| | |
| | |
Assessment - Automotive Suppliers in Japanese yen - 7/01/24 - RS = 44
⇐
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
8/28/23 |
prc diff |
⇓ Δ44 |
|
⇓∅-RS |
| |  |
 |
 |
|
S |
 |
SOM Auto Suppliers |
39,845.392 |
8/12/24 |
0.08 |
43,449.472 |
-8.29 |
40,734.983 |
2,714.489 |
6.66 |
|
4.60 |
| | |
|
|
|
|
|
Yokohama Rubber |
3,085.000 |
8/09/24 |
2.88 |
3,589.000 |
-14.04 |
2,964.500 |
624.500 |
21.07 |
|
5.54 |
| | |
|
|
|
|
|
Hyundai Mobis |
25,529.425 |
8/12/24 |
2.82 |
28,917.770 |
-11.72 |
25,288.665 |
3,629.105 |
14.35 |
|
11.99 |
| | |
|
|
|
L |
|
GS Yuasa |
2,358.000 |
8/09/24 |
2.70 |
3,153.000 |
-25.21 |
2,687.500 |
465.500 |
17.32 |
|
24.21 |
| | |
|
|
|
S |
|
LG Energy Solution |
38,381.767 |
8/12/24 |
2.02 |
40,543.298 |
-5.33 |
61,201.889 |
-20,658.591 |
-33.75 |
|
-15.86 |
| | |
|
|
|
|
|
Pirelli |
909.174 |
8/12/24 |
0.50 |
973.298 |
-6.59 |
717.809 |
255.488 |
35.59 |
|
21.15 |
| | |
|
|
|
|
|
Michelin |
5,951.397 |
8/12/24 |
0.41 |
6,256.419 |
-4.88 |
4,537.365 |
1,719.054 |
37.89 |
|
24.30 |
| | |
|
|
|
S |
|
Continental |
10,200.909 |
8/12/24 |
0.34 |
9,192.256 |
10.97 |
10,803.552 |
-1,611.296 |
-14.91 |
|
-15.43 |
| | |
|
|
|
|
|
Hella |
14,956.480 |
8/12/24 |
0.23 |
14,887.157 |
0.47 |
10,306.437 |
4,580.721 |
44.45 |
|
20.41 |
| | |
|
|
|
|
|
Forvia |
1,588.541 |
8/12/24 |
0.17 |
1,993.042 |
-20.30 |
3,103.805 |
-1,110.763 |
-35.79 |
|
-26.90 |
| | |
|
|
|
S |
|
Schaeffler |
805.189 |
8/12/24 |
0.17 |
926.331 |
-13.08 |
870.744 |
55.588 |
6.38 |
|
1.86 |
| | |
|
|
|
|
|
Autoliv |
15,246.521 |
8/12/24 |
0.10 |
17,319.100 |
-11.97 |
13,956.764 |
3,362.337 |
24.09 |
|
11.40 |
| | |
|
|
|
S |
|
Vitesco Technologies |
9,020.681 |
8/12/24 |
-0.10 |
10,372.484 |
-13.03 |
11,422.572 |
-1,050.088 |
-9.19 |
|
-15.73 |
| | |
|
|
|
|
|
Xinyi Glass |
156.206 |
8/12/24 |
-0.13 |
177.102 |
-11.80 |
204.246 |
-27.144 |
-13.29 |
|
1.52 |
| | |
|
|
|
L |
|
Cdn Tire |
17,549.849 |
8/12/24 |
-0.17 |
15,960.180 |
9.96 |
16,613.326 |
-653.145 |
-3.93 |
|
-0.41 |
| | |
|
|
|
S |
|
Denso |
2,109.000 |
8/09/24 |
-0.19 |
2,527.000 |
-16.54 |
2,436.500 |
90.500 |
3.71 |
|
-4.88 |
| | |
|
|
|
S |
|
Nokian Tyres |
1,383.344 |
8/12/24 |
-0.84 |
1,360.468 |
1.68 |
1,253.871 |
106.597 |
8.50 |
|
3.55 |
| | |
|
|
|
|
|
Valeo |
1,629.095 |
8/12/24 |
-0.95 |
1,740.879 |
-6.42 |
2,792.712 |
-1,051.833 |
-37.66 |
|
-20.17 |
| | |
|
|
|
|
|
Opmobility |
1,480.050 |
8/12/24 |
-1.16 |
1,611.764 |
-8.17 |
2,564.735 |
-952.971 |
-37.16 |
|
-20.51 |
| | |
|
|
|
|
|
Bridgestone |
5,582.000 |
8/09/24 |
-1.33 |
6,295.000 |
-11.33 |
5,624.000 |
671.000 |
11.93 |
|
5.28 |
| | |
|
|
|
S |
|
Magna |
6,147.033 |
8/12/24 |
-1.88 |
6,741.983 |
-8.82 |
8,348.697 |
-1,606.715 |
-19.25 |
|
-15.43 |
| Auto Suppliers - 20 out of 20 instruments rated - 7/01/24 / 8/28/23 - 11 did rise, Market-Ratio(44) in JPY = 55.00 % |
Technical Chart
Transactions Automotive Suppliers in Japanese yen * S44 - 20/34 (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 |
