| | |
| | |
Assessment - Automotive Producers in Swiss Franc - 7/01/24 - RS = 22
⇐
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
1/29/24 |
prc diff |
⇓ Δ22 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Auto Makers |
592.768 |
8/12/24 |
-0.43 |
659.361 |
-10.10 |
564.201 |
95.161 |
16.87 |
|
10.56 |
| |  |
 |
 |
 |
S |
 |
Mazda Motor |
6.233 |
8/09/24 |
1.32 |
8.739 |
-28.67 |
10.399 |
-1.660 |
-15.97 |
|
-8.00 |
| |  |
 |
 |
 |
S |
 |
Mitsubishi Motors |
2.159 |
8/09/24 |
1.05 |
2.561 |
-15.70 |
2.723 |
-0.162 |
-5.95 |
|
-12.67 |
| |  |
 |
 |
 |
|
 |
Tata Motors |
11.658 |
8/12/24 |
0.75 |
10.855 |
7.39 |
8.740 |
2.116 |
24.21 |
|
34.86 |
| |  |
 |
 |
 |
|
 |
Isuzu Motors |
11.306 |
8/09/24 |
0.50 |
12.413 |
-8.92 |
12.175 |
0.238 |
1.95 |
|
8.82 |
| |  |
 |
 |
 |
|
 |
Maruti Suzuki |
132.957 |
8/12/24 |
0.40 |
131.175 |
1.36 |
103.829 |
27.346 |
26.34 |
|
13.79 |
| |  |
 |
 |
 |
|
 |
Suzuki Motor |
9.094 |
8/09/24 |
0.31 |
10.254 |
-11.32 |
9.504 |
0.750 |
7.90 |
|
10.67 |
| |  |
 |
 |
 |
L |
 |
Hyundai Motor |
159.113 |
8/12/24 |
0.21 |
186.884 |
-14.86 |
126.728 |
60.156 |
47.47 |
|
34.47 |
| |  |
 |
 |
 |
|
 |
Kia |
66.716 |
8/12/24 |
0.20 |
84.033 |
-20.61 |
64.725 |
19.308 |
29.83 |
|
33.25 |
| |  |
 |
 |
 |
|
 |
Ferrari |
373.840 |
8/12/24 |
|
370.447 |
0.92 |
295.114 |
75.334 |
25.53 |
|
18.28 |
| |  |
 |
 |
 |
|
 |
Traton |
25.879 |
8/12/24 |
|
29.756 |
-13.03 |
21.094 |
8.662 |
41.06 |
|
36.15 |
| |  |
 |
 |
 |
|
 |
Volvo |
21.729 |
8/12/24 |
-0.12 |
23.233 |
-6.47 |
20.383 |
2.850 |
13.98 |
|
12.18 |
| |  |
 |
 |
 |
|
 |
Honda Motor |
7.942 |
8/09/24 |
-0.14 |
9.846 |
-19.34 |
9.624 |
0.222 |
2.31 |
|
1.55 |
| |  |
 |
 |
 |
|
 |
Toyota |
13.688 |
8/09/24 |
-0.14 |
18.366 |
-25.47 |
17.459 |
0.907 |
5.19 |
|
7.21 |
| |  |
 |
 |
 |
|
 |
Iveco |
8.376 |
8/12/24 |
-0.21 |
10.308 |
-18.74 |
9.108 |
1.200 |
13.17 |
|
14.46 |
| |  |
 |
 |
 |
L |
 |
BYD Company |
24.715 |
8/12/24 |
-0.28 |
26.845 |
-7.93 |
20.582 |
6.263 |
30.43 |
|
6.88 |
| |  |
 |
 |
 |
L |
 |
Great Wall Motor |
2.756 |
8/12/24 |
-0.31 |
3.137 |
-12.14 |
2.547 |
0.590 |
23.16 |
|
0.39 |
| |  |
 |
 |
 |
S |
 |
Hino Motors |
2.497 |
8/09/24 |
-0.42 |
2.363 |
5.66 |
3.021 |
-0.658 |
-21.78 |
|
-21.37 |
| |  |
 |
 |
 |
L |
 |
Eicher Motors |
52.094 |
8/12/24 |
-0.45 |
50.218 |
3.74 |
38.128 |
12.089 |
31.71 |
|
23.72 |
| |  |
 |
 |
 |
S |
 |
Volkswagen |
90.625 |
8/12/24 |
-0.47 |
102.789 |
-11.83 |
108.330 |
-5.541 |
-5.11 |
|
-6.46 |
| |  |
 |
 |
 |
|
 |
Bajaj Auto |
105.199 |
8/12/24 |
-0.56 |
103.266 |
1.87 |
78.446 |
24.820 |
31.64 |
|
53.16 |
| |  |
 |
 |
 |
S |
 |
Nissan Motor |
2.294 |
8/09/24 |
-0.56 |
3.089 |
-25.74 |
3.374 |
-0.285 |
-8.44 |
|
-11.40 |
| |  |
 |
 |
 |
S |
 |
Mercedes-Benz |
55.712 |
8/12/24 |
-0.57 |
62.807 |
-11.30 |
57.808 |
4.999 |
8.65 |
|
-1.56 |
| |  |
 |
 |
 |
S |
 |
Stellantis |
13.550 |
8/12/24 |
-0.57 |
18.061 |
-24.98 |
18.193 |
-0.132 |
-0.72 |
|
-4.54 |
| |  |
 |
 |
 |
|
 |
Renault |
39.012 |
8/12/24 |
-0.72 |
46.766 |
-16.58 |
32.048 |
14.719 |
45.93 |
|
