| |
| |
Assessment - Iron and Steel - 9/25/23 - RS = 14
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/25/23 |
⇓ Δwk |
6/19/23 |
prc diff |
⇓ Δ14 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Iron and Steel |
357.579 |
Fri |
-0.04 |
354.850 |
0.77 |
354.914 |
-0.064 |
-0.02 |
USD |
10.56 |
| |  |
 |
 |
 |
L |
 |
Kobe Steel |
1,949.000 |
Fri |
-3.73 |
2,108.500 |
-7.56 |
1,296.500 |
812.000 |
62.63 |
JPY |
136.30 |
| |  |
 |
 |
 |
L |
 |
Ternium Argentina |
614.000 |
Fri |
-1.37 |
589.000 |
4.24 |
398.000 |
191.000 |
47.99 |
ARS |
119.78 |
| |  |
 |
 |
 |
|
 |
Posco |
535,000.000 |
Fri |
0.38 |
539,000.000 |
-0.74 |
392,500.000 |
146,500.000 |
37.32 |
KRW |
56.79 |
| |  |
 |
 |
 |
L |
 |
Nippon Steel |
3,505.000 |
Fri |
-3.71 |
3,717.000 |
-5.70 |
2,937.500 |
779.500 |
26.54 |
JPY |
37.63 |
| |  |
 |
 |
 |
L |
 |
Tata Steel |
128.900 |
Fri |
1.66 |
127.400 |
1.18 |
114.100 |
13.300 |
11.66 |
INR |
14.97 |
| |  |
 |
 |
 |
L |
 |
Hyundai Steel |
38,050.000 |
Fri |
|
38,750.000 |
-1.81 |
34,650.000 |
4,100.000 |
11.83 |
KRW |
14.75 |
| |  |
 |
 |
 |
|
 |
JSW Steel |
779.600 |
Fri |
1.50 |
779.900 |
-0.04 |
771.650 |
8.250 |
1.07 |
INR |
7.58 |
| |  |
 |
 |
 |
|
 |
thyssenkrupp |
7.226 |
Fri |
1.63 |
6.726 |
7.43 |
7.070 |
-0.344 |
-4.87 |
EUR |
5.46 |
| |  |
 |
 |
 |
|
 |
Tenaris |
14.985 |
Fri |
-1.80 |
14.710 |
1.87 |
12.825 |
1.885 |
14.70 |
EUR |
1.60 |
| |  |
 |
 |
 |
|
 |
Vallourec |
11.560 |
Fri |
-1.28 |
11.380 |
1.58 |
10.200 |
1.180 |
11.57 |
EUR |
-0.54 |
| |  |
 |
 |
 |
|
 |
Vulcan Steel |
8.100 |
Fri |
1.25 |
8.500 |
-4.71 |
8.620 |
-0.120 |
-1.39 |
NZD |
-0.71 |
| |  |
 |
 |
 |
S |
 |
Acerinox |
9.164 |
Fri |
0.70 |
8.930 |
2.62 |
10.100 |
-1.170 |
-11.58 |
EUR |
-5.53 |
| |  |
 |
 |
 |
S |
 |
voestalpine |
25.840 |
Fri |
-0.46 |
25.520 |
1.25 |
32.320 |
-6.800 |
-21.04 |
EUR |
-7.83 |
| |  |
 |
 |
 |
S |
 |
ArcelorMittal |
23.745 |
Fri |
-0.44 |
23.015 |
3.17 |
25.390 |
-2.375 |
-9.35 |
EUR |
-8.58 |
| |  |
 |
 |
 |
S |
 |
SSAB |
5.208 |
Fri |
2.52 |
4.933 |
5.57 |
6.530 |
-1.597 |
-24.46 |
EUR |
-11.53 |
| |  |
 |
 |
 |
S |
 |
Aperam |
27.600 |
Fri |
0.66 |
26.130 |
5.63 |
32.780 |
-6.650 |
-20.29 |
EUR |
-13.54 |
| |  |
 |
 |
 |
S |
 |
