| | |
| | |
Assessment - Automotive Suppliers in Swiss Franc - 7/01/24 - RS = 49
⇐
| |
|
instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
7/24/23 |
prc diff |
⇓ Δ49 |
|
⇓∅-RS |
| |  |
 |
 |
|
S |
 |
SOM Auto Suppliers |
222.841 |
8/12/24 |
0.08 |
242.997 |
-8.29 |
259.719 |
-16.721 |
-6.44 |
|
-1.98 |
| | |
|
|
|
|
|
Autoliv |
85.268 |
8/12/24 |
0.10 |
96.860 |
-11.97 |
88.603 |
8.256 |
9.32 |
|
4.19 |
| | |
|
|
|
|
|
Bridgestone |
31.218 |
8/09/24 |
-1.33 |
35.206 |
-11.33 |
35.564 |
-0.358 |
-1.01 |
|
-3.88 |
| | |
|
|
|
L |
|
Cdn Tire |
98.150 |
8/12/24 |
-0.17 |
89.260 |
9.96 |
122.577 |
-33.317 |
-27.18 |
|
-6.53 |
| | |
|
|
|
S |
|
Continental |
57.050 |
8/12/24 |
0.34 |
51.409 |
10.97 |
70.666 |
-19.257 |
-27.25 |
|
-20.72 |
| | |
|
|
|
S |
|
Denso |
11.795 |
8/09/24 |
-0.19 |
14.133 |
-16.54 |
14.802 |
-0.670 |
-4.52 |
|
-3.76 |
| | |
|
|
|
|
|
Forvia |
8.884 |
8/12/24 |
0.17 |
11.146 |
-20.30 |
23.911 |
-12.765 |
-53.38 |
|
-31.30 |
| | |
|
|
|
L |
|
GS Yuasa |
13.187 |
8/09/24 |
2.70 |
17.634 |
-25.21 |
17.374 |
0.260 |
1.50 |
|
13.36 |
| | |
|
|
|
|
|
Hella |
83.646 |
8/12/24 |
0.23 |
83.259 |
0.47 |
70.185 |
13.073 |
18.63 |
|
12.67 |
| | |
|
|
|
|
|
Hyundai Mobis |
142.777 |
8/12/24 |
2.82 |
161.727 |
-11.72 |
163.071 |
-1.344 |
-0.82 |
|
4.99 |
| | |
|
|
|
S |
|
LG Energy Solution |
214.656 |
8/12/24 |
2.02 |
226.744 |
-5.33 |
405.639 |
-178.895 |
-44.10 |
|
-20.91 |
| | |
|
|
|
S |
|
Magna |
34.378 |
8/12/24 |
-1.88 |
37.706 |
-8.82 |
54.224 |
-16.518 |
-30.46 |
|
-20.65 |
| | |
|
|
|
|
|
Michelin |
33.284 |
8/12/24 |
0.41 |
34.990 |
-4.88 |
27.555 |
7.435 |
26.98 |
|
16.28 |
| | |
|
|
|
S |
|
Nokian Tyres |
7.737 |
8/12/24 |
-0.84 |
7.609 |
1.68 |
7.951 |
-0.342 |
-4.31 |
|
-3.00 |
| | |
|
|
|
|
|
Opmobility |
8.277 |
8/12/24 |
-1.16 |
9.014 |
-8.17 |
18.383 |
-9.369 |
-50.96 |
|
-25.28 |
| | |
|
|
|
|
|
Pirelli |
5.085 |
8/12/24 |
0.50 |
5.443 |
-6.59 |
4.519 |
0.925 |
20.46 |
|
13.33 |
| | |
|
|
|
S |
|
Schaeffler |
4.503 |
8/12/24 |
0.17 |
5.181 |
-13.08 |
5.672 |
-0.492 |
-8.67 |
|
-4.60 |
| | |
|
|
|
|
|
Valeo |
9.111 |
8/12/24 |
-0.95 |
9.736 |
-6.42 |
20.652 |
-10.916 |
-52.86 |
|
-24.91 |
| | |
|
|
|
S |
|
Vitesco Technologies |
50.449 |
8/12/24 |
-0.10 |
58.010 |
-13.03 |
74.175 |
-16.165 |
-21.79 |
|
-20.96 |
| | |
|
|
|
|
|
Xinyi Glass |
0.874 |
8/12/24 |
-0.13 |
0.990 |
-11.80 |
1.248 |
-0.258 |
-20.66 |
|
-4.64 |
| | |
|
|
|
|
|
Yokohama Rubber |
17.253 |
8/09/24 |
2.88 |
20.072 |
-14.04 |
19.059 |
1.013 |
5.31 |
|
-0.17 |
