| |
| |
Assessment - Iron and Steel - 8/15/22 - RS = 51
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/15/22 |
⇓ Δwk |
8/23/21 |
prc diff |
⇓ Δ51 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
SOM Iron and Steel |
272.216 |
15:35 |
-0.09 |
272.477 |
-0.10 |
299.181 |
-26.704 |
-8.93 |
USD |
-9.04 |
| |  |
 |
 |
 |
L |
 |
Ternium Argentina |
151.500 |
Fri |
|
151.500 |
|
90.300 |
61.200 |
67.77 |
ARS |
29.57 |
| |  |
 |
 |
 |
|
 |
Tenaris |
13.135 |
Mon |
-0.23 |
13.135 |
|
8.310 |
4.825 |
58.06 |
EUR |
18.89 |
| |  |
 |
 |
 |
|
 |
Vallourec |
9.360 |
Mon |
-0.95 |
9.360 |
|
6.840 |
2.520 |
36.84 |
EUR |
5.58 |
| |  |
 |
 |
 |
|
 |
Nippon Steel |
2,117.000 |
06:15 |
-0.40 |
2,125.500 |
-0.40 |
1,909.000 |
216.500 |
11.34 |
JPY |
5.30 |
| |  |
 |
 |
 |
|
 |
Pacific Metals |
2,463.000 |
06:15 |
-2.38 |
2,523.000 |
-2.38 |
1,548.000 |
975.000 |
62.98 |
JPY |
3.63 |
| |  |
 |
 |
 |
L |
 |
Citic Pacific |
8.310 |
08:08 |
-1.42 |
8.430 |
-1.42 |
8.400 |
0.030 |
0.36 |
HKD |
1.40 |
| |  |
 |
 |
 |
|
 |
Kobe Steel |
603.000 |
06:15 |
|
603.000 |
|
634.000 |
-31.000 |
-4.89 |
JPY |
-2.32 |
| |  |
 |
 |
 |
|
 |
Tata Steel |
113.000 |
10:00 |
0.31 |
112.800 |
0.18 |
135.865 |
-23.065 |
-16.98 |
INR |
-3.62 |
| |  |
 |
 |
 |
|
 |
Posco |
258,000.000 |
06:30 |
-0.58 |
259,500.000 |
-0.58 |
309,500.000 |
-50,000.000 |
-16.16 |
KRW |
-8.72 |
| |  |
 |
 |
 |
S |
 |
ArcelorMittal |
24.120 |
Mon |
-1.41 |
24.120 |
|
28.410 |
-4.290 |
-15.10 |
EUR |
-10.25 |
| |  |
 |
 |
 |
S |
 |
Acerinox |
9.478 |
Mon |
-1.21 |
9.478 |
|
11.220 |
-1.742 |
-15.53 |
EUR |
-10.42 |
| |  |
 |
 |
 |
|
 |
Hyundai Steel |
34,050.000 |
06:30 |
-2.99 |
35,100.000 |
-2.99 |
46,000.000 |
-10,900.000 |
-23.70 |
KRW |
-14.12 |
| |  |
 |
 |
 |
S |
 |
Outokumpu |
4.235 |
Mon |
-0.70 |
4.235 |
|
5.684 |
-1.449 |
-25.49 |
EUR |
-16.13 |
| |  |
 |
 |
 |
S |
 |
Salzgitter |
24.500 |
Mon |
-4.22 |
24.500 |
|
30.760 |
-6.260 |
-20.35 |
EUR |
-21.47 |
| |  |
 |
 |
 |
S |
 |
voestalpine |
22.160 |
14:22 |
1.93 |
21.740 |
1.93 |
38.280 |
-16.540 |
-43.21 |
EUR |
-23.09 |
| |  |
 |
 |
 |
|
 |
Aperam |
30.530 |
Mon |
-0.75 |
30.530 |
|
50.260 |
-19.730 |
-39.26 |
EUR |
-25.30 |
| |  |
 |
 |
 |
S |
 |
thyssenkrupp |
6.090 |
15:35 |
4.03 |
5.854 |
4.03 |
8.602 |
-2.748 |
-31.95 |
EUR |
-27.17 |
Iron and Steel - 17 out of 17 instruments rated - 8/15/22 / 8/23/21 - 6 did rise, Market-Ratio(51) = 35.29 % |
