| |
| |
Assessment - Automotive Suppliers - 3/18/24 - RS = 49
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/18/24 |
⇓ Δwk |
4/10/23 |
prc diff |
⇓ Δ49 |
Curr |
∅-RS |
| | |
|
|
|
L |
|
SOM Auto Suppliers |
290.853 |
Mon |
0.98 |
290.761 |
0.03 |
282.058 |
8.703 |
3.09 |
USD |
4.49 |
| | |
|
|
|
L |
|
Yokohama Rubber |
4,054.000 |
Mon |
2.61 |
4,054.000 |
|
2,702.000 |
1,352.000 |
50.04 |
JPY |
30.70 |
| | |
|
|
|
L |
|
Denso |
2,808.000 |
Mon |
3.35 |
2,808.000 |
|
1,841.500 |
966.500 |
52.48 |
JPY |
23.55 |
| | |
|
|
|
L |
|
GS Yuasa |
3,020.000 |
Mon |
5.21 |
3,020.000 |
|
2,257.000 |
763.000 |
33.81 |
JPY |
23.15 |
| | |
|
|
|
L |
|
Autoliv |
1,246.000 |
Mon |
0.12 |
1,246.000 |
|
915.000 |
331.000 |
36.17 |
SEK |
22.28 |
| | |
|
|
|
L |
|
Michelin |
34.990 |
Mon |
0.43 |
34.990 |
|
28.110 |
6.880 |
24.48 |
EUR |
19.11 |
| | |
|
|
|
L |
|
Hyundai Mobis |
268,000.000 |
Mon |
-0.37 |
268,000.000 |
|
213,500.000 |
54,500.000 |
25.53 |
KRW |
17.96 |
| | |
|
|
|
|
|
Pirelli |
5.530 |
Mon |
-0.18 |
5.530 |
|
4.506 |
1.024 |
22.73 |
EUR |
17.40 |
| | |
|
|
|
L |
|
KATEK |
15.200 |
Mon |
0.33 |
15.200 |
|
15.200 |
0.000 |
0.00 |
EUR |
16.03 |
| | |
|
|
|
|
|
Hella |
86.400 |
Mon |
3.35 |
86.400 |
|
77.400 |
9.000 |
11.63 |
EUR |
15.56 |
| | |
|
|
|
L |
|
Schaeffler |
6.320 |
Mon |
|
6.320 |
|
7.115 |
-0.795 |
-11.17 |
EUR |
10.15 |
| | |
|
|
|
|
|
Bridgestone |
6,322.000 |
Mon |
2.95 |
6,322.000 |
|
5,180.000 |
1,142.000 |
22.05 |
JPY |
8.79 |
| | |
|
|
|
L |
|
Nokian Tyres |
8.164 |
Mon |
0.54 |
8.164 |
|
8.296 |
-0.132 |
-1.59 |
EUR |
0.27 |
| | |
|
|
|
|
|
Continental |
67.140 |
Mon |
0.78 |
67.140 |
|
64.900 |
2.240 |
3.45 |
EUR |
-2.07 |
| | |
|
|
|
S |
|
Magna |
71.090 |
Mon |
-0.01 |
71.090 |
|
71.190 |
-0.100 |
-0.14 |
CAD |
-4.05 |
| | |
|
|
|
L |
|
Xinyi Glass |
8.960 |
Mon |
-2.18 |
8.960 |
|
13.320 |
-4.360 |
-32.73 |
HKD |
-10.79 |
| | |
|
|
|
S |
|
Vitesco Technologies |
67.000 |
Mon |
-1.47 |
67.000 |
|
65.400 |
1.600 |
2.45 |
EUR |
-11.68 |
| | |
|
|
|
L |
|
Plastic Omnium |
11.770 |
Mon |
1.47 |
11.770 |
|
16.230 |
-4.460 |
-27.48 |
EUR |
-13.96 |
| | |
|
|
|
|
|
LG Energy Solution |
407,500.000 |
Mon |
2.26 |
407,500.000 |
|
596,000.000 |
-188,500.000 |
-31.63 |
KRW |
-15.63 |
| | |
|
|
|
S |
|
Cdn Tire |
129.600 |
Mon |
-1.73 |
129.600 |
