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Assessment - Iron and Steel in Renminbi yuán - 1/07/24 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
SOM Iron and Steel |
2,426.383 |
12/08/24 |
-0.18 |
2,623.477 |
-7.51 |
2,760.923 |
-137.445 |
-4.98 |
|
-1.72 |
| |  |
 |
 |
 |
L |
 |
Tata Steel |
13.276 |
12/08/24 |
0.16 |
15.197 |
-12.64 |
11.910 |
3.287 |
27.60 |
|
28.60 |
| |  |
 |
 |
 |
|
 |
Ternium Argentina |
7.065 |
12/08/24 |
-2.32 |
8.102 |
-12.80 |
7.454 |
0.648 |
8.69 |
|
-16.44 |
| |  |
 |
 |
 |
L |
 |
JSW Steel |
80.091 |
12/08/24 |
1.35 |
82.409 |
-2.81 |
75.101 |
7.308 |
9.73 |
|
15.72 |
| |  |
 |
 |
 |
|
 |
Vallourec |
104.438 |
12/08/24 |
-0.59 |
114.828 |
-9.05 |
110.173 |
4.654 |
4.22 |
|
10.17 |
| |  |
 |
 |
 |
|
 |
Kobe Steel |
73.445 |
9/08/24 |
1.62 |
90.956 |
-19.25 |
91.509 |
-0.553 |
-0.60 |
|
2.62 |
| |  |
 |
 |
 |
S |
 |
Acerinox |
71.513 |
12/08/24 |
0.05 |
76.239 |
-6.20 |
83.700 |
-7.461 |
-8.91 |
|
-0.59 |
| |  |
 |
 |
 |
|
 |
Nippon Steel |
142.834 |
9/08/24 |
1.83 |
155.770 |
-8.30 |
162.002 |
-6.232 |
-3.85 |
|
-5.49 |
| |  |
 |
 |
 |
|
 |
Citic Pacific |
6.621 |
12/08/24 |
|
6.621 |
|
7.084 |
-0.463 |
-6.54 |
|
-6.25 |
| |  |
 |
 |
 |
S |
 |
Bluescope Steel |
99.576 |
12/08/24 |
-0.44 |
98.026 |
1.58 |
113.209 |
-15.183 |
-13.41 |
|
-2.51 |
| |  |
 |
 |
 |
S |
 |
Tenaris |
100.220 |
12/08/24 |
0.71 |
111.273 |
-9.93 |
123.685 |
-12.411 |
-10.03 |
|
-8.15 |
| |  |
 |
 |
 |
|
 |
Pacific Metals |
60.442 |
9/08/24 |
5.59 |
57.377 |
5.34 |
60.889 |
-3.512 |
-5.77 |
|
-13.00 |
| |  |
 |
 |
 |
|
 |
voestalpine |
172.476 |
12/08/24 |
-0.18 |
197.472 |
-12.66 |
224.353 |
-26.881 |
-11.98 |
|
-4.89 |
| |  |
 |
 |
 |
S |
 |
Vulcan Steel |
31.029 |
12/08/24 |
0.14 |
31.383 |
-1.13 |
37.574 |
-6.191 |
-16.48 |
|
-12.27 |
| |  |
 |
 |
 |
|
 |
ArcelorMittal |
157.165 |
12/08/24 |
0.30 |
166.383 |
-5.54 |
201.611 |
-35.229 |
-17.47 |
|
-11.18 |
| |  |
 |
 |
 |
S |
 |
Aperam |
195.754 |
12/08/24 |
-0.63 |
192.317 |
1.79 |
258.289 |
-65.972 |
-25.54 |
|
-12.40 |
| |  |
 |
 |
 |
|
 |
Outokumpu |
25.325 |
12/08/24 |
0.31 |
26.449 |
-4.25 |
35.224 |
-8.775 |
-24.91 |
|
-16.96 |
| |  |
 |
 |
 |
S |
 |
Posco Holdings |
1,724.690 |
12/08/24 |
0.61 |
1,951.138 |
-11.61 |
2,735.896 |
-784.758 |
-28.68 |
|
-21.27 |
| |  |
 |
 |
 |
S |
 |
Salzgitter |
118.968 |
12/08/24 |
-1.23 |
141.855 |
-16.13 |
219.954 |
-78.099 |
-35.51 |
|
-28.82 |
| |  |
 |
 |
 |
|
 |
thyssenkrupp |
25.934 |
12/08/24 |
-1.63 |
31.972 |
-18.89 |
49.584 |
-17.612 |
-35.52 |
|
-29.42 |
| Iron and Steel - 19 out of 19 instruments rated - 1/07/24 / 1/01/24 - 4 did rise, Market-Ratio(26) in CNY = 21.05 % |
Technical Chart
Transactions Iron and Steel in Renminbi yuán * 26 - 60/40 (1)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 2/01/06 |