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 |
1/02/06 |
1/29/07 |
392 |
 |
 |
 |
Vallourec |
100 |
5 |
EUR |
1,880.000 |
3,964.000 |
|
2,084.000 |
111 |
20,420 |
100 |
|
|
1/29/07 |
10/29/07 |
273 |
 |
 |
 |
Pacific Metals |
100 |
150 |
JPY |
135.900 |
147.300 |
|
11.400 |
8 |
22,130 |
11 |
|
|
10/29/07 |
1/21/08 |
84 |
 |
 |
 |
Hyundai Steel |
100 |
247 |
KRW |
89.300 |
67.500 |
|
-21.800 |
-24 |
16,745 |
-70 |
|
1/21/08 |
2/25/08 |
35 |
|
- cash - |
|
2/25/08 |
3/10/08 |
14 |
 |
 |
 |
Hyundai Steel |
100 |
227 |
KRW |
73.700 |
71.700 |
|
-2.000 |
-3 |
16,291 |
-51 |
|
3/10/08 |
4/14/08 |
35 |
|
- cash - |
|
4/14/08 |
6/02/08 |
49 |
 |
 |
 |
Outokumpu |
100 |
245 |
EUR |
66.240 |
66.100 |
|
-0.140 |
0 |
16,257 |
-2 |
|
6/02/08 |
9/21/09 |
476 |
|
- cash - |
|
9/21/09 |
1/25/10 |
126 |
 |
 |
 |
Citic Pacific |
100 |
774 |
HKD |
21.000 |
16.260 |
|
-4.740 |
-23 |
12,588 |
-52 |
|
|
1/25/10 |
8/16/10 |
203 |
 |
 |
 |
Ternium Argentina |
100 |
6,905 |
ARS |
1.823 |
2.085 |
|
0.262 |
14 |
14,397 |
27 |
|
8/16/10 |
8/23/10 |
7 |
|
- cash - |
|
8/23/10 |
9/06/10 |
14 |
 |
 |
 |
Hyundai Steel |
100 |
139 |
KRW |
103.500 |
108.000 |
|
4.500 |
4 |
15,023 |
203 |
|
9/06/10 |
9/13/10 |
7 |
|
- cash - |
|
9/13/10 |
3/14/11 |
182 |
 |
 |
 |
Hyundai Steel |
100 |
127 |
KRW |
117.500 |
136.000 |
|
18.500 |
16 |
17,372 |
34 |
|
3/14/11 |
4/04/11 |
21 |
|
- cash - |
|
4/04/11 |
7/11/11 |
98 |
 |
 |
 |
Citic Pacific |
100 |
729 |
HKD |
23.800 |
18.480 |
|
-5.320 |
-22 |
13,494 |
-61 |
|
|
7/11/11 |
8/01/11 |
21 |
 |
 |
 |
voestalpine |
100 |
374 |
EUR |
36.070 |
35.740 |
|
-0.330 |
-1 |
13,371 |
-15 |
|
8/01/11 |
5/20/13 |
658 |
|
- cash - |
|
5/20/13 |
6/10/13 |
21 |
 |
 |
 |
Pacific Metals |
100 |
219 |
JPY |
60.800 |
45.800 |
|
-15.000 |
-25 |
10,086 |
-99 |
|
6/10/13 |
8/26/13 |
77 |
|
- cash - |
|
8/26/13 |
9/02/13 |
7 |
 |
 |
 |
Kobe Steel |
100 |
638 |
JPY |
15.800 |
16.300 |
|
0.500 |
3 |
10,405 |
408 |
|
9/02/13 |
9/23/13 |
21 |
|
- cash - |
|
9/23/13 |
12/16/13 |
84 |
 |
 |
 |
Kobe Steel |
100 |
594 |
JPY |
17.500 |
17.000 |
|
-0.500 |
-3 |
10,108 |
-12 |
|
12/16/13 |
1/13/14 |
28 |
|
- cash - |
|
1/13/14 |
1/20/14 |
7 |
 |
 |
 |
Ternium Argentina |
100 |
3,346 |
ARS |
3.020 |
3.090 |
|
0.070 |
2 |
10,342 |
230 |
|
1/20/14 |
2/17/14 |
28 |
|
- cash - |
|
2/17/14 |
3/03/14 |
