Share-o-matic - Signals

Tue, 7th Apr 2020, 20:10UTC

Assessment - Automotive Producers - 6/04/20 - RS = 13

		⇓instrument	freshest		⇓ Δday	6/04/20	⇓ Δwk	6/01/20	prc diff	⇓ Δ13	Curr	∅-RS
	S	SOM Auto Makers	288.751	15:41	4.74	275.694	4.74	430.516	-154.822	-35.96	USD	-31.58
		Tesla Motors	545.560	14:30	5.68	516.240	5.68	451.540	64.700	14.33	USD	74.86
	S	Ferrari	136.350	15:41	2.91	132.500	2.91	148.200	-15.700	-10.59	EUR	-5.14
	S	Toyota	6,618.000	06:15	0.58	6,580.000	0.58	7,565.000	-985.000	-13.02	JPY	-7.54
	S	Paccar	66.400	14:30	2.25	64.940	2.25	78.440	-13.500	-17.21	USD	-8.30
	S	Volvo	128.500	15:29	6.20	121.000	6.20	157.200	-36.200	-23.03	SEK	-15.32
	S	SAIC Motor Corp	19.420	07:00	0.47	19.330	0.47	23.360	-4.030	-17.25	CNY	-18.81
	S	Honda Motor	2,355.500	06:15	2.70	2,293.500	2.70	3,007.000	-713.500	-23.73	JPY	-19.12
	S	BMW	49.715	15:35	2.38	48.560	2.38	73.050	-24.490	-33.52	EUR	-24.83
	S	Volkswagen	116.380	15:35	3.03	112.960	3.03	176.620	-63.660	-36.04	EUR	-25.87
	S	Hyundai Motor	90,400.000	06:30	1.80	88,800.000	1.80	116,000.000	-27,200.000	-23.45	KRW	-27.71
	S	Bajaj Auto	2,280.050	09:59	12.11	2,033.750	12.11	3,037.650	-1,003.900	-33.05	INR	-29.39
	S	Eicher Motors	13,096.000	09:59	3.28	12,680.000	3.28	20,860.400	-8,180.400	-39.21	INR	-32.89
	S	Kia Motor	28,250.000	06:30	5.41	26,800.000	5.41	41,900.000	-15,100.000	-36.04	KRW	-33.72
	S	Mitsubishi Motors	308.000	06:15	3.70	297.000	3.70	446.000	-149.000	-33.41	JPY	-35.27
	S	Peugeot	13.640	15:38	5.94	12.875	5.94	20.980	-8.105	-38.63	EUR	-35.97
	S	Hino Motors	582.000	06:15	2.46	568.000	2.46	1,172.000	-604.000	-51.54	JPY	-38.45
	S	Maruti Suzuki	4,553.650	10:00	13.51	4,011.500	13.51	7,042.400	-3,030.900	-43.04	INR	-38.60
	S	Daimler	28.140	15:35	2.91	27.345	2.91	48.805	-21.460	-43.97	EUR	-38.87
	S	Suzuki Motor	2,756.000	06:15	6.10	2,597.500	6.10	4,468.000	-1,870.500	-41.86	JPY	-42.19
	S	Isuzu Motors	701.700	06:15	4.47	671.700	4.47	1,262.000	-590.300	-46.77	JPY	-43.06
	S	General Motors	21.315	14:27	9.03	19.550	9.03	35.840	-16.290	-45.45	USD	-43.58
	S	Mazda Motor	559.000	06:15	3.71	539.000	3.71	915.000	-376.000	-41.09	JPY	-43.72
	S	Fiat Chrysler	7.044	15:39	6.47	6.616	6.47	12.900	-6.284	-48.71	EUR	-43.82
	S	Nissan Motor	346.700	06:15	1.55	341.400	1.55	625.500	-284.100	-45.42	JPY	-47.28
		⇓instrument	freshest		⇓ Δday	6/04/20	⇓ Δwk	6/01/20	prc diff	⇓ Δ13	Curr	∅-RS
	S	Ford Motor	4.825	14:27	6.51	4.530	6.51	9.160	-4.630	-50.55	USD	-47.52
	S	Mahindra & Mahindra	321.000	10:00	14.36	280.700	14.36	524.500	-243.800	-46.48	INR	-48.29
	S	Tata Motors	67.250	10:00	2.99	65.300	2.99	185.650	-120.350	-64.83	INR	-54.75
	S	Renault	18.484	15:36	2.39	18.052	2.39	41.350	-23.298	-56.34	EUR	-56.05
		Traton	13.150	15:35	2.45	12.836	2.45	23.635	-10.799	-45.69	EUR	-na-
Auto Makers - 29 out of 29 instruments rated - 6/04/20 / 6/01/20 - 1 did rise, Market-Ratio(13) = 3.45 %

