| | Fri, Jan 17th, 2025, 16:00UTC |
| | |
Assessment - Iron and Steel in Japanese yen - 7/01/24 - RS = 21
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
Δwk |
2/05/24 |
prc diff |
⇓ Δ21 |
|
⇓∅-RS |
| |  |
 |
 |
|
S |
 |
SOM Iron and Steel |
53,833.054 |
8/12/24 |
-0.18 |
58,205.905 |
-7.51 |
56,717.523 |
1,488.382 |
2.62 |
|
6.02 |
| | |
|
|
|
|
|
Pacific Metals |
1,341.000 |
8/09/24 |
5.59 |
1,273.000 |
5.34 |
1,520.000 |
-247.000 |
-16.25 |
|
-7.99 |
| | |
|
|
|
S |
|
Aperam |
4,343.098 |
8/12/24 |
-0.63 |
4,266.843 |
1.79 |
4,598.663 |
-331.820 |
-7.22 |
|
-5.64 |
| | |
|
|
|
S |
|
Bluescope Steel |
2,209.251 |
8/12/24 |
-0.44 |
2,174.866 |
1.58 |
2,233.835 |
-58.969 |
-2.64 |
|
5.16 |
| | |
|
|
|
|
|
Citic Pacific |
146.896 |
8/12/24 |
|
146.896 |
|
139.426 |
7.470 |
5.36 |
|
1.03 |
| | |
|
|
|
S |
|
Vulcan Steel |
688.435 |
8/12/24 |
0.14 |
696.280 |
-1.13 |
701.808 |
-5.528 |
-0.79 |
|
-5.50 |
| | |
|
|
|
L |
|
JSW Steel |
1,776.938 |
8/12/24 |
1.35 |
1,828.367 |
-2.81 |
1,457.461 |
370.906 |
25.45 |
|
24.85 |
| | |
|
|
|
|
|
Outokumpu |
561.865 |
8/12/24 |
0.31 |
586.821 |
-4.25 |
630.441 |
-43.620 |
-6.92 |
|
-10.67 |
| | |
|
|
|
|
|
ArcelorMittal |
3,486.957 |
8/12/24 |
0.30 |
3,691.460 |
-5.54 |
3,985.136 |
-293.675 |
-7.37 |
|
-4.30 |
| | |
|
|
|
S |
|
Acerinox |
1,586.635 |
8/12/24 |
0.05 |
1,691.486 |
-6.20 |
1,602.033 |
89.453 |
5.58 |
|
7.20 |
| | |
|
|
|
|
|
Nippon Steel |
3,169.000 |
8/09/24 |
1.83 |
3,456.000 |
-8.30 |
3,558.000 |
-102.000 |
-2.87 |
|
-2.36 |
| | |
|
|
|
|
|
Vallourec |
2,317.128 |
8/12/24 |
-0.59 |
2,547.628 |
-9.05 |
2,150.936 |
396.691 |
18.44 |
|
19.14 |
| | |
|
|
|
S |
|
Tenaris |
2,223.542 |
8/12/24 |
0.71 |
2,468.772 |
-9.93 |
2,318.479 |
150.293 |
6.48 |
|
-0.91 |
| | |
|
|
|
S |
|
Posco Holdings |
38,264.928 |
8/12/24 |
0.61 |
43,289.025 |
-11.61 |
49,770.013 |
-6,480.988 |
-13.02 |
|
-15.39 |
| | |
|
|
|
L |
|
Tata Steel |
294.545 |
8/12/24 |
0.16 |
337.180 |
-12.64 |
253.242 |
83.938 |
33.15 |
|
39.08 |
| | |
|
|
|
|
|
voestalpine |
3,826.641 |
8/12/24 |
-0.18 |
4,381.226 |
-12.66 |
4,308.255 |
72.971 |
1.69 |
|
2.40 |
| | |
|
|
|
|
|
Ternium Argentina |
156.756 |
8/12/24 |
-2.32 |
179.757 |
-12.80 |
189.438 |
-9.682 |
-5.11 |
|
-10.31 |
| | |
|
|
|
S |
|
Salzgitter |
2,639.481 |
8/12/24 |
-1.23 |
3,147.273 |
-16.13 |
4,011.464 |
-864.191 |
-21.54 |
|
-23.47 |
| | |
|
|
|
|
|
thyssenkrupp |
575.383 |
8/12/24 |
-1.63 |
709.350 |
-18.89 |
869.310 |
-159.960 |
-18.40 |
|
-24.25 |
| | |
|
|
|
|
|
Kobe Steel |
1,629.500 |
8/09/24 |
1.62 |
2,018.000 |
-19.25 |
2,043.000 |
-25.000 |
-1.22 |
|
7.84 |
| Iron and Steel - 19 out of 19 instruments rated - 7/01/24 / 2/05/24 - 7 did rise, Market-Ratio(21) in JPY = 36.84 % |
Technical Chart
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 |
7/01/24 |
567 |
|
|
|
Ternium Argentina |
100 |
3,611 |
|
149.054 |
179.757 |
|
30.703 |
21 |
649,121 |
13 |
|
| short |
7/01/24 |
8/12/24 |
42 |
|
|
|
thyssenkrupp |
100 |
915 |
|
709.350 |
575.383 |
874.509 |
165.159 |
23 |
800,242 |
517 |
|
| accum | 1/30/06 |
8/12/24 | 6927 |
days out of 6955 invested (100%) |
7,902 |
800,242 |
26 |
|
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 | 7/01/24 | 567 | 149.05 | 179.76 | | 30.70 | 20.60 | | | 80.91 |
| 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 |
| thyssenkrupp | short | 7/01/24 | 8/12/24 | 42 | 709.35 | 575.38 | 874.51 | 165.16 | 23.28 | | | 23.28 |
| 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 |
|
|
