 13/06/22 - 11 did rise, Market-Ratio(51) = 55.00 % |
Technical Chart
Transactions Iron and Steel * L51 - 49 ex 11 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | | prc diff | d % | asset | yield | | long |
2/01/06 |
15/01/07 |
378 |
 |
 |
 |
Vallourec |
100 |
5 |
EUR |
1,880.000 |
4,100.000 |
|
2,220.000 |
118 |
21,100 |
112 |
|
|
15/01/07 |
21/01/08 |
371 |
 |
 |
 |
JSW Steel |
100 |
5,065 |
INR |
4.166 |
9.708 |
|
5.543 |
133 |
49,173 |
130 |
|
21/01/08 |
25/02/08 |
35 |
|
- cash - |
|
25/02/08 |
10/03/08 |
14 |
 |
 |
 |
JSW Steel |
100 |
4,414 |
INR |
11.140 |
9.266 |
|
-1.874 |
-17 |
40,901 |
-99 |
|
10/03/08 |
14/04/08 |
35 |
|
- cash - |
|
14/04/08 |
2/06/08 |
49 |
 |
 |
 |
Outokumpu |
100 |
617 |
EUR |
66.240 |
66.100 |
|
-0.140 |
0 |
40,815 |
-2 |
|
2/06/08 |
21/09/09 |
476 |
|
- cash - |
|
21/09/09 |
16/08/10 |
329 |
 |
 |
 |
JSW Steel |
100 |
5,082 |
INR |
8.031 |
11.064 |
|
3.034 |
38 |
56,231 |
43 |
|
16/08/10 |
23/08/10 |
7 |
|
- cash - |
|
23/08/10 |
6/09/10 |
14 |
 |
 |
 |
Hyundai Steel |
100 |
543 |
KRW |
103.500 |
108.000 |
|
4.500 |
4 |
58,674 |
203 |
|
6/09/10 |
13/09/10 |
7 |
|
- cash - |
|
13/09/10 |
14/03/11 |
182 |
 |
 |
 |
Hyundai Steel |
100 |
499 |
KRW |
117.500 |
136.000 |
|
18.500 |
16 |
67,906 |
34 |
|
14/03/11 |
25/04/11 |
42 |
|
- cash - |
|
25/04/11 |
6/06/11 |
42 |
 |
 |
 |
Hyundai Steel |
100 |
468 |
KRW |
145.000 |
116.500 |
|
-28.500 |
-20 |
54,568 |
-85 |
|
6/06/11 |
27/06/11 |
21 |
|
- cash - |
|
27/06/11 |
25/07/11 |
28 |
 |
 |
 |
thyssenkrupp |
100 |
1,624 |
EUR |
33.595 |
32.050 |
|
-1.545 |
-5 |
52,059 |
-46 |
|
25/07/11 |
13/05/13 |
658 |
|
- cash - |
|
13/05/13 |
24/06/13 |
42 |
 |
 |
 |
Pacific Metals |
100 |
978 |
JPY |
53.200 |
40.200 |
|
-13.000 |
-24 |
39,345 |
-91 |
|
24/06/13 |
26/08/13 |
63 |
|
- cash - |
|
26/08/13 |
2/09/13 |
7 |
 |
 |
 |
Kobe Steel |
100 |
2,490 |
JPY |
15.800 |
16.300 |
|
0.500 |
3 |
40,590 |
408 |
|
2/09/13 |
23/09/13 |
21 |
|
- cash - |
|
23/09/13 |
16/12/13 |
84 |
 |
 |
 |
Kobe Steel |
100 |
2,319 |
JPY |
17.500 |
17.000 |
|
-0.500 |
-3 |
39,430 |
-12 |
|
16/12/13 |
6/01/14 |
21 |
|
- cash - |
|
6/01/14 |
13/10/14 |
280 |
 |
 |
 |
JSW Steel |
100 |
3,812 |
INR |
10.343 |
11.405 |
|
1.062 |
10 |
43,479 |
14 |
|
13/10/14 |
24/11/14 |
42 |
|
- cash - |
|
24/11/14 |
15/12/14 |
21 |
 |
 |
 |
Ternium Argentina |
100 |
7,561 |
ARS |
5.750 |
5.250 |
|
-0.500 |
-9 |
39,698 |
-79 |
|
15/12/14 |
5/01/15 |
21 |
|
- cash - |
|
5/01/15 |
4/05/15 |
119 |
 |
 |
 |
Ternium Argentina |
100 |
6,529 |
ARS |
6.080 |
7.580 |
|
1.500 |
25 |
49,492 |
97 |
|
4/05/15 |
11/05/15 |
7 |
|
- cash - |
|
11/05/15 |
15/06/15 |
35 |
 |
 |
 |
Aperam |
100 |
1,240 |
EUR |
39.900 |
35.920 |
|
-3.980 |
-10 |
44,556 |
-67 |
|
15/06/15 |
15/08/16 |
427 |
|
- cash - |
|
15/08/16 |
