RS Chart
Assessment - Iron and Steel in Swiss Franc - 14/10/19 - RS = 14
 ⇐ 
  instrument freshest Δday 14/10/19 Δwk 8/07/19  prc diff Δ14   ∅-RS
real-time RS chart chart add note SOM Iron and Steel 198.575  Fri 0.17 197.936 0.32 223.949 -26.013 -11.62   -12.20 
real-time RS chart chart L add note Pacific Metals 22.830  Fri 9.10 21.579 5.80 20.623 0.956 4.64   -5.79 
real-time RS chart chart S add note Tata Steel 5.033  Fri 0.98 4.826 4.28 6.777 -1.951 -28.78   -26.94 
real-time RS chart chart L add note thyssenkrupp 14.289  Fri 0.43 13.810 3.46 13.585 0.225 1.66   -7.12 
real-time RS chart chart L add note Acerinox 8.917  Fri 0.42 8.649 3.10 9.201 -0.552 -6.00   -11.56 
real-time RS chart chart add note Salzgitter 17.730  Fri 0.40 17.312 2.41 26.479 -9.167 -34.62   -35.16 
real-time RS chart chart L add note Outokumpu 2.872  Fri -2.76 2.820 1.83 3.218 -0.398 -12.37   -20.38 
real-time RS chart chart add note SSAB 2.800  Fri 0.44 2.751 1.77 3.293 -0.542 -16.46   -18.49 
real-time RS chart chart add note voestalpine 23.992  Fri 0.46 23.574 1.77 29.498 -5.924 -20.08   -18.76 
real-time RS chart chart L add note Aperam 24.971  Fri 0.75 24.575 1.61 26.290 -1.715 -6.52   -11.72 
real-time RS chart chart add note Nippon Steel 14.032  Fri 0.86 13.839 1.40 16.895 -3.056 -18.09   -17.55 
real-time RS chart chart add note Vallourec 2.530  Fri -0.52 2.496 1.37 3.029 -0.533 -17.60   -1.56 
real-time RS chart chart L add note ArcelorMittal 14.496  Fri 0.83 14.404 0.64 17.137 -2.733 -15.95   -23.88 
real-time RS chart chart add note Citic Pacific 1.281  Fri -0.20 1.289 -0.59 1.403 -0.114 -8.15   -9.12 
real-time RS chart chart add note Tenaris 10.226  Fri -0.53 10.314 -0.85 13.284 -2.971 -22.36   -17.87 
real-time RS chart chart S add note Severstal 13.557  Fri -1.44 13.700 -1.04 16.409 -2.709 -16.51   -9.90 
real-time RS chart chart add note Kobe Steel 5.160  Fri -0.18 5.243 -1.58 6.515 -1.272 -19.52   -23.07 
real-time RS chart chart L add note Posco 189.314  Fri 193.109 -1.97 204.466 -11.357 -5.55   -8.45 
real-time RS chart chart add note Baoshan Iron&Steel 0.830  Fri -0.84 0.847 -2.00 0.929 -0.083 -8.89   -13.20 
real-time RS chart chart add note Hyundai Steel 30.526  Fri -0.28 31.201 -2.16 34.148 -2.947 -8.63   -16.48 
real-time RS chart chart L add note Ternium Argentina 0.285  Fri 0.30 0.292 -2.35 0.341 -0.049 -14.35   -9.80 
real-time RS chart chart S add note Evraz 471.036  Fri -4.58 524.392 -10.17 784.183 -259.792 -33.13   -24.38 
 Iron and Steel - 21 out of 21 instruments rated - 14/10/19 / 8/07/19 - 2 did rise, Market-Ratio(14) in CHF = 9.52 % 
 
Technical Chart
Iron and Steel RS = 14 - B/S = 37/37
Market Chart
5/01/15 scale up chart 14/10/19
 


Transactions Iron and Steel in Swiss Franc * S14 - 37 ex 6 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
2/01/06 17/07/06 196    - cash -
short 17/07/06  21/08/06 35  RT RS QC  Ternium Argentina 100  13,941   0.717  0.665 0.773  0.056 8  10,781 119  
21/08/06 10/12/07 476    - cash -
  10/12/07  25/02/08 77  RT RS QC  Pacific Metals 100  9,747   1.106  1.097 1.115  0.009 1  10,865 4  
25/02/08 10/03/08 14    - cash -
  10/03/08  14/04/08 35  RT RS QC  Nippon Steel 100  22,925   0.474  0.484 0.464  -0.010 -2  10,630 -20  
14/04/08 7/07/08 84    - cash -
  7/07/08   6/10/08 91  RT RS QC  Baoshan Iron&Steel 100  7,823   1.359  1.094 1.688  0.329 24  13,202 138  
