| |
| |
Assessment - Automotive Industry - 3/25/24 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
9/25/23 |
prc diff |
⇓ Δ26 |
Curr |
∅-RS |
| | |
|
|
|
L |
|
SOM Automotive |
540.415 |
07:00 |
-0.01 |
547.761 |
-1.34 |
488.323 |
59.438 |
12.17 |
USD |
14.63 |
| | |
|
|
|
L |
|
Traton |
33.340 |
Thu |
-1.83 |
34.320 |
-2.86 |
19.240 |
15.080 |
78.38 |
EUR |
68.92 |
| | |
|
|
|
L |
|
Bajaj Auto |
9,148.150 |
Thu |
-0.16 |
8,956.100 |
2.14 |
5,005.450 |
3,950.650 |
78.93 |
INR |
68.38 |
| | |
|
|
|
L |
|
Iveco |
13.800 |
Thu |
-2.06 |
13.925 |
-0.90 |
9.194 |
4.731 |
51.46 |
EUR |
63.62 |
| | |
|
|
|
L |
|
Toyota |
3,792.000 |
06:15 |
-0.37 |
3,830.000 |
-0.99 |
2,761.500 |
1,068.500 |
38.69 |
JPY |
56.13 |
| | |
|
|
|
L |
|
Tata Motors |
992.800 |
Thu |
1.45 |
979.750 |
1.33 |
618.700 |
361.050 |
58.36 |
INR |
54.65 |
| | |
|
|
|
L |
|
Stellantis |
26.345 |
Thu |
-1.26 |
27.155 |
-2.98 |
18.068 |
9.087 |
50.29 |
EUR |
51.00 |
| | |
|
|
|
L |
|
Daimler Truck |
46.960 |
Thu |
0.77 |
46.890 |
0.15 |
33.870 |
13.020 |
38.44 |
EUR |
45.70 |
| | |
|
|
|
L |
|
Paccar |
123.890 |
Thu |
-0.46 |
123.395 |
0.40 |
85.460 |
37.935 |
44.39 |
USD |
42.89 |
| | |
|
|
|
L |
|
Ferrari |
404.000 |
Thu |
-0.54 |
406.000 |
-0.49 |
272.700 |
133.300 |
48.88 |
EUR |
36.76 |
| | |
|
|
|
L |
|
Volvo |
290.100 |
Thu |
-3.28 |
314.850 |
-7.86 |
228.650 |
86.200 |
37.70 |
SEK |
36.63 |
| | |
|
|
|
L |
|
Yokohama Rubber |
4,026.000 |
06:15 |
-0.98 |
4,120.000 |
-2.28 |
3,157.000 |
963.000 |
30.50 |
JPY |
31.55 |
| | |
|
|
|
|
|
Kia |
110,200.000 |
06:30 |
-1.61 |
111,500.000 |
-1.17 |
82,100.000 |
29,400.000 |
35.81 |
KRW |
27.22 |
| | |
|
|
|
L |
|
Autoliv |
1,289.500 |
Thu |
0.82 |
1,303.500 |
-1.07 |
1,072.000 |
231.500 |
21.60 |
SEK |
27.16 |
| | |
|
|
|
L |
|
Denso |
2,883.000 |
06:15 |
-0.07 |
2,910.000 |
-0.93 |
2,553.750 |
356.250 |
13.95 |
JPY |
26.81 |
| | |
|
|
|
L |
|
Honda Motor |
1,891.000 |
06:15 |
1.48 |
1,879.000 |
0.64 |
1,751.330 |
127.670 |
7.29 |
JPY |
26.74 |
| | |
|
|
|
L |
|
General Motors |
45.350 |
Thu |
1.70 |
43.550 |
4.13 |
33.060 |
10.490 |
31.73 |
USD |
26.65 |
| | |
|
|
|
L |
|
GS Yuasa |
3,146.000 |
06:15 |
0.25 |
3,120.000 |
0.83 |
2,729.500 |
390.500 |
14.31 |
JPY |
26.52 |
| | |
|
|
|
L |
|
Renault |
46.795 |
Thu |
0.81 |
45.590 |
2.64 |
