Share-o-matic - Open Transactions

Wed, 18th Sep 2024, 6:04UTC

Assessment - Iron and Steel in Japanese yen - 1/07/24 - RS = 21

		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	5/02/24	prc diff	Δ21	⇓∅-RS
	S	SOM Iron and Steel	53,833.054	12/08	-0.18	58,205.905	-7.51	56,717.523	1,488.382	2.62	6.02
	L	Tata Steel	294.545	12/08	0.16	337.180	-12.64	253.242	83.938	33.15	39.08
	L	JSW Steel	1,776.938	12/08	1.35	1,828.367	-2.81	1,457.461	370.906	25.45	24.85
		Vallourec	2,317.128	12/08	-0.59	2,547.628	-9.05	2,150.936	396.691	18.44	19.14
		Kobe Steel	1,629.500	9/08	1.62	2,018.000	-19.25	2,043.000	-25.000	-1.22	7.84
	S	Tenaris	2,223.542	12/08	0.71	2,468.772	-9.93	2,318.479	150.293	6.48	-0.91
	S	Acerinox	1,586.635	12/08	0.05	1,691.486	-6.20	1,602.033	89.453	5.58	7.20
		Nippon Steel	3,169.000	9/08	1.83	3,456.000	-8.30	3,558.000	-102.000	-2.87	-2.36
		Citic Pacific	146.896	12/08		146.896		139.426	7.470	5.36	1.03
		Ternium Argentina	156.756	12/08	-2.32	179.757	-12.80	189.438	-9.682	-5.11	-10.31
		voestalpine	3,826.641	12/08	-0.18	4,381.226	-12.66	4,308.255	72.971	1.69	2.40
	S	Vulcan Steel	688.435	12/08	0.14	696.280	-1.13	701.808	-5.528	-0.79	-5.50
	S	Bluescope Steel	2,209.251	12/08	-0.44	2,174.866	1.58	2,233.835	-58.969	-2.64	5.16
		Outokumpu	561.865	12/08	0.31	586.821	-4.25	630.441	-43.620	-6.92	-10.67
	S	Aperam	4,343.098	12/08	-0.63	4,266.843	1.79	4,598.663	-331.820	-7.22	-5.64
		ArcelorMittal	3,486.957	12/08	0.30	3,691.460	-5.54	3,985.136	-293.675	-7.37	-4.30
		Pacific Metals	1,341.000	9/08	5.59	1,273.000	5.34	1,520.000	-247.000	-16.25	-7.99
	S	Posco Holdings	38,264.928	12/08	0.61	43,289.025	-11.61	49,770.013	-6,480.988	-13.02	-15.39
		thyssenkrupp	575.383	12/08	-1.63	709.350	-18.89	869.310	-159.960	-18.40	-24.25
	S	Salzgitter	2,639.481	12/08	-1.23	3,147.273	-16.13	4,011.464	-864.191	-21.54	-23.47
Iron and Steel - 19 out of 19 instruments rated - 1/07/24 / 5/02/24 - 7 did rise, Market-Ratio(21) in JPY = 36.84 %

Technical Chart

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

6/01/20	scale up chart	1/07/24

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
2/01/06		30/01/06	28		- cash -
long	30/01/06	28/01/08	728		Salzgitter	100	1	8,232.136	14,799.371		6,567.235	80	16,567	34
short	28/01/08	20/04/09	448		Pacific Metals	100	195	84.800	64.600	111.316	26.516	31	21,738	25
long	20/04/09	16/08/10	483		Pacific Metals	100	336	64.600	58.500		-6.100	-9	19,688	-7
short	16/08/10	18/10/10	63		Salzgitter	100	3	5,567.448	6,146.222	4,988.674	-578.774	-10	17,952	-47
long	18/10/10	6/06/11	231		Severstal	100	14	1,218.088	1,525.935		307.847	25	22,262	43
short	6/06/11	20/02/12	259		Outokumpu	100	8	2,698.286	1,361.632	5,347.075	2,648.790	98	43,452	162
long	20/02/12	21/05/12	91		Tenaris	100	26	1,634.585	1,307.303		-327.283	-20	34,943	-59
short	21/05/12	18/11/13	546		Outokumpu	100	45	768.230	455.034	1,296.994	528.764	69	58,737	42
long	18/11/13	24/08/15	644		Ternium Argentina	100	1,122	52.312	70.009		17.697	34	78,594	18
short	24/08/15	11/07/16	322		Vallourec	100	1	59,783.696	14,364.602	248,812.349	189,028.653	316	267,622	403
long	11/07/16	18/06/18	707		Outokumpu	100	550	486.396	682.923		196.527	40	375,712	19
short	18/06/18	13/01/20	574		Outokumpu	100	550	682.923	341.869	1,364.220	681.297	100	750,425	55
long	13/01/20	9/03/20	56		Ternium Argentina	100	16,908	44.383	29.145		-15.237	-34	492,794	-94
short	9/03/20	10/08/20	154		Vallourec	100	96	5,083.657	3,698.680	6,987.242	1,903.585	37	675,538	113
long	10/08/20	4/10/21	420		Ternium Argentina	100	11,094	60.889	103.931		43.042	71	1,153,048	59
short	4/10/21	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	1/07/24	567		Ternium Argentina	100	3,611	149.054	179.757		30.703	21	649,121	13
short	1/07/24	12/08/24	42		thyssenkrupp	100	915	709.350	575.383	874.509	165.159	23	800,242	517
accum	30/01/06	12/08/24	6806	days out of 6834 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	20/02/12	259	2,698.29	1,361.63	5,347.08	2,648.79	98.17
	short	21/05/12	18/11/13	546	768.23	455.03	1,296.99	528.76	68.83
	long	11/07/16	18/06/18	707	486.40	682.92		196.53	40.40
	short	18/06/18	13/01/20	574	682.92	341.87	1,364.22	681.30	99.76	838.36
Vallourec	short	24/08/15	11/07/16	322	59,783.70	14,364.60	248,812.35	189,028.65	316.19
	short	9/03/20	10/08/20	154	5,083.66	3,698.68	6,987.24	1,903.58	37.45
	short	4/10/21	12/12/22	434	984.78	1,510.25	459.32	-525.47	-53.36	166.80
Ternium Argentina	long	18/11/13	24/08/15	644	52.31	70.01		17.70	33.83
	long	13/01/20	9/03/20	56	44.38	29.15		-15.24	-34.33
	long	10/08/20	4/10/21	420	60.89	103.93		43.04	70.69
	long	12/12/22	1/07/24	567	149.05	179.76		30.70	20.60	80.91
Salzgitter	long	30/01/06	28/01/08	728	8,232.14	14,799.37		6,567.23	79.78
	short	16/08/10	18/10/10	63	5,567.45	6,146.22	4,988.67	-578.77	-10.40	61.09
Severstal	long	18/10/10	6/06/11	231	1,218.09	1,525.94		307.85	25.27	25.27
thyssenkrupp	short	1/07/24	12/08/24	42	709.35	575.38	874.51	165.16	23.28	23.28
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	1,634.59	1,307.30		-327.28	-20.02	-20.02

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


	is taking down something concerning