Assessment - Automotive Industry in Swiss Franc - 6/05/23 - RS = 26

 ⇐ 

								⇓instrument	freshest		⇓ Δday	6/05/23	⇓ Δwk	12/05/22	prc diff	⇓ Δ26		∅-RS
						L		SOM Automotive	422.639	14:38	-0.03	421.864	0.18	414.422	7.442	1.80		1.68
						L		Yokohama Rubber	19.509	06:15	-1.18	19.801	-1.47	15.281	4.520	29.58		27.31
						L		Ferrari	265.683	08:22	-0.83	269.854	-1.55	213.269	56.585	26.53		28.07
						L		Faurecia	20.632	Wed		20.632		15.585	5.047	32.39		24.63
						L		Tata Motors	6.144	10:00	-1.45	5.996	2.46	4.941	1.055	21.36		19.13
						L		BMW	104.838	08:12	1.12	103.247	1.54	84.932	18.315	21.56		23.01
						L		Denso	57.853	06:15	-1.39	59.072	-2.06	50.220	8.851	17.63		16.26
								Traton	18.129	Wed	0.16	18.430	-1.63	14.838	3.592	24.21		21.48
						L		Honda Motor	26.885	06:15	-0.31	27.125	-0.88	22.369	4.756	21.26		15.90
						L		Bajaj Auto	52.697	10:00	0.42	51.702	1.92	42.175	9.527	22.59		15.64
								Iveco	7.126	08:23	0.77	7.162	-0.51	6.432	0.731	11.36		15.51
						L		Kia Motor	56.666	06:30	-0.73	60.007	-5.57	47.435	12.572	26.50		12.63
								Mazda Motor	8.086	06:15	-2.12	8.283	-2.39	7.040	1.243	17.65		8.57
								Mercedes-Benz	70.703	08:14	0.58	69.879	1.18	63.565	6.313	9.93		12.99
						L		Eicher Motors	40.147	10:00	-1.88	40.321	-0.43	38.539	1.782	4.62		7.45
								Mahindra & Mahindra	15.160	10:00	-1.80	15.317	-1.03	14.517	0.800	5.51		7.05
						L		GS Yuasa	16.327	06:15	-0.96	16.712	-2.31	14.391	2.321	16.13		6.04
						L		Bridgestone	37.314	06:15	-0.40	37.541	-0.60	34.726	2.814	8.10		5.89
								Volvo	17.878	09:03	0.92	17.482	2.27	17.564	-0.082	-0.47		4.02
						L		Hyundai Motor	136.931	06:30	0.15	139.924	-2.14	119.672	20.252	16.92		9.27
						L		Tesla Motors	207.232	14:30	1.93	197.002	5.19	171.923	25.079	14.59		7.24
						L		Nissan Motor	3.395	06:15	-0.96	3.540	-4.10	3.184	0.356	11.20		4.26
						L		Maruti Suzuki	106.022	09:59	-0.50	105.183	0.80	101.315	3.867	3.82		4.55
						L		BYD Company	28.633	08:08	-1.98	28.679	-0.16	23.771	4.908	20.65		4.36
								Autoliv	81.627	09:03	2.37	77.488	5.34	79.364	-1.876	-2.36		0.67
								⇓instrument	freshest		⇓ Δday	6/05/23	⇓ Δwk	12/05/22	prc diff	⇓ Δ26		∅-RS
								Pirelli	4.415	08:23	1.18	4.446	-0.68	4.190	0.255	6.09		6.84
								Continental	65.960	08:13	0.98	65.106	1.31	56.364	8.742	15.51		6.80
						L		Hyundai Mobis	153.151	06:30	0.23	158.372	-3.30	151.126	7.245	4.79		4.28
						L		Hino Motors	3.957	06:15	1.45	4.069	-2.76	4.172	-0.103	-2.46		-0.40
						L		Isuzu Motors	11.074	06:15	-1.30	11.035	0.35	11.654	-0.619	-5.31		-1.05
								Stellantis	14.769	08:45	1.78	14.372	2.77	14.500	-0.128	-0.88		3.30
								Daimler Truck	29.294	08:12	0.83	28.547	2.62	30.868	-2.321	-7.52		2.93
								Renault	31.918	08:19	1.22	32.320	-1.25	34.671	-2.351	-6.78		2.82
								Cdn Tire	114.169	14:32	0.38	113.656	0.45	105.278	8.378	7.96		-0.24
								Suzuki Motor	31.966	06:15	-0.98	31.286	2.18	32.375	-1.089	-3.36		-1.88
								Valeo	19.225	Wed	1.59	18.595	3.39	17.212	1.383	8.04		1.76
						L		Toyota	13.118	06:15	0.10	13.148	-0.22	13.453	-0.306	-2.27		-2.89
						L		Hankook Tire	24.852	06:30	0.85	24.887	-0.14	23.862	1.025	4.30		-0.41
								Michelin	26.520	08:19	0.59	26.462	0.22	26.491	-0.029	-0.11		-0.57
						S		Hella	70.519	Wed	-0.14	71.004	-0.68	79.382	-8.378	-10.55		-2.18
								Ford Motor	12.249	14:24	-0.44	11.398	7.47	12.608	-1.210	-9.60		-5.02
								Plastic Omnium	14.977	Wed	-0.96	15.200	-1.47	13.809	1.391	10.07		-3.17
						S		Schaeffler	5.684	Wed		5.665	0.34	6.395	-0.730	-11.42		-3.61
						L		KATEK	14.356	Wed	1.72	14.502	-1.00	18.943	-4.441	-23.45		-6.04
						S		Mitsubishi Motors	3.067	06:15	-0.90	3.123	-1.81	3.958	-0.835	-21.09		-10.98
								General Motors	32.600	14:24	-0.58	30.898	5.51	36.552	-5.654	-15.47		-9.22
								Volkswagen	122.065	08:15	1.21	118.864	2.69	139.318	-20.454	-14.68		-8.41
						S		SAIC Motor Corp	1.735	07:00	1.26	1.735		2.066	-0.332	-16.05		-15.20
								Magna	47.917	14:38	-0.04	46.136	3.86	55.912	-9.776	-17.48		-13.50
								Paccar	68.803	14:29	-0.25	66.386	3.64	97.396	-31.011	-31.84		-17.27
								⇓instrument	freshest		⇓ Δday	6/05/23	⇓ Δwk	12/05/22	prc diff	⇓ Δ26		∅-RS
						S		Xinyi Glass	1.412	08:08	0.83	1.398	0.99	1.810	-0.411	-22.73		-19.86
						L		Nokian Tyres	8.239	Wed	2.58	8.061	2.21	10.307	-2.247	-21.80		-18.15
						S		Great Wall Motor	2.934	07:00	-0.30	2.983	-1.62	4.218	-1.236	-29.29		-27.87
						L		Rivian Automotive	12.491	14:30	-0.16	12.982	-3.78	27.826	-14.844	-53.35		-35.32
						S		Lucid	5.835	14:29	0.70	5.966	-2.20	8.886	-2.920	-32.86		-38.98
						S		Leoni	0.269	09:04	-1.77	0.273	-1.42	6.351	-6.078	-95.71		-79.03
								Porsche	113.248	08:14	-0.09	114.848	-1.39	104.557	10.291	9.84		-na-
Automotive - 56 out of 56 instruments rated - 6/05/23 / 12/05/22 - 30 did rise, Market-Ratio(26) in CHF = 53.57 %

