Share-o-matic - Assessment Iron and Steel - best alternating

Assessment - Iron and Steel in Euro - 9/18/23 - RS = 21

historical assessment - show freshest

								⇓instrument	freshest		⇓ Δday	9/18/23	⇓ Δwk	4/24/23	prc diff	⇓ Δ21		∅-RS
						S		SOM Iron and Steel	311.489	8/12/24	-0.18	342.694		307.031	35.663	11.62		13.94
								Ternium Argentina	2.368	8/12/24	-2.32	1.681		1.338	0.343	25.65		33.76
								Kobe Steel	10.321	8/09/24	1.62	13.235		6.960	6.275	90.15		120.67
						S		Posco Holdings	231.481	8/12/24	0.61	426.209		270.794	155.415	57.39		76.26
								Nippon Steel	20.073	8/09/24	1.83	23.094		20.031	3.063	15.29		26.95
						L		Tata Steel	1.707	8/12/24	0.16	1.464		1.177	0.288	24.46		15.90
						L		JSW Steel	10.298	8/12/24	1.35	9.080		7.958	1.121	14.09		9.69
								thyssenkrupp	3.320	8/12/24	-1.63	7.044		6.350	0.694	10.93		10.93
								Vallourec	13.370	8/12/24	-0.59	12.330		10.445	1.885	18.05		8.29
						S		Tenaris	12.830	8/12/24	0.71	15.380		13.335	2.045	15.34		6.49
						S		Vulcan Steel	3.885	8/12/24	0.14	4.964		5.028	-0.064	-1.27		0.78
						S		Bluescope Steel	12.380	8/12/24	-0.44	11.333		12.518	-1.185	-9.47		-3.21
								voestalpine	22.080	8/12/24	-0.18	26.500		30.860	-4.360	-14.13		-3.63
						S		Acerinox	9.155	8/12/24	0.05	9.060		9.324	-0.264	-2.83		-4.08
								ArcelorMittal	20.120	8/12/24	0.30	23.745		25.340	-1.595	-6.29		-5.55
						S		Aperam	25.060	8/12/24	-0.63	27.260		31.740	-4.480	-14.11		-9.73
								Citic Pacific	0.849	8/12/24		0.896		1.109	-0.213	-19.20		-12.26
								Outokumpu	3.242	8/12/24	0.31	4.059		4.899	-0.840	-17.15		-14.27
								Pacific Metals	8.494	8/09/24	5.59	9.526		12.653	-3.126	-24.71		-22.17
						S		Salzgitter	15.230	8/12/24	-1.23	24.360		35.600	-11.240	-31.57		-19.54
Iron and Steel - 19 out of 19 instruments rated - 9/18/23 / 4/24/23 - 9 did rise, Market-Ratio(21) in EUR = 47.37 %

Technical Chart

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

1/04/21	scale up chart	7/01/24

Transactions Iron and Steel in Euro * 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	172		58.030	94.450		36.420	63	16,264	28
short	1/28/08	4/20/09	448				Pacific Metals	100	30,052		0.541	0.499	0.587	0.045	8	17,626	7
long	4/20/09	8/16/10	483				Pacific Metals	100	35,295		0.499	0.532		0.033	7	18,784	5
short	8/16/10	10/18/10	63				Salzgitter	100	370		50.650	53.990	47.310	-3.340	-7	17,548	-33
long	10/18/10	6/06/11	231				Severstal	100	1,640		10.700	12.990		2.290	21	21,304	36
short	6/06/11	2/20/12	259				Outokumpu	100	927		22.970	13.020	40.524	17.554	76	37,576	123
long	2/20/12	5/21/12	91				Tenaris	100	2,404		15.630	12.950		-2.680	-17	31,134	-53
short	5/21/12	11/18/13	546				Outokumpu	100	4,091		7.610	3.370	17.185	9.575	126	70,303	72
long	11/18/13	8/24/15	644				Ternium Argentina	100	181,463		0.387	0.509		0.122	31	92,396	17
short	8/24/15	7/11/16	322				Vallourec	100	212		434.800	126.400	1,495.657	1,060.857	244	317,298	306
long	7/11/16	6/18/18	707				Outokumpu	100	74,134		4.280	5.320		1.040	24	394,397	12
short	6/18/18	1/13/20	574				Outokumpu	100	74,134		5.320	2.819	10.040	4.720	89	744,302	50
long	1/13/20	3/09/20	56				Ternium Argentina	100	2,033,767		0.366	0.249		-0.117	-32	506,271	-92
short	3/09/20	8/10/20	154				Vallourec	100	11,659		43.420	29.730	63.414	19.994	46	739,380	145
long	8/10/20	10/04/21	420				Ternium Argentina	100	1,510,710		0.489	0.807		0.317	65	1,218,887	54
short	10/04/21	12/12/22	434				Vallourec	100	159,435		7.645	10.425	4.865	-2.780	-36	775,658	-32
long	12/12/22	7/01/24	567				Ternium Argentina	100	753,876		1.029	1.037		0.008	1	781,928	1
short	7/01/24	8/12/24	42				thyssenkrupp	100	191,040		4.093	3.320	5.046	0.953	23	963,989	517
accum	1/30/06	8/12/24	7250	days out of 7278 invested (100%)										9,540		963,989	26

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	22.97	13.02	40.52	17.55	76.42
	short	5/21/12	11/18/13	546	7.61	3.37	17.18	9.57	125.82
	long	7/11/16	6/18/18	707	4.28	5.32		1.04	24.30
	short	6/18/18	1/13/20	574	5.32	2.82	10.04	4.72	88.72			834.52
Vallourec	short	8/24/15	7/11/16	322	434.80	126.40	1,495.66	1,060.86	243.99
	short	3/09/20	8/10/20	154	43.42	29.73	63.41	19.99	46.05
	short	10/04/21	12/12/22	434	7.65	10.43	4.87	-2.78	-36.36			219.70
Salzgitter	long	1/30/06	1/28/08	728	58.03	94.45		36.42	62.76
	short	8/16/10	10/18/10	63	50.65	53.99	47.31	-3.34	-6.59			52.03
Ternium Argentina	long	11/18/13	8/24/15	644	0.39	0.51		0.12	31.42
	long	1/13/20	3/09/20	56	0.37	0.25		-0.12	-31.98
	long	8/10/20	10/04/21	420	0.49	0.81		0.32	64.85
	long	12/12/22	7/01/24	567	1.03	1.04		0.01	0.81			48.56
thyssenkrupp	short	7/01/24	8/12/24	42	4.09	3.32	5.05	0.95	23.28			23.28
Severstal	long	10/18/10	6/06/11	231	10.70	12.99		2.29	21.40			21.40
Pacific Metals	short	1/28/08	4/20/09	448	0.54	0.50	0.59	0.05	8.37
	long	4/20/09	8/16/10	483	0.50	0.53		0.03	6.57			15.49
Tenaris	long	2/20/12	5/21/12	91	15.63	12.95		-2.68	-17.15			-17.15

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