Assessment - Automotive Producers in Dollar - 1/07/24 - RS = mixed

 ⇐ 

								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								SOM Auto Makers	655.986	12/08/24	-0.43	729.682	-10.10	658.702	70.980	10.78		7.07
								Bajaj Auto	116.418	12/08/24	-0.56	114.279	1.87	81.736	32.543	39.82		50.21
						S		BMW	84.716	12/08/24	-0.90	95.613	-11.40	111.581	-15.967	-14.31		-11.56
						L		BYD Company	27.351	12/08/24	-0.28	29.707	-7.93	27.444	2.263	8.25		4.84
								Daimler Truck	35.396	12/08/24	-0.87	39.934	-11.36	37.666	2.268	6.02		5.82
						L		Eicher Motors	57.650	12/08/24	-0.45	55.573	3.74	49.825	5.748	11.54		21.36
								Ferrari	413.710	12/08/24		409.955	0.92	337.908	72.047	21.32		16.02
						S		Ford Motor	9.860	12/08/24	-2.38	12.760	-22.73	12.190	0.570	4.68		-2.45
						L		General Motors	42.990	12/08/24	-1.13	46.680	-7.90	35.920	10.760	29.96		30.39
						L		Great Wall Motor	3.050	12/08/24	-0.31	3.471	-12.14	3.555	-0.083	-2.34		-1.53
						S		Hino Motors	2.763	9/08/24	-0.42	2.616	5.66	3.276	-0.660	-20.16		-22.79
								Honda Motor	8.789	9/08/24	-0.14	10.896	-19.34	10.363	0.533	5.14		-0.39
						L		Hyundai Motor	176.082	12/08/24	0.21	206.815	-14.86	157.097	49.718	31.65		31.90
								Isuzu Motors	12.511	9/08/24	0.50	13.737	-8.92	12.837	0.899	7.01		6.82
								Iveco	9.270	12/08/24	-0.21	11.407	-18.74	9.019	2.388	26.48		12.21
								Kia	73.832	12/08/24	0.20	92.995	-20.61	77.198	15.797	20.46		30.74
						S		Li Auto	9.860	12/08/24	-1.79	9.002	9.53	17.844	-8.842	-49.55		-44.33
						L		Mahindra & Mahindra	32.581	12/08/24	-1.15	34.477	-5.50	20.796	13.681	65.79		65.24
								Maruti Suzuki	147.137	12/08/24	0.40	145.165	1.36	123.883	21.282	17.18		11.55
						S		Mazda Motor	6.898	9/08/24	1.32	9.670	-28.67	10.770	-1.099	-10.21		-9.71
						S		Mercedes-Benz	61.654	12/08/24	-0.57	69.506	-11.30	69.253	0.252	0.36		-3.40
						S		Mitsubishi Motors	2.389	9/08/24	1.05	2.834	-15.70	3.174	-0.340	-10.71		-14.29
						S		Nissan Motor	2.539	9/08/24	-0.56	3.419	-25.74	3.918	-0.499	-12.73		-13.03
								Paccar	92.170	12/08/24	-0.74	101.840	-9.50	97.650	4.190	4.29		12.78
						S		Porsche	70.450	12/08/24	-0.97	74.397	-5.31	88.463	-14.066	-15.90		-21.86
								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Renault	43.173	12/08/24	-0.72	51.754	-16.58	40.860	10.894	26.66		21.71
						S		SAIC Motor Corp	1.887	12/08/24	-0.87	1.903	-0.87	1.907	-0.004	-0.20		-5.24
						S		Stellantis	14.995	12/08/24	-0.57	19.987	-24.98	23.417	-3.429	-14.65		-6.32
								Suzuki Motor	10.063	9/08/24	0.31	11.348	-11.32	10.662	0.686	6.43		8.57
								Tata Motors	12.901	12/08/24	0.75	12.013	7.39	9.379	2.634	28.09		32.29
								Tesla Motors	197.490	12/08/24	-1.26	209.860	-5.89	248.480	-38.620	-15.54		-12.07
								Toyota	15.148	9/08/24	-0.14	20.325	-25.47	18.312	2.013	10.99		5.13
								Traton	28.639	12/08/24		32.929	-13.03	23.605	9.325	39.50		33.45
								Volvo	24.047	12/08/24	-0.12	25.711	-6.47	26.005	-0.294	-1.13		10.10
						S		Volkswagen	100.290	12/08/24	-0.47	113.751	-11.83	123.782	-10.030	-8.10		-8.18
Auto Makers - 34 out of 34 instruments rated - 1/07/24 / 1/01/24 - 21 did rise, Market-Ratio(26) in USD = 61.76 %