24.14 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
1/29/24 |
prc diff |
⇓ Δ22 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Paccar |
83.287 |
8/12/24 |
-0.74 |
92.026 |
-9.50 |
87.567 |
4.459 |
5.09 |
|
7.96 |
| |  |
 |
 |
 |
|
 |
Daimler Truck |
31.985 |
8/12/24 |
-0.87 |
36.085 |
-11.36 |
30.903 |
5.182 |
16.77 |
|
7.90 |
| |  |
 |
 |
 |
S |
 |
SAIC Motor Corp |
1.705 |
8/12/24 |
-0.87 |
1.720 |
-0.87 |
1.675 |
0.045 |
2.67 |
|
-3.40 |
| |  |
 |
 |
 |
S |
 |
BMW |
76.551 |
8/12/24 |
-0.90 |
86.399 |
-11.40 |
88.665 |
-2.266 |
-2.56 |
|
-9.91 |
| |  |
 |
 |
 |
S |
 |
Porsche |
63.660 |
8/12/24 |
-0.97 |
67.227 |
-5.31 |
71.691 |
-4.463 |
-6.23 |
|
-20.38 |
| |  |
 |
 |
 |
L |
 |
General Motors |
38.847 |
8/12/24 |
-1.13 |
42.181 |
-7.90 |
30.565 |
11.616 |
38.01 |
|
30.41 |
| |  |
 |
 |
 |
L |
 |
Mahindra & Mahindra |
29.441 |
8/12/24 |
-1.15 |
31.154 |
-5.50 |
17.043 |
14.112 |
82.80 |
|
68.56 |
| |  |
 |
 |
 |
|
 |
Tesla Motors |
178.458 |
8/12/24 |
-1.26 |
189.635 |
-5.89 |
164.899 |
24.736 |
15.00 |
|
0.78 |
| |  |
 |
 |
 |
S |
 |
Li Auto |
8.910 |
8/12/24 |
-1.79 |
8.134 |
9.53 |
12.088 |
-3.954 |
-32.71 |
|
-43.36 |
| |  |
 |
 |
 |
S |
 |
Ford Motor |
8.910 |
8/12/24 |
-2.38 |
11.530 |
-22.73 |
9.975 |
1.555 |
15.59 |
|
7.41 |
| Auto Makers - 34 out of 34 instruments rated - 7/01/24 / 1/29/24 - 25 did rise, Market-Ratio(22) in CHF = 73.53 % |
Technical Chart
Transactions Automotive Producers in Swiss Franc * S22 - 40 ex 8 (2)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 1/02/06 |
7/17/06 |
196 |
|
- cash - |
| short |
7/17/06 |
7/31/06 |
14 |
 |
 |
 |
Ford Motor |
50 |
631 |
|
7.913 |
8.222 |
7.604 |
-0.309 |
-4 |
9,805 |
-65 |
|
| |
|
|
|
 |
 |
 |
Kia |
50 |
270,253 |
|
0.019 |
0.020 |
0.017 |
-0.002 |
-10 |
9,284 |
-94 |
|
| 7/31/06 |
4/02/07 |
245 |
|
- cash - |
| |
4/02/07 |
4/09/07 |
7 |
 |
 |
 |
Tata Motors |
50 |
12,329 |
|
0.376 |
0.402 |
0.351 |
-0.025 |
-7 |
8,972 |
-97 |
|
| |
|
|
|
 |
 |
 |
Eicher Motors |
50 |
71,945 |
|
0.065 |
0.066 |
0.064 |
-0.001 |
-2 |
8,898 |
-57 |
|
| 4/09/07 |
9/10/07 |
154 |
|
- cash - |
| |
9/10/07 |
9/17/07 |
7 |
 |
 |
 |
Mazda Motor |
50 |
15,449 |
|
0.288 |
0.274 |
0.303 |
0.015 |
5 |
9,126 |
1,244 |
|
| |
|
|
|
 |
 |
 |
Nissan Motor |
50 |
40,000 |
|
0.111 |
0.113 |
0.109 |
-0.002 |
-2 |
9,044 |
-62 |
|
| 9/17/07 |
11/19/07 |
63 |
|
- cash - |
| |
11/19/07 |
12/31/07 |
42 |
 |
 |
 |
Mazda Motor |
50 |
16,675 |
|
0.271 |
0.275 |
0.267 |
-0.004 |
-2 |
8,976 |
-12 |
|
| |
|
|
|
 |
 |
 |
Kia |
50 |
382,268 |
|
0.012 |
0.012 |
0.012 |
-0.000 |
-1 |
8,926 |
-9 |
|
| 12/31/07 |
1/07/08 |
7 |
|
- cash - |
| |
1/07/08 |
1/28/08 |
21 |
 |
 |
 |
Ford Motor |
50 |
653 |
|
6.828 |
7.315 |
6.341 |
-0.487 |
-7 |
8,608 |
-72 |
|
| |
|
2/18/08 |
42 |
 |
 |
 |
Isuzu Motors |
50 |
49,687 |
|
0.090 |
0.096 |
0.084 |
-0.006 |
-6 |
8,319 |
-44 |
|
| |
1/28/08 |
4/28/08 |
91 |
 |
 |
 |
Mazda Motor |
50 |
19,262 |
|
0.215 |
0.224 |
0.206 |
-0.009 |
-4 |
8,147 |
-16 |
|
| |
2/18/08 |
8/11/08 |
175 |
 |
 |
 |
Renault |
50 |
36 |
|
114.419 |
98.567 |
132.820 |
18.401 |
