| |
| |
Assessment - Iron and Steel - 1/07/24 - RS = 14
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
25/03/24 |
prc diff |
Δ14 |
Curr |
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
SOM Iron and Steel |
333.178 |
12/08/24 |
-0.18 |
360.242 |
-7.51 |
393.982 |
-33.740 |
-8.56 |
USD |
-2.42 |
| |  |
 |
 |
 |
|
 |
Ternium Argentina |
886.000 |
12/08/24 |
-2.32 |
1,016.000 |
-12.80 |
878.500 |
137.500 |
15.65 |
ARS |
29.09 |
| |  |
 |
 |
 |
L |
 |
JSW Steel |
917.350 |
12/08/24 |
1.35 |
943.900 |
-2.81 |
820.000 |
123.900 |
15.11 |
INR |
12.89 |
| |  |
 |
 |
 |
L |
 |
Tata Steel |
152.060 |
12/08/24 |
0.16 |
174.070 |
-12.64 |
151.450 |
22.620 |
14.94 |
INR |
36.02 |
| |  |
 |
 |
 |
|
 |
voestalpine |
22.080 |
12/08/24 |
-0.18 |
25.280 |
-12.66 |
25.780 |
-0.500 |
-1.94 |
EUR |
-8.15 |
| |  |
 |
 |
 |
S |
 |
Acerinox |
9.155 |
12/08/24 |
0.05 |
9.760 |
-6.20 |
10.075 |
-0.315 |
-3.13 |
EUR |
-0.32 |
| |  |
 |
 |
 |
|
 |
Pacific Metals |
1,341.000 |
9/08/24 |
5.59 |
1,273.000 |
5.34 |
1,324.000 |
-51.000 |
-3.85 |
JPY |
-7.99 |
| |  |
 |
 |
 |
|
 |
Kobe Steel |
1,629.500 |
9/08/24 |
1.62 |
2,018.000 |
-19.25 |
2,167.000 |
-149.000 |
-6.88 |
JPY |
7.84 |
| |  |
 |
 |
 |
|
 |
Nippon Steel |
3,169.000 |
9/08/24 |
1.83 |
3,456.000 |
-8.30 |
3,782.000 |
-326.000 |
-8.62 |
JPY |
-2.36 |
| |  |
 |
 |
 |
|
 |
Citic Pacific |
7.100 |
12/08/24 |
|
7.100 |
|
7.970 |
-0.870 |
-10.92 |
HKD |
-2.93 |
| |  |
 |
 |
 |
S |
 |
Bluescope Steel |
20.560 |
12/08/24 |
-0.44 |
20.240 |
1.58 |
23.300 |
-3.060 |
-13.13 |
AUD |
-4.86 |
| |  |
 |
 |
 |
S |
 |
Posco Holdings |
327,500.000 |
12/08/24 |
0.61 |
370,500.000 |
-11.61 |
432,000.000 |
-61,500.000 |
-14.24 |
KRW |
-18.97 |
| |  |
 |
 |
 |
|
 |
Vallourec |
13.370 |
12/08/24 |
-0.59 |
14.700 |
-9.05 |
17.145 |
-2.445 |
-14.26 |
EUR |
11.54 |
| |  |
 |
 |
 |
|
 |
ArcelorMittal |
20.120 |
12/08/24 |
0.30 |
21.300 |
-5.54 |
25.185 |
-3.885 |
-15.43 |
EUR |
-9.15 |
| |  |
 |
 |
 |
S |
 |
Aperam |
25.060 |
12/08/24 |
-0.63 |
24.620 |
1.79 |
29.150 |
-4.530 |
-15.54 |
EUR |
-12.57 |
| |  |
 |
 |
 |
|
 |
Outokumpu |
3.242 |
12/08/24 |
0.31 |
3.386 |
-4.25 |
4.047 |
-0.661 |
-16.33 |
EUR |
-16.14 |
| |  |
 |
 |
 |
|
 |
thyssenkrupp |
3.320 |
12/08/24 |
