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| |
Assessment - Automotive Suppliers - 7/01/24 - RS = 51
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
7/10/23 |
prc diff |
⇓ Δ51 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
SOM Auto Suppliers |
246.607 |
8/12/24 |
0.08 |
268.913 |
-8.29 |
288.797 |
-19.884 |
-6.89 |
USD |
-3.14 |
| |  |
 |
 |
 |
L |
 |
GS Yuasa |
2,358.000 |
8/09/24 |
2.70 |
3,153.000 |
-25.21 |
2,817.000 |
336.000 |
11.93 |
JPY |
24.21 |
| |  |
 |
 |
 |
|
 |
Pirelli |
5.246 |
8/12/24 |
0.50 |
5.616 |
-6.59 |
4.474 |
1.142 |
25.53 |
EUR |
19.13 |
| |  |
 |
 |
 |
|
 |
Michelin |
34.340 |
8/12/24 |
0.41 |
36.100 |
-4.88 |
26.330 |
9.770 |
37.11 |
EUR |
18.67 |
| |  |
 |
 |
 |
|
 |
Hella |
86.300 |
8/12/24 |
0.23 |
85.900 |
0.47 |
71.200 |
14.700 |
20.65 |
EUR |
10.07 |
| |  |
 |
 |
 |
|
 |
Autoliv |
1,003.400 |
8/12/24 |
0.10 |
1,139.800 |
-11.97 |
950.200 |
189.600 |
19.95 |
SEK |
5.89 |
| |  |
 |
 |
 |
|
 |
Yokohama Rubber |
3,085.000 |
8/09/24 |
2.88 |
3,589.000 |
-14.04 |
3,053.000 |
536.000 |
17.56 |
JPY |
5.54 |
| |  |
 |
 |
 |
|
 |
Bridgestone |
5,582.000 |
8/09/24 |
-1.33 |
6,295.000 |
-11.33 |
5,730.000 |
565.000 |
9.86 |
JPY |
5.28 |
| |  |
 |
 |
 |
|
 |
Hyundai Mobis |
218,500.000 |
8/12/24 |
2.82 |
247,500.000 |
-11.72 |
232,500.000 |
15,000.000 |
6.45 |
KRW |
1.84 |
| |  |
 |
 |
 |
S |
 |
Schaeffler |
4.646 |
8/12/24 |
0.17 |
5.345 |
-13.08 |
5.440 |
-0.095 |
-1.75 |
EUR |
-2.90 |
| |  |
 |
 |
 |
S |
 |
Nokian Tyres |
7.982 |
8/12/24 |
-0.84 |
7.850 |
1.68 |
7.806 |
0.044 |
0.56 |
EUR |
-4.64 |
| |  |
 |
 |
 |
S |
 |
Denso |
2,109.000 |
8/09/24 |
-0.19 |
2,527.000 |
-16.54 |
2,363.250 |
163.750 |
6.93 |
JPY |
-4.88 |
| |  |
 |
 |
 |
|
 |
Xinyi Glass |
7.550 |
8/12/24 |
-0.13 |
8.560 |
-11.80 |
11.820 |
-3.260 |
-27.58 |
HKD |
-5.84 |
| |  |
 |
 |
 |
L |
 |
Cdn Tire |
149.260 |
8/12/24 |
-0.17 |
135.740 |
9.96 |
182.390 |
-46.650 |
-25.58 |
CAD |
-6.95 |
| |  |
 |
 |
 |
S |
 |
Continental |
58.860 |
8/12/24 |
0.34 |
53.040 |
10.97 |
67.640 |
-14.600 |
-21.58 |
EUR |
-17.95 |
| |  |
 |
 |
 |
S |
 |
Magna |
52.280 |
8/12/24 |
-1.88 |
57.340 |
-8.82 |
77.250 |
-19.910 |
-25.77 |
CAD |
-19.18 |
| |  |
 |
 |
 |
S |
 |
Vitesco Technologies |
52.050 |
8/12/24 |
-0.10 |
59.850 |
-13.03 |
75.150 |
-15.300 |
-20.36 |
