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

 ⇐ 

								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								SOM Auto Makers	105,990.581	12/08/24	-0.43	117,897.972	-10.10	93,181.612	24,716.360	26.52		18.08
								Bajaj Auto	18,810.248	12/08/24	-0.56	18,464.584	1.87	11,562.526	6,902.058	59.69		64.21
						S		BMW	13,687.866	12/08/24	-0.90	15,448.675	-11.40	15,784.466	-335.791	-2.13		-3.91
						L		BYD Company	4,419.281	12/08/24	-0.28	4,799.968	-7.93	3,882.302	917.666	23.64		13.88
								Daimler Truck	5,719.164	12/08/24	-0.87	6,452.257	-11.36	5,328.314	1,123.942	21.09		15.26
						L		Eicher Motors	9,314.810	12/08/24	-0.45	8,979.219	3.74	7,048.340	1,930.879	27.39		32.28
								Ferrari	66,844.896	12/08/24		66,238.318	0.92	47,801.340	18,436.978	38.57		26.47
						S		Ford Motor	1,593.124	12/08/24	-2.38	2,061.690	-22.73	1,724.428	337.263	19.56		14.55
						L		General Motors	6,946.086	12/08/24	-1.13	7,542.296	-7.90	5,081.332	2,460.964	48.43		39.35
						L		Great Wall Motor	492.763	12/08/24	-0.31	560.876	-12.14	502.836	58.039	11.54		7.06
						S		Hino Motors	446.500	9/08/24	-0.42	422.600	5.66	463.400	-40.800	-8.80		-18.25
								Honda Motor	1,420.000	9/08/24	-0.14	1,760.500	-19.34	1,466.000	294.500	20.09		1.39
						L		Hyundai Motor	28,450.412	12/08/24	0.21	33,416.090	-14.86	22,223.387	11,192.703	50.36		43.70
								Isuzu Motors	2,021.500	9/08/24	0.50	2,219.500	-8.92	1,816.000	403.500	22.22		3.81
								Iveco	1,497.728	12/08/24	-0.21	1,843.131	-18.74	1,275.851	567.280	44.46		22.38
								Kia	11,929.310	12/08/24	0.20	15,025.556	-20.61	10,920.583	4,104.973	37.59		42.52
						S		Li Auto	1,593.093	12/08/24	-1.79	1,454.473	9.53	2,524.221	-1,069.748	-42.38		-39.76
						L		Mahindra & Mahindra	5,264.181	12/08/24	-1.15	5,570.620	-5.50	2,941.812	2,628.808	89.36		80.35
								Maruti Suzuki	23,773.607	12/08/24	0.40	23,454.965	1.36	17,524.824	5,930.141	33.84		21.60
						S		Mazda Motor	1,114.500	9/08/24	1.32	1,562.500	-28.67	1,523.500	39.000	2.56		-9.32
						S		Mercedes-Benz	9,961.744	12/08/24	-0.57	11,230.358	-11.30	9,796.769	1,433.590	14.63		5.02
						S		Mitsubishi Motors	386.000	9/08/24	1.05	457.900	-15.70	449.000	8.900	1.98		-16.70
						S		Nissan Motor	410.200	9/08/24	-0.56	552.400	-25.74	554.200	-1.800	-0.32		-11.22
								Paccar	14,892.318	12/08/24	-0.74	16,454.743	-9.50	13,813.810	2,640.932	19.12		15.43
						S		Porsche	11,382.869	12/08/24	-0.97	12,020.643	-5.31	12,514.178	-493.535	-3.94		-15.22
								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Renault	6,975.647	12/08/24	-0.72	8,362.111	-16.58	5,780.172	2,581.939	44.67		32.64
						S		SAIC Motor Corp	304.843	12/08/24	-0.87	307.506	-0.87	269.761	37.744	13.99		3.07
						S		Stellantis	2,422.846	12/08/24	-0.57	3,229.421	-24.98	3,312.576	-83.155	-2.51		2.05
								Suzuki Motor	1,626.000	9/08/24	0.31	1,833.500	-11.32	1,508.250	325.250	21.56		16.13
								Tata Motors	2,084.539	12/08/24	0.75	1,941.005	7.39	1,326.741	614.264	46.30		44.41
								Tesla Motors	31,909.339	12/08/24	-1.26	33,908.015	-5.89	35,150.595	-1,242.579	-3.54		7.26
								Toyota	2,447.500	9/08/24	-0.14	3,284.000	-25.47	2,590.500	693.500	26.77		6.66
								Traton	4,627.324	12/08/24		5,320.556	-13.03	3,339.202	1,981.353	59.34		45.74
								Volvo	3,885.325	12/08/24	-0.12	4,154.274	-6.47	3,678.714	475.560	12.93		19.93
						S		Volkswagen	16,204.298	12/08/24	-0.47	18,379.313	-11.83	17,510.451	868.862	4.96		-0.20
Auto Makers - 34 out of 34 instruments rated - 1/07/24 / 1/01/24 - 27 did rise, Market-Ratio(26) in JPY = 79.41 %

