Share-o-matic - Portfolio

Sat, Sep 30th, 2023, 7:25UTC

Assessment - Iron and Steel in Japanese yen - 9/25/23 - RS = 21

		⇓instrument	freshest		Δday	9/25/23	⇓ Δwk	5/01/23	prc diff	⇓ Δ21	⇓∅-RS
		SOM Iron and Steel	53,198.367	Fri	-0.04	52,792.363	0.77	47,073.583	5,718.780	12.15	18.40
	S	Citic Pacific	137.106	Fri	2.86	135.582	1.12	172.227	-36.645	-21.28	-9.95
	S	SSAB	820.776	Fri	2.52	777.436	5.57	918.549	-141.113	-15.36	-5.61
	L	Tata Steel	230.734	Fri	1.66	228.049	1.18	181.403	46.646	25.71	21.94
		thyssenkrupp	1,138.810	Fri	1.63	1,060.011	7.43	980.992	79.019	8.06	12.76
		JSW Steel	1,395.504	Fri	1.50	1,396.041	-0.04	1,218.821	177.219	14.54	14.15
		Vulcan Steel	718.852	Fri	1.25	754.351	-4.71	722.465	31.886	4.41	3.53
	S	Acerinox	1,444.237	Fri	0.70	1,407.359	2.62	1,477.521	-70.162	-4.75	0.78
	S	Aperam	4,349.732	Fri	0.66	4,118.062	5.63	5,060.313	-942.251	-18.62	-7.94
		Posco	59,473.420	Fri	0.38	59,918.081	-0.74	38,597.972	21,320.109	55.24	66.20
	S	Salzgitter	3,955.735	Fri	0.08	3,870.631	2.20	5,405.711	-1,535.080	-28.40	-13.51
	L	Hyundai Steel	4,229.839	Fri		4,307.654	-1.81	3,731.820	575.834	15.43	21.08
	S	Outokumpu	625.510	Fri	-0.05	610.696	2.43	745.548	-134.852	-18.09	-12.95
	S	ArcelorMittal	3,742.188	Fri	-0.44	3,627.141	3.17	3,876.305	-249.164	-6.43	-2.55
	S	voestalpine	4,072.358	Fri	-0.46	4,021.926	1.25	4,733.014	-711.088	-15.02	-1.51
		Pacific Metals	1,402.000	Fri	-1.27	1,464.000	-4.23	1,837.000	-373.000	-20.30	-18.73
		Vallourec	1,821.844	Fri	-1.28	1,793.477	1.58	1,558.818	234.659	15.05	6.04
	L	Ternium Argentina	261.110	Fri	-1.37	250.478	4.24	223.386	27.092	12.13	34.37
		Tenaris	2,361.621	Fri	-1.80	2,318.281	1.87	1,968.318	349.963	17.78	8.27
	L	Nippon Steel	3,505.000	Fri	-3.71	3,717.000	-5.70	2,901.500	815.500	28.11	37.63
	L	Kobe Steel	1,949.000	Fri	-3.73	2,108.500	-7.56	1,018.000	1,090.500	107.12	136.30
Iron and Steel - 20 out of 20 instruments rated - 9/25/23 / 5/01/23 - 11 did rise, Market-Ratio(21) in JPY = 55.00 %