EUR |
-19.51 |
| |  |
 |
 |
 |
|
 |
Opmobility |
8.540 |
8/12/24 |
-1.16 |
9.300 |
-8.17 |
16.800 |
-7.500 |
-44.64 |
EUR |
-22.39 |
| |  |
 |
 |
 |
S |
 |
LG Energy Solution |
328,500.000 |
8/12/24 |
2.02 |
347,000.000 |
-5.33 |
550,000.000 |
-203,000.000 |
-36.91 |
KRW |
-22.61 |
| |  |
 |
 |
 |
|
 |
Valeo |
9.400 |
8/12/24 |
-0.95 |
10.045 |
-6.42 |
19.640 |
-9.595 |
-48.85 |
EUR |
-28.87 |
| |  |
 |
 |
 |
|
 |
Forvia |
9.166 |
8/12/24 |
0.17 |
11.500 |
-20.30 |
22.110 |
-10.610 |
-47.99 |
EUR |
-29.56 |
Auto Suppliers - 20 out of 20 instruments rated - 7/01/24 / 7/10/23 - 10 did rise, Market-Ratio(51) = 50.00 % |
Technical Chart
Transactions Automotive Suppliers * S51 - 32 ex 8 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
1/07/08 |
735 |
|
- cash - |
short |
1/07/08 |
8/11/08 |
217 |
 |
 |
 |
Valeo |
100 |
1,207 |
EUR |
8.280 |
8.190 |
8.371 |
0.091 |
1 |
10,110 |
2 |
|
|
8/11/08 |
2/09/09 |
182 |
 |
 |
 |
Xinyi Glass |
100 |
5,210 |
HKD |
1.940 |
1.234 |
3.051 |
1.111 |
57 |
15,898 |
148 |
|
|
2/09/09 |
7/27/09 |
168 |
 |
 |
 |
Continental |
100 |
1,273 |
EUR |
12.484 |
20.683 |
4.285 |
-8.199 |
-66 |
5,460 |
-90 |
|
7/27/09 |
8/31/09 |
35 |
|
- cash - |
|
8/31/09 |
9/07/09 |
7 |
 |
 |
 |
Forvia |
100 |
568 |
EUR |
9.605 |
9.820 |
9.390 |
-0.215 |
-2 |
5,338 |
-69 |
|
9/07/09 |
9/26/11 |
749 |
|
- cash - |
|
9/26/11 |
10/10/11 |
14 |
 |
 |
 |
Xinyi Glass |
100 |
2,024 |
HKD |
2.637 |
3.588 |
1.686 |
-0.951 |
-36 |
3,413 |
-100 |
|
10/10/11 |
11/14/11 |
35 |
|
- cash - |
|
11/14/11 |
1/16/12 |
63 |
 |
 |
 |
Forvia |
100 |
195 |
EUR |
17.460 |
17.300 |
17.622 |
0.162 |
1 |
3,444 |
5 |
|
1/16/12 |
4/23/12 |
98 |
|
- cash - |
|
4/23/12 |
4/30/12 |
7 |
 |
 |
 |
Forvia |
100 |
216 |
EUR |
15.940 |
16.240 |
15.640 |
-0.300 |
-2 |
3,380 |
-63 |
|
4/30/12 |
5/07/12 |
7 |
|
- cash - |
|
5/07/12 |
7/30/12 |
84 |
 |
 |
 |
Forvia |
100 |
214 |
EUR |
15.770 |
13.300 |
18.699 |
2.929 |
19 |
4,006 |
110 |
|
7/30/12 |
1/18/16 |
1267 |
|
- cash - |
|
1/18/16 |
6/06/16 |
140 |
 |
 |
 |
Yokohama Rubber |
100 |
242 |
JPY |
16.530 |
15.960 |
17.120 |
0.590 |
4 |
4,149 |
10 |
|
6/06/16 |
6/13/16 |
7 |
|
- cash - |
|
6/13/16 |
6/20/16 |
7 |
 |
 |
 |
Yokohama Rubber |
100 |
281 |
JPY |
14.740 |
13.560 |
16.023 |
1.283 |
9 |
4,510 |
7,655 |
|
6/20/16 |
6/27/16 |
7 |
|
