Mon, 17th Feb 2020, 9:01UTC
 
RS Chart
Assessment - Automotive Suppliers - 10/02/20 - RS = 49
 ⇐ 
  ⇓instrument freshest ⇓ Δday 10/02/20 ⇓ Δwk 4/03/19  prc diff ⇓ Δ49  Curr ∅-RS
real-time RS chart chart S add note SOM Auto Suppliers 293.587  06:30 0.19 288.743 1.68 336.029 -47.286 -14.07  USD -5.08 
real-time RS chart chart add note Schaeffler 9.420  Fri -1.46 9.032 4.30 8.280 0.752 9.08  EUR 18.70 
real-time RS chart chart add note GS Yuasa 2,155.000  06:15 -2.09 2,218.000 -2.84 2,283.000 -65.000 -2.85  JPY 5.55 
real-time RS chart chart add note Brembo 10.410  Fri -1.61 10.280 1.26 10.420 -0.140 -1.34  EUR 2.42 
real-time RS chart chart add note Faurecia 43.020  Fri -3.54 42.450 1.34 43.880 -1.430 -3.26  EUR 0.66 
real-time RS chart chart add note Michelin 108.800  Fri -0.05 106.750 1.92 105.200 1.550 1.47  EUR 0.60 
real-time RS chart chart add note Cdn Tire 148.910  Fri 1.78 144.020 3.40 147.630 -3.610 -2.45  CAD 0.26 
real-time RS chart chart add note Autoliv 750.000  Fri -0.95 723.600 3.65 775.200 -51.600 -6.66  SEK 0.20 
real-time RS chart chart S add note Magna 69.270  Fri 0.28 67.680 2.35 69.940 -2.260 -3.23  CAD -0.21 
real-time RS chart chart S add note Hyundai Mobis 239,000.000  06:30 0.84 228,500.000 4.60 212,500.000 16,000.000 7.53  KRW -2.37 
real-time RS chart chart add note Nokian Tyres 27.170  Fri 0.30 26.320 3.23 31.790 -5.470 -17.21  EUR -2.68 
real-time RS chart chart S add note Hella 43.580  Fri -2.11 42.120 3.47 40.720 1.400 3.44  EUR -3.05 
real-time RS chart chart S add note Denso 4,462.000  06:15 -0.42 4,478.000 -0.36 4,834.000 -356.000 -7.36  JPY -4.61 
real-time RS chart chart S add note Plastic Omnium 23.300  Fri -0.81 22.680 2.73 26.040 -3.360 -12.90  EUR -5.37 
real-time RS chart chart S add note Bridgestone 3,908.000  06:15 0.44 3,954.000 -1.16 4,482.000 -528.000 -11.78  JPY -6.59 
real-time RS chart chart S add note Valeo 27.210  Fri -2.68 26.770 1.64 29.130 -2.360 -8.10  EUR -7.35 
real-time RS chart chart L add note Bertrandt 52.400  Fri 0.38 52.400 72.900 -20.500 -28.12  EUR -7.72 
real-time RS chart chart S add note Yokohama Rubber 1,998.000  06:15 4.77 1,874.000 6.62 2,248.000 -374.000 -16.64  JPY -11.11 
real-time RS chart chart S add note Hankook Tire 27,900.000  06:30 0.72 29,250.000 -4.62 42,350.000 -13,100.000 -30.93  KRW -14.33 
real-time RS chart chart S add note CIE Automotive 19.720  Fri -0.85 19.390 1.70 25.120 -5.730 -22.81  EUR -14.81 
real-time RS chart chart L add note STS 5.510  Fri -2.65 5.459 0.93 9.680 -4.221 -43.61  EUR -15.26 
real-time RS chart chart L add note Leoni 10.865  Fri -4.40 11.120 -2.29 24.340 -13.220 -54.31  EUR -16.04 
real-time RS chart chart S add note Continental 110.800  Fri -0.34 104.040 6.50 146.800 -42.760 -29.13  EUR -16.36 
real-time RS chart chart add note Pirelli 4.520  Fri 0.22 4.509 0.24 6.154 -1.645 -26.73  EUR -16.66 
 Auto Suppliers - 23 out of 23 instruments rated - 10/02/20 / 4/03/19 - 4 did rise, Market-Ratio(49) = 17.39 % 
 
