Assessment - Automotive Suppliers in Renminbi yuán - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
						S		SOM Auto Suppliers	1,795.926	8/12/24	0.08	1,958.370	-8.29	1,946.829	11.541	0.59		-2.99
						L		GS Yuasa	106.281	8/09/24	2.70	142.113	-25.21	99.559	42.555	42.74		12.07
						S		Denso	95.058	8/09/24	-0.19	113.898	-16.54	106.681	7.217	6.77		-4.78
								Pirelli	40.979	8/12/24	0.50	43.869	-6.59	38.704	5.165	13.34		12.11
								Michelin	268.243	8/12/24	0.41	281.992	-4.88	254.990	27.002	10.59		15.04
								Yokohama Rubber	139.048	8/09/24	2.88	161.765	-14.04	162.153	-0.388	-0.24		-1.23
								Bridgestone	251.594	8/09/24	-1.33	283.730	-11.33	292.908	-9.177	-3.13		-4.88
								Hyundai Mobis	1,150.671	8/12/24	2.82	1,303.392	-11.72	1,298.113	5.279	0.41		3.93
								Hella	674.124	8/12/24	0.23	670.999	0.47	648.079	22.921	3.54		11.52
								Autoliv	687.197	8/12/24	0.10	780.613	-11.97	782.225	-1.612	-0.21		3.08
								Xinyi Glass	7.041	8/12/24	-0.13	7.982	-11.80	7.956	0.027	0.33		-5.64
						L		Cdn Tire	791.013	8/12/24	-0.17	719.363	9.96	755.227	-35.864	-4.75		-7.42
						S		Schaeffler	36.292	8/12/24	0.17	41.752	-13.08	43.952	-2.200	-5.00		-5.58
						S		Nokian Tyres	62.351	8/12/24	-0.84	61.319	1.68	64.871	-3.551	-5.47		-3.99
						S		LG Energy Solution	1,729.957	8/12/24	2.02	1,827.382	-5.33	2,352.487	-525.105	-22.32		-21.64
								Opmobility	66.709	8/12/24	-1.16	72.646	-8.17	94.266	-21.620	-22.94		-26.01
						S		Vitesco Technologies	406.583	8/12/24	-0.10	467.512	-13.03	614.300	-146.788	-23.90		-21.69
						S		Magna	277.061	8/12/24	-1.88	303.877	-8.82	420.173	-116.296	-27.68		-21.39
								Valeo	73.427	8/12/24	-0.95	78.466	-6.42	109.309	-30.844	-28.22		-25.61
						S		Continental	459.779	8/12/24	0.34	414.317	10.97	604.245	-189.928	-31.43		-21.45
								Forvia	71.599	8/12/24	0.17	89.831	-20.30	160.409	-70.578	-44.00		-31.90
Auto Suppliers - 20 out of 20 instruments rated - 7/01/24 / 1/01/24 - 7 did rise, Market-Ratio(26) in CNY = 35.00 %

 

 