16 |
8,809 |
36 |
|
| |
4/28/08 |
8/18/08 |
112 |
 |
 |
 |
SAIC Motor Corp |
50 |
2,350 |
|
1.713 |
0.763 |
3.849 |
2.136 |
125 |
13,829 |
1,298 |
|
| |
8/11/08 |
|
7 |
 |
 |
 |
BYD Company |
50 |
3,900 |
|
1.226 |
1.231 |
1.221 |
-0.005 |
0 |
13,809 |
-19 |
|
| 8/18/08 |
8/25/08 |
7 |
|
- cash - |
| |
8/25/08 |
9/15/08 |
21 |
 |
 |
 |
Ford Motor |
50 |
1,425 |
|
4.844 |
5.355 |
4.334 |
-0.511 |
-11 |
13,081 |
-86 |
|
| |
|
10/27/08 |
63 |
 |
 |
 |
SAIC Motor Corp |
50 |
8,680 |
|
0.796 |
0.658 |
0.962 |
0.166 |
21 |
14,522 |
200 |
|
| |
9/15/08 |
3/23/09 |
189 |
 |
 |
 |
Isuzu Motors |
50 |
95,510 |
|
0.065 |
0.025 |
0.169 |
0.104 |
161 |
24,450 |
537 |
|
| |
10/27/08 |
|
147 |
 |
 |
 |
Tata Motors |
50 |
135,260 |
|
0.062 |
0.072 |
0.051 |
-0.011 |
-17 |
23,001 |
-38 |
|
| 3/23/09 |
2/15/10 |
329 |
|
- cash - |
| |
2/15/10 |
3/01/10 |
14 |
 |
 |
 |
Mitsubishi Motors |
50 |
81,278 |
|
0.141 |
0.151 |
0.132 |
-0.009 |
-7 |
22,229 |
-84 |
|
| |
|
|
|
 |
 |
 |
Toyota |
50 |
141,818 |
|
0.081 |
0.080 |
0.082 |
0.001 |
1 |
22,344 |
29 |
|
| 3/01/10 |
4/18/11 |
413 |
|
- cash - |
| |
4/18/11 |
5/02/11 |
14 |
 |
 |
 |
BYD Company |
50 |
3,410 |
|
3.276 |
3.066 |
3.499 |
0.224 |
7 |
23,106 |
459 |
|
| |
|
|
|
 |
 |
 |
Mazda Motor |
50 |
113,388 |
|
0.099 |
0.101 |
0.096 |
-0.003 |
-3 |
22,795 |
-52 |
|
| 5/02/11 |
5/09/11 |
7 |
|
- cash - |
| |
5/09/11 |
5/30/11 |
21 |
 |
 |
 |
BYD Company |
50 |
3,627 |
|
3.142 |
2.749 |
3.591 |
0.449 |
14 |
24,424 |
920 |
|
| |
|
|
|
 |
 |
 |
Mitsubishi Motors |
50 |
108,813 |
|
0.105 |
0.099 |
0.111 |
0.007 |
6 |
25,136 |
187 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 5/30/11 |
6/06/11 |
7 |
|
- cash - |
| |
6/06/11 |
7/04/11 |
28 |
 |
 |
 |
BYD Company |
50 |
4,877 |
|
2.577 |
3.011 |
2.143 |
-0.434 |
-17 |
23,019 |
-91 |
|
| |
|
|
|
 |
 |
 |
Mitsubishi Motors |
50 |
129,114 |
|
0.097 |
0.103 |
0.091 |
-0.006 |
-6 |
22,251 |
-56 |
|
| 7/04/11 |
7/11/11 |
7 |
|
- cash - |
| |
7/11/11 |
7/25/11 |
14 |
 |
 |
 |
BYD Company |
50 |
4,224 |
|
2.634 |
2.481 |
2.796 |
0.162 |
6 |
22,937 |
375 |
|
| |
|
|
|
 |
 |
 |
Maruti Suzuki |
50 |
5,067 |
|
2.196 |
2.214 |
2.178 |
-0.018 |
-1 |
22,848 |
-19 |
|
| 7/25/11 |
8/01/11 |
7 |
|
- cash - |
| |
8/01/11 |
9/12/11 |
42 |
 |
 |
 |
Volvo |
50 |
1,114 |
|
10.253 |
10.128 |
10.379 |
0.126 |
1 |
22,988 |
11 |
|
| |
|
11/14/11 |
105 |
 |
 |
 |
BYD Company |
50 |
4,255 |
|
2.685 |
2.423 |
2.975 |
0.290 |
11 |
24,224 |
43 |
|
| |
9/12/11 |
1/09/12 |
119 |
 |
 |
 |
Stellantis |
50 |
3,989 |
|
2.898 |
3.024 |
2.773 |
-0.125 |
-4 |
23,723 |
-13 |
|
| |
11/14/11 |
|
56 |
 |
 |
 |
Mazda Motor |
50 |
153,229 |
|
0.083 |
0.082 |
0.083 |
0.001 |
1 |
23,825 |
5 |
|
| 1/09/12 |
7/09/12 |
182 |
|
- cash - |
| |
7/09/12 |
10/08/12 |
91 |
 |
 |
 |
BYD Company |
50 |
6,618 |
|
1.800 |
1.586 |
2.042 |
0.242 |
13 |
25,428 |
66 |
|
| |
|
|
|
 |
 |
 |
Mazda Motor |
50 |
196,900 |
|
0.061 |
0.054 |
0.067 |
0.007 |
11 |
26,784 |
54 |
|
| 10/08/12 |
7/27/15 |
1022 |
|
- cash - |
| |
7/27/15 |
8/10/15 |
14 |
 |
 |
 |
BYD Company |
50 |
3,286 |
|
