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

 ⇐ 

								⇓instrument	freshest		Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								SOM Auto Makers	4,777.245	12/08/24	-0.43	5,313.939	-10.10	4,673.568	640.372	13.70		9.37
						S		Mazda Motor	50.233	9/08/24	1.32	70.426	-28.67	76.412	-5.986	-7.83		-8.94
						S		Mitsubishi Motors	17.398	9/08/24	1.05	20.639	-15.70	22.520	-1.881	-8.35		-13.53
								Tata Motors	93.955	12/08/24	0.75	87.486	7.39	66.543	20.942	31.47		33.37
								Isuzu Motors	91.114	9/08/24	0.50	100.038	-8.92	91.082	8.956	9.83		7.73
								Maruti Suzuki	1,071.533	12/08/24	0.40	1,057.171	1.36	878.966	178.205	20.27		12.52
								Suzuki Motor	73.288	9/08/24	0.31	82.640	-11.32	75.647	6.993	9.24		9.49
						L		Hyundai Motor	1,282.327	12/08/24	0.21	1,506.142	-14.86	1,114.624	391.517	35.13		33.01
								Kia	537.682	12/08/24	0.20	677.237	-20.61	547.727	129.510	23.65		31.81
								Ferrari	3,012.857	12/08/24		2,985.517	0.92	2,397.499	588.018	24.53		16.98
								Traton	208.564	12/08/24		239.810	-13.03	167.479	72.331	43.19		34.56
								Volvo	175.121	12/08/24	-0.12	187.243	-6.47	184.508	2.735	1.48		11.00
								Honda Motor	64.003	9/08/24	-0.14	79.350	-19.34	73.528	5.822	7.92		0.47
								Toyota	110.315	9/08/24	-0.14	148.018	-25.47	129.928	18.090	13.92		6.02
								Iveco	67.506	12/08/24	-0.21	83.074	-18.74	63.991	19.083	29.82		13.17
						L		BYD Company	199.187	12/08/24	-0.28	216.346	-7.93	194.719	21.627	11.11		5.78
						L		Great Wall Motor	22.210	12/08/24	-0.31	25.280	-12.14	25.220	0.060	0.24		-0.27
						S		Hino Motors	20.125	9/08/24	-0.42	19.048	5.66	23.242	-4.194	-18.05		-22.12
						L		Eicher Motors	419.840	12/08/24	-0.45	404.715	3.74	353.513	51.202	14.48		22.38
						S		Volkswagen	730.366	12/08/24	-0.47	828.399	-11.83	878.245	-49.846	-5.68		-7.41
								Bajaj Auto	847.822	12/08/24	-0.56	832.242	1.87	579.924	252.318	43.51		51.41
						S		Nissan Motor	18.489	9/08/24	-0.56	24.898	-25.74	27.796	-2.898	-10.43		-12.27
						S		Mercedes-Benz	448.999	12/08/24	-0.57	506.179	-11.30	491.362	14.817	3.02		-2.58
						S		Stellantis	109.203	12/08/24	-0.57	145.558	-24.98	166.144	-20.586	-12.39		-5.55
								Renault	314.409	12/08/24	-0.72	376.900	-16.58	289.907	86.993	30.01		22.75
								⇓instrument	freshest		Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Paccar	671.232	12/08/24	-0.74	741.654	-9.50	692.838	48.816	7.05		6.80
								Daimler Truck	257.776	12/08/24	-0.87	290.818	-11.36	267.244	23.574	8.82		6.71
						S		SAIC Motor Corp	13.740	12/08/24	-0.87	13.860	-0.87	13.530	0.330	2.44		-1.22
						S		BMW	616.944	12/08/24	-0.90	696.308	-11.40	791.677	-95.369	-12.05		-10.82
						S		Porsche	513.053	12/08/24	-0.97	541.799	-5.31	627.654	-85.856	-13.68		-21.18
						L		General Motors	313.076	12/08/24	-1.13	339.949	-7.90	254.857	85.092	33.39		29.01
						L		Mahindra & Mahindra	237.269	12/08/24	-1.15	251.081	-5.50	147.548	103.533	70.17		66.66
								Tesla Motors	1,438.229	12/08/24	-1.26	1,528.314	-5.89	1,762.995	-234.680	-13.31		-0.10
						S		Li Auto	71.804	12/08/24	-1.79	65.557	9.53	126.603	-61.047	-48.22		-43.85
						S		Ford Motor	71.806	12/08/24	-2.38	92.925	-22.73	86.489	6.436	7.44		6.31
Auto Makers - 34 out of 34 instruments rated - 1/07/24 / 1/01/24 - 24 did rise, Market-Ratio(26) in CNY = 70.59 %

