Share-o-matic - Assessment Automotive (Automotive Industry)

Assessment - Automotive Industry in Renminbi yuán - 21/10/19 - RS = 26

		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	22/04/19	prc diff	⇓ Δ26	⇓∅-RS
	L	SOM Automotive	2,688.903	16:35	0.31	2,680.544	0.31	2,874.809	-194.264	-6.76	1.07
	S	STS	37.449	15:36	6.74	35.084	6.74	88.402	-53.318	-60.31	-44.66
	L	Continental	978.404	15:35	4.13	939.615	4.13	1,175.667	-236.052	-20.08	-6.43
		Brembo	73.597	15:35	3.43	71.153	3.43	89.157	-18.004	-20.19	-5.87
		Paccar	526.081	14:30	1.90	516.251	1.90	477.191	39.059	8.19	14.63
	L	Plastic Omnium	197.573	15:35	1.58	194.498	1.58	218.889	-24.390	-11.14	7.53
		Michelin	829.397	15:35	1.54	816.782	1.54	887.417	-70.635	-7.96	5.75
	L	Faurecia	353.124	15:35	1.38	348.315	1.38	362.749	-14.434	-3.98	14.50
	L	Peugeot	189.531	15:35	1.26	187.166	1.26	187.608	-0.442	-0.24	14.37
	L	Hankook Tire	198.535	06:30	1.23	196.118	1.23	236.686	-40.568	-17.14	-10.19
	L	Bajaj Auto	311.429	09:59	1.14	307.913	1.14	293.742	14.171	4.82	12.94
		Pirelli	43.457	15:29	1.06	42.999	1.06	48.659	-5.659	-11.63	-2.09
		Hyundai Mobis	1,456.530	06:30	1.05	1,441.421	1.05	1,348.286	93.135	6.91	11.60
	L	BMW	539.817	15:35	0.93	534.851	0.93	587.456	-52.605	-8.95	0.13
	L	Daimler	391.401	15:35	0.90	387.893	0.90	448.129	-60.236	-13.44	1.61
	L	Valeo	258.674	15:35	0.74	256.782	0.74	244.956	11.826	4.83	22.49
	L	Magna	381.104	16:35	0.60	378.836	0.60	377.242	1.594	0.42	11.19
		Kia Motor	245.374	06:30	0.50	244.165	0.50	251.994	-7.829	-3.11	8.98
	S	SAIC Motor Corp	23.260	07:00	0.43	23.160	0.43	28.420	-5.260	-18.51	-9.81
		Ferrari	1,107.702	15:35	0.36	1,103.760	0.36	930.107	173.653	18.67	21.35
	L	Cdn Tire	780.299	16:33	0.31	777.869	0.31	750.258	27.612	3.68	3.92
		CIE Automotive	174.236	15:35	0.27	173.763	0.27	191.764	-18.000	-9.39	-3.09
	L	Mahindra & Mahindra	59.427	09:59	0.42	59.268	0.27	64.829	-5.561	-8.58	-5.73
	L	Volkswagen	1,348.322	15:35	0.08	1,347.218	0.08	1,232.637	114.581	9.30	17.14
	L	Tesla Motors	1,793.795	14:30	0.06	1,792.734	0.06	1,762.717	30.017	1.70	-1.11
		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	22/04/19	prc diff	⇓ Δ26	⇓∅-RS
	L	Hella	350.680	15:35	0.04	350.523	0.04	372.043	-21.520	-5.78	11.27
