| |
| |
Assessment - Automotive Suppliers - 4/15/24 - RS = 41
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/15/24 |
⇓ Δwk |
7/03/23 |
prc diff |
⇓ Δ41 |
Curr |
∅-RS |
| | |
|
|
|
L |
|
SOM Auto Suppliers |
289.339 |
Thu |
1.04 |
292.747 |
-1.16 |
291.124 |
1.623 |
0.56 |
USD |
4.85 |
| | |
|
|
|
L |
|
Yokohama Rubber |
3,980.000 |
Thu |
1.14 |
4,048.000 |
-1.68 |
3,168.000 |
880.000 |
27.78 |
JPY |
26.47 |
| | |
|
|
|
L |
|
Denso |
2,875.500 |
Thu |
0.10 |
2,968.000 |
-3.12 |
2,417.000 |
551.000 |
22.80 |
JPY |
25.97 |
| | |
|
|
|
L |
|
GS Yuasa |
2,982.500 |
Thu |
0.49 |
3,145.000 |
-5.17 |
2,863.000 |
282.000 |
9.85 |
JPY |
25.53 |
| | |
|
|
|
|
|
Pirelli |
5.870 |
Thu |
1.21 |
5.850 |
0.34 |
4.564 |
1.286 |
28.18 |
EUR |
22.10 |
| | |
|
|
|
L |
|
Autoliv |
1,262.400 |
Thu |
-0.72 |
1,262.000 |
0.03 |
922.400 |
339.600 |
36.82 |
SEK |
20.95 |
| | |
|
|
|
L |
|
Michelin |
35.000 |
Thu |
1.74 |
34.960 |
0.11 |
27.110 |
7.850 |
28.96 |
EUR |
16.92 |
| | |
|
|
|
L |
|
KATEK |
15.150 |
Thu |
|
15.150 |
|
14.450 |
0.700 |
4.84 |
EUR |
15.48 |
| | |
|
|
|
L |
|
Bridgestone |
6,711.000 |
Thu |
-0.37 |
6,756.000 |
-0.67 |
5,937.000 |
819.000 |
13.79 |
JPY |
14.12 |
| | |
|
|
|
L |
|
Nokian Tyres |
9.044 |
Thu |
0.82 |
9.250 |
-2.23 |
8.004 |
1.246 |
15.57 |
EUR |
13.10 |
| | |
|
|
|
L |
|
Schaeffler |
6.210 |
Thu |
0.49 |
6.320 |
-1.74 |
5.500 |
0.820 |
14.91 |
EUR |
10.65 |
| | |
|
|
|
|
|
Hella |
83.100 |
Thu |
2.09 |
81.400 |
2.09 |
71.600 |
9.800 |
13.69 |
EUR |
8.13 |
| | |
|
|
|
L |
|
Hyundai Mobis |
235,000.000 |
Thu |
0.21 |
242,500.000 |
-3.09 |
232,000.000 |
10,500.000 |
4.53 |
KRW |
5.30 |
| | |
|
|
|
S |
|
Continental |
63.500 |
Thu |
2.58 |
65.840 |
-3.55 |
66.440 |
-0.600 |
-0.90 |
EUR |
-4.07 |
| | |
|
|
|
S |
|
Magna |
65.880 |
Wed |
-2.26 |
68.410 |
-3.70 |
74.790 |
-6.380 |
-8.53 |
CAD |
-7.84 |
| | |
|
|
|
L |
|
Plastic Omnium |
12.030 |
Thu |
1.35 |
12.190 |
-1.31 |
16.370 |
-4.180 |
-25.53 |
EUR |
-9.01 |
| | |
|
|
|
S |
|
Vitesco Technologies |
64.500 |
Thu |
-1.45 |
66.600 |
-3.15 |
74.350 |
-7.750 |
-10.42 |
EUR |
-12.36 |
| | |
|
|
|
L |
|
Xinyi Glass |
7.880 |
Thu |
-4.37 |
8.240 |
-4.37 |
12.620 |
-4.380 |
-34.71 |
HKD |
-15.18 |