 

 

Transactions Automotive Producers in Dollar * Mixed Straddles L13 - 81/34 (1) - S13 - 30/78 (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		30/01/06	28				- cash -
long	30/01/06	12/06/06	133				Mahindra & Mahindra	100	31,590		0.317	0.285		-0.032	-10	8,998	-25
short	12/06/06	18/09/06	98				Ford Motor	100	1,329		6.770	7.820	5.720	-1.050	-16	7,603	-47
long	18/09/06	20/08/07	336				SAIC Motor Corp	100	14,553		0.522	2.544		2.021	387	37,020	458
short	20/08/07	30/03/09	588				Mazda Motor	100	149,738		0.247	0.092	0.662	0.415	168	99,097	84
long	30/03/09	7/03/11	707				SAIC Motor Corp	100	92,236		1.074	2.646		1.572	146	244,054	59
short	7/03/11	5/12/11	273				Mazda Motor	100	1,973,371		0.124	0.090	0.170	0.047	38	336,262	53
5/12/11		13/02/12	70				- cash -
long	13/02/12	14/05/12	91				Tata Motors	100	652,328		0.515	0.538		0.022	4	350,873	19
short	14/05/12	3/12/12	203				Peugeot	100	38,980		9.001	4.968	16.308	7.306	81	635,670	191
3/12/12		7/01/13	35				- cash -
long	7/01/13	8/04/13	91				Mazda Motor	100	6,281,765		0.101	0.157		0.056	55	985,715	481
8/04/13		27/05/13	49				- cash -
	27/05/13	27/10/14	518				Tesla Motors	100	134,008		7.356	14.778		7.422	101	1,980,376	63
short	27/10/14	19/01/15	84				Hyundai Motor	100	11,842,835		0.167	0.160	0.175	0.008	5	2,072,496	22
long	19/01/15	22/06/15	154				Maruti Suzuki	100	352,390		5.881	6.268		0.387	7	2,208,731	16
22/06/15		27/07/15	35				- cash -
short	27/07/15	23/11/15	119				Tata Motors	100	3,754,632		0.588	0.605	0.571	-0.017	-3	2,145,021	-9
long	23/11/15	11/01/16	49				Maruti Suzuki	100	300,664		7.134	6.410		-0.724	-10	1,927,339	-55
short	11/01/16	30/05/16	140				Fiat Chrysler	100	242,304		7.954	7.123	8.883	0.928	12	2,152,314	33
long	30/05/16	27/06/16	28				Tata Motors	100	3,417,165		0.630	0.660		0.030	5	2,254,855	83
short	27/06/16	10/10/16	105				Mitsubishi Motors	100	47,834,975		0.047	0.047	0.047	-0.000	0	2,253,027	0
long	10/10/16	19/03/18	525				Tata Motors	100	2,661,791		0.846	0.515		-0.332	-39	1,369,888	-29
short	19/03/18	4/11/19	595				Tata Motors	100	2,661,791		0.515	0.243	1.089	0.574	112	2,898,158	58
long	4/11/19	3/02/20	91				Ferrari	100	16,903		171.458	170.668		-0.790	0	2,884,809	-2
short	3/02/20	8/06/20	126				Renault	100	74,803		38.565	29.763	49.970	11.405	30	3,737,940	112
long	8/06/20	23/08/21	441				Tesla Motors	100	59,025		63.328	235.433		172.105	272	13,896,437	196
short	23/08/21	22/11/21	91				SAIC Motor Corp	100	4,893,274		2.840	3.272	2.408	-0.432	-15	11,780,558	-48
long	22/11/21	24/01/22	63				Tata Motors	100	18,044,407		0.653	0.641		-0.012	-2	11,562,297	-10
24/01/22		7/02/22	14				- cash -
short	7/02/22	6/06/22	119				Hyundai Motor	100	74,152,078		0.156	0.149	0.163	0.007	4	12,071,958	14
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	6/06/22	4/07/22	28				Mitsubishi Motors	100	392,972,508		0.031	0.032		0.002	6	12,745,769	103
short	4/07/22	15/08/22	42				General Motors	100	395,954		32.190	39.400	24.980	-7.210	-22	9,890,940	-89
long	15/08/22	12/12/22	119				Mitsubishi Motors	100	254,109,040		0.039	0.043		0.004	10	10,923,671	36
12/12/22		3/04/23	112				- cash -
	3/04/23	30/10/23	210				Iveco	100	1,181,299		9.247	8.542		-0.705	-8	10,090,357	-13
short	30/10/23	19/02/24	112				Lucid	100	2,479,203		4.070	3.710	4.465	0.395	10	11,069,394	35
19/02/24		4/03/24	14				- cash -
long	4/03/24	3/06/24	91				Tata Motors	100	9,294,908		1.191	1.145		-0.046	-4	10,644,696	-15
3/06/24		28/06/26	755				- cash -
accum	30/01/06	3/06/24	6370	days out of 7482 invested (85%)										106,347		10,644,696	49