19/06/17 |
308 |
 |
 |
 |
Outokumpu |
100 |
8,190 |
EUR |
5.440 |
6.830 |
|
1.390 |
26 |
55,940 |
31 |
|
|
19/06/17 |
4/12/17 |
168 |
 |
 |
 |
Tata Steel |
100 |
10,749 |
INR |
5.204 |
6.878 |
|
1.674 |
32 |
73,934 |
83 |
|
4/12/17 |
11/12/17 |
7 |
|
- cash - |
|
11/12/17 |
12/02/18 |
63 |
 |
 |
 |
Tata Steel |
100 |
10,568 |
INR |
6.996 |
7.131 |
|
0.136 |
2 |
75,366 |
12 |
|
12/02/18 |
26/02/18 |
14 |
|
- cash - |
|
26/02/18 |
5/03/18 |
7 |
 |
 |
 |
JSW Steel |
100 |
2,384 |
INR |
31.610 |
29.165 |
|
-2.445 |
-8 |
69,537 |
-98 |
|
5/03/18 |
19/03/18 |
14 |
|
- cash - |
|
19/03/18 |
26/03/18 |
7 |
 |
 |
 |
JSW Steel |
100 |
2,451 |
INR |
28.360 |
29.390 |
|
1.030 |
4 |
72,062 |
542 |
|
26/03/18 |
9/04/18 |
14 |
|
- cash - |
|
9/04/18 |
25/06/18 |
77 |
 |
 |
 |
JSW Steel |
100 |
2,329 |
INR |
30.940 |
33.210 |
|
2.270 |
7 |
77,349 |
40 |
|
25/06/18 |
24/09/18 |
91 |
|
- cash - |
|
24/09/18 |
8/10/18 |
14 |
 |
 |
 |
JSW Steel |
100 |
1,931 |
INR |
40.045 |
37.625 |
|
-2.420 |
-6 |
72,676 |
-80 |
|
8/10/18 |
21/12/20 |
805 |
|
- cash - |
|
21/12/20 |
14/02/22 |
420 |
 |
 |
 |
ArcelorMittal |
100 |
3,895 |
EUR |
18.656 |
26.360 |
|
7.704 |
41 |
102,683 |
35 |
|
|
14/02/22 |
25/04/22 |
70 |
 |
 |
 |
Ternium Argentina |
100 |
819 |
ARS |
125.250 |
119.500 |
|
-5.750 |
-5 |
97,974 |
-22 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | | prc diff | d % | asset | yield | |
25/04/22 |
30/05/22 |
35 |
|
- cash - |
|
30/05/22 |
20/06/22 |
21 |
 |
 |
 |
Tenaris |
100 |
6,040 |
EUR |
16.220 |
13.210 |
|
-3.010 |
-19 |
79,793 |
-97 |
|
20/06/22 |
14/11/22 |
147 |
|
- cash - |
|
14/11/22 |
5/12/22 |
21 |
 |
 |
 |
Ternium Argentina |
100 |
443 |
ARS |
179.750 |
182.000 |
|
2.250 |
1 |
80,790 |
24 |
|
5/12/22 |
12/12/22 |
7 |
|
- cash - |
|
12/12/22 |
19/12/22 |
7 |
 |
 |
 |
Ternium Argentina |
100 |
434 |
ARS |
185.750 |
182.500 |
|
-3.250 |
-2 |
79,379 |
-60 |
|
19/12/22 |
16/01/23 |
28 |
|
- cash - |
|
16/01/23 |
20/03/23 |
63 |
 |
 |
 |
Ternium Argentina |
100 |
264 |
ARS |
300.500 |
234.500 |
|
-66.000 |
-22 |
61,955 |
-76 |
|
20/03/23 |
17/04/23 |
28 |
|
- cash - |
|
17/04/23 |
24/04/23 |
7 |
 |
 |
 |
Ternium Argentina |
100 |
218 |
ARS |
283.500 |
325.500 |
|
42.000 |
15 |
71,111 |
134,320 |
|
24/04/23 |
1/05/23 |
7 |
|
- cash - |
|
1/05/23 |
29/05/23 |
28 |
 |
 |
 |
Ternium Argentina |
100 |
196 |
ARS |
362.000 |
399.000 |
|
37.000 |
10 |
78,363 |
256 |
|
29/05/23 |
5/06/23 |
7 |
|
- cash - |
|
5/06/23 |
7/06/23 |
2 |
 |
 |
 |
Ternium Argentina |
100 |
192 |
ARS |
407.000 |
413.000 |
|
6.000 |
1 |
79,515 |
1,345 |
|
accum | 2/01/06 |
7/06/23 | 3279 |
days out of 6366 invested (52%) |
695 |
79,515 |
26 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
JSW Steel | long | 15/01/07 | 21/01/08 | 371 | 4.17 | 9.71 | | 5.54 | 133.06 | | | |