| | |
|
|
|
L |
|
Valeo |
12.405 |
Thu |
5.13 |
12.420 |
-0.12 |
19.450 |
-7.030 |
-36.14 |
EUR |
-15.74 |
| | |
|
|
|
S |
|
Cdn Tire |
128.570 |
Wed |
0.53 |
127.770 |
0.63 |
181.120 |
-53.350 |
-29.46 |
CAD |
-16.02 |
| | |
|
|
|
S |
|
LG Energy Solution |
377,000.000 |
Thu |
3.43 |
373,000.000 |
1.07 |
573,000.000 |
-200,000.000 |
-34.90 |
KRW |
-20.54 |
| | |
|
|
|
|
|
Forvia |
14.615 |
Thu |
7.94 |
13.950 |
4.77 |
21.430 |
-7.480 |
-34.90 |
EUR |
-22.63 |
Auto Suppliers - 21 out of 21 instruments rated - 4/15/24 / 7/03/23 - 12 did rise, Market-Ratio(41) = 57.14 % |
Technical Chart
Transactions Automotive Suppliers * L41 - 76/76 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | | prc diff | d % | asset | yield | |
1/02/06 |
2/06/06 |
35 |
|
- cash - |
long |
2/06/06 |
2/27/06 |
21 |
|
|
|
Denso |
100 |
875 |
JPY |
11.420 |
10.808 |
|
-0.612 |
-5 |
9,464 |
-62 |
|
2/27/06 |
3/27/06 |
28 |
|
- cash - |
|
3/27/06 |
4/10/06 |
14 |
|
|
|
Denso |
100 |
821 |
JPY |
11.518 |
11.608 |
|
0.090 |
1 |
9,538 |
22 |
|
4/10/06 |
10/09/06 |
182 |
|
- cash - |
|
10/09/06 |
10/16/06 |
7 |
|
|
|
Brembo |
100 |
5,660 |
EUR |
1.685 |
1.763 |
|
0.078 |
5 |
9,979 |
959 |
|
10/16/06 |
10/23/06 |
7 |
|
- cash - |
|
10/23/06 |
11/06/06 |
14 |
|
|
|
Michelin |
100 |
662 |
EUR |
15.061 |
15.508 |
|
0.447 |
3 |
10,275 |
114 |
|
11/06/06 |
11/13/06 |
7 |
|
- cash - |
|
11/13/06 |
11/20/06 |
7 |
|
|
|
Michelin |
100 |
649 |
EUR |
15.822 |
16.136 |
|
0.314 |
2 |
10,479 |
179 |
|
11/20/06 |
12/04/06 |
14 |
|
- cash - |
|
12/04/06 |
1/01/07 |
28 |
|
|
|
Michelin |
100 |
668 |
EUR |
15.665 |
17.549 |
|
1.884 |
12 |
11,738 |
340 |
|
1/01/07 |
1/22/07 |
21 |
|
- cash - |
|
1/22/07 |
2/05/07 |
14 |
|
|
|
Michelin |
100 |
691 |
EUR |
16.982 |
17.006 |
|
0.024 |
0 |
11,754 |
4 |
|
2/05/07 |
2/12/07 |
7 |
|
- cash - |
|
2/12/07 |
10/22/07 |
252 |
|
|
|
Bertrandt |
100 |
628 |
EUR |
18.700 |
27.420 |
|
8.720 |
47 |
17,231 |
74 |
|
10/22/07 |
10/29/07 |
7 |
|
- cash - |
|
10/29/07 |
11/05/07 |
7 |
|
|
|
Nokian Tyres |
100 |
605 |
EUR |
28.480 |
29.100 |
|
0.620 |
2 |
17,606 |
207 |
|
11/05/07 |
8/10/09 |
644 |
|
- cash - |
|
8/10/09 |
8/17/09 |
7 |
|
|
|
Plastic Omnium |
100 |
10,289 |