Technical Chart

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

1/07/19	scale up chart	9/25/23

Transactions Iron and Steel in Japanese yen * A21 - 85/20 (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	1/28/08	728		Salzgitter	100	1	8,232.136	14,799.371		6,567.235	80	16,567	34
short	1/28/08	4/20/09	448		Pacific Metals	100	195	84.800	64.600	111.316	26.516	31	21,738	25
long	4/20/09	8/16/10	483		Pacific Metals	100	336	64.600	58.500		-6.100	-9	19,688	-7
short	8/16/10	10/18/10	63		Salzgitter	100	3	5,567.448	6,146.222	4,988.674	-578.774	-10	17,952	-47
long	10/18/10	6/06/11	231		Severstal	100	14	1,218.088	1,525.935		307.847	25	22,262	43
short	6/06/11	2/20/12	259		Outokumpu	100	8	2,698.286	1,361.632	5,347.075	2,648.790	98	43,452	162
long	2/20/12	5/21/12	91		Tenaris	100	26	1,634.585	1,307.303		-327.283	-20	34,943	-59
short	5/21/12	11/18/13	546		Outokumpu	100	45	768.230	455.034	1,296.994	528.764	69	58,737	42
long	11/18/13	8/24/15	644		Ternium Argentina	100	1,122	52.312	70.009		17.697	34	78,594	18
short	8/24/15	7/11/16	322		Vallourec	100	1	59,783.696	14,364.602	248,812.349	189,028.653	316	267,622	403
long	7/11/16	6/18/18	707		Outokumpu	100	550	486.396	682.923		196.527	40	375,712	19
short	6/18/18	1/13/20	574		Outokumpu	100	550	682.923	341.869	1,364.220	681.297	100	750,425	55
long	1/13/20	3/09/20	56		Ternium Argentina	100	16,908	44.383	29.145		-15.237	-34	492,794	-94
short	3/09/20	8/10/20	154		Vallourec	100	96	5,083.657	3,698.680	6,987.242	1,903.585	37	675,538	113
long	8/10/20	10/04/21	420		Ternium Argentina	100	11,094	60.889	103.931		43.042	71	1,153,048	59
short	10/04/21	12/12/22	434		Vallourec	100	1,170	984.783	1,510.249	459.317	-525.466	-53	538,253	-47
long	12/12/22	9/29/23	291		Ternium Argentina	100	3,611	149.054	261.110		112.056	75	942,889	102
accum	1/30/06	9/29/23	6452	days out of 6480 invested (100%)							9,329		942,889	29

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	2/20/12	259	2,698.29	1,361.63	5,347.08	2,648.79	98.17
	short	5/21/12	11/18/13	546	768.23	455.03	1,296.99	528.76	68.83
	long	7/11/16	6/18/18	707	486.40	682.92		196.53	40.40
	short	6/18/18	1/13/20	574	682.92	341.87	1,364.22	681.30	99.76	838.36
Vallourec	short	8/24/15	7/11/16	322	59,783.70	14,364.60	248,812.35	189,028.65	316.19
	short	3/09/20	8/10/20	154	5,083.66	3,698.68	6,987.24	1,903.58	37.45
	short	10/04/21	12/12/22	434	984.78	1,510.25	459.32	-525.47	-53.36	166.80
Ternium Argentina	long	11/18/13	8/24/15	644	52.31	70.01		17.70	33.83
	long	1/13/20	3/09/20	56	44.38	29.15		-15.24	-34.33
	long	8/10/20	10/04/21	420	60.89	103.93		43.04	70.69
	long	12/12/22	9/29/23	291	149.05	261.11		112.06	75.18	162.78
Salzgitter	long	1/30/06	1/28/08	728	8,232.14	14,799.37		6,567.23	79.78
	short	8/16/10	10/18/10	63	5,567.45	6,146.22	4,988.67	-578.77	-10.40	61.09
Severstal	long	10/18/10	6/06/11	231	1,218.09	1,525.94		307.85	25.27	25.27
Pacific Metals	short	1/28/08	4/20/09	448	84.80	64.60	111.32	26.52	31.27
	long	4/20/09	8/16/10	483	64.60	58.50		-6.10	-9.44	18.87
Tenaris	long	2/20/12	5/21/12	91	1,634.59	1,307.30		-327.28	-20.02	-20.02

Annotations

7/28/22	Tata Steel	stock split 1:10 (ten for one)
5/25/20	Vallourec	reverse split 40:1 (one for fourty)
5/18/17	ArcelorMittal	reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
3/15/15	Iron and Steel	first complete analysis


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