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
SAIC Motor Corp	long	18/09/06	20/08/07	336	0.52	2.54		2.02	386.96
	long	30/03/09	7/03/11	707	1.07	2.65		1.57	146.28
	short	23/08/21	22/11/21	91	2.84	3.27	2.41	-0.43	-15.23			916.67
Tesla Motors	long	27/05/13	27/10/14	518	7.36	14.78		7.42	100.91
	long	8/06/20	23/08/21	441	63.33	235.43		172.11	271.77			646.91
Mazda Motor	short	20/08/07	30/03/09	588	0.25	0.09	0.66	0.41	167.68
	short	7/03/11	5/12/11	273	0.12	0.09	0.17	0.05	37.78
	long	7/01/13	8/04/13	91	0.10	0.16		0.06	55.07			471.91
Peugeot	short	14/05/12	3/12/12	203	9.00	4.97	16.31	7.31	81.17			81.17
Renault	short	3/02/20	8/06/20	126	38.56	29.76	49.97	11.41	29.57			29.57
Tata Motors	long	13/02/12	14/05/12	91	0.52	0.54		0.02	4.35
	short	27/07/15	23/11/15	119	0.59	0.61	0.57	-0.02	-2.88
	long	30/05/16	27/06/16	28	0.63	0.66		0.03	4.76
	long	10/10/16	19/03/18	525	0.85	0.51		-0.33	-39.20
	short	19/03/18	4/11/19	595	0.51	0.24	1.09	0.57	111.56
	long	22/11/21	24/01/22	63	0.65	0.64		-0.01	-1.85
	long	4/03/24	3/06/24	91	1.19	1.15		-0.05	-3.84			28.89
Mitsubishi Motors	short	27/06/16	10/10/16	105	0.05	0.05	0.05	-0.00	-0.08
	long	6/06/22	4/07/22	28	0.03	0.03		0.00	5.58
	long	15/08/22	12/12/22	119	0.04	0.04		0.00	10.44			16.51
Fiat Chrysler	short	11/01/16	30/05/16	140	7.95	7.12	8.88	0.93	11.67			11.67
Lucid	short	30/10/23	19/02/24	112	4.07	3.71	4.46	0.39	9.70			9.70
Hyundai Motor	short	27/10/14	19/01/15	84	0.17	0.16	0.18	0.01	4.65
	short	7/02/22	6/06/22	119	0.16	0.15	0.16	0.01	4.41			9.26
Ferrari	long	4/11/19	3/02/20	91	171.46	170.67		-0.79	-0.46			-0.46
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Maruti Suzuki	long	19/01/15	22/06/15	154	5.88	6.27		0.39	6.57
	long	23/11/15	11/01/16	49	7.13	6.41		-0.72	-10.15			-4.24
Iveco	long	3/04/23	30/10/23	210	9.25	8.54		-0.71	-7.63			-7.63
Mahindra & Mahindra	long	30/01/06	12/06/06	133	0.32	0.28		-0.03	-10.02			-10.02
Ford Motor	short	12/06/06	18/09/06	98	6.77	7.82	5.72	-1.05	-15.51			-15.51
General Motors	short	4/07/22	15/08/22	42	32.19	39.40	24.98	-7.21	-22.40			-22.40

Annotations

28/03/24	Suzuki Motor			stock split 1:4 (four for one)
28/09/23	Honda Motor			stock split 1:3 (three for one)
25/08/22	Tesla Motors			stock split 1:3 (three for one)
29/09/21	Toyota			stock split 1:5 (five for one)
21/12/17	Mahindra & Mahindra			stock split 1:2 (two for one)
13/03/15	Auto Producers			first full analysis, the Mixed Cut looks pretty good, no overlaps.

write an annotation