| | Wed, Apr 1st, 2026, 10:08UTC |
| | |
Assessment - Iron and Steel - 7/01/24 - RS = mixed
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
1/01/24 |
prc diff |
Δ26 |
Curr |
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
SOM Iron and Steel |
333.178 |
8/12/24 |
-0.18 |
360.242 |
-7.51 |
389.130 |
-28.888 |
-7.42 |
USD |
-2.42 |
| |  |
 |
 |
 |
L |
 |
Tata Steel |
152.060 |
8/12/24 |
0.16 |
174.070 |
-12.64 |
139.600 |
34.470 |
24.69 |
INR |
36.02 |
| |  |
 |
 |
 |
|
 |
Ternium Argentina |
886.000 |
8/12/24 |
-2.32 |
1,016.000 |
-12.80 |
849.000 |
167.000 |
19.67 |
ARS |
29.09 |
| |  |
 |
 |
 |
|
 |
Kobe Steel |
1,629.500 |
8/09/24 |
1.62 |
2,018.000 |
-19.25 |
1,824.500 |
193.500 |
10.61 |
JPY |
7.84 |
| |  |
 |
 |
 |
L |
 |
JSW Steel |
917.350 |
8/12/24 |
1.35 |
943.900 |
-2.81 |
880.250 |
63.650 |
7.23 |
INR |
12.89 |
| |  |
 |
 |
 |
|
 |
Nippon Steel |
3,169.000 |
8/09/24 |
1.83 |
3,456.000 |
-8.30 |
3,230.000 |
226.000 |
7.00 |
JPY |
-2.36 |
| |  |
 |
 |
 |
|
 |
Pacific Metals |
1,341.000 |
8/09/24 |
5.59 |
1,273.000 |
5.34 |
1,214.000 |
59.000 |
4.86 |
JPY |
-7.99 |
| |  |
 |
 |
 |
|
 |
Vallourec |
13.370 |
8/12/24 |
-0.59 |
14.700 |
-9.05 |
14.025 |
0.675 |
4.81 |
EUR |
11.54 |
| |  |
 |
 |
 |
S |
 |
Acerinox |
9.155 |
8/12/24 |
0.05 |
9.760 |
-6.20 |
10.655 |
-0.895 |
-8.40 |
EUR |
-0.32 |
| |  |
 |
 |
 |
|
 |
Citic Pacific |
7.100 |
8/12/24 |
|
7.100 |
|
7.800 |
-0.700 |
-8.97 |
HKD |
-2.93 |
| |  |
 |
 |
 |
S |
 |
Tenaris |
12.830 |
8/12/24 |
0.71 |
14.245 |
-9.93 |
15.745 |
-1.500 |
-9.53 |
EUR |
-6.88 |
| |  |
 |
 |
 |
|
 |
voestalpine |
22.080 |
8/12/24 |
-0.18 |
25.280 |
-12.66 |
28.560 |
-3.280 |
-11.48 |
EUR |
-8.15 |
| |  |
 |
 |
 |
S |
 |
Bluescope Steel |
20.560 |
8/12/24 |
-0.44 |
20.240 |
1.58 |
23.400 |
-3.160 |
-13.50 |
AUD |
-4.86 |
| |  |
 |
 |
 |
S |
 |
Vulcan Steel |
7.020 |
8/12/24 |
0.14 |
7.100 |
-1.13 |
8.360 |
-1.260 |
-15.07 |
NZD |
-8.39 |
| |  |
 |
 |
 |
|
 |
ArcelorMittal |
20.120 |
8/12/24 |
0.30 |
21.300 |
-5.54 |
25.665 |
-4.365 |
-17.01 |
EUR |
-9.15 |
| |  |
 |
 |
 |
|
 |
Outokumpu |
3.242 |
8/12/24 |
0.31 |
3.386 |
-4.25 |
4.484 |
-1.098 |
-24.49 |
EUR |
-16.14 |
| |  |
 |
 |
 |
S |
 |
Aperam |
25.060 |
8/12/24 |
-0.63 |
24.620 |
1.79 |
32.880 |
-8.260 |
-25.12 |
EUR |
-12.57 |
| |  |
 |
 |
 |
S |
 |
Posco Holdings |
327,500.000 |
8/12/24 |
0.61 |
370,500.000 |
-11.61 |
499,500.000 |
-129,000.000 |
-25.83 |
KRW |
-18.97 |
| |  |
 |
 |
 |
S |
 |
Salzgitter |
15.230 |
8/12/24 |
-1.23 |
18.160 |
-16.13 |
28.000 |
-9.840 |
-35.14 |
EUR |
-25.88 |
| |  |
 |
 |
 |
|
 |
thyssenkrupp |
3.320 |
8/12/24 |
-1.63 |
4.093 |
-18.89 |
6.312 |
-2.219 |
-35.16 |
EUR |
-28.91 |
| Iron and Steel - 19 out of 19 instruments rated - 7/01/24 / 1/01/24 - 7 did rise, Market-Ratio(26) = 36.84 % |
Drawing of market charts for mixed techniques is really a worry to me.
