Share-o-matic - Assessment Auto Suppliers (Automotive Suppliers)

Assessment - Automotive Suppliers in Japanese yen - 21/10/19 - RS = 26

		⇓instrument	freshest		Δday	21/10/19	⇓ Δwk	22/04/19	prc diff	⇓ Δ26	⇓∅-RS
	L	SOM Auto Suppliers	32,665.529	16:35	0.72	32,431.621	0.72	38,784.031	-6,352.410	-16.38	-3.67
	S	STS	574.779	15:36	6.74	538.477	6.74	1,474.586	-936.109	-63.48	-46.15
	L	Continental	15,016.845	15:35	4.13	14,421.495	4.13	19,610.735	-5,189.240	-26.46	-9.61
		Brembo	1,129.591	15:35	3.43	1,092.079	3.43	1,487.189	-395.110	-26.57	-9.13
	L	Plastic Omnium	3,032.410	15:35	1.58	2,985.218	1.58	3,651.176	-665.958	-18.24	3.71
		Michelin	12,729.831	15:35	1.54	12,536.222	1.54	14,802.576	-2,266.354	-15.31	1.88
	L	Faurecia	5,419.859	15:35	1.38	5,346.045	1.38	6,050.844	-704.799	-11.65	10.32
	L	Hankook Tire	3,047.181	06:30	1.23	3,010.076	1.23	3,948.045	-937.969	-23.76	-13.05
		Pirelli	666.985	15:29	1.06	659.967	1.06	811.653	-151.686	-18.69	-5.44
		Hyundai Mobis	22,355.267	06:30	1.05	22,123.365	1.05	22,490.108	-366.742	-1.63	7.31
	L	Valeo	3,970.207	15:35	0.74	3,941.165	0.74	4,085.990	-144.824	-3.54	18.06
	L	Magna	5,849.300	16:35	0.60	5,814.488	0.60	6,292.587	-478.099	-7.60	7.11
		GS Yuasa	1,909.000	Mon	0.47	1,909.000		2,275.000	-366.000	-16.09	-10.92
	L	Cdn Tire	11,976.270	16:33	0.31	11,938.971	0.31	12,514.688	-575.717	-4.60	0.12
		CIE Automotive	2,674.233	15:35	0.27	2,666.972	0.27	3,198.718	-531.745	-16.62	-6.54
	L	Bridgestone	4,347.000	Mon	0.09	4,347.000		4,422.000	-75.000	-1.70	1.99
	L	Hella	5,382.347	15:35	0.04	5,379.927	0.04	6,205.865	-825.938	-13.31	7.20
	L	Schaeffler	957.883	15:35	-0.05	958.368	-0.05	1,068.004	-109.636	-10.27	6.66
	L	Yokohama Rubber	2,288.000	Mon	-0.31	2,288.000		2,186.000	102.000	4.67	7.97
	L	Denso	4,832.000	Mon	-0.54	4,832.000		5,159.000	-327.000	-6.34	1.99
	L	Nokian Tyres	3,434.150	15:29	-0.70	3,458.351	-0.70	3,949.874	-491.523	-12.44	0.50
	S	Bertrandt	5,294.013	15:35	-1.13	5,354.516	-1.13	9,200.409	-3,845.894	-41.80	-30.70
	L	Autoliv	8,763.320	15:29	-1.35	8,882.871	-1.35	9,506.745	-623.874	-6.56	7.83
	L	Nemak	50.801	16:25	-1.43	51.538	-1.43	64.514	-12.976	-20.11	-14.91
	L	Leoni	1,429.686	15:35	-2.15	1,461.147	-2.15	2,690.805	-1,229.657	-45.70	-31.16
Auto Suppliers - 24 out of 24 instruments rated - 21/10/19 / 22/04/19 - 1 did rise, Market-Ratio(26) in JPY = 4.17 %

