| | |
| | |
Assessment - Iron and Steel in Japanese yen - 7/01/24 - RS = 34
⇐
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
11/06/23 |
prc diff |
⇓ Δ34 |
|
⇓∅-RS |
| |  |
 |
 |
|
S |
 |
SOM Iron and Steel |
53,833.054 |
8/12/24 |
-0.18 |
58,205.905 |
-7.51 |
54,245.403 |
3,960.502 |
7.30 |
|
6.02 |
| | |
|
|
|
|
|
Pacific Metals |
1,341.000 |
8/09/24 |
5.59 |
1,273.000 |
5.34 |
1,363.000 |
-90.000 |
-6.60 |
|
-7.99 |
| | |
|
|
|
|
|
Nippon Steel |
3,169.000 |
8/09/24 |
1.83 |
3,456.000 |
-8.30 |
3,250.000 |
206.000 |
6.34 |
|
-2.36 |
| | |
|
|
|
|
|
Kobe Steel |
1,629.500 |
8/09/24 |
1.62 |
2,018.000 |
-19.25 |
1,852.000 |
166.000 |
8.96 |
|
7.84 |
| | |
|
|
|
L |
|
JSW Steel |
1,776.938 |
8/12/24 |
1.35 |
1,828.367 |
-2.81 |
1,356.931 |
471.436 |
34.74 |
|
24.85 |
| | |
|
|
|
S |
|
Tenaris |
2,223.542 |
8/12/24 |
0.71 |
2,468.772 |
-9.93 |
2,687.594 |
-218.822 |
-8.14 |
|
-0.91 |
| | |
|
|
|
S |
|
Posco Holdings |
38,264.928 |
8/12/24 |
0.61 |
43,289.025 |
-11.61 |
60,298.182 |
-17,009.157 |
-28.21 |
|
-15.39 |
| | |
|
|
|
|
|
Outokumpu |
561.865 |
8/12/24 |
0.31 |
586.821 |
-4.25 |
635.460 |
-48.639 |
-7.65 |
|
-10.67 |
| | |
|
|
|
|
|
ArcelorMittal |
3,486.957 |
8/12/24 |
0.30 |
3,691.460 |
-5.54 |
3,486.183 |
205.277 |
5.89 |
|
-4.30 |
| | |
|
|
|
L |
|
Tata Steel |
294.545 |
8/12/24 |
0.16 |
337.180 |
-12.64 |
214.877 |
122.302 |
56.92 |
|
39.08 |
| | |
|
|
|
S |
|
Vulcan Steel |
688.435 |
8/12/24 |
0.14 |
696.280 |
-1.13 |
707.529 |
-11.249 |
-1.59 |
|
-5.50 |
| | |
|
|
|
S |
|
Acerinox |
1,586.635 |
8/12/24 |
0.05 |
1,691.486 |
-6.20 |
1,568.541 |
122.945 |
7.84 |
|
7.20 |
| | |
|
|
|
|
|
Citic Pacific |
146.896 |
8/12/24 |
|
146.896 |
|
135.686 |
11.210 |
8.26 |
|
1.03 |
| | |
|
|
|
|
|
voestalpine |
3,826.641 |
8/12/24 |
-0.18 |
4,381.226 |
-12.66 |
3,915.722 |
465.504 |
11.89 |
|
2.40 |
| | |
|
|
|
S |
|
Bluescope Steel |
2,209.251 |
8/12/24 |
-0.44 |
2,174.866 |
1.58 |
1,896.599 |
278.267 |
14.67 |
|
5.16 |
| | |
|
|
|
|
|
Vallourec |
2,317.128 |
8/12/24 |
-0.59 |
2,547.628 |
-9.05 |
1,994.862 |
552.765 |
27.71 |
|
19.14 |
| | |
|
|
|
S |
|
Aperam |
4,343.098 |
8/12/24 |
-0.63 |
4,266.843 |
1.79 |
4,557.617 |
-290.774 |
-6.38 |
|
-5.64 |
| | |
|
|
|
S |
|
Salzgitter |
2,639.481 |
8/12/24 |
-1.23 |
3,147.273 |
-16.13 |
4,131.296 |
-984.022 |
-23.82 |
|
-23.47 |
| | |
|
|
|
|
|
thyssenkrupp |
575.383 |
8/12/24 |
-1.63 |
709.350 |
-18.89 |
1,093.313 |
-383.964 |
-35.12 |
|
-24.25 |
| | |
|
|
|
|
|
Ternium Argentina |
156.756 |
8/12/24 |
-2.32 |
179.757 |
-12.80 |
341.617 |
-161.861 |
-47.38 |
|
-10.31 |
