| | |
| | |
Assessment - Iron and Steel in Pound sterling - 29/06/20 - RS = 21
⇐
| |
|
⇓instrument |
freshest |
Δday |
29/06/20 |
⇓ Δwk |
3/02/20 |
prc diff |
⇓ Δ21 |
|
⇓∅-RS |
| |  |
 |
 |
|
L |
 |
SOM Iron and Steel |
133.232 |
16:24 |
2.23 |
131.772 |
1.11 |
153.898 |
-22.126 |
-14.38 |
|
-11.17 |
| | |
|
|
|
L |
|
Citic Pacific |
0.811 |
08:08 |
6.04 |
0.765 |
6.04 |
0.862 |
-0.097 |
-11.28 |
|
-17.72 |
| | |
|
|
|
L |
|
thyssenkrupp |
5.909 |
15:35 |
5.86 |
5.631 |
4.94 |
9.018 |
-3.386 |
-37.55 |
|
-25.19 |
| | |
|
|
|
L |
|
ArcelorMittal |
8.973 |
15:35 |
5.30 |
8.543 |
5.03 |
11.420 |
-2.877 |
-25.20 |
|
-18.90 |
| | |
|
|
|
L |
|
Outokumpu |
2.404 |
15:29 |
4.99 |
2.338 |
2.81 |
2.683 |
-0.344 |
-12.83 |
|
-1.27 |
| | |
|
|
|
L |
|
SSAB |
2.295 |
15:29 |
4.08 |
2.214 |
3.67 |
2.423 |
-0.210 |
-8.65 |
|
-0.42 |
| | |
|
|
|
L |
|
Tata Steel |
3.607 |
09:59 |
3.46 |
3.456 |
4.38 |
4.702 |
-1.247 |
-26.51 |
|
-11.96 |
| | |
|
|
|
L |
|
Evraz |
288.000 |
16:06 |
3.30 |
288.700 |
-0.24 |
356.300 |
-67.600 |
-18.97 |
|
-18.86 |
| | |
|
|
|
L |
|
Tenaris |
5.352 |
15:37 |
3.10 |
5.310 |
0.79 |
7.847 |
-2.538 |
-32.34 |
|
-26.13 |
| | |
|
|
|
L |
|
Acerinox |
6.661 |
15:35 |
3.03 |
6.701 |
-0.60 |
7.543 |
-0.842 |
-11.16 |
|
-3.67 |
| | |
|
|
|
L |
|
Aperam |
23.065 |
15:35 |
2.85 |
22.653 |
1.82 |
22.172 |
0.481 |
2.17 |
|
7.71 |
| | |
|
|
|
L |
|
Salzgitter |
11.487 |
15:35 |
2.57 |
11.308 |
1.58 |
12.975 |
-1.667 |
-12.85 |
|
-14.40 |
| | |
|
|
|
L |
|
voestalpine |
17.516 |
15:35 |
1.94 |
17.548 |
-0.18 |
18.657 |
-1.109 |
-5.94 |
|
-5.87 |
| | |
|
|
|
|
|
Baoshan Iron&Steel |
0.542 |
07:00 |
1.51 |
0.525 |
3.29 |
0.536 |
-0.011 |
-2.14 |
|
-14.49 |
| | |
|
|
|
L |
|
Posco |
122.923 |
06:30 |
1.40 |
119.188 |
3.13 |
138.740 |
-19.552 |
-14.09 |
|
-12.45 |
| | |
|
|
|
L |
|
Hyundai Steel |
14.058 |
06:30 |
1.22 |
13.617 |
3.24 |
17.755 |
-4.138 |
-23.31 |
|
-24.98 |
| | |
|
|
|
L |
|
Ternium Argentina |
0.381 |
16:24 |
1.08 |
0.406 |
-6.27 |
0.301 |
0.105 |
35.07 |
|
49.08 |
| | |
|
|
|
L |
|
Kobe Steel |
2.765 |
06:15 |
0.27 |
2.742 |
0.83 |
3.477 |
-0.734 |
-21.12 |
|
-23.03 |
| | |
|
|
|
|
|
Pacific Metals |
11.068 |
06:15 |
-0.75 |
11.521 |
-3.93 |
15.082 |
-3.561 |
-23.61 |
|
-23.12 |
| | |
|
|
|
L |
|
Severstal |
9.699 |
06:05 |
-0.84 |
9.763 |
-0.66 |
11.039 |
-1.276 |
-11.56 |
|
-9.40 |
| | |
|
|
|
L |
|
Nippon Steel |
7.531 |
06:15 |
-0.90 |
7.372 |
2.16 |
10.713 |
-3.341 |
-31.19 |
|
-23.38 |
| | |
|
|
|
L |
|
Vallourec |
32.970 |
15:35 |
-2.72 |
36.005 |
-8.43 |
78.508 |
-42.503 |
-54.14 |
|
-39.55 |
| Iron and Steel - 21 out of 21 instruments rated - 29/06/20 / 3/02/20 - 2 did rise, Market-Ratio(21) in GBP = 9.52 % |
Technical Chart
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 |
2/07/20 |
115 |
|
|
|
Vallourec |
100 |
8,699 |
|
37.935 |
32.970 |
43.648 |
5.713 |
15 |
379,720 |
56 |
|
| accum | 30/01/06 |
2/07/20 | 5267 |
days out of 5295 invested (99%) |
3,697 |
379,720 |
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 | 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 | 2/07/20 | 115 | 37.94 | 32.97 | 43.65 | 5.71 | 15.06 | | | 242.26 |
| 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 |
| 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 | | | -19.41 |
| Tenaris | long | 20/02/12 | 21/05/12 | 91 | 12.98 | 10.46 | | -2.52 | -19.42 | | | -19.42 |
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 |
|
