Assessment - Automotive Industry in Pound sterling - 3/31/08 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	3/31/08	⇓ Δwk	10/01/07	prc diff	⇓ Δ26		∅-RS
								SOM Automotive	234.172	8/12/24	-0.24	80.992		94.431	-13.439	-14.23		-6.95
						S		Volkswagen	74.043	8/12/24	-0.47	82.651		68.139	14.512	21.30		34.14
						L		BYD Company	13.789	8/12/24	-0.28	0.923		0.957	-0.034	-3.51		15.29
						L		Hyundai Motor	122.715	8/12/24	0.21	38.529		35.771	2.757	7.71		7.05
						S		Nokian Tyres	6.321	8/12/24	-0.84	20.629		19.307	1.322	6.85		19.49
								Kia	51.455	8/12/24	0.20	5.644		6.272	-0.628	-10.01		-6.50
						L		Cdn Tire	73.175	8/12/24	-0.17	32.695		38.988	-6.293	-16.14		-5.76
								Hyundai Mobis	110.116	8/12/24	2.82	39.108		49.966	-10.858	-21.73		-13.07
								Isuzu Motors	10.213	8/09/24	0.50	4.860		5.617	-0.757	-13.48		2.42
						S		Mitsubishi Motors	1.950	8/09/24	1.05	8.078		8.017	0.061	0.76		2.67
								Maruti Suzuki	154.237	8/12/24	0.40	9.604		12.699	-3.095	-24.37		-10.41
								Tata Motors	13.524	8/12/24	0.75	1.567		1.898	-0.331	-17.42		-11.11
						S		Mercedes-Benz	45.518	8/12/24	-0.57	42.881		50.309	-7.428	-14.76		-3.51
								Paccar	46.210	8/12/24	-0.74	22.561		28.416	-5.855	-20.60		-13.66
						S		Magna	25.630	8/12/24	-1.88	8.986		11.562	-2.576	-22.28		-13.20
								Volvo	21.534	8/12/24	-0.12	7.937		9.278	-1.341	-14.45		-7.35
						L		Mahindra & Mahindra	34.153	8/12/24	-1.15	1.901		2.306	-0.405	-17.56		-15.24
						S		BMW	62.544	8/12/24	-0.90	27.709		31.720	-4.012	-12.65		-8.35
								Autoliv	84.502	8/12/24	0.10	18.728		22.114	-3.387	-15.32		-10.48
								Michelin	27.194	8/12/24	0.41	12.648		16.416	-3.768	-22.95		-10.21
						S		Stellantis	11.071	8/12/24	-0.57	3.226		4.197	-0.972	-23.15		-11.67
								Suzuki Motor	8.215	8/09/24	0.31	3.126		3.655	-0.530	-14.49		-9.88
								Xinyi Glass	0.487	8/12/24	-0.13	0.162		0.295	-0.133	-45.04		-22.33
								Bridgestone	28.200	8/09/24	-1.33	8.412		10.924	-2.512	-23.00		-11.73
								Toyota	12.365	8/09/24	-0.14	5.037		5.800	-0.763	-13.16		-11.54
								⇓instrument	freshest		⇓ Δday	3/31/08	⇓ Δwk	10/01/07	prc diff	⇓ Δ26		∅-RS
						S		Ford Motor	4.943	8/12/24	-2.38	2.868		4.021	-1.153	-28.67		-23.67
								Valeo	7.444	8/12/24	-0.95	6.631		9.084	-2.453	-27.01		-15.72
								Renault	31.874	8/12/24	-0.72	55.512		73.938	-18.426	-24.92		-15.83
						S		Denso	10.655	8/09/24	-0.19	4.002		4.616	-0.614	-13.29		-13.14
						L		Eicher Motors	60.432	8/12/24	-0.45	0.314		0.510	-0.196	-38.47		-23.69
								Honda Motor	7.174	8/09/24	-0.14	4.762		5.463	-0.700	-12.82		-13.88
						S		Continental	46.611	8/12/24	0.34	41.278		55.292	-14.015	-25.35		-18.32
						S		Nissan Motor	2.072	8/09/24	-0.56	4.229		4.881	-0.652	-13.37		-15.75
								Opmobility	6.763	8/12/24	-1.16	2.216		2.949	-0.733	-24.87		-21.23
						S		SAIC Motor Corp	0.982	8/12/24	-0.87	0.755		1.479	-0.724	-48.94		-27.54
								Forvia	7.259	8/12/24	0.17	26.212		37.966	-11.754	-30.96		-24.75
								Yokohama Rubber	15.585	8/09/24	2.88	4.719		7.460	-2.741	-36.75		-23.57
						S		Mazda Motor	5.630	8/09/24	1.32	9.144		12.405	-3.261	-26.28		-25.08
								Bajaj Auto	122.036	8/12/24	-0.56							-na-
								Daimler Truck	26.133	8/12/24	-0.87							-na-
								Ferrari	305.436	8/12/24								-na-
						L		General Motors	21.554	8/12/24	-1.13							-na-
						L		Great Wall Motor	1.588	8/12/24	-0.31							-na-
						L		GS Yuasa	11.913	8/09/24	2.70							-na-
								Hella	68.341	8/12/24	0.23							-na-
						S		Hino Motors	2.256	8/09/24	-0.42							-na-
								Iveco	6.844	8/12/24	-0.21							-na-
						S		LG Energy Solution	165.552	8/12/24	2.02							-na-
						S		Li Auto	4.971	8/12/24	-1.79							-na-
								Pirelli	4.154	8/12/24	0.50							-na-
								⇓instrument	freshest		⇓ Δday	3/31/08	⇓ Δwk	10/01/07	prc diff	⇓ Δ26		∅-RS
						S		Porsche	52.012	8/12/24	-0.97							-na-
						S		Schaeffler	3.679	8/12/24	0.17							-na-
								Tesla Motors	99.014	8/12/24	-1.26							-na-
								Traton	21.144	8/12/24								-na-
						S		Vitesco Technologies	41.218	8/12/24	-0.10							-na-
Automotive - 37 out of 54 instruments rated - 3/31/08 / 10/01/07 - 4 did rise, Market-Ratio(26) in GBP = 10.81 %

 

 

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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