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

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						S		SOM Iron and Steel	333.178	12/08/24	-0.18	360.242	-7.51	389.130	-28.888	-7.42		-2.42
						L		Tata Steel	1.823	12/08/24	0.16	2.087	-12.64	1.679	0.408	24.32		27.52
								Ternium Argentina	0.970	12/08/24	-2.32	1.113	-12.80	1.051	0.062	5.89		-17.21
						L		JSW Steel	10.998	12/08/24	1.35	11.316	-2.81	10.585	0.731	6.91		14.74
								Vallourec	14.341	12/08/24	-0.59	15.768	-9.05	15.528	0.239	1.54		9.27
								Kobe Steel	10.085	9/08/24	1.62	12.490	-19.25	12.897	-0.408	-3.16		1.73
						S		Acerinox	9.820	12/08/24	0.05	10.469	-6.20	11.797	-1.328	-11.26		-1.41
								Nippon Steel	19.613	9/08/24	1.83	21.390	-8.30	22.833	-1.443	-6.32		-6.29
								Citic Pacific	0.909	12/08/24		0.909		0.998	-0.089	-8.94		-7.04
						S		Bluescope Steel	13.673	12/08/24	-0.44	13.460	1.58	15.956	-2.495	-15.64		-3.30
						S		Tenaris	13.762	12/08/24	0.71	15.279	-9.93	17.432	-2.153	-12.35		-8.93
								Pacific Metals	8.300	9/08/24	5.59	7.879	5.34	8.582	-0.703	-8.19		-13.75
								voestalpine	23.683	12/08/24	-0.18	27.116	-12.66	31.621	-4.505	-14.25		-5.68
						S		Vulcan Steel	4.261	12/08/24	0.14	4.309	-1.13	5.296	-0.986	-18.63		-13.02
								ArcelorMittal	21.581	12/08/24	0.30	22.847	-5.54	28.416	-5.569	-19.60		-11.92
						S		Aperam	26.880	12/08/24	-0.63	26.408	1.79	36.404	-9.996	-27.46		-13.12
								Outokumpu	3.477	12/08/24	0.31	3.632	-4.25	4.965	-1.333	-26.84		-17.65
						S		Posco Holdings	236.825	12/08/24	0.61	267.920	-11.61	385.603	-117.683	-30.52		-21.94
						S		Salzgitter	16.336	12/08/24	-1.23	19.479	-16.13	31.001	-11.522	-37.17		-29.40
								thyssenkrupp	3.561	12/08/24	-1.63	4.390	-18.89	6.988	-2.598	-37.18		-30.03
Iron and Steel - 19 out of 19 instruments rated - 1/07/24 / 1/01/24 - 4 did rise, Market-Ratio(26) in USD = 21.05 %

 

 

Transactions Iron and Steel in Dollar * 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	159		62.597	175.651		113.054	181	27,976	62
3/03/08		20/04/09	413				- cash -
	20/04/09	16/08/10	483				Pacific Metals	100	42,944		0.651	0.679		0.027	4	29,152	3
short	16/08/10	10/01/11	147				Salzgitter	100	451		64.604	70.789	58.419	-6.185	-10	26,362	-22
10/01/11		6/06/11	147				- cash -
	6/06/11	17/02/14	987				Outokumpu	100	784		33.614	4.679	241.466	207.852	618	189,318	107
17/02/14		16/06/14	119				- cash -
	16/06/14	3/10/16	840				Vallourec	100	102		1,847.828	185.362	18,420.593	16,572.765	897	1,879,740	172
3/10/16		9/10/17	371				- cash -
	9/10/17	8/01/18	91				Tenaris	100	133,064		14.127	16.437	11.816	-2.311	-16	1,572,278	-51
8/01/18		9/04/18	91				- cash -
	9/04/18	9/11/20	945				Outokumpu	100	233,869		6.723	2.908	15.540	8.817	131	3,634,281	38
9/11/20		29/11/21	385				- cash -
	29/11/21	20/02/23	448				Vallourec	100	406,903		8.932	14.851	3.012	-5.920	-66	1,225,475	-59
20/02/23		28/08/23	189				- cash -
	28/08/23	12/08/24	350				Aperam	100	43,919		27.903	26.880	28.964	1.062	4	1,272,105	4
accum	16/01/06	12/08/24	5766	days out of 7495 invested (77%)										12,621		1,272,105	36

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	33.61	4.68	241.47	207.85	618.34
	short	9/04/18	9/11/20	945	6.72	2.91	15.54	8.82	131.15			1,560.43
Vallourec	short	16/06/14	3/10/16	840	1,847.83	185.36	18,420.59	16,572.76	896.88
	short	29/11/21	20/02/23	448	8.93	14.85	3.01	-5.92	-66.28			236.15
Salzgitter	long	16/01/06	3/03/08	777	62.60	175.65		113.05	180.61
	short	16/08/10	10/01/11	147	64.60	70.79	58.42	-6.19	-9.57			153.74
Pacific Metals	long	20/04/09	16/08/10	483	0.65	0.68		0.03	4.20			4.20
Aperam	short	28/08/23	12/08/24	350	27.90	26.88	28.96	1.06	3.81			3.81
Tenaris	short	9/10/17	8/01/18	91	14.13	16.44	11.82	-2.31	-16.36			-16.36

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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