| |
| |
Assessment - Automotive Producers in Pound sterling - 8/15/22 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/15/22 |
⇓ Δwk |
5/16/22 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
SOM Auto Makers |
489.108 |
Fri |
-0.84 |
495.395 |
-1.27 |
434.039 |
61.356 |
14.14 |
|
14.13 |
| |  |
 |
 |
 |
L |
 |
Mitsubishi Motors |
3.251 |
Fri |
0.97 |
3.220 |
0.97 |
2.322 |
0.898 |
38.66 |
|
48.12 |
| |  |
 |
 |
 |
L |
 |
Mahindra & Mahindra |
12.899 |
Fri |
-1.72 |
13.155 |
-1.95 |
9.450 |
3.705 |
39.21 |
|
49.16 |
| |  |
 |
 |
 |
L |
 |
Mazda Motor |
7.764 |
Fri |
0.73 |
7.771 |
-0.08 |
6.721 |
1.050 |
15.62 |
|
26.23 |
| |  |
 |
 |
 |
L |
 |
Eicher Motors |
35.637 |
Fri |
0.37 |
33.378 |
6.77 |
27.386 |
5.991 |
21.88 |
|
25.61 |
| |  |
 |
 |
 |
L |
 |
Tata Motors |
4.902 |
Fri |
-2.85 |
4.961 |
-1.20 |
4.240 |
0.721 |
17.00 |
|
17.34 |
| |  |
 |
 |
 |
L |
 |
Maruti Suzuki |
91.369 |
Fri |
-1.89 |
90.505 |
0.95 |
75.817 |
14.688 |
19.37 |
|
17.24 |
| |  |
 |
 |
 |
L |
 |
Bajaj Auto |
42.407 |
Fri |
0.34 |
42.026 |
0.91 |
38.871 |
3.155 |
8.12 |
|
15.06 |
| |  |
 |
 |
 |
L |
 |
Renault |
24.680 |
Fri |
-3.08 |
25.741 |
-4.12 |
20.033 |
5.708 |
28.49 |
|
9.04 |
| |  |
 |
 |
 |
L |
 |
Paccar |
76.962 |
Fri |
-1.26 |
77.963 |
-1.28 |
67.801 |
10.163 |
14.99 |
|
18.70 |
| |  |
 |
 |
 |
L |
 |
Suzuki Motor |
30.349 |
Fri |
0.78 |
30.193 |
0.51 |
23.494 |
6.699 |
28.51 |
|
6.59 |
| |  |
 |
 |
 |
L |
 |
Honda Motor |
23.082 |
Fri |
1.25 |
22.560 |
2.31 |
20.036 |
2.523 |
12.59 |
|
6.09 |
| |  |
 |
 |
 |
|
 |
Tesla Motors |
736.285 |
Fri |
-2.05 |
767.688 |
-4.09 |
589.729 |
177.959 |
30.18 |
|
17.28 |
| |  |
 |
 |
 |
L |
 |
Ferrari |
172.867 |
Fri |
-1.68 |
175.982 |
-1.77 |
153.196 |
22.787 |
14.87 |
|
5.88 |
| |  |
 |
 |
 |
L |
 |
Ford Motor |
13.137 |
Fri |
-1.67 |
13.501 |
-2.70 |
10.624 |
2.877 |
27.08 |
|
14.33 |
| |  |
 |
 |
 |
|
 |
Isuzu Motors |
9.928 |
Fri |
0.38 |
9.778 |
1.53 |
9.573 |
0.205 |
2.14 |
|
2.01 |
| |  |
 |
 |
 |
L |
 |
Kia Motor |
48.831 |
Fri |
0.65 |
52.120 |
-6.31 |
54.156 |
-2.035 |
-3.76 |
|
3.33 |
| |  |
 |
 |
 |
|
 |
Toyota |
13.365 |
Fri |
0.30 |
13.257 |
0.82 |
12.934 |
0.323 |
2.50 |
|
-0.45 |
| |  |
 |
 |
 |
L |
 |
Hyundai Motor |
120.180 |
Fri |
2.15 |
123.975 |
-3.06 |
116.956 |
7.020 |
6.00 |
|
2.83 |
| |  |
 |
 |
 |
L |
 |
Volvo |
14.326 |
Fri |
-1.88 |
14.536 |
-1.45 |
13.101 |
1.435 |
10.95 |
|
-3.42 |
| |  |
 |
 |
 |
L |
 |
Stellantis |
12.162 |
Fri |
-2.88 |
12.489 |
-2.62 |
11.619 |
0.870 |
7.49 |
|
-2.29 |
| |  |
 |
 |
 |
L |
 |
Nissan Motor |
3.333 |
Fri |
1.30 |
3.324 |
0.28 |
3.122 |
