Share-o-matic - Assessment Auto Makers (Automotive Producers)

Assessment - Automotive Producers in Euro - 21/10/19 - RS = 13

		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	22/07/19	prc diff	⇓ Δ13	⇓∅-RS
	L	SOM Auto Makers	373.051	15:40	-0.02	373.152	-0.03	365.494	7.658	2.10	0.27
		Paccar	66.728	14:30	1.90	65.481	1.90	61.684	3.797	6.16	12.81
	L	Peugeot	24.040	15:35	1.26	23.740	1.26	21.910	1.830	8.35	12.56
	L	Bajaj Auto	39.501	09:59	1.14	39.055	1.14	33.158	5.897	17.78	11.13
	L	BMW	68.470	15:35	0.93	67.840	0.93	66.770	1.070	1.60	-1.49
	L	Daimler	49.645	15:35	0.90	49.200	0.90	46.040	3.160	6.86	0.01
		Kia Motor	31.123	06:30	0.50	30.970	0.50	32.543	-1.574	-4.84	7.25
	S	SAIC Motor Corp	2.950	07:00	0.43	2.938	0.43	3.033	-0.096	-3.16	-11.24
		Ferrari	140.500	15:35	0.36	140.000	0.36	149.300	-9.300	-6.23	19.40
	L	Mahindra & Mahindra	7.538	09:59	0.42	7.517	0.27	7.309	0.209	2.86	-7.28
	L	Volkswagen	171.020	15:35	0.08	170.880	0.08	151.400	19.480	12.87	15.22
	L	Tesla Motors	227.523	14:30	0.06	227.389	0.06	228.041	-0.652	-0.29	-2.76
		Volvo	13.519	15:29	0.03	13.515	0.03	14.012	-0.497	-3.55	5.39
	L	Hino Motors	7.801	Mon	0.43	7.801		7.161	0.640	8.94	-0.70
	L	Honda Motor	23.924	Mon	-0.46	23.924		23.171	0.754	3.25	0.89
	S	Hyundai Motor	93.522	06:30		93.522		101.010	-7.488	-7.41	-2.13
	L	Isuzu Motors	10.322	Mon	1.01	10.322		10.014	0.308	3.07	-8.16
		Mazda Motor	8.160	Mon	-0.36	8.160		9.109	-0.949	-10.42	-11.59
	L	Mitsubishi Motors	4.016	Mon	-0.82	4.016		4.168	-0.151	-3.63	-12.19
		Nissan Motor	5.641	Mon	-0.97	5.641		6.340	-0.699	-11.03	-16.20
	L	Suzuki Motor	40.775	Mon	0.41	40.775		37.014	3.761	10.16	0.60
	L	Toyota	61.154	Mon	0.43	61.154		58.638	2.516	4.29	11.57
		Renault	49.005	15:36	-0.16	49.085	-0.16	51.290	-2.205	-4.30	-13.23
	S	Ford Motor	8.073	14:27	-0.33	8.100	-0.33	8.937	-0.837	-9.37	-0.46
	S	General Motors	32.081	14:27	-0.46	32.229	-0.46	35.551	-3.322	-9.34	-2.17
		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	22/07/19	prc diff	⇓ Δ13	⇓∅-RS
	L	Maruti Suzuki	91.802	10:00	-0.63	92.384	-0.63	76.495	15.889	20.77	8.59
	L	Fiat Chrysler	11.920	15:40	-0.68	12.002	-0.68	12.010	-0.008	-0.07	-7.16
		Traton	22.830	15:35	-1.19	23.105	-1.19	26.900	-3.795	-14.11	-na-
	L	Eicher Motors	252.759	09:59	-1.47	256.518	-1.47	220.875	35.643	16.14	3.46
		Tata Motors	1.667	10:00	-3.73	1.731	-3.73	2.028	-0.297	-14.63	-14.50
Auto Makers - 29 out of 29 instruments rated - 21/10/19 / 22/07/19 - 14 did rise, Market-Ratio(13) in EUR = 48.28 %

