Share-o-matic - Assessment Iron and Steel

Assessment - Iron and Steel - 12/05/22 - RS = 26

		⇓instrument	freshest		⇓ Δday	12/05/22	⇓ Δwk	6/06/22	prc diff	⇓ Δ26	Curr	∅-RS
	L	SOM Iron and Steel	287.447	15:21	-0.11	291.253	-1.31	322.242	-30.989	-9.62	USD	1.85
		Ternium Argentina	184.250	Tue	1.24	182.000	1.24	114.250	67.750	59.30	ARS	34.59
	L	Tenaris	15.330	Wed	-2.17	15.810	-3.04	15.890	-0.080	-0.50	EUR	23.74
		Vallourec	10.495	Wed	-3.54	11.170	-6.04	13.460	-2.290	-17.01	EUR	12.34
	L	Posco	286,500.000	06:30	-1.21	293,500.000	-2.39	290,000.000	3,500.000	1.21	KRW	10.75
		Nippon Steel	2,269.500	06:15	0.31	2,220.500	2.21	2,229.500	-9.000	-0.40	JPY	8.03
	L	Tata Steel	111.850	10:00	0.58	115.850	-3.45	107.810	8.040	7.46	INR	6.28
	L	voestalpine	25.660	15:21	0.71	25.900	-0.93	28.100	-2.200	-7.83	EUR	5.63
	L	Outokumpu	4.811	Wed	-0.15	4.818	-0.15	5.604	-0.786	-14.03	EUR	5.37
		Kobe Steel	621.000	06:15	0.49	613.000	1.31	709.000	-96.000	-13.54	JPY	1.36
	L	ArcelorMittal	25.245	Wed	-1.77	25.630	-1.50	30.800	-5.170	-16.79	EUR	0.58
	L	Salzgitter	28.160	Wed	-1.05	28.040	0.43	38.360	-10.320	-26.90	EUR	-3.43
	L	Acerinox	9.304	Wed	-1.69	9.378	-0.79	11.720	-2.342	-19.98	EUR	-4.47
		Citic Pacific	7.700	08:08		7.690	0.13	8.790	-1.100	-12.51	HKD	-5.59
	L	Hyundai Steel	31,600.000	06:30	-2.62	33,700.000	-6.23	41,700.000	-8,000.000	-19.18	KRW	-7.14
	L	Aperam	29.920	Wed	-1.35	30.030	-0.37	39.180	-9.150	-23.35	EUR	-11.30
	L	thyssenkrupp	5.456	Wed	-2.22	5.606	-2.68	9.006	-3.400	-37.75	EUR	-17.05
	S	Pacific Metals	2,068.000	06:15	-0.10	2,066.000	0.10	2,914.000	-848.000	-29.10	JPY	-18.05
Iron and Steel - 17 out of 17 instruments rated - 12/05/22 / 6/06/22 - 3 did rise, Market-Ratio(26) = 17.65 %

Technical Chart

	Iron and Steel RS = 26 - B/S = 60/40

1/01/18	scale up chart	12/05/22

Transactions Iron and Steel * 26 - 60/40 (2)

