Share-o-matic - Portfolio

Sat, Jul 27th, 2024, 3:39UTC

Assessment - Automotive Producers - 7/01/24 - RS = 13

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	4/01/24	prc diff	⇓ Δ13	Curr	∅-RS
		SOM Auto Makers	750.656	7/15	-0.07	729.682	2.87	760.327	-30.645	-4.03	USD	7.07
	L	Mahindra & Mahindra	2,731.050	7/15	1.00	2,875.850	-5.04	1,915.950	959.900	50.10	INR	71.22
		Bajaj Auto	9,673.350	7/15	2.57	9,532.400	1.48	9,042.150	490.250	5.42	INR	60.07
		Kia	120,000.000	7/15	-1.07	128,600.000	-6.69	108,700.000	19,900.000	18.31	KRW	37.80
	L	Hyundai Motor	268,500.000	7/15	-1.10	286,000.000	-6.12	227,500.000	58,500.000	25.71	KRW	34.51
		Tata Motors	1,024.450	7/15	0.76	1,002.050	2.24	992.250	9.800	0.99	INR	33.28
		Traton	31.000	7/15	-0.64	30.700	0.98	33.340	-2.640	-7.92	EUR	32.61
	L	Eicher Motors	4,881.350	7/15	0.42	4,635.550	5.30	3,946.650	688.900	17.46	INR	30.64
	L	General Motors	49.300	7/15	0.59	46.680	5.61	45.400	1.280	2.82	USD	30.39
		Renault	50.200	7/15	0.04	48.250	4.04	46.795	1.455	3.11	EUR	24.45
		Maruti Suzuki	12,644.000	7/15	0.65	12,108.700	4.42	12,569.600	-460.900	-3.67	INR	19.59
		Ferrari	393.800	7/15	-1.15	382.200	3.04	404.000	-21.800	-5.40	EUR	18.71
		Suzuki Motor	1,880.500	7/12	-3.76	1,833.500	2.56	1,749.500	84.000	4.80	JPY	16.13
		Iveco	11.515	7/15	0.66	10.635	8.27	13.800	-3.165	-22.93	EUR	13.05
		Paccar	104.550	7/15	1.40	101.840	2.66	123.100	-21.260	-17.27	USD	12.78
		Toyota	3,274.000	7/12	-0.30	3,284.000	-0.30	3,639.000	-355.000	-9.76	JPY	6.66
		Volvo	273.200	7/15	-0.98	273.400	-0.07	290.100	-16.700	-5.76	SEK	6.58
		Daimler Truck	38.140	7/15	0.29	37.230	2.44	46.960	-9.730	-20.72	EUR	6.15
	L	BYD Company	244.200	7/15	-0.97	232.000	5.26	201.600	30.400	15.08	HKD	5.14
		Isuzu Motors	2,191.000	7/12	-1.20	2,219.500	-1.28	2,048.000	171.500	8.37	JPY	3.81
		Honda Motor	1,703.500	7/12	-1.16	1,760.500	-3.24	1,850.500	-90.000	-4.86	JPY	1.39
	L	Great Wall Motor	26.240	7/15	-0.42	25.280	3.80	23.800	1.480	6.22	CNY	-0.27
	S	SAIC Motor Corp	14.230	7/15	0.21	13.860	2.67	15.270	-1.410	-9.23	CNY	-1.22
	S	Ford Motor	14.230	7/15	1.43	12.760	11.52	13.290	-0.530	-3.99	USD	-2.45
	S	Stellantis	18.656	7/15	0.09	18.634	0.12	26.345	-7.711	-29.27	EUR	-3.30
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	4/01/24	prc diff	⇓ Δ13	Curr	∅-RS
	S	Mercedes-Benz	64.460	7/15	-0.49	64.800	-0.52	73.810	-9.010	-12.21	EUR	-4.70
	S	Volkswagen	108.200	7/15	-0.32	106.050	2.03	122.840	-16.790	-13.67	EUR	-8.53
	S	Mazda Motor	1,525.500	7/12	-2.87	1,562.500	-2.37	1,722.500	-160.000	-9.29	JPY	-9.32
	S	Nissan Motor	556.400	7/12	-0.93	552.400	0.72	597.800	-45.400	-7.59	JPY	-11.22
		Tesla Motors	252.640	7/15	1.78	209.860	20.39	175.220	34.640	19.77	USD	-12.07
	S	BMW	89.820	7/15	-2.56	89.140	0.76	106.960	-17.820	-16.66	EUR	-12.27
	S	Mitsubishi Motors	493.500	7/12	-3.24	457.900	7.77	494.100	-36.200	-7.33	JPY	-16.70
	S	Hino Motors	434.100	7/12	0.93	422.600	2.72	508.500	-85.900	-16.89	JPY	-18.25
	S	Porsche	75.300	7/15	-0.34	69.360	8.56	92.280	-22.920	-24.84	EUR	-21.17
	S	Li Auto	79.900	7/15	-4.25	70.300	13.66	121.300	-51.000	-42.04	HKD	-42.82
Auto Makers - 34 out of 34 instruments rated - 7/01/24 / 4/01/24 - 13 did rise, Market-Ratio(13) = 38.24 %