4.074 |
4.739 |
3.410 |
-0.664 |
-16 |
24,601 |
-99 |
|
| |
|
|
|
 |
 |
 |
Tata Motors |
50 |
23,654 |
|
0.566 |
0.595 |
0.537 |
-0.029 |
-5 |
23,917 |
-74 |
|
| 8/10/15 |
8/17/15 |
7 |
|
- cash - |
| |
8/17/15 |
10/12/15 |
56 |
 |
 |
 |
Great Wall Motor |
50 |
7,061 |
|
1.693 |
1.891 |
1.495 |
-0.198 |
-12 |
22,519 |
-56 |
|
| |
|
11/30/15 |
105 |
 |
 |
 |
Tata Motors |
50 |
22,490 |
|
0.532 |
0.655 |
0.408 |
-0.124 |
-23 |
19,737 |
-60 |
|
| |
10/12/15 |
|
49 |
 |
 |
 |
Volkswagen |
50 |
88 |
|
118.710 |
142.995 |
94.426 |
-24.285 |
-20 |
17,600 |
-82 |
|
| 11/30/15 |
12/14/15 |
14 |
|
- cash - |
| |
12/14/15 |
12/28/15 |
14 |
 |
 |
 |
Volkswagen |
50 |
65 |
|
133.480 |
144.308 |
122.652 |
-10.828 |
-8 |
16,896 |
-89 |
|
| |
|
|
|
 |
 |
 |
Paccar |
50 |
190 |
|
46.814 |
47.431 |
46.197 |
-0.617 |
-1 |
16,779 |
-29 |
|
| 12/28/15 |
1/04/16 |
7 |
|
- cash - |
| |
1/04/16 |
4/25/16 |
112 |
 |
 |
 |
Volkswagen |
50 |
61 |
|
137.195 |
135.238 |
139.180 |
1.985 |
1 |
16,900 |
5 |
|
| |
|
2/01/16 |
28 |
 |
 |
 |
Paccar |
50 |
177 |
|
47.260 |
49.503 |
45.017 |
-2.243 |
-5 |
16,503 |
-47 |
|
| |
2/01/16 |
4/11/16 |
70 |
 |
 |
 |
Great Wall Motor |
50 |
6,470 |
|
1.238 |
1.327 |
1.150 |
-0.089 |
-7 |
15,929 |
-32 |
|
| |
4/11/16 |
5/23/16 |
42 |
 |
 |
 |
Mazda Motor |
50 |
56,697 |
|
0.131 |
0.163 |
0.100 |
-0.031 |
-24 |
14,154 |
-91 |
|
| |
4/25/16 |
6/13/16 |
49 |
 |
 |
 |
Mitsubishi Motors |
50 |
201,798 |
|
0.042 |
0.048 |
0.036 |
-0.006 |
-14 |
12,969 |
-67 |
|
| |
5/23/16 |
|
21 |
 |
 |
 |
Stellantis |
50 |
846 |
|
6.694 |
6.456 |
6.941 |
0.247 |
4 |
13,178 |
88 |
|
| 6/13/16 |
9/26/16 |
105 |
|
- cash - |
| |
9/26/16 |
10/03/16 |
7 |
 |
 |
 |
Stellantis |
50 |
1,088 |
|
6.054 |
6.238 |
5.870 |
-0.184 |
-3 |
12,978 |
-80 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | | |
|
|
|
 |
 |
 |
Mitsubishi Motors |
50 |
143,338 |
|
0.046 |
0.045 |
0.047 |
0.001 |
3 |
13,181 |
387 |
|
| 10/03/16 |
3/26/18 |
539 |
|
- cash - |
| |
3/26/18 |
4/23/18 |
28 |
 |
 |
 |
Mazda Motor |
50 |
52,992 |
|
0.124 |
0.133 |
0.116 |
-0.009 |
-7 |
12,722 |
-61 |
|
| |
|
|
|
 |
 |
 |
Tata Motors |
50 |
13,583 |
|
0.485 |
0.491 |
0.480 |
-0.006 |
-1 |
12,646 |
-14 |
|
| 4/23/18 |
5/21/18 |
28 |
|
- cash - |
| |
5/21/18 |
6/11/18 |
21 |
 |
 |
 |
Tesla Motors |
50 |
334 |
|
18.911 |
21.811 |
16.012 |
-2.900 |
-15 |
11,677 |
-94 |
|
| |
|
8/27/18 |
98 |
 |
 |
 |
Tata Motors |
50 |
14,610 |
|
0.433 |
0.362 |
0.518 |
0.085 |
20 |
12,915 |
94 |
|
| |
6/11/18 |
|
77 |
 |
 |
 |
Great Wall Motor |
50 |
3,265 |
|
1.638 |
1.028 |
2.610 |
0.972 |
59 |
16,089 |
811 |
|
| 8/27/18 |
9/03/18 |
7 |
|
- cash - |
| |
9/03/18 |
2/11/19 |
161 |
 |
 |
 |
Great Wall Motor |
50 |
7,993 |
|
1.006 |
1.030 |
0.982 |
-0.024 |
-2 |
15,896 |
-5 |
|
| |
|
3/18/19 |
196 |
 |
 |
 |
Tata Motors |
50 |
22,182 |
|
0.363 |
0.254 |
0.518 |
0.155 |
43 |
19,334 |
94 |
|
| |
2/11/19 |
|
35 |
 |
 |
 |
Mahindra & Mahindra |
50 |
8,882 |
|
0.884 |
0.916 |
0.852 |
-0.032 |
-4 |
19,053 |
-32 |
|
| 3/18/19 |
3/25/19 |
7 |
|
- cash - |
| |
3/25/19 |
4/01/19 |
7 |
 |
