Assessment - Iron and Steel in Euro - 1/07/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						S		SOM Iron and Steel	310.621	12/08/24	-0.18	335.852	-7.51	351.464	-15.611	-4.44		-1.67
								Pacific Metals	7.738	9/08/24	5.59	7.345	5.34	7.751	-0.406	-5.24		-13.02
						S		Aperam	25.060	12/08/24	-0.63	24.620	1.79	32.880	-8.260	-25.12		-12.57
						S		Bluescope Steel	12.748	12/08/24	-0.44	12.549	1.58	14.411	-1.862	-12.92		-2.48
								Citic Pacific	0.848	12/08/24		0.848		0.902	-0.054	-6.01		-6.27
						S		Vulcan Steel	3.972	12/08/24	0.14	4.018	-1.13	4.783	-0.766	-16.01		-12.26
						L		JSW Steel	10.253	12/08/24	1.35	10.550	-2.81	9.560	0.990	10.35		15.76
								Outokumpu	3.242	12/08/24	0.31	3.386	-4.25	4.484	-1.098	-24.49		-16.14
								ArcelorMittal	20.120	12/08/24	0.30	21.300	-5.54	25.665	-4.365	-17.01		-9.15
						S		Acerinox	9.155	12/08/24	0.05	9.760	-6.20	10.655	-0.895	-8.40		-0.32
								Nippon Steel	18.285	9/08/24	1.83	19.941	-8.30	20.623	-0.681	-3.30		-5.44
								Vallourec	13.370	12/08/24	-0.59	14.700	-9.05	14.025	0.675	4.81		11.54
						S		Tenaris	12.830	12/08/24	0.71	14.245	-9.93	15.745	-1.500	-9.53		-6.88
						S		Posco Holdings	220.791	12/08/24	0.61	249.781	-11.61	348.278	-98.497	-28.28		-21.27
						L		Tata Steel	1.700	12/08/24	0.16	1.946	-12.64	1.516	0.429	28.32		28.70
								voestalpine	22.080	12/08/24	-0.18	25.280	-12.66	28.560	-3.280	-11.48		-8.15
								Ternium Argentina	0.904	12/08/24	-2.32	1.037	-12.80	0.949	0.088	9.30		-16.40
						S		Salzgitter	15.230	12/08/24	-1.23	18.160	-16.13	28.000	-9.840	-35.14		-25.88
								thyssenkrupp	3.320	12/08/24	-1.63	4.093	-18.89	6.312	-2.219	-35.16		-28.91
								Kobe Steel	9.402	9/08/24	1.62	11.644	-19.25	11.649	-0.005	-0.04		2.71
Iron and Steel - 19 out of 19 instruments rated - 1/07/24 / 1/01/24 - 4 did rise, Market-Ratio(26) in EUR = 21.05 %

 

 

Transactions Iron and Steel in Euro * Mixed Cut L21 - 80/14 (1) - S34 - 40/85 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		16/01/06	14				- cash -
long	16/01/06	3/03/08	777				Salzgitter	100	193		51.550	115.720		64.170	124	22,385	46
3/03/08		20/04/09	413				- cash -
	20/04/09	16/08/10	483				Pacific Metals	100	44,825		0.499	0.532		0.033	7	23,856	5
short	16/08/10	10/01/11	147				Salzgitter	100	470		50.650	54.850	46.450	-4.200	-8	21,882	-19
10/01/11		6/06/11	147				- cash -
	6/06/11	17/02/14	987				Outokumpu	100	952		22.970	3.400	155.183	132.213	576	147,749	103
17/02/14		16/06/14	119				- cash -
	16/06/14	3/10/16	840				Vallourec	100	108		1,361.400	165.280	11,213.758	9,852.358	724	1,211,803	150
3/10/16		9/10/17	371				- cash -
	9/10/17	8/01/18	91				Tenaris	100	100,648		12.040	13.730	10.350	-1.690	-14	1,041,708	-45
8/01/18		9/04/18	91				- cash -
	9/04/18	9/11/20	945				Outokumpu	100	190,928		5.456	2.460	12.101	6.645	122	2,310,386	36
9/11/20		29/11/21	385				- cash -
	29/11/21	20/02/23	448				Vallourec	100	291,531		7.925	13.895	1.955	-5.970	-75	569,946	-68
20/02/23		28/08/23	189				- cash -
	28/08/23	12/08/24	350				Aperam	100	22,082		25.810	25.060	26.582	0.772	3	587,003	3
accum	16/01/06	12/08/24	5614	days out of 7343 invested (76%)										5,770		587,003	30

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Outokumpu	short	6/06/11	17/02/14	987	22.97	3.40	155.18	132.21	575.59
	short	9/04/18	9/11/20	945	5.46	2.46	12.10	6.64	121.79			1,398.38
Salzgitter	long	16/01/06	3/03/08	777	51.55	115.72		64.17	124.48
	short	16/08/10	10/01/11	147	50.65	54.85	46.45	-4.20	-8.29			105.87
Vallourec	short	16/06/14	3/10/16	840	1,361.40	165.28	11,213.76	9,852.36	723.69
	short	29/11/21	20/02/23	448	7.93	13.90	1.96	-5.97	-75.33			103.19
Pacific Metals	long	20/04/09	16/08/10	483	0.50	0.53		0.03	6.57			6.57
Aperam	short	28/08/23	12/08/24	350	25.81	25.06	26.58	0.77	2.99			2.99
Tenaris	short	9/10/17	8/01/18	91	12.04	13.73	10.35	-1.69	-14.04			-14.04

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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