Tue, 22nd Oct 2019, 18:03UTC
 
RS Chart
Assessment - Iron and Steel in Pound sterling - 21/10/19 - RS = 21
 ⇐ 
  ⇓instrument freshest Δday 21/10/19 ⇓ Δwk 27/05/19  prc diff ⇓ Δ21   ⇓∅-RS
real-time RS chart chart add note SOM Iron and Steel 154.917  16:25 -0.01 154.927 -0.01 171.413 -16.485 -9.62   -12.65 
real-time RS chart chart add note Kobe Steel 4.072  Mon 2.32 4.072 5.091 -1.019 -20.01   -23.90 
real-time RS chart chart L add note Ternium Argentina 0.228  16:25 2.06 0.223 2.06 0.226 -0.003 -1.37   -12.60 
real-time RS chart chart S add note Hyundai Steel 23.691  06:30 1.98 23.230 1.98 27.134 -3.903 -14.39   -21.02 
real-time RS chart chart add note Nippon Steel 10.968  Mon 1.34 10.968 13.390 -2.422 -18.09   -16.93 
real-time RS chart chart L add note Posco 146.753  06:30 1.13 145.107 1.13 155.668 -10.560 -6.78   -12.84 
real-time RS chart chart L add note Pacific Metals 17.715  Mon 0.60 17.715 15.943 1.772 11.12   -1.63 
real-time RS chart chart add note Citic Pacific 1.002  08:09 0.59 0.996 0.59 1.067 -0.071 -6.67   -11.10 
real-time RS chart chart L add note thyssenkrupp 11.409  15:35 0.53 11.349 0.53 10.643 0.706 6.63   -2.83 
real-time RS chart chart S add note Tenaris 8.063  15:35 0.26 8.042 0.26 9.884 -1.842 -18.64   -18.42 
real-time RS chart chart L add note Acerinox 7.060  15:35 0.10 7.053 0.10 7.713 -0.660 -8.56   -8.29 
real-time RS chart chart add note voestalpine 19.255  14:22 0.09 19.238 0.09 21.737 -2.499 -11.49   -15.48 
real-time RS chart chart add note Vallourec 1.983  15:36 0.04 1.982 0.04 1.882 0.101 5.35   0.13 
real-time RS chart chart add note Baoshan Iron&Steel 0.634  07:00 0.634 0.771 -0.138 -17.85   -17.65 
real-time RS chart chart S add note Evraz 380.200  15:35 -0.03 380.300 -0.03 606.600 -226.300 -37.31   -30.24 
real-time RS chart chart S add note Severstal 10.533  14:07 -0.24 10.559 -0.24 12.303 -1.743 -14.17   -11.88 
real-time RS chart chart add note SSAB 2.234  15:29 -0.61 2.248 -0.61 2.590 -0.342 -13.22   -15.23 
real-time RS chart chart L add note Outokumpu 2.320  15:29 -0.81 2.338 -0.81 2.414 -0.075 -3.12   -15.83 
real-time RS chart chart L add note ArcelorMittal 11.485  15:35 -1.12 11.615 -1.12 12.551 -0.936 -7.46   -21.73 
real-time RS chart chart add note Salzgitter 13.813  15:35 -1.32 13.997 -1.32 21.410 -7.413 -34.62   -32.83 
real-time RS chart chart L add note Aperam 19.556  15:35 -1.39 19.831 -1.39 19.275 0.556 2.88   -9.29 
real-time RS chart chart add note Tata Steel 3.850  10:00 -1.42 3.906 -1.42 5.814 -1.908 -32.82   -24.71 
 Iron and Steel - 21 out of 21 instruments rated - 21/10/19 / 27/05/19 - 4 did rise, Market-Ratio(21) in GBP = 19.05 % 
 
Technical Chart
Iron and Steel RS = 21 - B/S = 85/20
Market Chart
5/01/15 scale up chart 21/10/19
 


Transactions Iron and Steel in Pound sterling * A21 - 85/20 (1)
  ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
2/01/06 30/01/06 28    - cash -
long 30/01/06  28/01/08 728  RT RS QC  Salzgitter 100  251   39.704  69.921    30.217 76  17,585 33  
short 28/01/08  20/04/09 448  RT RS QC  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  RT RS QC  Pacific Metals 100  35,989   0.440  0.435    -0.005 -1  15,668 -1  
short 16/08/10  18/10/10 63  RT RS QC  Salzgitter 100  378   41.432  47.203 35.660  -5.772 -14  13,486 -58  
long 18/10/10   6/06/11 231  RT RS QC  Severstal 100  1,441   9.355  11.574    2.219 24  16,684 40  
short 6/06/11  20/02/12 259  RT RS QC  Outokumpu 100  815   20.466  10.812 38.742  18.275 89  31,578 146  
long 20/02/12  21/05/12 91  RT RS QC  Tenaris 100  2,432   12.979  10.458    -2.521 -19  25,448 -58  
short 21/05/12  18/11/13 546  RT RS QC  Outokumpu 100  4,140   6.146  2.826 13.367  7.221 117  55,342 68  
long 18/11/13  24/08/15 644  RT RS QC  Ternium Argentina 100  170,360   0.325  0.375    0.050 15  63,834 8  
short 24/08/15  11/07/16 322  RT RS QC  Vallourec 100  7,979   7.999  2.689 23.795  15.795 197  189,866 244  
long 11/07/16  18/06/18 707  RT RS QC  Outokumpu 100  52,128   3.642  4.665    1.023 28  243,169 14  
short 18/06/18  22/10/19 491  RT RS QC  Outokumpu 100  52,128   4.665  2.320 9.381  4.716 101  489,024 68  
accum30/01/06 22/10/195013 days out of 5041 invested (99%) 4,790 489,024 33  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Outokumpushort  6/06/11 20/02/1225920.4710.8138.7418.28 89.30 
 short 21/05/12 18/11/135466.152.8313.377.22 117.49 
 long 11/07/16 18/06/187073.644.661.02 28.07 
 short 18/06/18 22/10/194914.662.329.384.72 101.11960.40 
 Vallourecshort 24/08/15 11/07/163228.002.6923.7915.80 197.46197.46 
 Salzgitterlong 30/01/06 28/01/0872839.7069.9230.22 76.11 
 short 16/08/10 18/10/106341.4347.2035.66-5.77 -13.9351.57 
 Severstallong 18/10/10  6/06/112319.3611.572.22 23.7223.72 
 Ternium Argentinalong 18/11/13 24/08/156440.320.370.05 15.3415.34 
 Pacific Metalsshort 28/01/08 20/04/094480.400.440.36-0.04 -9.90 
 long 20/04/09 16/08/104830.440.44-0.00 -1.12-10.90 
 Tenarislong 20/02/12 21/05/129112.9810.46-2.52 -19.42-19.42 


Annotations
18/05/17ArcelorMittalreverse stock split 3:1 (one for three)
ISIN change from LU0323134006 to LU1598757687
15/03/15Iron and Steelfirst complete analysis