 

 

Transactions Automotive Producers in Renminbi yuán * 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	3,918		2.552	2.282		-0.270	-11	8,941	-26
short	12/06/06	18/09/06	98				Ford Motor	100	164		54.236	62.124	46.348	-7.888	-15	7,648	-44
long	18/09/06	20/08/07	336				SAIC Motor Corp	100	1,842		4.150	19.320		15.170	366	35,591	432
short	20/08/07	30/03/09	588				Mazda Motor	100	18,954		1.878	0.631	5.587	3.710	198	105,902	97
long	30/03/09	7/03/11	707				SAIC Motor Corp	100	14,428		7.340	17.380		10.040	137	250,760	56
short	7/03/11	5/12/11	273				Mazda Motor	100	308,684		0.812	0.570	1.158	0.345	43	357,395	61
5/12/11		13/02/12	70				- cash -
long	13/02/12	14/05/12	91				Tata Motors	100	110,191		3.243	3.395		0.152	5	374,152	20
short	14/05/12	3/12/12	203				Peugeot	100	6,584		56.823	31.180	103.553	46.730	82	681,824	194
3/12/12		7/01/13	35				- cash -
long	7/01/13	8/04/13	91				Mazda Motor	100	1,069,462		0.638	0.983		0.346	54	1,051,403	468
8/04/13		27/05/13	49				- cash -
	27/05/13	27/10/14	518				Tesla Motors	100	23,114		45.487	90.389		44.903	99	2,089,279	62
short	27/10/14	19/01/15	84				Hyundai Motor	100	2,042,693		1.023	0.994	1.053	0.030	3	2,150,548	13
long	19/01/15	22/06/15	154				Maruti Suzuki	100	58,806		36.570	38.919		2.350	6	2,288,726	16
22/06/15		27/07/15	35				- cash -
short	27/07/15	23/11/15	119				Tata Motors	100	626,769		3.652	3.867	3.436	-0.216	-6	2,153,518	-17
long	23/11/15	11/01/16	49				Maruti Suzuki	100	47,236		45.590	42.099		-3.491	-8	1,988,628	-45
short	11/01/16	30/05/16	140				Fiat Chrysler	100	38,067		52.239	46.918	58.164	5.925	11	2,214,172	32
long	30/05/16	27/06/16	28				Tata Motors	100	533,684		4.149	4.387		0.238	6	2,341,128	107
short	27/06/16	10/10/16	105				Mitsubishi Motors	100	7,470,741		0.313	0.317	0.310	-0.003	-1	2,317,424	-3
long	10/10/16	19/03/18	525				Tata Motors	100	408,320		5.676	3.258		-2.417	-43	1,330,372	-32
short	19/03/18	4/11/19	595				Tata Motors	100	408,320		3.258	1.709	6.210	2.952	91	2,535,832	49
long	4/11/19	3/02/20	91				Ferrari	100	2,104		1,204.815	1,197.736		-7.079	-1	2,520,938	-2
short	3/02/20	8/06/20	126				Renault	100	9,314		270.646	210.337	348.247	77.601	29	3,243,714	108
long	8/06/20	23/08/21	441				Tesla Motors	100	7,247		447.543	1,526.220		1,078.678	241	11,060,891	176
short	23/08/21	22/11/21	91				SAIC Motor Corp	100	600,808		18.410	20.880	15.940	-2.470	-13	9,576,895	-44
long	22/11/21	24/01/22	63				Tata Motors	100	2,298,927		4.166	4.055		-0.111	-3	9,321,518	-14
24/01/22		7/02/22	14				- cash -
short	7/02/22	6/06/22	119				Hyundai Motor	100	9,402,502		0.991	0.993	0.990	-0.002	0	9,305,657	-1
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	45,549,740		0.204	0.217		0.013	6	9,893,689	122
short	4/07/22	15/08/22	42				General Motors	100	45,895		215.571	266.673	164.468	-51.103	-24	7,548,332	-90
long	15/08/22	12/12/22	119				Mitsubishi Motors	100	28,651,698		0.263	0.300		0.036	14	8,590,594	49
12/12/22		3/04/23	112				- cash -
	3/04/23	30/10/23	210				Iveco	100	135,231		63.525	62.444		-1.081	-2	8,444,462	-3
short	30/10/23	19/02/24	112				Lucid	100	283,811		29.754	26.691	33.168	3.414	11	9,413,326	42
19/02/24		4/03/24	14				- cash -
long	4/03/24	3/06/24	91				Tata Motors	100	1,098,042		8.573	8.284		-0.289	-3	9,096,084	-13
3/06/24		22/10/25	506				- cash -
accum	30/01/06	3/06/24	6370	days out of 7233 invested (88%)										90,861		9,096,084	48

