| | |
| | |
Assessment - Iron and Steel in Japanese yen - 1/07/24 - RS = 21
⇐
| |
|
instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
5/02/24 |
prc diff |
⇓ Δ21 |
|
⇓∅-RS |
| |  |
 |
 |
|
S |
 |
SOM Iron and Steel |
53,833.054 |
12/08/24 |
-0.18 |
58,205.905 |
-7.51 |
56,717.523 |
1,488.382 |
2.62 |
|
6.02 |
| | |
|
|
|
S |
|
Acerinox |
1,586.635 |
12/08/24 |
0.05 |
1,691.486 |
-6.20 |
1,602.033 |
89.453 |
5.58 |
|
7.20 |
| | |
|
|
|
S |
|
Aperam |
4,343.098 |
12/08/24 |
-0.63 |
4,266.843 |
1.79 |
4,598.663 |
-331.820 |
-7.22 |
|
-5.64 |
| | |
|
|
|
|
|
ArcelorMittal |
3,486.957 |
12/08/24 |
0.30 |
3,691.460 |
-5.54 |
3,985.136 |
-293.675 |
-7.37 |
|
-4.30 |
| | |
|
|
|
S |
|
Bluescope Steel |
2,209.251 |
12/08/24 |
-0.44 |
2,174.866 |
1.58 |
2,233.835 |
-58.969 |
-2.64 |
|
5.16 |
| | |
|
|
|
|
|
Citic Pacific |
146.896 |
12/08/24 |
|
146.896 |
|
139.426 |
7.470 |
5.36 |
|
1.03 |
| | |
|
|
|
L |
|
JSW Steel |
1,776.938 |
12/08/24 |
1.35 |
1,828.367 |
-2.81 |
1,457.461 |
370.906 |
25.45 |
|
24.85 |
| | |
|
|
|
|
|
Kobe Steel |
1,629.500 |
9/08/24 |
1.62 |
2,018.000 |
-19.25 |
2,043.000 |
-25.000 |
-1.22 |
|
7.84 |
| | |
|
|
|
|
|
Nippon Steel |
3,169.000 |
9/08/24 |
1.83 |
3,456.000 |
-8.30 |
3,558.000 |
-102.000 |
-2.87 |
|
-2.36 |
| | |
|
|
|
|
|
Outokumpu |
561.865 |
12/08/24 |
0.31 |
586.821 |
-4.25 |
630.441 |
-43.620 |
-6.92 |
|
-10.67 |
| | |
|
|
|
|
|
Pacific Metals |
1,341.000 |
9/08/24 |
5.59 |
1,273.000 |
5.34 |
1,520.000 |
-247.000 |
-16.25 |
|
-7.99 |
| | |
|
|
|
S |
|
Posco Holdings |
38,264.928 |
12/08/24 |
0.61 |
43,289.025 |
-11.61 |
49,770.013 |
-6,480.988 |
-13.02 |
|
-15.39 |
| | |
|
|
|
S |
|
Salzgitter |
2,639.481 |
12/08/24 |
-1.23 |
3,147.273 |
-16.13 |
4,011.464 |
-864.191 |
-21.54 |
|
-23.47 |
| | |
|
|
|
L |
|
Tata Steel |
294.545 |
12/08/24 |
0.16 |
337.180 |
-12.64 |
253.242 |
83.938 |
33.15 |
|
39.08 |
| | |
|
|
|
S |
|
Tenaris |
2,223.542 |
12/08/24 |
0.71 |
2,468.772 |
-9.93 |
2,318.479 |
150.293 |
6.48 |
|
-0.91 |
| | |
|
|
|
|
|
Ternium Argentina |
156.756 |
12/08/24 |
-2.32 |
179.757 |
-12.80 |
189.438 |
-9.682 |
-5.11 |
|
-10.31 |
| | |
|
|
|
|
|
thyssenkrupp |
575.383 |
12/08/24 |
-1.63 |
709.350 |
-18.89 |
869.310 |
-159.960 |
-18.40 |
|
-24.25 |
| | |
|
|
|
|
|
Vallourec |
2,317.128 |
12/08/24 |
-0.59 |
2,547.628 |
-9.05 |
2,150.936 |
396.691 |
18.44 |
|
19.14 |
| | |
|
|
|
|
|
voestalpine |
3,826.641 |
12/08/24 |
-0.18 |
4,381.226 |
-12.66 |
4,308.255 |
72.971 |
1.69 |
|
2.40 |
| | |
|
|
|
S |
|
Vulcan Steel |
688.435 |
12/08/24 |
0.14 |
696.280 |
-1.13 |
701.808 |
-5.528 |
-0.79 |
|
-5.50 |
| Iron and Steel - 19 out of 19 instruments rated - 1/07/24 / 5/02/24 - 7 did rise, Market-Ratio(21) in JPY = 36.84 % |