- cash - |
|
6/27/16 |
7/18/16 |
21 |
 |
 |
 |
Yokohama Rubber |
100 |
365 |
JPY |
12.350 |
13.870 |
10.830 |
-1.520 |
-12 |
3,955 |
-90 |
|
7/18/16 |
9/17/18 |
791 |
|
- cash - |
|
9/17/18 |
9/24/18 |
7 |
 |
 |
 |
Valeo |
100 |
104 |
EUR |
37.670 |
40.000 |
35.340 |
-2.330 |
-6 |
3,712 |
-96 |
|
9/24/18 |
10/08/18 |
14 |
|
- cash - |
|
10/08/18 |
4/29/19 |
203 |
 |
 |
 |
Valeo |
100 |
115 |
EUR |
32.050 |
33.110 |
30.990 |
-1.060 |
-3 |
3,591 |
-6 |
|
|
4/29/19 |
9/16/19 |
140 |
 |
 |
 |
Schaeffler |
100 |
471 |
EUR |
7.616 |
7.940 |
7.292 |
-0.324 |
-4 |
3,438 |
-11 |
|
|
9/16/19 |
10/14/19 |
28 |
 |
 |
 |
GS Yuasa |
100 |
180 |
JPY |
19.020 |
18.510 |
19.544 |
0.524 |
3 |
3,532 |
43 |
|
10/14/19 |
2/24/20 |
133 |
|
- cash - |
|
2/24/20 |
3/23/20 |
28 |
 |
 |
 |
Pirelli |
100 |
792 |
EUR |
4.459 |
3.468 |
5.733 |
1.274 |
29 |
4,541 |
2,548 |
|
|
3/23/20 |
6/08/20 |
77 |
 |
 |
 |
Continental |
100 |
94 |
EUR |
48.292 |
81.317 |
15.267 |
-33.025 |
-68 |
1,437 |
-100 |
|
6/08/20 |
6/15/20 |
7 |
|
- cash - |
|
6/15/20 |
8/17/20 |
63 |
 |
 |
 |
Yokohama Rubber |
100 |
94 |
JPY |
15.210 |
16.180 |
14.240 |
-0.970 |
-6 |
1,346 |
-32 |
|
8/17/20 |
8/24/20 |
7 |
|
- cash - |
|
8/24/20 |
11/23/20 |
91 |
 |
 |
 |
Schaeffler |
100 |
238 |
EUR |
5.645 |
6.190 |
5.100 |
-0.545 |
-10 |
1,216 |
-33 |
|
11/23/20 |
2/28/22 |
462 |
|
- cash - |
|
2/28/22 |
8/15/22 |
168 |
 |
 |
 |
Nokian Tyres |
100 |
71 |
EUR |
17.000 |
10.925 |
26.453 |
9.453 |
56 |
1,887 |
161 |
|
8/15/22 |
8/22/22 |
7 |
|
- cash - |
|
8/22/22 |
2/06/23 |
168 |
 |
 |
 |
Forvia |
100 |
128 |
EUR |
14.645 |
18.825 |
10.465 |
-4.180 |
-29 |
1,352 |
-52 |
|
|
2/06/23 |
2/13/23 |
7 |
 |
 |
 |
Nokian Tyres |
100 |
119 |
EUR |
11.325 |
9.558 |
13.419 |
2.094 |
18 |
1,601 |
694,094 |
|
2/13/23 |
6/01/25 |
839 |
|
- cash - |
accum | 1/07/08 |
2/13/23 | 1890 |
days out of 7090 invested (27%) |
-84 |
1,601 |
-30 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Nokian Tyres | short | 2/28/22 | 8/15/22 | 168 | 17.00 | 10.93 | 26.45 | 9.45 | 55.61 | | | |
| | 2/06/23 | 2/13/23 | 7 | 11.33 | 9.56 | 13.42 | 2.09 | 18.49 | | | 84.37 |
Pirelli | | 2/24/20 | 3/23/20 | 28 | 4.46 | 3.47 | 5.73 | 1.27 | 28.58 | | | 28.58 |
GS Yuasa | | 9/16/19 | 10/14/19 | 28 | 19.02 | 18.51 | 19.54 | 0.52 | 2.76 | | | 2.76 |