|
177.250 |
-47.650 |
-26.88 |
CAD |
-16.57 |
| | |
|
|
|
S |
|
Valeo |
11.290 |
Mon |
1.53 |
11.290 |
|
18.250 |
-6.960 |
-38.14 |
EUR |
-26.10 |
| | |
|
|
|
S |
|
Forvia |
13.400 |
Mon |
1.59 |
13.400 |
|
19.000 |
-5.600 |
-29.47 |
EUR |
-27.66 |
Auto Suppliers - 21 out of 21 instruments rated - 3/18/24 / 4/10/23 - 11 did rise, Market-Ratio(49) = 52.38 % |
Technical Chart
Transactions Automotive Suppliers * A49 - 33/17 (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 |
3/03/08 |
791 |
|
- cash - |
short |
3/03/08 |
9/07/09 |
553 |
|
|
|
Forvia |
100 |
289 |
EUR |
34.500 |
9.820 |
121.207 |
86.707 |
251 |
35,058 |
129 |
|
long |
9/07/09 |
11/14/11 |
798 |
|
|
|
Plastic Omnium |
100 |
21,468 |
EUR |
1.633 |
6.219 |
|
4.586 |
281 |
133,510 |
84 |
|
short |
11/14/11 |
1/30/12 |
77 |
|
|
|
Forvia |
100 |
7,646 |
EUR |
17.460 |
18.475 |
16.445 |
-1.015 |
-6 |
125,750 |
-25 |
|
long |
1/30/12 |
6/04/12 |
126 |
|
|
|
Bertrandt |
100 |
2,287 |
EUR |
54.980 |
52.020 |
|
-2.960 |
-5 |
118,980 |
-15 |
|
short |
6/04/12 |
7/16/12 |
42 |
|
|
|
Forvia |
100 |
9,412 |
EUR |
12.640 |
12.290 |
13.000 |
0.360 |
3 |
122,369 |
28 |
|
long |
7/16/12 |
2/08/16 |
1302 |
|
|
|
Continental |
100 |
2,055 |
EUR |
59.533 |
149.667 |
|
90.134 |
151 |
307,593 |
29 |
|
short |
2/08/16 |
3/07/16 |
28 |
|
|
|
Leoni |
100 |
10,601 |
EUR |
29.015 |
30.500 |
27.530 |
-1.485 |
-5 |
291,851 |
-50 |
|
long |
3/07/16 |
10/08/18 |
945 |
|
|
|
Grammer |
100 |
8,704 |
EUR |
33.530 |
45.600 |
|
12.070 |
36 |
396,908 |
13 |
|
short |
10/08/18 |
9/23/19 |
350 |
|
|
|
Valeo |
100 |
12,384 |
EUR |
32.050 |
28.840 |
35.617 |
3.567 |
11 |
441,086 |
12 |
|
long |
9/23/19 |
10/07/19 |
14 |
|
|
|
Hyundai Mobis |
100 |
1,753 |
KRW |
251.500 |
244.000 |
|
-7.500 |
-3 |
427,938 |
-55 |
|
short |
10/07/19 |
10/21/19 |
14 |
|
|
|
STS |
100 |
94,676 |
EUR |
4.520 |
4.450 |
4.591 |
0.071 |
2 |
434,670 |
50 |
|
long |
10/21/19 |
2/24/20 |
126 |
|
|
|
Valeo |
100 |
13,345 |
EUR |
32.570 |
25.260 |
|
-7.310 |
-22 |
337,118 |
-52 |
|
short |
2/24/20 |
12/07/20 |
287 |
|
|
|
STS |
100 |
71,423 |
EUR |
4.720 |
4.790 |
4.650 |
-0.070 |
-1 |
332,118 |
-2 |
|
long |
12/07/20 |
3/07/22 |
455 |
|
|
|
Plastic Omnium |
100 |
11,572 |
EUR |
28.700 |
15.550 |
|
-13.150 |
-46 |
179,946 |
-39 |
|
short |
3/07/22 |
9/12/22 |