38.230 |
7.360 |
19.25 |
EUR |
25.77 |
| | |
|
|
|
L |
|
Mahindra & Mahindra |
1,921.350 |
Thu |
2.14 |
1,875.000 |
2.47 |
1,589.450 |
285.550 |
17.97 |
INR |
24.74 |
| | |
|
|
|
L |
|
Maruti Suzuki |
12,600.300 |
Thu |
0.72 |
12,304.000 |
2.41 |
10,588.200 |
1,715.800 |
16.20 |
INR |
23.99 |
| | |
|
|
|
L |
|
Hyundai Motor |
233,000.000 |
06:30 |
-1.69 |
239,500.000 |
-2.71 |
192,900.000 |
46,600.000 |
24.16 |
KRW |
21.59 |
| | |
|
|
|
L |
|
Suzuki Motor |
1,738.500 |
06:15 |
1.02 |
6,776.000 |
-74.34 |
6,097.000 |
679.000 |
11.14 |
JPY |
21.21 |
| | |
|
|
|
|
|
Mazda Motor |
1,755.500 |
06:15 |
-0.34 |
1,775.000 |
-1.10 |
1,805.500 |
-30.500 |
-1.69 |
JPY |
21.03 |
| | |
|
|
|
L |
|
Michelin |
35.520 |
Thu |
-0.45 |
35.410 |
0.31 |
29.430 |
5.980 |
20.32 |
EUR |
19.99 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
9/25/23 |
prc diff |
⇓ Δ26 |
Curr |
∅-RS |
| | |
|
|
|
|
|
Pirelli |
5.676 |
Thu |
0.11 |
5.654 |
0.39 |
4.713 |
0.941 |
19.97 |
EUR |
19.55 |
| | |
|
|
|
L |
|
Isuzu Motors |
2,055.000 |
06:15 |
0.78 |
2,097.000 |
-2.00 |
1,965.500 |
131.500 |
6.69 |
JPY |
15.84 |
| | |
|
|
|
L |
|
KATEK |
15.200 |
Thu |
|
15.100 |
0.66 |
13.350 |
1.750 |
13.11 |
EUR |
15.18 |
| | |
|
|
|
|
|
Bridgestone |
6,656.000 |
06:15 |
-0.52 |
6,697.000 |
-0.61 |
6,025.000 |
672.000 |
11.15 |
JPY |
14.72 |
| | |
|
|
|
L |
|
Hella |
85.200 |
Thu |
-0.47 |
84.900 |
0.35 |
66.300 |
18.600 |
28.05 |
EUR |
13.28 |
| | |
|
|
|
L |
|
Hyundai Mobis |
255,000.000 |
06:30 |
-2.49 |
258,000.000 |
-1.16 |
246,500.000 |
11,500.000 |
4.67 |
KRW |
13.07 |
| | |
|
|
|
|
|
Eicher Motors |
4,019.300 |
Thu |
2.70 |
3,990.000 |
0.73 |
3,386.650 |
603.350 |
17.82 |
INR |
12.64 |
| | |
|
|
|
L |
|
Mercedes-Benz |
73.810 |
Thu |
0.39 |
73.720 |
0.12 |
66.380 |
7.340 |
11.06 |
EUR |
10.80 |
| | |
|
|
|
|
|
Nissan Motor |
608.300 |
06:15 |
1.86 |
628.900 |
-3.28 |
692.200 |
-63.300 |
-9.14 |
JPY |
10.62 |
| | |
|
|
|
L |
|
Schaeffler |
6.250 |
Thu |
-0.79 |
6.260 |
-0.16 |
5.200 |
1.060 |
20.38 |
EUR |
9.11 |
| | |
|
|
|
L |
|
Nokian Tyres |
8.732 |
Thu |
-0.89 |
8.774 |
-0.48 |
7.500 |
1.274 |
16.99 |
EUR |
7.69 |
| | |
|
|
|
L |
|
Ford Motor |
13.280 |
Thu |
1.68 |
12.900 |
2.95 |
12.580 |
0.320 |
2.54 |
USD |
6.80 |
| | |
|
|
|
L |
|
BMW |
106.960 |
Thu |
0.75 |
106.240 |
0.68 |