 |
 |
Mitsubishi Motors |
50 |
178,944 |
|
0.053 |
0.054 |
0.052 |
-0.001 |
-2 |
18,867 |
-64 |
|
| |
|
|
|
 |
 |
 |
Tata Motors |
50 |
38,627 |
|
0.247 |
0.270 |
0.223 |
-0.024 |
-10 |
17,947 |
-99 |
|
| 4/01/19 |
5/20/19 |
49 |
|
- cash - |
| |
5/20/19 |
5/27/19 |
7 |
 |
 |
 |
Tesla Motors |
50 |
650 |
|
13.799 |
12.751 |
14.932 |
1.133 |
8 |
18,684 |
6,033 |
|
| |
|
|
|
 |
 |
 |
Mitsubishi Motors |
50 |
201,878 |
|
0.044 |
0.045 |
0.044 |
-0.000 |
0 |
18,649 |
-18 |
|
| 5/27/19 |
6/17/19 |
21 |
|
- cash - |
| |
6/17/19 |
7/01/19 |
14 |
 |
 |
 |
Tesla Motors |
50 |
622 |
|
14.978 |
14.957 |
14.999 |
0.021 |
0 |
18,662 |
4 |
|
| |
|
|
|
 |
 |
 |
Mitsubishi Motors |
50 |
202,877 |
|
0.046 |
0.049 |
0.043 |
-0.003 |
-6 |
18,135 |
-78 |
|
| 7/01/19 |
7/08/19 |
7 |
|
- cash - |
| |
7/08/19 |
7/15/19 |
7 |
 |
 |
 |
Mitsubishi Motors |
50 |
190,101 |
|
0.048 |
0.046 |
0.050 |
0.002 |
4 |
18,515 |
754 |
|
| |
|
|
|
 |
 |
 |
Tata Motors |
50 |
40,518 |
|
0.224 |
0.231 |
0.216 |
-0.007 |
-3 |
18,216 |
-83 |
|
| 7/15/19 |
7/22/19 |
7 |
|
- cash - |
| |
7/22/19 |
10/21/19 |
91 |
 |
 |
 |
Mahindra & Mahindra |
50 |
11,321 |
|
0.805 |
0.826 |
0.783 |
-0.022 |
-3 |
17,968 |
-10 |
|
| |
|
9/23/19 |
63 |
 |
 |
 |
Eicher Motors |
50 |
3,746 |
|
2.431 |
2.689 |
2.174 |
-0.258 |
-11 |
17,003 |
-48 |
|
| |
9/23/19 |
10/21/19 |
28 |
 |
 |
 |
Tata Motors |
50 |
45,556 |
|
0.179 |
0.190 |
0.167 |
-0.012 |
-6 |
16,477 |
-58 |
|
| 10/21/19 |
2/24/20 |
126 |
|
- cash - |
| |
2/24/20 |
8/10/20 |
168 |
 |
 |
 |
Renault |
50 |
262 |
|
31.423 |
25.883 |
38.150 |
6.726 |
21 |
18,239 |
52 |
|
| |
|
3/23/20 |
28 |
 |
 |
 |
Nissan Motor |
50 |
184,914 |
|
0.045 |
0.032 |
0.062 |
0.017 |
38 |
21,386 |
6,667 |
|
| |
3/23/20 |
6/22/20 |
91 |
 |
 |
 |
Tata Motors |
50 |
133,724 |
|
0.085 |
0.128 |
0.042 |
-0.043 |
-51 |
15,612 |
-94 |
|
| |
6/22/20 |
8/10/20 |
49 |
 |
 |
 |
Mitsubishi Motors |
50 |
211,159 |
|
0.027 |
0.020 |
0.036 |
0.010 |
36 |
17,618 |
873 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 8/10/20 |
8/23/21 |
378 |
|
- cash - |
| |
8/23/21 |
8/30/21 |
7 |
 |
 |
 |
Paccar |
50 |
120 |
|
73.309 |
75.149 |
71.470 |
-1.840 |
-3 |
17,397 |
-73 |
|
| |
|
|
|
 |
 |
 |
SAIC Motor Corp |
50 |
3,406 |
|
2.589 |
2.747 |
2.432 |
-0.158 |
-6 |
16,860 |
-96 |
|
| 8/30/21 |
12/06/21 |
98 |
|
- cash - |
| |
12/06/21 |
12/13/21 |
7 |
 |
 |
 |
Traton |
50 |
385 |
|
21.850 |
22.104 |
21.596 |
-0.254 |
-1 |
16,762 |
-46 |
|
| |
|
|
|
 |
 |
 |
Bajaj Auto |
50 |
2,117 |
|
3.990 |
4.016 |
3.964 |
-0.026 |
-1 |
16,707 |
-29 |
|
| 12/13/21 |
3/07/22 |
84 |
|
- cash - |
| |
3/07/22 |
6/06/22 |
91 |
 |
 |
 |
Volkswagen |
50 |
60 |
|
137.741 |
164.643 |
110.839 |
-26.902 |
-20 |
15,093 |
-58 |
|
| |
|
|
|
 |
 |
 |
Renault |
50 |
382 |
|
22.050 |
27.645 |
16.456 |
-5.594 |
-25 |
12,956 |
-69 |
|
| |
6/06/22 |
8/01/22 |
56 |
 |
 |
 |
General Motors |
50 |
176 |
|
36.719 |
34.905 |
38.626 |
1.908 |
5 |
13,292 |
39 |
|
| |
|
|
|
 |
 |
 |
Hino Motors |
50 |
120,984 |
|
0.054 |
0.053 |
0.055 |
0.001 |
2 |
13,428 |
15 |
|
| 8/01/22 |
9/26/22 |