Technical Chart

	Auto Makers RS = 13 - B/S = 81/34

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

Transactions Automotive Producers in Euro * A13 - 81/34 (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		30/01/06	28		- cash -
long	30/01/06	12/06/06	133		Mahindra & Mahindra	100	38,208	0.262	0.225		-0.036	-14	8,611	-34
short	12/06/06	18/09/06	98		Ford Motor	100	1,607	5.356	6.176	4.537	-0.820	-15	7,294	-46
long	18/09/06	20/08/07	336		SAIC Motor Corp	100	17,679	0.413	1.888		1.475	358	33,375	422
short	20/08/07	30/03/09	588		Mazda Motor	100	181,901	0.183	0.070	0.484	0.301	164	88,095	83
long	30/03/09	7/03/11	707		SAIC Motor Corp	100	108,956	0.809	1.892		1.083	134	206,101	55
short	7/03/11	13/02/12	343		Mazda Motor	100	2,331,091	0.088	0.071	0.110	0.022	25	256,653	26
long	13/02/12	14/05/12	91		Tata Motors	100	657,116	0.391	0.416		0.026	7	273,610	29
short	14/05/12	7/01/13	238		Peugeot	100	39,266	6.968	5.394	9.001	2.033	29	353,449	48
long	7/01/13	8/04/13	91		Mazda Motor	100	4,565,121	0.077	0.121		0.043	56	551,416	495
short	8/04/13	27/05/13	49		Kia Motor	100	15,600,421	0.035	0.041	0.030	-0.005	-15	469,573	-70
long	27/05/13	27/10/14	518		Tesla Motors	100	5,503	85.319	174.571		89.252	105	960,728	66
short	27/10/14	19/01/15	84		Hyundai Motor	100	7,295,306	0.132	0.138	0.126	-0.006	-5	917,020	-18
long	19/01/15	22/06/15	154		Maruti Suzuki	100	180,932	5.068	5.528		0.460	9	1,000,228	23
short	22/06/15	23/11/15	154		Hyundai Motor	100	9,465,721	0.106	0.127	0.084	-0.022	-21	794,174	-42
long	23/11/15	11/01/16	49		Maruti Suzuki	100	118,286	6.714	5.903		-0.811	-12	698,269	-62
short	11/01/16	30/05/16	140		Fiat Chrysler	100	95,326	7.325	6.395	8.390	1.065	15	799,810	42
long	30/05/16	27/06/16	28		Tata Motors	100	1,414,341	0.565	0.597		0.032	6	844,817	104
short	27/06/16	10/10/16	105		Mitsubishi Motors	100	19,798,570	0.043	0.042	0.043	0.000	1	851,339	3
long	10/10/16	19/03/18	525		Tata Motors	100	1,120,456	0.760	0.417		-0.343	-45	467,447	-34
short	19/03/18	22/10/19	582		Tata Motors	100	1,120,456	0.417	0.167	1.044	0.627	150	1,169,981	78
accum	30/01/06	22/10/19	5013	days out of 5041 invested (99%)							11,600		1,169,981	41

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
SAIC Motor Corp	long	18/09/06	20/08/07	336	0.41	1.89		1.48	357.58
	long	30/03/09	7/03/11	707	0.81	1.89		1.08	133.96	970.52
Mazda Motor	short	20/08/07	30/03/09	588	0.18	0.07	0.48	0.30	163.96
	short	7/03/11	13/02/12	343	0.09	0.07	0.11	0.02	24.53
	long	7/01/13	8/04/13	91	0.08	0.12		0.04	56.01	412.81
Tesla Motors	long	27/05/13	27/10/14	518	85.32	174.57		89.25	104.61	104.61
Tata Motors	long	13/02/12	14/05/12	91	0.39	0.42		0.03	6.61
	long	30/05/16	27/06/16	28	0.57	0.60		0.03	5.63
	long	10/10/16	19/03/18	525	0.76	0.42		-0.34	-45.09
	short	19/03/18	22/10/19	582	0.42	0.17	1.04	0.63	150.29	54.75
Peugeot	short	14/05/12	7/01/13	238	6.97	5.39	9.00	2.03	29.18	29.18
Fiat Chrysler	short	11/01/16	30/05/16	140	7.33	6.40	8.39	1.07	14.54	14.54
Mitsubishi Motors	short	27/06/16	10/10/16	105	0.04	0.04	0.04	0.00	0.77	0.77
Maruti Suzuki	long	19/01/15	22/06/15	154	5.07	5.53		0.46	9.07
	long	23/11/15	11/01/16	49	6.71	5.90		-0.81	-12.08	-4.10
Mahindra & Mahindra	long	30/01/06	12/06/06	133	0.26	0.23		-0.04	-13.89	-13.89
Kia Motor	short	8/04/13	27/05/13	49	0.04	0.04	0.03	-0.01	-14.84	-14.84
Ford Motor	short	12/06/06	18/09/06	98	5.36	6.18	4.54	-0.82	-15.30	-15.30
Hyundai Motor	short	27/10/14	19/01/15	84	0.13	0.14	0.13	-0.01	-4.55
	short	22/06/15	23/11/15	154	0.11	0.13	0.08	-0.02	-20.60	-24.21

Annotations

21/12/17	Mahindra & Mahindra	stock split 1:2 (two for one)
4/01/16	Fiat Chrysler	spin-off Ferrari
23/03/15	Peugeot	returns to the CAC 40
13/03/15	Auto Producers	first full analysis, the Mixed Cut looks pretty good, no overlaps.


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