Share-o-matic

Tue, 7th Apr 2020, 20:36UTC

Assessment - Iron and Steel - 6/04/20 - RS = 21

		⇓instrument	freshest		Δday	6/04/20	⇓ Δwk	11/11/19	prc diff	⇓ Δ21	Curr	⇓∅-RS
	S	SOM Iron and Steel	149.861	16:25	4.18	143.844	4.18	215.814	-71.970	-33.35	USD	-29.55
	S	thyssenkrupp	5.444	15:35	10.88	4.910	10.88	13.335	-8.425	-63.18	EUR	-53.15
	S	ArcelorMittal	9.511	15:35	10.21	8.630	10.21	15.528	-6.898	-44.42	EUR	-37.49
	S	Tata Steel	276.200	09:59	8.85	253.750	8.85	401.450	-147.700	-36.79	INR	-38.33
	S	Salzgitter	11.825	15:35	8.49	10.900	8.49	18.290	-7.390	-40.40	EUR	-39.09
	S	Evraz	248.300	15:35	6.84	232.400	6.84	351.000	-118.600	-33.79	GBP	-46.26
	S	Severstal	10.920	11:40	6.12	10.290	6.12	12.760	-2.470	-19.36	EUR	-21.07
	S	Acerinox	6.732	15:35	5.19	6.400	5.19	9.738	-3.338	-34.28	EUR	-23.91
	S	Aperam	21.180	15:35	4.90	20.190	4.90	28.120	-7.930	-28.20	EUR	-16.57
	S	Tenaris	6.192	15:35	4.59	5.920	4.59	10.020	-4.100	-40.92	EUR	-38.60
	S	SSAB	22.460	15:29	3.31	21.740	3.31	29.740	-8.000	-26.90	SEK	-25.95
	S	Outokumpu	2.272	15:29	2.99	2.206	2.99	2.864	-0.658	-22.97	EUR	-21.71
	S	Vallourec	1.182	15:35	2.78	1.150	2.78	2.580	-1.430	-55.43	EUR	-46.48
	S	Citic Pacific	7.920	08:08	2.59	7.720	2.59	10.340	-2.620	-25.34	HKD	-22.74
	S	Hyundai Steel	18,150.000	06:30	1.97	17,800.000	1.97	32,500.000	-14,700.000	-45.23	KRW	-45.79
		Ternium Argentina	20.700	19:59	1.97	20.300	1.97	23.550	-3.250	-13.80	ARS	23.31
		Baoshan Iron&Steel	4.870	07:00	1.67	4.790	1.67	5.480	-0.690	-12.59	CNY	-19.10
	S	Pacific Metals	1,673.000	06:15	1.52	1,648.000	1.52	2,532.000	-884.000	-34.91	JPY	-25.25
	S	voestalpine	19.740	15:35	1.08	19.530	1.08	24.900	-5.370	-21.57	EUR	-14.73
	S	Kobe Steel	330.000	06:15	0.92	327.000	0.92	592.000	-265.000	-44.76	JPY	-42.67
	S	Posco	161,500.000	06:30	0.31	161,000.000	0.31	223,500.000	-62,500.000	-27.96	KRW	-27.47
	S	Nippon Steel	901.000	06:15	0.18	899.400	0.18	1,622.500	-723.100	-44.57	JPY	-42.25
Iron and Steel - 21 out of 21 instruments rated - 6/04/20 / 11/11/19 - 0 did rise, Market-Ratio(21) = 0.00 %

Technical Chart

	Iron and Steel RS = 21 - B/S = 85/20

4/01/16	scale up chart	6/04/20

Transactions Iron and Steel * A21 - 85/20 (1)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		30/01/06	28		- cash -
long	30/01/06	28/01/08	728		Salzgitter	100	172	EUR	58.030	94.450		36.420	63	16,264	28
short	28/01/08	20/04/09	448		Pacific Metals	100	191	JPY	84.800	64.600	111.316	26.516	31	21,329	25
long	20/04/09	16/08/10	483		Pacific Metals	100	330	JPY	64.600	58.500		-6.100	-9	19,316	-7
short	16/08/10	18/10/10	63		Salzgitter	100	381	EUR	50.650	53.990	47.310	-3.340	-7	18,043	-33
long	18/10/10	6/06/11	231		Severstal	100	1,686	EUR	10.700	12.990		2.290	21	21,904	36
short	6/06/11	20/02/12	259		Outokumpu	100	953	EUR	22.970	13.020	40.524	17.554	76	38,633	123
long	20/02/12	21/05/12	91		Tenaris	100	2,471	EUR	15.630	12.950		-2.680	-17	32,011	-53
short	21/05/12	18/11/13	546		Outokumpu	100	4,206	EUR	7.610	3.370	17.185	9.575	126	72,282	72
long	18/11/13	24/08/15	644		Ternium Argentina	100	23,019	ARS	3.140	5.480		2.340	75	126,146	37
short	24/08/15	11/07/16	322		Vallourec	100	11,604	EUR	10.870	3.160	37.391	26.521	244	433,900	306
long	11/07/16	18/06/18	707		Outokumpu	100	101,378	EUR	4.280	5.320		1.040	24	539,334	12
short	18/06/18	13/01/20	574		Outokumpu	100	101,378	EUR	5.320	2.819	10.040	4.720	89	1,017,828	50
long	13/01/20	9/03/20	56		Ternium Argentina	100	41,543	ARS	24.500	17.850		-6.650	-27	741,567	-87
short	9/03/20	7/04/20	29		Vallourec	100	683,156	EUR	1.086	1.182	0.989	-0.096	-9	675,642	-69
accum	30/01/06	7/04/20	5181	days out of 5209 invested (99%)								6,656		675,642	35

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Outokumpu	short	6/06/11	20/02/12	259	22.97	13.02	40.52	17.55	76.42
	short	21/05/12	18/11/13	546	7.61	3.37	17.18	9.57	125.82
	long	11/07/16	18/06/18	707	4.28	5.32		1.04	24.30
	short	18/06/18	13/01/20	574	5.32	2.82	10.04	4.72	88.72	834.52
Vallourec	short	24/08/15	11/07/16	322	10.87	3.16	37.39	26.52	243.99
	short	9/03/20	7/04/20	29	1.09	1.18	0.99	-0.10	-8.89	213.41
Salzgitter	long	30/01/06	28/01/08	728	58.03	94.45		36.42	62.76
	short	16/08/10	18/10/10	63	50.65	53.99	47.31	-3.34	-6.59	52.03
Ternium Argentina	long	18/11/13	24/08/15	644	3.14	5.48		2.34	74.52
	long	13/01/20	9/03/20	56	24.50	17.85		-6.65	-27.14	27.15
Severstal	long	18/10/10	6/06/11	231	10.70	12.99		2.29	21.40	21.40
Pacific Metals	short	28/01/08	20/04/09	448	84.80	64.60	111.32	26.52	31.27
	long	20/04/09	16/08/10	483	64.60	58.50		-6.10	-9.44	18.87
Tenaris	long	20/02/12	21/05/12	91	15.63	12.95		-2.68	-17.15	-17.15

Annotations

18/05/17	ArcelorMittal			reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
15/03/15	Iron and Steel			first complete analysis


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