Assessment - Automotive Suppliers in Euro - 1/07/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						S		SOM Auto Suppliers	229.911	12/08/24	0.08	250.707	-8.29	247.830	2.877	1.16		-2.97
						S		Continental	58.860	12/08/24	0.34	53.040	10.97	76.920	-23.880	-31.05		-17.95
						L		Cdn Tire	101.264	12/08/24	-0.17	92.091	9.96	96.140	-4.048	-4.21		-7.45
						S		Nokian Tyres	7.982	12/08/24	-0.84	7.850	1.68	8.258	-0.408	-4.94		-4.64
								Hella	86.300	12/08/24	0.23	85.900	0.47	82.500	3.400	4.12		10.07
								Michelin	34.340	12/08/24	0.41	36.100	-4.88	32.460	3.640	11.21		18.67
						S		LG Energy Solution	221.466	12/08/24	2.02	233.938	-5.33	299.470	-65.532	-21.88		-21.67
								Valeo	9.400	12/08/24	-0.95	10.045	-6.42	13.915	-3.870	-27.81		-28.87
								Pirelli	5.246	12/08/24	0.50	5.616	-6.59	4.927	0.689	13.98		19.13
								Opmobility	8.540	12/08/24	-1.16	9.300	-8.17	12.000	-2.700	-22.50		-22.39
						S		Magna	35.469	12/08/24	-1.88	38.902	-8.82	53.488	-14.586	-27.27		-21.38
								Bridgestone	32.209	9/08/24	-1.33	36.323	-11.33	37.287	-0.964	-2.59		-4.84
								Hyundai Mobis	147.307	12/08/24	2.82	166.858	-11.72	165.249	1.609	0.97		3.96
								Xinyi Glass	0.901	12/08/24	-0.13	1.022	-11.80	1.013	0.009	0.90		-5.69
								Autoliv	87.974	12/08/24	0.10	99.932	-11.97	99.577	0.356	0.36		3.15
						S		Vitesco Technologies	52.050	12/08/24	-0.10	59.850	-13.03	78.200	-18.350	-23.47		-19.51
						S		Schaeffler	4.646	12/08/24	0.17	5.345	-13.08	5.595	-0.250	-4.47		-2.90
								Yokohama Rubber	17.801	9/08/24	2.88	20.709	-14.04	20.642	0.067	0.32		-1.19
						S		Denso	12.169	9/08/24	-0.19	14.581	-16.54	13.580	1.001	7.37		-4.75
								Forvia	9.166	12/08/24	0.17	11.500	-20.30	20.420	-8.920	-43.68		-29.56
						L		GS Yuasa	13.606	9/08/24	2.70	18.193	-25.21	12.674	5.519	43.55		12.07
Auto Suppliers - 20 out of 20 instruments rated - 1/07/24 / 1/01/24 - 9 did rise, Market-Ratio(26) in EUR = 45.00 %

 

 

