Share-o-matic - Portfolio

Fri, Jan 17th, 2025, 15:41UTC

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

		⇓instrument	freshest		⇓ Δday	7/01/24	Δwk	4/01/24	prc diff	⇓ Δ13	⇓∅-RS
		SOM Auto Makers	611.574	8/12/24	-0.43	680.280	-10.10	707.636	-27.356	-3.87	9.43
	S	Li Auto	9.192	8/12/24	-1.79	8.392	9.53	14.431	-6.039	-41.85	-43.86
		Tata Motors	12.028	8/12/24	0.75	11.200	7.39	11.078	0.121	1.10	33.50
	S	Hino Motors	2.576	8/09/24	-0.42	2.438	5.66	3.122	-0.683	-21.89	-22.13
	L	Eicher Motors	53.747	8/12/24	-0.45	51.811	3.74	44.064	7.747	17.58	22.46
		Bajaj Auto	108.537	8/12/24	-0.56	106.542	1.87	100.955	5.587	5.53	51.60
		Maruti Suzuki	137.175	8/12/24	0.40	135.337	1.36	140.338	-5.001	-3.56	12.60
		Ferrari	385.700	8/12/24		382.200	0.92	404.000	-21.800	-5.40	18.71
	S	SAIC Motor Corp	1.759	8/12/24	-0.87	1.774	-0.87	1.967	-0.192	-9.77	-4.38
	S	Porsche	65.680	8/12/24	-0.97	69.360	-5.31	92.280	-22.920	-24.84	-21.17
	L	Mahindra & Mahindra	30.375	8/12/24	-1.15	32.143	-5.50	21.391	10.752	50.26	66.77
		Tesla Motors	184.119	8/12/24	-1.26	195.652	-5.89	163.077	32.575	19.97	-0.12
		Volvo	22.419	8/12/24	-0.12	23.970	-6.47	25.004	-1.034	-4.13	11.06
	L	General Motors	40.079	8/12/24	-1.13	43.520	-7.90	42.254	1.266	3.00	29.03
	L	BYD Company	25.500	8/12/24	-0.28	27.696	-7.93	23.985	3.711	15.47	5.77
		Isuzu Motors	11.664	8/09/24	0.50	12.807	-8.92	12.573	0.234	1.86	7.77
		Paccar	85.930	8/12/24	-0.74	94.945	-9.50	114.569	-19.624	-17.13	6.88
	S	Mercedes-Benz	57.480	8/12/24	-0.57	64.800	-11.30	73.810	-9.010	-12.21	-4.70
		Suzuki Motor	9.382	8/09/24	0.31	10.579	-11.32	10.741	-0.161	-1.50	9.57
		Daimler Truck	33.000	8/12/24	-0.87	37.230	-11.36	46.960	-9.730	-20.72	6.15
	S	BMW	78.980	8/12/24	-0.90	89.140	-11.40	106.960	-17.820	-16.66	-12.27
	S	Volkswagen	93.500	8/12/24	-0.47	106.050	-11.83	122.840	-16.790	-13.67	-8.53
	L	Great Wall Motor	2.843	8/12/24	-0.31	3.236	-12.14	3.065	0.171	5.59	-0.63
		Traton	26.700	8/12/24		30.700	-13.03	33.340	-2.640	-7.92	32.61
	L	Hyundai Motor	164.161	8/12/24	0.21	192.813	-14.86	156.433	36.381	23.26	33.06
		⇓instrument	freshest		⇓ Δday	7/01/24	Δwk	4/01/24	prc diff	⇓ Δ13	⇓∅-RS
	S	Mitsubishi Motors	2.227	8/09/24	1.05	2.642	-15.70	3.033	-0.391	-12.90	-13.51
		Renault	40.250	8/12/24	-0.72	48.250	-16.58	46.795	1.455	3.11	24.45
		Iveco	8.642	8/12/24	-0.21	10.635	-18.74	13.800	-3.165	-22.93	13.05
		Honda Motor	8.194	8/09/24	-0.14	10.158	-19.34	11.361	-1.202	-10.58	0.54
		Kia	68.833	8/12/24	0.20	86.699	-20.61	74.744	11.955	15.99	31.89
	S	Ford Motor	9.192	8/12/24	-2.38	11.896	-22.73	12.369	-0.473	-3.82	6.31
	S	Stellantis	13.980	8/12/24	-0.57	18.634	-24.98	26.345	-7.711	-29.27	-3.30
		Toyota	14.122	8/09/24	-0.14	18.949	-25.47	22.341	-3.392	-15.18	6.12
	S	Nissan Motor	2.367	8/09/24	-0.56	3.187	-25.74	3.670	-0.483	-13.15	-12.25
	S	Mazda Motor	6.431	8/09/24	1.32	9.016	-28.67	10.575	-1.559	-14.74	-8.87
Auto Makers - 34 out of 34 instruments rated - 7/01/24 / 4/01/24 - 12 did rise, Market-Ratio(13) in EUR = 35.29 %