-1.63 |
4.093 |
-18.89 |
5.006 |
-0.913 |
-18.24 |
EUR |
-28.91 |
| |  |
 |
 |
 |
S |
 |
Vulcan Steel |
7.020 |
12/08/24 |
0.14 |
7.100 |
-1.13 |
8.900 |
-1.800 |
-20.22 |
NZD |
-8.39 |
| |  |
 |
 |
 |
S |
 |
Tenaris |
12.830 |
12/08/24 |
0.71 |
14.245 |
-9.93 |
18.285 |
-4.040 |
-22.09 |
EUR |
-6.88 |
| |  |
 |
 |
 |
S |
 |
Salzgitter |
15.230 |
12/08/24 |
-1.23 |
18.160 |
-16.13 |
23.600 |
-5.440 |
-23.05 |
EUR |
-25.88 |
Iron and Steel - 19 out of 19 instruments rated - 1/07/24 / 25/03/24 - 3 did rise, Market-Ratio(14) = 15.79 % |
Technical Chart
Transactions Iron and Steel * S14 - 37 ex 6 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
2/01/06 |
17/07/06 |
196 |
|
- cash - |
short |
17/07/06 |
21/08/06 |
35 |
 |
 |
 |
Ternium Argentina |
100 |
5,580 |
ARS |
1.792 |
1.662 |
1.932 |
0.140 |
8 |
10,782 |
119 |
|
21/08/06 |
20/08/07 |
364 |
|
- cash - |
|
20/08/07 |
27/08/07 |
7 |
 |
 |
 |
Outokumpu |
100 |
233 |
EUR |
46.100 |
49.900 |
42.300 |
-3.800 |
-8 |
9,897 |
-99 |
|
27/08/07 |
10/09/07 |
14 |
|
- cash - |
|
10/09/07 |
17/09/07 |
7 |
 |
 |
 |
Outokumpu |
100 |
208 |
EUR |
47.500 |
46.190 |
48.847 |
1.347 |
3 |
10,177 |
330 |
|
17/09/07 |
10/12/07 |
84 |
|
- cash - |
|
10/12/07 |
25/02/08 |
77 |
 |
 |
 |
Pacific Metals |
100 |
92 |
JPY |
109.500 |
108.400 |
110.611 |
1.111 |
1 |
10,279 |
5 |
|
25/02/08 |
10/03/08 |
14 |
|
- cash - |
|
10/03/08 |
24/03/08 |
14 |
 |
 |
 |
Nippon Steel |
100 |
216 |
JPY |
47.460 |
48.700 |
46.220 |
-1.240 |
-3 |
10,012 |
-50 |
|
24/03/08 |
31/03/08 |
7 |
|
- cash - |
|
31/03/08 |
14/04/08 |
14 |
 |
 |
 |
Pacific Metals |
100 |
106 |
JPY |
93.900 |
89.400 |
98.627 |
4.726 |
5 |
10,513 |
260 |
|
14/04/08 |
21/07/08 |
98 |
|
- cash - |
|
21/07/08 |
15/09/08 |
56 |
 |
 |
 |
Pacific Metals |
100 |
157 |
JPY |
66.600 |
70.400 |
62.800 |
-3.800 |
-6 |
9,916 |
-32 |
|
|
15/09/08 |
13/10/08 |
28 |
 |
 |
 |
voestalpine |
100 |
357 |
EUR |
27.750 |
23.410 |
32.895 |
5.145 |
19 |
11,753 |
818 |
|
|
13/10/08 |
2/02/09 |
112 |
 |
 |
 |
Tata Steel |
100 |
4,735 |
INR |
2.482 |
1.862 |
3.309 |
0.827 |
33 |
15,670 |
155 |
|
2/02/09 |
16/02/09 |
14 |
|
- cash - |
|
16/02/09 |
23/03/09 |
35 |
 |
 |
 |
Tata Steel |
100 |
9,324 |
INR |
1.681 |
2.235 |
1.126 |
-0.555 |