Transactions Automotive Suppliers in Renminbi yuán * Mixed Cut L41 - 76/76 (1) - 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		2/06/06	35				- cash -
long	2/06/06	2/27/06	21				Denso	100	12,919		0.774	0.744		-0.030	-4	9,608	-50
2/27/06		3/27/06	28				- cash -
	3/27/06	4/10/06	14				Denso	100	12,201		0.787	0.786		-0.001	0	9,593	-4
4/10/06		10/09/06	182				- cash -
	10/09/06	10/16/06	7				Brembo	100	571		16.789	17.430		0.641	4	9,959	605
10/16/06		10/23/06	7				- cash -
	10/23/06	11/06/06	14				Michelin	100	66		150.216	155.226		5.010	3	10,289	135
11/06/06		11/13/06	7				- cash -
	11/13/06	11/20/06	7				Michelin	100	64		159.786	162.940		3.153	2	10,491	177
11/20/06		12/04/06	14				- cash -
	12/04/06	1/01/07	28				Michelin	100	64		163.616	180.829		17.212	11	11,593	268
1/01/07		1/22/07	21				- cash -
	1/22/07	2/05/07	14				Michelin	100	67		171.109	170.959		-0.150	0	11,583	-2
2/05/07		2/12/07	7				- cash -
	2/12/07	10/22/07	252				Bertrandt	100	61		188.539	294.466		105.927	56	18,044	91
10/22/07		10/29/07	7				- cash -
	10/29/07	11/05/07	7				Nokian Tyres	100	58		306.943	314.891		7.948	3	18,505	279
11/05/07		1/14/08	70				- cash -
short	1/14/08	8/10/09	574				Forvia	100	46		395.900	86.728	1,807.217	1,411.317	356	83,426	163
long	8/10/09	8/17/09	7				Opmobility	100	5,031		16.580	16.606		0.026	0	83,558	9
8/17/09		8/24/09	7				- cash -
	8/24/09	5/17/10	266				Opmobility	100	4,657		17.940	28.903		10.963	61	134,612	92
5/17/10		5/31/10	14				- cash -
	5/31/10	6/07/10	7				Opmobility	100	4,577		29.406	27.004		-2.402	-8	123,618	-99
6/07/10		7/12/10	35				- cash -
	7/12/10	7/26/10	14				Opmobility	100	3,628		34.066	37.387		3.321	10	135,668	1,031
7/26/10		8/09/10	14				- cash -
	8/09/10	8/01/11	357				Grammer	100	1,089		124.495	150.558		26.063	21	164,050	21
8/01/11		8/22/11	21				- cash -
short	8/22/11	1/16/12	147				Grammer	100	1,644		99.750	99.221	100.281	0.531	1	164,924	1
1/16/12		5/07/12	112				- cash -
	5/07/12	6/11/12	35				Forvia	100	1,268		130.035	103.084	164.031	33.997	26	208,032	1,027
6/11/12		6/18/12	7				- cash -
long	6/18/12	7/23/12	35				Yokohama Rubber	100	235,622		0.883	0.833		-0.050	-6	196,316	-45
7/23/12		8/06/12	14				- cash -
	8/06/12	8/13/12	7				Continental	100	367		533.843	527.556		-6.287	-1	194,008	-46
8/13/12		8/20/12	7				- cash -
	8/20/12	10/29/12	70				Continental	100	358		541.358	521.314		-20.044	-4	186,832	-18
10/29/12		1/28/13	91				- cash -
	1/28/13	2/11/13	14				Opmobility	100	2,323		80.411	85.179		4.768	6	197,909	349
2/11/13		2/18/13	7				- cash -
	2/18/13	5/05/14	441				Opmobility	100	2,265		87.355	214.058		126.703	145	484,890	110
5/05/14		5/12/14	7				- cash -
	5/12/14	5/19/14	7				Brembo	100	10,537		46.017	46.452		0.435	1	489,469	63
5/19/14		5/26/14	7				- cash -
	5/26/14	6/30/14	35				Brembo	100	10,455		46.814	45.294		-1.521	-3	473,571	-29
6/30/14		5/25/15	329				- cash -
	5/25/15	6/01/15	7				Valeo	100	1,361		347.836	332.972		-14.865	-4	453,340	-90
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
6/01/15		6/29/15	28				- cash -
	6/29/15	7/06/15	7				Valeo	100	1,374		329.896	319.286		-10.610	-3	438,761	-82
7/06/15		7/20/15	14				- cash -
	7/20/15	8/03/15	14				Brembo	100	8,414		52.145	57.077		4.932	9	480,257	955
8/03/15		8/10/15	7				- cash -
	8/10/15	8/17/15	7				Brembo	100	8,383		57.285	56.889		-0.396	-1	476,939	-30
8/17/15		1/11/16	147				- cash -
short	1/11/16	4/04/16	84				Leoni	100	2,227		214.162	212.752	215.581	1.419	1	480,100	3
4/04/16		11/21/16	231				- cash -
long	11/21/16	12/05/16	14				Grammer	100	1,358		353.382	347.355		-6.028	-2	471,914	-36
12/05/16		12/12/16	7				- cash -
	12/12/16	12/19/16	7				Grammer	100	1,351		349.130	352.662		3.532	1	476,686	69
12/19/16		1/02/17	14				- cash -
	1/02/17	7/24/17	203				Grammer	100	1,342		355.058	373.931		18.873	5	502,014	10
7/24/17		8/14/17	21				- cash -
	8/14/17	8/21/17	7				Leoni	100	1,209		415.018	408.936		-6.082	-1	494,661	-54
8/21/17		9/11/17	21				- cash -
	9/11/17	10/09/17	28				Hella	100	1,252		394.829	396.412		1.583	0	496,643	5
10/09/17		12/25/17	77				- cash -
	12/25/17	1/01/18	7				Forvia	100	959		517.507	509.558		-7.949	-2	489,020	-55
1/01/18		1/22/18	21				- cash -
	1/22/18	2/05/18	14				Forvia	100	846		577.703	551.811		-25.892	-4	467,115	-70
2/05/18		9/10/18	217				- cash -
short	9/10/18	9/16/19	371				Leoni	100	1,743		267.937	105.041	683.449	415.512	155	1,191,352	151
9/16/19		2/10/20	147				- cash -
	2/10/20	11/30/20	294				Pirelli	100	34,691		34.341	35.376	33.307	-1.034	-3	1,155,466	-4
11/30/20		12/14/20	14				- cash -
long	12/14/20	9/13/21	273				GS Yuasa	100	676,217		1.709	1.573		-0.135	-8	1,063,923	-10
9/13/21		9/27/21	14				- cash -
	9/27/21	10/04/21	7				Leoni	100	10,011		106.268	93.676		-12.592	-12	937,867	-100
10/04/21		10/11/21	7				- cash -
	10/11/21	11/08/21	28				Leoni	100	9,808		95.615	104.937		9.322	10	1,029,296	236
11/08/21		3/07/22	119				- cash -
short	3/07/22	1/09/23	308				Nokian Tyres	100	10,681		96.360	79.962	116.121	19.761	21	1,240,362	25
1/09/23		2/20/23	42				- cash -
long	2/20/23	2/27/23	7				Yokohama Rubber	100	995,534		1.246	1.318		0.072	6	1,311,872	1,759
2/27/23		4/17/23	49				- cash -
	4/17/23	5/01/23	14				Yokohama Rubber	100	890,188		1.474	1.483		0.010	1	1,320,558	19
5/01/23		7/10/23	70				- cash -
	7/10/23	8/21/23	42				Forvia	100	7,515		175.706	157.885		-17.821	-10	1,186,631	-61
8/21/23		3/14/26	936				- cash -
accum	2/06/06	8/21/23	4123	days out of 7376 invested (56%)										11,766		1,186,631	53

