Share-o-matic - Assessment Iron and Steel - best alternating

Assessment - Iron and Steel in Pound sterling - 22/02/21 - RS = 21

								⇓instrument	freshest		⇓ Δday	22/02/21	⇓ Δwk	28/09/20	prc diff	Δ21		⇓∅-RS
						L		SOM Iron and Steel	190.852	Fri	-2.50	187.163	1.97	126.056	61.107	48.48		37.16
						L		thyssenkrupp	9.636	Fri	-1.89	9.791	-1.59	4.013	5.778	143.96		82.34
						L		Outokumpu	3.493	Fri	-3.14	3.642	-4.08	2.001	1.640	81.97		57.41
						L		Tata Steel	7.007	Fri	-3.74	6.707	4.47	3.804	2.903	76.30		67.20
						L		Vallourec	35.005	Fri	0.81	28.030	24.88	15.535	12.495	80.43		15.50
						L		Tenaris	7.468	Fri	-1.12	6.485	15.16	3.870	2.615	67.57		27.71
						L		ArcelorMittal	16.685	Fri	-4.28	17.008	-1.90	10.392	6.616	63.67		68.72
						L		Salzgitter	21.370	Fri	-3.77	20.947	2.02	12.877	8.071	62.68		68.68
						L		Evraz	571.000	Fri	-4.58	567.000	0.71	337.500	229.500	68.00		73.91
								Hyundai Steel	25.553	Fri	-2.92	25.553		15.894	9.658	60.77		51.52
						L		Kobe Steel	4.434	Fri	-2.24	4.299	3.14	3.037	1.262	41.58		40.54
						L		Pacific Metals	15.980	Fri	-6.30	16.899	-5.44	11.977	4.922	41.10		31.12
						L		Nippon Steel	10.596	Fri	-2.40	10.487	1.03	7.499	2.988	39.85		33.13
								Aperam	29.974	Fri	-1.98	30.147	-0.57	21.736	8.411	38.69		30.54
						L		voestalpine	28.039	Fri	-1.37	27.624	1.50	20.122	7.502	37.28		42.13
								Posco	180.052	Fri	-0.53	171.417	5.04	129.286	42.131	32.59		28.30
						L		Acerinox	8.329	Fri	-3.68	8.434	-1.25	6.433	2.001	31.11		25.80
								Ternium Argentina	0.412	Fri	0.58	0.424	-2.81	0.408	0.016	3.87		13.35
						L		SSAB	3.135	Fri	-1.93	3.186	-1.59	2.548	0.638	25.03		39.22
						L		Citic Pacific	0.602	Fri	-3.10	0.605	-0.61	0.571	0.034	5.99		-10.24
Iron and Steel - 19 out of 19 instruments rated - 22/02/21 / 28/09/20 - 19 did rise, Market-Ratio(21) in GBP = 100.00 %

Technical Chart

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

2/01/17	scale up chart	22/02/21

Transactions Iron and Steel in Pound sterling * 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
2/01/06		30/01/06	28				- cash -
long	30/01/06	28/01/08	728				Salzgitter	100	251		39.704	69.921		30.217	76	17,585	33
short	28/01/08	20/04/09	448				Pacific Metals	100	43,890		0.401	0.440	0.361	-0.040	-10	15,844	-8
long	20/04/09	16/08/10	483				Pacific Metals	100	35,989		0.440	0.435		-0.005	-1	15,668	-1
short	16/08/10	18/10/10	63				Salzgitter	100	378		41.432	47.203	35.660	-5.772	-14	13,486	-58
long	18/10/10	6/06/11	231				Severstal	100	1,441		9.355	11.574		2.219	24	16,684	40
short	6/06/11	20/02/12	259				Outokumpu	100	815		20.466	10.812	38.742	18.275	89	31,578	146
long	20/02/12	21/05/12	91				Tenaris	100	2,432		12.979	10.458		-2.521	-19	25,448	-58
short	21/05/12	18/11/13	546				Outokumpu	100	4,140		6.146	2.826	13.367	7.221	117	55,342	68
long	18/11/13	24/08/15	644				Ternium Argentina	100	170,360		0.325	0.375		0.050	15	63,834	8
short	24/08/15	11/07/16	322				Vallourec	100	199		319.969	107.566	951.788	631.818	197	189,566	244
long	11/07/16	18/06/18	707				Outokumpu	100	52,045		3.642	4.665		1.023	28	242,784	14
short	18/06/18	13/01/20	574				Outokumpu	100	52,045		4.665	2.398	9.076	4.411	95	472,343	53
long	13/01/20	9/03/20	56				Ternium Argentina	100	1,517,432		0.311	0.217		-0.094	-30	330,022	-90
short	9/03/20	10/08/20	154				Vallourec	100	8,699		37.935	26.702	53.894	15.959	42	468,848	130
long	10/08/20	26/02/21	200				Ternium Argentina	100	1,066,588		0.440	0.412		-0.028	-6	439,449	-11
accum	30/01/06	26/02/21	5509	days out of 5537 invested (99%)										4,294		439,449	28

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	20.47	10.81	38.74	18.28	89.30
	short	21/05/12	18/11/13	546	6.15	2.83	13.37	7.22	117.49
	long	11/07/16	18/06/18	707	3.64	4.66		1.02	28.07
	short	18/06/18	13/01/20	574	4.66	2.40	9.08	4.41	94.55			925.86
Vallourec	short	24/08/15	11/07/16	322	319.97	107.57	951.79	631.82	197.46
	short	9/03/20	10/08/20	154	37.94	26.70	53.89	15.96	42.07			322.60
Salzgitter	long	30/01/06	28/01/08	728	39.70	69.92		30.22	76.11
	short	16/08/10	18/10/10	63	41.43	47.20	35.66	-5.77	-13.93			51.57
Severstal	long	18/10/10	6/06/11	231	9.36	11.57		2.22	23.72			23.72
Pacific Metals	short	28/01/08	20/04/09	448	0.40	0.44	0.36	-0.04	-9.90
	long	20/04/09	16/08/10	483	0.44	0.44		-0.00	-1.12			-10.90
Tenaris	long	20/02/12	21/05/12	91	12.98	10.46		-2.52	-19.42			-19.42
Ternium Argentina	long	18/11/13	24/08/15	644	0.32	0.37		0.05	15.34
	long	13/01/20	9/03/20	56	0.31	0.22		-0.09	-30.13
	long	10/08/20	26/02/21	200	0.44	0.41		-0.03	-6.27			-24.46

Annotations

25/05/20	Vallourec			reverse split 40:1 (one for fourty)
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