Technical Chart
Transactions Iron and Steel in Japanese yen * L21 - 80/14 (1)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | |
| 2/01/06 |
16/01/06 |
14 |
|
- cash - |
| long |
16/01/06 |
3/03/08 |
777 |
|
|
|
Salzgitter |
100 |
1 |
|
7,147.408 |
18,220.114 |
|
11,072.707 |
155 |
21,073 |
55 |
|
| 3/03/08 |
20/04/09 |
413 |
|
- cash - |
| |
20/04/09 |
16/08/10 |
483 |
|
|
|
Pacific Metals |
100 |
326 |
|
64.600 |
58.500 |
|
-6.100 |
-9 |
19,084 |
-7 |
|
| 16/08/10 |
18/10/10 |
63 |
|
- cash - |
| |
18/10/10 |
8/08/11 |
294 |
|
|
|
Severstal |
100 |
15 |
|
1,218.088 |
1,160.339 |
|
-57.749 |
-5 |
18,218 |
-6 |
|
| 8/08/11 |
20/02/12 |
196 |
|
- cash - |
| |
20/02/12 |
4/06/12 |
105 |
|
|
|
Tenaris |
100 |
11 |
|
1,634.585 |
1,172.853 |
|
-461.732 |
-28 |
13,139 |
-68 |
|
| 4/06/12 |
21/01/13 |
231 |
|
- cash - |
| |
21/01/13 |
24/08/15 |
945 |
|
|
|
Ternium Argentina |
100 |
390 |
|
33.619 |
70.009 |
|
36.390 |
108 |
27,331 |
33 |
|
| 24/08/15 |
4/07/16 |
315 |
|
- cash - |
| |
4/07/16 |
15/10/18 |
833 |
|
|
|
Outokumpu |
100 |
57 |
|
472.307 |
580.345 |
|
108.038 |
23 |
33,489 |
9 |
|
| 15/10/18 |
30/12/19 |
441 |
|
- cash - |
| |
30/12/19 |
9/03/20 |
70 |
|
|
|
Ternium Argentina |
100 |
718 |
|
46.640 |
29.145 |
|
-17.494 |
-38 |
20,928 |
-91 |
|
| 9/03/20 |
10/08/20 |
154 |
|
- cash - |
| |
10/08/20 |
4/10/21 |
420 |
|
|
|
Ternium Argentina |
100 |
343 |
|
60.889 |
103.931 |
|
43.042 |
71 |
35,692 |
59 |
|
| 4/10/21 |
5/12/22 |
427 |
|
- cash - |
| |
5/12/22 |
12/08/24 |
616 |
|
|
|
Ternium Argentina |
100 |
242 |
|
147.075 |
156.756 |
|
9.681 |
7 |
38,035 |
4 |
|
| accum | 16/01/06 |
12/08/24 | 4868 |
days out of 7122 invested (68%) |
280 |
38,035 |
11 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
| Salzgitter | long | 16/01/06 | 3/03/08 | 777 | 7,147.41 | 18,220.11 | | 11,072.71 | 154.92 | | | 154.92 |
| Ternium Argentina | | 21/01/13 | 24/08/15 | 945 | 33.62 | 70.01 | | 36.39 | 108.24 | | | |
| | | 30/12/19 | 9/03/20 | 70 | 46.64 | 29.15 | | -17.49 | -37.51 | | | |
| | | 10/08/20 | 4/10/21 | 420 | 60.89 | 103.93 | | 43.04 | 70.69 | | | |
| | | 5/12/22 | 12/08/24 | 616 | 147.07 | 156.76 | | 9.68 | 6.58 | | | 136.74 |
| Outokumpu | | 4/07/16 | 15/10/18 | 833 | 472.31 | 580.34 | | 108.04 | 22.87 | | | 22.87 |
| Severstal | | 18/10/10 | 8/08/11 | 294 | 1,218.09 | 1,160.34 | | -57.75 | -4.74 | | | -4.74 |
| Pacific Metals | | 20/04/09 | 16/08/10 | 483 | 64.60 | 58.50 | | -6.10 | -9.44 | | | -9.44 |
| Tenaris | | 20/02/12 | 4/06/12 | 105 | 1,634.59 | 1,172.85 | | -461.73 | -28.25 | | | -28.25 |
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 |
|
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