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

Assessment - Automotive Suppliers - 12/05/22 - RS = 49

		⇓instrument	freshest		⇓ Δday	12/05/22	⇓ Δwk	12/27/21	prc diff	⇓ Δ49	Curr	∅-RS
	L	SOM Auto Suppliers	271.027	08:57	-0.15	276.777	-2.08	366.479	-89.702	-24.48	USD	-5.59
	L	Hella	79.550	Wed	-0.56	80.250	-0.87	62.500	17.750	28.40	EUR	23.27
		Yokohama Rubber	2,236.000	06:15	0.09	2,216.000	0.90	1,844.000	372.000	20.17	JPY	18.04
	L	Schaeffler	6.240	Wed	-3.78	6.465	-3.48	7.290	-0.825	-11.32	EUR	12.19
	L	Autoliv	845.600	Wed	-1.95	875.800	-3.45	924.400	-48.600	-5.26	SEK	7.50
	L	KATEK	18.900	Wed	-1.31	19.150	-1.31	25.950	-6.800	-26.20	EUR	2.30
		CIE Automotive	23.420	Wed	-1.26	23.820	-1.68	27.120	-3.300	-12.17	EUR	1.91
	L	Bridgestone	5,005.000	06:15	-0.12	5,036.000	-0.62	5,030.000	6.000	0.12	JPY	1.21
	L	Magna	80.230	Tue	-0.40	80.550	-0.40	102.050	-21.500	-21.07	CAD	-0.75
	L	Hyundai Mobis	206,000.000	06:30	-0.72	209,000.000	-1.44	261,500.000	-52,500.000	-20.08	KRW	-3.36
		Pirelli	4.143	Wed	-0.26	4.236	-2.20	6.104	-1.868	-30.60	EUR	-5.41
		Denso	7,139.000	06:15	-0.98	7,283.000	-1.98	9,293.000	-2,010.000	-21.63	JPY	-5.77
	L	Michelin	26.390	Wed	-1.79	26.780	-1.46	36.125	-9.345	-25.87	EUR	-6.39
	S	Hankook Tire	32,800.000	06:30	-0.76	33,000.000	-0.61	40,800.000	-7,800.000	-19.12	KRW	-7.57
	S	GS Yuasa	2,064.000	06:15	-0.43	2,087.000	-1.10	2,474.000	-387.000	-15.64	JPY	-9.56
		Valeo	16.795	Wed	-1.84	17.400	-3.48	26.430	-9.030	-34.17	EUR	-9.58
	S	Cdn Tire	149.320	Tue	-1.55	151.670	-1.55	180.890	-29.220	-16.15	CAD	-10.26
	L	Continental	54.860	08:51	-0.15	56.980	-3.72	93.970	-36.990	-39.36	EUR	-14.15
		Plastic Omnium	13.950	Wed	0.50	13.960	-0.07	22.820	-8.860	-38.83	EUR	-18.96
	L	Leoni	6.160	08:57	-0.16	6.420	-4.05	9.990	-3.570	-35.74	EUR	-20.35
	L	Faurecia	14.350	Wed	-4.30	15.755	-8.92	41.250	-25.495	-61.81	EUR	-22.73
	L	Nokian Tyres	10.190	Wed	-2.21	10.420	-2.21	33.400	-22.980	-68.80	EUR	-23.83
Auto Suppliers - 21 out of 21 instruments rated - 12/05/22 / 12/27/21 - 3 did rise, Market-Ratio(49) = 14.29 %