		Volvo	106.587	15:29	0.03	106.550	0.03	108.270	-1.719	-1.59	7.10
	L	Bridgestone	283.224	Mon	0.09	283.224		265.100	18.124	6.84	5.89
	L	Denso	314.823	Mon	-0.54	314.823		309.283	5.540	1.79	5.88
		GS Yuasa	124.379	Mon	0.47	124.379		136.387	-12.008	-8.80	-7.72
	L	Hino Motors	61.505	Mon	0.43	61.505		62.888	-1.383	-2.20	0.96
	L	Honda Motor	188.620	Mon	-0.46	188.620		189.862	-1.242	-0.65	2.55
	S	Hyundai Motor	737.331	06:30		737.331		788.953	-51.623	-6.54	-0.54
	L	Isuzu Motors	81.377	Mon	1.01	81.377		94.721	-13.344	-14.09	-6.68
		Mazda Motor	64.333	Mon	-0.36	64.333		80.123	-15.791	-19.71	-10.19
	L	Mitsubishi Motors	31.665	Mon	-0.82	31.665		38.788	-7.123	-18.36	-10.75
		Nissan Motor	44.474	Mon	-0.97	44.474		56.623	-12.149	-21.46	-14.84
	L	Suzuki Motor	321.469	Mon	0.41	321.469		309.043	12.426	4.02	2.26
	L	Toyota	482.138	Mon	0.43	482.138		417.433	64.705	15.50	13.45
	L	Yokohama Rubber	149.072	Mon	-0.31	149.072		131.051	18.021	13.75	12.06
	L	Schaeffler	62.410	15:35	-0.05	62.441	-0.05	64.027	-1.586	-2.48	10.45
		Renault	386.355	15:36	-0.16	386.986	-0.16	482.583	-95.596	-19.81	-11.80
	S	Ford Motor	63.647	14:27	-0.33	63.860	-0.33	63.733	0.127	0.20	1.20
	S	General Motors	252.928	14:27	-0.46	254.094	-0.46	264.995	-10.900	-4.11	-0.58
	L	Maruti Suzuki	723.763	10:00	-0.63	728.356	-0.63	704.823	23.534	3.34	10.40
	L	Fiat Chrysler	93.977	15:40	-0.68	94.624	-0.68	110.736	-16.113	-14.55	-5.62
	L	Nokian Tyres	223.748	15:29	-0.70	225.325	-0.70	236.796	-11.471	-4.84	4.13
	S	Bertrandt	344.925	15:35	-1.13	348.867	-1.13	551.566	-202.699	-36.75	-28.48
		Traton	179.992	15:35	-1.19	182.160	-1.19				-na-
	L	Autoliv	570.964	15:29	-1.35	578.753	-1.35	569.931	8.822	1.55	11.77
		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	22/04/19	prc diff	⇓ Δ26	⇓∅-RS
	L	Nemak	3.310	16:25	-1.43	3.358	-1.43	3.868	-0.510	-13.18	-12.17
	L	Eicher Motors	1,992.754	09:59	-1.47	2,022.388	-1.47	1,964.002	58.386	2.97	5.18
	L	Leoni	93.149	15:35	-2.15	95.199	-2.15	161.314	-66.115	-40.99	-29.33
		Tata Motors	13.141	10:00	-3.73	13.650	-3.73	22.609	-8.959	-39.63	-13.20
Automotive - 52 out of 53 instruments rated - 21/10/19 / 22/04/19 - 18 did rise, Market-Ratio(26) in CNY = 34.62 %