EUR |
1.711 |
1.711 |
|
0.000 |
0 |
17,606 |
0 |
|
8/17/09 |
8/24/09 |
7 |
|
- cash - |
|
8/24/09 |
5/17/10 |
266 |
|
|
|
Plastic Omnium |
100 |
9,604 |
EUR |
1.833 |
3.427 |
|
1.594 |
87 |
32,914 |
136 |
|
5/17/10 |
5/31/10 |
14 |
|
- cash - |
|
5/31/10 |
6/07/10 |
7 |
|
|
|
Plastic Omnium |
100 |
9,382 |
EUR |
3.508 |
3.305 |
|
-0.203 |
-6 |
31,010 |
-96 |
|
6/07/10 |
7/12/10 |
35 |
|
- cash - |
|
7/12/10 |
7/26/10 |
14 |
|
|
|
Plastic Omnium |
100 |
7,793 |
EUR |
3.979 |
4.271 |
|
0.292 |
7 |
33,285 |
534 |
|
7/26/10 |
8/09/10 |
14 |
|
- cash - |
|
8/09/10 |
8/01/11 |
357 |
|
|
|
Grammer |
100 |
2,403 |
EUR |
13.850 |
16.260 |
|
2.410 |
17 |
39,077 |
18 |
|
8/01/11 |
5/21/12 |
294 |
|
- cash - |
|
5/21/12 |
5/28/12 |
7 |
|
|
|
Bertrandt |
100 |
688 |
EUR |
56.790 |
56.200 |
|
-0.590 |
-1 |
38,671 |
-42 |
|
5/28/12 |
6/04/12 |
7 |
|
- cash - |
|
6/04/12 |
6/11/12 |
7 |
|
|
|
Bertrandt |
100 |
743 |
EUR |
52.020 |
57.570 |
|
5.550 |
11 |
42,794 |
19,653 |
|
6/11/12 |
6/18/12 |
7 |
|
- cash - |
|
6/18/12 |
7/23/12 |
35 |
|
|
|
Yokohama Rubber |
100 |
3,886 |
JPY |
11.010 |
10.370 |
|
-0.640 |
-6 |
40,307 |
-46 |
|
7/23/12 |
8/06/12 |
14 |
|
- cash - |
|
8/06/12 |
8/13/12 |
7 |
|
|
|
Continental |
100 |
590 |
EUR |
68.217 |
67.825 |
|
-0.392 |
-1 |
40,076 |
-26 |
|
8/13/12 |
8/20/12 |
7 |
|
- cash - |
|
8/20/12 |
10/29/12 |
70 |
|
|
|
Continental |
100 |
578 |
EUR |
69.217 |
64.117 |
|
-5.100 |
-7 |
37,129 |
-33 |
|
10/29/12 |
1/28/13 |
91 |
|
- cash - |
|
1/28/13 |
2/11/13 |
14 |
|
|
|
Plastic Omnium |
100 |
3,908 |
EUR |
9.499 |
10.133 |
|
0.634 |
7 |
39,606 |
439 |
|
2/11/13 |
2/18/13 |
7 |
|
- cash - |
|
2/18/13 |
5/05/14 |
441 |
|
|
|
Plastic Omnium |
100 |
3,807 |
EUR |
10.403 |
24.700 |
|
14.297 |
137 |
94,035 |
105 |
|
5/05/14 |
5/12/14 |
7 |
|
- cash - |
|
5/12/14 |
5/19/14 |
7 |
|
|
|
Brembo |
100 |
17,537 |
EUR |
5.362 |
5.468 |
|
0.106 |
2 |
95,894 |
178 |
|
5/19/14 |
5/26/14 |
7 |
|
- cash - |
|
5/26/14 |
6/30/14 |
35 |
|
|
|
Brembo |
100 |
17,441 |
EUR |
5.498 |
5.332 |
|
-0.166 |
-3 |
92,999 |
-27 |
|
6/30/14 |
5/25/15 |
329 |
|
- cash - |
|
5/25/15 |
6/01/15 |
7 |
|
|
|
Valeo |
100 |
1,820 |
EUR |
51.083 |
49.100 |
|
-1.983 |
-4 |
89,389 |
