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Assessment - Automotive Suppliers - 16/05/22 - RS = 49
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
16/05/22 |
⇓ Δwk |
7/06/21 |
prc diff |
⇓ Δ49 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
SOM Auto Suppliers |
287.130 |
14:50 |
0.29 |
283.745 |
1.19 |
397.654 |
-113.909 |
-28.65 |
USD |
-17.77 |
| |  |
 |
 |
 |
|
 |
Hella |
65.050 |
08:59 |
0.08 |
64.750 |
0.46 |
58.760 |
5.990 |
10.19 |
EUR |
8.53 |
| |  |
 |
 |
 |
|
 |
Bridgestone |
4,886.000 |
06:15 |
-0.33 |
4,824.000 |
1.29 |
4,975.000 |
-151.000 |
-3.04 |
JPY |
-1.65 |
| |  |
 |
 |
 |
S |
 |
Cdn Tire |
170.730 |
14:39 |
-3.82 |
175.770 |
-2.87 |
201.840 |
-26.070 |
-12.92 |
CAD |
-5.96 |
| |  |
 |
 |
 |
S |
 |
Denso |
7,513.000 |
06:15 |
1.55 |
7,388.000 |
1.69 |
7,857.000 |
-469.000 |
-5.97 |
JPY |
-6.64 |
| |  |
 |
 |
 |
|
 |
Michelin |
116.700 |
08:14 |
0.17 |
120.750 |
-3.35 |
130.450 |
-9.700 |
-7.44 |
EUR |
-8.60 |
| |  |
 |
 |
 |
|
 |
Pirelli |
4.670 |
08:20 |
-0.36 |
4.706 |
-0.76 |
5.106 |
-0.400 |
-7.83 |
EUR |
-9.47 |
| |  |
 |
 |
 |
S |
 |
Autoliv |
761.000 |
10:20 |
1.58 |
727.200 |
4.65 |
886.800 |
-159.600 |
-18.00 |
SEK |
-11.43 |
| |  |
 |
 |
 |
|
 |
CIE Automotive |
21.700 |
08:22 |
1.50 |
21.000 |
3.33 |
25.800 |
-4.800 |
-18.60 |
EUR |
-11.47 |
| |  |
 |
 |
 |
L |
 |
Yokohama Rubber |
1,677.000 |
06:15 |
0.24 |
1,681.000 |
-0.24 |
2,330.000 |
-649.000 |
-27.85 |
JPY |
-11.64 |
| |  |
 |
 |
 |
L |
 |
Hankook Tire |
36,150.000 |
06:30 |
-0.28 |
35,550.000 |
1.69 |
53,700.000 |
-18,150.000 |
-33.80 |
KRW |
-13.56 |
| |  |
 |
 |
 |
|
 |
GS Yuasa |
2,085.000 |
06:15 |
-0.62 |
2,104.000 |
-0.90 |
3,055.000 |
-951.000 |
-31.13 |
JPY |
-16.17 |
| |  |
 |
 |
 |
|
 |
Schaeffler |
5.620 |
09:16 |
0.99 |
5.530 |
1.63 |
8.085 |
-2.555 |
-31.60 |
EUR |
-17.84 |
| |  |
 |
 |
 |
|
 |
Hyundai Mobis |
201,500.000 |
06:30 |
1.00 |
199,500.000 |
1.00 |
285,500.000 |
-86,000.000 |
-30.12 |
KRW |
-19.37 |
| |  |
 |
 |
 |
S |
 |
Magna |
80.440 |
14:50 |
-0.81 |
76.990 |
4.48 |
125.240 |
-48.250 |
-38.53 |
CAD |
-21.44 |
| |  |
 |
 |
 |
|
 |
Valeo |
18.125 |
09:45 |
1.68 |
17.575 |
3.13 |
28.180 |
-10.605 |
-37.63 |
EUR |
-22.72 |
| |  |
 |
 |
 |
|
 |
Continental |
66.100 |
08:10 |
0.58 |
64.620 |
2.29 |
109.367 |
-44.747 |
-40.91 |
EUR |
-25.89 |
| |  |
 |
 |
 |
|
 |
KATEK |
17.950 |
07:02 |
|
18.400 |
-2.45 |
25.500 |
-7.100 |
-27.84 |
EUR |
-26.87 |
| |  |
 |
 |
 |
|
 |
Plastic Omnium |
16.060 |
10:24 |
1.01 |
15.650 |
2.62 |
29.360 |
-13.710 |
-46.70 |
EUR |
-27.80 |
| |  |
 |
 |
 |
S |
 |
Leoni |
7.760 |
11:42 |
1.37 |
7.510 |
3.33 |
15.300 |
-7.790 |
-50.92 |
EUR |
-34.43 |
| |  |
 |
 |
 |
S |
 |
Faurecia |
22.410 |
09:45 |
1.27 |
21.700 |
3.27 |
46.550 |
-24.850 |
-53.38 |
EUR |
-38.72 |
| |  |
 |
 |
 |
S |
 |
Nokian Tyres |
12.765 |
10:09 |
-0.62 |
12.665 |
0.79 |
34.030 |
-21.365 |
-62.78 |
EUR |
-49.56 |
Auto Suppliers - 21 out of 21 instruments rated - 16/05/22 / 7/06/21 - 1 did rise, Market-Ratio(49) = 4.76 % |
Technical Chart
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 | |
2/01/06 |
3/03/08 |
791 |
|
- cash - |
short |
3/03/08 |
7/09/09 |
553 |
 |
 |
 |
Faurecia |
100 |
289 |
EUR |
34.500 |
9.820 |
121.207 |
86.707 |
251 |
35,058 |
129 |
|
long |
7/09/09 |
14/11/11 |
798 |
 |
 |
 |
Plastic Omnium |
100 |
21,468 |
EUR |
1.633 |
6.219 |
|
4.586 |
281 |
