Share-o-matic - Performance

Assessment - Automotive Industry - 6/04/20 - RS = 26

		⇓instrument	freshest		⇓ Δday	6/04/20	⇓ Δwk	7/10/19	prc diff	⇓ Δ26	Curr	∅-RS
	S	SOM Automotive	259.034	16:35	4.45	247.998	4.45	357.409	-109.411	-30.61	USD	-32.11
		Tesla Motors	545.560	14:30	5.68	516.240	5.68	237.720	278.520	117.16	USD	74.86
	S	Ferrari	136.350	15:41	2.91	132.500	2.91	136.550	-4.050	-2.97	EUR	-5.14
	S	Toyota	6,618.000	06:15	0.58	6,580.000	0.58	6,986.000	-406.000	-5.81	JPY	-7.54
	S	Paccar	66.400	14:30	2.25	64.940	2.25	67.730	-2.790	-4.12	USD	-8.30
	S	Volvo	128.500	15:29	6.20	121.000	6.20	131.000	-10.000	-7.63	SEK	-15.32
	S	SAIC Motor Corp	19.420	07:00	0.47	19.330	0.47	23.780	-4.450	-18.71	CNY	-18.81
	S	Honda Motor	2,355.500	06:15	2.70	2,293.500	2.70	2,730.000	-436.500	-15.99	JPY	-19.12
	S	Michelin	86.060	15:38	3.54	83.120	3.54	97.880	-14.760	-15.08	EUR	-19.34
	S	Schaeffler	5.995	15:35	3.81	5.775	3.81	6.838	-1.063	-15.55	EUR	-22.38
	S	Bridgestone	3,286.000	06:15	3.82	3,165.000	3.82	4,131.000	-966.000	-23.38	JPY	-22.39
	S	Denso	3,643.000	06:15	4.32	3,492.000	4.32	4,578.000	-1,086.000	-23.72	JPY	-22.98
	S	BMW	49.715	15:35	2.38	48.560	2.38	62.680	-14.120	-22.53	EUR	-24.83
	S	Volkswagen	116.380	15:35	3.03	112.960	3.03	148.540	-35.580	-23.95	EUR	-25.87
	S	Hyundai Mobis	172,500.000	06:30	1.77	169,500.000	1.77	244,000.000	-74,500.000	-30.53	KRW	-25.92
	S	Hyundai Motor	90,400.000	06:30	1.80	88,800.000	1.80	128,000.000	-39,200.000	-30.63	KRW	-27.71
	S	Nokian Tyres	19.250	15:29	4.62	18.400	4.62	25.280	-6.880	-27.22	EUR	-27.91
	S	Bajaj Auto	2,280.050	09:59	12.11	2,033.750	12.11	2,892.300	-858.550	-29.68	INR	-29.39
	S	Magna	48.000	16:35	4.85	45.780	4.85	67.010	-21.230	-31.68	CAD	-29.48
	S	GS Yuasa	1,435.000	06:15	2.50	1,400.000	2.50	1,844.000	-444.000	-24.08	JPY	-30.12
	S	Hella	29.040	15:35	3.64	28.020	3.64	40.520	-12.500	-30.85	EUR	-32.57
	S	Autoliv	505.000	15:29	8.95	463.500	8.95	755.000	-291.500	-38.61	SEK	-32.77
	S	Eicher Motors	13,096.000	09:59	3.28	12,680.000	3.28	18,000.600	-5,320.600	-29.56	INR	-32.89
	S	Hankook Tire	20,900.000	06:30	1.46	20,600.000	1.46	30,650.000	-10,050.000	-32.79	KRW	-33.35
	S	Faurecia	28.730	15:35	6.25	27.040	6.25	40.670	-13.630	-33.51	EUR	-33.72
		⇓instrument	freshest		⇓ Δday	6/04/20	⇓ Δwk	7/10/19	prc diff	⇓ Δ26	Curr	∅-RS
	S	Kia Motor	28,250.000	06:30	5.41	26,800.000	5.41	42,850.000	-16,050.000	-37.46	KRW	-33.72
	S	Mitsubishi Motors	308.000	06:15	3.70	297.000	3.70	469.000	-172.000	-36.67	JPY	-35.27
	S	Brembo	6.320	15:40	1.28	6.240	1.28	8.490	-2.250	-26.50	EUR	-35.44
	S	Peugeot	13.640	15:38	5.94	12.875	5.94	21.690	-8.815	-40.64	EUR	-35.97
		Pirelli	3.216	15:35	0.37	3.204	0.37	5.122	-1.918	-37.45	EUR	-36.19
	S	Yokohama Rubber	1,280.000	06:15	2.07	1,254.000	2.07	2,121.000	-867.000	-40.88	JPY	-37.19
	S	Cdn Tire	93.230	16:34	8.55	85.890	8.55	143.810	-57.920	-40.28	CAD	-37.20
	S	CIE Automotive	13.610	15:35	2.79	13.240	2.79	21.240	-8.000	-37.66	EUR	-37.34
	S	Bertrandt	34.000	15:35	7.77	31.550	7.77	41.000	-9.450	-23.05	EUR	-38.04
	S	Hino Motors	582.000	06:15	2.46	568.000	2.46	875.000	-307.000	-35.09	JPY	-38.45
	S	Maruti Suzuki	4,553.650	10:00	13.51	4,011.500	13.51	6,629.850	-2,618.350	-39.49	INR	-38.60
	S	Daimler	28.140	15:35	2.91	27.345	2.91	43.805	-16.460	-37.58	EUR	-38.87
	S	Plastic Omnium	14.110	15:35	3.14	13.680	3.14	23.620	-9.940	-42.08	EUR	-38.93
	S	Continental	69.700	15:35	4.69	66.580	4.69	112.760	-46.180	-40.95	EUR	-40.83
	S	Suzuki Motor	2,756.000	06:15	6.10	2,597.500	6.10	4,395.000	-1,797.500	-40.90	JPY	-42.19
	S	Isuzu Motors	701.700	06:15	4.47	671.700	4.47	1,161.000	-489.300	-42.14	JPY	-43.06
	S	General Motors	21.315	14:27	9.03	19.550	9.03	34.750	-15.200	-43.74	USD	-43.58
	S	Mazda Motor	559.000	06:15	3.71	539.000	3.71	945.700	-406.700	-43.01	JPY	-43.72
	S	Valeo	16.020	15:36	6.62	15.025	6.62	28.820	-13.795	-47.87	EUR	-43.79
	S	Fiat Chrysler	7.044	15:39	6.47	6.616	6.47	11.344	-4.728	-41.68	EUR	-43.82
	S	Nissan Motor	346.700	06:15	1.55	341.400	1.55	657.100	-315.700	-48.04	JPY	-47.28
	S	Ford Motor	4.825	14:27	6.51	4.530	6.51	8.680	-4.150	-47.81	USD	-47.52
	S	Mahindra & Mahindra	321.000	10:00	14.36	280.700	14.36	552.950	-272.250	-49.24	INR	-48.29
	S	Leoni	5.795	15:35	1.22	5.725	1.22	11.100	-5.375	-48.42	EUR	-50.00
	S	Tata Motors	67.250	10:00	2.99	65.300	2.99	117.500	-52.200	-44.43	INR	-54.75
		⇓instrument	freshest		⇓ Δday	6/04/20	⇓ Δwk	7/10/19	prc diff	⇓ Δ26	Curr	∅-RS
	S	Renault	18.484	15:36	2.39	18.052	2.39	50.420	-32.368	-64.20	EUR	-56.05
	S	STS	2.501	14:26	6.02	2.359	6.02	4.520	-2.162	-47.82	EUR	-56.27
		Traton	13.150	15:35	2.45	12.836	2.45	23.500	-10.664	-45.38	EUR	-na-
Automotive - 52 out of 52 instruments rated - 6/04/20 / 7/10/19 - 1 did rise, Market-Ratio(26) = 1.92 %