56 |
|
- cash - |
| |
9/26/22 |
11/07/22 |
42 |
 |
 |
 |
Traton |
50 |
555 |
|
12.077 |
13.874 |
10.280 |
-1.797 |
-15 |
12,431 |
-75 |
|
| |
|
10/31/22 |
35 |
 |
 |
 |
Ford Motor |
50 |
563 |
|
11.927 |
13.380 |
10.475 |
-1.453 |
-12 |
11,613 |
-74 |
|
| |
10/31/22 |
11/07/22 |
7 |
 |
 |
 |
Li Auto |
50 |
865 |
|
6.829 |
9.415 |
4.243 |
-2.586 |
-38 |
9,376 |
-100 |
|
| 11/07/22 |
12/26/22 |
49 |
|
- cash - |
| |
12/26/22 |
2/06/23 |
42 |
 |
 |
 |
Tesla Motors |
50 |
40 |
|
114.731 |
180.767 |
48.695 |
-66.036 |
-58 |
6,735 |
-100 |
|
| |
|
|
|
 |
 |
 |
Hino Motors |
50 |
132,272 |
|
0.036 |
0.039 |
0.033 |
-0.003 |
-8 |
6,339 |
-53 |
|
| 2/06/23 |
2/13/23 |
7 |
|
- cash - |
| |
2/13/23 |
2/20/23 |
7 |
 |
 |
 |
Paccar |
50 |
47 |
|
67.095 |
69.846 |
64.345 |
-2.750 |
-4 |
6,210 |
-89 |
|
| |
|
|
|
 |
 |
 |
Hino Motors |
50 |
83,466 |
|
0.038 |
0.039 |
0.037 |
-0.001 |
-3 |
6,113 |
-80 |
|
| 2/20/23 |
2/02/26 |
1078 |
|
- cash - |
| accum | 7/17/06 |
2/20/23 | 2016 |
days out of 7336 invested (27%) |
-39 |
6,113 |
-9 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
| Isuzu Motors | short | 1/07/08 | 2/18/08 | 42 | 0.09 | 0.10 | 0.08 | -0.01 | -6.47 | 50 | -3.23 | |
| | | 9/15/08 | 3/23/09 | 189 | 0.06 | 0.02 | 0.17 | 0.10 | 160.75 | | 80.37 | 74.54 |
| SAIC Motor Corp | | 4/28/08 | 8/18/08 | 112 | 1.71 | 0.76 | 3.85 | 2.14 | 124.65 | | 62.33 | |
| | | 8/25/08 | 10/27/08 | 63 | 0.80 | 0.66 | 0.96 | 0.17 | 20.87 | | 10.43 | |
| | | 8/23/21 | 8/30/21 | 7 | 2.59 | 2.75 | 2.43 | -0.16 | -6.10 | | -3.05 | 73.80 |
| Nissan Motor | | 9/10/07 | 9/17/07 | 7 | 0.11 | 0.11 | 0.11 | -0.00 | -1.83 | | -0.91 | |
| | | 2/24/20 | 3/23/20 | 28 | 0.04 | 0.03 | 0.06 | 0.02 | 38.17 | | 19.09 | 18.00 |
| Great Wall Motor | | 8/17/15 | 10/12/15 | 56 | 1.69 | 1.89 | 1.50 | -0.20 | -11.69 | | -5.85 | |
| | | 2/01/16 | 4/11/16 | 70 | 1.24 | 1.33 | 1.15 | -0.09 | -7.16 | | -3.58 | |
| | | 6/11/18 | 8/27/18 | 77 | 1.64 | 1.03 | 2.61 | 0.97 | 59.36 | | 29.68 | |
| | | 9/03/18 | 2/11/19 | 161 | 1.01 | 1.03 | 0.98 | -0.02 | -2.40 | | -1.20 | 16.31 |
| BYD Company | | 8/11/08 | 8/18/08 | 7 | 1.23 | 1.23 | 1.22 | -0.01 | -0.41 | | -0.21 | |
| | | 4/18/11 | 5/02/11 | 14 | 3.28 | 3.07 | 3.50 | 0.22 | 6.83 | | 3.41 | |
| | | 5/09/11 | 5/30/11 | 21 | 3.14 | 2.75 | 3.59 | 0.45 | 14.29 | | 7.15 | |
| | | 6/06/11 | 7/04/11 | 28 | 2.58 | 3.01 | 2.14 | -0.43 | -16.85 | | -8.42 | |
| | | 7/11/11 | 7/25/11 | 14 | 2.63 | 2.48 | 2.80 | 0.16 | 6.16 | | 3.08 | |
| | | 8/01/11 | 11/14/11 | 105 | 2.68 | 2.42 | 2.98 | 0.29 | 10.82 | | 5.41 | |
| | | 7/09/12 | 10/08/12 | 91 | 1.80 | 1.59 | 2.04 | 0.24 | 13.45 | | 6.73 | |
| | | 7/27/15 | 8/10/15 | 14 | 4.07 | 4.74 | 3.41 | -0.66 | -16.31 | | -8.15 | 7.85 |
| Mitsubishi Motors | | 2/15/10 | 3/01/10 | 14 | 0.14 | 0.15 | 0.13 | -0.01 | -6.71 | | -3.36 | |
| | | 5/09/11 | 5/30/11 | 21 | 0.10 | 0.10 | 0.11 | 0.01 | 6.25 | | 3.12 | |
| | | 6/06/11 | 7/04/11 | 28 | 0.10 | 0.10 | 0.09 | -0.01 | -6.11 | | -3.05 | |
| | | 4/25/16 | 6/13/16 | 49 | 0.04 | 0.05 | 0.04 | -0.01 | -13.96 | | -6.98 | |
