Share-o-matic - Portfolio

Sun, 17th Oct 2021, 16:29UTC

Assessment - Automotive Producers in Swiss Franc - 11/10/21 - RS = 13

		instrument	freshest		⇓ Δday	11/10/21	⇓ Δwk	12/07/21	prc diff	⇓ Δ13	⇓∅-RS
		SOM Auto Makers	566.303	Fri	1.24	545.817	3.75	551.320	-5.503	-1.00	12.13
		Bajaj Auto	48.763	Fri	-0.04	47.364	2.95	48.581	-1.217	-2.51	5.16
		BMW	93.894	Fri	1.39	92.832	1.14	96.390	-3.557	-3.69	9.60
		Daimler	89.701	Fri	0.52	89.004	0.78	79.522	9.483	11.92	24.79
		Eicher Motors	35.082	Fri	-1.81	35.064	0.05	33.272	1.792	5.38	10.80
	L	Ferrari	206.050	Fri	1.51	200.528	2.75	192.454	8.074	4.20	5.74
		Ford Motor	14.554	Fri	1.62	13.989	4.04	13.370	0.619	4.63	36.27
		General Motors	53.768	Fri	0.54	53.852	-0.15	53.967	-0.115	-0.21	18.82
		Hino Motors	9.340	Fri	2.88	9.192	1.60	8.022	1.170	14.59	14.95
		Honda Motor	28.436	Fri	1.37	28.076	1.28	29.576	-1.499	-5.07	4.89
	S	Hyundai Motor	161.782	Fri	-0.24	159.066	1.71	183.883	-24.817	-13.50	-7.68
		Isuzu Motors	12.971	Fri	2.72	12.578	3.12	12.394	0.184	1.48	26.31
		Kia Motor	65.023	Fri	-0.36	63.549	2.32	70.115	-6.566	-9.37	5.50
		Mahindra & Mahindra	11.452	Fri	-0.42	11.012	4.00	9.491	1.521	16.03	17.64
		Maruti Suzuki	92.179	Fri	0.20	94.686	-2.65	91.732	2.954	3.22	7.65
		Mazda Motor	8.530	Fri	1.96	7.851	8.65	8.802	-0.951	-10.80	12.10
		Mitsubishi Motors	3.010	Fri	4.55	2.633	14.29	2.564	0.070	2.73	17.88
		Nissan Motor	4.807	Fri	1.27	4.616	4.15	4.862	-0.246	-5.05	1.35
		Paccar	80.550	Fri	0.42	77.686	3.69	80.818	-3.132	-3.88	-3.94
		Porsche	96.768	Fri	2.43	90.570	6.84	102.577	-12.007	-11.71	16.29
	S	Renault	35.618	Fri	3.49	34.862	2.17	35.837	-0.975	-2.72	-2.24
		SAIC Motor Corp	2.993	Fri	1.31	2.841	5.36	3.083	-0.242	-7.84	-5.12
		Stellantis	18.451	Fri	1.05	18.043	2.26	17.895	0.148	0.83	14.56
	L	Suzuki Motor	42.110	Fri	2.22	40.712	3.44	39.241	1.471	3.75	0.23
		Tata Motors	6.118	Fri	-1.83	5.112	19.69	3.775	1.336	35.40	68.32
		instrument	freshest		⇓ Δday	11/10/21	⇓ Δwk	12/07/21	prc diff	⇓ Δ13	⇓∅-RS
		Tesla Motors	781.519	Fri	3.02	734.157	6.45	627.351	106.807	17.03	26.64
		Toyota	16.304	Fri	0.40	16.250	0.33	16.285	-0.035	-0.21	13.67
	S	Traton	23.806	Fri	2.59	23.506	1.28	29.525	-6.019	-20.39	-8.10
	S	Volvo	21.269	Fri	1.82	20.703	2.74	22.667	-1.964	-8.67	-5.53
		Volkswagen	213.031	Fri	1.33	204.624	4.11	236.795	-32.171	-13.59	3.93
Auto Makers - 29 out of 29 instruments rated - 11/10/21 / 12/07/21 - 13 did rise, Market-Ratio(13) in CHF = 44.83 %