Technical Chart

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

4/01/16	scale up chart	6/04/20

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
2/01/06		30/01/06	28		- cash -
long	30/01/06	12/06/06	133		Mahindra & Mahindra	100	717	INR	13.931	13.051		-0.880	-6	9,369	-16
short	12/06/06	18/09/06	98		Ford Motor	100	1,383	USD	6.770	7.820	5.720	-1.050	-16	7,917	-47
long	18/09/06	20/08/07	336		SAIC Motor Corp	100	1,907	CNY	4.150	19.320		15.170	366	36,846	432
short	20/08/07	30/03/09	588		Mazda Motor	100	1,303	JPY	28.270	9.040	88.406	60.136	213	115,204	103
long	30/03/09	7/03/11	707		SAIC Motor Corp	100	15,695	CNY	7.340	17.380		10.040	137	272,781	56
short	7/03/11	13/02/12	343		Mazda Motor	100	26,795	JPY	10.180	7.270	14.255	4.075	40	381,966	43
long	13/02/12	14/05/12	91		Tata Motors	100	14,790	INR	25.825	29.020		3.195	12	429,220	60
short	14/05/12	7/01/13	238		Peugeot	100	61,598	EUR	6.968	5.394	9.001	2.033	29	554,467	48
long	7/01/13	8/04/13	91		Mazda Motor	100	62,159	JPY	8.920	15.310		6.390	72	951,663	773
short	8/04/13	27/05/13	49		Kia Motor	100	18,266	KRW	52.100	59.300	44.900	-7.200	-14	820,148	-67
long	27/05/13	27/10/14	518		Tesla Motors	100	7,433	USD	110.334	221.670		111.336	101	1,647,708	63
short	27/10/14	19/01/15	84		Hyundai Motor	100	9,361	KRW	176.000	172.500	179.571	3.571	2	1,681,136	9
long	19/01/15	22/06/15	154		Maruti Suzuki	100	4,635	INR	362.635	398.085		35.450	10	1,845,447	25
short	22/06/15	23/11/15	154		Hyundai Motor	100	13,980	KRW	132.000	157.000	107.000	-25.000	-19	1,495,947	-39
long	23/11/15	11/01/16	49		Maruti Suzuki	100	3,157	INR	473.715	427.945		-45.770	-10	1,351,451	-53
short	11/01/16	30/05/16	140		Fiat Chrysler	100	184,498	EUR	7.325	6.395	8.390	1.065	15	1,547,979	42
long	30/05/16	27/06/16	28		Tata Motors	100	36,595	INR	42.300	44.795		2.495	6	1,639,283	111
short	27/06/16	10/10/16	105		Mitsubishi Motors	100	340,807	JPY	4.810	4.890	4.730	-0.080	-2	1,612,019	-6
long	10/10/16	19/03/18	525		Tata Motors	100	28,635	INR	56.295	33.570		-22.725	-40	961,288	-30
short	19/03/18	4/11/19	595		Tata Motors	100	28,635	INR	33.570	17.220	65.444	31.874	95	1,874,000	51
long	4/11/19	3/02/20	91		Ferrari	100	12,180	EUR	153.850	154.250		0.400	0	1,878,872	1
short	3/02/20	7/04/20	64		Renault	100	53,905	EUR	34.855	18.484	65.726	30.871	89	3,542,946	3,624
accum	30/01/06	7/04/20	5181	days out of 5209 invested (99%)								35,329		3,542,946	51

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	4.15	19.32		15.17	365.54
	long	30/03/09	7/03/11	707	7.34	17.38		10.04	136.78	1,002.33
Mazda Motor	short	20/08/07	30/03/09	588	28.27	9.04	88.41	60.14	212.72
	short	7/03/11	13/02/12	343	10.18	7.27	14.25	4.07	40.03
	long	7/01/13	8/04/13	91	8.92	15.31		6.39	71.64	651.59
Tesla Motors	long	27/05/13	27/10/14	518	110.33	221.67		111.34	100.91	100.91
Renault	short	3/02/20	7/04/20	64	34.86	18.48	65.73	30.87	88.57	88.57
Tata Motors	long	13/02/12	14/05/12	91	25.83	29.02		3.20	12.37
	long	30/05/16	27/06/16	28	42.30	44.80		2.50	5.90
	long	10/10/16	19/03/18	525	56.30	33.57		-22.73	-40.37
	short	19/03/18	4/11/19	595	33.57	17.22	65.44	31.87	94.95	38.34
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
Ferrari	long	4/11/19	3/02/20	91	153.85	154.25		0.40	0.26	0.26
Maruti Suzuki	long	19/01/15	22/06/15	154	362.64	398.09		35.45	9.78
	long	23/11/15	11/01/16	49	473.72	427.95		-45.77	-9.66	-0.83
Mitsubishi Motors	short	27/06/16	10/10/16	105	4.81	4.89	4.73	-0.08	-1.66	-1.66
Mahindra & Mahindra	long	30/01/06	12/06/06	133	13.93	13.05		-0.88	-6.32	-6.32
Kia Motor	short	8/04/13	27/05/13	49	52.10	59.30	44.90	-7.20	-13.82	-13.82
Ford Motor	short	12/06/06	18/09/06	98	6.77	7.82	5.72	-1.05	-15.51	-15.51
Hyundai Motor	short	27/10/14	19/01/15	84	176.00	172.50	179.57	3.57	2.03
	short	22/06/15	23/11/15	154	132.00	157.00	107.00	-25.00	-18.94	-17.29

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.


	is taking down something concerning