														⇐
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		11/19/07	686		- cash -
short	11/19/07	5/19/08	182		SSAB	50	30	SEK	161.500	210.000	113.000	-48.500	-30	8,545	-51
					Pacific Metals	50	46	JPY	110.100	105.600	114.792	4.692	4	8,761	9
100							-13							-24
long	5/19/08	7/07/08	49		ArcelorMittal	50	22	EUR	197.400	165.900		-31.500	-16	8,068	-73
					Outokumpu	50	56	EUR	77.950	46.810		-31.140	-40	6,324	-98
100							-28							-91
short	7/07/08	4/20/09	287		Pacific Metals	50	38	JPY	81.400	64.600	102.569	21.169	26	7,128	34
					IM BaoTou Steel	50	2,174	CNY	1.486	1.361	1.622	0.136	9	7,425	12
100							17							23
long	4/20/09	7/05/10	441		Pacific Metals	50	57	JPY	64.600	58.100		-6.500	-10	7,055	-8
					IM BaoTou Steel	50	2,750	CNY	1.361	1.054		-0.307	-23	6,210	-19
100							-16							-14
short	7/05/10	11/22/10	140		Salzgitter	50	66	EUR	46.545	50.920	42.170	-4.375	-9	5,921	-23
					IM BaoTou Steel	50	2,978	CNY	1.054	1.554	0.554	-0.500	-47	4,432	-81
100							-29							-58
long	11/22/10	6/13/11	203		Severstal	50	212	EUR	10.440	12.500		2.060	20	4,869	38
					Citic Pacific	50	106	HKD	20.820	18.580		-2.240	-11	4,632	-19
100							5							8
short	6/13/11	2/20/12	252		Outokumpu	50	109	EUR	21.160	13.020	34.389	13.229	63	6,074	102
					Nippon Steel	50	99	JPY	23.290	22.080	24.566	1.276	5	6,200	8
100							34							53
long	2/20/12	4/23/12	63		Salzgitter	50	65	EUR	47.270	37.540		-9.730	-21	5,567	-74
					Tenaris	50	200	EUR	15.630	13.070		-2.560	-16	5,055	-65
100							-18							-69
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	4/23/12	12/24/12	245		Ternium Argentina	50	1,914	ARS	1.320	1.550	1.090	-0.230	-17	4,615	-25
					Outokumpu	50	238	EUR	10.620	6.840	16.489	5.869	55	6,012	93
100							19							29
long	12/24/12	4/01/13	98		voestalpine	50	108	EUR	27.615	23.625		-3.990	-14	5,581	-44
					Kobe Steel	50	277	JPY	10.900	10.900		0.000	0	5,581	0
100							-7							-24
short	4/01/13	9/23/13	175		Outokumpu	50	560	EUR	4.980	4.610	5.380	0.400	8	5,805	17
					Severstal	50	435	EUR	6.410	6.050	6.791	0.381	6	5,971	13
100							7							15
long	9/23/13	10/13/14	385		Ternium Argentina	50	1,051	ARS	2.840	6.210		3.370	119	9,513	110
					Kobe Steel	50	170	JPY	17.500	16.000		-1.500	-9	9,258	-8
100							55							52
short	10/13/14	3/30/15	168		Salzgitter	50	200	EUR	23.080	27.280	18.880	-4.200	-18	8,418	-35
					Nisshin Steel	50	559	JPY	8.290	14.730	1.850	-6.440	-78	4,818	-96
100							-48							-76
long	3/30/15	7/27/15	119		Ternium Argentina	50	310	ARS	7.770	6.170		-1.600	-21	4,322	-51
					IM BaoTou Steel	50	549	CNY	4.386	3.286		-1.100	-25	3,718	-59
100							-23							-55
short	7/27/15	3/28/16	245		Vallourec	50	2	EUR	630.000	220.800	1,797.554	1,167.554	185	6,053	377
					Tata Steel	50	977	INR	2.514	3.001	2.028	-0.487	-19	5,578	-27
100							50							83
long	3/28/16	5/09/16	42		Posco	50	13	KRW	210.500	208.500		-2.000	-1	5,552	-8
					Tata Steel	50	946	INR	3.001	3.291		0.291	10	5,827	123
100							4							46
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	5/09/16	6/20/16	42		Vallourec	50	21	EUR	137.120	137.200	137.040	-0.080	0	5,825	-1