133,510 |
84 |
|
short |
14/11/11 |
30/01/12 |
77 |
 |
 |
 |
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 |
 |
 |
 |
Bertrandt |
100 |
2,287 |
EUR |
54.980 |
52.020 |
|
-2.960 |
-5 |
118,980 |
-15 |
|
short |
4/06/12 |
16/07/12 |
42 |
 |
 |
 |
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 |
 |
 |
 |
Continental |
100 |
2,055 |
EUR |
59.533 |
149.667 |
|
90.134 |
151 |
307,593 |
29 |
|
short |
8/02/16 |
7/03/16 |
28 |
 |
 |
 |
Leoni |
100 |
10,601 |
EUR |
29.015 |
30.500 |
27.530 |
-1.485 |
-5 |
291,851 |
-50 |
|
long |
7/03/16 |
8/10/18 |
945 |
 |
 |
 |
Grammer |
100 |
8,704 |
EUR |
33.530 |
45.600 |
|
12.070 |
36 |
396,908 |
13 |
|
short |
8/10/18 |
23/09/19 |
350 |
 |
 |
 |
Valeo |
100 |
12,384 |
EUR |
32.050 |
28.840 |
35.617 |
3.567 |
11 |
441,086 |
12 |
|
long |
23/09/19 |
7/10/19 |
14 |
 |
 |
 |
Hyundai Mobis |
100 |
1,753 |
KRW |
251.500 |
244.000 |
|
-7.500 |
-3 |
427,938 |
-55 |
|
short |
7/10/19 |
21/10/19 |
14 |
 |
 |
 |
STS |
100 |
94,676 |
EUR |
4.520 |
4.450 |
4.591 |
0.071 |
2 |
434,670 |
50 |
|
long |
21/10/19 |
24/02/20 |
126 |
 |
 |
 |
Valeo |
100 |
13,345 |
EUR |
32.570 |
25.260 |
|
-7.310 |
-22 |
337,118 |
-52 |
|
short |
24/02/20 |
7/12/20 |
287 |
 |
 |
 |
STS |
100 |
71,423 |
EUR |
4.720 |
4.790 |
4.650 |
-0.070 |
-1 |
332,118 |
-2 |
|
long |
7/12/20 |
7/03/22 |
455 |
 |
 |
 |
Plastic Omnium |
100 |
11,572 |
EUR |
28.700 |
15.550 |
|
-13.150 |
-46 |
179,946 |
-39 |
|
short |
7/03/22 |
18/05/22 |
72 |
 |
 |
 |
Nokian Tyres |
100 |
12,830 |
EUR |
14.025 |
12.765 |
15.409 |
1.384 |
10 |
197,708 |
61 |
|
accum | 3/03/08 |
18/05/22 | 5189 |
days out of 5980 invested (87%) |
1,877 |
197,708 |
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 | 7/09/09 | 553 | 34.50 | 9.82 | 121.21 | 86.71 | 251.32 | | | |
| short | 14/11/11 | 30/01/12 | 77 | 17.46 | 18.48 | 16.45 | -1.02 | -5.81 | | | |
| short | 4/06/12 | 16/07/12 | 42 | 12.64 | 12.29 | 13.00 | 0.36 | 2.85 | | | 240.32 |
Continental | long | 16/07/12 | 8/02/16 | 1302 | 59.53 | 149.67 | | 90.13 | 151.40 | | | 151.40 |
Plastic Omnium | long | 7/09/09 | 14/11/11 | 798 | 1.63 | 6.22 | | 4.59 | 280.83 | | | |
| long | 7/12/20 | 7/03/22 | 455 | 28.70 | 15.55 | | -13.15 | -45.82 | | | 106.34 |
Grammer | long | 7/03/16 | 8/10/18 | 945 | 33.53 | 45.60 | | 12.07 | 36.00 | | | 36.00 |
Nokian Tyres | short | 7/03/22 | 18/05/22 | 72 | 14.03 | 12.77 | 15.41 | 1.38 | 9.87 | | | 9.87 |
STS | short | 7/10/19 | 21/10/19 | 14 | 4.52 | 4.45 | 4.59 | 0.07 | 1.57 | | | |
| short | 24/02/20 | 7/12/20 | 287 | 4.72 | 4.79 | 4.65 | -0.07 | -1.48 | | | 0.07 |
Hyundai Mobis | long | 23/09/19 | 7/10/19 | 14 | 251.50 | 244.00 | | -7.50 | -2.98 | | | -2.98 |
Leoni | short | 8/02/16 | 7/03/16 | 28 | 29.02 | 30.50 | 27.53 | -1.49 | -5.12 | | | -5.12 |
Bertrandt | long | 30/01/12 | 4/06/12 | 126 | 54.98 | 52.02 | | -2.96 | -5.38 | | | -5.38 |
Valeo | short | 8/10/18 | 23/09/19 | 350 | 32.05 | 28.84 | 35.62 | 3.57 | 11.13 | | | |
| long | 21/10/19 | 24/02/20 | 126 | 32.57 | 25.26 | | -7.31 | -22.44 | | | -13.81 |
Annotations
4/04/22 | Hella | | | acquired by Faurecia |
16/09/21 | Continental | | | spin-off drive technology: one additional Vitesco for five Continental |
29/06/18 | Autoliv | | | spin-off of Veoneer |
22/06/18 | Pirelli | | | returns |
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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