Citic Pacific |
7.200 |
Fri |
2.86 |
7.120 |
1.12 |
10.200 |
-3.080 |
-30.20 |
HKD |
-15.96 |
| |  |
 |
 |
 |
S |
 |
Outokumpu |
3.969 |
Fri |
-0.05 |
3.875 |
2.43 |
5.538 |
-1.663 |
-30.03 |
EUR |
-18.35 |
| |  |
 |
 |
 |
|
 |
Pacific Metals |
1,402.000 |
Fri |
-1.27 |
1,464.000 |
-4.23 |
1,592.000 |
-128.000 |
-8.04 |
JPY |
-18.73 |
| |  |
 |
 |
 |
S |
 |
Salzgitter |
25.100 |
Fri |
0.08 |
24.560 |
2.20 |
35.260 |
-10.700 |
-30.35 |
EUR |
-18.88 |
Iron and Steel - 20 out of 20 instruments rated - 9/25/23 / 6/19/23 - 9 did rise, Market-Ratio(14) = 45.00 % |
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 | |
1/02/06 |
7/17/06 |
196 |
|
- cash - |
short |
7/17/06 |
8/21/06 |
35 |
 |
 |
 |
Ternium Argentina |
100 |
5,580 |
ARS |
1.792 |
1.662 |
1.932 |
0.140 |
8 |
10,782 |
119 |
|
8/21/06 |
8/20/07 |
364 |
|
- cash - |
|
8/20/07 |
8/27/07 |
7 |
 |
 |
 |
Outokumpu |
100 |
233 |
EUR |
46.100 |
49.900 |
42.300 |
-3.800 |
-8 |
9,897 |
-99 |
|
8/27/07 |
12/10/07 |
105 |
|
- cash - |
|
12/10/07 |
3/03/08 |
84 |
 |
 |
 |
Pacific Metals |
100 |
90 |
JPY |
109.500 |
121.700 |
97.300 |
-12.200 |
-11 |
8,799 |
-40 |
|
3/03/08 |
3/10/08 |
7 |
|
- cash - |
|
3/10/08 |
4/14/08 |
35 |
 |
 |
 |
Nippon Steel |
100 |
185 |
JPY |
47.460 |
48.860 |
46.060 |
-1.400 |
-3 |
8,540 |
-27 |
|
4/14/08 |
7/07/08 |
84 |
|
- cash - |
|
7/07/08 |
7/14/08 |
7 |
 |
 |
 |
Pacific Metals |
100 |
104 |
JPY |
81.400 |
81.500 |
81.300 |
-0.100 |
0 |
8,530 |
-6 |
|
7/14/08 |
7/21/08 |
7 |
|
- cash - |
|
7/21/08 |
9/15/08 |
56 |
 |
 |
 |
Pacific Metals |
100 |
128 |
JPY |
66.600 |
70.400 |
62.800 |
-3.800 |
-6 |
8,043 |
-32 |
|
|
9/15/08 |
10/13/08 |
28 |
 |
 |
 |
voestalpine |
100 |
289 |
EUR |
27.750 |
23.410 |
32.895 |
5.145 |
19 |
9,530 |
818 |
|
|
10/13/08 |
2/02/09 |
112 |
 |
 |
 |
Tata Steel |
100 |
3,839 |
INR |
2.482 |
1.862 |
3.309 |
0.827 |
33 |
12,706 |
155 |
|
2/02/09 |
2/16/09 |
14 |
|
- cash - |
|
2/16/09 |
2/23/09 |
7 |
 |
 |
 |
Tata Steel |
100 |
7,560 |
INR |
1.681 |
1.724 |
1.638 |
-0.043 |
-3 |
12,381 |
-74 |
|
2/23/09 |
3/02/09 |
7 |
|
- cash - |
|
3/02/09 |
3/30/09 |
28 |
 |
 |
 |
Ternium Argentina |
100 |
19,405 |
ARS |
0.638 |
0.685 |
0.591 |
-0.047 |
-7 |
11,469 |
-63 |
|
3/30/09 |