Technical Chart

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

5/01/15	scale up chart	21/10/19

Transactions Automotive Industry in Renminbi yuán * 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
2/01/06		3/07/06	182		- cash -
short	3/07/06	20/11/06	140		Kia Motor	100	77,789	0.129	0.122	0.135	0.007	5	10,533	14
long	20/11/06	12/11/07	357		SAIC Motor Corp	100	2,217	4.750	16.530		11.780	248	36,649	258
short	12/11/07	27/04/09	532		Grammer	100	209	175.136	43.122	711.301	536.165	306	148,708	162
long	27/04/09	30/05/11	763		Ford Motor	100	4,262	34.886	96.852		61.966	178	412,808	63
short	30/05/11	6/02/12	252		Mitsubishi Motors	100	547,796	0.754	0.790	0.717	-0.037	-5	392,716	-7
long	6/02/12	23/07/12	168		Hino Motors	100	908,809	0.432	0.418		-0.014	-3	379,695	-7
short	23/07/12	19/11/12	119		Peugeot	100	9,208	41.233	30.964	54.907	13.674	33	505,602	141
long	19/11/12	18/08/14	637		Montupet	100	9,547	52.956	399.211		346.255	654	3,811,294	218
short	18/08/14	26/01/15	161		Nokian Tyres	100	19,032	200.254	159.206	251.886	51.631	26	4,793,942	68
long	26/01/15	17/08/15	203		Maruti Suzuki	100	130,488	36.738	44.388		7.650	21	5,792,168	41
short	17/08/15	28/03/16	224		Tata Motors	100	1,665,191	3.478	3.537	3.420	-0.059	-2	5,694,620	-3
long	28/03/16	4/04/16	7		Hankook Tire	100	18,182,846	0.313	0.296		-0.017	-6	5,380,396	-95
short	4/04/16	8/08/16	126		Leoni	100	25,289	212.752	246.186	179.318	-33.434	-16	4,534,891	-39
long	8/08/16	12/09/16	35		Grammer	100	13,080	346.683	399.614		52.930	15	5,227,216	340
short	12/09/16	10/10/16	28		Mitsubishi Motors	100	16,165,099	0.323	0.317	0.330	0.007	2	5,340,949	32
long	10/10/16	24/10/16	14		Grammer	100	13,024	410.081	383.903		-26.178	-6	5,000,010	-82
short	24/10/16	7/11/16	14		Mitsubishi Motors	100	15,902,152	0.314	0.378	0.251	-0.064	-20	3,988,260	-100
long	7/11/16	21/08/17	287		Grammer	100	10,297	387.322	340.085		-47.237	-12	3,501,866	-15
short	21/08/17	25/09/17	35		Nemak	100	618,177	5.665	5.335	6.016	0.351	6	3,718,649	87
long	25/09/17	23/04/18	210		Fiat Chrysler	100	32,154	115.649	151.743		36.095	31	4,879,234	60
short	23/04/18	22/04/19	364		Tata Motors	100	1,539,676	3.169	2.261	4.442	1.273	40	6,838,934	40
long	22/04/19	13/05/19	21		Kia Motor	100	27,139,271	0.252	0.245		-0.007	-3	6,660,544	-37
short	13/05/19	22/10/19	162		Leoni	100	50,202	132.673	93.149	188.965	56.293	42	9,486,548	122
accum	3/07/06	22/10/19	4859	days out of 5041 invested (96%)							94,765		9,486,548	67

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	52.96	399.21		346.25	653.85	653.85
Grammer	short	12/11/07	27/04/09	532	175.14	43.12	711.30	536.17	306.14
	long	8/08/16	12/09/16	35	346.68	399.61		52.93	15.27
	long	10/10/16	24/10/16	14	410.08	383.90		-26.18	-6.38
	long	7/11/16	21/08/17	287	387.32	340.09		-47.24	-12.20	284.82
SAIC Motor Corp	long	20/11/06	12/11/07	357	4.75	16.53		11.78	248.00	248.00
Ford Motor	long	27/04/09	30/05/11	763	34.89	96.85		61.97	177.63	177.63
Tata Motors	short	17/08/15	28/03/16	224	3.48	3.54	3.42	-0.06	-1.68
	short	23/04/18	22/04/19	364	3.17	2.26	4.44	1.27	40.16	37.80
Peugeot	short	23/07/12	19/11/12	119	41.23	30.96	54.91	13.67	33.16	33.16
Fiat Chrysler	long	25/09/17	23/04/18	210	115.65	151.74		36.09	31.21	31.21
Nokian Tyres	short	18/08/14	26/01/15	161	200.25	159.21	251.89	51.63	25.78	25.78
Maruti Suzuki	long	26/01/15	17/08/15	203	36.74	44.39		7.65	20.82	20.82
Leoni	short	4/04/16	8/08/16	126	212.75	246.19	179.32	-33.43	-15.71
	short	13/05/19	22/10/19	162	132.67	93.15	188.97	56.29	42.43	20.05
Nemak	short	21/08/17	25/09/17	35	5.66	5.33	6.02	0.35	6.19	6.19
Kia Motor	short	3/07/06	20/11/06	140	0.13	0.12	0.14	0.01	5.33
	long	22/04/19	13/05/19	21	0.25	0.25		-0.01	-2.61	2.58
Hino Motors	long	6/02/12	23/07/12	168	0.43	0.42		-0.01	-3.32	-3.32
Hankook Tire	long	28/03/16	4/04/16	7	0.31	0.30		-0.02	-5.52	-5.52
Mitsubishi Motors	short	30/05/11	6/02/12	252	0.75	0.79	0.72	-0.04	-4.87
	short	12/09/16	10/10/16	28	0.32	0.32	0.33	0.01	2.18
	short	24/10/16	7/11/16	14	0.31	0.38	0.25	-0.06	-20.23	-22.47

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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