Share-o-matic - Portfolio

Fri, May 14th, 2021, 10:59UTC

Assessment - Automotive Producers in Swiss Franc - 5/10/21 - RS = 13

		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	2/08/21	prc diff	⇓ Δ13	∅-RS
		SOM Auto Makers	499.321	09:46	-0.29	511.427	-2.37	517.530	-6.103	-1.18	25.73
		Tata Motors	3.993	Thu	3.31	3.856	3.54	4.140	-0.284	-6.85	103.12
		Kia Motor	67.209	06:30	2.09	67.128	0.12	69.502	-2.375	-3.42	66.21
		General Motors	49.116	Thu	1.56	51.995	-5.54	51.096	0.899	1.76	56.74
		Tesla Motors	530.646	Thu	-4.42	565.864	-6.22	775.617	-209.753	-27.04	55.12
		Porsche	92.364	09:46	0.84	95.974	-3.76	65.906	30.068	45.62	55.34
		Daimler	79.727	09:43	0.83	80.701	-1.21	71.882	8.819	12.27	53.15
		Ford Motor	10.390	Thu	1.94	10.534	-1.37	10.384	0.150	1.44	40.84
		Hyundai Motor	183.994	06:30	0.44	185.612	-0.87	188.453	-2.841	-1.51	43.91
		Volkswagen	228.010	09:43	1.34	231.840	-1.65	177.193	54.646	30.84	40.97
		Stellantis	16.107	Thu	0.41	16.521	-2.50	14.723	1.798	12.21	38.21
		Traton	29.212	09:43	-0.67	27.943	4.54	25.797	2.146	8.32	32.57
		BMW	90.252	09:42	0.78	93.195	-3.16	75.574	17.622	23.32	31.17
		Renault	35.728	Thu	-1.25	38.671	-7.61	43.779	-5.108	-11.67	30.68
		Mazda Motor	6.988	06:15	-3.43	7.443	-6.11	8.252	-0.809	-9.81	21.73
		Nissan Motor	4.304	06:15	-10.04	4.816	-10.63	5.378	-0.562	-10.45	20.12
	L	Mitsubishi Motors	2.481	06:15	-0.99	2.572	-3.54	2.657	-0.085	-3.19	18.00
		Volvo	23.416	Thu	0.56	23.860	-1.86	22.698	1.161	5.12	27.22
		Mahindra & Mahindra	9.305	Thu	-2.10	9.559	-2.66	11.441	-1.882	-16.45	20.53
		Bajaj Auto	47.464	Thu	-0.10	47.383	0.17	52.219	-4.836	-9.26	19.91
	L	Honda Motor	27.175	06:15	-1.38	28.374	-4.23	25.739	2.635	10.24	15.07
		Hino Motors	7.666	06:15	-0.54	7.939	-3.44	8.474	-0.535	-6.31	12.25
		Toyota	70.112	06:15	1.02	70.344	-0.33	68.656	1.688	2.46	10.92
		Isuzu Motors	9.089	06:15	-2.14	9.560	-4.93	9.807	-0.247	-2.52	9.58
		Eicher Motors	30.086	Thu	-0.60	29.974	0.38	36.605	-6.631	-18.12	10.51
		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	2/08/21	prc diff	⇓ Δ13	∅-RS
		Paccar	82.625	Thu	-3.07	86.116	-4.05	86.929	-0.814	-0.94	9.06
		Maruti Suzuki	83.500	Thu	1.20	82.845	0.79	93.343	-10.498	-11.25	0.27
		Ferrari	179.104	Thu	0.74	180.800	-0.94	186.200	-5.400	-2.90	1.53
		SAIC Motor Corp	2.857	07:00	1.19	2.845	0.44	3.028	-0.183	-6.04	0.47
	S	Suzuki Motor	34.742	06:15	2.21	35.536	-2.23	42.525	-6.989	-16.43	-7.55
Auto Makers - 29 out of 29 instruments rated - 5/10/21 / 2/08/21 - 11 did rise, Market-Ratio(13) in CHF = 37.93 %