-87 |
|
6/01/15 |
6/29/15 |
28 |
|
- cash - |
|
6/29/15 |
7/06/15 |
7 |
|
|
|
Valeo |
100 |
1,892 |
EUR |
47.233 |
46.517 |
|
-0.717 |
-2 |
88,033 |
-55 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | | prc diff | d % | asset | yield | |
7/06/15 |
7/20/15 |
14 |
|
- cash - |
|
7/20/15 |
8/03/15 |
14 |
|
|
|
Brembo |
100 |
11,347 |
EUR |
7.758 |
8.390 |
|
0.632 |
8 |
95,204 |
670 |
|
8/03/15 |
8/10/15 |
7 |
|
- cash - |
|
8/10/15 |
8/17/15 |
7 |
|
|
|
Brembo |
100 |
11,374 |
EUR |
8.370 |
8.030 |
|
-0.340 |
-4 |
91,337 |
-88 |
|
8/17/15 |
11/21/16 |
462 |
|
- cash - |
|
11/21/16 |
12/05/16 |
14 |
|
|
|
Grammer |
100 |
1,893 |
EUR |
48.240 |
47.120 |
|
-1.120 |
-2 |
89,217 |
-46 |
|
12/05/16 |
12/12/16 |
7 |
|
- cash - |
|
12/12/16 |
12/19/16 |
7 |
|
|
|
Grammer |
100 |
1,876 |
EUR |
47.555 |
48.760 |
|
1.205 |
3 |
91,478 |
269 |
|
12/19/16 |
1/02/17 |
14 |
|
- cash - |
|
1/02/17 |
7/24/17 |
203 |
|
|
|
Grammer |
100 |
1,870 |
EUR |
48.900 |
47.600 |
|
-1.300 |
-3 |
89,047 |
-5 |
|
7/24/17 |
8/14/17 |
21 |
|
- cash - |
|
8/14/17 |
8/21/17 |
7 |
|
|
|
Leoni |
100 |
1,686 |
EUR |
52.810 |
51.970 |
|
-0.840 |
-2 |
87,630 |
-57 |
|
8/21/17 |
9/11/17 |
21 |
|
- cash - |
|
9/11/17 |
10/09/17 |
28 |
|
|
|
Hella |
100 |
1,731 |
EUR |
50.610 |
50.770 |
|
0.160 |
0 |
87,907 |
4 |
|
10/09/17 |
12/25/17 |
77 |
|
- cash - |
|
12/25/17 |
1/01/18 |
7 |
|
|
|
Forvia |
100 |
1,324 |
EUR |
66.360 |
65.130 |
|
-1.230 |
-2 |
86,279 |
-62 |
|
1/01/18 |
1/22/18 |
21 |
|
- cash - |
|
1/22/18 |
2/05/18 |
14 |
|
|
|
Forvia |
100 |
1,172 |
EUR |
73.600 |
70.740 |
|
-2.860 |
-4 |
82,927 |
-64 |
|
2/05/18 |
12/14/20 |
1043 |
|
- cash - |
|
12/14/20 |
9/13/21 |
273 |
|
|
|
GS Yuasa |
100 |
3,054 |
JPY |
27.150 |
26.820 |
|
-0.330 |
-1 |
81,919 |
-2 |
|
9/13/21 |
9/27/21 |
14 |
|
- cash - |
|
9/27/21 |
10/04/21 |
7 |
|
|
|
Leoni |
100 |
5,822 |
EUR |
14.070 |
12.510 |
|
-1.560 |
-11 |
72,837 |
-100 |
|
10/04/21 |
10/11/21 |
7 |
|
- cash - |
|
10/11/21 |
11/08/21 |
28 |
|
|
|
Leoni |
100 |
5,681 |
EUR |
12.820 |
14.170 |
|
1.350 |
11 |
80,506 |
269 |
|
11/08/21 |
2/20/23 |
469 |
|
- cash - |
|
2/20/23 |
2/27/23 |
7 |
|
|
|
Yokohama Rubber |
100 |
3,298 |
JPY |
24.410 |
25.850 |