| | 25/02/08 | 10/03/08 | 14 | 11.14 | 9.27 | | -1.87 | -16.82 | | | |
| | 21/09/09 | 16/08/10 | 329 | 8.03 | 11.06 | | 3.03 | 37.77 | | | |
| | 6/01/14 | 13/10/14 | 280 | 10.34 | 11.41 | | 1.06 | 10.27 | | | |
| | 26/02/18 | 5/03/18 | 7 | 31.61 | 29.17 | | -2.45 | -7.73 | | | |
| | 19/03/18 | 26/03/18 | 7 | 28.36 | 29.39 | | 1.03 | 3.63 | | | |
| | 9/04/18 | 25/06/18 | 77 | 30.94 | 33.21 | | 2.27 | 7.34 | | | |
| | 24/09/18 | 8/10/18 | 14 | 40.05 | 37.63 | | -2.42 | -6.04 | | | 183.99 |
Vallourec | | 2/01/06 | 15/01/07 | 378 | 1,880.00 | 4,100.00 | | 2,220.00 | 118.09 | | | 118.09 |
ArcelorMittal | | 21/12/20 | 14/02/22 | 420 | 18.66 | 26.36 | | 7.70 | 41.30 | | | 41.30 |
Tata Steel | | 19/06/17 | 4/12/17 | 168 | 5.20 | 6.88 | | 1.67 | 32.17 | | | |
| | 11/12/17 | 12/02/18 | 63 | 7.00 | 7.13 | | 0.14 | 1.94 | | | 34.73 |
Outokumpu | | 14/04/08 | 2/06/08 | 49 | 66.24 | 66.10 | | -0.14 | -0.21 | | | |
| | 15/08/16 | 19/06/17 | 308 | 5.44 | 6.83 | | 1.39 | 25.55 | | | 25.29 |
Ternium Argentina | | 24/11/14 | 15/12/14 | 21 | 5.75 | 5.25 | | -0.50 | -8.70 | | | |
| | 5/01/15 | 4/05/15 | 119 | 6.08 | 7.58 | | 1.50 | 24.67 | | | |
| | 14/02/22 | 25/04/22 | 70 | 125.25 | 119.50 | | -5.75 | -4.59 | | | |
| | 14/11/22 | 5/12/22 | 21 | 179.75 | 182.00 | | 2.25 | 1.25 | | | |
| | 12/12/22 | 19/12/22 | 7 | 185.75 | 182.50 | | -3.25 | -1.75 | | | |
| | 16/01/23 | 20/03/23 | 63 | 300.50 | 234.50 | | -66.00 | -21.96 | | | |
| | 17/04/23 | 24/04/23 | 7 | 283.50 | 325.50 | | 42.00 | 14.81 | | | |
| | 1/05/23 | 29/05/23 | 28 | 362.00 | 399.00 | | 37.00 | 10.22 | | | |
| | 5/06/23 | 7/06/23 | 2 | 407.00 | 413.00 | | 6.00 | 1.47 | | | 8.27 |
Kobe Steel | | 26/08/13 | 2/09/13 | 7 | 15.80 | 16.30 | | 0.50 | 3.16 | | | |
| | 23/09/13 | 16/12/13 | 84 | 17.50 | 17.00 | | -0.50 | -2.86 | | | 0.22 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Hyundai Steel | | 23/08/10 | 6/09/10 | 14 | 103.50 | 108.00 | | 4.50 | 4.35 | | | |
| | 13/09/10 | 14/03/11 | 182 | 117.50 | 136.00 | | 18.50 | 15.74 | | | |
| | 25/04/11 | 6/06/11 | 42 | 145.00 | 116.50 | | -28.50 | -19.66 | | | -2.96 |
thyssenkrupp | | 27/06/11 | 25/07/11 | 28 | 33.60 | 32.05 | | -1.55 | -4.60 | | | -4.60 |
Aperam | | 11/05/15 | 15/06/15 | 35 | 39.90 | 35.92 | | -3.98 | -9.97 | | | -9.97 |
Tenaris | | 30/05/22 | 20/06/22 | 21 | 16.22 | 13.21 | | -3.01 | -18.56 | | | -18.56 |
Pacific Metals | | 13/05/13 | 24/06/13 | 42 | 53.20 | 40.20 | | -13.00 | -24.44 | | | -24.44 |
Annotations
28/07/22 | Tata Steel | | | stock split 1:10 (ten for one) |
25/05/20 | Vallourec | | | reverse split 40:1 (one for fourty) |
18/05/17 | ArcelorMittal | | | reverse stock split 3:1 (one for three)
ISIN change from LU0323134006 to LU1598757687 |
15/03/15 | Iron and Steel | | | first complete analysis |
|
|