Share-o-matic - Portfolio

Sun, Jan 23rd, 2022, 12:50UTC

Assessment - Automotive Producers - 1/17/22 - RS = 13

		⇓instrument	freshest		Δday	1/17/22	⇓ Δwk	10/18/21	prc diff	⇓ Δ13	Curr	⇓∅-RS
		SOM Auto Makers	607.694	Fri	-1.74	640.045	-5.05	610.050	29.995	4.92	USD	10.43
		Bajaj Auto	3,419.800	Fri	3.36	3,489.750	-2.00	3,915.950	-426.200	-10.88	INR	-7.09
	L	Maruti Suzuki	8,189.600	Fri	1.91	8,265.500	-0.92	7,657.000	608.500	7.95	INR	15.00
		Honda Motor	3,437.000	Fri	0.50	3,547.000	-3.10	3,525.000	22.000	0.62	JPY	7.48
		Suzuki Motor	4,668.000	Fri	0.37	4,893.000	-4.60	5,274.000	-381.000	-7.22	JPY	2.93
		Mahindra & Mahindra	875.200	Fri	-0.60	900.800	-2.84	910.950	-10.150	-1.11	INR	10.84
	L	Volvo	215.100	Fri	-0.67	220.250	-2.34	200.050	20.200	10.10	SEK	5.65
	L	Paccar	91.560	Fri	-0.80	96.500	-5.12	85.780	10.720	12.50	USD	8.67
		Eicher Motors	2,711.100	Fri	-0.83	2,844.300	-4.68	2,826.350	17.950	0.64	INR	8.24
		Nissan Motor	612.200	Fri	-0.95	639.400	-4.25	589.800	49.600	8.41	JPY	11.38
		Hyundai Motor	200,000.000	Fri	-0.99	205,000.000	-2.44	209,500.000	-4,500.000	-2.15	KRW	-7.41
	L	BMW	95.560	Fri	-1.31	99.020	-3.49	86.370	12.650	14.65	EUR	18.17
	S	Kia Motor	80,100.000	Fri	-1.35	82,700.000	-3.14	84,200.000	-1,500.000	-1.78	KRW	-1.81
		SAIC Motor Corp	19.750	Fri	-1.59	19.990	-1.20	21.010	-1.020	-4.85	CNY	-2.84
	L	Renault	33.315	Fri	-1.60	34.040	-2.13	32.595	1.445	4.43	EUR	1.97
		Volkswagen	187.620	Fri	-1.63	192.580	-2.58	192.340	0.240	0.12	EUR	-1.73
		Daimler	71.930	Fri	-1.73	74.260	-3.14	81.950	-7.690	-9.38	EUR	0.77
		Traton	22.440	Fri	-2.26	23.300	-3.69	21.900	1.400	6.39	EUR	-3.24
	L	Toyota	2,284.500	Fri	-2.48	2,423.000	-5.72	2,040.000	383.000	18.77	JPY	30.96
		General Motors	53.280	Fri	-2.51	61.100	-12.80	56.890	4.210	7.40	USD	8.75
		Tata Motors	501.850	Fri	-2.69	525.000	-4.41	509.600	15.400	3.02	INR	53.90
		Isuzu Motors	1,391.000	Fri	-2.93	1,519.000	-8.43	1,601.000	-82.000	-5.12	JPY	13.89
		Hino Motors	944.000	Fri	-2.98	1,017.000	-7.18	1,144.000	-127.000	-11.10	JPY	3.46
		Ferrari	207.600	Fri	-3.04	213.500	-2.76	191.250	22.250	11.63	EUR	15.44
		Porsche	85.280	Fri	-3.13	88.340	-3.46	87.200	1.140	1.31	EUR	6.76
		⇓instrument	freshest		Δday	1/17/22	⇓ Δwk	10/18/21	prc diff	⇓ Δ13	Curr	⇓∅-RS
		Mazda Motor	911.000	Fri	-3.39	995.000	-8.44	1,059.000	-64.000	-6.04	JPY	6.31
		Stellantis	18.128	Fri	-3.54	19.140	-5.29	16.892	2.248	13.31	EUR	21.69
		Mitsubishi Motors	310.000	Fri	-3.73	337.000	-8.01	375.000	-38.000	-10.13	JPY	9.37
	L	Ford Motor	20.650	Fri	-4.62	25.190	-18.02	15.560	9.630	61.89	USD	78.80
		Tesla Motors	943.900	Fri	-5.26	1,049.610	-10.07	870.110	179.500	20.63	USD	38.23
Auto Makers - 29 out of 29 instruments rated - 1/17/22 / 10/18/21 - 18 did rise, Market-Ratio(13) = 62.07 %