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	4.15	19.32		15.17	365.54
	long	30/03/09	7/03/11	707	7.34	17.38		10.04	136.78
	short	23/08/21	22/11/21	91	18.41	20.88	15.94	-2.47	-13.42			854.44
Tesla Motors	long	27/05/13	27/10/14	518	45.49	90.39		44.90	98.72
	long	8/06/20	23/08/21	441	447.54	1,526.22		1,078.68	241.02			577.66
Mazda Motor	short	20/08/07	30/03/09	588	1.88	0.63	5.59	3.71	197.56
	short	7/03/11	5/12/11	273	0.81	0.57	1.16	0.35	42.52
	long	7/01/13	8/04/13	91	0.64	0.98		0.35	54.20			553.97
Peugeot	short	14/05/12	3/12/12	203	56.82	31.18	103.55	46.73	82.24			82.24
Renault	short	3/02/20	8/06/20	126	270.65	210.34	348.25	77.60	28.67			28.67
Mitsubishi Motors	short	27/06/16	10/10/16	105	0.31	0.32	0.31	-0.00	-1.01
	long	6/06/22	4/07/22	28	0.20	0.22		0.01	6.32
	long	15/08/22	12/12/22	119	0.26	0.30		0.04	13.81			19.77
Lucid	short	30/10/23	19/02/24	112	29.75	26.69	33.17	3.41	11.47			11.47
Fiat Chrysler	short	11/01/16	30/05/16	140	52.24	46.92	58.16	5.92	11.34			11.34
Tata Motors	long	13/02/12	14/05/12	91	3.24	3.40		0.15	4.69
	short	27/07/15	23/11/15	119	3.65	3.87	3.44	-0.22	-5.91
	long	30/05/16	27/06/16	28	4.15	4.39		0.24	5.73
	long	10/10/16	19/03/18	525	5.68	3.26		-2.42	-42.59
	short	19/03/18	4/11/19	595	3.26	1.71	6.21	2.95	90.61
	long	22/11/21	24/01/22	63	4.17	4.05		-0.11	-2.67
	long	4/03/24	3/06/24	91	8.57	8.28		-0.29	-3.37			7.19
Hyundai Motor	short	27/10/14	19/01/15	84	1.02	0.99	1.05	0.03	2.93
	short	7/02/22	6/06/22	119	0.99	0.99	0.99	-0.00	-0.17			2.76
Ferrari	long	4/11/19	3/02/20	91	1,204.81	1,197.74		-7.08	-0.59			-0.59
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Iveco	long	3/04/23	30/10/23	210	63.53	62.44		-1.08	-1.70			-1.70
Maruti Suzuki	long	19/01/15	22/06/15	154	36.57	38.92		2.35	6.43
	long	23/11/15	11/01/16	49	45.59	42.10		-3.49	-7.66			-1.72
Mahindra & Mahindra	long	30/01/06	12/06/06	133	2.55	2.28		-0.27	-10.59			-10.59
Ford Motor	short	12/06/06	18/09/06	98	54.24	62.12	46.35	-7.89	-14.54			-14.54
General Motors	short	4/07/22	15/08/22	42	215.57	266.67	164.47	-51.10	-23.71			-23.71

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.

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