1/14/08 |
742 |
|
- cash - |
| short |
1/14/08 |
8/10/09 |
574 |
|
|
|
Forvia |
100 |
1 |
|
5,933.388 |
1,238.680 |
28,421.455 |
22,488.068 |
379 |
32,488 |
171 |
|
| 8/10/09 |
8/22/11 |
742 |
|
- cash - |
| |
8/22/11 |
1/16/12 |
147 |
|
|
|
Grammer |
100 |
27 |
|
1,197.983 |
1,209.496 |
1,186.469 |
-11.513 |
-1 |
32,177 |
-2 |
|
| 1/16/12 |
5/07/12 |
112 |
|
- cash - |
| |
5/07/12 |
6/11/12 |
35 |
|
|
|
Forvia |
100 |
19 |
|
1,647.019 |
1,294.734 |
2,095.156 |
448.138 |
27 |
40,692 |
1,130 |
|
| 6/11/12 |
1/11/16 |
1309 |
|
- cash - |
| |
1/11/16 |
4/04/16 |
84 |
|
|
|
Leoni |
100 |
10 |
|
3,840.417 |
3,654.376 |
4,035.928 |
195.512 |
5 |
42,647 |
24 |
|
| 4/04/16 |
9/10/18 |
889 |
|
- cash - |
| |
9/10/18 |
9/16/19 |
371 |
|
|
|
Leoni |
100 |
9 |
|
4,343.601 |
1,606.704 |
11,742.594 |
7,398.993 |
170 |
109,238 |
166 |
|
| 9/16/19 |
2/10/20 |
147 |
|
- cash - |
| |
2/10/20 |
11/30/20 |
294 |
|
|
|
Pirelli |
100 |
202 |
|
539.669 |
560.948 |
518.390 |
-21.279 |
-4 |
104,940 |
-5 |
|
| 11/30/20 |
3/07/22 |
462 |
|
- cash - |
| |
3/07/22 |
1/09/23 |
308 |
|
|
|
Nokian Tyres |
100 |
59 |
|
1,759.857 |
1,556.701 |
1,989.526 |
229.669 |
13 |
118,490 |
16 |
|
| 1/09/23 |
5/30/26 |
1237 |
|
- cash - |
| accum | 1/14/08 |
1/09/23 | 1813 |
days out of 7453 invested (24%) |
1,085 |
118,490 |
64 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Forvia | short | 1/14/08 | 8/10/09 | 574 | 5,933.39 | 1,238.68 | 28,421.46 | 22,488.07 | 379.01 | | | |
| | | 5/07/12 | 6/11/12 | 35 | 1,647.02 | 1,294.73 | 2,095.16 | 448.14 | 27.21 | | | 509.34 |
| Leoni | | 1/11/16 | 4/04/16 | 84 | 3,840.42 | 3,654.38 | 4,035.93 | 195.51 | 5.09 | | | |
| | | 9/10/18 | 9/16/19 | 371 | 4,343.60 | 1,606.70 | 11,742.59 | 7,398.99 | 170.34 | | | 184.11 |
| Nokian Tyres | | 3/07/22 | 1/09/23 | 308 | 1,759.86 | 1,556.70 | 1,989.53 | 229.67 | 13.05 | | | 13.05 |
| Grammer | | 8/22/11 | 1/16/12 | 147 | 1,197.98 | 1,209.50 | 1,186.47 | -11.51 | -0.96 | | | -0.96 |
| Pirelli | | 2/10/20 | 11/30/20 | 294 | 539.67 | 560.95 | 518.39 | -21.28 | -3.94 | | | -3.94 |
Annotations
| 9/28/23 | Denso | | | stock split 1:4 (four for one) |
| 6/16/22 | Michelin | | | stock split 1:4 (four for one) |
| 4/04/22 | Hella | | | acquired by Faurecia |
| 9/16/21 | Continental | | | spin-off drive technology: one additional Vitesco for five Continental |
| 6/29/18 | Autoliv | | | spin-off of Veoneer |
| 6/22/18 | Pirelli | | | returns |
| 2/10/17 | Auto Suppliers | | | machine learning processed for all techniques |
| 6/06/16 | Valeo | | | stock split 1:3 (three for one) |
| 6/04/16 | Schaeffler | | | moves from SDAX to MDAX (2016-06-20) |
| 12/21/15 | Schaeffler | | | entry (SDAX) |
| 11/02/15 | Pirelli | | | drops out due to acquisition by CNCC |
| 3/13/15 | Auto Suppliers | | | first full analysis, Best Long and Short do not cooperate, so the Alternating seems to be the best way. |
| 1/19/15 | Hella | | | entry |
|
|