Technical Chart

	Auto Suppliers RS = 49 - B/S = 33/17

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

Transactions Automotive Suppliers * A49 - 33/17 (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		3/03/08	791		- cash -
short	3/03/08	9/07/09	553		Faurecia	100	289	EUR	34.500	9.820	121.207	86.707	251	35,058	129
long	9/07/09	11/14/11	798		Plastic Omnium	100	21,468	EUR	1.633	6.219		4.586	281	133,510	84
short	11/14/11	1/30/12	77		Faurecia	100	7,646	EUR	17.460	18.475	16.445	-1.015	-6	125,750	-25
long	1/30/12	6/04/12	126		Bertrandt	100	2,287	EUR	54.980	52.020		-2.960	-5	118,980	-15
short	6/04/12	7/16/12	42		Faurecia	100	9,412	EUR	12.640	12.290	13.000	0.360	3	122,369	28
long	7/16/12	2/08/16	1302		Continental	100	2,055	EUR	59.533	149.667		90.134	151	307,593	29
short	2/08/16	3/07/16	28		Leoni	100	10,601	EUR	29.015	30.500	27.530	-1.485	-5	291,851	-50
long	3/07/16	10/08/18	945		Grammer	100	8,704	EUR	33.530	45.600		12.070	36	396,908	13
short	10/08/18	9/23/19	350		Valeo	100	12,384	EUR	32.050	28.840	35.617	3.567	11	441,086	12
long	9/23/19	10/07/19	14		Hyundai Mobis	100	1,753	KRW	251.500	244.000		-7.500	-3	427,938	-55
short	10/07/19	10/21/19	14		STS	100	94,676	EUR	4.520	4.450	4.591	0.071	2	434,670	50
long	10/21/19	2/24/20	126		Valeo	100	13,345	EUR	32.570	25.260		-7.310	-22	337,118	-52
short	2/24/20	12/07/20	287		STS	100	71,423	EUR	4.720	4.790	4.650	-0.070	-1	332,118	-2
long	12/07/20	3/07/22	455		Plastic Omnium	100	11,572	EUR	28.700	15.550		-13.150	-46	179,946	-39
short	3/07/22	9/12/22	189		Nokian Tyres	100	12,830	EUR	14.025	11.530	17.060	3.035	22	218,884	46
long	9/12/22	9/19/22	7		Yokohama Rubber	100	9,208	JPY	23.770	23.160		-0.610	-3	213,267	-74
short	9/19/22	12/07/22	79		Faurecia	100	14,308	EUR	14.905	14.350	15.482	0.577	4	221,516	19
accum	3/03/08	12/07/22	5393	days out of 6184 invested (87%)								2,115		221,516	23

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Faurecia	short	3/03/08	9/07/09	553	34.50	9.82	121.21	86.71	251.32
	short	11/14/11	1/30/12	77	17.46	18.48	16.45	-1.02	-5.81
	short	6/04/12	7/16/12	42	12.64	12.29	13.00	0.36	2.85
	short	9/19/22	12/07/22	79	14.91	14.35	15.48	0.58	3.87	253.49
Continental	long	7/16/12	2/08/16	1302	59.53	149.67		90.13	151.40	151.40
Plastic Omnium	long	9/07/09	11/14/11	798	1.63	6.22		4.59	280.83
	long	12/07/20	3/07/22	455	28.70	15.55		-13.15	-45.82	106.34
Grammer	long	3/07/16	10/08/18	945	33.53	45.60		12.07	36.00	36.00
Nokian Tyres	short	3/07/22	9/12/22	189	14.03	11.53	17.06	3.03	21.64	21.64
STS	short	10/07/19	10/21/19	14	4.52	4.45	4.59	0.07	1.57
	short	2/24/20	12/07/20	287	4.72	4.79	4.65	-0.07	-1.48	0.07
Yokohama Rubber	long	9/12/22	9/19/22	7	23.77	23.16		-0.61	-2.57	-2.57
Hyundai Mobis	long	9/23/19	10/07/19	14	251.50	244.00		-7.50	-2.98	-2.98
Leoni	short	2/08/16	3/07/16	28	29.02	30.50	27.53	-1.49	-5.12	-5.12
Bertrandt	long	1/30/12	6/04/12	126	54.98	52.02		-2.96	-5.38	-5.38
Valeo	short	10/08/18	9/23/19	350	32.05	28.84	35.62	3.57	11.13
	long	10/21/19	2/24/20	126	32.57	25.26		-7.31	-22.44	-13.81

Annotations

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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