					Kobe Steel	50	294	JPY	10.000	9.200	10.870	0.870	9	6,080	106
100							4							45
long	6/20/16	6/12/17	357		Outokumpu	50	819	EUR	3.710	7.340		3.630	98	9,053	101
					Tata Steel	50	903	INR	3.368	5.081		1.714	51	10,601	52
100							74							77
short	6/12/17	10/16/17	126		Nisshin Steel	50	419	JPY	12.620	14.440	10.800	-1.820	-14	9,838	-36
					Pacific Metals	50	184	JPY	28.800	28.700	28.900	0.100	0	9,857	1
100							-7							-19
long	10/16/17	3/12/18	147		Ternium Argentina	50	366	ARS	13.450	14.600		1.150	9	10,278	23
					Tata Steel	50	690	INR	7.150	6.229		-0.921	-13	9,642	-29
100							-2							-5
short	3/12/18	5/14/18	63		Vallourec	50	27	EUR	176.240	201.200	151.280	-24.960	-14	8,968	-59
					Outokumpu	50	748	EUR	6.522	5.696	7.468	0.946	15	9,676	119
100							0							2
long	5/14/18	6/25/18	42		ArcelorMittal	50	158	EUR	30.470	26.000		-4.470	-15	8,970	-75
					Evraz	50	968	GBP	5.022	5.028		0.006	0	8,975	1
100							-7							-48
short	6/25/18	9/24/18	91		Outokumpu	50	871	EUR	5.150	5.282	5.018	-0.132	-3	8,861	-10
					Nippon Steel	50	206	JPY	21.745	23.765	19.725	-2.020	-9	8,444	-32
100							-6							-22
long	9/24/18	10/15/18	21		Evraz	50	768	GBP	5.494	5.368		-0.126	-2	8,348	-33
					Pacific Metals	50	104	JPY	40.300	38.650		-1.650	-4	8,176	-52
100							-3							-43
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	10/15/18	2/17/20	490		Outokumpu	50	913	EUR	4.477	4.253	4.713	0.236	5	8,391	4
					Posco	50	15	KRW	265.500	218.500	322.610	57.110	22	9,248	16
100							13							10
long	2/17/20	3/02/20	14		Ternium Argentina	50	191	ARS	24.200	21.150		-3.050	-13	8,665	-97
					Outokumpu	50	1,087	EUR	4.253	3.451		-0.802	-19	7,794	-100
100							-16							-99
short	3/02/20	9/07/20	189		Kobe Steel	50	966	JPY	4.030	4.280	3.780	-0.250	-6	7,552	-12
					Hyundai Steel	50	163	KRW	23.800	25.500	22.100	-1.700	-7	7,275	-13
100							-7							-12
long	9/07/20	10/25/21	413		Ternium Argentina	50	96	ARS	37.850	109.750		71.900	190	14,177	156
					Tata Steel	50	861	INR	4.225	12.933		8.708	206	21,675	169
100							198							163
short	10/25/21	12/27/21	63		voestalpine	50	336	EUR	32.160	32.420	31.900	-0.260	-1	21,588	-5
					Vallourec	50	1,484	EUR	7.320	8.720	5.920	-1.400	-19	19,510	-71
100							-10							-46
long	12/27/21	1/24/22	28		Ternium Argentina	50	75	ARS	130.000	121.250		-8.750	-7	18,854	-60
					SSAB	50	183	SEK	53.280	52.580		-0.700	-1	18,726	-16
100							-4							-41
short	1/24/22	5/30/22	126		Vallourec	50	1,232	EUR	7.595	13.085	2.105	-5.490	-72	11,962	-98
					Kobe Steel	50	1,678	JPY	5.580	6.780	4.380	-1.200	-22	9,948	-50
100							-47							-84
long	5/30/22	6/20/22	21		Vallourec	50	380	EUR	13.085	12.150		-0.935	-7	9,593	-72
					Tenaris	50	306	EUR	16.220	13.210		-3.010	-19	8,672	-97
100							-13							-91
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	6/20/22	12/07/22	170		Aperam	50	138	EUR	31.290	29.920	32.723	1.433	5	8,870	10
		12/08/22	171		Tata Steel	50	505	INR	8.614	11.185	6.043	-2.571	-30	7,571	-53
100							-13							-25
accum	11/19/07	12/08/22	5498	days out of 6184 invested (89%)								-24		7,571	-2