-33 |
10,500 |
-98 |
|
|
23/03/09 |
6/04/09 |
14 |
 |
 |
 |
voestalpine |
100 |
1,002 |
EUR |
10.470 |
12.080 |
8.860 |
-1.610 |
-15 |
8,886 |
-99 |
|
6/04/09 |
7/06/10 |
427 |
|
- cash - |
|
7/06/10 |
23/08/10 |
77 |
 |
 |
 |
Citic Pacific |
100 |
668 |
HKD |
13.300 |
16.660 |
9.940 |
-3.360 |
-25 |
6,642 |
-75 |
|
23/08/10 |
14/03/11 |
203 |
|
- cash - |
|
14/03/11 |
2/05/11 |
49 |
 |
 |
 |
JSW Steel |
100 |
715 |
INR |
9.281 |
9.315 |
9.246 |
-0.035 |
0 |
6,617 |
-3 |
|
2/05/11 |
9/05/11 |
7 |
|
- cash - |
|
9/05/11 |
26/12/11 |
231 |
 |
 |
 |
Outokumpu |
100 |
267 |
EUR |
24.780 |
11.550 |
53.164 |
28.384 |
115 |
14,196 |
234 |
|
26/12/11 |
23/04/12 |
119 |
|
- cash - |
|
23/04/12 |
28/05/12 |
35 |
 |
 |
 |
Ternium Argentina |
100 |
10,754 |
ARS |
1.320 |
1.590 |
1.050 |
-0.270 |
-20 |
11,292 |
-91 |
|
|
28/05/12 |
13/08/12 |
77 |
 |
 |
 |
Outokumpu |
100 |
1,401 |
EUR |
8.060 |
6.890 |
9.429 |
1.369 |
17 |
13,210 |
110 |
|
13/08/12 |
25/03/13 |
224 |
|
- cash - |
|
25/03/13 |
6/05/13 |
42 |
 |
 |
 |
Outokumpu |
100 |
2,469 |
EUR |
5.350 |
4.890 |
5.853 |
0.503 |
9 |
14,453 |
118 |
|
6/05/13 |
13/05/13 |
7 |
|
- cash - |
|
13/05/13 |
20/05/13 |
7 |
 |
 |
 |
Tata Steel |
100 |
4,733 |
INR |
3.054 |
3.153 |
2.954 |
-0.099 |
-3 |
13,982 |
-82 |
|
20/05/13 |
3/06/13 |
14 |
|
- cash - |
|
3/06/13 |
10/06/13 |
7 |
 |
 |
 |
Outokumpu |
100 |
2,925 |
EUR |
4.780 |
4.500 |
5.077 |
0.297 |
6 |
14,852 |
2,227 |
|
10/06/13 |
17/06/13 |
7 |
|
- cash - |
|
17/06/13 |
15/07/13 |
28 |
 |
 |
 |
Tata Steel |
100 |
5,367 |
INR |
2.767 |
2.527 |
3.030 |
0.263 |
9 |
16,262 |
226 |
|
15/07/13 |
27/01/14 |
196 |
|
- cash - |
|
27/01/14 |
3/02/14 |
7 |
 |
 |
 |
Outokumpu |
100 |
4,479 |
EUR |
3.630 |
3.680 |
3.580 |
-0.050 |
-1 |
16,038 |
-51 |
|
3/02/14 |
17/02/14 |
14 |
|
- cash - |
|
17/02/14 |
24/02/14 |
7 |
 |
 |
 |
Outokumpu |
100 |
4,717 |
EUR |
3.400 |
3.440 |
3.360 |
-0.040 |
-1 |
15,849 |
-46 |
|
24/02/14 |
10/03/14 |
14 |
|
- cash - |
|
10/03/14 |
17/03/14 |
7 |
 |
 |
 |
Pacific Metals |
100 |
456 |
JPY |
34.700 |
33.400 |
36.051 |
1.351 |
4 |
16,465 |
632 |
|
17/03/14 |
29/09/14 |
196 |
|
- cash - |
|
29/09/14 |
24/11/14 |
56 |
 |
 |
 |
Salzgitter |
100 |
608 |
EUR |
27.050 |
28.200 |
25.900 |
-1.150 |
