| | |
| | |
Assessment - Automotive Suppliers in Swiss Franc - 7/01/24 - RS = 44
⇐
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
8/28/23 |
prc diff |
⇓ Δ44 |
|
⇓∅-RS |
| |  |
 |
 |
|
S |
 |
SOM Auto Suppliers |
222.841 |
8/12/24 |
0.08 |
242.997 |
-8.29 |
245.778 |
-2.781 |
-1.13 |
|
-1.98 |
| | |
|
|
|
|
|
Yokohama Rubber |
17.253 |
8/09/24 |
2.88 |
20.072 |
-14.04 |
17.887 |
2.185 |
12.22 |
|
-0.17 |
| | |
|
|
|
|
|
Hyundai Mobis |
142.777 |
8/12/24 |
2.82 |
161.727 |
-11.72 |
152.581 |
9.145 |
5.99 |
|
4.99 |
| | |
|
|
|
L |
|
GS Yuasa |
13.187 |
8/09/24 |
2.70 |
17.634 |
-25.21 |
16.215 |
1.418 |
8.75 |
|
13.36 |
| | |
|
|
|
S |
|
LG Energy Solution |
214.656 |
8/12/24 |
2.02 |
226.744 |
-5.33 |
369.267 |
-142.523 |
-38.60 |
|
-20.91 |
| | |
|
|
|
|
|
Pirelli |
5.085 |
8/12/24 |
0.50 |
5.443 |
-6.59 |
4.331 |
1.112 |
25.68 |
|
13.33 |
| | |
|
|
|
|
|
Michelin |
33.284 |
8/12/24 |
0.41 |
34.990 |
-4.88 |
27.377 |
7.613 |
27.81 |
|
16.28 |
| | |
|
|
|
S |
|
Continental |
57.050 |
8/12/24 |
0.34 |
51.409 |
10.97 |
65.184 |
-13.775 |
-21.13 |
|
-20.72 |
| | |
|
|
|
|
|
Hella |
83.646 |
8/12/24 |
0.23 |
83.259 |
0.47 |
62.185 |
21.074 |
33.89 |
|
12.67 |
| | |
|
|
|
|
|
Forvia |
8.884 |
8/12/24 |
0.17 |
11.146 |
-20.30 |
18.727 |
-7.581 |
-40.48 |
|
-31.30 |
| | |
|
|
|
S |
|
Schaeffler |
4.503 |
8/12/24 |
0.17 |
5.181 |
-13.08 |
5.254 |
-0.073 |
-1.39 |
|
-4.60 |
| | |
|
|
|
|
|
Autoliv |
85.268 |
8/12/24 |
0.10 |
96.860 |
-11.97 |
84.209 |
12.650 |
15.02 |
|
4.19 |
| | |
|
|
|
S |
|
Vitesco Technologies |
50.449 |
8/12/24 |
-0.10 |
58.010 |
-13.03 |
68.919 |
-10.910 |
-15.83 |
|
-20.96 |
| | |
|
|
|
|
|
Xinyi Glass |
0.874 |
8/12/24 |
-0.13 |
0.990 |
-11.80 |
1.232 |
-0.242 |
-19.63 |
|
-4.64 |
| | |
|
|
|
L |
|
Cdn Tire |
98.150 |
8/12/24 |
-0.17 |
89.260 |
9.96 |
100.238 |
-10.978 |
-10.95 |
|
-6.53 |
| | |
|
|
|
S |
|
Denso |
11.795 |
8/09/24 |
-0.19 |
14.133 |
-16.54 |
14.701 |
-0.568 |
-3.87 |
|
-3.76 |
| | |
|
|
|
S |
|
Nokian Tyres |
7.737 |
8/12/24 |
-0.84 |
7.609 |
1.68 |
7.565 |
0.043 |
0.57 |
|
-3.00 |
| | |
|
|
|
|
|
Valeo |
9.111 |
8/12/24 |
-0.95 |
9.736 |
-6.42 |
16.850 |
-7.114 |
-42.22 |
|
-24.91 |
| | |
|
|
|
|
|
Opmobility |
8.277 |
8/12/24 |
-1.16 |
9.014 |
-8.17 |
15.475 |
-6.461 |
-41.75 |
|
-25.28 |
| | |
|
|
|
|
|
Bridgestone |
31.218 |
8/09/24 |
-1.33 |