Transactions Automotive Suppliers in Euro * Mixed Straddles L41 - 76/76 (1) - S44 - 20/34 (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		6/02/06	35				- cash -
long	6/02/06	27/02/06	21				Denso	100	125,245		0.080	0.078		-0.002	-3	9,750	-36
27/02/06		27/03/06	28				- cash -
	27/03/06	10/04/06	14				Denso	100	119,674		0.081	0.081		-0.000	0	9,711	-10
10/04/06		9/10/06	182				- cash -
	9/10/06	16/10/06	7				Brembo	100	5,763		1.685	1.763		0.078	5	10,160	959
16/10/06		23/10/06	7				- cash -
	23/10/06	6/11/06	14				Michelin	100	674		15.061	15.508		0.447	3	10,461	114
6/11/06		13/11/06	7				- cash -
	13/11/06	20/11/06	7				Michelin	100	661		15.822	16.136		0.314	2	10,669	179
20/11/06		4/12/06	14				- cash -
	4/12/06	1/01/07	28				Michelin	100	681		15.665	17.549		1.884	12	11,952	340
1/01/07		22/01/07	21				- cash -
	22/01/07	5/02/07	14				Michelin	100	703		16.982	17.006		0.024	0	11,969	4
5/02/07		12/02/07	7				- cash -
	12/02/07	22/10/07	252				Bertrandt	100	640		18.700	27.420		8.720	47	17,550	74
22/10/07		29/10/07	7				- cash -
	29/10/07	5/11/07	7				Nokian Tyres	100	616		28.480	29.100		0.620	2	17,932	207
5/11/07		14/01/08	70				- cash -
short	14/01/08	10/08/09	574				Forvia	100	486		36.890	8.950	152.053	115.163	312	73,901	146
long	10/08/09	17/08/09	7				Opmobility	100	43,191		1.711	1.711		0.000	0	73,901	0
17/08/09		24/08/09	7				- cash -
	24/08/09	17/05/10	266				Opmobility	100	40,316		1.833	3.427		1.594	87	138,165	136
17/05/10		31/05/10	14				- cash -
	31/05/10	7/06/10	7				Opmobility	100	39,385		3.508	3.305		-0.203	-6	130,170	-96
7/06/10		12/07/10	35				- cash -
	12/07/10	26/07/10	14				Opmobility	100	32,714		3.979	4.271		0.292	7	139,722	534
26/07/10		9/08/10	14				- cash -
	9/08/10	1/08/11	357				Grammer	100	10,088		13.850	16.260		2.410	17	164,034	18
1/08/11		22/08/11	21				- cash -
short	22/08/11	16/01/12	147				Grammer	100	15,090		10.870	12.400	9.340	-1.530	-14	140,946	-31
16/01/12		7/05/12	112				- cash -
	7/05/12	11/06/12	35				Forvia	100	8,937		15.770	12.985	19.152	3.382	21	171,174	659
long	21/05/12	28/05/12	7				Bertrandt	100	3,014		56.790	56.200		-0.590	-1	169,396	-42
	4/06/12	11/06/12	7				Bertrandt	100	3,256		52.020	57.570		5.550	11	187,467	19,653
11/06/12		18/06/12	7				- cash -
	18/06/12	23/07/12	35				Yokohama Rubber	100	1,694,861		0.111	0.109		-0.002	-2	184,251	-17
23/07/12		6/08/12	14				- cash -
	6/08/12	13/08/12	7				Continental	100	2,700		68.217	67.825		-0.392	-1	183,193	-26
13/08/12		20/08/12	7				- cash -
	20/08/12	29/10/12	70				Continental	100	2,646		69.217	64.117		-5.100	-7	169,699	-33
29/10/12		28/01/13	91				- cash -
	28/01/13	11/02/13	14				Opmobility	100	17,864		9.499	10.133		0.634	7	181,025	439
11/02/13		18/02/13	7				- cash -
	18/02/13	5/05/14	441				Opmobility	100	17,401		10.403	24.700		14.297	137	429,807	105
5/05/14		12/05/14	7				- cash -
