| | |
| | |
Assessment - Automotive Suppliers - 7/01/24 - RS = 44
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
8/28/23 |
prc diff |
⇓ Δ44 |
Curr |
∅-RS |
| |  |
 |
 |
|
S |
 |
SOM Auto Suppliers |
246.607 |
8/12/24 |
0.08 |
268.913 |
-8.29 |
278.162 |
-9.249 |
-3.33 |
USD |
-3.14 |
| | |
|
|
|
L |
|
GS Yuasa |
2,358.000 |
8/09/24 |
2.70 |
3,153.000 |
-25.21 |
2,687.500 |
465.500 |
17.32 |
JPY |
24.21 |
| | |
|
|
|
|
|
Pirelli |
5.246 |
8/12/24 |
0.50 |
5.616 |
-6.59 |
4.534 |
1.082 |
23.86 |
EUR |
19.13 |
| | |
|
|
|
|
|
Michelin |
34.340 |
8/12/24 |
0.41 |
36.100 |
-4.88 |
28.660 |
7.440 |
25.96 |
EUR |
18.67 |
| | |
|
|
|
|
|
Hella |
86.300 |
8/12/24 |
0.23 |
85.900 |
0.47 |
65.100 |
20.800 |
31.95 |
EUR |
10.07 |
| | |
|
|
|
|
|
Autoliv |
1,003.400 |
8/12/24 |
0.10 |
1,139.800 |
-11.97 |
1,047.500 |
92.300 |
8.81 |
SEK |
5.89 |
| | |
|
|
|
|
|
Yokohama Rubber |
3,085.000 |
8/09/24 |
2.88 |
3,589.000 |
-14.04 |
2,964.500 |
624.500 |
21.07 |
JPY |
5.54 |
| | |
|
|
|
|
|
Bridgestone |
5,582.000 |
8/09/24 |
-1.33 |
6,295.000 |
-11.33 |
5,624.000 |
671.000 |
11.93 |
JPY |
5.28 |
| | |
|
|
|
|
|
Hyundai Mobis |
218,500.000 |
8/12/24 |
2.82 |
247,500.000 |
-11.72 |
228,500.000 |
19,000.000 |
8.32 |
KRW |
1.84 |
| | |
|
|
|
S |
|
Schaeffler |
4.646 |
8/12/24 |
0.17 |
5.345 |
-13.08 |
5.500 |
-0.155 |
-2.82 |
EUR |
-2.90 |
| | |
|
|
|
S |
|
Nokian Tyres |
7.982 |
8/12/24 |
-0.84 |
7.850 |
1.68 |
7.920 |
-0.070 |
-0.88 |
EUR |
-4.64 |
| | |
|
|
|
S |
|
Denso |
2,109.000 |
8/09/24 |
-0.19 |
2,527.000 |
-16.54 |
2,436.500 |
90.500 |
3.71 |
JPY |
-4.88 |
| | |
|
|
|
|
|
Xinyi Glass |
7.550 |
8/12/24 |
-0.13 |
8.560 |
-11.80 |
10.940 |
-2.380 |
-21.76 |
HKD |
-5.84 |
| | |
|
|
|
L |
|
Cdn Tire |
149.260 |
8/12/24 |
-0.17 |
135.740 |
9.96 |
154.140 |
-18.400 |
-11.94 |
CAD |
-6.95 |
| | |
|
|
|
S |
|
Continental |
58.860 |
8/12/24 |
0.34 |
53.040 |
10.97 |
68.240 |
-15.200 |
-22.27 |
EUR |
-17.95 |
| | |
|
|
|
S |
|
Magna |
52.280 |
8/12/24 |
-1.88 |
57.340 |
-8.82 |
77.460 |
-20.120 |
-25.97 |
CAD |
-19.18 |
| | |
|
|
|
S |
|
Vitesco Technologies |
52.050 |
8/12/24 |
-0.10 |
59.850 |
-13.03 |
72.150 |
-12.300 |
-17.05 |
EUR |
-19.51 |
| | |
|
|
|
|
|
Opmobility |
8.540 |
8/12/24 |
-1.16 |
9.300 |
-8.17 |
16.200 |
-6.900 |
-42.59 |
EUR |
-22.39 |
| | |
|
|
|
S |
|
LG Energy Solution |
328,500.000 |
8/12/24 |
2.02 |
347,000.000 |
-5.33 |
553,000.000 |
-206,000.000 |
-37.25 |
KRW |
-22.61 |
| | |
|
|
|
|
|