Technical Chart

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

4/01/16	scale up chart	6/04/20

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
2/01/06		3/07/06	182		- cash -
short	3/07/06	20/11/06	140		Kia Motor	100	655	KRW	15.250	14.500	16.039	0.789	5	10,517	14
long	20/11/06	12/11/07	357		SAIC Motor Corp	100	2,214	CNY	4.750	16.530		11.780	248	36,598	258
short	12/11/07	27/04/09	532		Grammer	100	2,273	EUR	16.100	4.770	54.342	38.242	238	123,521	130
long	27/04/09	30/05/11	763		Ford Motor	100	24,172	USD	5.110	14.920		9.810	192	360,648	67
short	30/05/11	6/02/12	252		Mitsubishi Motors	100	38,448	JPY	9.380	9.620	9.140	-0.240	-3	351,421	-4
long	6/02/12	23/07/12	168		Hino Motors	100	66,810	JPY	5.260	5.200		-0.060	-1	347,412	-2
short	23/07/12	19/11/12	119		Peugeot	100	64,574	EUR	5.380	3.865	7.489	2.109	39	483,586	176
long	19/11/12	18/08/14	637		Montupet	100	73,159	EUR	6.610	48.590		41.980	635	3,554,801	214
short	18/08/14	26/01/15	161		Nokian Tyres	100	145,843	EUR	24.374	22.648	26.232	1.858	8	3,825,704	18
long	26/01/15	17/08/15	203		Maruti Suzuki	100	10,601	INR	360.865	454.235		93.370	26	4,815,519	51
short	17/08/15	28/03/16	224		Tata Motors	100	135,286	INR	35.595	36.325	34.865	-0.730	-2	4,716,761	-3
long	28/03/16	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	12/09/16	35		Grammer	100	79,140	EUR	46.950	53.230		6.280	13	4,212,642	270
short	12/09/16	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	24/10/16	14		Grammer	100	77,360	EUR	54.900	51.820		-3.080	-6	4,008,810	-78
short	24/10/16	7/11/16	14		Mitsubishi Motors	100	826,558	JPY	4.850	5.850	3.850	-1.000	-21	3,182,252	-100
long	7/11/16	21/08/17	287		Grammer	100	61,161	EUR	52.030	43.220		-8.810	-17	2,643,423	-21
short	21/08/17	25/09/17	35		Nemak	100	176,110	MXN	15.010	14.440	15.603	0.592	4	2,747,768	50
long	25/09/17	23/04/18	210		Fiat Chrysler	100	186,289	EUR	14.750	19.680		4.930	33	3,666,173	65
short	23/04/18	22/04/19	364		Tata Motors	100	109,749	INR	33.405	23.485	47.515	14.110	42	5,214,753	42
long	22/04/19	13/05/19	21		Kia Motor	100	121,840	KRW	42.800	42.350		-0.450	-1	5,159,925	-17
short	13/05/19	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	2/03/20	112		Schaeffler	100	710,968	EUR	9.880	7.914		-1.966	-20	5,626,608	-51
short	2/03/20	7/04/20	36		Renault	100	219,446	EUR	25.640	18.484	35.566	9.926	39	7,804,917	2,660
accum	3/07/06	7/04/20	5027	days out of 5209 invested (97%)								77,949		7,804,917	62