	12/05/14	19/05/14	7				Brembo	100	80,157		5.362	5.468		0.106	2	438,303	178
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
19/05/14		26/05/14	7				- cash -
	26/05/14	30/06/14	35				Brembo	100	79,720		5.498	5.332		-0.166	-3	425,070	-27
30/06/14		25/05/15	329				- cash -
	25/05/15	1/06/15	7				Valeo	100	8,321		51.083	49.100		-1.983	-4	408,567	-87
1/06/15		29/06/15	28				- cash -
	29/06/15	6/07/15	7				Valeo	100	8,649		47.233	46.517		-0.717	-2	402,369	-55
6/07/15		20/07/15	14				- cash -
	20/07/15	3/08/15	14				Brembo	100	51,865		7.758	8.390		0.632	8	435,148	670
3/08/15		10/08/15	7				- cash -
	10/08/15	17/08/15	7				Brembo	100	51,988		8.370	8.030		-0.340	-4	417,472	-88
17/08/15		11/01/16	147				- cash -
short	11/01/16	4/04/16	84				Leoni	100	13,901		30.030	28.820	31.291	1.261	4	434,998	20
4/04/16		21/11/16	231				- cash -
long	21/11/16	5/12/16	14				Grammer	100	9,017		48.240	47.120		-1.120	-2	424,899	-46
5/12/16		12/12/16	7				- cash -
	12/12/16	19/12/16	7				Grammer	100	8,934		47.555	48.760		1.205	3	435,665	269
19/12/16		2/01/17	14				- cash -
	2/01/17	24/07/17	203				Grammer	100	8,909		48.900	47.600		-1.300	-3	424,083	-5
24/07/17		14/08/17	21				- cash -
	14/08/17	21/08/17	7				Leoni	100	8,030		52.810	51.970		-0.840	-2	417,338	-57
21/08/17		11/09/17	21				- cash -
	11/09/17	9/10/17	28				Hella	100	8,246		50.610	50.770		0.160	0	418,657	4
9/10/17		25/12/17	77				- cash -
	25/12/17	1/01/18	7				Forvia	100	6,308		66.360	65.130		-1.230	-2	410,898	-62
1/01/18		22/01/18	21				- cash -
	22/01/18	5/02/18	14				Forvia	100	5,582		73.600	70.740		-2.860	-4	394,934	-64
5/02/18		10/09/18	217				- cash -
short	10/09/18	16/09/19	371				Leoni	100	11,715		33.710	13.515	84.082	50.372	149	985,038	146
16/09/19		10/02/20	147				- cash -
	10/02/20	30/11/20	294				Pirelli	100	218,460		4.509	4.500	4.518	0.009	0	987,004	0
30/11/20		14/12/20	14				- cash -
long	14/12/20	13/09/21	273				GS Yuasa	100	4,597,803		0.215	0.207		-0.008	-4	949,534	-5
13/09/21		27/09/21	14				- cash -
	27/09/21	4/10/21	7				Leoni	100	67,486		14.070	12.510		-1.560	-11	844,256	-100
4/10/21		11/10/21	7				- cash -
	11/10/21	8/11/21	28				Leoni	100	65,854		12.820	14.170		1.350	11	933,158	269
8/11/21		7/03/22	119				- cash -
short	7/03/22	9/01/23	308				Nokian Tyres	100	66,535		14.025	10.990	17.898	3.873	28	1,190,855	34
9/01/23		20/02/23	42				- cash -
long	20/02/23	27/02/23	7				Yokohama Rubber	100	6,997,506		0.170	0.179		0.009	5	1,252,939	1,315
27/02/23		17/04/23	49				- cash -
	17/04/23	1/05/23	14				Yokohama Rubber	100	6,381,081		0.196	0.196		-0.001	0	1,248,049	-10
1/05/23		10/07/23	70				- cash -
	10/07/23	21/08/23	42				Forvia	100	56,447		22.110	19.900		-2.210	-10	1,123,301	-60
21/08/23		14/08/26	1089				- cash -
accum	6/02/06	21/08/23	4123	days out of 7529 invested (55%)										11,133		1,123,301	52