| Iron and Steel - 19 out of 19 instruments rated - 7/01/24 / 11/06/23 - 10 did rise, Market-Ratio(34) in JPY = 52.63 % |
Technical Chart
Transactions Iron and Steel in Japanese yen * S34 - 40/85 (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 |
1/21/08 |
749 |
|
- cash - |
| short |
1/21/08 |
6/15/09 |
511 |
|
|
|
Pacific Metals |
100 |
117 |
|
85.000 |
81.400 |
88.759 |
3.759 |
4 |
10,440 |
3 |
|
| 6/15/09 |
8/16/10 |
427 |
|
- cash - |
| |
8/16/10 |
1/10/11 |
147 |
|
|
|
Salzgitter |
100 |
1 |
|
5,567.448 |
5,887.599 |
5,247.297 |
-320.151 |
-6 |
10,120 |
-14 |
|
| 1/10/11 |
6/06/11 |
147 |
|
- cash - |
| |
6/06/11 |
2/17/14 |
987 |
|
|
|
Outokumpu |
100 |
3 |
|
2,698.286 |
478.227 |
15,224.458 |
12,526.172 |
464 |
47,698 |
90 |
|
| 2/17/14 |
6/16/14 |
119 |
|
- cash - |
| |
6/16/14 |
10/03/16 |
840 |
|
|
|
Vallourec |
100 |
0 |
|
188,174.069 |
18,838.945 |
1,879,589.354 |
1,691,415.285 |
899 |
47,698 |
0 |
|
| 10/03/16 |
10/09/17 |
371 |
|
- cash - |
| |
10/09/17 |
1/08/18 |
91 |
|
|
|
Tenaris |
100 |
29 |
|
1,592.531 |
1,858.658 |
1,326.404 |
-266.127 |
-17 |
39,981 |
-52 |
|
| 1/08/18 |
4/09/18 |
91 |
|
- cash - |
| |
4/09/18 |
11/09/20 |
945 |
|
|
|
Outokumpu |
100 |
55 |
|
717.704 |
306.617 |
1,679.944 |
962.240 |
134 |
92,904 |
39 |
|
| 11/09/20 |
11/29/21 |
385 |
|
- cash - |
| |
11/29/21 |
2/20/23 |
448 |
|
|
|
Vallourec |
100 |
91 |
|
1,015.827 |
1,993.015 |
38.638 |
-977.189 |
-96 |
3,980 |
-93 |
|
| 2/20/23 |
8/28/23 |
189 |
|
- cash - |
| |
8/28/23 |
8/12/24 |
350 |
|
|
|
Aperam |
100 |
0 |
|
4,086.162 |
4,343.098 |
3,829.225 |
-256.937 |
-6 |
3,980 |
0 |
|
| accum | 1/21/08 |
8/12/24 | 4975 |
days out of 7453 invested (67%) |
-60 |
3,980 |
-7 |
|
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 | 2/17/14 | 987 | 2,698.29 | 478.23 | 15,224.46 | 12,526.17 | 464.23 | | | |
| | | 4/09/18 | 11/09/20 | 945 | 717.70 | 306.62 | 1,679.94 | 962.24 | 134.07 | | | 1,220.70 |
| Pacific Metals | | 1/21/08 | 6/15/09 | 511 | 85.00 | 81.40 | 88.76 | 3.76 | 4.42 | | | 4.42 |
| Salzgitter | | 8/16/10 | 1/10/11 | 147 | 5,567.45 | 5,887.60 | 5,247.30 | -320.15 | -5.75 | | | -5.75 |
| Aperam | | 8/28/23 | 8/12/24 | 350 | 4,086.16 | 4,343.10 | 3,829.23 | -256.94 | -6.29 | | | -6.29 |
| Tenaris | | 10/09/17 | 1/08/18 | 91 | 1,592.53 | 1,858.66 | 1,326.40 | -266.13 | -16.71 | | | -16.71 |
| Vallourec | | 6/16/14 | 10/03/16 | 840 | 188,174.07 | 18,838.94 | 1,879,589.35 | 1,691,415.29 | 898.86 | | | |
| | | 11/29/21 | 2/20/23 | 448 | 1,015.83 | 1,993.02 | 38.64 | -977.19 | -96.20 | | | -62.01 |
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 |
|
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