Technical Chart

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

1/02/17	scale up chart	5/10/21

Transactions Automotive Producers in Swiss Franc * 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
1/02/06		1/30/06	28		- cash -
long	1/30/06	6/12/06	133		Mahindra & Mahindra	100	24,595	0.407	0.351		-0.056	-14	8,625	-33
short	6/12/06	9/18/06	98		Ford Motor	100	1,034	8.335	9.819	6.852	-1.483	-18	7,091	-52
long	9/18/06	8/20/07	336		SAIC Motor Corp	100	10,811	0.656	3.073		2.417	369	33,224	435
short	8/20/07	3/30/09	588		Mazda Motor	100	111,237	0.299	0.106	0.844	0.545	183	93,873	91
long	3/30/09	3/07/11	707		SAIC Motor Corp	100	76,348	1.230	2.447		1.217	99	186,808	43
short	3/07/11	2/13/12	343		Mazda Motor	100	1,633,452	0.114	0.086	0.152	0.038	33	248,938	36
long	2/13/12	5/14/12	91		Tata Motors	100	526,964	0.472	0.500		0.028	6	263,564	26
short	5/14/12	1/07/13	238		Peugeot	100	31,489	8.370	6.519	10.747	2.377	28	338,417	47
long	1/07/13	4/08/13	91		Mazda Motor	100	3,616,857	0.094	0.147		0.053	57	530,499	507
short	4/08/13	5/27/13	49		Kia Motor	100	12,359,911	0.043	0.051	0.035	-0.008	-18	436,305	-77
long	5/27/13	10/27/14	518		Tesla Motors	100	20,565	21.215	42.103		20.888	98	865,860	62
short	10/27/14	1/19/15	84		Hyundai Motor	100	5,452,297	0.159	0.141	0.179	0.021	13	978,142	70
long	1/19/15	6/22/15	154		Maruti Suzuki	100	189,097	5.173	5.776		0.604	12	1,092,299	30
short	6/22/15	11/23/15	154		Hyundai Motor	100	9,892,849	0.110	0.138	0.083	-0.028	-25	819,128	-49
long	11/23/15	1/11/16	49		Maruti Suzuki	100	112,684	7.269	6.420		-0.850	-12	723,402	-60
short	1/11/16	5/30/16	140		Fiat Chrysler	100	90,811	7.966	7.068	8.978	1.012	13	815,335	37
long	5/30/16	6/27/16	28		Tata Motors	100	1,304,556	0.625	0.645		0.020	3	841,345	51
short	6/27/16	10/10/16	105		Mitsubishi Motors	100	18,261,755	0.046	0.046	0.046	-0.000	-1	836,388	-2
long	10/10/16	3/19/18	525		Tata Motors	100	1,005,738	0.832	0.490		-0.342	-41	492,507	-31
short	3/19/18	11/04/19	595		Tata Motors	100	1,005,738	0.490	0.240	0.999	0.510	104	1,005,135	55
long	11/04/19	2/03/20	91		Ferrari	100	5,943	169.129	164.841		-4.288	-3	979,651	-10
short	2/03/20	6/08/20	126		Renault	100	26,300	37.248	28.491	48.698	11.450	31	1,280,774	117
long	6/08/20	5/13/21	339		Tesla Motors	100	7,042	181.862	530.646		348.785	192	3,736,915	217
accum	1/30/06	5/13/21	5583	days out of 5611 invested (100%)							37,269		3,736,915	47

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	0.66	3.07		2.42	368.54
	long	3/30/09	3/07/11	707	1.23	2.45		1.22	99.00	832.41
Mazda Motor	short	8/20/07	3/30/09	588	0.30	0.11	0.84	0.55	182.54
	short	3/07/11	2/13/12	343	0.11	0.09	0.15	0.04	33.26
	long	1/07/13	4/08/13	91	0.09	0.15		0.05	56.76	490.22
Tesla Motors	long	5/27/13	10/27/14	518	21.22	42.10		20.89	98.46
	long	6/08/20	5/13/21	339	181.86	530.65		348.78	191.79	479.06
Tata Motors	long	2/13/12	5/14/12	91	0.47	0.50		0.03	5.88
	long	5/30/16	6/27/16	28	0.62	0.64		0.02	3.19
	long	10/10/16	3/19/18	525	0.83	0.49		-0.34	-41.12
	short	3/19/18	11/04/19	595	0.49	0.24	1.00	0.51	104.09	31.30
Renault	short	2/03/20	6/08/20	126	37.25	28.49	48.70	11.45	30.74	30.74
Peugeot	short	5/14/12	1/07/13	238	8.37	6.52	10.75	2.38	28.40	28.40
Fiat Chrysler	short	1/11/16	5/30/16	140	7.97	7.07	8.98	1.01	12.71	12.71
Mitsubishi Motors	short	6/27/16	10/10/16	105	0.05	0.05	0.05	-0.00	-0.59	-0.59
Maruti Suzuki	long	1/19/15	6/22/15	154	5.17	5.78		0.60	11.67
	long	11/23/15	1/11/16	49	7.27	6.42		-0.85	-11.69	-1.38
Ferrari	long	11/04/19	2/03/20	91	169.13	164.84		-4.29	-2.54	-2.54
Mahindra & Mahindra	long	1/30/06	6/12/06	133	0.41	0.35		-0.06	-13.75	-13.75
Hyundai Motor	short	10/27/14	1/19/15	84	0.16	0.14	0.18	0.02	12.97
	short	6/22/15	11/23/15	154	0.11	0.14	0.08	-0.03	-25.01	-15.28
Kia Motor	short	4/08/13	5/27/13	49	0.04	0.05	0.04	-0.01	-17.76	-17.76
Ford Motor	short	6/12/06	9/18/06	98	8.34	9.82	6.85	-1.48	-17.80	-17.80

Annotations

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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