0.202 |
6.47 |
|
-4.76 |
| |  |
 |
 |
 |
L |
 |
BMW |
63.834 |
Fri |
-2.67 |
65.779 |
-2.96 |
65.949 |
-0.170 |
-0.26 |
|
-5.84 |
| |  |
 |
 |
 |
L |
 |
Volkswagen |
122.733 |
Fri |
-2.12 |
126.320 |
-2.84 |
122.913 |
3.407 |
2.77 |
|
-9.44 |
| |  |
 |
 |
 |
|
 |
Mercedes-Benz |
48.913 |
Fri |
-3.73 |
50.993 |
-4.08 |
53.975 |
-2.982 |
-5.53 |
|
-11.47 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/15/22 |
⇓ Δwk |
5/16/22 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SAIC Motor Corp |
1.989 |
Fri |
-0.55 |
1.997 |
-0.43 |
1.942 |
0.055 |
2.83 |
|
-8.54 |
| |  |
 |
 |
 |
|
 |
Porsche |
57.055 |
Fri |
-3.12 |
58.891 |
-3.12 |
63.928 |
-5.037 |
-7.88 |
|
-12.28 |
| |  |
 |
 |
 |
L |
 |
General Motors |
32.843 |
Fri |
2.53 |
32.595 |
0.76 |
30.204 |
2.391 |
7.92 |
|
-6.18 |
| |  |
 |
 |
 |
L |
 |
Traton |
12.352 |
Fri |
-1.87 |
12.900 |
-4.24 |
14.037 |
-1.138 |
-8.10 |
|
-19.00 |
| |  |
 |
 |
 |
|
 |
Hino Motors |
4.053 |
Fri |
-0.46 |
4.078 |
-0.61 |
4.209 |
-0.131 |
-3.12 |
|
-24.00 |
| |  |
 |
 |
 |
|
 |
Daimler Truck |
22.815 |
Fri |
-1.49 |
24.057 |
-5.16 |
22.954 |
1.103 |
4.80 |
|
-na- |
Auto Makers - 30 out of 30 instruments rated - 8/15/22 / 5/16/22 - 24 did rise, Market-Ratio(13) in GBP = 80.00 % |
Technical Chart
Transactions Automotive Producers in Pound sterling * 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 |
55,844 |
|
0.179 |
0.155 |
|
-0.024 |
-14 |
8,643 |
-33 |
|
short |
6/12/06 |
9/18/06 |
98 |
 |
 |
 |
Ford Motor |
100 |
2,349 |
|
3.679 |
4.158 |
3.200 |
-0.479 |
-13 |
7,519 |
-41 |
|
long |
9/18/06 |
8/20/07 |
336 |
 |
 |
 |
SAIC Motor Corp |
100 |
27,070 |
|
0.278 |
1.284 |
|
1.006 |
362 |
34,760 |
428 |
|
short |
8/20/07 |
3/30/09 |
588 |
 |
 |
 |
Mazda Motor |
100 |
278,527 |
|
0.125 |
0.065 |
0.241 |
0.116 |
93 |
67,209 |
51 |
|
long |
3/30/09 |
3/07/11 |
707 |
 |
 |
 |
SAIC Motor Corp |
100 |
89,535 |
|
0.751 |
1.626 |
|
0.876 |
117 |
145,619 |
49 |
|
short |
3/07/11 |
2/13/12 |
343 |
 |
 |
 |
Mazda Motor |
100 |
1,915,580 |
|
0.076 |
0.059 |
0.097 |
0.021 |
28 |
186,194 |
30 |
|
long |
2/13/12 |
5/14/12 |
91 |
 |
 |
 |
Tata Motors |
100 |
569,148 |
|
0.327 |
0.335 |
|
0.008 |
2 |
190,486 |
10 |
|
short |
5/14/12 |
1/07/13 |
238 |
 |
 |
 |
Peugeot |
100 |
34,009 |
|
5.601 |
4.386 |
7.152 |
1.551 |
28 |
243,224 |
45 |
|
long |
1/07/13 |
4/08/13 |
91 |
 |
 |
 |
Mazda Motor |
100 |
3,863,090 |
|
0.063 |
0.102 |
|
0.039 |
63 |
395,319 |
602 |
|
short |
4/08/13 |
5/27/13 |
49 |
 |
 |
 |
Kia Motor |
100 |
13,201,367 |
|
0.030 |
0.035 |
0.025 |
-0.005 |
-16 |
332,674 |
-72 |
|
long |
5/27/13 |
10/27/14 |
