Share-o-matic

Assessment - Automotive Industry - 12/09/19 - RS = 26

		⇓instrument	freshest		⇓ Δday	12/09/19	⇓ Δwk	6/10/19	prc diff	⇓ Δ26	Curr	∅-RS
	L	SOM Automotive	402.003	Fri	1.03	393.084	2.27	372.252	20.832	5.60	USD	2.27
	L	Schaeffler	10.265	Fri	3.21	9.996	2.69	6.750	3.246	48.09	EUR	36.40
	L	Tesla Motors	358.390	Fri	-0.36	339.530	5.55	212.880	126.650	59.49	USD	29.47
	L	Valeo	33.960	Fri	0.59	35.650	-4.74	24.380	11.270	46.23	EUR	27.68
		Ferrari	147.500	Fri	-1.50	147.900	-0.27	132.850	15.050	11.33	EUR	19.40
	L	Paccar	82.010	Fri	-1.13	81.070	1.16	70.200	10.870	15.48	USD	19.39
	L	Hino Motors	1,181.000	Fri	2.25	1,147.000	2.96	879.000	268.000	30.49	JPY	19.30
	L	Faurecia	50.600	Fri	1.38	47.270	7.04	34.870	12.400	35.56	EUR	18.64
	L	Hella	49.420	Fri	-0.36	49.060	0.73	40.980	8.080	19.72	EUR	18.25
	L	Volkswagen	183.300	Fri	2.07	175.820	4.25	141.880	33.940	23.92	EUR	16.04
	L	Brembo	11.480	Fri	0.88	11.260	1.95	9.875	1.385	14.03	EUR	14.64
	L	GS Yuasa	2,424.000	Fri	1.93	2,375.000	2.06	2,080.000	295.000	14.18	JPY	13.07
	L	Bajaj Auto	3,232.900	Fri	-0.88	3,225.550	0.23	2,984.000	241.550	8.09	INR	12.62
		Hyundai Mobis	260,500.000	Fri	0.39	252,000.000	3.37	225,500.000	26,500.000	11.75	KRW	12.04
	L	Toyota	7,811.000	Fri	2.40	7,730.000	1.05	6,706.000	1,024.000	15.27	JPY	11.92
	L	Autoliv	794.800	Fri	-0.97	782.600	1.56	647.400	135.200	20.88	SEK	10.99
		Kia Motor	44,450.000	Fri	-1.22	43,350.000	2.54	43,000.000	350.000	0.81	KRW	9.26
	L	Honda Motor	3,221.000	Fri	3.47	3,141.000	2.55	2,780.000	361.000	12.99	JPY	7.78
	L	Yokohama Rubber	2,347.000	Fri	2.67	2,292.000	2.40	1,947.000	345.000	17.72	JPY	7.76
	L	Eicher Motors	22,034.800	Fri	0.37	20,997.200	4.94	20,131.400	865.800	4.30	INR	7.38
	L	BMW	75.870	Fri	1.42	73.180	3.68	62.320	10.860	17.43	EUR	6.84
		Plastic Omnium	25.700	Fri	0.98	24.730	3.92	21.100	3.630	17.20	EUR	5.88
		Magna	72.410	Fri	-0.41	70.410	2.84	60.260	10.150	16.84	CAD	5.63
		Michelin	111.150	Fri	0.45	108.050	2.87	104.050	4.000	3.84	EUR	5.59
	L	Denso	5,152.000	Fri	2.47	4,972.000	3.62	4,429.000	543.000	12.26	JPY	5.42
		⇓instrument	freshest		⇓ Δday	12/09/19	⇓ Δwk	6/10/19	prc diff	⇓ Δ26	Curr	∅-RS
		Volvo	148.150	Fri	1.44	143.900	2.95	139.650	4.250	3.04	SEK	4.95
	L	Maruti Suzuki	7,214.950	Fri	3.07	6,994.750	3.15	6,969.950	24.800	0.36	INR	3.40
	L	Fiat Chrysler	13.326	Fri	1.00	13.148	1.35	11.670	1.478	12.66	EUR	2.69
	L	Bridgestone	4,331.000	Fri	1.17	4,344.000	-0.30	4,254.000	90.000	2.12	JPY	1.64
	L	Tata Motors	176.700	Fri	1.93	160.500	10.09	166.200	-5.700	-3.43	INR	1.64
		Cdn Tire	142.960	Fri	-0.98	144.500	-1.07	135.850	8.650	6.37	CAD	0.22
	L	Daimler	50.630	Fri	1.42	49.055	3.21	47.605	1.450	3.05	EUR	-0.33
	L	Ford Motor	9.230	Fri	-0.97	9.010	2.44	9.820	-0.810	-8.25	USD	-1.26
		Peugeot	21.890	Fri	2.24	21.110	3.69	20.540	0.570	2.78	EUR	-1.93
	L	Isuzu Motors	1,394.000	Fri	4.54	1,310.500	6.37	1,260.500	50.000	3.97	JPY	-2.84
	L	Suzuki Motor	4,728.000	Fri	1.83	4,717.000	0.23	5,307.000	-590.000	-11.12	JPY	-4.44
	S	General Motors	35.650	Fri	-1.25	35.380	0.76	36.010	-0.630	-1.75	USD	-5.22
		Hyundai Motor	121,000.000	Fri	0.83	119,500.000	1.26	142,500.000	-23,000.000	-16.14	KRW	-6.06
	L	Hankook Tire	34,100.000	Fri	0.89	33,050.000	3.18	36,850.000	-3,800.000	-10.31	KRW	-7.10
		CIE Automotive	22.040	Fri	2.80	21.280	3.57	22.700	-1.420	-6.26	EUR	-7.58
		Pirelli	5.224	Fri	-1.10	5.100	2.43	5.190	-0.090	-1.73	EUR	-8.20
		Continental	119.140	Fri	0.27	116.580	2.20	124.200	-7.620	-6.14	EUR	-8.54
	L	Mitsubishi Motors	485.000	Fri	3.63	491.000	-1.22	514.000	-23.000	-4.47	JPY	-8.70
	L	Bertrandt	55.400	Fri	2.59	53.700	3.17	64.300	-10.600	-16.49	EUR	-9.61
	S	SAIC Motor Corp	23.700	Fri	0.77	22.680	4.50	24.280	-1.600	-6.59	CNY	-10.04
	L	Mazda Motor	977.000	Fri	3.72	970.000	0.72	1,128.500	-158.500	-14.05	JPY	-12.27
	L	Nissan Motor	680.500	Fri	1.86	687.600	-1.03	767.400	-79.800	-10.40	JPY	-12.79
		Nokian Tyres	24.820	Fri	0.85	24.060	3.16	26.250	-2.190	-8.34	EUR	-12.79
		Mahindra & Mahindra	516.200	Fri	0.84	513.650	0.50	646.950	-133.300	-20.60	INR	-17.16
		Nemak	8.290	Fri	-0.84	8.320	-0.36	8.430	-0.110	-1.30	MXN	-17.68
		⇓instrument	freshest		⇓ Δday	12/09/19	⇓ Δwk	6/10/19	prc diff	⇓ Δ26	Curr	∅-RS
	S	Renault	42.460	Fri	0.40	41.865	1.42	53.690	-11.825	-22.02	EUR	-22.61
	L	STS	4.803	Fri	-0.47	4.825	-0.47	7.640	-2.815	-36.85	EUR	-31.94
		Leoni	10.710	Fri	0.47	10.580	1.23	13.520	-2.940	-21.75	EUR	-31.99
		Traton	25.160	Fri	1.39	24.320	3.45				EUR	-na-
Automotive - 52 out of 53 instruments rated - 12/09/19 / 6/10/19 - 32 did rise, Market-Ratio(26) = 61.54 %

