Assessment - Iron and Steel - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	∅-RS
						S		SOM Iron and Steel	333.178	8/12/24	-0.18	360.242	-7.51	389.130	-28.888	-7.42	USD	-2.42
						L		Tata Steel	152.060	8/12/24	0.16	174.070	-12.64	139.600	34.470	24.69	INR	36.02
								Ternium Argentina	886.000	8/12/24	-2.32	1,016.000	-12.80	849.000	167.000	19.67	ARS	29.09
						L		JSW Steel	917.350	8/12/24	1.35	943.900	-2.81	880.250	63.650	7.23	INR	12.89
								Vallourec	13.370	8/12/24	-0.59	14.700	-9.05	14.025	0.675	4.81	EUR	11.54
								Kobe Steel	1,629.500	8/09/24	1.62	2,018.000	-19.25	1,824.500	193.500	10.61	JPY	7.84
						S		Acerinox	9.155	8/12/24	0.05	9.760	-6.20	10.655	-0.895	-8.40	EUR	-0.32
								Nippon Steel	3,169.000	8/09/24	1.83	3,456.000	-8.30	3,230.000	226.000	7.00	JPY	-2.36
								Citic Pacific	7.100	8/12/24		7.100		7.800	-0.700	-8.97	HKD	-2.93
						S		Bluescope Steel	20.560	8/12/24	-0.44	20.240	1.58	23.400	-3.160	-13.50	AUD	-4.86
						S		Tenaris	12.830	8/12/24	0.71	14.245	-9.93	15.745	-1.500	-9.53	EUR	-6.88
								Pacific Metals	1,341.000	8/09/24	5.59	1,273.000	5.34	1,214.000	59.000	4.86	JPY	-7.99
								voestalpine	22.080	8/12/24	-0.18	25.280	-12.66	28.560	-3.280	-11.48	EUR	-8.15
						S		Vulcan Steel	7.020	8/12/24	0.14	7.100	-1.13	8.360	-1.260	-15.07	NZD	-8.39
								ArcelorMittal	20.120	8/12/24	0.30	21.300	-5.54	25.665	-4.365	-17.01	EUR	-9.15
						S		Aperam	25.060	8/12/24	-0.63	24.620	1.79	32.880	-8.260	-25.12	EUR	-12.57
								Outokumpu	3.242	8/12/24	0.31	3.386	-4.25	4.484	-1.098	-24.49	EUR	-16.14
						S		Posco Holdings	327,500.000	8/12/24	0.61	370,500.000	-11.61	499,500.000	-129,000.000	-25.83	KRW	-18.97
						S		Salzgitter	15.230	8/12/24	-1.23	18.160	-16.13	28.000	-9.840	-35.14	EUR	-25.88
								thyssenkrupp	3.320	8/12/24	-1.63	4.093	-18.89	6.312	-2.219	-35.16	EUR	-28.91
Iron and Steel - 19 out of 19 instruments rated - 7/01/24 / 1/01/24 - 7 did rise, Market-Ratio(26) = 36.84 %

 

 

Transactions Iron and Steel * Mixed Cut L21 - 80/14 (1) - S34 - 40/85 (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		1/16/06	14				- cash -
long	1/16/06	3/03/08	777				Salzgitter	100	193	EUR	51.550	115.720		64.170	124	22,385	46
3/03/08		4/20/09	413				- cash -
	4/20/09	8/16/10	483				Pacific Metals	100	346	JPY	64.600	58.500		-6.100	-9	20,274	-7
short	8/16/10	1/10/11	147				Salzgitter	100	400	EUR	50.650	54.850	46.450	-4.200	-8	18,594	-19
1/10/11		6/06/11	147				- cash -
	6/06/11	2/17/14	987				Outokumpu	100	809	EUR	22.970	3.400	155.183	132.213	576	125,554	103
2/17/14		6/16/14	119				- cash -
	6/16/14	10/03/16	840				Vallourec	100	92	EUR	1,361.400	165.280	11,213.758	9,852.358	724	1,031,971	150
10/03/16		10/09/17	371				- cash -
	10/09/17	1/08/18	91				Tenaris	100	85,711	EUR	12.040	13.730	10.350	-1.690	-14	887,120	-45
1/08/18		4/09/18	91				- cash -
	4/09/18	11/09/20	945				Outokumpu	100	162,595	EUR	5.456	2.460	12.101	6.645	122	1,967,531	36
11/09/20		11/29/21	385				- cash -
	11/29/21	2/20/23	448				Vallourec	100	248,268	EUR	7.925	13.895	1.955	-5.970	-75	485,371	-68
2/20/23		8/28/23	189				- cash -
	8/28/23	8/12/24	350				Aperam	100	18,805	EUR	25.810	25.060	26.582	0.772	3	499,896	3
accum	1/16/06	8/12/24	5628	days out of 7357 invested (76%)										4,899		499,896	29

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Outokumpu	short	6/06/11	2/17/14	987	22.97	3.40	155.18	132.21	575.59
	short	4/09/18	11/09/20	945	5.46	2.46	12.10	6.64	121.79			1,398.38
Salzgitter	long	1/16/06	3/03/08	777	51.55	115.72		64.17	124.48
	short	8/16/10	1/10/11	147	50.65	54.85	46.45	-4.20	-8.29			105.87
Vallourec	short	6/16/14	10/03/16	840	1,361.40	165.28	11,213.76	9,852.36	723.69
	short	11/29/21	2/20/23	448	7.93	13.90	1.96	-5.97	-75.33			103.19
Aperam	short	8/28/23	8/12/24	350	25.81	25.06	26.58	0.77	2.99			2.99
Pacific Metals	long	4/20/09	8/16/10	483	64.60	58.50		-6.10	-9.44			-9.44
Tenaris	short	10/09/17	1/08/18	91	12.04	13.73	10.35	-1.69	-14.04			-14.04

Annotations

7/28/22	Tata Steel			stock split 1:10 (ten for one)
5/25/20	Vallourec			reverse split 40:1 (one for fourty)
5/18/17	ArcelorMittal			reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
3/15/15	Iron and Steel			first complete analysis

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