| |
| |
Assessment - Iron and Steel - 7/01/24 - RS = 51
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
7/10/23 |
prc diff |
⇓ Δ51 |
Curr |
∅-RS |
| | |
|
|
|
S |
|
SOM Iron and Steel |
333.178 |
8/12 |
-0.18 |
360.242 |
-7.51 |
347.371 |
12.871 |
3.71 |
USD |
-2.42 |
| | |
|
|
|
L |
|
Tata Steel |
152.060 |
8/12 |
0.16 |
174.070 |
-12.64 |
115.300 |
58.770 |
50.97 |
INR |
36.02 |
| | |
|
|
|
|
|
Ternium Argentina |
886.000 |
8/12 |
-2.32 |
1,016.000 |
-12.80 |
417.000 |
599.000 |
143.65 |
ARS |
29.09 |
| | |
|
|
|
L |
|
JSW Steel |
917.350 |
8/12 |
1.35 |
943.900 |
-2.81 |
810.600 |
133.300 |
16.44 |
INR |
12.89 |
| | |
|
|
|
|
|
Vallourec |
13.370 |
8/12 |
-0.59 |
14.700 |
-9.05 |
10.750 |
3.950 |
36.74 |
EUR |
11.54 |
| | |
|
|
|
|
|
Kobe Steel |
1,629.500 |
8/09 |
1.62 |
2,018.000 |
-19.25 |
1,373.000 |
645.000 |
46.98 |
JPY |
7.84 |
| | |
|
|
|
S |
|
Acerinox |
9.155 |
8/12 |
0.05 |
9.760 |
-6.20 |
9.774 |
-0.014 |
-0.14 |
EUR |
-0.32 |
| | |
|
|
|
|
|
Nippon Steel |
3,169.000 |
8/09 |
1.83 |
3,456.000 |
-8.30 |
2,972.000 |
484.000 |
16.29 |
JPY |
-2.36 |
| | |
|
|
|
|
|
Citic Pacific |
7.100 |
8/12 |
|
7.100 |
|
8.440 |
-1.340 |
-15.88 |
HKD |
-2.93 |
| | |
|
|
|
S |
|
Bluescope Steel |
20.560 |
8/12 |
-0.44 |
20.240 |
1.58 |
19.410 |
0.830 |
4.28 |
AUD |
-4.86 |
| | |
|
|
|
S |
|
Tenaris |
12.830 |
8/12 |
0.71 |
14.245 |
-9.93 |
13.605 |
0.640 |
4.70 |
EUR |
-6.88 |
| | |
|
|
|
|
|
Pacific Metals |
1,341.000 |
8/09 |
5.59 |
1,273.000 |
5.34 |
1,552.000 |
-279.000 |
-17.98 |
JPY |
-7.99 |
| | |
|
|
|
|
|
voestalpine |
22.080 |
8/12 |
-0.18 |
25.280 |
-12.66 |
31.300 |
-6.020 |
-19.23 |
EUR |
-8.15 |
| | |
|
|
|
S |
|
Vulcan Steel |
7.020 |
8/12 |
0.14 |
7.100 |
-1.13 |
9.050 |
-1.950 |
-21.55 |
NZD |
-8.39 |
| | |
|
|
|
|
|
ArcelorMittal |
20.120 |
8/12 |
0.30 |
21.300 |
-5.54 |
23.940 |
-2.640 |
-11.03 |
EUR |
-9.15 |
| | |
|
|
|
S |
|
Aperam |
25.060 |
8/12 |
-0.63 |
24.620 |
1.79 |
28.220 |
-3.600 |
-12.76 |
EUR |
-12.57 |
| | |
|
|
|
|
|
Outokumpu |
3.242 |
8/12 |
0.31 |
3.386 |
-4.25 |
4.789 |
-1.403 |
-29.30 |
EUR |
-16.14 |
| | |
|
|
|
S |
|
Posco Holdings |
327,500.000 |
8/12 |
0.61 |
370,500.000 |
-11.61 |
397,000.000 |
-26,500.000 |
-6.68 |
KRW |
-18.97 |
| | |
|
|
|
S |
|
Salzgitter |
15.230 |
8/12 |
-1.23 |
18.160 |
-16.13 |
32.020 |
-13.860 |
-43.29 |
EUR |
-25.88 |
| | |
|
|
|
|
|
thyssenkrupp |
3.320 |
8/12 |
-1.63 |
4.093 |
-18.89 |
7.186 |
-3.093 |
-43.04 |
EUR |
-28.91 |
Iron and Steel - 19 out of 19 instruments rated - 7/01/24 / 7/10/23 - 8 did rise, Market-Ratio(51) = 42.11 % |
Technical Chart
