Share-o-matic - Portfolio

Sat, Aug 20th, 2022, 6:28UTC

Assessment - Iron and Steel in Pound sterling - 8/15/22 - RS = 21

								⇓instrument	freshest		⇓ Δday	8/15/22	Δwk	3/21/22	prc diff	⇓ Δ21		⇓∅-RS
						S		SOM Iron and Steel	222.358	Fri	-1.87	225.416	-1.36	236.737	-11.321	-4.78		-1.61
						L		Ternium Argentina	0.989	Fri	2.72	0.932	6.11	0.890	0.042	4.67		13.23
						S		Salzgitter	21.202	Fri	-5.05	20.629	2.78	34.869	-14.240	-40.84		-21.92
								Kobe Steel	3.811	Fri	0.16	3.749	1.66	3.809	-0.060	-1.58		-4.55
								Pacific Metals	15.933	Fri	3.64	15.684	1.59	23.845	-8.161	-34.22		0.81
								Nippon Steel	13.341	Fri	0.28	13.213	0.96	13.722	-0.509	-3.71		2.85
						L		Citic Pacific	0.890	Fri	0.72	0.890		0.833	0.057	6.86		9.58
								Vallourec	7.881	Fri	-1.45	7.881		8.889	-1.008	-11.34		5.03
								Tenaris	10.917	Fri	-2.48	11.060	-1.29	11.228	-0.168	-1.50		18.23
								Posco	161.294	Fri	-0.39	164.141	-1.73	178.961	-14.820	-8.28		-7.88
						S		Acerinox	7.831	Fri	-3.51	7.981	-1.88	8.671	-0.691	-7.96		-10.87
						S		thyssenkrupp	4.837	Fri	-3.82	4.929	-1.88	6.934	-2.005	-28.91		-27.55
								Tata Steel	1.145	Fri	-2.22	1.174	-2.44	1.296	-0.122	-9.45		-0.50
						S		ArcelorMittal	19.560	Fri	-4.95	20.310	-3.69	25.001	-4.692	-18.77		-10.72
						S		Outokumpu	3.427	Fri	-3.42	3.566	-3.90	4.085	-0.519	-12.70		-16.55
								Aperam	24.385	Fri	-4.33	25.707	-5.14	36.560	-10.853	-29.69		-25.71
						S		voestalpine	17.295	Fri	-3.93	18.306	-5.52	23.670	-5.365	-22.66		-23.46
								Hyundai Steel	20.810	Fri	-1.05	22.202	-6.27	24.537	-2.335	-9.52		-13.33
Iron and Steel - 17 out of 17 instruments rated - 8/15/22 / 3/21/22 - 2 did rise, Market-Ratio(21) in GBP = 11.76 %

Technical Chart

	Iron and Steel RS = 21 - B/S = 85/20

1/01/18	scale up chart	8/15/22

Transactions Iron and Steel in Pound sterling * 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	251		39.704	69.921		30.217	76	17,585	33
short	1/28/08	4/20/09	448				Pacific Metals	100	43,890		0.401	0.440	0.361	-0.040	-10	15,844	-8
long	4/20/09	8/16/10	483				Pacific Metals	100	35,989		0.440	0.435		-0.005	-1	15,668	-1
short	8/16/10	10/18/10	63				Salzgitter	100	378		41.432	47.203	35.660	-5.772	-14	13,486	-58
long	10/18/10	6/06/11	231				Severstal	100	1,441		9.355	11.574		2.219	24	16,684	40
short	6/06/11	2/20/12	259				Outokumpu	100	815		20.466	10.812	38.742	18.275	89	31,578	146
long	2/20/12	5/21/12	91				Tenaris	100	2,432		12.979	10.458		-2.521	-19	25,448	-58
short	5/21/12	11/18/13	546				Outokumpu	100	4,140		6.146	2.826	13.367	7.221	117	55,342	68
long	11/18/13	8/24/15	644				Ternium Argentina	100	170,360		0.325	0.375		0.050	15	63,834	8
short	8/24/15	7/11/16	322				Vallourec	100	199		319.969	107.566	951.788	631.818	197	189,566	244
long	7/11/16	6/18/18	707				Outokumpu	100	52,045		3.642	4.665		1.023	28	242,784	14
short	6/18/18	1/13/20	574				Outokumpu	100	52,045		4.665	2.398	9.076	4.411	95	472,343	53
long	1/13/20	3/09/20	56				Ternium Argentina	100	1,517,432		0.311	0.217		-0.094	-30	330,022	-90
short	3/09/20	8/10/20	154				Vallourec	100	8,699		37.935	26.702	53.894	15.959	42	468,848	130
long	8/10/20	10/04/21	420				Ternium Argentina	100	1,066,588		0.440	0.689		0.249	57	734,657	48
short	10/04/21	8/19/22	319				Vallourec	100	112,564		6.527	7.881	5.172	-1.355	-21	582,162	-23
accum	1/30/06	8/19/22	6046	days out of 6074 invested (100%)										5,722		582,162	28

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	20.47	10.81	38.74	18.28	89.30
	short	5/21/12	11/18/13	546	6.15	2.83	13.37	7.22	117.49
	long	7/11/16	6/18/18	707	3.64	4.66		1.02	28.07
	short	6/18/18	1/13/20	574	4.66	2.40	9.08	4.41	94.55			925.86
Vallourec	short	8/24/15	7/11/16	322	319.97	107.57	951.79	631.82	197.46
	short	3/09/20	8/10/20	154	37.94	26.70	53.89	15.96	42.07
	short	10/04/21	8/19/22	319	6.53	7.88	5.17	-1.35	-20.76			234.88
Salzgitter	long	1/30/06	1/28/08	728	39.70	69.92		30.22	76.11
	short	8/16/10	10/18/10	63	41.43	47.20	35.66	-5.77	-13.93			51.57
Ternium Argentina	long	11/18/13	8/24/15	644	0.32	0.37		0.05	15.34
	long	1/13/20	3/09/20	56	0.31	0.22		-0.09	-30.13
	long	8/10/20	10/04/21	420	0.44	0.69		0.25	56.69			26.28
Severstal	long	10/18/10	6/06/11	231	9.36	11.57		2.22	23.72			23.72
Pacific Metals	short	1/28/08	4/20/09	448	0.40	0.44	0.36	-0.04	-9.90
	long	4/20/09	8/16/10	483	0.44	0.44		-0.00	-1.12			-10.90
Tenaris	long	2/20/12	5/21/12	91	12.98	10.46		-2.52	-19.42			-19.42

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