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Opmobility	long	10/08/09	17/08/09	7	1.71	1.71		0.00	0.00
	long	24/08/09	17/05/10	266	1.83	3.43		1.59	86.96
	long	31/05/10	7/06/10	7	3.51	3.31		-0.20	-5.79
	long	12/07/10	26/07/10	14	3.98	4.27		0.29	7.34
	long	28/01/13	11/02/13	14	9.50	10.13		0.63	6.67
	long	18/02/13	5/05/14	441	10.40	24.70		14.30	137.43			378.87
Forvia	short	14/01/08	10/08/09	574	36.89	8.95	152.05	115.16	312.18
	short	7/05/12	11/06/12	35	15.77	12.99	19.15	3.38	21.45
	long	25/12/17	1/01/18	7	66.36	65.13		-1.23	-1.85
	long	22/01/18	5/02/18	14	73.60	70.74		-2.86	-3.89
	long	10/07/23	21/08/23	42	22.11	19.90		-2.21	-10.00			325.01
Leoni	short	11/01/16	4/04/16	84	30.03	28.82	31.29	1.26	4.20
	long	14/08/17	21/08/17	7	52.81	51.97		-0.84	-1.59
	short	10/09/18	16/09/19	371	33.71	13.52	84.08	50.37	149.43
	long	27/09/21	4/10/21	7	14.07	12.51		-1.56	-11.09
	long	11/10/21	8/11/21	28	12.82	14.17		1.35	10.53			151.35
Bertrandt	long	12/02/07	22/10/07	252	18.70	27.42		8.72	46.63
	long	21/05/12	28/05/12	7	56.79	56.20		-0.59	-1.04
	long	4/06/12	11/06/12	7	52.02	57.57		5.55	10.67			60.59
Nokian Tyres	long	29/10/07	5/11/07	7	28.48	29.10		0.62	2.18
	short	7/03/22	9/01/23	308	14.03	10.99	17.90	3.87	27.62			30.39
Michelin	long	23/10/06	6/11/06	14	15.06	15.51		0.45	2.97
	long	13/11/06	20/11/06	7	15.82	16.14		0.31	1.98
	long	4/12/06	1/01/07	28	15.67	17.55		1.88	12.03
	long	22/01/07	5/02/07	14	16.98	17.01		0.02	0.14			17.81
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Brembo	long	9/10/06	16/10/06	7	1.69	1.76		0.08	4.63
	long	12/05/14	19/05/14	7	5.36	5.47		0.11	1.98
	long	26/05/14	30/06/14	35	5.50	5.33		-0.17	-3.02
	long	20/07/15	3/08/15	14	7.76	8.39		0.63	8.15
	long	10/08/15	17/08/15	7	8.37	8.03		-0.34	-4.06			7.36
Yokohama Rubber	long	18/06/12	23/07/12	35	0.11	0.11		-0.00	-1.72
	long	20/02/23	27/02/23	7	0.17	0.18		0.01	5.21
	long	17/04/23	1/05/23	14	0.20	0.20		-0.00	-0.39			3.01
Hella	long	11/09/17	9/10/17	28	50.61	50.77		0.16	0.32			0.32
Pirelli	short	10/02/20	30/11/20	294	4.51	4.50	4.52	0.01	0.20			0.20
Grammer	long	9/08/10	1/08/11	357	13.85	16.26		2.41	17.40
	short	22/08/11	16/01/12	147	10.87	12.40	9.34	-1.53	-14.08
	long	21/11/16	5/12/16	14	48.24	47.12		-1.12	-2.32
	long	12/12/16	19/12/16	7	47.56	48.76		1.21	2.53
	long	2/01/17	24/07/17	203	48.90	47.60		-1.30	-2.66			-1.66
Denso	long	6/02/06	27/02/06	21	0.08	0.08		-0.00	-2.50
	long	27/03/06	10/04/06	14	0.08	0.08		-0.00	-0.40			-2.89
GS Yuasa	long	14/12/20	13/09/21	273	0.21	0.21		-0.01	-3.80			-3.80
Valeo	long	25/05/15	1/06/15	7	51.08	49.10		-1.98	-3.88
	long	29/06/15	6/07/15	7	47.23	46.52		-0.72	-1.52			-5.34
Continental	long	6/08/12	13/08/12	7	68.22	67.83		-0.39	-0.57
	long	20/08/12	29/10/12	70	69.22	64.12		-5.10	-7.37			-7.90

Annotations

28/09/23	Denso			stock split 1:4 (four for one)
16/06/22	Michelin			stock split 1:4 (four for one)
4/04/22	Hella			acquired by Faurecia
16/09/21	Continental			spin-off drive technology: one additional Vitesco for five Continental
29/06/18	Autoliv			spin-off of Veoneer
22/06/18	Pirelli			returns
10/02/17	Auto Suppliers			machine learning processed for all techniques
6/06/16	Valeo			stock split 1:3 (three for one)
4/06/16	Schaeffler			moves from SDAX to MDAX (2016-06-20)
21/12/15	Schaeffler			entry (SDAX)
2/11/15	Pirelli			drops out due to acquisition by CNCC
13/03/15	Auto Suppliers			first full analysis, Best Long and Short do not cooperate, so the Alternating seems to be the best way.
19/01/15	Hella			entry

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