| |
| |
Assessment - Iron and Steel - 3/25/24 - RS = 21
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
10/30/23 |
prc diff |
⇓ Δ21 |
Curr |
∅-RS |
| | |
|
|
|
|
|
SOM Iron and Steel |
394.252 |
Thu |
0.25 |
393.982 |
0.07 |
339.098 |
54.884 |
16.19 |
USD |
9.81 |
| | |
|
|
|
|
|
Ternium Argentina |
895.000 |
Wed |
-1.70 |
878.500 |
1.88 |
755.500 |
123.000 |
16.28 |
ARS |
63.94 |
| | |
|
|
|
L |
|
Vallourec |
17.200 |
Thu |
0.35 |
17.145 |
0.32 |
11.285 |
5.860 |
51.93 |
EUR |
43.09 |
| | |
|
|
|
|
|
Kobe Steel |
2,044.000 |
Thu |
-1.59 |
2,167.000 |
-5.68 |
1,817.500 |
349.500 |
19.23 |
JPY |
41.48 |
| | |
|
|
|
L |
|
Tenaris |
18.315 |
Thu |
-0.46 |
18.285 |
0.16 |
14.945 |
3.340 |
22.35 |
EUR |
25.88 |
| | |
|
|
|
L |
|
Tata Steel |
155.850 |
Thu |
2.06 |
151.450 |
2.91 |
119.150 |
32.300 |
27.11 |
INR |
24.17 |
| | |
|
|
|
L |
|
Nippon Steel |
3,629.000 |
Thu |
-1.36 |
3,782.000 |
-4.05 |
3,248.000 |
534.000 |
16.44 |
JPY |
16.55 |
| | |
|
|
|
L |
|
Bluescope Steel |
23.850 |
Thu |
3.70 |
23.300 |
2.36 |
18.700 |
4.600 |
24.60 |
AUD |
12.93 |
| | |
|
|
|
L |
|
Vulcan Steel |
9.250 |
Thu |
1.65 |
8.900 |
3.93 |
8.050 |
0.850 |
10.56 |
NZD |
8.42 |
| | |
|
|
|
|
|
JSW Steel |
830.200 |
Thu |
1.49 |
820.000 |
1.24 |
734.500 |
85.500 |
11.64 |
INR |
5.68 |
| | |
|
|
|
|
|
Acerinox |
10.165 |
Thu |
0.64 |
10.075 |
0.89 |
9.070 |
1.005 |
11.08 |
EUR |
3.88 |
| | |
|
|
|
L |
|
ArcelorMittal |
25.465 |
Thu |
-0.22 |
25.185 |
1.11 |
20.240 |
4.945 |
24.43 |
EUR |
3.84 |
| | |
|
|
|
|
|
Aperam |
29.290 |
Thu |
0.48 |
29.150 |
0.48 |
25.590 |
3.560 |
13.91 |
EUR |
-0.56 |
| | |
|
|
|
L |
|
Citic Pacific |
7.520 |
Thu |
-0.79 |
7.970 |
-5.65 |
6.820 |
1.150 |
16.86 |
HKD |
-0.91 |
| | |
|
|
|
S |
|
Posco Holdings |
421,000.000 |
Thu |
-1.64 |
432,000.000 |
-2.55 |
433,000.000 |
-1,000.000 |
-0.23 |
KRW |
-4.37 |
| | |
|
|
|
|
|
voestalpine |
26.000 |
Thu |
-0.61 |
25.780 |
0.85 |
23.060 |
2.720 |
11.80 |
EUR |
-7.10 |
| | |
|
|
|
|
|
Outokumpu |
4.030 |
Thu |
-0.30 |
4.047 |
-0.42 |
3.821 |
0.226 |
5.91 |
EUR |
-7.68 |
| | |
|
|
|
L |
|
Pacific Metals |
1,347.000 |
Thu |
2.05 |
1,324.000 |
1.74 |
1,215.000 |
109.000 |
8.97 |
JPY |
-9.09 |
| | |
|
|
|
S |
|
Salzgitter |
24.200 |
Thu |
0.08 |
23.600 |
2.54 |
22.880 |
0.720 |
3.15 |
EUR |
-16.00 |
| | |
|
|
|
S |
|
thyssenkrupp |
4.974 |
Thu |
-0.84 |
5.006 |
-0.64 |
6.426 |
-1.420 |
-22.10 |
EUR |
-21.35 |
Iron and Steel - 19 out of 19 instruments rated - 3/25/24 / 10/30/23 - 17 did rise, Market-Ratio(21) = 89.47 % |
Technical Chart
Transactions Iron and Steel * L21 - 80/14 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | | prc diff | d % | asset | yield | |
1/02/06 |
1/16/06 |