-4 |
15,766 |
-25 |
|
24/11/14 |
1/12/14 |
7 |
|
- cash - |
|
1/12/14 |
8/12/14 |
7 |
 |
 |
 |
Vallourec |
100 |
15 |
EUR |
998.600 |
992.800 |
1,004.434 |
5.834 |
1 |
15,854 |
35 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
8/12/14 |
15/12/14 |
7 |
|
- cash - |
|
15/12/14 |
12/01/15 |
28 |
 |
 |
 |
Vallourec |
100 |
18 |
EUR |
862.200 |
775.200 |
958.964 |
96.764 |
11 |
17,595 |
300 |
|
12/01/15 |
15/06/15 |
154 |
|
- cash - |
|
15/06/15 |
24/08/15 |
70 |
 |
 |
 |
Bluescope Steel |
100 |
5,413 |
AUD |
3.250 |
3.670 |
2.830 |
-0.420 |
-13 |
15,322 |
-51 |
|
|
24/08/15 |
30/11/15 |
98 |
 |
 |
 |
Vallourec |
100 |
35 |
EUR |
434.800 |
389.360 |
485.543 |
50.743 |
12 |
17,098 |
51 |
|
30/11/15 |
7/12/15 |
7 |
|
- cash - |
|
7/12/15 |
28/12/15 |
21 |
 |
 |
 |
ArcelorMittal |
100 |
1,491 |
EUR |
11.460 |
11.940 |
10.980 |
-0.480 |
-4 |
16,382 |
-52 |
|
28/12/15 |
11/01/16 |
14 |
|
- cash - |
|
11/01/16 |
22/02/16 |
42 |
 |
 |
 |
Vallourec |
100 |
62 |
EUR |
263.680 |
169.480 |
410.238 |
146.558 |
56 |
25,469 |
4,558 |
|
22/02/16 |
29/02/16 |
7 |
|
- cash - |
|
29/02/16 |
7/03/16 |
7 |
 |
 |
 |
Vallourec |
100 |
129 |
EUR |
196.080 |
299.600 |
92.560 |
-103.520 |
-53 |
12,115 |
-100 |
|
7/03/16 |
27/06/16 |
112 |
|
- cash - |
|
27/06/16 |
4/07/16 |
7 |
 |
 |
 |
Vallourec |
100 |
105 |
EUR |
114.800 |
137.680 |
91.920 |
-22.880 |
-20 |
9,712 |
-100 |
|
4/07/16 |
1/05/17 |
301 |
|
- cash - |
|
1/05/17 |
29/05/17 |
28 |
 |
 |
 |
Citic Pacific |
100 |
861 |
HKD |
11.280 |
12.300 |
10.260 |
-1.020 |
-9 |
8,834 |
-71 |
|
|
29/05/17 |
12/06/17 |
14 |
 |
 |
 |
Pacific Metals |
100 |
305 |
JPY |
28.900 |
28.800 |
29.000 |
0.100 |
0 |
8,865 |
9 |
|
12/06/17 |
26/06/17 |
14 |
|
- cash - |
|
26/06/17 |
3/07/17 |
7 |
 |
 |
 |
Pacific Metals |
100 |
317 |
JPY |
27.900 |
29.400 |
26.400 |
-1.500 |
-5 |
8,389 |
-94 |
|
3/07/17 |
26/03/18 |
266 |
|
- cash - |
|
26/03/18 |
14/05/18 |
49 |
 |
 |
 |
Outokumpu |
100 |
1,469 |
EUR |
5.708 |
5.696 |
5.720 |
0.012 |
0 |
8,407 |
2 |
|
14/05/18 |
28/05/18 |
14 |
|
- cash - |
|
28/05/18 |
4/06/18 |
7 |
 |
 |
 |
Outokumpu |
100 |
1,525 |
EUR |
5.510 |
5.714 |
5.306 |
-0.204 |
-4 |
8,096 |
-86 |
|
4/06/18 |
16/07/18 |
42 |
|
- cash - |
|
16/07/18 |
30/07/18 |
