Share-o-matic - Portfolio

Wed, Dec 4th, 2024, 15:50UTC

Assessment - Iron and Steel in Renminbi yuán - 7/01/24 - RS = 21

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	2/05/24	prc diff	⇓ Δ21	∅-RS
	S	SOM Iron and Steel	2,426.383	8/12	-0.18	2,623.477	-7.51	2,747.778	-124.300	-4.52	-1.72
	L	Tata Steel	13.276	8/12	0.16	15.197	-12.64	12.269	2.929	23.87	28.60
		Ternium Argentina	7.065	8/12	-2.32	8.102	-12.80	9.178	-1.076	-11.72	-16.44
	L	JSW Steel	80.091	8/12	1.35	82.409	-2.81	70.609	11.800	16.71	15.72
		Vallourec	104.438	8/12	-0.59	114.828	-9.05	104.206	10.622	10.19	10.17
		Kobe Steel	73.445	8/09	1.62	90.956	-19.25	98.977	-8.021	-8.10	2.62
	S	Acerinox	71.513	8/12	0.05	76.239	-6.20	77.613	-1.374	-1.77	-0.59
		Nippon Steel	142.834	8/09	1.83	155.770	-8.30	172.373	-16.603	-9.63	-5.49
		Citic Pacific	6.621	8/12		6.621		6.755	-0.134	-1.98	-6.25
	S	Bluescope Steel	99.576	8/12	-0.44	98.026	1.58	108.222	-10.196	-9.42	-2.51
	S	Tenaris	100.220	8/12	0.71	111.273	-9.93	112.323	-1.049	-0.93	-8.15
		Pacific Metals	60.442	8/09	5.59	57.377	5.34	73.639	-16.262	-22.08	-13.00
		voestalpine	172.476	8/12	-0.18	197.472	-12.66	208.721	-11.249	-5.39	-4.89
	S	Vulcan Steel	31.029	8/12	0.14	31.383	-1.13	34.000	-2.617	-7.70	-12.27
		ArcelorMittal	157.165	8/12	0.30	166.383	-5.54	193.067	-26.684	-13.82	-11.18
	S	Aperam	195.754	8/12	-0.63	192.317	1.79	222.790	-30.473	-13.68	-12.40
		Outokumpu	25.325	8/12	0.31	26.449	-4.25	30.543	-4.093	-13.40	-16.96
	S	Posco Holdings	1,724.690	8/12	0.61	1,951.138	-11.61	2,411.194	-460.055	-19.08	-21.27
	S	Salzgitter	118.968	8/12	-1.23	141.855	-16.13	194.342	-52.487	-27.01	-28.82
		thyssenkrupp	25.934	8/12	-1.63	31.972	-18.89	42.115	-10.143	-24.08	-29.42
Iron and Steel - 19 out of 19 instruments rated - 7/01/24 / 2/05/24 - 3 did rise, Market-Ratio(21) in CNY = 15.79 %

Technical Chart

	Iron and Steel RS = 21 - B/S = 85/20

1/06/20	scale up chart	7/01/24

Transactions Iron and Steel in Renminbi yuán * A21 - 85/20 (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		1/30/06	28		- cash -
long	1/30/06	1/28/08	728		Salzgitter	100	17	565.856	1,000.112		434.256	77	17,382	33
short	1/28/08	4/20/09	448		Pacific Metals	100	3,033	5.731	4.451	7.378	1.647	29	22,379	23
long	4/20/09	8/16/10	483		Pacific Metals	100	5,027	4.451	4.613		0.162	4	23,195	3
short	8/16/10	10/18/10	63		Salzgitter	100	52	439.060	501.211	376.908	-62.151	-14	19,963	-59
long	10/18/10	6/06/11	231		Severstal	100	200	99.332	123.169		23.836	24	24,730	40
short	6/06/11	2/20/12	259		Outokumpu	100	113	217.797	107.815	439.973	222.176	102	49,836	169
long	2/20/12	5/21/12	91		Tenaris	100	385	129.427	104.666		-24.762	-19	40,303	-57
short	5/21/12	11/18/13	546		Outokumpu	100	655	61.506	27.728	136.432	74.925	122	89,379	70
long	11/18/13	8/24/15	644		Ternium Argentina	100	28,038	3.188	3.786		0.598	19	106,144	10
short	8/24/15	7/11/16	322		Vallourec	100	32	3,232.738	934.475	11,183.384	7,950.646	246	360,565	308
long	7/11/16	6/18/18	707		Outokumpu	100	11,395	31.642	39.783		8.141	26	453,327	13
short	6/18/18	1/13/20	574		Outokumpu	100	11,395	39.783	22.003	71.929	32.146	81	819,630	46
long	1/13/20	3/09/20	56		Ternium Argentina	100	286,933	2.857	1.982		-0.874	-31	568,816	-91
short	3/09/20	8/10/20	154		Vallourec	100	1,645	345.780	243.150	491.728	145.948	42	808,900	130
long	8/10/20	10/04/21	420		Ternium Argentina	100	202,082	4.003	6.042		2.039	51	1,220,908	43
short	10/04/21	12/12/22	434		Vallourec	100	21,327	57.247	76.619	37.875	-19.372	-34	807,761	-29
long	12/12/22	7/01/24	567		Ternium Argentina	100	106,820	7.562	8.102		0.540	7	865,467	5
short	7/01/24	8/12/24	42		thyssenkrupp	100	27,069	31.972	25.934	39.416	7.444	23	1,066,972	517
accum	1/30/06	8/12/24	6883	days out of 6911 invested (100%)							10,570		1,066,972	28

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Outokumpu	short	6/06/11	2/20/12	259	217.80	107.81	439.97	222.18	102.01
	short	5/21/12	11/18/13	546	61.51	27.73	136.43	74.93	121.82
	long	7/11/16	6/18/18	707	31.64	39.78		8.14	25.73
	short	6/18/18	1/13/20	574	39.78	22.00	71.93	32.15	80.80	918.61
Vallourec	short	8/24/15	7/11/16	322	3,232.74	934.48	11,183.38	7,950.65	245.94
	short	3/09/20	8/10/20	154	345.78	243.15	491.73	145.95	42.21
	short	10/04/21	12/12/22	434	57.25	76.62	37.87	-19.37	-33.84	225.48
Salzgitter	long	1/30/06	1/28/08	728	565.86	1,000.11		434.26	76.74
	short	8/16/10	10/18/10	63	439.06	501.21	376.91	-62.15	-14.16	51.72
Pacific Metals	short	1/28/08	4/20/09	448	5.73	4.45	7.38	1.65	28.75
	long	4/20/09	8/16/10	483	4.45	4.61		0.16	3.65	33.44
Ternium Argentina	long	11/18/13	8/24/15	644	3.19	3.79		0.60	18.76
	long	1/13/20	3/09/20	56	2.86	1.98		-0.87	-30.60
	long	8/10/20	10/04/21	420	4.00	6.04		2.04	50.93
	long	12/12/22	7/01/24	567	7.56	8.10		0.54	7.14	33.28
Severstal	long	10/18/10	6/06/11	231	99.33	123.17		23.84	24.00	24.00
thyssenkrupp	short	7/01/24	8/12/24	42	31.97	25.93	39.42	7.44	23.28	23.28
Tenaris	long	2/20/12	5/21/12	91	129.43	104.67		-24.76	-19.13	-19.13

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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