14 |
 |
 |
 |
Aperam |
100 |
629 |
EUR |
16.420 |
16.105 |
|
-0.315 |
-2 |
10,144 |
-40 |
|
3/03/14 |
3/10/14 |
7 |
|
- cash - |
|
3/10/14 |
10/06/14 |
210 |
 |
 |
 |
Aperam |
100 |
596 |
EUR |
16.995 |
22.900 |
|
5.905 |
35 |
13,663 |
68 |
|
10/06/14 |
12/08/14 |
63 |
|
- cash - |
|
12/08/14 |
12/15/14 |
7 |
 |
 |
 |
Ternium Argentina |
100 |
2,079 |
ARS |
6.570 |
5.250 |
|
-1.320 |
-20 |
10,919 |
-100 |
|
12/15/14 |
2/16/15 |
63 |
|
- cash - |
|
2/16/15 |
5/04/15 |
77 |
 |
 |
 |
Ternium Argentina |
100 |
1,564 |
ARS |
6.980 |
7.580 |
|
0.600 |
9 |
11,857 |
48 |
|
5/04/15 |
5/11/15 |
7 |
|
- cash - |
|
5/11/15 |
6/15/15 |
35 |
 |
 |
 |
Aperam |
100 |
297 |
EUR |
39.900 |
35.920 |
|
-3.980 |
-10 |
10,675 |
-67 |
|
6/15/15 |
8/15/16 |
427 |
|
- cash - |
|
8/15/16 |
7/10/17 |
329 |
 |
 |
 |
Outokumpu |
100 |
1,962 |
EUR |
5.440 |
7.200 |
|
1.760 |
32 |
14,128 |
36 |
|
|
7/10/17 |
12/04/17 |
147 |
 |
 |
 |
Tata Steel |
100 |
2,525 |
INR |
5.594 |
6.878 |
|
1.285 |
23 |
17,372 |
67 |
|
12/04/17 |
12/11/17 |
7 |
|
- cash - |
|
12/11/17 |
12/18/17 |
7 |
 |
 |
 |
Tata Steel |
100 |
2,483 |
INR |
6.996 |
7.047 |
|
0.052 |
1 |
17,500 |
47 |
|
12/18/17 |
1/01/18 |
14 |
|
- cash - |
|
1/01/18 |
2/12/18 |
42 |
 |
 |
 |
Tata Steel |
100 |
2,389 |
INR |
7.324 |
7.131 |
|
-0.193 |
-3 |
17,039 |
-21 |
|
2/12/18 |
4/16/18 |
63 |
|
- cash - |
|
4/16/18 |
6/25/18 |
70 |
 |
 |
 |
Pacific Metals |
100 |
488 |
JPY |
34.850 |
38.950 |
|
4.100 |
12 |
19,039 |
79 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | | prc diff | d % | asset | yield | |
6/25/18 |
10/01/18 |
98 |
|
- cash - |
|
10/01/18 |
10/08/18 |
7 |
 |
 |
 |
Pacific Metals |
100 |
447 |
JPY |
42.550 |
41.500 |
|
-1.050 |
-2 |
18,570 |
-73 |
|
10/08/18 |
12/21/20 |
805 |
|
- cash - |
|
12/21/20 |
2/01/21 |
42 |
 |
 |
 |
ArcelorMittal |
100 |
995 |
EUR |
18.656 |
18.398 |
|
-0.258 |
-1 |
18,313 |
-11 |
|
2/01/21 |
2/08/21 |
7 |
|
- cash - |
|
2/08/21 |
4/04/22 |
420 |
 |
 |
 |
Tata Steel |
100 |
2,605 |
INR |
7.030 |
13.419 |
|
6.390 |
91 |
34,958 |
75 |
|
4/04/22 |
5/30/22 |
56 |
|
- cash - |
|
5/30/22 |
6/20/22 |
21 |
 |
 |
 |
Tenaris |
100 |
2,155 |
EUR |
16.220 |
13.210 |
|
-3.010 |
-19 |
28,471 |
-97 |
|
6/20/22 |
8/16/22 |
57 |
|
- cash - |
accum | 1/02/06 |
6/20/22 | 3003 |
days out of 6070 invested (49%) |
185 |
28,471 |