Xinyi Glass | | 8/11/08 | 2/09/09 | 182 | 1.94 | 1.23 | 3.05 | 1.11 | 57.26 | | | |
| | 9/26/11 | 10/10/11 | 14 | 2.64 | 3.59 | 1.69 | -0.95 | -36.07 | | | 0.53 |
Yokohama Rubber | | 1/18/16 | 6/06/16 | 140 | 16.53 | 15.96 | 17.12 | 0.59 | 3.57 | | | |
| | 6/13/16 | 6/20/16 | 7 | 14.74 | 13.56 | 16.02 | 1.28 | 8.70 | | | |
| | 6/27/16 | 7/18/16 | 21 | 12.35 | 13.87 | 10.83 | -1.52 | -12.31 | | | |
| | 6/15/20 | 8/17/20 | 63 | 15.21 | 16.18 | 14.24 | -0.97 | -6.38 | | | -7.57 |
Valeo | | 1/07/08 | 8/11/08 | 217 | 8.28 | 8.19 | 8.37 | 0.09 | 1.10 | | | |
| | 9/17/18 | 9/24/18 | 7 | 37.67 | 40.00 | 35.34 | -2.33 | -6.19 | | | |
| | 10/08/18 | 4/29/19 | 203 | 32.05 | 33.11 | 30.99 | -1.06 | -3.31 | | | -8.29 |
Schaeffler | | 4/29/19 | 9/16/19 | 140 | 7.62 | 7.94 | 7.29 | -0.32 | -4.25 | | | |
| | 8/24/20 | 11/23/20 | 91 | 5.65 | 6.19 | 5.10 | -0.55 | -9.65 | | | -13.50 |
Forvia | | 8/31/09 | 9/07/09 | 7 | 9.61 | 9.82 | 9.39 | -0.22 | -2.24 | | | |
| | 11/14/11 | 1/16/12 | 63 | 17.46 | 17.30 | 17.62 | 0.16 | 0.92 | | | |
| | 4/23/12 | 4/30/12 | 7 | 15.94 | 16.24 | 15.64 | -0.30 | -1.88 | | | |
| | 5/07/12 | 7/30/12 | 84 | 15.77 | 13.30 | 18.70 | 2.93 | 18.57 | | | |
| | 8/22/22 | 2/06/23 | 168 | 14.65 | 18.83 | 10.47 | -4.18 | -28.54 | | | -17.98 |
Continental | | 2/09/09 | 7/27/09 | 168 | 12.48 | 20.68 | 4.29 | -8.20 | -65.68 | | | |
| | 3/23/20 | 6/08/20 | 77 | 48.29 | 81.32 | 15.27 | -33.03 | -68.39 | | | -89.15 |
Annotations
9/28/23 | Denso | | | stock split 1:4 (four for one) |
6/16/22 | Michelin | | | stock split 1:4 (four for one) |
4/04/22 | Hella | | | acquired by Faurecia |
9/16/21 | Continental | | | spin-off drive technology: one additional Vitesco for five Continental |
6/29/18 | Autoliv | | | spin-off of Veoneer |
6/22/18 | Pirelli | | | returns |
2/10/17 | Auto Suppliers | | | machine learning processed for all techniques |
6/06/16 | Valeo | | | stock split 1:3 (three for one) |
6/04/16 | Schaeffler | | | moves from SDAX to MDAX (2016-06-20) |
12/21/15 | Schaeffler | | | entry (SDAX) |
11/02/15 | Pirelli | | | drops out due to acquisition by CNCC |
3/13/15 | Auto Suppliers | | | first full analysis, Best Long and Short do not cooperate, so the Alternating seems to be the best way. |
1/19/15 | Hella | | | entry |
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