14 |
 |
 |
 |
Outokumpu |
100 |
1,537 |
EUR |
5.264 |
5.694 |
4.834 |
-0.430 |
-8 |
7,435 |
-89 |
|
30/07/18 |
13/08/18 |
14 |
|
- cash - |
|
13/08/18 |
3/09/18 |
21 |
 |
 |
 |
Ternium Argentina |
100 |
630 |
ARS |
11.800 |
13.400 |
10.200 |
-1.600 |
-14 |
6,427 |
-92 |
|
|
3/09/18 |
24/09/18 |
21 |
 |
 |
 |
Outokumpu |
100 |
1,279 |
EUR |
5.024 |
5.282 |
4.766 |
-0.258 |
-5 |
6,097 |
-60 |
|
24/09/18 |
29/10/18 |
35 |
|
- cash - |
|
29/10/18 |
21/01/19 |
84 |
 |
 |
 |
Outokumpu |
100 |
1,633 |
EUR |
3.732 |
3.992 |
3.472 |
-0.260 |
-7 |
5,672 |
-27 |
|
|
21/01/19 |
18/03/19 |
56 |
 |
 |
 |
Vallourec |
100 |
80 |
EUR |
70.180 |
94.360 |
46.000 |
-24.180 |
-34 |
3,738 |
-94 |
|
18/03/19 |
13/05/19 |
56 |
|
- cash - |
|
13/05/19 |
19/08/19 |
98 |
 |
 |
 |
Outokumpu |
100 |
1,383 |
EUR |
2.702 |
2.642 |
2.763 |
0.061 |
2 |
3,823 |
9 |
|
|
19/08/19 |
9/09/19 |
21 |
 |
 |
 |
Salzgitter |
100 |
243 |
EUR |
15.670 |
17.660 |
13.680 |
-1.990 |
-13 |
3,339 |
-91 |
|
9/09/19 |
23/09/19 |
14 |
|
- cash - |
|
23/09/19 |
21/10/19 |
28 |
 |
 |
 |
Salzgitter |
100 |
196 |
EUR |
16.960 |
16.305 |
17.641 |
0.681 |
4 |
3,473 |
67 |
|
21/10/19 |
28/10/19 |
7 |
|
- cash - |
|
28/10/19 |
4/11/19 |
7 |
 |
 |
 |
Salzgitter |
100 |
204 |
EUR |
16.950 |
18.225 |
15.675 |
-1.275 |
-8 |
3,213 |
-98 |
|
4/11/19 |
17/02/20 |
105 |
|
- cash - |
|
17/02/20 |
23/03/20 |
35 |
 |
 |
 |
Kobe Steel |
100 |
677 |
JPY |
4.740 |
3.400 |
6.608 |
1.868 |
39 |
4,477 |
3,098 |
|
|
23/03/20 |
15/06/20 |
84 |
 |
 |
 |
thyssenkrupp |
100 |
1,148 |
EUR |
3.900 |
6.708 |
1.092 |
-2.808 |
-72 |
1,254 |
-100 |
|
15/06/20 |
14/09/20 |
91 |
|
- cash - |
|
14/09/20 |
21/09/20 |
7 |
 |
 |
 |
Vallourec |
100 |
68 |
EUR |
18.316 |
17.784 |
18.864 |
0.548 |
3 |
1,291 |
365 |
|
21/09/20 |
15/11/21 |
420 |
|
- cash - |
|
15/11/21 |
27/12/21 |
42 |
 |
 |
 |
Vallourec |
100 |
178 |
EUR |
7.240 |
8.720 |
5.760 |
-1.480 |
-20 |
1,027 |
-86 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
27/12/21 |
24/01/22 |
28 |
|
- cash - |
|
24/01/22 |
31/01/22 |
7 |
 |
 |
 |
Vallourec |
100 |
135 |
EUR |
7.595 |
7.830 |
7.360 |
-0.235 |
-3 |
996 |
-81 |
|
31/01/22 |
7/02/22 |
7 |
|
- cash - |
|
7/02/22 |
14/02/22 |
7 |
 |
 |
 |
Vallourec |
100 |
127 |
EUR |