| | | 9/26/16 | 10/03/16 | 7 | 0.05 | 0.04 | 0.05 | 0.00 | 3.08 | | 1.54 | |
| | | 3/25/19 | 4/01/19 | 7 | 0.05 | 0.05 | 0.05 | -0.00 | -1.95 | | -0.97 | |
| | | 5/20/19 | 5/27/19 | 7 | 0.04 | 0.04 | 0.04 | -0.00 | -0.39 | | -0.19 | |
| | | 6/17/19 | 7/01/19 | 14 | 0.05 | 0.05 | 0.04 | -0.00 | -5.65 | | -2.83 | |
| | | 7/08/19 | 7/15/19 | 7 | 0.05 | 0.05 | 0.05 | 0.00 | 4.20 | | 2.10 | |
| | | 6/22/20 | 8/10/20 | 49 | 0.03 | 0.02 | 0.04 | 0.01 | 35.72 | | 17.86 | 5.47 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
| Renault | | 2/18/08 | 8/11/08 | 175 | 114.42 | 98.57 | 132.82 | 18.40 | 16.08 | | 8.04 | |
| | | 2/24/20 | 8/10/20 | 168 | 31.42 | 25.88 | 38.15 | 6.73 | 21.41 | | 10.70 | |
| | | 3/07/22 | 6/06/22 | 91 | 22.05 | 27.64 | 16.46 | -5.59 | -25.37 | | -12.69 | 4.43 |
| General Motors | | 6/06/22 | 8/01/22 | 56 | 36.72 | 34.91 | 38.63 | 1.91 | 5.20 | | 2.60 | 2.60 |
| Volvo | | 8/01/11 | 9/12/11 | 42 | 10.25 | 10.13 | 10.38 | 0.13 | 1.23 | | 0.61 | 0.61 |
| Toyota | | 2/15/10 | 3/01/10 | 14 | 0.08 | 0.08 | 0.08 | 0.00 | 0.99 | | 0.50 | 0.50 |
| Bajaj Auto | | 12/06/21 | 12/13/21 | 7 | 3.99 | 4.02 | 3.96 | -0.03 | -0.65 | | -0.32 | -0.32 |
| Maruti Suzuki | | 7/11/11 | 7/25/11 | 14 | 2.20 | 2.21 | 2.18 | -0.02 | -0.80 | | -0.40 | -0.40 |
| Stellantis | | 9/12/11 | 1/09/12 | 119 | 2.90 | 3.02 | 2.77 | -0.13 | -4.33 | | -2.16 | |
| | | 5/23/16 | 6/13/16 | 21 | 6.69 | 6.46 | 6.94 | 0.25 | 3.69 | | 1.84 | |
| | | 9/26/16 | 10/03/16 | 7 | 6.05 | 6.24 | 5.87 | -0.18 | -3.04 | | -1.52 | -1.87 |
| Mahindra & Mahindra | | 2/11/19 | 3/18/19 | 35 | 0.88 | 0.92 | 0.85 | -0.03 | -3.59 | | -1.80 | |
| | | 7/22/19 | 10/21/19 | 91 | 0.80 | 0.83 | 0.78 | -0.02 | -2.72 | | -1.36 | -3.13 |
| Hino Motors | | 6/06/22 | 8/01/22 | 56 | 0.05 | 0.05 | 0.05 | 0.00 | 2.10 | | 1.05 | |
| | | 12/26/22 | 2/06/23 | 42 | 0.04 | 0.04 | 0.03 | -0.00 | -8.27 | | -4.13 | |
| | | 2/13/23 | 2/20/23 | 7 | 0.04 | 0.04 | 0.04 | -0.00 | -3.06 | | -1.53 | -4.61 |
| Kia | | 7/17/06 | 7/31/06 | 14 | 0.02 | 0.02 | 0.02 | -0.00 | -10.40 | | -5.20 | |
| | | 11/19/07 | 12/31/07 | 42 | 0.01 | 0.01 | 0.01 | -0.00 | -1.10 | | -0.55 | -5.72 |
| Eicher Motors | | 4/02/07 | 4/09/07 | 7 | 0.06 | 0.07 | 0.06 | -0.00 | -1.59 | | -0.80 | |
| | | 7/22/19 | 9/23/19 | 63 | 2.43 | 2.69 | 2.17 | -0.26 | -10.59 | | -5.30 | -6.05 |
| Paccar | | 12/14/15 | 12/28/15 | 14 | 46.81 | 47.43 | 46.20 | -0.62 | -1.32 | | -0.66 | |
| | | 1/04/16 | 2/01/16 | 28 | 47.26 | 49.50 | 45.02 | -2.24 | -4.75 | | -2.37 | |
| | | 8/23/21 | 8/30/21 | 7 | 73.31 | 75.15 | 71.47 | -1.84 | -2.51 | | -1.25 | |
| | | 2/13/23 | 2/20/23 | 7 | 67.10 | 69.85 | 64.34 | -2.75 | -4.10 | | -2.05 | -6.20 |
| Traton | | 12/06/21 | 12/13/21 | 7 | 21.85 | 22.10 | 21.60 | -0.25 | -1.16 | | -0.58 | |
| | | 9/26/22 | 11/07/22 | 42 | 12.08 | 13.87 | 10.28 | -1.80 | -14.88 | | -7.44 | -7.98 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
| Mazda Motor | | 9/10/07 | 9/17/07 | 7 | 0.29 | 0.27 | 0.30 | 0.01 | 5.11 | | 2.55 | |
| | | 11/19/07 | 12/31/07 | 42 | 0.27 | 0.28 | 0.27 | -0.00 | -1.51 | | -0.75 | |
