| |
| |
Assessment - Automotive Suppliers in Euro - 6/27/22 - RS = 49
⇐
| |
|
⇓instrument |
freshest |
Δday |
6/27/22 |
⇓ Δwk |
7/19/21 |
prc diff |
⇓ Δ49 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Auto Suppliers |
259.581 |
09:14 |
0.40 |
258.552 |
0.40 |
305.031 |
-46.479 |
-15.24 |
|
-12.86 |
| |  |
 |
 |
 |
L |
 |
Autoliv |
72.840 |
Mon |
4.35 |
72.840 |
|
76.650 |
-3.810 |
-4.97 |
|
-6.91 |
| |  |
 |
 |
 |
L |
 |
Schaeffler |
5.865 |
Mon |
4.27 |
5.865 |
|
7.075 |
-1.210 |
-17.10 |
|
-10.07 |
| |  |
 |
 |
 |
|
 |
Faurecia |
20.060 |
Mon |
3.94 |
20.060 |
|
38.070 |
-18.010 |
-47.31 |
|
-38.32 |
| |  |
 |
 |
 |
|
 |
Leoni |
7.515 |
09:14 |
2.87 |
7.305 |
2.87 |
13.610 |
-6.305 |
-46.33 |
|
-32.08 |
| |  |
 |
 |
 |
L |
 |
Continental |
70.160 |
08:13 |
2.75 |
68.280 |
2.75 |
93.267 |
-24.987 |
-26.79 |
|
-18.10 |
| |  |
 |
 |
 |
L |
 |
Valeo |
19.300 |
Mon |
2.60 |
19.300 |
|
23.180 |
-3.880 |
-16.74 |
|
-12.02 |
| |  |
 |
 |
 |
L |
 |
Hyundai Mobis |
151.760 |
06:30 |
1.47 |
149.555 |
1.47 |
205.928 |
-56.372 |
-27.37 |
|
-15.16 |
| |  |
 |
 |
 |
|
 |
Denso |
51.960 |
06:15 |
1.40 |
51.242 |
1.40 |
55.520 |
-4.279 |
-7.71 |
|
-14.79 |
| |  |
 |
 |
 |
L |
 |
Plastic Omnium |
16.720 |
Mon |
1.39 |
16.720 |
|
24.880 |
-8.160 |
-32.80 |
|
-18.23 |
| |  |
 |
 |
 |
S |
 |
Cdn Tire |
123.257 |
Mon |
1.09 |
123.257 |
|
123.844 |
-0.588 |
-0.47 |
|
-3.75 |
| |  |
 |
 |
 |
L |
 |
Hella |
65.250 |
Mon |
0.93 |
65.250 |
|
56.440 |
8.810 |
15.61 |
|
7.28 |
| |  |
 |
 |
 |
S |
 |
Michelin |
26.460 |
Mon |
0.82 |
26.460 |
|
33.150 |
-6.690 |
-20.18 |
|
-19.01 |
| |  |
 |
 |
 |
L |
 |
Yokohama Rubber |
13.051 |
06:15 |
0.65 |
12.967 |
0.65 |
16.758 |
-3.791 |
-22.62 |
|
-7.16 |
| |  |
 |
 |
 |
L |
 |
CIE Automotive |
23.740 |
Mon |
0.59 |
23.740 |
|
24.000 |
-0.260 |
-1.08 |
|
1.20 |
| |  |
 |
 |
 |
L |
 |
Magna |
54.927 |
Mon |
0.40 |
54.927 |
|
69.864 |
-14.937 |
-21.38 |
|
-16.31 |
| |  |
 |
 |
 |
L |
 |
Bridgestone |
36.023 |
06:15 |
0.08 |
35.995 |
0.08 |
36.267 |
-0.272 |
-0.75 |
|
-3.74 |
| |  |
 |
 |
 |
L |
 |
GS Yuasa |
15.115 |
06:15 |
|
15.115 |
|
21.655 |
-6.540 |
-30.20 |
|
-17.47 |
| |  |
 |
 |
 |
|
 |
Pirelli |
4.044 |
Mon |
-0.27 |
4.044 |
|
4.748 |
-0.704 |
-14.83 |
|
-21.23 |
| |  |
 |
 |
 |
|
 |
KATEK |
15.450 |
Mon |
-0.64 |
15.450 |
|
25.000 |
-9.550 |
-38.20 |
|
-35.36 |
| |  |
 |
 |
 |
L |
 |
Hankook Tire |
25.244 |
06:30 |
-0.87 |
25.465 |
-0.87 |
36.442 |
-10.977 |
-30.12 |
|
-12.71 |
| |  |
 |
 |
 |
L |
 |
Nokian Tyres |
11.355 |
Mon |
-6.39 |
11.355 |
|
34.270 |
-22.915 |
-66.87 |
|
-48.20 |
Auto Suppliers - 21 out of 21 instruments rated - 6/27/22 / 7/19/21 - 1 did rise, Market-Ratio(49) in EUR = 4.76 % |