97.270 |
8.970 |
9.22 |
EUR |
5.57 |
| | |
|
|
|
L |
|
Volkswagen |
122.840 |
Thu |
0.89 |
119.380 |
2.90 |
113.260 |
6.120 |
5.40 |
EUR |
3.14 |
| | |
|
|
|
L |
|
SAIC Motor Corp |
15.070 |
07:00 |
0.80 |
14.730 |
2.31 |
14.970 |
-0.240 |
-1.60 |
CNY |
2.90 |
| | |
|
|
|
L |
|
Mitsubishi Motors |
505.800 |
06:15 |
2.08 |
496.300 |
1.91 |
661.500 |
-165.200 |
-24.97 |
JPY |
-0.94 |
| | |
|
|
|
L |
|
Hino Motors |
510.000 |
06:15 |
0.97 |
520.500 |
-2.02 |
589.000 |
-68.500 |
-11.63 |
JPY |
-1.73 |
| | |
|
|
|
S |
|
Magna |
73.790 |
Thu |
-0.27 |
72.770 |
1.40 |
73.230 |
-0.460 |
-0.63 |
CAD |
-1.85 |
| | |
|
|
|
S |
|
Continental |
66.900 |
Thu |
-0.48 |
66.420 |
0.72 |
64.540 |
1.880 |
2.91 |
EUR |
-3.19 |
| | |
|
|
|
L |
|
Porsche |
92.280 |
Thu |
-1.39 |
91.880 |
0.44 |
93.000 |
-1.120 |
-1.20 |
EUR |
-3.42 |
| | |
|
|
|
|
|
BYD Company |
201.600 |
Thu |
-0.59 |
211.000 |
-4.45 |
247.800 |
-36.800 |
-14.85 |
HKD |
-6.98 |
| | |
|
|
|
S |
|
Li Auto |
121.300 |
Thu |
3.23 |
119.000 |
1.93 |
144.700 |
-25.700 |
-17.76 |
HKD |
-7.75 |
| | |
|
|
|
|
|
Great Wall Motor |
22.840 |
07:00 |
0.09 |
23.110 |
-1.17 |
25.870 |
-2.760 |
-10.67 |
CNY |
-9.90 |
| | |
|
|
|
L |
|
Plastic Omnium |
12.080 |
Thu |
2.55 |
11.900 |
1.51 |
15.420 |
-3.520 |
-22.83 |
EUR |
-12.59 |
| | |
|
|
|
L |
|
LG Energy Solution |
395,000.000 |
06:30 |
-1.62 |
414,500.000 |
-4.70 |
476,000.000 |
-61,500.000 |
-12.92 |
KRW |
-13.69 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
9/25/23 |
prc diff |
⇓ Δ26 |
Curr |
∅-RS |
| | |
|
|
|
S |
|
Vitesco Technologies |
64.350 |
Thu |
0.08 |
64.850 |
-0.77 |
76.550 |
-11.700 |
-15.28 |
EUR |
-14.67 |
| | |
|
|
|
S |
|
Cdn Tire |
135.100 |
Thu |
0.56 |
131.470 |
2.76 |
148.810 |
-17.340 |
-11.65 |
CAD |
-14.95 |
| | |
|
|
|
L |
|
Xinyi Glass |
8.290 |
Thu |
3.37 |
8.270 |
0.24 |
10.540 |
-2.270 |
-21.54 |
HKD |
-17.06 |
| | |
|
|
|
S |
|
Tesla Motors |
175.790 |
Thu |
-2.25 |
172.630 |
1.83 |
246.990 |
-74.360 |
-30.11 |
USD |
-20.77 |
| | |
|
|
|
|
|
Valeo |
11.590 |
Thu |
0.35 |
11.455 |
1.18 |
16.770 |
-5.315 |
-31.69 |
EUR |
-24.34 |
| | |
|
|
|
S |
|
Forvia |
14.055 |
Thu |
0.39 |
13.595 |
3.38 |
19.525 |
-5.930 |
-30.37 |
EUR |
-26.09 |
Automotive - 55 out of 55 instruments rated - 3/25/24 / 9/25/23 - 37 did rise, Market-Ratio(26) = 67.27 % |