Technical Chart

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

1/06/20	scale up chart	7/01/24

Transactions Automotive Producers * A13 - 81/34 (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		1/30/06	28		- cash -
long	1/30/06	6/12/06	133		Mahindra & Mahindra	100	717	INR	13.931	13.051		-0.880	-6	9,369	-16
short	6/12/06	9/18/06	98		Ford Motor	100	1,383	USD	6.770	7.820	5.720	-1.050	-16	7,917	-47
long	9/18/06	8/20/07	336		SAIC Motor Corp	100	1,907	CNY	4.150	19.320		15.170	366	36,846	432
short	8/20/07	3/30/09	588		Mazda Motor	100	1,303	JPY	28.270	9.040	88.406	60.136	213	115,204	103
long	3/30/09	3/07/11	707		SAIC Motor Corp	100	15,695	CNY	7.340	17.380		10.040	137	272,781	56
short	3/07/11	2/13/12	343		Mazda Motor	100	26,795	JPY	10.180	7.270	14.255	4.075	40	381,966	43
long	2/13/12	5/14/12	91		Tata Motors	100	14,790	INR	25.825	29.020		3.195	12	429,220	60
short	5/14/12	1/07/13	238		Peugeot	100	61,598	EUR	6.968	5.394	9.001	2.033	29	554,467	48
long	1/07/13	4/08/13	91		Mazda Motor	100	62,159	JPY	8.920	15.310		6.390	72	951,663	773
short	4/08/13	5/27/13	49		Kia	100	18,266	KRW	52.100	59.300	44.900	-7.200	-14	820,148	-67
long	5/27/13	10/27/14	518		Tesla Motors	100	111,499	USD	7.356	14.778		7.422	101	1,647,738	63
short	10/27/14	1/19/15	84		Hyundai Motor	100	9,362	KRW	176.000	172.500	179.571	3.571	2	1,681,170	9
long	1/19/15	6/22/15	154		Maruti Suzuki	100	4,635	INR	362.635	398.085		35.450	10	1,845,480	25
short	6/22/15	11/23/15	154		Hyundai Motor	100	13,980	KRW	132.000	157.000	107.000	-25.000	-19	1,495,980	-39
long	11/23/15	1/11/16	49		Maruti Suzuki	100	3,157	INR	473.715	427.945		-45.770	-10	1,351,485	-53
short	1/11/16	5/30/16	140		Fiat Chrysler	100	184,503	EUR	7.325	6.395	8.390	1.065	15	1,548,017	42
long	5/30/16	6/27/16	28		Tata Motors	100	36,596	INR	42.300	44.795		2.495	6	1,639,324	111
short	6/27/16	10/10/16	105		Mitsubishi Motors	100	340,815	JPY	4.810	4.890	4.730	-0.080	-2	1,612,059	-6
long	10/10/16	3/19/18	525		Tata Motors	100	28,635	INR	56.295	33.570		-22.725	-40	961,329	-30
short	3/19/18	11/04/19	595		Tata Motors	100	28,636	INR	33.570	17.220	65.444	31.874	95	1,874,072	51
long	11/04/19	2/03/20	91		Ferrari	100	12,181	EUR	153.850	154.250		0.400	0	1,878,945	1
short	2/03/20	6/08/20	126		Renault	100	53,907	EUR	34.855	26.355	46.096	11.241	32	2,484,935	125
long	6/08/20	8/23/21	441		Tesla Motors	100	39,239	USD	63.328	235.433		172.105	272	9,238,163	196
short	8/23/21	11/22/21	91		SAIC Motor Corp	100	501,801	CNY	18.410	20.880	15.940	-2.470	-13	7,998,715	-44
long	11/22/21	1/24/22	63		Tata Motors	100	164,548	INR	48.610	47.845		-0.765	-2	7,872,835	-9
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	1/24/22	6/06/22	133		Traton	100	374,896	EUR	21.000	18.010	24.486	3.486	17	9,179,873	52
long	6/06/22	7/04/22	28		Mitsubishi Motors	100	2,266,635	JPY	4.050	4.400		0.350	9	9,973,195	195
short	7/04/22	8/15/22	42		General Motors	100	309,822	USD	32.190	39.400	24.980	-7.210	-22	7,739,378	-89
long	8/15/22	12/12/22	119		Mitsubishi Motors	100	1,494,088	JPY	5.180	5.910		0.730	14	8,830,063	50
short	12/12/22	4/03/23	112		Tesla Motors	100	52,616	USD	167.820	194.770	140.870	-26.950	-16	7,412,062	-43
long	4/03/23	10/30/23	210		Iveco	100	873,240	EUR	8.488	8.048		-0.440	-5	7,027,836	-9
short	10/30/23	3/04/24	126		Lucid	100	1,726,741	USD	4.070	3.210	5.160	1.090	27	8,910,674	99
long	3/04/24	6/03/24	91		Tata Motors	100	90,262	INR	98.720	95.045		-3.675	-4	8,578,961	-14
short	6/03/24	7/15/24	42		Li Auto	100	104,240	HKD	82.300	79.900	84.772	2.472	3	8,836,653	29
accum	1/30/06	7/15/24	6753	days out of 6781 invested (100%)								88,267		8,836,653	44