| Auto Suppliers - 20 out of 20 instruments rated - 7/01/24 / 7/24/23 - 6 did rise, Market-Ratio(49) in CHF = 30.00 % |
Technical Chart
Transactions Automotive Suppliers in Swiss Franc * A49 - 33/17 (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 |
3/03/08 |
791 |
|
- cash - |
| short |
3/03/08 |
9/07/09 |
553 |
|
|
|
Forvia |
100 |
183 |
|
54.524 |
14.889 |
199.666 |
145.142 |
266 |
36,561 |
136 |
|
| long |
9/07/09 |
11/14/11 |
798 |
|
|
|
Opmobility |
100 |
14,766 |
|
2.476 |
7.700 |
|
5.224 |
211 |
113,696 |
68 |
|
| short |
11/14/11 |
1/30/12 |
77 |
|
|
|
Forvia |
100 |
5,259 |
|
21.617 |
22.292 |
20.943 |
-0.675 |
-3 |
110,147 |
-14 |
|
| long |
1/30/12 |
6/04/12 |
126 |
|
|
|
Bertrandt |
100 |
1,660 |
|
66.339 |
62.492 |
|
-3.847 |
-6 |
103,761 |
-16 |
|
| short |
6/04/12 |
7/16/12 |
42 |
|
|
|
Forvia |
100 |
6,833 |
|
15.184 |
14.759 |
15.622 |
0.438 |
3 |
106,751 |
28 |
|
| long |
7/16/12 |
2/08/16 |
1302 |
|
|
|
Continental |
100 |
1,493 |
|
71.494 |
165.352 |
|
93.859 |
131 |
246,882 |
26 |
|
| short |
2/08/16 |
3/07/16 |
28 |
|
|
|
Leoni |
100 |
7,701 |
|
32.056 |
33.437 |
30.674 |
-1.381 |
-4 |
236,244 |
-44 |
|
| long |
3/07/16 |
10/08/18 |
945 |
|
|
|
Grammer |
100 |
6,426 |
|
36.759 |
51.975 |
|
15.216 |
41 |
334,022 |
14 |
|
| short |
10/08/18 |
9/23/19 |
350 |
|
|
|
Valeo |
100 |
9,143 |
|
36.531 |
31.367 |
42.544 |
6.013 |
16 |
389,002 |
17 |
|
| long |
9/23/19 |
10/07/19 |
14 |
|
|
|
Hyundai Mobis |
100 |
1,866,799 |
|
0.208 |
0.203 |
|
-0.005 |
-3 |
378,898 |
-50 |
|
| short |
10/07/19 |
10/21/19 |
14 |
|
|
|
STS |
100 |
76,704 |
|
4.940 |
4.892 |
4.988 |
0.048 |
1 |
382,570 |
29 |
|
| long |
10/21/19 |
2/24/20 |
126 |
|
|
|
Valeo |
100 |
10,684 |
|
35.807 |
26.829 |
|
-8.978 |
-25 |
286,649 |
-57 |
|
| short |
2/24/20 |
12/07/20 |
287 |
|
|
|
STS |
100 |
57,178 |
|
5.013 |
5.169 |
4.857 |
-0.156 |
-3 |
277,737 |
-4 |
|
| long |
12/07/20 |
3/07/22 |
455 |
|
|
|
Opmobility |
100 |
8,967 |
|
30.971 |
15.664 |
|
-15.307 |
-49 |
140,475 |
-42 |
|
| short |
3/07/22 |
9/12/22 |
189 |
|
|
|
Nokian Tyres |
100 |
9,943 |
|
14.128 |
11.125 |
17.941 |
3.813 |
27 |
178,389 |
59 |
|
| long |
9/12/22 |
9/19/22 |
7 |
|
|
|
Yokohama Rubber |
100 |
1,121,998 |
|
0.159 |
0.156 |
|
-0.003 |
-2 |
175,112 |
-62 |
|
| short |
9/19/22 |
2/06/23 |
140 |
|
|
|
Forvia |
100 |
12,157 |
|
14.403 |
18.723 |
10.083 |
-4.320 |
-30 |
122,591 |
-61 |
|
| long |
2/06/23 |
8/12/24 |
553 |
|
|
|
Autoliv |
100 |
1,484 |
|
82.587 |
85.268 |
|
2.682 |
3 |
126,570 |
2 |
|
| accum | 3/03/08 |
8/12/24 | 6331 |
days out of 7122 invested (89%) |
1,166 |