7.780 |
7.800 |
7.760 |
-0.020 |
0 |
993 |
-13 |
|
14/02/22 |
25/04/22 |
70 |
|
- cash - |
|
25/04/22 |
2/05/22 |
7 |
 |
 |
 |
voestalpine |
100 |
41 |
EUR |
23.980 |
24.240 |
23.720 |
-0.260 |
-1 |
983 |
-43 |
|
2/05/22 |
16/05/22 |
14 |
|
- cash - |
|
16/05/22 |
30/05/22 |
14 |
 |
 |
 |
Aperam |
100 |
28 |
EUR |
34.340 |
38.630 |
30.050 |
-4.290 |
-12 |
862 |
-97 |
|
30/05/22 |
13/06/22 |
14 |
|
- cash - |
|
13/06/22 |
17/10/22 |
126 |
 |
 |
 |
Aperam |
100 |
26 |
EUR |
32.410 |
25.240 |
41.617 |
9.207 |
28 |
1,102 |
106 |
|
17/10/22 |
1/05/23 |
196 |
|
- cash - |
|
1/05/23 |
8/05/23 |
7 |
 |
 |
 |
Pacific Metals |
100 |
59 |
JPY |
18.370 |
18.430 |
18.310 |
-0.060 |
0 |
1,098 |
-16 |
|
8/05/23 |
29/05/23 |
21 |
|
- cash - |
|
29/05/23 |
19/06/23 |
21 |
 |
 |
 |
Pacific Metals |
100 |
66 |
JPY |
16.440 |
15.920 |
16.977 |
0.537 |
3 |
1,134 |
75 |
|
19/06/23 |
9/10/23 |
112 |
|
- cash - |
|
9/10/23 |
20/11/23 |
42 |
 |
 |
 |
Pacific Metals |
100 |
92 |
JPY |
12.260 |
13.330 |
11.190 |
-1.070 |
-9 |
1,035 |
-55 |
|
20/11/23 |
11/12/23 |
21 |
|
- cash - |
|
11/12/23 |
18/12/23 |
7 |
 |
 |
 |
Pacific Metals |
100 |
86 |
JPY |
11.920 |
11.920 |
11.920 |
0.000 |
0 |
1,035 |
0 |
|
18/12/23 |
6/05/24 |
140 |
|
- cash - |
|
6/05/24 |
20/05/24 |
14 |
 |
 |
 |
thyssenkrupp |
100 |
209 |
EUR |
4.932 |
4.838 |
5.028 |
0.096 |
2 |
1,055 |
65 |
|
20/05/24 |
10/06/24 |
21 |
|
- cash - |
|
10/06/24 |
12/08/24 |
63 |
 |
 |
 |
thyssenkrupp |
100 |
247 |
EUR |
4.267 |
3.320 |
5.484 |
1.217 |
29 |
1,356 |
328 |
|
accum | 17/07/06 |
12/08/24 | 2531 |
days out of 7081 invested (36%) |
-86 |
1,356 |
-25 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Outokumpu | short | 20/08/07 | 27/08/07 | 7 | 46.10 | 49.90 | 42.30 | -3.80 | -8.24 | | | |
| | 10/09/07 | 17/09/07 | 7 | 47.50 | 46.19 | 48.85 | 1.35 | 2.84 | | | |
| | 9/05/11 | 26/12/11 | 231 | 24.78 | 11.55 | 53.16 | 28.38 | 114.55 | | | |
| | 28/05/12 | 13/08/12 | 77 | 8.06 | 6.89 | 9.43 | 1.37 | 16.98 | | | |
| | 25/03/13 | 6/05/13 | 42 | 5.35 | 4.89 | 5.85 | 0.50 | 9.41 | | | |
| | 3/06/13 | 10/06/13 | 7 | 4.78 | 4.50 | 5.08 | 0.30 | 6.22 | | | |
| | 27/01/14 | 3/02/14 | 7 | 3.63 | 3.68 | 3.58 | -0.05 | -1.38 | | | |
| | 17/02/14 | 24/02/14 | 7 | 3.40 | 3.44 | 3.36 | -0.04 | -1.18 | | | |
