Groupe Renault is a French multinational automobile manufacturer established in 1899. The company produces a range of cars and vans, and in the past has manufactured trucks, tractors, tanks, buses/coaches, aircraft and aircraft engines, and autorail vehicles. According to the Organisation Internationale des Constructeurs d’Automobiles, in 2016 Renault was the ninth biggest automaker in the world by production volume. By 2017, the Renault–Nissan–Mitsubishi Alliance had become the world’s biggest seller of light vehicles. Headquartered in Boulogne-Billancourt, near Paris, the Renault group is made up of the namesake Renault marque and subsidiaries, Alpine, Renault Sport (Gordini), Automobile Dacia from Romania, Renault Samsung Motors from South Korea, and AvtoVAZ from Russia. Renault has a 43.4% stake with several votes in Nissan of Japan, and a 1.55% stake in Daimler AG of Germany (since 2012, Renault manufactures engines for the Daimler’s Mercedes A-Class and B-Class cars). Renault also owns subsidiaries RCI Banque (automotive financing), Renault Retail Group (automotive distribution) and Motrio (automotive parts). Renault has various joint ventures, including Oyak-Renault (Turkey), Renault Pars (Iran). The French state owns a 15% share of Renault. (https://en.wikipedia.org/wiki/Renault)

How does Renault develop in the past 12 months?

The graph below shows the history of issued buy and sell signals. The light blue part of the graph below shows the signals for the coming month. A red stop is “buy”, a blue dot is “sell”. the red line between buying and selling provides information about how long the Renault fund has been in portfolio.

The graph below shows the buy and sell signals given in relation to the price development. In the table below you can see the date that a signal was issued, the type of signal (buy versus sell), whether the signal was issued in the forecast period and the closing price of the stock on that day. The graph below therefore resembles the graph above to a certain extent, only without the forecast.

The CAC 40 index is a weighted average of the most important 40 companies whose shares can be traded on the Paris Stock Exchange. It is now interesting to see how Renault share compares with the CAC40 index. In the graph above, we do this by starting both prices at the same level. That is, the price is indexed to “1”.

How well is the Trading Robot doing? For this we make a simulation of 12 months each time. We calculate the return the trading robot would have made if you had followed signals for this fund. And we compare the result with if you would do nothing. That is, on day one you buy the fund and 365 days you sell the stock.

This simulation is repeated 31 times. The difference is that with each subsequent simulation the period shifts by one month. When shifting the 12 months, the simulation only looks at the buy and sell signals from that particular period.

The return of the Trading Robot is calculated as follows.

1. the difference between the price of the fund between selling and buying (of 1 share of the relevant fund)
2. we calculate the cumulative difference for multiple buy and sell signals
3. if there has been no sell signal at the end of the 12-month period, we use the price on the last day of the 12-month period
4. we calculate the average price value of a buy signal
5. the cumulative difference divided by the average price is the return over the 12 months

The Profit HR (Trading Robot Profit) is the cumulative difference between buy and sell signals of 1 share of the relevant fund

The return of the Trading Robot is the Profit over the last 12 month divided by the price value of the first day of a 12-month period of the relevant fund