189 |
|
|
|
Nokian Tyres |
100 |
12,830 |
EUR |
14.025 |
11.530 |
17.060 |
3.035 |
22 |
218,884 |
46 |
|
long |
9/12/22 |
9/19/22 |
7 |
|
|
|
Yokohama Rubber |
100 |
9,208 |
JPY |
23.770 |
23.160 |
|
-0.610 |
-3 |
213,267 |
-74 |
|
short |
9/19/22 |
2/06/23 |
140 |
|
|
|
Forvia |
100 |
14,308 |
EUR |
14.905 |
18.825 |
10.985 |
-3.920 |
-26 |
157,180 |
-55 |
|
long |
2/06/23 |
3/18/24 |
406 |
|
|
|
Autoliv |
100 |
165 |
SEK |
947.200 |
1,246.000 |
|
298.800 |
32 |
206,482 |
28 |
|
accum | 3/03/08 |
3/18/24 | 5860 |
days out of 6651 invested (88%) |
1,965 |
206,482 |
21 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Continental | long | 7/16/12 | 2/08/16 | 1302 | 59.53 | 149.67 | | 90.13 | 151.40 | | | 151.40 |
Forvia | short | 3/03/08 | 9/07/09 | 553 | 34.50 | 9.82 | 121.21 | 86.71 | 251.32 | | | |
| short | 11/14/11 | 1/30/12 | 77 | 17.46 | 18.48 | 16.45 | -1.02 | -5.81 | | | |
| short | 6/04/12 | 7/16/12 | 42 | 12.64 | 12.29 | 13.00 | 0.36 | 2.85 | | | |
| short | 9/19/22 | 2/06/23 | 140 | 14.91 | 18.83 | 10.99 | -3.92 | -26.30 | | | 150.82 |
Plastic Omnium | long | 9/07/09 | 11/14/11 | 798 | 1.63 | 6.22 | | 4.59 | 280.83 | | | |
| long | 12/07/20 | 3/07/22 | 455 | 28.70 | 15.55 | | -13.15 | -45.82 | | | 106.34 |
Grammer | long | 3/07/16 | 10/08/18 | 945 | 33.53 | 45.60 | | 12.07 | 36.00 | | | 36.00 |
Autoliv | long | 2/06/23 | 3/18/24 | 406 | 947.20 | 1,246.00 | | 298.80 | 31.55 | | | 31.55 |
Nokian Tyres | short | 3/07/22 | 9/12/22 | 189 | 14.03 | 11.53 | 17.06 | 3.03 | 21.64 | | | 21.64 |
STS | short | 10/07/19 | 10/21/19 | 14 | 4.52 | 4.45 | 4.59 | 0.07 | 1.57 | | | |
| short | 2/24/20 | 12/07/20 | 287 | 4.72 | 4.79 | 4.65 | -0.07 | -1.48 | | | 0.07 |
Yokohama Rubber | long | 9/12/22 | 9/19/22 | 7 | 23.77 | 23.16 | | -0.61 | -2.57 | | | -2.57 |
Hyundai Mobis | long | 9/23/19 | 10/07/19 | 14 | 251.50 | 244.00 | | -7.50 | -2.98 | | | -2.98 |
Leoni | short | 2/08/16 | 3/07/16 | 28 | 29.02 | 30.50 | 27.53 | -1.49 | -5.12 | | | -5.12 |
Bertrandt | long | 1/30/12 | 6/04/12 | 126 | 54.98 | 52.02 | | -2.96 | -5.38 | | | -5.38 |
Valeo | short | 10/08/18 | 9/23/19 | 350 | 32.05 | 28.84 | 35.62 | 3.57 | 11.13 | | | |
| long | 10/21/19 | 2/24/20 | 126 | 32.57 | 25.26 | | -7.31 | -22.44 | | | -13.81 |
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 |
|
|