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	9/18/06	8/20/07	336	4.15	19.32		15.17	365.54
	long	3/30/09	3/07/11	707	7.34	17.38		10.04	136.78
	short	8/23/21	11/22/21	91	18.41	20.88	15.94	-2.47	-13.42	854.44
Mazda Motor	short	8/20/07	3/30/09	588	28.27	9.04	88.41	60.14	212.72
	short	3/07/11	2/13/12	343	10.18	7.27	14.25	4.07	40.03
	long	1/07/13	4/08/13	91	8.92	15.31		6.39	71.64	651.59
Tesla Motors	long	5/27/13	10/27/14	518	7.36	14.78		7.42	100.91
	long	6/08/20	8/23/21	441	63.33	235.43		172.11	271.77
	short	12/12/22	4/03/23	112	167.82	194.77	140.87	-26.95	-16.06	526.97
Renault	short	2/03/20	6/08/20	126	34.86	26.36	46.10	11.24	32.25	32.25
Tata Motors	long	2/13/12	5/14/12	91	25.83	29.02		3.20	12.37
	long	5/30/16	6/27/16	28	42.30	44.80		2.50	5.90
	long	10/10/16	3/19/18	525	56.30	33.57		-22.73	-40.37
	short	3/19/18	11/04/19	595	33.57	17.22	65.44	31.87	94.95
	long	11/22/21	1/24/22	63	48.61	47.85		-0.77	-1.57
	long	3/04/24	6/03/24	91	98.72	95.05		-3.68	-3.72	31.09
Peugeot	short	5/14/12	1/07/13	238	6.97	5.39	9.00	2.03	29.18	29.18
Lucid	short	10/30/23	3/04/24	126	4.07	3.21	5.16	1.09	26.79	26.79
Mitsubishi Motors	short	6/27/16	10/10/16	105	4.81	4.89	4.73	-0.08	-1.66
	long	6/06/22	7/04/22	28	4.05	4.40		0.35	8.64
	long	8/15/22	12/12/22	119	5.18	5.91		0.73	14.09	21.89
Traton	short	1/24/22	6/06/22	133	21.00	18.01	24.49	3.49	16.60	16.60
Fiat Chrysler	short	1/11/16	5/30/16	140	7.33	6.40	8.39	1.07	14.54	14.54
Li Auto	short	6/03/24	7/15/24	42	82.30	79.90	84.77	2.47	3.00	3.00
Ferrari	long	11/04/19	2/03/20	91	153.85	154.25		0.40	0.26	0.26
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Maruti Suzuki	long	1/19/15	6/22/15	154	362.64	398.09		35.45	9.78
	long	11/23/15	1/11/16	49	473.72	427.95		-45.77	-9.66	-0.83
Iveco	long	4/03/23	10/30/23	210	8.49	8.05		-0.44	-5.18	-5.18
Mahindra & Mahindra	long	1/30/06	6/12/06	133	13.93	13.05		-0.88	-6.32	-6.32
Kia	short	4/08/13	5/27/13	49	52.10	59.30	44.90	-7.20	-13.82	-13.82
Ford Motor	short	6/12/06	9/18/06	98	6.77	7.82	5.72	-1.05	-15.51	-15.51
Hyundai Motor	short	10/27/14	1/19/15	84	176.00	172.50	179.57	3.57	2.03
	short	6/22/15	11/23/15	154	132.00	157.00	107.00	-25.00	-18.94	-17.29
General Motors	short	7/04/22	8/15/22	42	32.19	39.40	24.98	-7.21	-22.40	-22.40

Annotations

3/28/24	Suzuki Motor	stock split 1:4 (four for one)
9/28/23	Honda Motor	stock split 1:3 (three for one)
8/25/22	Tesla Motors	stock split 1:3 (three for one)
9/29/21	Toyota	stock split 1:5 (five for one)
12/21/17	Mahindra & Mahindra	stock split 1:2 (two for one)
3/13/15	Auto Producers	first full analysis, the Mixed Cut looks pretty good, no overlaps.


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