6/07/10 |
434 |
|
- cash - |
|
6/07/10 |
8/23/10 |
77 |
 |
 |
 |
Citic Pacific |
100 |
862 |
HKD |
13.300 |
16.660 |
9.940 |
-3.360 |
-25 |
8,572 |
-75 |
|
8/23/10 |
3/14/11 |
203 |
|
- cash - |
|
3/14/11 |
5/02/11 |
49 |
 |
 |
 |
JSW Steel |
100 |
923 |
INR |
9.281 |
9.315 |
9.246 |
-0.035 |
0 |
8,541 |
-3 |
|
5/02/11 |
5/09/11 |
7 |
|
- cash - |
|
5/09/11 |
12/26/11 |
231 |
 |
 |
 |
Outokumpu |
100 |
344 |
EUR |
24.780 |
11.550 |
53.164 |
28.384 |
115 |
18,305 |
234 |
|
12/26/11 |
4/23/12 |
119 |
|
- cash - |
|
4/23/12 |
5/28/12 |
35 |
 |
 |
 |
Ternium Argentina |
100 |
13,867 |
ARS |
1.320 |
1.590 |
1.050 |
-0.270 |
-20 |
14,561 |
-91 |
|
|
5/28/12 |
8/20/12 |
84 |
 |
 |
 |
Outokumpu |
100 |
1,806 |
EUR |
8.060 |
6.980 |
9.307 |
1.247 |
15 |
16,813 |
87 |
|
8/20/12 |
11/19/12 |
91 |
|
- cash - |
|
11/19/12 |
12/03/12 |
14 |
 |
 |
 |
Outokumpu |
100 |
2,929 |
EUR |
5.740 |
6.510 |
4.970 |
-0.770 |
-13 |
14,558 |
-98 |
|
12/03/12 |
3/25/13 |
112 |
|
- cash - |
|
3/25/13 |
5/27/13 |
63 |
 |
 |
 |
Outokumpu |
100 |
2,721 |
EUR |
5.350 |
5.240 |
5.462 |
0.112 |
2 |
14,863 |
13 |
|
5/27/13 |
6/03/13 |
7 |
|
- cash - |
|
6/03/13 |
7/15/13 |
42 |
 |
 |
 |
Outokumpu |
100 |
3,109 |
EUR |
4.780 |
4.550 |
5.022 |
0.242 |
5 |
15,614 |
53 |
|
7/15/13 |
1/27/14 |
196 |
|
- cash - |
|
1/27/14 |
2/10/14 |
14 |
 |
 |
 |
Outokumpu |
100 |
4,301 |
EUR |
3.630 |
3.510 |
3.754 |
0.124 |
3 |
16,148 |
140 |
|
2/10/14 |
2/17/14 |
7 |
|
- cash - |
|
2/17/14 |
3/24/14 |
35 |
 |
 |
 |
Outokumpu |
100 |
4,749 |
EUR |
3.400 |
4.980 |
1.820 |
-1.580 |
-46 |
8,645 |
-100 |
|
3/24/14 |
9/29/14 |
189 |
|
- cash - |
|
9/29/14 |
11/17/14 |
49 |
 |
 |
 |
Salzgitter |
100 |
319 |
EUR |
27.050 |
27.055 |
27.045 |
-0.005 |
0 |
8,643 |
0 |
|
|
11/17/14 |
11/24/14 |
7 |
 |
 |
 |
Vallourec |
100 |
7 |
EUR |
1,168.000 |
1,206.400 |
1,129.600 |
-38.400 |
-3 |
8,374 |
-83 |
|
11/24/14 |
12/01/14 |
7 |
|
- cash - |
|
12/01/14 |
1/19/15 |
49 |
 |
 |
 |
Vallourec |
100 |
8 |
EUR |
998.600 |
806.000 |
1,237.223 |
238.623 |
24 |
10,283 |
393 |
|
1/19/15 |
6/15/15 |
147 |
|
- cash - |
|
6/15/15 |
11/16/15 |
154 |
 |
 |
 |
Tata Steel |
100 |
3,461 |
INR |
2.971 |
2.298 |
3.840 |
0.869 |
29 |
13,292 |
84 |
|
|
11/16/15 |