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Ternium Argentina	short	4/23/12	12/24/12	245	1.32	1.55	1.09	-0.23	-17.42	50	-8.71
	long	9/23/13	10/13/14	385	2.84	6.21		3.37	118.66		59.33
	long	3/30/15	7/27/15	119	7.77	6.17		-1.60	-20.59		-10.30
	long	10/16/17	3/12/18	147	13.45	14.60		1.15	8.55		4.28
	long	2/17/20	3/02/20	14	24.20	21.15		-3.05	-12.60		-6.30
	long	9/07/20	10/25/21	413	37.85	109.75		71.90	189.96		94.98
	long	12/27/21	1/24/22	28	130.00	121.25		-8.75	-6.73		-3.37	140.19
Outokumpu	long	5/19/08	7/07/08	49	77.95	46.81		-31.14	-39.95		-19.97
	short	6/13/11	2/20/12	252	21.16	13.02	34.39	13.23	62.52		31.26
	short	4/23/12	12/24/12	245	10.62	6.84	16.49	5.87	55.26		27.63
	short	4/01/13	9/23/13	175	4.98	4.61	5.38	0.40	8.03		4.01
	long	6/20/16	6/12/17	357	3.71	7.34		3.63	97.84		48.92
	short	3/12/18	5/14/18	63	6.52	5.70	7.47	0.95	14.50		7.25
	short	6/25/18	9/24/18	91	5.15	5.28	5.02	-0.13	-2.56		-1.28
	short	10/15/18	2/17/20	490	4.48	4.25	4.71	0.24	5.27		2.63
	long	2/17/20	3/02/20	14	4.25	3.45		-0.80	-18.86		-9.43	104.38
Tata Steel	short	7/27/15	3/28/16	245	2.51	3.00	2.03	-0.49	-19.35		-9.68
	long	3/28/16	5/09/16	42	3.00	3.29		0.29	9.68		4.84
	long	6/20/16	6/12/17	357	3.37	5.08		1.71	50.88		25.44
	long	10/16/17	3/12/18	147	7.15	6.23		-0.92	-12.88		-6.44
	long	9/07/20	10/25/21	413	4.23	12.93		8.71	206.11		103.05
	short	6/20/22	12/08/22	171	8.61	11.19	6.04	-2.57	-29.85		-14.92	92.00
Severstal	long	11/22/10	6/13/11	203	10.44	12.50		2.06	19.73		9.87
	short	4/01/13	9/23/13	175	6.41	6.05	6.79	0.38	5.95		2.98	13.13
Posco	long	3/28/16	5/09/16	42	210.50	208.50		-2.00	-0.95		-0.48
	short	10/15/18	2/17/20	490	265.50	218.50	322.61	57.11	21.51		10.76	10.23
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Pacific Metals	short	11/19/07	5/19/08	182	110.10	105.60	114.79	4.69	4.26		2.13
	short	7/07/08	4/20/09	287	81.40	64.60	102.57	21.17	26.01		13.00
	long	4/20/09	7/05/10	441	64.60	58.10		-6.50	-10.06		-5.03
	short	6/12/17	10/16/17	126	28.80	28.70	28.90	0.10	0.35		0.17
	long	9/24/18	10/15/18	21	40.30	38.65		-1.65	-4.09		-2.05	7.55
Aperam	short	6/20/22	12/07/22	170	31.29	29.92	32.72	1.43	4.58		2.29	2.29
Vallourec	short	7/27/15	3/28/16	245	630.00	220.80	1,797.55	1,167.55	185.33		92.66
	short	5/09/16	6/20/16	42	137.12	137.20	137.04	-0.08	-0.06		-0.03
	short	3/12/18	5/14/18	63	176.24	201.20	151.28	-24.96	-14.16		-7.08
	short	10/25/21	12/27/21	63	7.32	8.72	5.92	-1.40	-19.13		-9.56
	short	1/24/22	5/30/22	126	7.60	13.09	2.11	-5.49	-72.28		-36.14
	long	5/30/22	6/20/22	21	13.09	12.15		-0.94	-7.15		-3.57	-0.34
Evraz	long	5/14/18	6/25/18	42	5.02	5.03		0.01	0.12		0.06
	long	9/24/18	10/15/18	21	5.49	5.37		-0.13	-2.29		-1.15	-1.09
Nippon Steel	short	6/13/11	2/20/12	252	23.29	22.08	24.57	1.28	5.48		2.74
	short	6/25/18	9/24/18	91	21.75	23.77	19.73	-2.02	-9.29		-4.64	-2.03
Hyundai Steel	short	3/02/20	9/07/20	189	23.80	25.50	22.10	-1.70	-7.14		-3.57	-3.57
Citic Pacific	long	11/22/10	6/13/11	203	20.82	18.58		-2.24	-10.76		-5.38	-5.38
voestalpine	long	12/24/12	4/01/13	98	27.62	23.63		-3.99	-14.45		-7.22
	short	10/25/21	12/27/21	63	32.16	32.42	31.90	-0.26	-0.81		-0.40	-7.60
Kobe Steel	long	12/24/12	4/01/13	98	10.90	10.90		0.00	0.00		0.00
	long	9/23/13	10/13/14	385	17.50	16.00		-1.50	-8.57		-4.29
	short	5/09/16	6/20/16	42	10.00	9.20	10.87	0.87	8.70		4.35
	short	3/02/20	9/07/20	189	4.03	4.28	3.78	-0.25	-6.20		-3.10
	short	1/24/22	5/30/22	126	5.58	6.78	4.38	-1.20	-21.51		-10.75	-13.63
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
ArcelorMittal	long	5/19/08	7/07/08	49	197.40	165.90		-31.50	-15.96		-7.98
	long	5/14/18	6/25/18	42	30.47	26.00		-4.47	-14.67		-7.34	-14.73
SSAB	short	11/19/07	5/19/08	182	161.50	210.00	113.00	-48.50	-30.03		-15.02
	long	12/27/21	1/24/22	28	53.28	52.58		-0.70	-1.31		-0.66	-15.57
Tenaris	long	2/20/12	4/23/12	63	15.63	13.07		-2.56	-16.38		-8.19
	long	5/30/22	6/20/22	21	16.22	13.21		-3.01	-18.56		-9.28	-16.71
Salzgitter	short	7/05/10	11/22/10	140	46.55	50.92	42.17	-4.38	-9.40		-4.70
	long	2/20/12	4/23/12	63	47.27	37.54		-9.73	-20.58		-10.29
	short	10/13/14	3/30/15	168	23.08	27.28	18.88	-4.20	-18.20		-9.10	-22.29
IM BaoTou Steel	short	7/07/08	4/20/09	287	1.49	1.36	1.62	0.14	9.19		4.59
	long	4/20/09	7/05/10	441	1.36	1.05		-0.31	-22.57		-11.29
	short	7/05/10	11/22/10	140	1.05	1.55	0.55	-0.50	-47.45		-23.73
	long	3/30/15	7/27/15	119	4.39	3.29		-1.10	-25.08		-12.54	-38.10
Nisshin Steel	short	10/13/14	3/30/15	168	8.29	14.73	1.85	-6.44	-77.68		-38.84
	short	6/12/17	10/16/17	126	12.62	14.44	10.80	-1.82	-14.42		-7.21	-43.25

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


	is taking down something concerning