Technical Chart

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

2/01/17	scale up chart	11/10/21

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
2/01/06		30/01/06	28		- cash -
long	30/01/06	12/06/06	133		Mahindra & Mahindra	100	24,595	0.407	0.351		-0.056	-14	8,625	-33
short	12/06/06	18/09/06	98		Ford Motor	100	1,034	8.335	9.819	6.852	-1.483	-18	7,091	-52
long	18/09/06	20/08/07	336		SAIC Motor Corp	100	10,811	0.656	3.073		2.417	369	33,224	435
short	20/08/07	30/03/09	588		Mazda Motor	100	111,237	0.299	0.106	0.844	0.545	183	93,873	91
long	30/03/09	7/03/11	707		SAIC Motor Corp	100	76,348	1.230	2.447		1.217	99	186,808	43
short	7/03/11	13/02/12	343		Mazda Motor	100	1,633,452	0.114	0.086	0.152	0.038	33	248,938	36
long	13/02/12	14/05/12	91		Tata Motors	100	526,964	0.472	0.500		0.028	6	263,564	26
short	14/05/12	7/01/13	238		Peugeot	100	31,489	8.370	6.519	10.747	2.377	28	338,417	47
long	7/01/13	8/04/13	91		Mazda Motor	100	3,616,857	0.094	0.147		0.053	57	530,499	507
short	8/04/13	27/05/13	49		Kia Motor	100	12,359,911	0.043	0.051	0.035	-0.008	-18	436,305	-77
long	27/05/13	27/10/14	518		Tesla Motors	100	20,565	21.215	42.103		20.888	98	865,860	62
short	27/10/14	19/01/15	84		Hyundai Motor	100	5,452,297	0.159	0.141	0.179	0.021	13	978,142	70
long	19/01/15	22/06/15	154		Maruti Suzuki	100	189,097	5.173	5.776		0.604	12	1,092,299	30
short	22/06/15	23/11/15	154		Hyundai Motor	100	9,892,849	0.110	0.138	0.083	-0.028	-25	819,128	-49
long	23/11/15	11/01/16	49		Maruti Suzuki	100	112,684	7.269	6.420		-0.850	-12	723,402	-60
short	11/01/16	30/05/16	140		Fiat Chrysler	100	90,811	7.966	7.068	8.978	1.012	13	815,335	37
long	30/05/16	27/06/16	28		Tata Motors	100	1,304,556	0.625	0.645		0.020	3	841,345	51
short	27/06/16	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	19/03/18	525		Tata Motors	100	1,005,738	0.832	0.490		-0.342	-41	492,507	-31
short	19/03/18	4/11/19	595		Tata Motors	100	1,005,738	0.490	0.240	0.999	0.510	104	1,005,135	55
long	4/11/19	3/02/20	91		Ferrari	100	5,943	169.129	164.841		-4.288	-3	979,651	-10
short	3/02/20	8/06/20	126		Renault	100	26,300	37.248	28.491	48.698	11.450	31	1,280,774	117
long	8/06/20	23/08/21	441		Tesla Motors	100	7,042	181.862	644.008		462.147	254	4,535,210	185
short	23/08/21	15/10/21	53		SAIC Motor Corp	100	1,751,423	2.589	2.993	2.185	-0.404	-16	3,827,561	-69
accum	30/01/06	15/10/21	5739	days out of 5767 invested (100%)							38,176		3,827,561	46

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	0.66	3.07		2.42	368.54
	long	30/03/09	7/03/11	707	1.23	2.45		1.22	99.00
	short	23/08/21	15/10/21	53	2.59	2.99	2.19	-0.40	-15.60	686.92
Tesla Motors	long	27/05/13	27/10/14	518	21.22	42.10		20.89	98.46
	long	8/06/20	23/08/21	441	181.86	644.01		462.15	254.12	602.77
Mazda Motor	short	20/08/07	30/03/09	588	0.30	0.11	0.84	0.55	182.54
	short	7/03/11	13/02/12	343	0.11	0.09	0.15	0.04	33.26
	long	7/01/13	8/04/13	91	0.09	0.15		0.05	56.76	490.22
Tata Motors	long	13/02/12	14/05/12	91	0.47	0.50		0.03	5.88
	long	30/05/16	27/06/16	28	0.62	0.64		0.02	3.19
	long	10/10/16	19/03/18	525	0.83	0.49		-0.34	-41.12
	short	19/03/18	4/11/19	595	0.49	0.24	1.00	0.51	104.09	31.30
Renault	short	3/02/20	8/06/20	126	37.25	28.49	48.70	11.45	30.74	30.74
Peugeot	short	14/05/12	7/01/13	238	8.37	6.52	10.75	2.38	28.40	28.40
Fiat Chrysler	short	11/01/16	30/05/16	140	7.97	7.07	8.98	1.01	12.71	12.71
Mitsubishi Motors	short	27/06/16	10/10/16	105	0.05	0.05	0.05	-0.00	-0.59	-0.59
Maruti Suzuki	long	19/01/15	22/06/15	154	5.17	5.78		0.60	11.67
	long	23/11/15	11/01/16	49	7.27	6.42		-0.85	-11.69	-1.38
Ferrari	long	4/11/19	3/02/20	91	169.13	164.84		-4.29	-2.54	-2.54
Mahindra & Mahindra	long	30/01/06	12/06/06	133	0.41	0.35		-0.06	-13.75	-13.75
Hyundai Motor	short	27/10/14	19/01/15	84	0.16	0.14	0.18	0.02	12.97
	short	22/06/15	23/11/15	154	0.11	0.14	0.08	-0.03	-25.01	-15.28
Kia Motor	short	8/04/13	27/05/13	49	0.04	0.05	0.04	-0.01	-17.76	-17.76
Ford Motor	short	12/06/06	18/09/06	98	8.34	9.82	6.85	-1.48	-17.80	-17.80

Annotations

29/09/21	Toyota	stock split 1:5 (five for one)
21/12/17	Mahindra & Mahindra	stock split 1:2 (two for one)
13/03/15	Auto Producers	first full analysis, the Mixed Cut looks pretty good, no overlaps.


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