Valeo |
9.400 |
8/12/24 |
-0.95 |
10.045 |
-6.42 |
17.640 |
-7.595 |
-43.06 |
EUR |
-28.87 |
| | |
|
|
|
|
|
Forvia |
9.166 |
8/12/24 |
0.17 |
11.500 |
-20.30 |
19.605 |
-8.105 |
-41.34 |
EUR |
-29.56 |
| Auto Suppliers - 20 out of 20 instruments rated - 7/01/24 / 8/28/23 - 9 did rise, Market-Ratio(44) = 45.00 % |
Technical Chart
Transactions Automotive Suppliers * S44 - 20/34 (1)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 1/02/06 |
1/14/08 |
742 |
|
- cash - |
| short |
1/14/08 |
8/10/09 |
574 |
|
|
|
Forvia |
100 |
271 |
EUR |
36.890 |
8.950 |
152.053 |
115.163 |
312 |
41,209 |
146 |
|
| 8/10/09 |
8/22/11 |
742 |
|
- cash - |
| |
8/22/11 |
1/16/12 |
147 |
|
|
|
Grammer |
100 |
3,791 |
EUR |
10.870 |
12.400 |
9.340 |
-1.530 |
-14 |
35,409 |
-31 |
|
| 1/16/12 |
5/07/12 |
112 |
|
- cash - |
| |
5/07/12 |
6/11/12 |
35 |
|
|
|
Forvia |
100 |
2,245 |
EUR |
15.770 |
12.985 |
19.152 |
3.382 |
21 |
43,002 |
659 |
|
| 6/11/12 |
1/11/16 |
1309 |
|
- cash - |
| |
1/11/16 |
4/04/16 |
84 |
|
|
|
Leoni |
100 |
1,431 |
EUR |
30.030 |
28.820 |
31.291 |
1.261 |
4 |
44,806 |
20 |
|
| 4/04/16 |
9/10/18 |
889 |
|
- cash - |
| |
9/10/18 |
9/16/19 |
371 |
|
|
|
Leoni |
100 |
1,329 |
EUR |
33.710 |
13.515 |
84.082 |
50.372 |
149 |
111,750 |
146 |
|
| 9/16/19 |
2/10/20 |
147 |
|
- cash - |
| |
2/10/20 |
11/30/20 |
294 |
|
|
|
Pirelli |
100 |
24,783 |
EUR |
4.509 |
4.500 |
4.518 |
0.009 |
0 |
111,973 |
0 |
|
| 11/30/20 |
3/07/22 |
462 |
|
- cash - |
| |
3/07/22 |
1/09/23 |
308 |
|
|
|
Nokian Tyres |
100 |
7,983 |
EUR |
14.025 |
10.990 |
17.898 |
3.873 |
28 |
142,892 |
34 |
|
| 1/09/23 |
6/01/25 |
874 |
|
- cash - |
| accum | 1/14/08 |
1/09/23 | 1813 |
days out of 7090 invested (26%) |
1,329 |
142,892 |
71 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Forvia | short | 1/14/08 | 8/10/09 | 574 | 36.89 | 8.95 | 152.05 | 115.16 | 312.18 | | | |
| | | 5/07/12 | 6/11/12 | 35 | 15.77 | 12.99 | 19.15 | 3.38 | 21.45 | | | 400.58 |
| Leoni | | 1/11/16 | 4/04/16 | 84 | 30.03 | 28.82 | 31.29 | 1.26 | 4.20 | | | |
| | | 9/10/18 | 9/16/19 | 371 | 33.71 | 13.52 | 84.08 | 50.37 | 149.43 | | | 159.90 |
| Nokian Tyres | | 3/07/22 | 1/09/23 | 308 | 14.03 | 10.99 | 17.90 | 3.87 | 27.62 | | | 27.62 |
| Pirelli | | 2/10/20 | 11/30/20 | 294 | 4.51 | 4.50 | 4.52 | 0.01 | 0.20 | | | 0.20 |
| Grammer | | 8/22/11 | 1/16/12 | 147 | 10.87 | 12.40 | 9.34 | -1.53 | -14.08 | | | -14.08 |
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 |
|