Transactions Iron and Steel * L51 - 49 ex 11 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | | prc diff | d % | asset | yield | | long |
1/02/06 |
1/15/07 |
378 |
|
|
|
Vallourec |
100 |
5 |
EUR |
1,880.000 |
4,100.000 |
|
2,220.000 |
118 |
21,100 |
112 |
|
|
1/15/07 |
1/21/08 |
371 |
|
|
|
JSW Steel |
100 |
5,065 |
INR |
4.166 |
9.708 |
|
5.543 |
133 |
49,173 |
130 |
|
1/21/08 |
2/25/08 |
35 |
|
- cash - |
|
2/25/08 |
3/10/08 |
14 |
|
|
|
JSW Steel |
100 |
4,414 |
INR |
11.140 |
9.266 |
|
-1.874 |
-17 |
40,901 |
-99 |
|
3/10/08 |
4/21/08 |
42 |
|
- cash - |
|
4/21/08 |
6/02/08 |
42 |
|
|
|
Outokumpu |
100 |
572 |
EUR |
71.430 |
66.100 |
|
-5.330 |
-7 |
37,852 |
-49 |
|
6/02/08 |
9/21/09 |
476 |
|
- cash - |
|
9/21/09 |
5/24/10 |
245 |
|
|
|
JSW Steel |
100 |
4,713 |
INR |
8.031 |
10.554 |
|
2.523 |
31 |
49,743 |
50 |
|
5/24/10 |
5/31/10 |
7 |
|
- cash - |
|
5/31/10 |
6/07/10 |
7 |
|
|
|
Ternium Argentina |
100 |
25,509 |
ARS |
1.950 |
2.031 |
|
0.081 |
4 |
51,809 |
735 |
|
6/07/10 |
6/14/10 |
7 |
|
- cash - |
|
6/14/10 |
8/02/10 |
49 |
|
|
|
Ternium Argentina |
100 |
24,530 |
ARS |
2.112 |
2.077 |
|
-0.035 |
-2 |
50,951 |
-12 |
|
8/02/10 |
8/09/10 |
7 |
|
- cash - |
|
8/09/10 |
8/16/10 |
7 |
|
|
|
Ternium Argentina |
100 |
24,262 |
ARS |
2.100 |
2.085 |
|
-0.015 |
-1 |
50,587 |
-31 |
|
8/16/10 |
9/13/10 |
28 |
|
- cash - |
|
9/13/10 |
10/04/10 |
21 |
|
|
|
JSW Steel |
100 |
4,085 |
INR |
12.383 |
13.920 |
|
1.538 |
12 |
56,868 |
665 |
|
10/04/10 |
10/11/10 |
7 |
|
- cash - |
|
10/11/10 |
12/13/10 |
63 |
|
|
|
JSW Steel |
100 |
4,176 |
INR |
13.616 |
11.303 |
|
-2.314 |
-17 |
47,206 |
-66 |
|
|
12/13/10 |
3/07/11 |
84 |
|
|
|
voestalpine |
100 |
1,318 |
EUR |
35.800 |
32.780 |
|
-3.020 |
-8 |
43,226 |
-32 |
|
3/07/11 |
5/09/11 |
63 |
|
- cash - |
|
5/09/11 |
5/23/11 |
14 |
|
|
|
thyssenkrupp |
100 |
1,328 |
EUR |
32.545 |
32.070 |
|
-0.475 |
-1 |
42,595 |
-32 |
|
5/23/11 |
5/30/11 |
7 |
|
- cash - |
|
5/30/11 |
6/06/11 |
7 |
|
|
|
thyssenkrupp |
100 |
1,333 |
EUR |
31.945 |
32.860 |
|
0.915 |
3 |
43,815 |
336 |
|
6/06/11 |
6/27/11 |
21 |
|
- cash - |
|
6/27/11 |
7/18/11 |
21 |
|
|
|
thyssenkrupp |
100 |
1,304 |
EUR |
33.595 |
31.620 |
|
-1.975 |
-6 |
41,239 |
-65 |
|
7/18/11 |
12/24/12 |
525 |
|
- cash - |
|
12/24/12 |
1/07/13 |
14 |
|
|
|
Kobe Steel |
100 |
3,783 |
JPY |
10.900 |
11.100 |
|
0.200 |
2 |
41,996 |
61 |
|
1/07/13 |
5/06/13 |
119 |
|
- cash - |
|
5/06/13 |
7/08/13 |
63 |
|
|
|
Ternium Argentina |
100 |
15,554 |
ARS |
2.700 |
2.110 |
|
-0.590 |
-22 |
32,819 |
-76 |
|
7/08/13 |
7/15/13 |
7 |
|
- cash - |
|
7/15/13 |