  6/10/08   2/02/09 119  RT RS QC  Severstal 100  2,144   6.158  3.716 10.205  4.047 66  21,879 371  
2/02/09 9/03/09 35    - cash -
  9/03/09  23/03/09 14  RT RS QC  Ternium Argentina 100  111,012   0.197  0.212 0.183  -0.014 -7  20,271 -86  
23/03/09 24/05/10 427    - cash -
  24/05/10  31/05/10 7  RT RS QC  Citic Pacific 100  10,618   1.909  2.021 1.797  -0.112 -6  19,080 -96  
31/05/10 7/06/10 7    - cash -
  7/06/10  23/08/10 77  RT RS QC  Citic Pacific 100  9,781   1.951  2.220 1.681  -0.269 -14  16,447 -51  
23/08/10 14/03/11 203    - cash -
  14/03/11   4/04/11 21  RT RS QC  SSAB 100  1,159   14.188  15.410 12.966  -1.222 -9  15,031 -79  
4/04/11 11/04/11 7    - cash -
  11/04/11   2/05/11 21  RT RS QC  Nippon Steel 100  54,257   0.277  0.273 0.281  0.004 2  15,257 30  
2/05/11 9/05/11 7    - cash -
  9/05/11  26/12/11 231  RT RS QC  Outokumpu 100  489   31.188  14.122 68.877  37.689 121  33,687 250  
26/12/11 16/04/12 112    - cash -
  16/04/12  20/08/12 126  RT RS QC  Outokumpu 100  2,539   13.265  8.384 20.987  7.723 58  53,295 278  
20/08/12 19/11/12 91    - cash -
  19/11/12  26/11/12 7  RT RS QC  Outokumpu 100  7,706   6.916  7.743 6.088  -0.827 -12  46,919 -100  
26/11/12 25/03/13 119    - cash -
  25/03/13  15/07/13 112  RT RS QC  Outokumpu 100  7,177   6.537  5.628 7.593  1.056 16  54,499 63  
15/07/13 27/01/14 196    - cash -
  27/01/14  10/02/14 14  RT RS QC  Evraz 100  38,853   1.403  1.224 1.608  0.205 15  62,469 3,411  
10/02/14 17/02/14 7    - cash -
  17/02/14  24/03/14 35  RT RS QC  Evraz 100  49,148   1.271  0.948 1.705  0.434 34  83,778 2,035  
24/03/14 6/10/14 196    - cash -
  6/10/14  17/11/14 42  RT RS QC  Salzgitter 100  2,741   30.555  32.504 28.606  -1.949 -6  78,436 -44  
17/11/14 15/12/14 28    - cash -
  15/12/14  12/01/15 28  RT RS QC  Vallourec 100  3,029   25.888  23.273 28.795  2.908 11  87,244 301  
12/01/15 29/06/15 168    - cash -
  29/06/15  19/10/15 112  RT RS QC  Tata Steel 100  203,262   0.429  0.365 0.504  0.075 17  102,485 69  
  19/10/15  30/11/15 42  RT RS QC  Vallourec 100  9,406   10.895  10.581 11.218  0.323 3  105,527 29  
30/11/15 7/12/15 7    - cash -
  7/12/15  28/12/15 21  RT RS QC  ArcelorMittal 100  8,493   12.425  12.941 11.909  -0.516 -4  101,148 -52  
28/12/15 11/01/16 14    - cash -
  11/01/16   7/03/16 56  RT RS QC  Vallourec 100  14,109   7.169  8.211 6.126  -1.043 -15  86,439 -64  
7/03/16 27/06/16 112    - cash -
  27/06/16   4/07/16 7  RT RS QC  Vallourec 100  27,894   3.099  3.727 2.471  -0.628 -20  68,915 -100  
4/07/16 1/08/16 28    - cash -
  1/08/16   8/08/16 7  RT RS QC  Vallourec 100  20,168   3.417  3.712 3.122  -0.295 -9  62,972 -99  
8/08/16 27/03/17 231    - cash -
  27/03/17   3/04/17 7  RT RS QC  Citic Pacific 100  45,196   1.393  1.438 1.348  -0.045 -3  60,939 -82  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
3/04/17 24/04/17 21    - cash -
  24/04/17  22/05/17 28  RT RS QC  Citic Pacific 100  43,135   1.413  1.513 1.313  -0.100 -7  56,633 -62  
  22/05/17   3/07/17 42  RT RS QC  Pacific Metals 100  218,851   0.259  0.250 0.268  0.009 4  58,696 36  
3/07/17 26/03/18 266    - cash -
  26/03/18  14/05/18 49  RT RS QC  Outokumpu 100  8,733   6.721  6.801 6.641  -0.080 -1  57,994 -9  
14/05/18 2/07/18 49    - cash -