19/11/07 |
686 |
|
- cash - |
| short |
19/11/07 |
19/05/08 |
182 |
 |
 |
 |
Pacific Metals |
100 |
1,358 |
|
7.359 |
7.088 |
7.639 |
0.281 |
4 |
10,381 |
8 |
|
| long |
19/05/08 |
7/07/08 |
49 |
 |
 |
 |
Outokumpu |
100 |
12 |
|
849.055 |
504.279 |
|
-344.775 |
-41 |
6,244 |
-98 |
|
| short |
7/07/08 |
20/04/09 |
287 |
 |
 |
 |
IM BaoTou Steel |
100 |
4,202 |
|
1.486 |
1.361 |
1.622 |
0.136 |
9 |
6,818 |
12 |
|
| long |
20/04/09 |
5/07/10 |
441 |
 |
 |
 |
Pacific Metals |
100 |
1,531 |
|
4.451 |
4.484 |
|
0.033 |
1 |
6,869 |
1 |
|
| short |
5/07/10 |
22/11/10 |
140 |
 |
 |
 |
IM BaoTou Steel |
100 |
6,519 |
|
1.054 |
1.554 |
0.554 |
-0.500 |
-47 |
3,609 |
-81 |
|
| long |
22/11/10 |
13/06/11 |
203 |
 |
 |
 |
Citic Pacific |
100 |
203 |
|
17.740 |
15.353 |
|
-2.387 |
-13 |
3,125 |
-23 |
|
| short |
13/06/11 |
20/02/12 |
252 |
 |
 |
 |
Outokumpu |
100 |
15 |
|
196.765 |
107.815 |
359.101 |
162.336 |
83 |
5,560 |
139 |
|
| long |
20/02/12 |
23/04/12 |
63 |
 |
 |
 |
Tenaris |
100 |
42 |
|
129.427 |
108.983 |
|
-20.444 |
-16 |
4,701 |
-63 |
|
| short |
23/04/12 |
24/12/12 |
245 |
 |
 |
 |
Ternium Argentina |
100 |
2,484 |
|
1.892 |
1.993 |
1.791 |
-0.101 |
-5 |
4,451 |
-8 |
|
| long |
24/12/12 |
1/04/13 |
98 |
 |
 |
 |
voestalpine |
100 |
19 |
|
229.575 |
190.004 |
|
-39.570 |
-17 |
3,699 |
-51 |
|
| short |
1/04/13 |
23/09/13 |
175 |
 |
 |
 |
Severstal |
100 |
71 |
|
51.552 |
49.390 |
53.810 |
2.257 |
4 |
3,860 |
9 |
|
| long |
23/09/13 |
13/10/14 |
385 |
 |
 |
 |
Ternium Argentina |
100 |
1,270 |
|
3.038 |
4.486 |
|
1.448 |
48 |
5,699 |
45 |
|
| short |
13/10/14 |
30/03/15 |
168 |
 |
 |
 |
Nisshin Steel |
100 |
12,004 |
|
0.475 |
0.761 |
0.188 |
-0.286 |
-60 |
2,261 |
-87 |
|
| long |
30/03/15 |
27/07/15 |
119 |
 |
 |
 |
IM BaoTou Steel |
100 |
515 |
|
4.386 |
3.286 |
|
-1.100 |
-25 |
1,694 |
-59 |
|
| short |
27/07/15 |
28/03/16 |
245 |
 |
 |
 |
Tata Steel |
100 |
6,967 |
|
0.243 |
0.292 |
0.194 |
-0.049 |
-20 |
1,353 |
-28 |
|
| long |
28/03/16 |
9/05/16 |
42 |
 |
 |
 |
Tata Steel |
100 |
4,629 |
|
0.292 |
0.321 |
|
0.029 |
10 |
1,488 |
129 |
|
| short |
9/05/16 |
20/06/16 |
42 |
 |
 |
 |
Vallourec |
100 |
1 |
|
1,017.005 |
1,021.221 |
1,012.790 |
-4.215 |
0 |
1,483 |
-4 |
|
| long |
20/06/16 |
12/06/17 |
357 |
 |
 |
 |
Tata Steel |
100 |
4,526 |
|
0.328 |
0.535 |
|
0.207 |
63 |
2,422 |
65 |
|
| short |
12/06/17 |
16/10/17 |
126 |
 |
 |
 |
Pacific Metals |
100 |
1,357 |
|
1.784 |
1.686 |
1.888 |
0.104 |
6 |
2,563 |
18 |
|
| long |
16/10/17 |
12/03/18 |
147 |
 |
 |
 |
Tata Steel |
100 |
3,520 |
|
0.728 |
0.607 |
|
-0.121 |
-17 |
2,136 |
-36 |
|
| short |
12/03/18 |
14/05/18 |
63 |
 |
 |
 |
Outokumpu |
100 |
41 |
|
50.893 |
43.092 |
60.107 |
9.214 |
18 |
2,514 |
162 |
|
|