Technical Chart

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

1/01/18	scale up chart	1/17/22

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 Motor	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	37,166	USD	22.067	44.334		22.267	101	1,647,731	63
short	10/27/14	1/19/15	84		Hyundai Motor	100	9,362	KRW	176.000	172.500	179.571	3.571	2	1,681,162	9
long	1/19/15	6/22/15	154		Maruti Suzuki	100	4,635	INR	362.635	398.085		35.450	10	1,845,473	25
short	6/22/15	11/23/15	154		Hyundai Motor	100	13,980	KRW	132.000	157.000	107.000	-25.000	-19	1,495,973	-39
long	11/23/15	1/11/16	49		Maruti Suzuki	100	3,157	INR	473.715	427.945		-45.770	-10	1,351,477	-53
short	1/11/16	5/30/16	140		Fiat Chrysler	100	184,502	EUR	7.325	6.395	8.390	1.065	15	1,548,009	42
long	5/30/16	6/27/16	28		Tata Motors	100	36,595	INR	42.300	44.795		2.495	6	1,639,313	111
short	6/27/16	10/10/16	105		Mitsubishi Motors	100	340,813	JPY	4.810	4.890	4.730	-0.080	-2	1,612,048	-6
long	10/10/16	3/19/18	525		Tata Motors	100	28,635	INR	56.295	33.570		-22.725	-40	961,318	-30
short	3/19/18	11/04/19	595		Tata Motors	100	28,636	INR	33.570	17.220	65.444	31.874	95	1,874,062	51
long	11/04/19	2/03/20	91		Ferrari	100	12,181	EUR	153.850	154.250		0.400	0	1,878,934	1
short	2/03/20	6/08/20	126		Renault	100	53,907	EUR	34.855	26.355	46.096	11.241	32	2,484,924	125
long	6/08/20	8/23/21	441		Tesla Motors	100	13,079	USD	189.984	706.300		516.316	272	9,237,821	196
short	8/23/21	11/22/21	91		SAIC Motor Corp	100	501,782	CNY	18.410	20.880	15.940	-2.470	-13	7,998,420	-44
long	11/22/21	1/21/22	60		Tata Motors	100	164,542	INR	48.610	50.185		1.575	3	8,257,573	21
accum	1/30/06	1/21/22	5837	days out of 5865 invested (100%)								82,476		8,257,573	52

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	22.07	44.33		22.27	100.91
	long	6/08/20	8/23/21	441	189.98	706.30		516.32	271.77	646.91
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	1/21/22	60	48.61	50.19		1.58	3.24	42.82
Renault	short	2/03/20	6/08/20	126	34.86	26.36	46.10	11.24	32.25	32.25
Peugeot	short	5/14/12	1/07/13	238	6.97	5.39	9.00	2.03	29.18	29.18
Fiat Chrysler	short	1/11/16	5/30/16	140	7.33	6.40	8.39	1.07	14.54	14.54
Ferrari	long	11/04/19	2/03/20	91	153.85	154.25		0.40	0.26	0.26
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
Mitsubishi Motors	short	6/27/16	10/10/16	105	4.81	4.89	4.73	-0.08	-1.66	-1.66
Mahindra & Mahindra	long	1/30/06	6/12/06	133	13.93	13.05		-0.88	-6.32	-6.32
Kia Motor	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

Annotations

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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