8/19/13 |
35 |
|
|
|
Kobe Steel |
100 |
2,344 |
JPY |
14.000 |
15.900 |
|
1.900 |
14 |
37,273 |
277 |
|
8/19/13 |
8/26/13 |
7 |
|
- cash - |
|
8/26/13 |
9/02/13 |
7 |
|
|
|
Kobe Steel |
100 |
2,359 |
JPY |
15.800 |
16.300 |
|
0.500 |
3 |
38,452 |
408 |
|
9/02/13 |
9/16/13 |
14 |
|
- cash - |
|
9/16/13 |
12/23/13 |
98 |
|
|
|
Kobe Steel |
100 |
2,235 |
JPY |
17.200 |
17.200 |
|
0.000 |
0 |
38,452 |
0 |
|
12/23/13 |
12/30/13 |
7 |
|
- cash - |
|
12/30/13 |
10/13/14 |
287 |
|
|
|
JSW Steel |
100 |
3,761 |
INR |
10.223 |
11.405 |
|
1.182 |
12 |
42,898 |
15 |
|
10/13/14 |
11/03/14 |
21 |
|
- cash - |
|
11/03/14 |
11/10/14 |
7 |
|
|
|
Ternium Argentina |
100 |
6,041 |
ARS |
7.100 |
6.200 |
|
-0.900 |
-13 |
37,461 |
-100 |
|
11/10/14 |
11/24/14 |
14 |
|
- cash - |
|
11/24/14 |
12/15/14 |
21 |
|
|
|
Ternium Argentina |
100 |
6,514 |
ARS |
5.750 |
5.250 |
|
-0.500 |
-9 |
34,204 |
-79 |
|
12/15/14 |
1/05/15 |
21 |
|
- cash - |
|
1/05/15 |
3/23/15 |
77 |
|
|
|
Ternium Argentina |
100 |
5,625 |
ARS |
6.080 |
8.120 |
|
2.040 |
34 |
45,679 |
294 |
|
3/23/15 |
4/13/15 |
21 |
|
- cash - |
|
4/13/15 |
5/04/15 |
21 |
|
|
|
Aperam |
100 |
1,208 |
EUR |
37.790 |
34.445 |
|
-3.345 |
-9 |
41,638 |
-80 |
|
5/04/15 |
5/11/15 |
7 |
|
- cash - |
|
5/11/15 |
6/15/15 |
35 |
|
|
|
Aperam |
100 |
1,043 |
EUR |
39.900 |
35.920 |
|
-3.980 |
-10 |
37,487 |
-67 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | | prc diff | d % | asset | yield | |
6/15/15 |
7/25/16 |
406 |
|
- cash - |
|
7/25/16 |
8/01/16 |
7 |
|
|
|
Bluescope Steel |
100 |
4,680 |
AUD |
8.010 |
8.530 |
|
0.520 |
6 |
39,921 |
2,557 |
|
8/01/16 |
8/08/16 |
7 |
|
- cash - |
|
8/08/16 |
8/21/17 |
378 |
|
|
|
Bluescope Steel |
100 |
4,729 |
AUD |
8.440 |
11.030 |
|
2.590 |
31 |
52,169 |
29 |
|
|
8/21/17 |
3/19/18 |
210 |
|
|
|
Tata Steel |
100 |
8,394 |
INR |
6.215 |
5.750 |
|
-0.465 |
-7 |
48,266 |
-13 |
|
|
3/19/18 |
7/09/18 |
112 |
|
|
|
JSW Steel |
100 |
1,701 |
INR |
28.360 |
31.280 |
|
2.920 |
10 |
53,232 |
38 |
|
7/09/18 |
7/23/18 |
14 |
|
- cash - |
|
7/23/18 |
8/13/18 |
21 |
|
|
|
Bluescope Steel |
100 |
2,855 |
AUD |
18.640 |
17.610 |
|
-1.030 |
-6 |
50,292 |
-63 |
|
8/13/18 |
8/20/18 |
7 |
|
- cash - |
|
8/20/18 |
8/27/18 |
7 |
|
|
|
JSW Steel |
100 |
1,472 |
INR |
34.155 |
35.560 |
|
1.405 |
4 |
52,360 |
718 |
|
8/27/18 |
9/24/18 |
28 |
|
- cash - |
|
9/24/18 |
10/08/18 |
14 |
|
|
|
JSW Steel |
100 |
1,307 |
INR |
40.045 |
37.625 |
|
-2.420 |
-6 |
49,197 |
-80 |
|
10/08/18 |
12/07/20 |
791 |
|
- cash - |
|
12/07/20 |
3/01/21 |
84 |
|
|
|
Ternium Argentina |
100 |
909 |
ARS |
54.100 |