14 |
|
- cash - |
long |
1/16/06 |
3/03/08 |
777 |
|
|
|
Salzgitter |
100 |
193 |
EUR |
51.550 |
115.720 |
|
64.170 |
124 |
22,385 |
46 |
|
3/03/08 |
4/20/09 |
413 |
|
- cash - |
|
4/20/09 |
8/16/10 |
483 |
|
|
|
Pacific Metals |
100 |
346 |
JPY |
64.600 |
58.500 |
|
-6.100 |
-9 |
20,274 |
-7 |
|
8/16/10 |
10/18/10 |
63 |
|
- cash - |
|
10/18/10 |
8/08/11 |
294 |
|
|
|
Severstal |
100 |
1,894 |
EUR |
10.700 |
10.350 |
|
-0.350 |
-3 |
19,611 |
-4 |
|
8/08/11 |
2/20/12 |
196 |
|
- cash - |
|
2/20/12 |
6/04/12 |
105 |
|
|
|
Tenaris |
100 |
1,254 |
EUR |
15.630 |
12.100 |
|
-3.530 |
-23 |
15,185 |
-59 |
|
6/04/12 |
1/21/13 |
231 |
|
- cash - |
|
1/21/13 |
8/24/15 |
945 |
|
|
|
Ternium Argentina |
100 |
8,207 |
ARS |
1.850 |
5.480 |
|
3.630 |
196 |
44,976 |
52 |
|
8/24/15 |
7/04/16 |
315 |
|
- cash - |
|
7/04/16 |
10/15/18 |
833 |
|
|
|
Outokumpu |
100 |
10,890 |
EUR |
4.130 |
4.477 |
|
0.347 |
8 |
48,755 |
4 |
|
10/15/18 |
12/30/19 |
441 |
|
- cash - |
|
12/30/19 |
3/09/20 |
70 |
|
|
|
Ternium Argentina |
100 |
1,900 |
ARS |
25.650 |
17.850 |
|
-7.800 |
-30 |
33,935 |
-85 |
|
3/09/20 |
8/10/20 |
154 |
|
- cash - |
|
8/10/20 |
10/04/21 |
420 |
|
|
|
Ternium Argentina |
100 |
808 |
ARS |
41.950 |
92.700 |
|
50.750 |
121 |
74,941 |
99 |
|
10/04/21 |
12/05/22 |
427 |
|
- cash - |
|
12/05/22 |
3/27/24 |
478 |
|
|
|
Ternium Argentina |
100 |
411 |
ARS |
182.000 |
895.000 |
|
713.000 |
392 |
367,984 |
237 |
|
accum | 1/16/06 |
3/27/24 | 4407 |
days out of 6661 invested (66%) |
3,580 |
367,984 |
35 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Ternium Argentina | long | 1/21/13 | 8/24/15 | 945 | 1.85 | 5.48 | | 3.63 | 196.22 | | | |
| | 12/30/19 | 3/09/20 | 70 | 25.65 | 17.85 | | -7.80 | -30.41 | | | |
| | 8/10/20 | 10/04/21 | 420 | 41.95 | 92.70 | | 50.75 | 120.98 | | | |
| | 12/05/22 | 3/27/24 | 478 | 182.00 | 895.00 | | 713.00 | 391.76 | | | 2,140.06 |
Salzgitter | | 1/16/06 | 3/03/08 | 777 | 51.55 | 115.72 | | 64.17 | 124.48 | | | 124.48 |
Outokumpu | | 7/04/16 | 10/15/18 | 833 | 4.13 | 4.48 | | 0.35 | 8.40 | | | 8.40 |
Severstal | | 10/18/10 | 8/08/11 | 294 | 10.70 | 10.35 | | -0.35 | -3.27 | | | -3.27 |
Pacific Metals | | 4/20/09 | 8/16/10 | 483 | 64.60 | 58.50 | | -6.10 | -9.44 | | | -9.44 |
Tenaris | | 2/20/12 | 6/04/12 | 105 | 15.63 | 12.10 | | -3.53 | -22.58 | | | -22.58 |
Annotations
7/28/22 | Tata Steel | | | stock split 1:10 (ten for one) |
5/25/20 | Vallourec | | | reverse split 40:1 (one for fourty) |
5/18/17 | ArcelorMittal | | | reverse stock split 3:1 (one for three)
ISIN change from LU0323134006 to LU1598757687 |
3/15/15 | Iron and Steel | | | first complete analysis |
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