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

Assessment - Iron and Steel in Euro - 4/15/24 - RS = 21

historical assessment - show freshest

								⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	11/20/23	prc diff	⇓ Δ21		∅-RS
						S		SOM Iron and Steel	313.488	8/12/24	-0.18	368.961		334.231	34.729	10.39		10.38
								Vallourec	13.370	8/12/24	-0.59	17.950		13.235	4.715	35.63		46.60
								Ternium Argentina	0.961	8/12/24	-2.32	0.923		2.044	-1.121	-54.83		-31.84
						L		Tata Steel	1.714	8/12/24	0.16	1.813		1.364	0.449	32.91		30.27
								Kobe Steel	9.945	8/09/24	1.62	12.038		10.726	1.312	12.24		17.62
						S		Tenaris	12.830	8/12/24	0.71	18.150		15.730	2.420	15.38		22.66
						S		Bluescope Steel	12.474	8/12/24	-0.44	14.440		12.359	2.081	16.84		14.21
						S		Vulcan Steel	3.903	8/12/24	0.14	5.143		4.191	0.952	22.72		10.78
								Nippon Steel	19.341	8/09/24	1.83	21.977		20.959	1.018	4.86		5.28
						L		JSW Steel	10.341	8/12/24	1.35	9.699		8.358	1.341	16.05		10.64
						S		Acerinox	9.155	8/12/24	0.05	10.490		10.140	0.350	3.45		7.50
								ArcelorMittal	20.120	8/12/24	0.30	25.510		22.035	3.475	15.77		5.36
						S		Aperam	25.060	8/12/24	-0.63	29.060		27.300	1.760	6.45		-0.38
								voestalpine	22.080	8/12/24	-0.18	27.040		26.040	1.000	3.84		-1.74
								Pacific Metals	8.184	8/09/24	5.59	8.038		8.215	-0.177	-2.15		-11.22
						S		Salzgitter	15.230	8/12/24	-1.23	24.840		27.760	-2.920	-10.52		-9.81
								Outokumpu	3.242	8/12/24	0.31	3.881		3.823	0.058	1.52		-10.45
								Citic Pacific	0.854	8/12/24		0.836		0.879	-0.043	-4.88		-11.04
						S		Posco Holdings	222.260	8/12/24	0.61	265.015		335.299	-70.283	-20.96		-16.68
								thyssenkrupp	3.320	8/12/24	-1.63	4.908		6.770	-1.862	-27.50		-21.74
Iron and Steel - 19 out of 19 instruments rated - 4/15/24 / 11/20/23 - 13 did rise, Market-Ratio(21) in EUR = 68.42 %

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