Share-o-matic - Assessment Iron and Steel - best alternating

Assessment - Iron and Steel - 22/11/21 - RS = 21

								⇓instrument	freshest		⇓ Δday	22/11/21	⇓ Δwk	28/06/21	prc diff	⇓ Δ21	Curr	∅-RS
								SOM Iron and Steel	290.914	Fri	-4.30	305.711	-4.84	290.012	15.699	5.41	USD	9.02
						L		Ternium Argentina	132.750	Fri	1.72	128.000	3.71	74.800	53.200	71.12	ARS	100.72
								Outokumpu	5.222	Fri	-5.67	5.720	-8.71	4.883	0.837	17.14	EUR	26.85
								Tata Steel	1,112.300	Fri	-5.23	1,165.050	-4.53	1,184.000	-18.950	-1.60	INR	25.48
								thyssenkrupp	9.736	Fri	-8.71	10.840	-10.18	8.668	2.172	25.06	EUR	19.68
								SSAB	43.670	Fri	-5.21	47.560	-8.18	41.260	6.300	15.27	SEK	18.58
								ArcelorMittal	24.255	Fri	-7.10	26.975	-10.08	25.475	1.500	5.89	EUR	15.61
								Salzgitter	26.400	Fri	-5.58	29.120	-9.34	24.940	4.180	16.76	EUR	14.33
								Tenaris	8.842	Fri	-7.08	9.586	-7.76	9.172	0.414	4.51	EUR	14.19
						L		Pacific Metals	2,124.000	Fri	-5.39	2,211.000	-3.93	1,764.000	447.000	25.34	JPY	10.74
								Aperam	43.020	Fri	-3.84	45.420	-5.28	42.730	2.690	6.30	EUR	8.45
								Nippon Steel	1,806.500	Fri	-2.67	1,862.000	-2.98	1,971.000	-109.000	-5.53	JPY	6.27
								Evraz	564.800	Fri	-3.68	594.400	-4.98	599.400	-5.000	-0.83	GBP	5.11
								Acerinox	10.110	Fri	-4.76	10.660	-5.16	9.954	0.706	7.09	EUR	1.05
						S		Citic Pacific	7.160	Fri	-1.78	7.260	-1.38	8.380	-1.120	-13.37	HKD	-1.20
						S		voestalpine	29.660	Fri	-3.39	31.440	-5.66	33.560	-2.120	-6.32	EUR	-6.38
						S		Posco	272,000.000	Fri	-1.81	281,000.000	-3.20	354,000.000	-73,000.000	-20.62	KRW	-10.08
						S		Kobe Steel	581.000	Fri	-2.84	592.000	-1.86	733.000	-141.000	-19.24	JPY	-10.19
						S		Hyundai Steel	39,300.000	Fri	-2.96	41,300.000	-4.84	55,400.000	-14,100.000	-25.45	KRW	-10.59
						L		Vallourec	7.745	Fri	-5.78	7.550	2.58	7.375	0.175	2.37	EUR	-40.03
Iron and Steel - 19 out of 19 instruments rated - 22/11/21 / 28/06/21 - 11 did rise, Market-Ratio(21) = 57.89 %

Technical Chart

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

2/01/17	scale up chart	22/11/21

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	26/11/21	53				Vallourec	100	312,964	EUR	7.645	7.745	7.545	-0.100	-1	2,361,320	-9
accum	30/01/06	26/11/21	5780	days out of 5808 invested (100%)										23,513		2,361,320	41

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	26/11/21	53	7.65	7.75	7.55	-0.10	-1.31			395.81
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

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