11/30/15 |
14 |
 |
 |
 |
Vallourec |
100 |
36 |
EUR |
363.640 |
389.360 |
337.920 |
-25.720 |
-7 |
12,366 |
-85 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
11/30/15 |
12/07/15 |
7 |
|
- cash - |
|
12/07/15 |
12/28/15 |
21 |
 |
 |
 |
ArcelorMittal |
100 |
1,079 |
EUR |
11.460 |
11.940 |
10.980 |
-0.480 |
-4 |
11,848 |
-52 |
|
12/28/15 |
1/11/16 |
14 |
|
- cash - |
|
1/11/16 |
3/07/16 |
56 |
 |
 |
 |
Vallourec |
100 |
44 |
EUR |
263.680 |
299.600 |
227.760 |
-35.920 |
-14 |
10,268 |
-61 |
|
3/07/16 |
6/27/16 |
112 |
|
- cash - |
|
6/27/16 |
7/04/16 |
7 |
 |
 |
 |
Vallourec |
100 |
89 |
EUR |
114.800 |
137.680 |
91.920 |
-22.880 |
-20 |
8,231 |
-100 |
|
7/04/16 |
8/01/16 |
28 |
|
- cash - |
|
8/01/16 |
8/08/16 |
7 |
 |
 |
 |
Vallourec |
100 |
65 |
EUR |
126.400 |
136.320 |
116.480 |
-9.920 |
-8 |
7,587 |
-99 |
|
8/08/16 |
4/17/17 |
252 |
|
- cash - |
|
4/17/17 |
4/24/17 |
7 |
 |
 |
 |
Kobe Steel |
100 |
801 |
JPY |
9.460 |
9.690 |
9.230 |
-0.230 |
-2 |
7,402 |
-72 |
|
4/24/17 |
5/01/17 |
7 |
|
- cash - |
|
5/01/17 |
5/29/17 |
28 |
 |
 |
 |
Citic Pacific |
100 |
656 |
HKD |
11.280 |
12.300 |
10.260 |
-1.020 |
-9 |
6,733 |
-71 |
|
|
5/29/17 |
6/12/17 |
14 |
 |
 |
 |
Pacific Metals |
100 |
232 |
JPY |
28.900 |
28.800 |
29.000 |
0.100 |
0 |
6,756 |
9 |
|
6/12/17 |
6/19/17 |
7 |
|
- cash - |
|
6/19/17 |
7/03/17 |
14 |
 |
 |
 |
Pacific Metals |
100 |
241 |
JPY |
28.000 |
29.400 |
26.600 |
-1.400 |
-5 |
6,419 |
-74 |
|
7/03/17 |
3/26/18 |
266 |
|
- cash - |
|
3/26/18 |
5/14/18 |
49 |
 |
 |
 |
Outokumpu |
100 |
1,124 |
EUR |
5.708 |
5.696 |
5.720 |
0.012 |
0 |
6,433 |
2 |
|
5/14/18 |
5/28/18 |
14 |
|
- cash - |
|
5/28/18 |
6/11/18 |
14 |
 |
 |
 |
Outokumpu |
100 |
1,167 |
EUR |
5.510 |
5.636 |
5.384 |
-0.126 |
-2 |
6,286 |
-45 |
|
6/11/18 |
7/02/18 |
21 |
|
- cash - |
|
7/02/18 |
7/09/18 |
7 |
 |
 |
 |
Outokumpu |
100 |
1,241 |
EUR |
5.064 |
5.452 |
4.676 |
-0.388 |
-8 |
5,804 |
-98 |
|
7/09/18 |
7/16/18 |
7 |
|
- cash - |
|
7/16/18 |
9/24/18 |
70 |
 |
 |
 |
Outokumpu |
100 |
1,102 |
EUR |
5.264 |
5.282 |
5.246 |
-0.018 |
0 |
5,784 |
-2 |
|
9/24/18 |
10/29/18 |
35 |
|
- cash - |
|
10/29/18 |
1/21/19 |
84 |
 |
 |
 |
Outokumpu |
100 |
1,549 |
EUR |
3.732 |
3.992 |
3.472 |