| | | 1/28/08 | 4/28/08 | 91 | 0.21 | 0.22 | 0.21 | -0.01 | -4.17 | | -2.09 | |
| | | 4/18/11 | 5/02/11 | 14 | 0.10 | 0.10 | 0.10 | -0.00 | -2.78 | | -1.39 | |
| | | 11/14/11 | 1/09/12 | 56 | 0.08 | 0.08 | 0.08 | 0.00 | 0.81 | | 0.40 | |
| | | 7/09/12 | 10/08/12 | 91 | 0.06 | 0.05 | 0.07 | 0.01 | 11.39 | | 5.69 | |
| | | 4/11/16 | 5/23/16 | 42 | 0.13 | 0.16 | 0.10 | -0.03 | -23.86 | | -11.93 | |
| | | 3/26/18 | 4/23/18 | 28 | 0.12 | 0.13 | 0.12 | -0.01 | -6.97 | | -3.48 | -11.36 |
| Ford Motor | | 7/17/06 | 7/31/06 | 14 | 7.91 | 8.22 | 7.60 | -0.31 | -3.91 | | -1.95 | |
| | | 1/07/08 | 1/28/08 | 21 | 6.83 | 7.32 | 6.34 | -0.49 | -7.13 | | -3.57 | |
| | | 8/25/08 | 9/15/08 | 21 | 4.84 | 5.35 | 4.33 | -0.51 | -10.54 | | -5.27 | |
| | | 9/26/22 | 10/31/22 | 35 | 11.93 | 13.38 | 10.47 | -1.45 | -12.18 | | -6.09 | -15.89 |
| Li Auto | | 10/31/22 | 11/07/22 | 7 | 6.83 | 9.42 | 4.24 | -2.59 | -37.87 | | -18.93 | -18.93 |
| Volkswagen | | 10/12/15 | 11/30/15 | 49 | 118.71 | 142.99 | 94.43 | -24.28 | -20.46 | | -10.23 | |
| | | 12/14/15 | 12/28/15 | 14 | 133.48 | 144.31 | 122.65 | -10.83 | -8.11 | | -4.06 | |
| | | 1/04/16 | 4/25/16 | 112 | 137.19 | 135.24 | 139.18 | 1.99 | 1.45 | | 0.72 | |
| | | 3/07/22 | 6/06/22 | 91 | 137.74 | 164.64 | 110.84 | -26.90 | -19.53 | | -9.77 | -21.72 |
| Tesla Motors | | 5/21/18 | 6/11/18 | 21 | 18.91 | 21.81 | 16.01 | -2.90 | -15.33 | | -7.67 | |
| | | 5/20/19 | 5/27/19 | 7 | 13.80 | 12.75 | 14.93 | 1.13 | 8.21 | | 4.11 | |
| | | 6/17/19 | 7/01/19 | 14 | 14.98 | 14.96 | 15.00 | 0.02 | 0.14 | | 0.07 | |
| | | 12/26/22 | 2/06/23 | 42 | 114.73 | 180.77 | 48.69 | -66.04 | -57.56 | | -28.78 | -31.49 |
| Tata Motors | | 4/02/07 | 4/09/07 | 7 | 0.38 | 0.40 | 0.35 | -0.03 | -6.72 | | -3.36 | |
| | | 10/27/08 | 3/23/09 | 147 | 0.06 | 0.07 | 0.05 | -0.01 | -17.35 | | -8.68 | |
| | | 7/27/15 | 8/10/15 | 14 | 0.57 | 0.60 | 0.54 | -0.03 | -5.11 | | -2.55 | |
| | | 8/17/15 | 11/30/15 | 105 | 0.53 | 0.66 | 0.41 | -0.12 | -23.26 | | -11.63 | |
| | | 3/26/18 | 4/23/18 | 28 | 0.49 | 0.49 | 0.48 | -0.01 | -1.16 | | -0.58 | |
| | | 5/21/18 | 8/27/18 | 98 | 0.43 | 0.36 | 0.52 | 0.08 | 19.55 | | 9.78 | |
| | | 9/03/18 | 3/18/19 | 196 | 0.36 | 0.25 | 0.52 | 0.16 | 42.74 | | 21.37 | |
| | | 3/25/19 | 4/01/19 | 7 | 0.25 | 0.27 | 0.22 | -0.02 | -9.66 | | -4.83 | |
| | | 7/08/19 | 7/15/19 | 7 | 0.22 | 0.23 | 0.22 | -0.01 | -3.30 | | -1.65 | |
| | | 9/23/19 | 10/21/19 | 28 | 0.18 | 0.19 | 0.17 | -0.01 | -6.46 | | -3.23 | |
| | | 3/23/20 | 6/22/20 | 91 | 0.09 | 0.13 | 0.04 | -0.04 | -50.69 | | -25.35 | -31.92 |
Annotations
| 3/28/24 | Suzuki Motor | | | stock split 1:4 (four for one) |
| 9/28/23 | Honda Motor | | | stock split 1:3 (three for one) |
| 8/25/22 | Tesla Motors | | | stock split 1:3 (three for one) |
| 9/29/21 | Toyota | | | stock split 1:5 (five for one) |
| 12/21/17 | Mahindra & Mahindra | | | stock split 1:2 (two for one) |
| 3/13/15 | Auto Producers | | | first full analysis, the Mixed Cut looks pretty good, no overlaps. |
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