518 |
 |
 |
 |
Tesla Motors |
100 |
22,799 |
|
14.591 |
27.509 |
|
12.918 |
89 |
627,185 |
56 |
|
short |
10/27/14 |
1/19/15 |
84 |
 |
 |
 |
Hyundai Motor |
100 |
6,044,601 |
|
0.104 |
0.106 |
0.102 |
-0.002 |
-2 |
614,736 |
-8 |
|
long |
1/19/15 |
6/22/15 |
154 |
 |
 |
 |
Maruti Suzuki |
100 |
157,889 |
|
3.893 |
3.961 |
|
0.067 |
2 |
625,390 |
4 |
|
short |
6/22/15 |
11/23/15 |
154 |
 |
 |
 |
Hyundai Motor |
100 |
8,260,176 |
|
0.076 |
0.090 |
0.062 |
-0.014 |
-18 |
511,305 |
-38 |
|
long |
11/23/15 |
1/11/16 |
49 |
 |
 |
 |
Maruti Suzuki |
100 |
108,421 |
|
4.716 |
4.408 |
|
-0.308 |
-7 |
477,912 |
-40 |
|
short |
1/11/16 |
5/30/16 |
140 |
 |
 |
 |
Fiat Chrysler |
100 |
87,376 |
|
5.470 |
4.865 |
6.149 |
0.679 |
12 |
537,269 |
36 |
|
long |
5/30/16 |
6/27/16 |
28 |
 |
 |
 |
Tata Motors |
100 |
1,248,787 |
|
0.430 |
0.496 |
|
0.066 |
15 |
619,717 |
543 |
|
short |
6/27/16 |
10/10/16 |
105 |
 |
 |
 |
Mitsubishi Motors |
100 |
17,481,077 |
|
0.035 |
0.038 |
0.033 |
-0.003 |
-8 |
571,631 |
-24 |
|
long |
10/10/16 |
3/19/18 |
525 |
 |
 |
 |
Tata Motors |
100 |
834,994 |
|
0.685 |
0.367 |
|
-0.318 |
-46 |
306,413 |
-35 |
|
short |
3/19/18 |
11/04/19 |
595 |
 |
 |
 |
Tata Motors |
100 |
834,995 |
|
0.367 |
0.189 |
0.714 |
0.347 |
95 |
596,437 |
50 |
|
long |
11/04/19 |
2/03/20 |
91 |
 |
 |
 |
Ferrari |
100 |
4,488 |
|
132.880 |
131.287 |
|
-1.593 |
-1 |
589,286 |
-5 |
|
short |
2/03/20 |
6/08/20 |
126 |
 |
 |
 |
Renault |
100 |
19,863 |
|
29.666 |
23.427 |
37.567 |
7.901 |
27 |
746,221 |
98 |
|
long |
6/08/20 |
8/23/21 |
441 |
 |
 |
 |
Tesla Motors |
100 |
4,990 |
|
149.540 |
514.221 |
|
364.681 |
244 |
2,565,981 |
178 |
|
short |
8/23/21 |
11/22/21 |
91 |
 |
 |
 |
SAIC Motor Corp |
100 |
1,241,048 |
|
2.068 |
2.442 |
1.693 |
-0.375 |
-18 |
2,100,847 |
-55 |
|
long |
11/22/21 |
1/24/22 |
63 |
 |
 |
 |
Tata Motors |
100 |
4,311,326 |
|
0.487 |
0.476 |
|
-0.011 |
-2 |
2,052,042 |
-13 |
|
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 |
116,093 |
|
17.676 |
15.362 |
20.338 |
2.662 |
15 |
2,361,128 |
47 |
|
long |
6/06/22 |
7/04/22 |
28 |
 |
 |
 |
Mitsubishi Motors |
100 |
96,374,948 |
|
0.024 |
0.027 |
|
0.002 |
9 |
2,581,508 |
220 |
|
short |
7/04/22 |
8/15/22 |
42 |
 |
 |
 |
General Motors |
100 |
97,106 |
|
26.584 |
32.595 |
20.574 |
-6.011 |
-23 |
1,997,836 |
-89 |
|
long |
8/15/22 |
8/19/22 |
4 |
 |
 |
 |
Mitsubishi Motors |
100 |
62,042,113 |
|
0.032 |
0.033 |
|
0.000 |
1 |
2,017,120 |
140 |
|
accum | 1/30/06 |
8/19/22 | 6046 |
days out of 6074 invested (100%) |
20,071 |
2,017,120 |
38 |
|