35.206 |
-11.33 |
33.933 |
1.273 |
3.75 |
|
-3.88 |
| | |
|
|
|
S |
|
Magna |
34.378 |
8/12/24 |
-1.88 |
37.706 |
-8.82 |
50.373 |
-12.667 |
-25.15 |
|
-20.65 |
| Auto Suppliers - 20 out of 20 instruments rated - 7/01/24 / 8/28/23 - 9 did rise, Market-Ratio(44) in CHF = 45.00 % |
Technical Chart
Transactions Automotive Suppliers in Swiss Franc * S44 - 20/34 (1)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | | 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 |
166 |
|
60.038 |
13.723 |
262.669 |
202.631 |
338 |
43,637 |
156 |
|
| 8/10/09 |
8/22/11 |
742 |
|
- cash - |
| |
8/22/11 |
1/16/12 |
147 |
|
|
|
Grammer |
100 |
3,550 |
|
12.292 |
14.972 |
9.612 |
-2.680 |
-22 |
34,123 |
-46 |
|
| 1/16/12 |
5/07/12 |
112 |
|
- cash - |
| |
5/07/12 |
6/11/12 |
35 |
|
|
|
Forvia |
100 |
1,801 |
|
18.945 |
15.598 |
23.010 |
4.065 |
21 |
41,444 |
659 |
|
| 6/11/12 |
1/11/16 |
1309 |
|
- cash - |
| |
1/11/16 |
4/04/16 |
84 |
|
|
|
Leoni |
100 |
1,269 |
|
32.658 |
31.489 |
33.870 |
1.212 |
4 |
42,982 |
17 |
|
| 4/04/16 |
9/10/18 |
889 |
|
- cash - |
| |
9/10/18 |
9/16/19 |
371 |
|
|
|
Leoni |
100 |
1,128 |
|
38.100 |
14.762 |
98.331 |
60.231 |
158 |
110,923 |
154 |
|
| 9/16/19 |
2/10/20 |
147 |
|
- cash - |
| |
2/10/20 |
11/30/20 |
294 |
|
|
|
Pirelli |
100 |
23,066 |
|
4.809 |
4.871 |
4.747 |
-0.062 |
-1 |
109,492 |
-2 |
|
| 11/30/20 |
3/07/22 |
462 |
|
- cash - |
| |
3/07/22 |
1/09/23 |
308 |
|
|
|
Nokian Tyres |
100 |
7,750 |
|
14.128 |
10.864 |
18.371 |
4.243 |
30 |
142,378 |
37 |
|
| 1/09/23 |
2/02/26 |
1120 |
|
- cash - |
| accum | 1/14/08 |
1/09/23 | 1813 |
days out of 7336 invested (25%) |
1,324 |
142,378 |
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 | 60.04 | 13.72 | 262.67 | 202.63 | 337.50 | | | |
| | | 5/07/12 | 6/11/12 | 35 | 18.94 | 15.60 | 23.01 | 4.07 | 21.46 | | | 431.38 |
| Leoni | | 1/11/16 | 4/04/16 | 84 | 32.66 | 31.49 | 33.87 | 1.21 | 3.71 | | | |
| | | 9/10/18 | 9/16/19 | 371 | 38.10 | 14.76 | 98.33 | 60.23 | 158.09 | | | 167.67 |
| Nokian Tyres | | 3/07/22 | 1/09/23 | 308 | 14.13 | 10.86 | 18.37 | 4.24 | 30.04 | | | 30.04 |
| Pirelli | | 2/10/20 | 11/30/20 | 294 | 4.81 | 4.87 | 4.75 | -0.06 | -1.29 | | | -1.29 |
| Grammer | | 8/22/11 | 1/16/12 | 147 | 12.29 | 14.97 | 9.61 | -2.68 | -21.80 | | | -21.80 |
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 |
|
