| Thu, Feb 13th, 2025, 10:27UTC |
| |
Assessment - Iron and Steel in Dollar - 7/01/24 - RS = 21
⇐
| |
|
instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
2/05/24 |
prc diff |
⇓ Δ21 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
SOM Iron and Steel |
333.178 |
8/12/24 |
-0.18 |
360.242 |
-7.51 |
381.836 |
-21.594 |
-5.66 |
|
-2.42 |
| |  |
 |
 |
 |
S |
 |
Acerinox |
9.820 |
8/12/24 |
0.05 |
10.469 |
-6.20 |
10.785 |
-0.316 |
-2.93 |
|
-1.41 |
| |  |
 |
 |
 |
S |
 |
Aperam |
26.880 |
8/12/24 |
-0.63 |
26.408 |
1.79 |
30.959 |
-4.551 |
-14.70 |
|
-13.12 |
| |  |
 |
 |
 |
|
 |
ArcelorMittal |
21.581 |
8/12/24 |
0.30 |
22.847 |
-5.54 |
26.829 |
-3.982 |
-14.84 |
|
-11.92 |
| |  |
 |
 |
 |
S |
 |
Bluescope Steel |
13.673 |
8/12/24 |
-0.44 |
13.460 |
1.58 |
15.039 |
-1.578 |
-10.49 |
|
-3.30 |
| |  |
 |
 |
 |
|
 |
Citic Pacific |
0.909 |
8/12/24 |
|
0.909 |
|
0.939 |
-0.029 |
-3.14 |
|
-7.04 |
| |  |
 |
 |
 |
L |
 |
JSW Steel |
10.998 |
8/12/24 |
1.35 |
11.316 |
-2.81 |
9.812 |
1.504 |
15.33 |
|
14.74 |
| |  |
 |
 |
 |
|
 |
Kobe Steel |
10.085 |
8/09/24 |
1.62 |
12.490 |
-19.25 |
13.754 |
-1.264 |
-9.19 |
|
1.73 |
| |  |
 |
 |
 |
|
 |
Nippon Steel |
19.613 |
8/09/24 |
1.83 |
21.390 |
-8.30 |
23.953 |
-2.564 |
-10.70 |
|
-6.29 |
| |  |
 |
 |
 |
|
 |
Outokumpu |
3.477 |
8/12/24 |
0.31 |
3.632 |
-4.25 |
4.244 |
-0.612 |
-14.43 |
|
-17.65 |
| |  |
 |
 |
 |
|
 |
Pacific Metals |
8.300 |
8/09/24 |
5.59 |
7.879 |
5.34 |
10.233 |
-2.354 |
-23.01 |
|
-13.75 |
| |  |
 |
 |
 |
S |
 |
Posco Holdings |
236.825 |
8/12/24 |
0.61 |
267.920 |
-11.61 |
335.064 |
-67.144 |
-20.04 |
|
-21.94 |
| |  |
 |
 |
 |
S |
 |
Salzgitter |
16.336 |
8/12/24 |
-1.23 |
19.479 |
-16.13 |
27.006 |
-7.527 |
-27.87 |
|
-29.40 |
| |  |
 |
 |
 |
L |
 |
Tata Steel |
1.823 |
8/12/24 |
0.16 |
2.087 |
-12.64 |
1.705 |
0.382 |
22.40 |
|
27.52 |
| |  |
 |
 |
 |
S |
 |
Tenaris |
13.762 |
8/12/24 |
0.71 |
15.279 |
-9.93 |
15.609 |
-0.329 |
-2.11 |
|
-8.93 |
| |  |
 |
 |
 |
|
 |
Ternium Argentina |
0.970 |
8/12/24 |
-2.32 |
1.113 |
-12.80 |
1.275 |
-0.163 |
-12.77 |
|
-17.21 |
| |  |
 |
 |
 |
|
 |
thyssenkrupp |
3.561 |
8/12/24 |
-1.63 |
4.390 |
-18.89 |
5.852 |
-1.462 |
-24.98 |
|
-30.03 |
| |  |
 |
 |
 |
|
 |
Vallourec |
14.341 |
8/12/24 |
-0.59 |
15.768 |
-9.05 |
14.481 |
1.287 |
8.89 |
|
9.27 |