|
1.440 |
6 |
85,255 |
1,886 |
|
2/27/23 |
4/17/23 |
49 |
|
- cash - |
|
4/17/23 |
5/01/23 |
14 |
|
|
|
Yokohama Rubber |
100 |
2,956 |
JPY |
28.840 |
29.500 |
|
0.660 |
2 |
87,206 |
80 |
|
5/01/23 |
7/10/23 |
70 |
|
- cash - |
|
7/10/23 |
8/21/23 |
42 |
|
|
|
Forvia |
100 |
3,944 |
EUR |
22.110 |
19.900 |
|
-2.210 |
-10 |
78,490 |
-60 |
|
8/21/23 |
4/19/24 |
242 |
|
- cash - |
accum | 2/06/06 |
8/21/23 | 2324 |
days out of 6682 invested (35%) |
685 |
78,490 |
38 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Plastic Omnium | long | 8/10/09 | 8/17/09 | 7 | 1.71 | 1.71 | | 0.00 | 0.00 | | | |
| | 8/24/09 | 5/17/10 | 266 | 1.83 | 3.43 | | 1.59 | 86.96 | | | |
| | 5/31/10 | 6/07/10 | 7 | 3.51 | 3.31 | | -0.20 | -5.79 | | | |
| | 7/12/10 | 7/26/10 | 14 | 3.98 | 4.27 | | 0.29 | 7.34 | | | |
| | 1/28/13 | 2/11/13 | 14 | 9.50 | 10.13 | | 0.63 | 6.67 | | | |
| | 2/18/13 | 5/05/14 | 441 | 10.40 | 24.70 | | 14.30 | 137.43 | | | 378.87 |
Bertrandt | | 2/12/07 | 10/22/07 | 252 | 18.70 | 27.42 | | 8.72 | 46.63 | | | |
| | 5/21/12 | 5/28/12 | 7 | 56.79 | 56.20 | | -0.59 | -1.04 | | | |
| | 6/04/12 | 6/11/12 | 7 | 52.02 | 57.57 | | 5.55 | 10.67 | | | 60.59 |
Michelin | | 10/23/06 | 11/06/06 | 14 | 15.06 | 15.51 | | 0.45 | 2.97 | | | |
| | 11/13/06 | 11/20/06 | 7 | 15.82 | 16.14 | | 0.31 | 1.98 | | | |
| | 12/04/06 | 1/01/07 | 28 | 15.67 | 17.55 | | 1.88 | 12.03 | | | |
| | 1/22/07 | 2/05/07 | 14 | 16.98 | 17.01 | | 0.02 | 0.14 | | | 17.81 |
Grammer | | 8/09/10 | 8/01/11 | 357 | 13.85 | 16.26 | | 2.41 | 17.40 | | | |
| | 11/21/16 | 12/05/16 | 14 | 48.24 | 47.12 | | -1.12 | -2.32 | | | |
| | 12/12/16 | 12/19/16 | 7 | 47.56 | 48.76 | | 1.21 | 2.53 | | | |
| | 1/02/17 | 7/24/17 | 203 | 48.90 | 47.60 | | -1.30 | -2.66 | | | 14.45 |
Brembo | | 10/09/06 | 10/16/06 | 7 | 1.69 | 1.76 | | 0.08 | 4.63 | | | |
| | 5/12/14 | 5/19/14 | 7 | 5.36 | 5.47 | | 0.11 | 1.98 | | | |
| | 5/26/14 | 6/30/14 | 35 | 5.50 | 5.33 | | -0.17 | -3.02 | | | |
| | 7/20/15 | 8/03/15 | 14 | 7.76 | 8.39 | | 0.63 | 8.15 | | | |
| | 8/10/15 | 8/17/15 | 7 | 8.37 | 8.03 | | -0.34 | -4.06 | | | 7.36 |
Nokian Tyres | | 10/29/07 | 11/05/07 | 7 | 28.48 | 29.10 | | 0.62 | 2.18 | | | 2.18 |