-0.260 |
-7 |
5,381 |
-27 |
|
|
1/21/19 |
3/18/19 |
56 |
 |
 |
 |
Vallourec |
100 |
76 |
EUR |
70.180 |
94.360 |
46.000 |
-24.180 |
-34 |
3,544 |
-94 |
|
3/18/19 |
5/06/19 |
49 |
|
- cash - |
|
5/06/19 |
5/13/19 |
7 |
 |
 |
 |
thyssenkrupp |
100 |
299 |
EUR |
11.835 |
13.150 |
10.520 |
-1.315 |
-11 |
3,151 |
-100 |
|
|
5/13/19 |
8/19/19 |
98 |
 |
 |
 |
Outokumpu |
100 |
1,166 |
EUR |
2.702 |
2.642 |
2.763 |
0.061 |
2 |
3,222 |
9 |
|
|
8/19/19 |
9/16/19 |
28 |
 |
 |
 |
Salzgitter |
100 |
205 |
EUR |
15.670 |
18.580 |
12.760 |
-2.910 |
-19 |
2,626 |
-93 |
|
9/16/19 |
9/23/19 |
7 |
|
- cash - |
|
9/23/19 |
11/04/19 |
42 |
 |
 |
 |
Salzgitter |
100 |
154 |
EUR |
16.960 |
18.225 |
15.695 |
-1.265 |
-7 |
2,431 |
-49 |
|
11/04/19 |
2/17/20 |
105 |
|
- cash - |
|
2/17/20 |
3/23/20 |
35 |
 |
 |
 |
Kobe Steel |
100 |
512 |
JPY |
4.740 |
3.400 |
6.608 |
1.868 |
39 |
3,387 |
3,098 |
|
|
3/23/20 |
6/15/20 |
84 |
 |
 |
 |
thyssenkrupp |
100 |
868 |
EUR |
3.900 |
6.708 |
1.092 |
-2.808 |
-72 |
950 |
-100 |
|
6/15/20 |
9/14/20 |
91 |
|
- cash - |
|
9/14/20 |
9/21/20 |
7 |
 |
 |
 |
Vallourec |
100 |
51 |
EUR |
18.316 |
17.784 |
18.864 |
0.548 |
3 |
978 |
365 |
|
9/21/20 |
11/08/21 |
413 |
|
- cash - |
|
11/08/21 |
12/27/21 |
49 |
 |
 |
 |
Vallourec |
100 |
139 |
EUR |
6.990 |
8.720 |
5.260 |
-1.730 |
-25 |
737 |
-88 |
|
12/27/21 |
1/24/22 |
28 |
|
- cash - |
|
1/24/22 |
1/31/22 |
7 |
 |
 |
 |
Vallourec |
100 |
97 |
EUR |
7.595 |
7.830 |
7.360 |
-0.235 |
-3 |
715 |
-81 |
|
1/31/22 |
2/07/22 |
7 |
|
- cash - |
|
2/07/22 |
2/14/22 |
7 |
 |
 |
 |
Vallourec |
100 |
91 |
EUR |
7.780 |
7.800 |
7.760 |
-0.020 |
0 |
713 |
-13 |
|
2/14/22 |
4/25/22 |
70 |
|
- cash - |
|
4/25/22 |
5/02/22 |
7 |
 |
 |
 |
voestalpine |
100 |
29 |
EUR |
23.980 |
24.240 |
23.720 |
-0.260 |
-1 |
705 |
-43 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
5/02/22 |
6/13/22 |
42 |
|
- cash - |
|
6/13/22 |
10/17/22 |
126 |
 |
 |
 |
Aperam |
100 |
21 |
EUR |
32.410 |
25.240 |
41.617 |
9.207 |
28 |
899 |
106 |
|
10/17/22 |
5/29/23 |
224 |
|
- cash - |
|
5/29/23 |
6/19/23 |
21 |
 |
 |
 |
Pacific Metals |
100 |
54 |
JPY |
16.440 |
15.920 |
16.977 |
0.537 |
3 |
928 |
75 |
|
6/19/23 |
9/30/23 |
103 |
|
- cash - |
