Assessment - Automotive Industry in Pound sterling - 7/30/07 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/30/07	⇓ Δwk	1/29/07	prc diff	⇓ Δ26		∅-RS
								SOM Automotive	230.779	8/12/24	-0.24	89.256		79.248	10.008	12.63		13.55
						S		SAIC Motor Corp	0.898	8/12/24	-0.87	1.206		0.520	0.686	131.99		180.33
								Xinyi Glass	0.477	8/12/24	-0.13	0.243		0.113	0.130	114.84		115.91
						L		BYD Company	13.502	8/12/24	-0.28	0.882		0.374	0.507	135.61		114.63
						S		Volkswagen	62.991	8/12/24	-0.47	53.640		36.993	16.647	45.00		38.27
						S		Stellantis	9.418	8/12/24	-0.57	4.022		3.061	0.960	31.37		35.94
								Michelin	23.135	8/12/24	0.41	15.219		11.586	3.633	31.36		31.82
								Isuzu Motors	8.422	8/09/24	0.50	5.483		4.666	0.816	17.50		23.93
						S		Mercedes-Benz	38.724	8/12/24	-0.57	43.561		32.141	11.421	35.53		29.08
								Yokohama Rubber	12.852	8/09/24	2.88	7.032		5.892	1.140	19.35		21.12
								Paccar	45.541	8/12/24	-0.74	27.748		22.414	5.335	23.80		17.47
						L		Eicher Motors	58.624	8/12/24	-0.45	0.447		0.430	0.017	3.92		25.22
								Volvo	18.730	8/12/24	-0.12	9.010		7.441	1.568	21.07		18.15
								Hyundai Mobis	116.608	8/12/24	2.82	53.101		42.196	10.904	25.84		13.71
								Forvia	6.175	8/12/24	0.17	40.038		35.635	4.403	12.36		14.69
						S		Continental	39.654	8/12/24	0.34	56.407		48.833	7.575	15.51		11.48
						L		Cdn Tire	69.297	8/12/24	-0.17	36.747		29.236	7.511	25.69		13.24
						L		Hyundai Motor	129.950	8/12/24	0.21	40.135		36.501	3.634	9.96		7.55
								Opmobility	5.753	8/12/24	-1.16	2.978		2.731	0.248	9.07		9.46
								Valeo	6.333	8/12/24	-0.95	8.260		7.736	0.524	6.77		8.26
								Renault	27.116	8/12/24	-0.72	68.920		63.095	5.824	9.23		7.99
						S		Ford Motor	4.872	8/12/24	-2.38	4.318		4.272	0.046	1.08		3.31
								Suzuki Motor	6.774	8/09/24	0.31	3.468		3.553	-0.085	-2.39		-0.25
						S		Denso	8.786	8/09/24	-0.19	4.684		4.946	-0.263	-5.31		-1.21
								Bridgestone	23.255	8/09/24	-1.33	10.374		10.911	-0.538	-4.93		-2.27
								⇓instrument	freshest		⇓ Δday	7/30/07	⇓ Δwk	1/29/07	prc diff	⇓ Δ26		∅-RS
						S		BMW	53.209	8/12/24	-0.90	30.007		31.330	-1.323	-4.22		0.72
								Honda Motor	5.916	8/09/24	-0.14	5.909		6.654	-0.745	-11.20		-3.11
								Toyota	10.197	8/09/24	-0.14	5.995		6.737	-0.742	-11.01		-4.14
						S		Magna	24.272	8/12/24	-1.88	10.214		10.093	0.121	1.20		1.06
								Maruti Suzuki	149.623	8/12/24	0.40	10.365		10.903	-0.537	-4.93		2.67
						S		Mitsubishi Motors	1.608	8/09/24	1.05	7.678		8.375	-0.696	-8.32		-8.63
						S		Nissan Motor	1.709	8/09/24	-0.56	5.228		6.447	-1.218	-18.90		-9.41
								Kia	54.488	8/12/24	0.20	6.644		6.563	0.082	1.24		-9.31
								Autoliv	73.497	8/12/24	0.10	20.738		23.390	-2.652	-11.34		-7.14
						S		Mazda Motor	4.643	8/09/24	1.32	13.777		16.779	-3.001	-17.89		-11.03
						L		Mahindra & Mahindra	33.131	8/12/24	-1.15	2.066		2.634	-0.568	-21.56		-7.50
								Tata Motors	13.119	8/12/24	0.75	1.724		2.076	-0.352	-16.95		-8.20
								Bajaj Auto	118.385	8/12/24	-0.56							-na-
								Daimler Truck	22.232	8/12/24	-0.87							-na-
								Ferrari	259.846	8/12/24								-na-
						L		General Motors	21.241	8/12/24	-1.13							-na-
						L		Great Wall Motor	1.452	8/12/24	-0.31							-na-
						L		GS Yuasa	9.824	8/09/24	2.70							-na-
								Hella	58.140	8/12/24	0.23							-na-
						S		Hino Motors	1.860	8/09/24	-0.42							-na-
								Iveco	5.822	8/12/24	-0.21							-na-
						S		LG Energy Solution	175.312	8/12/24	2.02							-na-
						S		Li Auto	4.867	8/12/24	-1.79							-na-
						S		Nokian Tyres	5.377	8/12/24	-0.84	15.933		10.002	5.931	59.30		-na-
								Pirelli	3.534	8/12/24	0.50							-na-
								⇓instrument	freshest		⇓ Δday	7/30/07	⇓ Δwk	1/29/07	prc diff	⇓ Δ26		∅-RS
						S		Porsche	44.249	8/12/24	-0.97							-na-
						S		Schaeffler	3.130	8/12/24	0.17							-na-
								Tesla Motors	97.579	8/12/24	-1.26							-na-
								Traton	17.988	8/12/24								-na-
						S		Vitesco Technologies	35.066	8/12/24	-0.10							-na-
Automotive - 37 out of 54 instruments rated - 7/30/07 / 1/29/07 - 24 did rise, Market-Ratio(26) in GBP = 64.86 %