Technical Chart
Transactions Automotive Industry * A26 - 65/45 (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 |
7/03/06 |
182 |
|
- cash - |
short |
7/03/06 |
11/20/06 |
140 |
|
|
|
Kia |
100 |
655 |
KRW |
15.250 |
14.500 |
16.039 |
0.789 |
5 |
10,517 |
14 |
|
long |
11/20/06 |
11/12/07 |
357 |
|
|
|
SAIC Motor Corp |
100 |
2,214 |
CNY |
4.750 |
16.530 |
|
11.780 |
248 |
36,598 |
258 |
|
short |
11/12/07 |
4/27/09 |
532 |
|
|
|
Grammer |
100 |
2,273 |
EUR |
16.100 |
4.770 |
54.342 |
38.242 |
238 |
123,521 |
130 |
|
long |
4/27/09 |
5/30/11 |
763 |
|
|
|
Ford Motor |
100 |
24,172 |
USD |
5.110 |
14.920 |
|
9.810 |
192 |
360,648 |
67 |
|
short |
5/30/11 |
2/06/12 |
252 |
|
|
|
Mitsubishi Motors |
100 |
38,448 |
JPY |
9.380 |
9.620 |
9.140 |
-0.240 |
-3 |
351,421 |
-4 |
|
long |
2/06/12 |
7/23/12 |
168 |
|
|
|
Hino Motors |
100 |
66,810 |
JPY |
5.260 |
5.200 |
|
-0.060 |
-1 |
347,412 |
-2 |
|
short |
7/23/12 |
11/19/12 |
119 |
|
|
|
Peugeot |
100 |
64,574 |
EUR |
5.380 |
3.865 |
7.489 |
2.109 |
39 |
483,586 |
176 |
|
long |
11/19/12 |
8/18/14 |
637 |
|
|
|
Montupet |
100 |
73,159 |
EUR |
6.610 |
48.590 |
|
41.980 |
635 |
3,554,801 |
214 |
|
short |
8/18/14 |
1/26/15 |
161 |
|
|
|
Nokian Tyres |
100 |
145,843 |
EUR |
24.374 |
22.648 |
26.232 |
1.858 |
8 |
3,825,704 |
18 |
|
long |
1/26/15 |
8/17/15 |
203 |
|
|
|
Maruti Suzuki |
100 |
10,601 |
INR |
360.865 |
454.235 |
|
93.370 |
26 |
4,815,519 |
51 |
|
short |
8/17/15 |
3/28/16 |
224 |
|
|
|
Tata Motors |
100 |
135,286 |
INR |
35.595 |
36.325 |
34.865 |
-0.730 |
-2 |
4,716,761 |
-3 |
|
long |
3/28/16 |
4/04/16 |
7 |
|
|
|
Hankook Tire |
100 |
83,779 |
KRW |
56.300 |
52.600 |
|
-3.700 |
-7 |
4,406,778 |
-97 |
|
short |
4/04/16 |
8/08/16 |
126 |
|
|
|
Leoni |
100 |
152,906 |
EUR |
28.820 |
33.340 |
24.300 |
-4.520 |
-16 |
3,715,643 |
-39 |
|
long |
8/08/16 |
9/12/16 |
35 |
|
|
|
Grammer |
100 |
79,140 |
EUR |
46.950 |
53.230 |
|
6.280 |
13 |
4,212,642 |
270 |
|
short |
9/12/16 |
10/10/16 |
28 |
|
|
|
Mitsubishi Motors |
100 |
854,491 |
JPY |
4.930 |
4.890 |
4.970 |
0.040 |
1 |
4,247,078 |
11 |
|
long |
10/10/16 |
10/24/16 |
14 |
|
|
|
Grammer |
100 |
77,360 |
EUR |
54.900 |
51.820 |
|
-3.080 |
-6 |
4,008,810 |
-78 |
|
short |
10/24/16 |
11/07/16 |
14 |
|
|
|
Mitsubishi Motors |
100 |