| | 26/03/18 | 14/05/18 | 49 | 5.71 | 5.70 | 5.72 | 0.01 | 0.21 | | | |
| | 28/05/18 | 4/06/18 | 7 | 5.51 | 5.71 | 5.31 | -0.20 | -3.70 | | | |
| | 16/07/18 | 30/07/18 | 14 | 5.26 | 5.69 | 4.83 | -0.43 | -8.17 | | | |
| | 3/09/18 | 24/09/18 | 21 | 5.02 | 5.28 | 4.77 | -0.26 | -5.14 | | | |
| | 29/10/18 | 21/01/19 | 84 | 3.73 | 3.99 | 3.47 | -0.26 | -6.97 | | | |
| | 13/05/19 | 19/08/19 | 98 | 2.70 | 2.64 | 2.76 | 0.06 | 2.27 | | | 114.55 |
Kobe Steel | | 17/02/20 | 23/03/20 | 35 | 4.74 | 3.40 | 6.61 | 1.87 | 39.41 | | | 39.41 |
Aperam | | 16/05/22 | 30/05/22 | 14 | 34.34 | 38.63 | 30.05 | -4.29 | -12.49 | | | |
| | 13/06/22 | 17/10/22 | 126 | 32.41 | 25.24 | 41.62 | 9.21 | 28.41 | | | 12.37 |
JSW Steel | | 14/03/11 | 2/05/11 | 49 | 9.28 | 9.32 | 9.25 | -0.03 | -0.37 | | | -0.37 |
voestalpine | | 15/09/08 | 13/10/08 | 28 | 27.75 | 23.41 | 32.89 | 5.14 | 18.54 | | | |
| | 23/03/09 | 6/04/09 | 14 | 10.47 | 12.08 | 8.86 | -1.61 | -15.38 | | | |
| | 25/04/22 | 2/05/22 | 7 | 23.98 | 24.24 | 23.72 | -0.26 | -1.08 | | | -0.78 |
Nippon Steel | | 10/03/08 | 24/03/08 | 14 | 47.46 | 48.70 | 46.22 | -1.24 | -2.61 | | | -2.61 |
ArcelorMittal | | 7/12/15 | 28/12/15 | 21 | 11.46 | 11.94 | 10.98 | -0.48 | -4.19 | | | -4.19 |
Tata Steel | | 13/10/08 | 2/02/09 | 112 | 2.48 | 1.86 | 3.31 | 0.83 | 33.33 | | | |
| | 16/02/09 | 23/03/09 | 35 | 1.68 | 2.24 | 1.13 | -0.55 | -33.00 | | | |
| | 13/05/13 | 20/05/13 | 7 | 3.05 | 3.15 | 2.95 | -0.10 | -3.26 | | | |
| | 17/06/13 | 15/07/13 | 28 | 2.77 | 2.53 | 3.03 | 0.26 | 9.50 | | | -5.37 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Pacific Metals | | 10/12/07 | 25/02/08 | 77 | 109.50 | 108.40 | 110.61 | 1.11 | 1.01 | | | |
| | 31/03/08 | 14/04/08 | 14 | 93.90 | 89.40 | 98.63 | 4.73 | 5.03 | | | |
| | 21/07/08 | 15/09/08 | 56 | 66.60 | 70.40 | 62.80 | -3.80 | -5.71 | | | |
| | 10/03/14 | 17/03/14 | 7 | 34.70 | 33.40 | 36.05 | 1.35 | 3.89 | | | |
| | 29/05/17 | 12/06/17 | 14 | 28.90 | 28.80 | 29.00 | 0.10 | 0.35 | | | |
| | 26/06/17 | 3/07/17 | 7 | 27.90 | 29.40 | 26.40 | -1.50 | -5.38 | | | |
| | 1/05/23 | 8/05/23 | 7 | 18.37 | 18.43 | 18.31 | -0.06 | -0.33 | | | |
| | 29/05/23 | 19/06/23 | 21 | 16.44 | 15.92 | 16.98 | 0.54 | 3.27 | | | |