47.300 |
|
-6.800 |
-13 |
43,016 |
-44 |
|
|
3/01/21 |
4/25/22 |
420 |
|
|
|
Tata Steel |
100 |
5,535 |
INR |
7.772 |
12.204 |
|
4.432 |
57 |
67,547 |
48 |
|
4/25/22 |
5/30/22 |
35 |
|
- cash - |
|
5/30/22 |
6/20/22 |
21 |
|
|
|
Tenaris |
100 |
4,164 |
EUR |
16.220 |
13.210 |
|
-3.010 |
-19 |
55,013 |
-97 |
|
6/20/22 |
11/14/22 |
147 |
|
- cash - |
|
11/14/22 |
12/05/22 |
21 |
|
|
|
Ternium Argentina |
100 |
306 |
ARS |
179.750 |
182.000 |
|
2.250 |
1 |
55,702 |
24 |
|
12/05/22 |
12/12/22 |
7 |
|
- cash - |
|
12/12/22 |
12/19/22 |
7 |
|
|
|
Ternium Argentina |
100 |
299 |
ARS |
185.750 |
182.500 |
|
-3.250 |
-2 |
54,730 |
-60 |
|
12/19/22 |
1/16/23 |
28 |
|
- cash - |
|
1/16/23 |
3/13/23 |
56 |
|
|
|
Ternium Argentina |
100 |
182 |
ARS |
300.500 |
211.750 |
|
-88.750 |
-30 |
38,578 |
-90 |
|
3/13/23 |
4/17/23 |
35 |
|
- cash - |
|
4/17/23 |
4/24/23 |
7 |
|
|
|
Ternium Argentina |
100 |
136 |
ARS |
283.500 |
325.500 |
|
42.000 |
15 |
44,290 |
134,320 |
|
4/24/23 |
5/01/23 |
7 |
|
- cash - |
|
5/01/23 |
5/29/23 |
28 |
|
|
|
Ternium Argentina |
100 |
122 |
ARS |
362.000 |
399.000 |
|
37.000 |
10 |
48,804 |
256 |
|
5/29/23 |
6/05/23 |
7 |
|
- cash - |
|
6/05/23 |
10/30/23 |
147 |
|
|
|
Ternium Argentina |
100 |
119 |
ARS |
407.000 |
755.500 |
|
348.500 |
86 |
90,275 |
365 |
|
10/30/23 |
11/06/23 |
7 |
|
- cash - |
|
11/06/23 |
1/08/24 |
63 |
|
|
|
Ternium Argentina |
100 |
113 |
ARS |
798.000 |
986.000 |
|
188.000 |
24 |
111,519 |
241 |
|
1/08/24 |
3/11/24 |
63 |
|
- cash - |
|
3/11/24 |
6/03/24 |
84 |
|
|
|
Ternium Argentina |
100 |
156 |
ARS |
712.500 |
1,027.500 |
|
315.000 |
44 |
160,659 |
391 |
|
6/03/24 |
12/04/24 |
184 |
|
- cash - |
accum | 1/02/06 |
6/03/24 | 3675 |
days out of 6911 invested (53%) |
1,507 |
160,659 |
32 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
JSW Steel | long | 1/15/07 | 1/21/08 | 371 | 4.17 | 9.71 | | 5.54 | 133.06 | | | |
| | 2/25/08 | 3/10/08 | 14 | 11.14 | 9.27 | | -1.87 | -16.82 | | | |
| | 9/21/09 | 5/24/10 | 245 | 8.03 | 10.55 | | 2.52 | 31.42 | | | |
| | 9/13/10 | 10/04/10 | 21 | 12.38 | 13.92 | | 1.54 | 12.42 | | | |
| | 10/11/10 | 12/13/10 | 63 | 13.62 | 11.30 | | -2.31 | -16.99 | | | |
| | 12/30/13 | 10/13/14 | 287 | 10.22 | 11.41 | | 1.18 | 11.56 | | | |
| | 3/19/18 | 7/09/18 | 112 | 28.36 | 31.28 | | 2.92 | 10.30 | | | |
| | 8/20/18 | 8/27/18 | 7 | 34.16 | 35.56 | | 1.41 | 4.11 | | | |
| | 9/24/18 | 10/08/18 | 14 | 40.05 | 37.63 | | -2.42 | -6.04 | | | 186.15 |
Vallourec | | 1/02/06 | 1/15/07 | 378 | 1,880.00 | 4,100.00 | | 2,220.00 | 118.09 | | | 118.09 |