826,558 |
JPY |
4.850 |
5.850 |
3.850 |
-1.000 |
-21 |
3,182,252 |
-100 |
|
long |
11/07/16 |
8/21/17 |
287 |
|
|
|
Grammer |
100 |
61,161 |
EUR |
52.030 |
43.220 |
|
-8.810 |
-17 |
2,643,423 |
-21 |
|
short |
8/21/17 |
9/25/17 |
35 |
|
|
|
Nemak |
100 |
176,110 |
MXN |
15.010 |
14.440 |
15.603 |
0.592 |
4 |
2,747,768 |
50 |
|
long |
9/25/17 |
4/23/18 |
210 |
|
|
|
Fiat Chrysler |
100 |
186,289 |
EUR |
14.750 |
19.680 |
|
4.930 |
33 |
3,666,173 |
65 |
|
short |
4/23/18 |
4/22/19 |
364 |
|
|
|
Tata Motors |
100 |
109,749 |
INR |
33.405 |
23.485 |
47.515 |
14.110 |
42 |
5,214,753 |
42 |
|
long |
4/22/19 |
5/13/19 |
21 |
|
|
|
Kia |
100 |
121,840 |
KRW |
42.800 |
42.350 |
|
-0.450 |
-1 |
5,159,925 |
-17 |
|
short |
5/13/19 |
11/11/19 |
182 |
|
|
|
Leoni |
100 |
300,344 |
EUR |
17.180 |
12.620 |
23.388 |
6.208 |
36 |
7,024,371 |
86 |
|
long |
11/11/19 |
3/02/20 |
112 |
|
|
|
Schaeffler |
100 |
710,968 |
EUR |
9.880 |
7.914 |
|
-1.966 |
-20 |
5,626,608 |
-51 |
|
short |
3/02/20 |
9/07/20 |
189 |
|
|
|
Renault |
100 |
219,446 |
EUR |
25.640 |
25.160 |
26.129 |
0.489 |
2 |
5,733,961 |
4 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
9/07/20 |
9/20/21 |
378 |
|
|
|
Tesla Motors |
100 |
41,121 |
USD |
139.440 |
243.390 |
|
103.950 |
75 |
10,008,489 |
71 |
|
short |
9/20/21 |
11/15/21 |
56 |
|
|
|
Valeo |
100 |
479,104 |
EUR |
20.890 |
28.330 |
13.450 |
-7.440 |
-36 |
6,443,955 |
-94 |
|
long |
11/15/21 |
11/29/21 |
14 |
|
|
|
Tata Motors |
100 |
127,489 |
INR |
50.545 |
46.145 |
|
-4.400 |
-9 |
5,883,003 |
-91 |
|
short |
11/29/21 |
1/17/22 |
49 |
|
|
|
ElringKlinger |
100 |
547,765 |
EUR |
10.740 |
12.660 |
8.820 |
-1.920 |
-18 |
4,831,295 |
-77 |
|
long |
1/17/22 |
2/07/22 |
21 |
|
|
|
Ford Motor |
100 |
191,794 |
USD |
25.190 |
17.880 |
|
-7.310 |
-29 |
3,429,280 |
-100 |
|
short |
2/07/22 |
9/05/22 |
210 |
|
|
|
Hankook Tire |
100 |
97,561 |
KRW |
35.150 |
39.600 |
30.700 |
-4.450 |
-13 |
2,995,134 |
-21 |
|
long |
9/05/22 |
9/26/22 |
21 |
|
|
|
Mitsubishi Motors |
100 |
519,988 |
JPY |
5.760 |
5.830 |
|
0.070 |
1 |
3,031,533 |
23 |
|
short |
9/26/22 |
4/03/23 |
189 |
|
|
|
Forvia |
100 |
243,301 |
EUR |
12.460 |
20.390 |
4.530 |
-7.930 |
-64 |
1,102,156 |
-86 |
|
long |
4/03/23 |
10/30/23 |
210 |
|
|
|
Iveco |
100 |
129,848 |
EUR |
8.488 |
8.048 |