Technical Chart

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

1/04/21	scale up chart	7/01/24

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
1/02/06		1/30/06	28		- cash -
long	1/30/06	6/12/06	133		Mahindra & Mahindra	100	38,208	0.262	0.225		-0.036	-14	8,611	-34
short	6/12/06	9/18/06	98		Ford Motor	100	1,607	5.356	6.176	4.537	-0.820	-15	7,294	-46
long	9/18/06	8/20/07	336		SAIC Motor Corp	100	17,679	0.413	1.888		1.475	358	33,375	422
short	8/20/07	3/30/09	588		Mazda Motor	100	181,901	0.183	0.070	0.484	0.301	164	88,095	83
long	3/30/09	3/07/11	707		SAIC Motor Corp	100	108,956	0.809	1.892		1.083	134	206,101	55
short	3/07/11	2/13/12	343		Mazda Motor	100	2,331,091	0.088	0.071	0.110	0.022	25	256,653	26
long	2/13/12	5/14/12	91		Tata Motors	100	657,116	0.391	0.416		0.026	7	273,610	29
short	5/14/12	1/07/13	238		Peugeot	100	39,266	6.968	5.394	9.001	2.033	29	353,449	48
long	1/07/13	4/08/13	91		Mazda Motor	100	4,565,121	0.077	0.121		0.043	56	551,416	495
short	4/08/13	5/27/13	49		Kia	100	15,600,421	0.035	0.041	0.030	-0.005	-15	469,573	-70
long	5/27/13	10/27/14	518		Tesla Motors	100	82,556	5.688	11.638		5.950	105	960,793	66
short	10/27/14	1/19/15	84		Hyundai Motor	100	7,295,803	0.132	0.138	0.126	-0.006	-5	917,083	-18
long	1/19/15	6/22/15	154		Maruti Suzuki	100	180,945	5.068	5.528		0.460	9	1,000,297	23
short	6/22/15	11/23/15	154		Hyundai Motor	100	9,466,368	0.106	0.127	0.084	-0.022	-21	794,228	-42
long	11/23/15	1/11/16	49		Maruti Suzuki	100	118,294	6.714	5.903		-0.811	-12	698,316	-62
short	1/11/16	5/30/16	140		Fiat Chrysler	100	95,333	7.325	6.395	8.390	1.065	15	799,865	42
long	5/30/16	6/27/16	28		Tata Motors	100	1,414,439	0.565	0.597		0.032	6	844,875	104
short	6/27/16	10/10/16	105		Mitsubishi Motors	100	19,799,940	0.043	0.042	0.043	0.000	1	851,397	3
long	10/10/16	3/19/18	525		Tata Motors	100	1,120,534	0.760	0.417		-0.343	-45	467,479	-34
short	3/19/18	11/04/19	595		Tata Motors	100	1,120,534	0.417	0.218	0.797	0.380	91	893,514	49
long	11/04/19	2/03/20	91		Ferrari	100	5,807	153.850	154.250		0.400	0	895,837	1
short	2/03/20	6/08/20	126		Renault	100	25,701	34.855	26.355	46.096	11.241	32	1,184,752	125
long	6/08/20	8/23/21	441		Tesla Motors	100	21,127	56.077	200.307		144.230	257	4,231,908	187
short	8/23/21	11/22/21	91		SAIC Motor Corp	100	1,751,472	2.416	2.910	1.922	-0.494	-20	3,366,855	-60
long	11/22/21	1/24/22	63		Tata Motors	100	5,798,996	0.581	0.565		-0.015	-3	3,279,222	-14
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	1/24/22	6/06/22	133		Traton	100	156,153	21.000	18.010	24.486	3.486	17	3,823,634	52
long	6/06/22	7/04/22	28		Mitsubishi Motors	100	133,121,946	0.029	0.031		0.002	8	4,141,530	183
short	7/04/22	8/15/22	42		General Motors	100	134,132	30.877	38.711	23.043	-7.834	-25	3,090,738	-92
long	8/15/22	12/12/22	119		Mitsubishi Motors	100	80,818,620	0.038	0.041		0.003	7	3,297,057	22
short	12/12/22	4/03/23	112		Tesla Motors	100	20,702	159.261	178.780	139.743	-19.519	-12	2,892,983	-35
long	4/03/23	10/30/23	210		Iveco	100	340,832	8.488	8.048		-0.440	-5	2,743,017	-9
short	10/30/23	3/04/24	126		Lucid	100	715,307	3.835	2.956	4.975	1.140	30	3,558,725	113
long	3/04/24	6/03/24	91		Tata Motors	100	3,245,260	1.097	1.054		-0.043	-4	3,419,197	-15
short	6/03/24	8/12/24	70		Li Auto	100	353,111	9.683	9.192	10.200	0.517	5	3,601,770	31
accum	1/30/06	8/12/24	6927	days out of 6955 invested (100%)							35,918		3,601,770	36