Ternium Argentina | | 5/31/10 | 6/07/10 | 7 | 1.95 | 2.03 | | 0.08 | 4.15 | | | |
| | 6/14/10 | 8/02/10 | 49 | 2.11 | 2.08 | | -0.04 | -1.66 | | | |
| | 8/09/10 | 8/16/10 | 7 | 2.10 | 2.09 | | -0.02 | -0.71 | | | |
| | 5/06/13 | 7/08/13 | 63 | 2.70 | 2.11 | | -0.59 | -21.85 | | | |
| | 11/03/14 | 11/10/14 | 7 | 7.10 | 6.20 | | -0.90 | -12.68 | | | |
| | 11/24/14 | 12/15/14 | 21 | 5.75 | 5.25 | | -0.50 | -8.70 | | | |
| | 1/05/15 | 3/23/15 | 77 | 6.08 | 8.12 | | 2.04 | 33.55 | | | |
| | 12/07/20 | 3/01/21 | 84 | 54.10 | 47.30 | | -6.80 | -12.57 | | | |
| | 11/14/22 | 12/05/22 | 21 | 179.75 | 182.00 | | 2.25 | 1.25 | | | |
| | 12/12/22 | 12/19/22 | 7 | 185.75 | 182.50 | | -3.25 | -1.75 | | | |
| | 1/16/23 | 3/13/23 | 56 | 300.50 | 211.75 | | -88.75 | -29.53 | | | |
| | 4/17/23 | 4/24/23 | 7 | 283.50 | 325.50 | | 42.00 | 14.81 | | | |
| | 5/01/23 | 5/29/23 | 28 | 362.00 | 399.00 | | 37.00 | 10.22 | | | |
| | 6/05/23 | 10/30/23 | 147 | 407.00 | 755.50 | | 348.50 | 85.63 | | | |
| | 11/06/23 | 1/08/24 | 63 | 798.00 | 986.00 | | 188.00 | 23.56 | | | |
| | 3/11/24 | 6/03/24 | 84 | 712.50 | 1,027.50 | | 315.00 | 44.21 | | | 117.10 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Tata Steel | | 8/21/17 | 3/19/18 | 210 | 6.21 | 5.75 | | -0.47 | -7.48 | | | |
| | 3/01/21 | 4/25/22 | 420 | 7.77 | 12.20 | | 4.43 | 57.03 | | | 45.28 |
Bluescope Steel | | 7/25/16 | 8/01/16 | 7 | 8.01 | 8.53 | | 0.52 | 6.49 | | | |
| | 8/08/16 | 8/21/17 | 378 | 8.44 | 11.03 | | 2.59 | 30.69 | | | |
| | 7/23/18 | 8/13/18 | 21 | 18.64 | 17.61 | | -1.03 | -5.53 | | | 31.48 |
Kobe Steel | | 12/24/12 | 1/07/13 | 14 | 10.90 | 11.10 | | 0.20 | 1.83 | | | |
| | 7/15/13 | 8/19/13 | 35 | 14.00 | 15.90 | | 1.90 | 13.57 | | | |
| | 8/26/13 | 9/02/13 | 7 | 15.80 | 16.30 | | 0.50 | 3.16 | | | |
| | 9/16/13 | 12/23/13 | 98 | 17.20 | 17.20 | | 0.00 | 0.00 | | | 19.32 |
thyssenkrupp | | 5/09/11 | 5/23/11 | 14 | 32.55 | 32.07 | | -0.48 | -1.46 | | | |
| | 5/30/11 | 6/06/11 | 7 | 31.95 | 32.86 | | 0.91 | 2.86 | | | |
| | 6/27/11 | 7/18/11 | 21 | 33.60 | 31.62 | | -1.98 | -5.88 | | | -4.60 |
Outokumpu | | 4/21/08 | 6/02/08 | 42 | 71.43 | 66.10 | | -5.33 | -7.46 | | | -7.46 |
voestalpine | | 12/13/10 | 3/07/11 | 84 | 35.80 | 32.78 | | -3.02 | -8.44 | | | -8.44 |
Aperam | | 4/13/15 | 5/04/15 | 21 | 37.79 | 34.45 | | -3.35 | -8.85 | | | |
| | 5/11/15 | 6/15/15 | 35 | 39.90 | 35.92 | | -3.98 | -9.97 | | | -17.94 |
Tenaris | | 5/30/22 | 6/20/22 | 21 | 16.22 | 13.21 | | -3.01 | -18.56 | | | -18.56 |
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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