Share-o-matic - Portfolio

Thu, Nov 21st, 2024, 8:58UTC

Assessment - Iron and Steel - 7/01/24 - RS = 21

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	2/05/24	prc diff	⇓ Δ21	Curr	∅-RS
	S	SOM Iron and Steel	333.178	8/12	-0.18	360.242	-7.51	381.836	-21.594	-5.66	USD	-2.42
	L	Tata Steel	152.060	8/12	0.16	174.070	-12.64	141.550	32.520	22.97	INR	36.02
		Ternium Argentina	886.000	8/12	-2.32	1,016.000	-12.80	1,057.000	-41.000	-3.88	ARS	29.09
	L	JSW Steel	917.350	8/12	1.35	943.900	-2.81	814.650	129.250	15.87	INR	12.89
		Vallourec	13.370	8/12	-0.59	14.700	-9.05	13.480	1.220	9.05	EUR	11.54
		Kobe Steel	1,629.500	8/09	1.62	2,018.000	-19.25	2,043.000	-25.000	-1.22	JPY	7.84
	S	Acerinox	9.155	8/12	0.05	9.760	-6.20	10.040	-0.280	-2.79	EUR	-0.32
		Nippon Steel	3,169.000	8/09	1.83	3,456.000	-8.30	3,558.000	-102.000	-2.87	JPY	-2.36
		Citic Pacific	7.100	8/12		7.100		7.340	-0.240	-3.27	HKD	-2.93
	S	Bluescope Steel	20.560	8/12	-0.44	20.240	1.58	23.180	-2.940	-12.68	AUD	-4.86
	S	Tenaris	12.830	8/12	0.71	14.245	-9.93	14.530	-0.285	-1.96	EUR	-6.88
		Pacific Metals	1,341.000	8/09	5.59	1,273.000	5.34	1,520.000	-247.000	-16.25	JPY	-7.99
		voestalpine	22.080	8/12	-0.18	25.280	-12.66	27.000	-1.720	-6.37	EUR	-8.15
	S	Vulcan Steel	7.020	8/12	0.14	7.100	-1.13	7.800	-0.700	-8.97	NZD	-8.39
		ArcelorMittal	20.120	8/12	0.30	21.300	-5.54	24.975	-3.675	-14.71	EUR	-9.15
	S	Aperam	25.060	8/12	-0.63	24.620	1.79	28.820	-4.200	-14.57	EUR	-12.57
		Outokumpu	3.242	8/12	0.31	3.386	-4.25	3.951	-0.565	-14.30	EUR	-16.14
	S	Posco Holdings	327,500.000	8/12	0.61	370,500.000	-11.61	446,500.000	-76,000.000	-17.02	KRW	-18.97
	S	Salzgitter	15.230	8/12	-1.23	18.160	-16.13	25.140	-6.980	-27.76	EUR	-25.88
		thyssenkrupp	3.320	8/12	-1.63	4.093	-18.89	5.448	-1.355	-24.87	EUR	-28.91
Iron and Steel - 19 out of 19 instruments rated - 7/01/24 / 2/05/24 - 3 did rise, Market-Ratio(21) = 15.79 %

Technical Chart

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

1/06/20	scale up chart	7/01/24

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
1/02/06		1/30/06	28		- cash -
long	1/30/06	1/28/08	728		Salzgitter	100	172	EUR	58.030	94.450		36.420	63	16,264	28
short	1/28/08	4/20/09	448		Pacific Metals	100	191	JPY	84.800	64.600	111.316	26.516	31	21,329	25
long	4/20/09	8/16/10	483		Pacific Metals	100	330	JPY	64.600	58.500		-6.100	-9	19,316	-7
short	8/16/10	10/18/10	63		Salzgitter	100	381	EUR	50.650	53.990	47.310	-3.340	-7	18,043	-33
long	10/18/10	6/06/11	231		Severstal	100	1,686	EUR	10.700	12.990		2.290	21	21,904	36
short	6/06/11	2/20/12	259		Outokumpu	100	953	EUR	22.970	13.020	40.524	17.554	76	38,633	123
long	2/20/12	5/21/12	91		Tenaris	100	2,471	EUR	15.630	12.950		-2.680	-17	32,011	-53
short	5/21/12	11/18/13	546		Outokumpu	100	4,206	EUR	7.610	3.370	17.185	9.575	126	72,282	72
long	11/18/13	8/24/15	644		Ternium Argentina	100	23,019	ARS	3.140	5.480		2.340	75	126,146	37
short	8/24/15	7/11/16	322		Vallourec	100	290	EUR	434.800	126.400	1,495.657	1,060.857	244	433,795	306
long	7/11/16	6/18/18	707		Outokumpu	100	101,353	EUR	4.280	5.320		1.040	24	539,202	12
short	6/18/18	1/13/20	574		Outokumpu	100	101,353	EUR	5.320	2.819	10.040	4.720	89	1,017,578	50
long	1/13/20	3/09/20	56		Ternium Argentina	100	41,533	ARS	24.500	17.850		-6.650	-27	741,383	-87
short	3/09/20	8/10/20	154		Vallourec	100	17,074	EUR	43.420	29.730	63.414	19.994	46	1,082,759	145
long	8/10/20	10/04/21	420		Ternium Argentina	100	25,810	ARS	41.950	92.700		50.750	121	2,392,617	99
short	10/04/21	12/12/22	434		Vallourec	100	312,964	EUR	7.645	10.425	4.865	-2.780	-36	1,522,577	-32
long	12/12/22	7/01/24	567		Ternium Argentina	100	8,196	ARS	185.750	1,016.000		830.250	447	8,327,306	199
short	7/01/24	8/12/24	42		thyssenkrupp	100	2,034,523	EUR	4.093	3.320	5.046	0.953	23	10,266,206	517
accum	1/30/06	8/12/24	6870	days out of 6898 invested (100%)								102,562		10,266,206	45

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Ternium Argentina	long	11/18/13	8/24/15	644	3.14	5.48		2.34	74.52
	long	1/13/20	3/09/20	56	24.50	17.85		-6.65	-27.14
	long	8/10/20	10/04/21	420	41.95	92.70		50.75	120.98
	long	12/12/22	7/01/24	567	185.75	1,016.00		830.25	446.97	1,436.86
Outokumpu	short	6/06/11	2/20/12	259	22.97	13.02	40.52	17.55	76.42
	short	5/21/12	11/18/13	546	7.61	3.37	17.18	9.57	125.82
	long	7/11/16	6/18/18	707	4.28	5.32		1.04	24.30
	short	6/18/18	1/13/20	574	5.32	2.82	10.04	4.72	88.72	834.52
Vallourec	short	8/24/15	7/11/16	322	434.80	126.40	1,495.66	1,060.86	243.99
	short	3/09/20	8/10/20	154	43.42	29.73	63.41	19.99	46.05
	short	10/04/21	12/12/22	434	7.65	10.43	4.87	-2.78	-36.36	219.70
Salzgitter	long	1/30/06	1/28/08	728	58.03	94.45		36.42	62.76
	short	8/16/10	10/18/10	63	50.65	53.99	47.31	-3.34	-6.59	52.03
thyssenkrupp	short	7/01/24	8/12/24	42	4.09	3.32	5.05	0.95	23.28	23.28
Severstal	long	10/18/10	6/06/11	231	10.70	12.99		2.29	21.40	21.40
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	15.63	12.95		-2.68	-17.15	-17.15

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


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