 

Technical Chart

	Automotive RS = 26 - B/S = 65/45
1/07/19	scale up chart	6/05/23

 

Transactions Automotive Industry in Swiss Franc * A26 - 65/45 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		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	508,343		0.020	0.019	0.020	0.000	2	10,218	6
long	11/20/06	11/12/07	357				SAIC Motor Corp	100	13,610		0.751	2.504		1.753	233	34,073	243
short	11/12/07	4/27/09	532				Grammer	100	1,284		26.525	7.195	97.784	71.259	269	125,570	145
long	4/27/09	5/30/11	763				Ford Motor	100	21,572		5.821	12.668		6.847	118	273,281	45
short	5/30/11	2/06/12	252				Mitsubishi Motors	100	2,772,526		0.099	0.115	0.082	-0.017	-17	226,793	-24
long	2/06/12	7/23/12	168				Hino Motors	100	3,595,597		0.063	0.065		0.002	4	235,404	8
short	7/23/12	11/19/12	119				Peugeot	100	36,432		6.461	4.657	8.966	2.504	39	326,642	173
long	11/19/12	8/18/14	637				Montupet	100	41,016		7.964	58.867		50.903	639	2,414,482	215
short	8/18/14	1/26/15	161				Nokian Tyres	100	81,766		29.529	22.967	37.966	8.436	29	3,104,300	77
long	1/26/15	8/17/15	203				Maruti Suzuki	100	585,724		5.300	6.786		1.486	28	3,974,802	56
short	8/17/15	3/28/16	224				Tata Motors	100	7,474,551		0.532	0.531	0.533	0.001	0	3,982,441	0
long	3/28/16	4/04/16	7				Hankook Tire	100	84,735,987		0.047	0.044		-0.003	-7	3,711,091	-97
short	4/04/16	8/08/16	126				Leoni	100	117,854		31.489	36.311	26.667	-4.822	-15	3,142,818	-38
long	8/08/16	9/12/16	35				Grammer	100	61,463		51.133	58.127		6.994	14	3,572,685	281
short	9/12/16	10/10/16	28				Mitsubishi Motors	100	75,956,298		0.047	0.046	0.048	0.001	1	3,623,115	20
long	10/10/16	10/24/16	14				Grammer	100	60,296		60.088	56.385		-3.703	-6	3,399,857	-81
short	10/24/16	11/07/16	14				Mitsubishi Motors	100	73,620,938		0.046	0.055	0.037	-0.009	-19	2,738,699	-100
long	11/07/16	8/21/17	287				Grammer	100	48,441		56.536	49.111		-7.425	-13	2,379,029	-16