| |  |
 |
 |
 |
|
 |
voestalpine |
23.683 |
8/12/24 |
-0.18 |
27.116 |
-12.66 |
29.004 |
-1.888 |
-6.51 |
|
-5.68 |
| |  |
 |
 |
 |
S |
 |
Vulcan Steel |
4.261 |
8/12/24 |
0.14 |
4.309 |
-1.13 |
4.725 |
-0.415 |
-8.79 |
|
-13.02 |
Iron and Steel - 19 out of 19 instruments rated - 7/01/24 / 2/05/24 - 3 did rise, Market-Ratio(21) in USD = 15.79 % |
Technical Chart
Transactions Iron and Steel in Dollar * A21 - 85/20 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
1/30/06 |
28 |
|
- cash - |
long |
1/30/06 |
1/28/08 |
728 |
 |
 |
 |
Salzgitter |
100 |
142 |
|
70.187 |
138.662 |
|
68.475 |
98 |
19,723 |
41 |
|
short |
1/28/08 |
4/20/09 |
448 |
 |
 |
 |
Pacific Metals |
100 |
24,824 |
|
0.795 |
0.651 |
0.969 |
0.174 |
22 |
24,054 |
18 |
|
long |
4/20/09 |
8/16/10 |
483 |
 |
 |
 |
Pacific Metals |
100 |
36,924 |
|
0.651 |
0.679 |
|
0.027 |
4 |
25,066 |
3 |
|
short |
8/16/10 |
10/18/10 |
63 |
 |
 |
 |
Salzgitter |
100 |
387 |
|
64.604 |
75.473 |
53.736 |
-10.869 |
-17 |
20,859 |
-66 |
|
long |
10/18/10 |
6/06/11 |
231 |
 |
 |
 |
Severstal |
100 |
1,394 |
|
14.958 |
19.010 |
|
4.052 |
27 |
26,508 |
46 |
|
short |
6/06/11 |
2/20/12 |
259 |
 |
 |
 |
Outokumpu |
100 |
788 |
|
33.614 |
17.124 |
65.985 |
32.371 |
96 |
52,016 |
159 |
|
long |
2/20/12 |
5/21/12 |
91 |
 |
 |
 |
Tenaris |
100 |
2,530 |
|
20.557 |
16.540 |
|
-4.017 |
-20 |
41,854 |
-58 |
|
short |
5/21/12 |
11/18/13 |
546 |
 |
 |
 |
Outokumpu |
100 |
4,306 |
|
9.719 |
4.552 |
20.755 |
11.036 |
114 |
89,374 |
66 |
|
long |
11/18/13 |
8/24/15 |
644 |
 |
 |
 |
Ternium Argentina |
100 |
170,803 |
|
0.523 |
0.591 |
|
0.068 |
13 |
100,970 |
7 |
|
short |
8/24/15 |
7/11/16 |
322 |
 |
 |
 |
Vallourec |
100 |
200 |
|
504.803 |
139.748 |
1,823.469 |
1,318.666 |
261 |
364,703 |
329 |
|
long |
7/11/16 |
6/18/18 |
707 |
 |
 |
 |
Outokumpu |
100 |
77,072 |
|
4.732 |
6.180 |
|
1.448 |
31 |
476,329 |
15 |
|
short |
6/18/18 |
1/13/20 |
574 |
 |
 |
 |
Outokumpu |
100 |
77,072 |
|
6.180 |
3.156 |
12.102 |
5.922 |
96 |
932,757 |
53 |
|
long |
1/13/20 |
3/09/20 |
56 |
 |
 |
 |
Ternium Argentina |
100 |
2,276,509 |
|
0.410 |
0.285 |
|
-0.124 |
-30 |
649,809 |
-91 |
|
short |
3/09/20 |
8/10/20 |
154 |
 |
 |
 |
Vallourec |
100 |
13,051 |
|
49.788 |
34.948 |
70.930 |
21.142 |
42 |
925,736 |
131 |
|
long |
8/10/20 |
10/04/21 |
420 |