accum | 7/17/06 |
6/19/23 | 2268 |
days out of 6480 invested (35%) |
-91 |
928 |
-32 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Tata Steel | short | 10/13/08 | 2/02/09 | 112 | 2.48 | 1.86 | 3.31 | 0.83 | 33.33 | | | |
| | 2/16/09 | 2/23/09 | 7 | 1.68 | 1.72 | 1.64 | -0.04 | -2.56 | | | |
| | 6/15/15 | 11/16/15 | 154 | 2.97 | 2.30 | 3.84 | 0.87 | 29.26 | | | 67.94 |
Kobe Steel | | 4/17/17 | 4/24/17 | 7 | 9.46 | 9.69 | 9.23 | -0.23 | -2.43 | | | |
| | 2/17/20 | 3/23/20 | 35 | 4.74 | 3.40 | 6.61 | 1.87 | 39.41 | | | 36.02 |
Aperam | | 6/13/22 | 10/17/22 | 126 | 32.41 | 25.24 | 41.62 | 9.21 | 28.41 | | | 28.41 |
voestalpine | | 9/15/08 | 10/13/08 | 28 | 27.75 | 23.41 | 32.89 | 5.14 | 18.54 | | | |
| | 4/25/22 | 5/02/22 | 7 | 23.98 | 24.24 | 23.72 | -0.26 | -1.08 | | | 17.25 |
Outokumpu | | 8/20/07 | 8/27/07 | 7 | 46.10 | 49.90 | 42.30 | -3.80 | -8.24 | | | |
| | 5/09/11 | 12/26/11 | 231 | 24.78 | 11.55 | 53.16 | 28.38 | 114.55 | | | |
| | 5/28/12 | 8/20/12 | 84 | 8.06 | 6.98 | 9.31 | 1.25 | 15.47 | | | |
| | 11/19/12 | 12/03/12 | 14 | 5.74 | 6.51 | 4.97 | -0.77 | -13.41 | | | |
| | 3/25/13 | 5/27/13 | 63 | 5.35 | 5.24 | 5.46 | 0.11 | 2.10 | | | |
| | 6/03/13 | 7/15/13 | 42 | 4.78 | 4.55 | 5.02 | 0.24 | 5.05 | | | |
| | 1/27/14 | 2/10/14 | 14 | 3.63 | 3.51 | 3.75 | 0.12 | 3.42 | | | |
| | 2/17/14 | 3/24/14 | 35 | 3.40 | 4.98 | 1.82 | -1.58 | -46.47 | | | |
| | 3/26/18 | 5/14/18 | 49 | 5.71 | 5.70 | 5.72 | 0.01 | 0.21 | | | |
| | 5/28/18 | 6/11/18 | 14 | 5.51 | 5.64 | 5.38 | -0.13 | -2.29 | | | |
| | 7/02/18 | 7/09/18 | 7 | 5.06 | 5.45 | 4.68 | -0.39 | -7.66 | | | |
| | 7/16/18 | 9/24/18 | 70 | 5.26 | 5.28 | 5.25 | -0.02 | -0.34 | | | |
| | 10/29/18 | 1/21/19 | 84 | 3.73 | 3.99 | 3.47 | -0.26 | -6.97 | | | |
| | 5/13/19 | 8/19/19 | 98 | 2.70 | 2.64 | 2.76 | 0.06 | 2.27 | | | 0.20 |
JSW Steel | | 3/14/11 | 5/02/11 | 49 | 9.28 | 9.32 | 9.25 | -0.03 | -0.37 | | | -0.37 |
Nippon Steel | | 3/10/08 | 4/14/08 | 35 | 47.46 | 48.86 | 46.06 | -1.40 | -2.95 | | | -2.95 |
ArcelorMittal | | 12/07/15 | 12/28/15 | 21 | 11.46 | 11.94 | 10.98 | -0.48 | -4.19 | | | -4.19 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Pacific Metals | | 12/10/07 | 3/03/08 | 84 | 109.50 | 121.70 | 97.30 | -12.20 | -11.14 | | | |