 

 

Transactions Automotive Producers in Japanese yen * Mixed Straddles L13 - 81/34 (1) - S13 - 30/78 (1)

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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	269		37.128	32.463		-4.664	-13	8,745	-31
short	12/06/06	18/09/06	98				Ford Motor	100	11		771.595	918.798	624.392	-147.203	-19	7,126	-55
long	18/09/06	20/08/07	336				SAIC Motor Corp	100	116		61.377	290.873		229.496	374	33,748	442
short	20/08/07	30/03/09	588				Mazda Motor	100	1,193		28.270	9.040	88.406	60.136	213	105,490	103
long	30/03/09	7/03/11	707				SAIC Motor Corp	100	1,003		105.149	217.799		112.649	107	218,477	46
short	7/03/11	5/12/11	273				Mazda Motor	100	21,461		10.180	7.000	14.805	4.625	45	317,726	65
5/12/11		13/02/12	70				- cash -
long	13/02/12	14/05/12	91				Tata Motors	100	7,941		40.007	42.995		2.989	7	341,459	34
short	14/05/12	3/12/12	203				Peugeot	100	474		719.516	409.765	1,263.415	543.900	76	599,268	175
3/12/12		7/01/13	35				- cash -
long	7/01/13	8/04/13	91				Mazda Motor	100	67,182		8.920	15.310		6.390	72	1,028,561	773
8/04/13		27/05/13	49				- cash -
	27/05/13	27/10/14	518				Tesla Motors	100	1,380		745.116	1,593.959		848.844	114	2,199,965	71
short	27/10/14	19/01/15	84				Hyundai Motor	100	121,972		18.037	18.802	17.272	-0.765	-4	2,106,650	-17
long	19/01/15	22/06/15	154				Maruti Suzuki	100	3,044		691.973	773.148		81.175	12	2,353,747	30
22/06/15		27/07/15	35				- cash -
short	27/07/15	23/11/15	119				Tata Motors	100	32,459		72.513	74.333	70.693	-1.820	-3	2,294,673	-8
long	23/11/15	11/01/16	49				Maruti Suzuki	100	2,618		876.267	754.934		-121.333	-14	1,977,022	-67
short	11/01/16	30/05/16	140				Fiat Chrysler	100	2,110		936.765	791.733	1,108.364	171.599	18	2,339,097	55
long	30/05/16	27/06/16	28				Tata Motors	100	33,410		70.012	67.332		-2.679	-4	2,249,585	-40
short	27/06/16	10/10/16	105				Mitsubishi Motors	100	467,689		4.810	4.890	4.730	-0.080	-2	2,212,169	-6
long	10/10/16	19/03/18	525				Tata Motors	100	25,227		87.688	54.600		-33.088	-38	1,377,465	-28
short	19/03/18	4/11/19	595				Tata Motors	100	25,228		54.600	26.407	112.894	58.294	107	2,848,096	56
long	4/11/19	3/02/20	91				Ferrari	100	153		18,612.773	18,541.159		-71.614	0	2,837,139	-2
short	3/02/20	8/06/20	126				Renault	100	677		4,189.641	3,222.479	5,447.077	1,257.436	30	3,688,423	114
long	8/06/20	23/08/21	441				Tesla Motors	100	537		6,856.613	25,814.785		18,958.172	276	13,868,962	200
short	23/08/21	22/11/21	91				SAIC Motor Corp	100	44,538		311.390	375.890	246.891	-64.500	-21	10,996,269	-61
long	22/11/21	24/01/22	63				Tata Motors	100	146,627		74.995	72.862		-2.132	-3	10,683,609	-15
24/01/22		7/02/22	14				- cash -
short	7/02/22	6/06/22	119				Hyundai Motor	100	595,650		17.936	19.686	16.186	-1.750	-10	9,641,207	-27
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	2,380,544		4.050	4.400		0.350	9	10,474,397	195
short	4/07/22	15/08/22	42				General Motors	100	2,398		4,366.865	5,243.346	3,490.385	-876.481	-20	8,372,597	-86
long	15/08/22	12/12/22	119				Mitsubishi Motors	100	1,616,331		5.180	5.910		0.730	14	9,552,518	50
12/12/22		3/04/23	112				- cash -
	3/04/23	30/10/23	210				Iveco	100	7,805		1,223.851	1,272.767		48.916	4	9,934,310	7
short	30/10/23	19/02/24	112				Lucid	100	16,381		606.452	556.997	660.299	53.846	9	10,816,364	32
19/02/24		4/03/24	14				- cash -
long	4/03/24	3/06/24	91				Tata Motors	100	60,356		179.208	179.092		-0.117	0	10,809,315	0
3/06/24		3/07/25	395				- cash -
accum	30/01/06	3/06/24	6370	days out of 7122 invested (89%)										107,993		10,809,315	49