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	395.90	86.73	1,807.22	1,411.32	356.48
	short	5/07/12	6/11/12	35	130.03	103.08	164.03	34.00	26.14
	long	12/25/17	1/01/18	7	517.51	509.56		-7.95	-1.54
	long	1/22/18	2/05/18	14	577.70	551.81		-25.89	-4.48
	long	7/10/23	8/21/23	42	175.71	157.88		-17.82	-10.14			386.64
Opmobility	long	8/10/09	8/17/09	7	16.58	16.61		0.03	0.16
	long	8/24/09	5/17/10	266	17.94	28.90		10.96	61.11
	long	5/31/10	6/07/10	7	29.41	27.00		-2.40	-8.17
	long	7/12/10	7/26/10	14	34.07	37.39		3.32	9.75
	long	1/28/13	2/11/13	14	80.41	85.18		4.77	5.93
	long	2/18/13	5/05/14	441	87.36	214.06		126.70	145.04			322.15
Leoni	short	1/11/16	4/04/16	84	214.16	212.75	215.58	1.42	0.66
	long	8/14/17	8/21/17	7	415.02	408.94		-6.08	-1.47
	short	9/10/18	9/16/19	371	267.94	105.04	683.45	415.51	155.08
	long	9/27/21	10/04/21	7	106.27	93.68		-12.59	-11.85
	long	10/11/21	11/08/21	28	95.62	104.94		9.32	9.75			144.77
Bertrandt	long	2/12/07	10/22/07	252	188.54	294.47		105.93	56.18			56.18
Grammer	long	8/09/10	8/01/11	357	124.49	150.56		26.06	20.93
	short	8/22/11	1/16/12	147	99.75	99.22	100.28	0.53	0.53
	long	11/21/16	12/05/16	14	353.38	347.35		-6.03	-1.71
	long	12/12/16	12/19/16	7	349.13	352.66		3.53	1.01
	long	1/02/17	7/24/17	203	355.06	373.93		18.87	5.32			27.13
Nokian Tyres	long	10/29/07	11/05/07	7	306.94	314.89		7.95	2.59
	short	3/07/22	1/09/23	308	96.36	79.96	116.12	19.76	20.51			23.63
Michelin	long	10/23/06	11/06/06	14	150.22	155.23		5.01	3.34
	long	11/13/06	11/20/06	7	159.79	162.94		3.15	1.97
	long	12/04/06	1/01/07	28	163.62	180.83		17.21	10.52
	long	1/22/07	2/05/07	14	171.11	170.96		-0.15	-0.09			16.36
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Brembo	long	10/09/06	10/16/06	7	16.79	17.43		0.64	3.82
	long	5/12/14	5/19/14	7	46.02	46.45		0.43	0.94
	long	5/26/14	6/30/14	35	46.81	45.29		-1.52	-3.25
	long	7/20/15	8/03/15	14	52.15	57.08		4.93	9.46
	long	8/10/15	8/17/15	7	57.29	56.89		-0.40	-0.69			10.22
Yokohama Rubber	long	6/18/12	7/23/12	35	0.88	0.83		-0.05	-5.63
	long	2/20/23	2/27/23	7	1.25	1.32		0.07	5.77
	long	4/17/23	5/01/23	14	1.47	1.48		0.01	0.66			0.47
Hella	long	9/11/17	10/09/17	28	394.83	396.41		1.58	0.40			0.40
Pirelli	short	2/10/20	11/30/20	294	34.34	35.38	33.31	-1.03	-3.01			-3.01
Denso	long	2/06/06	2/27/06	21	0.77	0.74		-0.03	-3.92
	long	3/27/06	4/10/06	14	0.79	0.79		-0.00	-0.16			-4.07
Continental	long	8/06/12	8/13/12	7	533.84	527.56		-6.29	-1.18
	long	8/20/12	10/29/12	70	541.36	521.31		-20.04	-3.70			-4.84
Valeo	long	5/25/15	6/01/15	7	347.84	332.97		-14.86	-4.27
	long	6/29/15	7/06/15	7	329.90	319.29		-10.61	-3.22			-7.35
GS Yuasa	long	12/14/20	9/13/21	273	1.71	1.57		-0.14	-7.92			-7.92

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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