Technical Chart
Auto Suppliers RS = 49 - B/S = 33/17
Market Chart
4/01/16 scale up chart 10/02/20
 


Transactions Automotive Suppliers * A49 - 33/17 (1)
  ⇐ 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
2/01/06 3/03/08 791    - cash -
short 3/03/08   7/09/09 553  RT RS QC  Faurecia 100  289  EUR 34.500  9.820 121.207  86.707 251  35,058 129  
long 7/09/09  14/11/11 798  RT RS QC  Plastic Omnium 100  21,468  EUR 1.633  6.219    4.586 281  133,510 84  
short 14/11/11  30/01/12 77  RT RS QC  Faurecia 100  7,646  EUR 17.460  18.475 16.445  -1.015 -6  125,750 -25  
long 30/01/12   4/06/12 126  RT RS QC  Bertrandt 100  2,287  EUR 54.980  52.020    -2.960 -5  118,980 -15  
short 4/06/12  16/07/12 42  RT RS QC  Faurecia 100  9,412  EUR 12.640  12.290 13.000  0.360 3  122,369 28  
long 16/07/12   8/02/16 1302  RT RS QC  Continental 100  1,712  EUR 71.440  179.600    108.160 151  307,539 29  
short 8/02/16   7/03/16 28  RT RS QC  Leoni 100  10,599  EUR 29.015  30.500 27.530  -1.485 -5  291,799 -50  
long 7/03/16   8/10/18 945  RT RS QC  Grammer 100  8,702  EUR 33.530  45.600    12.070 36  396,832 13  
short 8/10/18  23/09/19 350  RT RS QC  Valeo 100  12,381  EUR 32.050  28.840 35.617  3.567 11  440,999 12  
long 23/09/19   7/10/19 14  RT RS QC  Hyundai Mobis 100  1,753  KRW 251.500  244.000    -7.500 -3  427,851 -55  
short 7/10/19  21/10/19 14  RT RS QC  STS 100  94,657  EUR 4.520  4.450 4.591  0.071 2  434,581 50  
long 21/10/19  14/02/20 116  RT RS QC  Valeo 100  13,342  EUR 32.570  27.210    -5.360 -16  363,068 -43  
accum 3/03/08 14/02/204368 days out of 5159 invested (85%) 3,531 363,068 35  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Plastic Omniumlong  7/09/09 14/11/117981.636.224.59 280.83280.83 
 Faureciashort  3/03/08  7/09/0955334.509.82121.2186.71 251.32 
 short 14/11/11 30/01/127717.4618.4816.45-1.02 -5.81 
 short  4/06/12 16/07/124212.6412.2913.000.36 2.85240.32 
 Continentallong 16/07/12  8/02/16130271.44179.60108.16 151.40151.40 
 Grammerlong  7/03/16  8/10/1894533.5345.6012.07 36.0036.00 
 STSshort  7/10/19 21/10/19144.524.454.590.07 1.571.57 
 Hyundai Mobislong 23/09/19  7/10/1914251.50244.00-7.50 -2.98-2.98 
 Leonishort  8/02/16  7/03/162829.0230.5027.53-1.49 -5.12-5.12 
 Bertrandtlong 30/01/12  4/06/1212654.9852.02-2.96 -5.38-5.38 
 Valeoshort  8/10/18 23/09/1935032.0528.8435.623.57 11.13 
 long 21/10/19 14/02/2011632.5727.21-5.36 -16.46-7.16 


Annotations
29/06/18Autolivspin-off of Veoneer
22/06/18Pirellireturns
24/05/17Brembostock split 1:5 (five for one)
10/02/17Auto Suppliersmachine learning processed for all techniques
6/06/16Valeostock split 1:3 (three for one)
4/06/16Schaefflermoves from SDAX to MDAX (2016-06-20)
21/12/15Schaefflerentry (SDAX)
2/11/15Pirellidrops out due to acquisition by CNCC
13/03/15Auto Suppliersfirst full analysis, Best Long and Short do not cooperate, so the Alternating seems to be the best way.
19/01/15Hellaentry