14 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Tata Steel | long | 7/10/17 | 12/04/17 | 147 | 5.59 | 6.88 | | 1.28 | 22.96 | | | |
| | 12/11/17 | 12/18/17 | 7 | 7.00 | 7.05 | | 0.05 | 0.74 | | | |
| | 1/01/18 | 2/12/18 | 42 | 7.32 | 7.13 | | -0.19 | -2.64 | | | |
| | 2/08/21 | 4/04/22 | 420 | 7.03 | 13.42 | | 6.39 | 90.90 | | | 130.23 |
Vallourec | | 1/02/06 | 1/29/07 | 392 | 1,880.00 | 3,964.00 | | 2,084.00 | 110.85 | | | 110.85 |
Outokumpu | | 4/14/08 | 6/02/08 | 49 | 66.24 | 66.10 | | -0.14 | -0.21 | | | |
| | 8/15/16 | 7/10/17 | 329 | 5.44 | 7.20 | | 1.76 | 32.35 | | | 32.07 |
Aperam | | 2/17/14 | 3/03/14 | 14 | 16.42 | 16.11 | | -0.32 | -1.92 | | | |
| | 3/10/14 | 10/06/14 | 210 | 17.00 | 22.90 | | 5.91 | 34.75 | | | |
| | 5/11/15 | 6/15/15 | 35 | 39.90 | 35.92 | | -3.98 | -9.97 | | | 18.98 |
Ternium Argentina | | 1/25/10 | 8/16/10 | 203 | 1.82 | 2.09 | | 0.26 | 14.37 | | | |
| | 1/13/14 | 1/20/14 | 7 | 3.02 | 3.09 | | 0.07 | 2.32 | | | |
| | 12/08/14 | 12/15/14 | 7 | 6.57 | 5.25 | | -1.32 | -20.09 | | | |
| | 2/16/15 | 5/04/15 | 77 | 6.98 | 7.58 | | 0.60 | 8.60 | | | 1.55 |
Kobe Steel | | 8/26/13 | 9/02/13 | 7 | 15.80 | 16.30 | | 0.50 | 3.16 | | | |
| | 9/23/13 | 12/16/13 | 84 | 17.50 | 17.00 | | -0.50 | -2.86 | | | 0.22 |
voestalpine | | 7/11/11 | 8/01/11 | 21 | 36.07 | 35.74 | | -0.33 | -0.91 | | | -0.91 |
ArcelorMittal | | 12/21/20 | 2/01/21 | 42 | 18.66 | 18.40 | | -0.26 | -1.38 | | | -1.38 |
Pacific Metals | | 1/29/07 | 10/29/07 | 273 | 135.90 | 147.30 | | 11.40 | 8.39 | | | |
| | 5/20/13 | 6/10/13 | 21 | 60.80 | 45.80 | | -15.00 | -24.67 | | | |
| | 4/16/18 | 6/25/18 | 70 | 34.85 | 38.95 | | 4.10 | 11.76 | | | |
| | 10/01/18 | 10/08/18 | 7 | 42.55 | 41.50 | | -1.05 | -2.47 | | | -11.00 |
Hyundai Steel | | 10/29/07 | 1/21/08 | 84 | 89.30 | 67.50 | | -21.80 | -24.41 | | | |
| | 2/25/08 | 3/10/08 | 14 | 73.70 | 71.70 | | -2.00 | -2.71 | | | |
| | 8/23/10 | 9/06/10 | 14 | 103.50 | 108.00 | | 4.50 | 4.35 | | | |
| | 9/13/10 | 3/14/11 | 182 | 117.50 | 136.00 | | 18.50 | 15.74 | | | -11.18 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Tenaris | | 5/30/22 | 6/20/22 | 21 | 16.22 | 13.21 | | -3.01 | -18.56 | | | -18.56 |
Citic Pacific | | 9/21/09 | 1/25/10 | 126 | 21.00 | 16.26 | | -4.74 | -22.57 | | | |
| | 4/04/11 | 7/11/11 | 98 | 23.80 | 18.48 | | -5.32 | -22.35 | | | -39.88 |
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 |
|
|