| | 7/07/08 | 7/14/08 | 7 | 81.40 | 81.50 | 81.30 | -0.10 | -0.12 | | | |
| | 7/21/08 | 9/15/08 | 56 | 66.60 | 70.40 | 62.80 | -3.80 | -5.71 | | | |
| | 5/29/17 | 6/12/17 | 14 | 28.90 | 28.80 | 29.00 | 0.10 | 0.35 | | | |
| | 6/19/17 | 7/03/17 | 14 | 28.00 | 29.40 | 26.60 | -1.40 | -5.00 | | | |
| | 5/29/23 | 6/19/23 | 21 | 16.44 | 15.92 | 16.98 | 0.54 | 3.27 | | | -17.62 |
Ternium Argentina | | 7/17/06 | 8/21/06 | 35 | 1.79 | 1.66 | 1.93 | 0.14 | 7.82 | | | |
| | 3/02/09 | 3/30/09 | 28 | 0.64 | 0.69 | 0.59 | -0.05 | -7.37 | | | |
| | 4/23/12 | 5/28/12 | 35 | 1.32 | 1.59 | 1.05 | -0.27 | -20.45 | | | -20.55 |
Salzgitter | | 9/29/14 | 11/17/14 | 49 | 27.05 | 27.06 | 27.05 | -0.00 | -0.02 | | | |
| | 8/19/19 | 9/16/19 | 28 | 15.67 | 18.58 | 12.76 | -2.91 | -18.57 | | | |
| | 9/23/19 | 11/04/19 | 42 | 16.96 | 18.23 | 15.70 | -1.27 | -7.46 | | | -24.66 |
Citic Pacific | | 6/07/10 | 8/23/10 | 77 | 13.30 | 16.66 | 9.94 | -3.36 | -25.26 | | | |
| | 5/01/17 | 5/29/17 | 28 | 11.28 | 12.30 | 10.26 | -1.02 | -9.04 | | | -32.02 |
Vallourec | | 11/17/14 | 11/24/14 | 7 | 1,168.00 | 1,206.40 | 1,129.60 | -38.40 | -3.29 | | | |
| | 12/01/14 | 1/19/15 | 49 | 998.60 | 806.00 | 1,237.22 | 238.62 | 23.90 | | | |
| | 11/16/15 | 11/30/15 | 14 | 363.64 | 389.36 | 337.92 | -25.72 | -7.07 | | | |
| | 1/11/16 | 3/07/16 | 56 | 263.68 | 299.60 | 227.76 | -35.92 | -13.62 | | | |
| | 6/27/16 | 7/04/16 | 7 | 114.80 | 137.68 | 91.92 | -22.88 | -19.93 | | | |
| | 8/01/16 | 8/08/16 | 7 | 126.40 | 136.32 | 116.48 | -9.92 | -7.85 | | | |
| | 1/21/19 | 3/18/19 | 56 | 70.18 | 94.36 | 46.00 | -24.18 | -34.45 | | | |
| | 9/14/20 | 9/21/20 | 7 | 18.32 | 17.78 | 18.86 | 0.55 | 2.99 | | | |
| | 11/08/21 | 12/27/21 | 49 | 6.99 | 8.72 | 5.26 | -1.73 | -24.75 | | | |
| | 1/24/22 | 1/31/22 | 7 | 7.60 | 7.83 | 7.36 | -0.23 | -3.09 | | | |
| | 2/07/22 | 2/14/22 | 7 | 7.78 | 7.80 | 7.76 | -0.02 | -0.26 | | | -65.16 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
thyssenkrupp | | 5/06/19 | 5/13/19 | 7 | 11.84 | 13.15 | 10.52 | -1.32 | -11.11 | | | |
| | 3/23/20 | 6/15/20 | 84 | 3.90 | 6.71 | 1.09 | -2.81 | -72.00 | | | -75.11 |
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 |
|
|