 |
 |
 |
Ternium Argentina |
100 |
1,609,082 |
|
0.575 |
0.938 |
|
0.362 |
63 |
1,508,899 |
53 |
|
short |
10/04/21 |
12/12/22 |
434 |
 |
 |
 |
Vallourec |
100 |
169,817 |
|
8.885 |
10.985 |
6.786 |
-2.100 |
-24 |
1,152,317 |
-20 |
|
long |
12/12/22 |
7/01/24 |
567 |
 |
 |
 |
Ternium Argentina |
100 |
1,062,842 |
|
1.084 |
1.113 |
|
0.028 |
3 |
1,182,445 |
2 |
|
short |
7/01/24 |
8/12/24 |
42 |
 |
 |
 |
thyssenkrupp |
100 |
269,335 |
|
4.390 |
3.561 |
5.412 |
1.022 |
23 |
1,457,750 |
517 |
|
accum | 1/30/06 |
8/12/24 | 6954 |
days out of 6982 invested (100%) |
14,477 |
1,457,750 |
30 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Outokumpu | short | 6/06/11 | 2/20/12 | 259 | 33.61 | 17.12 | 65.99 | 32.37 | 96.30 | | | |
| short | 5/21/12 | 11/18/13 | 546 | 9.72 | 4.55 | 20.76 | 11.04 | 113.54 | | | |
| long | 7/11/16 | 6/18/18 | 707 | 4.73 | 6.18 | | 1.45 | 30.61 | | | |
| short | 6/18/18 | 1/13/20 | 574 | 6.18 | 3.16 | 12.10 | 5.92 | 95.82 | | | 972.11 |
Vallourec | short | 8/24/15 | 7/11/16 | 322 | 504.80 | 139.75 | 1,823.47 | 1,318.67 | 261.22 | | | |
| short | 3/09/20 | 8/10/20 | 154 | 49.79 | 34.95 | 70.93 | 21.14 | 42.46 | | | |
| short | 10/04/21 | 12/12/22 | 434 | 8.89 | 10.99 | 6.79 | -2.10 | -23.63 | | | 293.00 |
Salzgitter | long | 1/30/06 | 1/28/08 | 728 | 70.19 | 138.66 | | 68.47 | 97.56 | | | |
| short | 8/16/10 | 10/18/10 | 63 | 64.60 | 75.47 | 53.74 | -10.87 | -16.82 | | | 64.32 |
Ternium Argentina | long | 11/18/13 | 8/24/15 | 644 | 0.52 | 0.59 | | 0.07 | 12.97 | | | |
| long | 1/13/20 | 3/09/20 | 56 | 0.41 | 0.29 | | -0.12 | -30.33 | | | |
| long | 8/10/20 | 10/04/21 | 420 | 0.58 | 0.94 | | 0.36 | 62.99 | | | |
| long | 12/12/22 | 7/01/24 | 567 | 1.08 | 1.11 | | 0.03 | 2.61 | | | 31.64 |
Severstal | long | 10/18/10 | 6/06/11 | 231 | 14.96 | 19.01 | | 4.05 | 27.09 | | | 27.09 |
Pacific Metals | short | 1/28/08 | 4/20/09 | 448 | 0.79 | 0.65 | 0.97 | 0.17 | 21.96 | | | |
| long | 4/20/09 | 8/16/10 | 483 | 0.65 | 0.68 | | 0.03 | 4.20 | | | 27.09 |
thyssenkrupp | short | 7/01/24 | 8/12/24 | 42 | 4.39 | 3.56 | 5.41 | 1.02 | 23.28 | | | 23.28 |
Tenaris | long | 2/20/12 | 5/21/12 | 91 | 20.56 | 16.54 | | -4.02 | -19.54 | | | -19.54 |
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 |
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