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 | 0.28 | 1.28 | | 1.01 | 362.33 | | | |
| long | 3/30/09 | 3/07/11 | 707 | 0.75 | 1.63 | | 0.88 | 116.67 | | | |
| short | 8/23/21 | 11/22/21 | 91 | 2.07 | 2.44 | 1.69 | -0.37 | -18.13 | | | 720.15 |
Tesla Motors | long | 5/27/13 | 10/27/14 | 518 | 14.59 | 27.51 | | 12.92 | 88.53 | | | |
| long | 6/08/20 | 8/23/21 | 441 | 149.54 | 514.22 | | 364.68 | 243.87 | | | 548.30 |
Mazda Motor | short | 8/20/07 | 3/30/09 | 588 | 0.12 | 0.06 | 0.24 | 0.12 | 93.35 | | | |
| short | 3/07/11 | 2/13/12 | 343 | 0.08 | 0.06 | 0.10 | 0.02 | 27.86 | | | |
| long | 1/07/13 | 4/08/13 | 91 | 0.06 | 0.10 | | 0.04 | 62.53 | | | 301.82 |
Peugeot | short | 5/14/12 | 1/07/13 | 238 | 5.60 | 4.39 | 7.15 | 1.55 | 27.69 | | | 27.69 |
Renault | short | 2/03/20 | 6/08/20 | 126 | 29.67 | 23.43 | 37.57 | 7.90 | 26.63 | | | 26.63 |
Tata Motors | long | 2/13/12 | 5/14/12 | 91 | 0.33 | 0.33 | | 0.01 | 2.30 | | | |
| long | 5/30/16 | 6/27/16 | 28 | 0.43 | 0.50 | | 0.07 | 15.35 | | | |
| long | 10/10/16 | 3/19/18 | 525 | 0.68 | 0.37 | | -0.32 | -46.40 | | | |
| short | 3/19/18 | 11/04/19 | 595 | 0.37 | 0.19 | 0.71 | 0.35 | 94.65 | | | |
| long | 11/22/21 | 1/24/22 | 63 | 0.49 | 0.48 | | -0.01 | -2.32 | | | 20.26 |
Traton | short | 1/24/22 | 6/06/22 | 133 | 17.68 | 15.36 | 20.34 | 2.66 | 15.06 | | | 15.06 |
Fiat Chrysler | short | 1/11/16 | 5/30/16 | 140 | 5.47 | 4.87 | 6.15 | 0.68 | 12.42 | | | 12.42 |
Mitsubishi Motors | short | 6/27/16 | 10/10/16 | 105 | 0.04 | 0.04 | 0.03 | -0.00 | -7.76 | | | |
| long | 6/06/22 | 7/04/22 | 28 | 0.02 | 0.03 | | 0.00 | 9.33 | | | |
| long | 8/15/22 | 8/19/22 | 4 | 0.03 | 0.03 | | 0.00 | 0.97 | | | 1.82 |
Ferrari | long | 11/04/19 | 2/03/20 | 91 | 132.88 | 131.29 | | -1.59 | -1.20 | | | -1.20 |
Maruti Suzuki | long | 1/19/15 | 6/22/15 | 154 | 3.89 | 3.96 | | 0.07 | 1.73 | | | |
| long | 11/23/15 | 1/11/16 | 49 | 4.72 | 4.41 | | -0.31 | -6.53 | | | -4.91 |
Ford Motor | short | 6/12/06 | 9/18/06 | 98 | 3.68 | 4.16 | 3.20 | -0.48 | -13.02 | | | -13.02 |
Mahindra & Mahindra | long | 1/30/06 | 6/12/06 | 133 | 0.18 | 0.15 | | -0.02 | -13.57 | | | -13.57 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Kia Motor | short | 4/08/13 | 5/27/13 | 49 | 0.03 | 0.03 | 0.03 | -0.00 | -15.85 | | | -15.85 |
Hyundai Motor | short | 10/27/14 | 1/19/15 | 84 | 0.10 | 0.11 | 0.10 | -0.00 | -1.98 | | | |
| short | 6/22/15 | 11/23/15 | 154 | 0.08 | 0.09 | 0.06 | -0.01 | -18.24 | | | -19.87 |
General Motors | short | 7/04/22 | 8/15/22 | 42 | 26.58 | 32.60 | 20.57 | -6.01 | -22.61 | | | -22.61 |
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. |
|
|