Share-o-matic

Mon, 14th Oct 2019, 22:36UTC

Assessment - Automotive Suppliers - 7/10/19 - RS = 49

		⇓instrument	freshest		⇓ Δday	7/10/19	⇓ Δwk	29/10/18	prc diff	⇓ Δ49	Curr	∅-RS
	L	SOM Auto Suppliers	290.768	19:59	-0.18	281.485	3.30	324.783	-43.298	-13.33	USD	-8.98
		Hyundai Mobis	240,500.000	06:30	-1.43	244,000.000	-1.43	189,000.000	55,000.000	29.10	KRW	13.69
	L	Autoliv	772.000	15:29	-0.75	755.000	2.25	794.200	-39.200	-4.94	SEK	7.55
	L	Valeo	31.600	15:35	-1.10	28.820	9.65	25.780	3.040	11.79	EUR	6.44
	L	Faurecia	43.490	15:38	-1.61	40.670	6.93	43.060	-2.390	-5.55	EUR	3.39
	L	Magna	68.460	Fri	2.32	67.010	2.16	63.270	3.740	5.91	CAD	2.19
	L	Plastic Omnium	23.370	15:35	-1.77	23.620	-1.06	23.810	-0.190	-0.80	EUR	0.74
	L	Yokohama Rubber	2,197.000	Fri	2.00	2,121.000	3.58	2,132.000	-11.000	-0.52	JPY	-0.16
	L	Hella	42.580	15:35	0.42	40.520	5.08	40.940	-0.420	-1.03	EUR	-0.29
	L	Cdn Tire	144.360	Fri	0.25	143.810	0.38	149.710	-5.900	-3.94	CAD	-0.52
		Michelin	102.950	15:35	1.73	97.880	5.18	91.600	6.280	6.86	EUR	-1.67
	L	Bridgestone	4,204.000	Fri	1.52	4,131.000	1.77	4,236.000	-105.000	-2.48	JPY	-3.15
	L	Denso	4,700.000	Fri	1.64	4,578.000	2.66	4,908.000	-330.000	-6.72	JPY	-3.92
	L	Schaeffler	7.548	15:35	0.72	6.838	10.38	9.358	-2.520	-26.93	EUR	-7.22
		CIE Automotive	22.320	15:35	-0.45	21.240	5.08	22.580	-1.340	-5.93	EUR	-8.35
	L	Nokian Tyres	27.440	15:29	1.22	25.280	8.54	31.610	-6.330	-20.03	EUR	-10.14
		Pirelli	5.428	15:35	0.41	5.122	5.97	6.350	-1.228	-19.34	EUR	-10.19
		Brembo	8.930	15:38	-0.22	8.490	5.18	9.885	-1.395	-14.11	EUR	-13.34
		Continental	115.780	15:35	0.40	112.760	2.68	143.550	-30.790	-21.45	EUR	-13.58
		GS Yuasa	1,851.000	Fri	1.31	1,844.000	0.38	2,256.000	-412.000	-18.26	JPY	-15.02
		Hankook Tire	31,250.000	06:30	0.81	30,650.000	1.96	43,850.000	-13,200.000	-30.10	KRW	-17.72
	L	Nemak	8.610	19:59	-0.23	8.740	-1.49	13.490	-4.750	-35.21	MXN	-20.32
	S	Bertrandt	40.900	15:35	-0.37	41.000	-0.24	69.900	-28.900	-41.34	EUR	-36.44
	L	Leoni	11.545	15:35	-1.07	11.100	4.01	31.550	-20.450	-64.82	EUR	-38.54
	S	STS	4.500	15:36	-1.10	4.520	-0.44	17.626	-13.106	-74.36	EUR	-47.64
Auto Suppliers - 24 out of 24 instruments rated - 7/10/19 / 29/10/18 - 4 did rise, Market-Ratio(49) = 16.67 %

Technical Chart

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

5/01/15	scale up chart	7/10/19

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	1,712	EUR	71.440	179.600		108.160	151	307,539	29
short	8/02/16	7/03/16	28		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		Grammer	100	8,702	EUR	33.530	45.600		12.070	36	396,832	13
short	8/10/18	23/09/19	350		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		Hyundai Mobis	100	1,753	KRW	251.500	244.000		-7.500	-3	427,851	-55
short	7/10/19	14/10/19	7		STS	100	94,657	EUR	4.520	4.500	4.540	0.020	0	429,754	26
accum	3/03/08	14/10/19	4242	days out of 5033 invested (84%)								4,198		429,754	38

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Plastic Omnium	long	7/09/09	14/11/11	798	1.63	6.22		4.59	280.83	280.83
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	71.44	179.60		108.16	151.40	151.40
Grammer	long	7/03/16	8/10/18	945	33.53	45.60		12.07	36.00	36.00
Valeo	short	8/10/18	23/09/19	350	32.05	28.84	35.62	3.57	11.13	11.13
STS	short	7/10/19	14/10/19	7	4.52	4.50	4.54	0.02	0.44	0.44
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

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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