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	0.41	1.89		1.48	357.58
	long	3/30/09	3/07/11	707	0.81	1.89		1.08	133.96
	short	8/23/21	11/22/21	91	2.42	2.91	1.92	-0.49	-20.44	751.70
Tesla Motors	long	5/27/13	10/27/14	518	5.69	11.64		5.95	104.61
	long	6/08/20	8/23/21	441	56.08	200.31		144.23	257.20
	short	12/12/22	4/03/23	112	159.26	178.78	139.74	-19.52	-12.26	541.30
Mazda Motor	short	8/20/07	3/30/09	588	0.18	0.07	0.48	0.30	163.96
	short	3/07/11	2/13/12	343	0.09	0.07	0.11	0.02	24.53
	long	1/07/13	4/08/13	91	0.08	0.12		0.04	56.01	412.81
Renault	short	2/03/20	6/08/20	126	34.86	26.36	46.10	11.24	32.25	32.25
Lucid	short	10/30/23	3/04/24	126	3.83	2.96	4.98	1.14	29.74	29.74
Peugeot	short	5/14/12	1/07/13	238	6.97	5.39	9.00	2.03	29.18	29.18
Traton	short	1/24/22	6/06/22	133	21.00	18.01	24.49	3.49	16.60	16.60
Mitsubishi Motors	short	6/27/16	10/10/16	105	0.04	0.04	0.04	0.00	0.77
	long	6/06/22	7/04/22	28	0.03	0.03		0.00	8.31
	long	8/15/22	12/12/22	119	0.04	0.04		0.00	6.68	16.44
Fiat Chrysler	short	1/11/16	5/30/16	140	7.33	6.40	8.39	1.07	14.54	14.54
Tata Motors	long	2/13/12	5/14/12	91	0.39	0.42		0.03	6.61
	long	5/30/16	6/27/16	28	0.57	0.60		0.03	5.63
	long	10/10/16	3/19/18	525	0.76	0.42		-0.34	-45.09
	short	3/19/18	11/04/19	595	0.42	0.22	0.80	0.38	91.13
	long	11/22/21	1/24/22	63	0.58	0.57		-0.02	-2.60
	long	3/04/24	6/03/24	91	1.10	1.05		-0.04	-3.92	10.59
Li Auto	short	6/03/24	8/12/24	70	9.68	9.19	10.20	0.52	5.34	5.34
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	5.07	5.53		0.46	9.07
	long	11/23/15	1/11/16	49	6.71	5.90		-0.81	-12.08	-4.10
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	0.26	0.23		-0.04	-13.89	-13.89
Kia	short	4/08/13	5/27/13	49	0.04	0.04	0.03	-0.01	-14.84	-14.84
Ford Motor	short	6/12/06	9/18/06	98	5.36	6.18	4.54	-0.82	-15.30	-15.30
Hyundai Motor	short	10/27/14	1/19/15	84	0.13	0.14	0.13	-0.01	-4.55
	short	6/22/15	11/23/15	154	0.11	0.13	0.08	-0.02	-20.60	-24.21
General Motors	short	7/04/22	8/15/22	42	30.88	38.71	23.04	-7.83	-25.37	-25.37

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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