|
-0.440 |
-5 |
1,045,023 |
-9 |
|
short |
10/30/23 |
2/12/24 |
105 |
|
|
|
Lucid |
100 |
256,762 |
USD |
4.070 |
3.590 |
4.614 |
0.544 |
13 |
1,184,753 |
55 |
|
long |
2/12/24 |
3/28/24 |
45 |
|
|
|
Bajaj Auto |
100 |
1,513 |
INR |
782.995 |
914.815 |
|
131.820 |
17 |
1,384,197 |
253 |
|
accum | 7/03/06 |
3/28/24 | 6479 |
days out of 6661 invested (97%) |
13,742 |
1,384,197 |
32 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Montupet | long | 11/19/12 | 8/18/14 | 637 | 6.61 | 48.59 | | 41.98 | 635.10 | | | 635.10 |
SAIC Motor Corp | long | 11/20/06 | 11/12/07 | 357 | 4.75 | 16.53 | | 11.78 | 248.00 | | | 248.00 |
Grammer | short | 11/12/07 | 4/27/09 | 532 | 16.10 | 4.77 | 54.34 | 38.24 | 237.53 | | | |
| long | 8/08/16 | 9/12/16 | 35 | 46.95 | 53.23 | | 6.28 | 13.38 | | | |
| long | 10/10/16 | 10/24/16 | 14 | 54.90 | 51.82 | | -3.08 | -5.61 | | | |
| long | 11/07/16 | 8/21/17 | 287 | 52.03 | 43.22 | | -8.81 | -16.93 | | | 200.04 |
Ford Motor | long | 4/27/09 | 5/30/11 | 763 | 5.11 | 14.92 | | 9.81 | 191.98 | | | |
| long | 1/17/22 | 2/07/22 | 21 | 25.19 | 17.88 | | -7.31 | -29.02 | | | 107.25 |
Tesla Motors | long | 9/07/20 | 9/20/21 | 378 | 139.44 | 243.39 | | 103.95 | 74.55 | | | 74.55 |
Peugeot | short | 7/23/12 | 11/19/12 | 119 | 5.38 | 3.87 | 7.49 | 2.11 | 39.20 | | | 39.20 |
Fiat Chrysler | long | 9/25/17 | 4/23/18 | 210 | 14.75 | 19.68 | | 4.93 | 33.42 | | | 33.42 |
Tata Motors | short | 8/17/15 | 3/28/16 | 224 | 35.60 | 36.33 | 34.87 | -0.73 | -2.05 | | | |
| short | 4/23/18 | 4/22/19 | 364 | 33.41 | 23.49 | 47.52 | 14.11 | 42.24 | | | |
| long | 11/15/21 | 11/29/21 | 14 | 50.55 | 46.15 | | -4.40 | -8.71 | | | 27.19 |
Maruti Suzuki | long | 1/26/15 | 8/17/15 | 203 | 360.87 | 454.24 | | 93.37 | 25.87 | | | 25.87 |
Bajaj Auto | long | 2/12/24 | 3/28/24 | 45 | 783.00 | 914.82 | | 131.82 | 16.84 | | | 16.84 |
Leoni | short | 4/04/16 | 8/08/16 | 126 | 28.82 | 33.34 | 24.30 | -4.52 | -15.68 | | | |
| short | 5/13/19 | 11/11/19 | 182 | 17.18 | 12.62 | 23.39 | 6.21 | 36.13 | | | 14.78 |
Lucid | short | 10/30/23 | 2/12/24 | 105 | 4.07 | 3.59 | 4.61 | 0.54 | 13.37 | | | 13.37 |
Nokian Tyres | short | 8/18/14 | 1/26/15 | 161 | 24.37 | 22.65 | 26.23 | 1.86 | 7.62 | | | 7.62 |
Kia | short | 7/03/06 | 11/20/06 | 140 | 15.25 | 14.50 | 16.04 | 0.79 | 5.17 | | | |