Transactions Iron and Steel * Mixed Straddles L21 - 80/14 (1) - S34 - 40/85 (1)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 1/02/06 |
1/16/06 |
14 |
|
- cash - |
| long |
1/16/06 |
3/03/08 |
777 |
 |
 |
 |
Salzgitter |
100 |
193 |
EUR |
51.550 |
115.720 |
|
64.170 |
124 |
22,385 |
46 |
|
| short |
1/21/08 |
6/15/09 |
511 |
 |
 |
 |
Pacific Metals |
100 |
263 |
JPY |
85.000 |
81.400 |
88.759 |
3.759 |
4 |
23,373 |
3 |
|
| long |
4/20/09 |
8/16/10 |
483 |
 |
 |
 |
Pacific Metals |
100 |
361 |
JPY |
64.600 |
58.500 |
|
-6.100 |
-9 |
21,171 |
-7 |
|
| short |
8/16/10 |
1/10/11 |
147 |
 |
 |
 |
Salzgitter |
100 |
417 |
EUR |
50.650 |
54.850 |
46.450 |
-4.200 |
-8 |
19,420 |
-19 |
|
| long |
10/18/10 |
8/08/11 |
294 |
 |
 |
 |
Severstal |
100 |
1,814 |
EUR |
10.700 |
10.350 |
|
-0.350 |
-3 |
18,785 |
-4 |
|
| short |
6/06/11 |
2/17/14 |
987 |
 |
 |
 |
Outokumpu |
100 |
817 |
EUR |
22.970 |
3.400 |
155.183 |
132.213 |
576 |
126,803 |
103 |
|
| long |
2/20/12 |
6/04/12 |
105 |
 |
 |
 |
Tenaris |
100 |
8,112 |
EUR |
15.630 |
12.100 |
|
-3.530 |
-23 |
98,167 |
-59 |
|
| |
1/21/13 |
8/24/15 |
945 |
 |
 |
 |
Ternium Argentina |
100 |
53,063 |
ARS |
1.850 |
5.480 |
|
3.630 |
196 |
290,786 |
52 |
|
| short |
6/16/14 |
10/03/16 |
840 |
 |
 |
 |
Vallourec |
100 |
213 |
EUR |
1,361.400 |
165.280 |
11,213.758 |
9,852.358 |
724 |
2,389,338 |
150 |
|
| long |
7/04/16 |
10/15/18 |
833 |
 |
 |
 |
Outokumpu |
100 |
578,532 |
EUR |
4.130 |
4.477 |
|
0.347 |
8 |
2,590,089 |
4 |
|
| short |
10/09/17 |
1/08/18 |
91 |
 |
 |
 |
Tenaris |
100 |
215,123 |
EUR |
12.040 |
13.730 |
10.350 |
-1.690 |
-14 |
2,226,531 |
-45 |
|
| |
4/09/18 |
11/09/20 |
945 |
 |
 |
 |
Outokumpu |
100 |
408,088 |
EUR |
5.456 |
2.460 |
12.101 |
6.645 |
122 |
4,938,194 |
36 |
|
| long |
12/30/19 |
3/09/20 |
70 |
 |
 |
 |
Ternium Argentina |
100 |
192,522 |
ARS |
25.650 |
17.850 |
|
-7.800 |
-30 |
3,436,523 |
-85 |
|
| |
8/10/20 |
10/04/21 |
420 |
 |
 |
 |
Ternium Argentina |
100 |
81,919 |
ARS |
41.950 |
92.700 |
|
50.750 |
121 |
7,593,912 |
99 |
|
| 10/04/21 |
11/29/21 |
56 |
|
- cash - |
| short |
11/29/21 |
2/20/23 |