| | 9/10/23 | 20/11/23 | 42 | 12.26 | 13.33 | 11.19 | -1.07 | -8.73 | | | |
| | 11/12/23 | 18/12/23 | 7 | 11.92 | 11.92 | 11.92 | 0.00 | 0.00 | | | -7.28 |
Bluescope Steel | | 15/06/15 | 24/08/15 | 70 | 3.25 | 3.67 | 2.83 | -0.42 | -12.92 | | | -12.92 |
Salzgitter | | 29/09/14 | 24/11/14 | 56 | 27.05 | 28.20 | 25.90 | -1.15 | -4.25 | | | |
| | 19/08/19 | 9/09/19 | 21 | 15.67 | 17.66 | 13.68 | -1.99 | -12.70 | | | |
| | 23/09/19 | 21/10/19 | 28 | 16.96 | 16.31 | 17.64 | 0.68 | 4.02 | | | |
| | 28/10/19 | 4/11/19 | 7 | 16.95 | 18.23 | 15.68 | -1.28 | -7.52 | | | -19.59 |
Ternium Argentina | | 17/07/06 | 21/08/06 | 35 | 1.79 | 1.66 | 1.93 | 0.14 | 7.82 | | | |
| | 23/04/12 | 28/05/12 | 35 | 1.32 | 1.59 | 1.05 | -0.27 | -20.45 | | | |
| | 13/08/18 | 3/09/18 | 21 | 11.80 | 13.40 | 10.20 | -1.60 | -13.56 | | | -25.86 |
Citic Pacific | | 7/06/10 | 23/08/10 | 77 | 13.30 | 16.66 | 9.94 | -3.36 | -25.26 | | | |
| | 1/05/17 | 29/05/17 | 28 | 11.28 | 12.30 | 10.26 | -1.02 | -9.04 | | | -32.02 |
Vallourec | | 1/12/14 | 8/12/14 | 7 | 998.60 | 992.80 | 1,004.43 | 5.83 | 0.58 | | | |
| | 15/12/14 | 12/01/15 | 28 | 862.20 | 775.20 | 958.96 | 96.76 | 11.22 | | | |
| | 24/08/15 | 30/11/15 | 98 | 434.80 | 389.36 | 485.54 | 50.74 | 11.67 | | | |
| | 11/01/16 | 22/02/16 | 42 | 263.68 | 169.48 | 410.24 | 146.56 | 55.58 | | | |
| | 29/02/16 | 7/03/16 | 7 | 196.08 | 299.60 | 92.56 | -103.52 | -52.79 | | | |
| | 27/06/16 | 4/07/16 | 7 | 114.80 | 137.68 | 91.92 | -22.88 | -19.93 | | | |
| | 21/01/19 | 18/03/19 | 56 | 70.18 | 94.36 | 46.00 | -24.18 | -34.45 | | | |
| | 14/09/20 | 21/09/20 | 7 | 18.32 | 17.78 | 18.86 | 0.55 | 2.99 | | | |
| | 15/11/21 | 27/12/21 | 42 | 7.24 | 8.72 | 5.76 | -1.48 | -20.44 | | | |
| | 24/01/22 | 31/01/22 | 7 | 7.60 | 7.83 | 7.36 | -0.23 | -3.09 | | | |
| | 7/02/22 | 14/02/22 | 7 | 7.78 | 7.80 | 7.76 | -0.02 | -0.26 | | | -61.86 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
thyssenkrupp | | 23/03/20 | 15/06/20 | 84 | 3.90 | 6.71 | 1.09 | -2.81 | -72.00 | | | |
| | 6/05/24 | 20/05/24 | 14 | 4.93 | 4.84 | 5.03 | 0.10 | 1.94 | | | |
| | 10/06/24 | 12/08/24 | 63 | 4.27 | 3.32 | 5.48 | 1.22 | 28.52 | | | -63.31 |
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 |
|
|