Share-o-matic - Portfolio

Wed, 5th Oct 2022, 13:13UTC

Assessment - Iron and Steel - 3/10/22 - RS = 21

								⇓instrument	freshest		⇓ Δday	3/10/22	⇓ Δwk	9/05/22	prc diff	⇓ Δ21	Curr	∅-RS
						S		SOM Iron and Steel	255.402	08:23	0.10	246.471	3.62	291.347	-44.876	-15.40	USD	-15.87
								Ternium Argentina	157.250	Tue	-3.23	162.500	-3.23	112.250	50.250	44.77	ARS	28.67
								Tenaris	14.445	Tue	1.87	14.180	1.87	13.980	0.200	1.43	EUR	19.98
								Vallourec	10.845	Tue	1.78	10.655	1.78	11.285	-0.630	-5.58	EUR	14.68
								Nippon Steel	2,114.000	06:15	0.59	2,026.000	4.34	1,970.500	55.500	2.82	JPY	0.19
						S		Kobe Steel	613.000	06:15	0.49	583.000	5.15	561.000	22.000	3.92	JPY	-4.25
								Citic Pacific	7.570	08:08	2.71	7.370	2.71	8.040	-0.670	-8.33	HKD	-10.00
						L		Tata Steel	101.150	Tue	2.85	98.350	2.85	125.225	-26.875	-21.46	INR	-12.98
						S		Pacific Metals	2,253.000	06:15	0.40	2,204.000	2.22	3,485.000	-1,281.000	-36.76	JPY	-13.64
						S		ArcelorMittal	22.195	Tue	3.74	21.395	3.74	25.955	-4.560	-17.57	EUR	-18.17
								Acerinox	8.634	Tue	3.03	8.380	3.03	9.904	-1.524	-15.39	EUR	-18.18
						S		Posco	223,000.000	06:30	0.22	211,000.000	5.69	281,000.000	-70,000.000	-24.91	KRW	-22.35
								Outokumpu	3.830	Tue	3.82	3.689	3.82	4.888	-1.199	-24.53	EUR	-22.96
						S		Hyundai Steel	29,300.000	06:30	-1.01	28,100.000	4.27	42,000.000	-13,900.000	-33.10	KRW	-27.17
								voestalpine	18.870	08:23	-1.67	18.060	4.49	23.340	-5.280	-22.62	EUR	-30.77
								Aperam	26.080	Tue	3.12	25.290	3.12	35.230	-9.940	-28.21	EUR	-32.27
								Salzgitter	21.560	Tue	6.21	20.300	6.21	35.280	-14.980	-42.46	EUR	-32.74
								thyssenkrupp	4.990	Tue	9.38	4.562	9.38	6.898	-2.336	-33.86	EUR	-39.17
Iron and Steel - 17 out of 17 instruments rated - 3/10/22 / 9/05/22 - 4 did rise, Market-Ratio(21) = 23.53 %

Technical Chart

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

1/01/18	scale up chart	3/10/22

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	290	EUR	434.800	126.400	1,495.657	1,060.857	244	433,795	306
long	11/07/16	18/06/18	707				Outokumpu	100	101,353	EUR	4.280	5.320		1.040	24	539,202	12
short	18/06/18	13/01/20	574				Outokumpu	100	101,353	EUR	5.320	2.819	10.040	4.720	89	1,017,578	50
long	13/01/20	9/03/20	56				Ternium Argentina	100	41,533	ARS	24.500	17.850		-6.650	-27	741,383	-87
short	9/03/20	10/08/20	154				Vallourec	100	17,074	EUR	43.420	29.730	63.414	19.994	46	1,082,759	145
long	10/08/20	4/10/21	420				Ternium Argentina	100	25,810	ARS	41.950	92.700		50.750	121	2,392,617	99
short	4/10/21	4/10/22	365				Vallourec	100	312,964	EUR	7.645	10.845	4.445	-3.200	-42	1,391,132	-42
accum	30/01/06	4/10/22	6092	days out of 6120 invested (100%)										13,811		1,391,132	34

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	434.80	126.40	1,495.66	1,060.86	243.99
	short	9/03/20	10/08/20	154	43.42	29.73	63.41	19.99	46.05
	short	4/10/21	4/10/22	365	7.65	10.85	4.45	-3.20	-41.86			192.10
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
	long	10/08/20	4/10/21	420	41.95	92.70		50.75	120.98			180.98
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
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

28/07/22	Tata Steel			stock split 1:10 (ten for one)
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