Yokohama Rubber | | 6/18/12 | 7/23/12 | 35 | 11.01 | 10.37 | | -0.64 | -5.81 | | | |
| | 2/20/23 | 2/27/23 | 7 | 24.41 | 25.85 | | 1.44 | 5.90 | | | |
| | 4/17/23 | 5/01/23 | 14 | 28.84 | 29.50 | | 0.66 | 2.29 | | | 2.03 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Hella | | 9/11/17 | 10/09/17 | 28 | 50.61 | 50.77 | | 0.16 | 0.32 | | | 0.32 |
GS Yuasa | | 12/14/20 | 9/13/21 | 273 | 27.15 | 26.82 | | -0.33 | -1.22 | | | -1.22 |
Leoni | | 8/14/17 | 8/21/17 | 7 | 52.81 | 51.97 | | -0.84 | -1.59 | | | |
| | 9/27/21 | 10/04/21 | 7 | 14.07 | 12.51 | | -1.56 | -11.09 | | | |
| | 10/11/21 | 11/08/21 | 28 | 12.82 | 14.17 | | 1.35 | 10.53 | | | -3.29 |
Denso | | 2/06/06 | 2/27/06 | 21 | 11.42 | 10.81 | | -0.61 | -5.36 | | | |
| | 3/27/06 | 4/10/06 | 14 | 11.52 | 11.61 | | 0.09 | 0.78 | | | -4.62 |
Valeo | | 5/25/15 | 6/01/15 | 7 | 51.08 | 49.10 | | -1.98 | -3.88 | | | |
| | 6/29/15 | 7/06/15 | 7 | 47.23 | 46.52 | | -0.72 | -1.52 | | | -5.34 |
Continental | | 8/06/12 | 8/13/12 | 7 | 68.22 | 67.83 | | -0.39 | -0.57 | | | |
| | 8/20/12 | 10/29/12 | 70 | 69.22 | 64.12 | | -5.10 | -7.37 | | | -7.90 |
Forvia | | 12/25/17 | 1/01/18 | 7 | 66.36 | 65.13 | | -1.23 | -1.85 | | | |
| | 1/22/18 | 2/05/18 | 14 | 73.60 | 70.74 | | -2.86 | -3.89 | | | |
| | 7/10/23 | 8/21/23 | 42 | 22.11 | 19.90 | | -2.21 | -10.00 | | | -15.10 |
Annotations
9/28/23 | Denso | | | stock split 1:4 (four for one) |
6/16/22 | Michelin | | | stock split 1:4 (four for one) |
4/04/22 | Hella | | | acquired by Faurecia |
9/16/21 | Continental | | | spin-off drive technology: one additional Vitesco for five Continental |
6/29/18 | Autoliv | | | spin-off of Veoneer |
6/22/18 | Pirelli | | | returns |
2/10/17 | Auto Suppliers | | | machine learning processed for all techniques |
6/06/16 | Valeo | | | stock split 1:3 (three for one) |
6/04/16 | Schaeffler | | | moves from SDAX to MDAX (2016-06-20) |
12/21/15 | Schaeffler | | | entry (SDAX) |
11/02/15 | Pirelli | | | drops out due to acquisition by CNCC |
3/13/15 | Auto Suppliers | | | first full analysis, Best Long and Short do not cooperate, so the Alternating seems to be the best way. |
1/19/15 | Hella | | | entry |
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