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Montupet	long	19/11/12	18/08/14	637	6.61	48.59		41.98	635.10	635.10
SAIC Motor Corp	long	20/11/06	12/11/07	357	4.75	16.53		11.78	248.00	248.00
Grammer	short	12/11/07	27/04/09	532	16.10	4.77	54.34	38.24	237.53
	long	8/08/16	12/09/16	35	46.95	53.23		6.28	13.38
	long	10/10/16	24/10/16	14	54.90	51.82		-3.08	-5.61
	long	7/11/16	21/08/17	287	52.03	43.22		-8.81	-16.93	200.04
Ford Motor	long	27/04/09	30/05/11	763	5.11	14.92		9.81	191.98	191.98
Tata Motors	short	17/08/15	28/03/16	224	35.60	36.33	34.87	-0.73	-2.05
	short	23/04/18	22/04/19	364	33.41	23.49	47.52	14.11	42.24	39.32
Peugeot	short	23/07/12	19/11/12	119	5.38	3.87	7.49	2.11	39.20	39.20
Renault	short	2/03/20	7/04/20	36	25.64	18.48	35.57	9.93	38.71	38.71
Fiat Chrysler	long	25/09/17	23/04/18	210	14.75	19.68		4.93	33.42	33.42
Maruti Suzuki	long	26/01/15	17/08/15	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	13/05/19	11/11/19	182	17.18	12.62	23.39	6.21	36.13	14.78
Nokian Tyres	short	18/08/14	26/01/15	161	24.37	22.65	26.23	1.86	7.62	7.62
Kia Motor	short	3/07/06	20/11/06	140	15.25	14.50	16.04	0.79	5.17
	long	22/04/19	13/05/19	21	42.80	42.35		-0.45	-1.05	4.07
Nemak	short	21/08/17	25/09/17	35	15.01	14.44	15.60	0.59	3.95	3.95
Hino Motors	long	6/02/12	23/07/12	168	5.26	5.20		-0.06	-1.14	-1.14
Hankook Tire	long	28/03/16	4/04/16	7	56.30	52.60		-3.70	-6.57	-6.57
Schaeffler	long	11/11/19	2/03/20	112	9.88	7.91		-1.97	-19.90	-19.90
Mitsubishi Motors	short	30/05/11	6/02/12	252	9.38	9.62	9.14	-0.24	-2.56
	short	12/09/16	10/10/16	28	4.93	4.89	4.97	0.04	0.82
	short	24/10/16	7/11/16	14	4.85	5.85	3.85	-1.00	-20.62	-22.02

Annotations

29/06/18	Autoliv	spin-off of Veoneer
22/06/18	Pirelli	returns
21/12/17	Mahindra & Mahindra	stock split 1:2 (two for one)
24/05/17	Brembo	stock split 1:5 (five for one)
6/06/16	Valeo	stock split 1:3 (three for one)
4/06/16	Schaeffler	moves from SDAX to MDAX (2016-06-20)
18/01/16	Autoindustrie	Montupet drops out (acquisition by Linamar)
4/01/16	Fiat Chrysler	spin-off Ferrari
21/12/15	Schaeffler	entry (SDAX)
2/11/15	Pirelli	drops out due to acquisition by CNCC
23/03/15	Peugeot	returns to the CAC 40
14/03/15	Automotive	completely re-analyzed, excellent performing Mixed Cut
19/01/15	Hella	entry


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