 

 

Transactions Automotive Industry in Pound sterling * Mixed Cut L26 - 76/46 (1) - S21 - 29/42 (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		2/13/06	42				- cash -
long	2/13/06	7/03/06	140				Mahindra & Mahindra	100	51,364		0.195	0.176		-0.019	-10	9,049	-23
7/03/06		7/17/06	14				- cash -
short	7/17/06	10/09/06	84				Kia	100	1,108,415		0.008	0.008	0.008	-0.000	-4	8,646	-18
10/09/06		11/27/06	49				- cash -
long	11/27/06	8/20/07	266				SAIC Motor Corp	100	27,062		0.319	1.284		0.965	302	34,750	575
8/20/07		11/19/07	91				- cash -
short	11/19/07	3/23/09	490				Grammer	100	3,035		11.446	3.502	37.406	25.960	227	113,539	142
3/23/09		4/27/09	35				- cash -
long	4/27/09	5/30/11	763				Ford Motor	100	32,615		3.481	9.038		5.557	160	294,765	58
5/30/11		8/15/11	77				- cash -
short	8/15/11	1/02/12	140				Fiat Chrysler	100	101,670		2.899	2.063	4.074	1.175	41	414,224	143
1/02/12		2/06/12	35				- cash -
long	2/06/12	7/23/12	168				Hino Motors	100	9,536,509		0.043	0.042		-0.001	-2	404,506	-5
7/23/12		12/17/12	147				- cash -
	12/17/12	8/18/14	609				Montupet	100	69,219		5.844	38.819		32.975	564	2,686,986	211
8/18/14		2/09/15	175				- cash -
	2/09/15	8/17/15	189				Fiat Chrysler	100	460,443		5.836	6.592		0.756	13	3,035,171	27
8/17/15		12/14/15	119				- cash -
short	12/14/15	12/21/15	7				Leoni	100	125,774		24.132	26.256	22.008	-2.124	-9	2,768,048	-99
12/21/15		1/11/16	21				- cash -
	1/11/16	1/18/16	7				Fiat Chrysler	100	506,080		5.470	4.935	6.062	0.592	11	3,067,608	21,130
1/18/16		2/08/16	21				- cash -
	2/08/16	2/22/16	14				Leoni	100	136,331		22.501	21.069	24.031	1.530	7	3,276,190	456
2/22/16		3/28/16	35				- cash -
	3/28/16	6/06/16	70				Leoni	100	148,821		22.014	22.748	21.281	-0.734	-3	3,166,999	-16
6/06/16		12/12/16	189				- cash -
long	12/12/16	8/21/17	252				Grammer	100	79,376		39.899	39.581		-0.318	-1	3,141,776	-1
8/21/17		10/09/17	49				- cash -
	10/09/17	4/23/18	196				Fiat Chrysler	100	232,547		13.510	17.248		3.737	28	4,010,880	58
4/23/18		6/04/18	42				- cash -
short	6/04/18	3/11/19	280				Tata Motors	100	12,491,436		0.321	0.193	0.535	0.214	67	6,680,420	94
3/11/19		6/03/19	84				- cash -
	6/03/19	10/21/19	140				Leoni	100	577,711		11.564	10.366	12.900	1.336	12	7,452,187	33
10/21/19		3/02/20	133				- cash -
	3/02/20	8/03/20	154				Renault	100	332,734		22.397	18.885	26.562	4.165	19	8,837,959	50
8/03/20		9/07/20	35				- cash -
long	9/07/20	9/20/21	378				Tesla Motors	100	83,521		105.817	178.296		72.480	68	14,891,524	65
9/20/21		3/07/22	168				- cash -
short	3/07/22	8/01/22	147				Nokian Tyres	100	1,280,646		11.628	9.535	14.180	2.552	22	18,159,697	64
8/01/22		12/26/22	147				- cash -
	12/26/22	1/16/23	21				Tesla Motors	100	178,034		102.001	100.350	103.679	1.678	2	18,458,417	33
1/16/23		6/19/23	154				- cash -
long	6/19/23	10/30/23	133				Yokohama Rubber	100	104,820,262		0.176	0.150		-0.026	-15	15,741,181	-35
10/30/23		4/29/24	182				- cash -
	4/29/24	8/12/24	105				Traton	100	534,645		29.442	22.654		-6.788	-23	12,111,930	-60
accum	2/13/06	8/12/24	5234	days out of 7278 invested (72%)										121,019		12,111,930	64