448 |
 |
 |
 |
Vallourec |
100 |
958,222 |
EUR |
7.925 |
13.895 |
1.955 |
-5.970 |
-75 |
1,873,327 |
-68 |
|
| long |
12/05/22 |
8/12/24 |
616 |
 |
 |
 |
Ternium Argentina |
100 |
10,293 |
ARS |
182.000 |
886.000 |
|
704.000 |
387 |
9,119,599 |
155 |
|
| short |
8/28/23 |
|
350 |
 |
 |
 |
Aperam |
100 |
353,335 |
EUR |
25.810 |
25.060 |
26.582 |
0.772 |
3 |
9,392,515 |
3 |
|
| accum | 1/16/06 |
8/12/24 | 7324 |
days out of 7394 invested (99%) |
93,825 |
9,392,515 |
41 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Ternium Argentina | long | 1/21/13 | 8/24/15 | 945 | 1.85 | 5.48 | | 3.63 | 196.22 | | | |
| | long | 12/30/19 | 3/09/20 | 70 | 25.65 | 17.85 | | -7.80 | -30.41 | | | |
| | long | 8/10/20 | 10/04/21 | 420 | 41.95 | 92.70 | | 50.75 | 120.98 | | | |
| | long | 12/05/22 | 8/12/24 | 616 | 182.00 | 886.00 | | 704.00 | 386.81 | | | 2,117.53 |
| Outokumpu | short | 6/06/11 | 2/17/14 | 987 | 22.97 | 3.40 | 155.18 | 132.21 | 575.59 | | | |
| | long | 7/04/16 | 10/15/18 | 833 | 4.13 | 4.48 | | 0.35 | 8.40 | | | |
| | short | 4/09/18 | 11/09/20 | 945 | 5.46 | 2.46 | 12.10 | 6.64 | 121.79 | | | 1,524.27 |
| Salzgitter | long | 1/16/06 | 3/03/08 | 777 | 51.55 | 115.72 | | 64.17 | 124.48 | | | |
| | short | 8/16/10 | 1/10/11 | 147 | 50.65 | 54.85 | 46.45 | -4.20 | -8.29 | | | 105.87 |
| Vallourec | short | 6/16/14 | 10/03/16 | 840 | 1,361.40 | 165.28 | 11,213.76 | 9,852.36 | 723.69 | | | |
| | short | 11/29/21 | 2/20/23 | 448 | 7.93 | 13.90 | 1.96 | -5.97 | -75.33 | | | 103.19 |
| Aperam | short | 8/28/23 | 8/12/24 | 350 | 25.81 | 25.06 | 26.58 | 0.77 | 2.99 | | | 2.99 |
| Severstal | long | 10/18/10 | 8/08/11 | 294 | 10.70 | 10.35 | | -0.35 | -3.27 | | | -3.27 |
| Pacific Metals | short | 1/21/08 | 6/15/09 | 511 | 85.00 | 81.40 | 88.76 | 3.76 | 4.42 | | | |
| | long | 4/20/09 | 8/16/10 | 483 | 64.60 | 58.50 | | -6.10 | -9.44 | | | -5.44 |
| Tenaris | long | 2/20/12 | 6/04/12 | 105 | 15.63 | 12.10 | | -3.53 | -22.58 | | | |
| | short | 10/09/17 | 1/08/18 | 91 | 12.04 | 13.73 | 10.35 | -1.69 | -14.04 | | | -33.45 |
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 |
|
|