  2/07/18   9/07/18 7  RT RS QC  Outokumpu 100  9,906   5.854  6.352 5.356  -0.498 -9  53,060 -99  
9/07/18 16/07/18 7    - cash -
  16/07/18   6/08/18 21  RT RS QC  Outokumpu 100  8,635   6.144  6.483 5.806  -0.338 -6  50,138 -63  
6/08/18 13/08/18 7    - cash -
  13/08/18   3/09/18 21  RT RS QC  Ternium Argentina 100  127,739   0.393  0.340 0.453  0.061 15  57,879 1,112  
  3/09/18  24/09/18 21  RT RS QC  Outokumpu 100  10,229   5.658  5.979 5.337  -0.321 -6  54,597 -64  
24/09/18 29/10/18 35    - cash -
  29/10/18  21/01/19 84  RT RS QC  Outokumpu 100  12,827   4.256  4.525 3.987  -0.269 -6  51,145 -25  
  21/01/19  25/02/19 35  RT RS QC  Vallourec 100  25,715   1.989  2.489 1.489  -0.500 -25  38,292 -95  
25/02/19 13/05/19 77    - cash -
  13/05/19  19/08/19 98  RT RS QC  Outokumpu 100  12,543   3.053  2.873 3.244  0.191 6  40,691 25  
  19/08/19  16/09/19 28  RT RS QC  Salzgitter 100  2,388   17.039  20.295 13.783  -3.256 -19  32,916 -94  
16/09/19 23/09/19 7    - cash -
  23/09/19  18/10/19 25  RT RS QC  Salzgitter 100  1,784   18.446  17.730 19.191  0.745 4  34,245 78  
accum17/07/06 18/10/191806 days out of 5040 invested (36%) 242 34,245 28  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Outokumpushort  9/05/11 26/12/1123131.1914.1268.8837.69 120.84 
  16/04/12 20/08/1212613.268.3820.997.72 58.22 
  19/11/12 26/11/1276.927.746.09-0.83 -11.97 
  25/03/13 15/07/131126.545.637.591.06 16.16 
  26/03/18 14/05/18496.726.806.64-0.08 -1.19 
   2/07/18  9/07/1875.856.355.36-0.50 -8.51 
  16/07/18  6/08/18216.146.485.81-0.34 -5.51 
   3/09/18 24/09/18215.665.985.34-0.32 -5.67 
  29/10/18 21/01/19844.264.533.99-0.27 -6.32 
  13/05/19 19/08/19983.052.873.240.19 6.27186.60 
 Severstal  6/10/08  2/02/091196.163.7210.204.05 65.7265.72 
 Evraz 27/01/14 10/02/14141.401.221.610.21 14.62 
  17/02/14 24/03/14351.270.951.700.43 34.1153.73 
 Baoshan Iron&Steel  7/07/08  6/10/08911.361.091.690.33 24.2024.20 
 Tata Steel 29/06/15 19/10/151120.430.370.500.07 17.4717.47 
 Ternium Argentina 17/07/06 21/08/06350.720.670.770.06 7.81 
   9/03/09 23/03/09140.200.210.18-0.01 -7.35 
  13/08/18  3/09/18210.390.340.450.06 15.4415.30 
 Pacific Metals 10/12/07 25/02/08771.111.101.110.01 0.78 
  22/05/17  3/07/17420.260.250.270.01 3.644.46 
 Nippon Steel 10/03/08 14/04/08350.470.480.46-0.01 -2.16 
  11/04/11  2/05/11210.280.270.280.00 1.51-0.69 
 ArcelorMittal  7/12/15 28/12/152112.4212.9411.91-0.52 -4.15-4.15 
 SSAB 14/03/11  4/04/112114.1915.4112.97-1.22 -8.61-8.61 
 Salzgitter  6/10/14 17/11/144230.5632.5028.61-1.95 -6.38 
  19/08/19 16/09/192817.0420.2913.78-3.26 -19.11 
  23/09/19 18/10/192518.4517.7319.190.75 4.04-21.21 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Citic Pacific 24/05/10 31/05/1071.912.021.80-0.11 -5.88 
   7/06/10 23/08/10771.952.221.68-0.27 -13.80 
  27/03/17  3/04/1771.391.441.35-0.04 -3.23 
  24/04/17 22/05/17281.411.511.31-0.10 -7.07-27.03 
 Vallourec 15/12/14 12/01/152825.8923.2728.802.91 11.23 
  19/10/15 30/11/154210.8910.5811.220.32 2.97 
  11/01/16  7/03/16567.178.216.13-1.04 -14.54 
  27/06/16  4/07/1673.103.732.47-0.63 -20.27 
   1/08/16  8/08/1673.423.713.12-0.29 -8.62 
  21/01/19 25/02/19351.992.491.49-0.50 -25.13-46.61 


Annotations
18/05/17ArcelorMittalreverse stock split 3:1 (one for three)
ISIN change from LU0323134006 to LU1598757687
15/03/15Iron and Steelfirst complete analysis