Technical Chart
Transactions Automotive Suppliers in Euro * 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 |
 |
 |
 |
Faurecia |
100 |
289 |
|
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 |
|
1.633 |
6.219 |
|
4.586 |
281 |
133,510 |
84 |
|
short |
11/14/11 |
1/30/12 |
77 |
 |
 |
 |
Faurecia |
100 |
7,646 |
|
17.460 |
18.475 |
16.445 |
-1.015 |
-6 |
125,750 |
-25 |
|
long |
1/30/12 |
6/04/12 |
126 |
 |
 |
 |
Bertrandt |
100 |
2,287 |
|
54.980 |
52.020 |
|
-2.960 |
-5 |
118,980 |
-15 |
|
short |
6/04/12 |
7/16/12 |
42 |
 |
 |
 |
Faurecia |
100 |
9,412 |
|
12.640 |
12.290 |
13.000 |
0.360 |
3 |
122,369 |
28 |
|
long |
7/16/12 |
2/08/16 |
1302 |
 |
 |
 |
Continental |
100 |
2,055 |
|
59.533 |
149.667 |
|
90.134 |
151 |
307,593 |
29 |
|
short |
2/08/16 |
3/07/16 |
28 |
 |
 |
 |
Leoni |
100 |
10,601 |
|
29.015 |
30.500 |
27.530 |
-1.485 |
-5 |
291,851 |
-50 |
|
long |
3/07/16 |
10/08/18 |
945 |
 |
 |
 |
Grammer |
100 |
8,704 |
|
33.530 |
45.600 |
|
12.070 |
36 |
396,908 |
13 |
|
short |
10/08/18 |
9/23/19 |
350 |
 |
 |
 |
Valeo |
100 |
12,384 |
|
32.050 |
28.840 |
35.617 |
3.567 |
11 |
441,086 |
12 |
|
long |
9/23/19 |
10/07/19 |
14 |
 |
 |
 |
Hyundai Mobis |
100 |
2,302,238 |
|
0.192 |
0.186 |
|
-0.006 |
-3 |
427,574 |
-56 |
|
short |
10/07/19 |
10/21/19 |
14 |
 |
 |
 |
STS |
100 |
94,595 |
|
4.520 |
4.450 |
4.591 |
0.071 |
2 |
434,299 |
50 |
|
long |
10/21/19 |
2/24/20 |
126 |
 |
 |
 |
Valeo |
100 |
13,334 |
|
32.570 |
25.260 |
|
-7.310 |
-22 |
336,828 |
-52 |
|
short |
2/24/20 |
12/07/20 |
287 |
 |
 |
 |
STS |
100 |
71,361 |
|
4.720 |
4.790 |
4.650 |
-0.070 |
-1 |
331,833 |
-2 |
|
long |
12/07/20 |
3/07/22 |
455 |
 |
 |
 |
Plastic Omnium |
100 |
11,562 |
|
28.700 |
15.550 |
|
-13.150 |
-46 |
179,792 |
-39 |
|
short |
3/07/22 |
6/27/22 |
112 |
 |
 |
 |
Nokian Tyres |
100 |
12,819 |
|
14.025 |
11.355 |
17.323 |
3.298 |
24 |
222,067 |
99 |
|
accum | 3/03/08 |
6/27/22 | 5230 |
days out of 6021 invested (87%) |
2,121 |
222,067 |
24 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Faurecia | 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 | | | 240.32 |
Continental | long | 7/16/12 | 2/08/16 | 1302 | 59.53 | 149.67 | | 90.13 | 151.40 | | | 151.40 |
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 |
Nokian Tyres | short | 3/07/22 | 6/27/22 | 112 | 14.03 | 11.36 | 17.32 | 3.30 | 23.51 | | | 23.51 |
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 |
Hyundai Mobis | long | 9/23/19 | 10/07/19 | 14 | 0.19 | 0.19 | | -0.01 | -3.06 | | | -3.06 |
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
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 |
|