Technical Chart

	Automotive RS = 26 - B/S = 65/45

1/05/15	scale up chart	12/09/19

Transactions Automotive Industry * A26 - 65/45 (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		7/03/06	182		- cash -
short	7/03/06	11/20/06	140		Kia Motor	100	655	KRW	15.250	14.500	16.039	0.789	5	10,517	14
long	11/20/06	11/12/07	357		SAIC Motor Corp	100	2,214	CNY	4.750	16.530		11.780	248	36,598	258
short	11/12/07	4/27/09	532		Grammer	100	2,273	EUR	16.100	4.770	54.342	38.242	238	123,521	130
long	4/27/09	5/30/11	763		Ford Motor	100	24,172	USD	5.110	14.920		9.810	192	360,648	67
short	5/30/11	2/06/12	252		Mitsubishi Motors	100	38,448	JPY	9.380	9.620	9.140	-0.240	-3	351,421	-4
long	2/06/12	7/23/12	168		Hino Motors	100	66,810	JPY	5.260	5.200		-0.060	-1	347,412	-2
short	7/23/12	11/19/12	119		Peugeot	100	64,574	EUR	5.380	3.865	7.489	2.109	39	483,586	176
long	11/19/12	8/18/14	637		Montupet	100	73,159	EUR	6.610	48.590		41.980	635	3,554,801	214
short	8/18/14	1/26/15	161		Nokian Tyres	100	145,843	EUR	24.374	22.648	26.232	1.858	8	3,825,704	18
long	1/26/15	8/17/15	203		Maruti Suzuki	100	10,601	INR	360.865	454.235		93.370	26	4,815,519	51
short	8/17/15	3/28/16	224		Tata Motors	100	135,286	INR	35.595	36.325	34.865	-0.730	-2	4,716,761	-3
long	3/28/16	4/04/16	7		Hankook Tire	100	83,779	KRW	56.300	52.600		-3.700	-7	4,406,778	-97
short	4/04/16	8/08/16	126		Leoni	100	152,906	EUR	28.820	33.340	24.300	-4.520	-16	3,715,643	-39
long	8/08/16	9/12/16	35		Grammer	100	79,140	EUR	46.950	53.230		6.280	13	4,212,642	270
short	9/12/16	10/10/16	28		Mitsubishi Motors	100	854,491	JPY	4.930	4.890	4.970	0.040	1	4,247,078	11
long	10/10/16	10/24/16	14		Grammer	100	77,360	EUR	54.900	51.820		-3.080	-6	4,008,810	-78
short	10/24/16	11/07/16	14		Mitsubishi Motors	100	826,558	JPY	4.850	5.850	3.850	-1.000	-21	3,182,252	-100
long	11/07/16	8/21/17	287		Grammer	100	61,161	EUR	52.030	43.220		-8.810	-17	2,643,423	-21
short	8/21/17	9/25/17	35		Nemak	100	176,110	MXN	15.010	14.440	15.603	0.592	4	2,747,768	50
long	9/25/17	4/23/18	210		Fiat Chrysler	100	186,289	EUR	14.750	19.680		4.930	33	3,666,173	65
short	4/23/18	4/22/19	364		Tata Motors	100	109,749	INR	33.405	23.485	47.515	14.110	42	5,214,753	42
long	4/22/19	5/13/19	21		Kia Motor	100	121,840	KRW	42.800	42.350		-0.450	-1	5,159,925	-17
short	5/13/19	11/11/19	182		Leoni	100	300,344	EUR	17.180	12.620	23.388	6.208	36	7,024,371	86
long	11/11/19	12/13/19	32		Schaeffler	100	710,968	EUR	9.880	10.265		0.385	4	7,298,094	55
accum	7/03/06	12/13/19	4913	days out of 5095 invested (96%)								72,881		7,298,094	63