Technical Chart

	Auto Suppliers RS = 26 - B/S = 60/40

5/01/15	scale up chart	21/10/19

Transactions Automotive Suppliers in Japanese yen * 26 - 60/40 (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		9/01/06	7		- cash -
long	9/01/06	10/07/06	182		Denso	100	239	41.820	36.480		-5.340	-13	8,724	-24
short	10/07/06	13/11/06	126		Valeo	100	6	1,327.385	1,514.433	1,140.338	-187.048	-14	7,601	-36
long	13/11/06	19/11/07	371		Michelin	100	0	9,559.020	11,912.232		2,353.212	25	7,601	0
short	19/11/07	27/04/09	525		Grammer	100	2	2,612.274	613.804	11,117.526	8,505.252	326	24,612	174
long	27/04/09	8/08/11	833		Hyundai Mobis	100	3,460	7.112	23.480		16.368	230	81,245	69
short	8/08/11	6/02/12	182		ElringKlinger	100	45	1,794.321	2,413.994	1,174.647	-619.674	-35	53,360	-57
long	6/02/12	20/08/12	196		Bertrandt	100	9	5,906.807	5,508.598		-398.209	-7	49,776	-12
short	20/08/12	19/11/12	91		GS Yuasa	100	3,150	15.800	15.200	16.424	0.624	4	51,741	17
long	19/11/12	18/08/14	637		Michelin	100	7	6,936.020	11,121.445		4,185.425	60	81,038	31
short	18/08/14	26/01/15	161		Nokian Tyres	100	24	3,340.408	3,014.539	3,701.503	361.095	11	89,705	26
long	26/01/15	24/08/15	210		Valeo	100	16	5,519.384	4,812.395		-706.989	-13	78,393	-21
short	24/08/15	22/02/16	182		Grammer	100	28	2,723.816	3,677.582	1,770.050	-953.766	-35	51,687	-58
long	22/02/16	9/05/16	77		Plastic Omnium	100	14	3,661.479	3,521.865		-139.614	-4	49,733	-17
short	9/05/16	8/08/16	91		Leoni	100	13	3,616.800	3,785.324	3,448.277	-168.523	-5	47,542	-17
long	8/08/16	4/06/18	665		Grammer	100	8	5,330.562	8,325.180		2,994.618	56	71,499	28
short	4/06/18	22/04/19	322		Hankook Tire	100	15,229	4.695	3.948	5.582	0.888	19	85,019	22
long	22/04/19	13/05/19	21		Michelin	100	5	14,802.576	13,057.834		-1,744.742	-12	76,295	-89
short	13/05/19	22/10/19	162		Leoni	100	36	2,108.398	1,429.686	3,109.315	1,000.916	47	112,328	140
accum	9/01/06	22/10/19	5034	days out of 5041 invested (100%)							1,023		112,328	19

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Grammer	short	19/11/07	27/04/09	525	2,612.27	613.80	11,117.53	8,505.25	325.59
	short	24/08/15	22/02/16	182	2,723.82	3,677.58	1,770.05	-953.77	-35.02
	long	8/08/16	4/06/18	665	5,330.56	8,325.18		2,994.62	56.18	331.93
Hyundai Mobis	long	27/04/09	8/08/11	833	7.11	23.48		16.37	230.13	230.13
Michelin	long	13/11/06	19/11/07	371	9,559.02	11,912.23		2,353.21	24.62
	long	19/11/12	18/08/14	637	6,936.02	11,121.45		4,185.43	60.34
	long	22/04/19	13/05/19	21	14,802.58	13,057.83		-1,744.74	-11.79	76.26
Leoni	short	9/05/16	8/08/16	91	3,616.80	3,785.32	3,448.28	-168.52	-4.66
	short	13/05/19	22/10/19	162	2,108.40	1,429.69	3,109.31	1,000.92	47.47	40.60
Hankook Tire	short	4/06/18	22/04/19	322	4.69	3.95	5.58	0.89	18.91	18.91
Nokian Tyres	short	18/08/14	26/01/15	161	3,340.41	3,014.54	3,701.50	361.09	10.81	10.81
GS Yuasa	short	20/08/12	19/11/12	91	15.80	15.20	16.42	0.62	3.95	3.95
Plastic Omnium	long	22/02/16	9/05/16	77	3,661.48	3,521.86		-139.61	-3.81	-3.81
Bertrandt	long	6/02/12	20/08/12	196	5,906.81	5,508.60		-398.21	-6.74	-6.74
Denso	long	9/01/06	10/07/06	182	41.82	36.48		-5.34	-12.77	-12.77
Valeo	short	10/07/06	13/11/06	126	1,327.39	1,514.43	1,140.34	-187.05	-14.09
	long	26/01/15	24/08/15	210	5,519.38	4,812.40		-706.99	-12.81	-25.10
ElringKlinger	short	8/08/11	6/02/12	182	1,794.32	2,413.99	1,174.65	-619.67	-34.54	-34.54

Annotations

29/06/18	Autoliv	spin-off of Veoneer
22/06/18	Pirelli	returns
24/05/17	Brembo	stock split 1:5 (five for one)
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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