| Tue, 21st Mar 2023, 2:33UTC |
| |
Assessment - Iron and Steel in Japanese yen - 13/03/23 - RS = 21
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
13/03/23 |
⇓ Δwk |
17/10/22 |
prc diff |
⇓ Δ21 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
SOM Iron and Steel |
43,034.362 |
Mon |
-0.39 |
45,349.468 |
-5.11 |
37,930.792 |
7,418.676 |
19.56 |
|
16.76 |
| |  |
 |
 |
 |
L |
 |
Kobe Steel |
997.000 |
Mon |
-2.64 |
1,086.000 |
-8.20 |
611.000 |
475.000 |
77.74 |
|
70.82 |
| |  |
 |
 |
 |
L |
 |
Nippon Steel |
2,956.500 |
Mon |
-1.48 |
3,196.000 |
-7.49 |
2,136.500 |
1,059.500 |
49.59 |
|
45.17 |
| |  |
 |
 |
 |
L |
 |
voestalpine |
4,504.059 |
Mon |
|
4,778.592 |
-5.75 |
2,844.941 |
1,933.652 |
67.97 |
|
40.84 |
| |  |
 |
 |
 |
|
 |
Ternium Argentina |
154.668 |
Mon |
2.85 |
139.662 |
10.74 |
147.553 |
-7.890 |
-5.35 |
|
-7.59 |
| |  |
 |
 |
 |
L |
 |
SSAB |
854.770 |
Mon |
-0.53 |
917.970 |
-6.88 |
712.187 |
205.783 |
28.89 |
|
29.39 |
| |  |
 |
 |
 |
L |
 |
Salzgitter |
4,712.819 |
Mon |
-1.08 |
5,218.989 |
-9.70 |
3,238.810 |
1,980.179 |
61.14 |
|
26.40 |
| |  |
 |
 |
 |
L |
 |
Outokumpu |
751.248 |
Mon |
1.82 |
785.279 |
-4.33 |
550.100 |
235.179 |
42.75 |
|
24.59 |
| |  |
 |
 |
 |
L |
 |
Posco |
32,758.209 |
Mon |
-0.62 |
33,579.732 |
-2.45 |
25,776.335 |
7,803.397 |
30.27 |
|
20.73 |
| |  |
 |
 |
 |
|
 |
Vallourec |
1,579.280 |
Mon |
1.42 |
1,865.967 |
-15.36 |
1,561.569 |
304.398 |
19.49 |
|
19.35 |
| |  |
 |
 |
 |
L |
 |
Aperam |
4,715.678 |
Mon |
1.57 |
4,957.325 |
-4.87 |
3,695.641 |
1,261.684 |
34.14 |
|
13.01 |
| |  |
 |
 |
 |
L |
 |
Citic Pacific |
150.246 |
Mon |
-2.53 |
151.435 |
-0.78 |
138.552 |
12.883 |
9.30 |
|
7.43 |
| |  |
 |
 |
 |
L |
 |
thyssenkrupp |
899.954 |
Mon |
0.54 |
957.434 |
-6.00 |
737.078 |
220.356 |
29.90 |
|
8.74 |
| |  |
 |
 |
 |
|
 |
ArcelorMittal |
3,607.537 |
Mon |
0.92 |
3,860.622 |
-6.56 |
3,241.007 |
619.615 |
19.12 |
|
8.32 |
| |  |
 |
 |
 |
|
 |
JSW Steel |
1,081.125 |
Mon |
-1.22 |
1,093.180 |
-1.10 |
1,144.104 |
-50.925 |
-4.45 |
|
-2.54 |
| |  |
 |
 |
 |
|
 |
Acerinox |
1,306.892 |
Mon |
1.78 |
1,370.664 |
-4.65 |
1,210.893 |
159.770 |
13.19 |
|
2.83 |
| |  |
 |
 |
 |
S |
 |
Tenaris |
1,895.279 |
Mon |
0.26 |
2,079.016 |
-8.84 |
2,135.536 |
-56.519 |
-2.65 |
|
2.00 |
| |  |
 |
 |
 |
L |
 |
Hyundai Steel |
3,404.184 |
Mon |
-1.04 |
3,532.547 |
-3.63 |
3,181.685 |
350.862 |
11.03 |
|
-0.98 |
| |  |
 |
 |
 |
S |
 |
Tata Steel |
169.090 |
Mon |
-2.34 |
172.812 |
-2.15 |
180.372 |
-7.560 |
-4.19 |
|
-5.60 |
| |  |
 |
 |
 |
|
 |
Vulcan Steel |
683.182 |
Mon |
-2.60 |
720.537 |
-5.18 |
648.017 |
72.520 |
11.19 |
|
-5.31 |
| |  |
 |
 |
 |
L |
 |
Pacific Metals |
1,802.000 |
Mon |
-2.96 |
1,983.000 |
-9.13 |
2,084.000 |
-101.000 |
-4.85 |
|
-15.99 |
Iron and Steel - 20 out of 20 instruments rated - 13/03/23 / 17/10/22 - 15 did rise, Market-Ratio(21) in JPY = 75.00 % |
Technical Chart
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 |
20/03/23 |
98 |
 |
 |
 |
Ternium Argentina |
100 |
3,611 |
|
149.054 |
154.668 |
|
5.614 |
4 |
558,525 |
15 |
|
accum | 30/01/06 |
20/03/23 | 6259 |
days out of 6287 invested (100%) |
5,485 |
558,525 |
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 |
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 |
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 | 20/03/23 | 98 | 149.05 | 154.67 | | 5.61 | 3.77 | | | 55.66 |
Severstal | long | 18/10/10 | 6/06/11 | 231 | 1,218.09 | 1,525.94 | | 307.85 | 25.27 | | | 25.27 |
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 |
|
|