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Tesla Motors	long	27/05/13	27/10/14	518	745.12	1,593.96		848.84	113.92
	long	8/06/20	23/08/21	441	6,856.61	25,814.79		18,958.17	276.49			705.40
Mazda Motor	short	20/08/07	30/03/09	588	28.27	9.04	88.41	60.14	212.72
	short	7/03/11	5/12/11	273	10.18	7.00	14.80	4.62	45.43
	long	7/01/13	8/04/13	91	8.92	15.31		6.39	71.64			680.58
SAIC Motor Corp	long	18/09/06	20/08/07	336	61.38	290.87		229.50	373.91
	long	30/03/09	7/03/11	707	105.15	217.80		112.65	107.13
	short	23/08/21	22/11/21	91	311.39	375.89	246.89	-64.50	-20.71			678.29
Peugeot	short	14/05/12	3/12/12	203	719.52	409.76	1,263.42	543.90	75.59			75.59
Renault	short	3/02/20	8/06/20	126	4,189.64	3,222.48	5,447.08	1,257.44	30.01			30.01
Tata Motors	long	13/02/12	14/05/12	91	40.01	43.00		2.99	7.47
	short	27/07/15	23/11/15	119	72.51	74.33	70.69	-1.82	-2.51
	long	30/05/16	27/06/16	28	70.01	67.33		-2.68	-3.83
	long	10/10/16	19/03/18	525	87.69	54.60		-33.09	-37.73
	short	19/03/18	4/11/19	595	54.60	26.41	112.89	58.29	106.76
	long	22/11/21	24/01/22	63	74.99	72.86		-2.13	-2.84
	long	4/03/24	3/06/24	91	179.21	179.09		-0.12	-0.07			25.96
Mitsubishi Motors	short	27/06/16	10/10/16	105	4.81	4.89	4.73	-0.08	-1.66
	long	6/06/22	4/07/22	28	4.05	4.40		0.35	8.64
	long	15/08/22	12/12/22	119	5.18	5.91		0.73	14.09			21.89
Fiat Chrysler	short	11/01/16	30/05/16	140	936.76	791.73	1,108.36	171.60	18.32			18.32
Lucid	short	30/10/23	19/02/24	112	606.45	557.00	660.30	53.85	8.88			8.88
Iveco	long	3/04/23	30/10/23	210	1,223.85	1,272.77		48.92	4.00			4.00
Ferrari	long	4/11/19	3/02/20	91	18,612.77	18,541.16		-71.61	-0.38			-0.38
Maruti Suzuki	long	19/01/15	22/06/15	154	691.97	773.15		81.18	11.73
	long	23/11/15	11/01/16	49	876.27	754.93		-121.33	-13.85			-3.74
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Mahindra & Mahindra	long	30/01/06	12/06/06	133	37.13	32.46		-4.66	-12.56			-12.56
Hyundai Motor	short	27/10/14	19/01/15	84	18.04	18.80	17.27	-0.77	-4.24
	short	7/02/22	6/06/22	119	17.94	19.69	16.19	-1.75	-9.76			-13.58
Ford Motor	short	12/06/06	18/09/06	98	771.59	918.80	624.39	-147.20	-19.08			-19.08
General Motors	short	4/07/22	15/08/22	42	4,366.87	5,243.35	3,490.38	-876.48	-20.07			-20.07

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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