126,570 |
16 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Forvia | short | 3/03/08 | 9/07/09 | 553 | 54.52 | 14.89 | 199.67 | 145.14 | 266.20 | | | |
| | short | 11/14/11 | 1/30/12 | 77 | 21.62 | 22.29 | 20.94 | -0.67 | -3.12 | | | |
| | short | 6/04/12 | 7/16/12 | 42 | 15.18 | 14.76 | 15.62 | 0.44 | 2.88 | | | |
| | short | 9/19/22 | 2/06/23 | 140 | 14.40 | 18.72 | 10.08 | -4.32 | -30.00 | | | 155.51 |
| Continental | long | 7/16/12 | 2/08/16 | 1302 | 71.49 | 165.35 | | 93.86 | 131.28 | | | 131.28 |
| Opmobility | long | 9/07/09 | 11/14/11 | 798 | 2.48 | 7.70 | | 5.22 | 210.98 | | | |
| | long | 12/07/20 | 3/07/22 | 455 | 30.97 | 15.66 | | -15.31 | -49.42 | | | 57.28 |
| Grammer | long | 3/07/16 | 10/08/18 | 945 | 36.76 | 51.97 | | 15.22 | 41.39 | | | 41.39 |
| Nokian Tyres | short | 3/07/22 | 9/12/22 | 189 | 14.13 | 11.12 | 17.94 | 3.81 | 26.99 | | | 26.99 |
| Autoliv | long | 2/06/23 | 8/12/24 | 553 | 82.59 | 85.27 | | 2.68 | 3.25 | | | 3.25 |
| Yokohama Rubber | long | 9/12/22 | 9/19/22 | 7 | 0.16 | 0.16 | | -0.00 | -1.84 | | | -1.84 |
| STS | short | 10/07/19 | 10/21/19 | 14 | 4.94 | 4.89 | 4.99 | 0.05 | 0.97 | | | |
| | short | 2/24/20 | 12/07/20 | 287 | 5.01 | 5.17 | 4.86 | -0.16 | -3.11 | | | -2.17 |
| Hyundai Mobis | long | 9/23/19 | 10/07/19 | 14 | 0.21 | 0.20 | | -0.01 | -2.60 | | | -2.60 |
| Leoni | short | 2/08/16 | 3/07/16 | 28 | 32.06 | 33.44 | 30.67 | -1.38 | -4.31 | | | -4.31 |
| Bertrandt | long | 1/30/12 | 6/04/12 | 126 | 66.34 | 62.49 | | -3.85 | -5.80 | | | -5.80 |
| Valeo | short | 10/08/18 | 9/23/19 | 350 | 36.53 | 31.37 | 42.54 | 6.01 | 16.46 | | | |
| | long | 10/21/19 | 2/24/20 | 126 | 35.81 | 26.83 | | -8.98 | -25.07 | | | -12.74 |
Annotations
| 9/28/23 | Denso | | | stock split 1:4 (four for one) |
| 6/16/22 | Michelin | | | stock split 1:4 (four for one) |
| 4/04/22 | Hella | | | acquired by Faurecia |
| 9/16/21 | Continental | | | spin-off drive technology: one additional Vitesco for five Continental |
| 6/29/18 | Autoliv | | | spin-off of Veoneer |
| 6/22/18 | Pirelli | | | returns |
| 2/10/17 | Auto Suppliers | | | machine learning processed for all techniques |
| 6/06/16 | Valeo | | | stock split 1:3 (three for one) |
| 6/04/16 | Schaeffler | | | moves from SDAX to MDAX (2016-06-20) |
| 12/21/15 | Schaeffler | | | entry (SDAX) |
| 11/02/15 | Pirelli | | | drops out due to acquisition by CNCC |
| 3/13/15 | Auto Suppliers | | | first full analysis, Best Long and Short do not cooperate, so the Alternating seems to be the best way. |
| 1/19/15 | Hella | | | entry |
|