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Montupet	long	11/19/12	8/18/14	637	6.61	48.59		41.98	635.10	635.10
SAIC Motor Corp	long	11/20/06	11/12/07	357	4.75	16.53		11.78	248.00	248.00
Grammer	short	11/12/07	4/27/09	532	16.10	4.77	54.34	38.24	237.53
	long	8/08/16	9/12/16	35	46.95	53.23		6.28	13.38
	long	10/10/16	10/24/16	14	54.90	51.82		-3.08	-5.61
	long	11/07/16	8/21/17	287	52.03	43.22		-8.81	-16.93	200.04
Ford Motor	long	4/27/09	5/30/11	763	5.11	14.92		9.81	191.98	191.98
Tata Motors	short	8/17/15	3/28/16	224	35.60	36.33	34.87	-0.73	-2.05
	short	4/23/18	4/22/19	364	33.41	23.49	47.52	14.11	42.24	39.32
Peugeot	short	7/23/12	11/19/12	119	5.38	3.87	7.49	2.11	39.20	39.20
Fiat Chrysler	long	9/25/17	4/23/18	210	14.75	19.68		4.93	33.42	33.42
Maruti Suzuki	long	1/26/15	8/17/15	203	360.87	454.24		93.37	25.87	25.87
Leoni	short	4/04/16	8/08/16	126	28.82	33.34	24.30	-4.52	-15.68
	short	5/13/19	11/11/19	182	17.18	12.62	23.39	6.21	36.13	14.78
Nokian Tyres	short	8/18/14	1/26/15	161	24.37	22.65	26.23	1.86	7.62	7.62
Kia Motor	short	7/03/06	11/20/06	140	15.25	14.50	16.04	0.79	5.17
	long	4/22/19	5/13/19	21	42.80	42.35		-0.45	-1.05	4.07
Nemak	short	8/21/17	9/25/17	35	15.01	14.44	15.60	0.59	3.95	3.95
Schaeffler	long	11/11/19	12/13/19	32	9.88	10.27		0.39	3.90	3.90
Hino Motors	long	2/06/12	7/23/12	168	5.26	5.20		-0.06	-1.14	-1.14
Hankook Tire	long	3/28/16	4/04/16	7	56.30	52.60		-3.70	-6.57	-6.57
Mitsubishi Motors	short	5/30/11	2/06/12	252	9.38	9.62	9.14	-0.24	-2.56
	short	9/12/16	10/10/16	28	4.93	4.89	4.97	0.04	0.82
	short	10/24/16	11/07/16	14	4.85	5.85	3.85	-1.00	-20.62	-22.02

Annotations

6/29/18	Autoliv	spin-off of Veoneer
6/22/18	Pirelli	returns
12/21/17	Mahindra & Mahindra	stock split 1:2 (two for one)
5/24/17	Brembo	stock split 1:5 (five for one)
6/06/16	Valeo	stock split 1:3 (three for one)
6/04/16	Schaeffler	moves from SDAX to MDAX (2016-06-20)
1/18/16	Autoindustrie	Montupet drops out (acquisition by Linamar)
1/04/16	Fiat Chrysler	spin-off Ferrari
12/21/15	Schaeffler	entry (SDAX)
11/02/15	Pirelli	drops out due to acquisition by CNCC
3/23/15	Peugeot	returns to the CAC 40
3/14/15	Automotive	completely re-analyzed, excellent performing Mixed Cut
1/19/15	Hella	entry


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