| long | 4/22/19 | 5/13/19 | 21 | 42.80 | 42.35 | | -0.45 | -1.05 | | | 4.07 |
Nemak | short | 8/21/17 | 9/25/17 | 35 | 15.01 | 14.44 | 15.60 | 0.59 | 3.95 | | | 3.95 |
Renault | short | 3/02/20 | 9/07/20 | 189 | 25.64 | 25.16 | 26.13 | 0.49 | 1.91 | | | 1.91 |
Hino Motors | long | 2/06/12 | 7/23/12 | 168 | 5.26 | 5.20 | | -0.06 | -1.14 | | | -1.14 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Iveco | long | 4/03/23 | 10/30/23 | 210 | 8.49 | 8.05 | | -0.44 | -5.18 | | | -5.18 |
ElringKlinger | short | 11/29/21 | 1/17/22 | 49 | 10.74 | 12.66 | 8.82 | -1.92 | -17.88 | | | -17.88 |
Hankook Tire | long | 3/28/16 | 4/04/16 | 7 | 56.30 | 52.60 | | -3.70 | -6.57 | | | |
| short | 2/07/22 | 9/05/22 | 210 | 35.15 | 39.60 | 30.70 | -4.45 | -12.66 | | | -18.40 |
Schaeffler | long | 11/11/19 | 3/02/20 | 112 | 9.88 | 7.91 | | -1.97 | -19.90 | | | -19.90 |
Mitsubishi Motors | short | 5/30/11 | 2/06/12 | 252 | 9.38 | 9.62 | 9.14 | -0.24 | -2.56 | | | |
| short | 9/12/16 | 10/10/16 | 28 | 4.93 | 4.89 | 4.97 | 0.04 | 0.82 | | | |
| short | 10/24/16 | 11/07/16 | 14 | 4.85 | 5.85 | 3.85 | -1.00 | -20.62 | | | |
| long | 9/05/22 | 9/26/22 | 21 | 5.76 | 5.83 | | 0.07 | 1.22 | | | -21.07 |
Valeo | short | 9/20/21 | 11/15/21 | 56 | 20.89 | 28.33 | 13.45 | -7.44 | -35.62 | | | -35.62 |
Forvia | short | 9/26/22 | 4/03/23 | 189 | 12.46 | 20.39 | 4.53 | -7.93 | -63.64 | | | -63.64 |
Annotations
9/28/23 | Denso | | | stock split 1:4 (four for one) |
| Honda Motor | | | stock split 1:3 (three for one) |
8/25/22 | Tesla Motors | | | stock split 1:3 (three for one) |
6/16/22 | Michelin | | | stock split 1:4 (four for one) |
4/04/22 | Hella | | | acquired by Faurecia |
9/29/21 | Toyota | | | stock split 1:5 (five for one) |
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 |
12/21/17 | Mahindra & Mahindra | | | stock split 1:2 (two for one) |
6/06/16 | Valeo | | | stock split 1:3 (three for one) |
6/04/16 | Schaeffler | | | moves from SDAX to MDAX (2016-06-20) |
1/18/16 | Autoindustrie | | | Montupet drops out (acquisition by Linamar) |
12/21/15 | Schaeffler | | | entry (SDAX) |
11/02/15 | Pirelli | | | drops out due to acquisition by CNCC |
3/14/15 | Automotive | | | completely re-analyzed, excellent performing Mixed Cut |
1/19/15 | Hella | | | entry |
|
|