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Montupet	long	12/17/12	8/18/14	609	5.84	38.82		32.97	564.27			564.27
SAIC Motor Corp	long	11/27/06	8/20/07	266	0.32	1.28		0.96	301.95			301.95
Grammer	short	11/19/07	3/23/09	490	11.45	3.50	37.41	25.96	226.80
	long	12/12/16	8/21/17	252	39.90	39.58		-0.32	-0.80			224.20
Ford Motor	long	4/27/09	5/30/11	763	3.48	9.04		5.56	159.62			159.62
Fiat Chrysler	short	8/15/11	1/02/12	140	2.90	2.06	4.07	1.17	40.53
	long	2/09/15	8/17/15	189	5.84	6.59		0.76	12.96
	short	1/11/16	1/18/16	7	5.47	4.94	6.06	0.59	10.82
	long	10/09/17	4/23/18	196	13.51	17.25		3.74	27.66			124.58
Tesla Motors	long	9/07/20	9/20/21	378	105.82	178.30		72.48	68.50
	short	12/26/22	1/16/23	21	102.00	100.35	103.68	1.68	1.64			71.27
Tata Motors	short	6/04/18	3/11/19	280	0.32	0.19	0.53	0.21	66.56			66.56
Nokian Tyres	short	3/07/22	8/01/22	147	11.63	9.54	14.18	2.55	21.95			21.95
Renault	short	3/02/20	8/03/20	154	22.40	18.89	26.56	4.16	18.60			18.60
Leoni	short	12/14/15	12/21/15	7	24.13	26.26	22.01	-2.12	-8.80
	short	2/08/16	2/22/16	14	22.50	21.07	24.03	1.53	6.80
	short	3/28/16	6/06/16	70	22.01	22.75	21.28	-0.73	-3.33
	short	6/03/19	10/21/19	140	11.56	10.37	12.90	1.34	11.55			5.03
Hino Motors	long	2/06/12	7/23/12	168	0.04	0.04		-0.00	-2.35			-2.35
Kia	short	7/17/06	10/09/06	84	0.01	0.01	0.01	-0.00	-4.45			-4.45
Mahindra & Mahindra	long	2/13/06	7/03/06	140	0.19	0.18		-0.02	-9.51			-9.51
Yokohama Rubber	long	6/19/23	10/30/23	133	0.18	0.15		-0.03	-14.72			-14.72
Traton	long	4/29/24	8/12/24	105	29.44	22.65		-6.79	-23.06			-23.06

Annotations

3/28/24	Suzuki Motor			stock split 1:4 (four for one)
9/28/23	Denso			stock split 1:4 (four for one)
	Honda Motor			stock split 1:3 (three for one)
8/25/22	Tesla Motors			stock split 1:3 (three for one)
6/16/22	Michelin			stock split 1:4 (four for one)
4/04/22	Hella			acquired by Faurecia
9/29/21	Toyota			stock split 1:5 (five for one)
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
12/21/17	Mahindra & Mahindra			stock split 1:2 (two for one)
6/06/16	Valeo			stock split 1:3 (three for one)
6/04/16	Schaeffler			moves from SDAX to MDAX (2016-06-20)
1/18/16	Autoindustrie			Montupet drops out (acquisition by Linamar)
12/21/15	Schaeffler			entry (SDAX)
11/02/15	Pirelli			drops out due to acquisition by CNCC
3/14/15	Automotive			completely re-analyzed, excellent performing Mixed Cut
1/19/15	Hella			entry

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