| | |
| | |
Assessment - FT 30 Index - 2/24/20 - RS = 43
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/24/20 |
⇓ Δwk |
4/29/19 |
prc diff |
⇓ Δ43 |
|
∅-RS |
| |  |
 |
 |
|
|
 |
SOM Price Index |
249.690 |
09:24 |
-2.29 |
261.504 |
-4.52 |
258.855 |
2.649 |
1.02 |
|
2.50 |
| | |
|
|
|
L |
|
BAE Systems |
633.200 |
09:23 |
-1.22 |
659.600 |
-4.00 |
496.900 |
162.700 |
32.74 |
|
24.24 |
| | |
|
|
|
L |
|
National Grid |
1,042.200 |
09:24 |
-0.57 |
1,044.600 |
-0.23 |
834.000 |
210.600 |
25.25 |
|
19.58 |
| | |
|
|
|
L |
|
Experian |
2,723.000 |
09:23 |
-1.52 |
2,776.000 |
-1.91 |
2,236.000 |
540.000 |
24.15 |
|
16.18 |
| | |
|
|
|
|
|
Melrose |
219.800 |
09:24 |
-2.74 |
226.200 |
-2.83 |
205.300 |
20.900 |
10.18 |
|
14.36 |
| | |
|
|
|
|
|
Next |
6,316.000 |
09:24 |
-2.98 |
6,764.000 |
-6.62 |
5,838.000 |
926.000 |
15.86 |
|
11.85 |
| | |
|
|
|
|
|
Int Cons Airlines |
531.200 |
09:23 |
-5.08 |
566.000 |
-6.15 |
546.000 |
20.000 |
3.66 |
|
10.54 |
| | |
|
|
|
|
|
Legal & General |
279.300 |
09:24 |
-3.26 |
300.800 |
-7.15 |
279.500 |
21.300 |
7.62 |
|
10.49 |
| | |
|
|
|
|
|
Standard Life Aberdn |
293.000 |
09:23 |
-2.79 |
307.400 |
-4.68 |
281.100 |
26.300 |
9.36 |
|
8.09 |
| | |
|
|
|
|
|
BAT |
3,265.000 |
09:23 |
1.41 |
3,236.500 |
0.88 |
3,011.000 |
225.500 |
7.49 |
|
7.94 |
| | |
|
|
|
|
|
Land Securities |
893.600 |
09:24 |
-1.56 |
945.200 |
-5.46 |
935.200 |
10.000 |
1.07 |
|
6.95 |
| | |
|
|
|
|
|
Smiths Group |
1,621.590 |
09:24 |
-2.14 |
1,668.000 |
-2.78 |
1,537.500 |
130.500 |
8.49 |
|
5.60 |
| | |
|
|
|
|
|
3i Group |
1,075.000 |
09:22 |
-2.80 |
1,130.500 |
-4.91 |
1,081.000 |
49.500 |
4.58 |
|
5.19 |
| | |
|
|
|
|
|
Tesco |
235.200 |
09:24 |
-2.57 |
249.300 |
-5.66 |
248.300 |
1.000 |
0.40 |
|
5.15 |
| | |
|
|
|
|
|
Ass Brit Foods |
2,351.000 |
09:22 |
-2.69 |
2,543.000 |
-7.55 |
2,566.000 |
-23.000 |
-0.90 |
|
4.84 |
| | |
|
|
|
|
|
Tate & Lyle |
740.600 |
09:24 |
-1.44 |
770.400 |
-3.87 |
734.200 |
36.200 |
4.93 |
|
4.71 |
| | |
|
|
|
|
|
Vodafone |
143.180 |
09:24 |
-2.13 |
150.680 |
-4.98 |
143.360 |
7.320 |
5.11 |
|
4.49 |
| | |
|
|
|
L |
|
Reckitt Benckiser |
6,185.000 |
09:24 |
1.41 |
6,247.000 |
-0.99 |
6,200.000 |
47.000 |
0.76 |
|
1.30 |
| | |
|
|
|
|
|
Man Group |
147.650 |
09:23 |
-2.73 |
153.950 |
-4.09 |
157.100 |
-3.150 |
-2.01 |
|
0.60 |
| | |
|
|
|
|
|
RSA Insurance |
542.000 |
09:23 |
1.88 |
547.200 |
-0.95 |
544.200 |
3.000 |
0.55 |
|
0.38 |
| | |
|
|
|
|
|
ITV |
120.100 |
09:24 |
-2.24 |
126.450 |
-5.02 |
139.850 |
-13.400 |
-9.58 |
|
0.10 |
| | |
|
|
|
|
|
Compass Group |
1,809.380 |
09:23 |
-1.42 |
1,890.500 |
-4.29 |
1,745.000 |
145.500 |
8.34 |
|
-0.12 |
| | |
|
|
|
S |
|
GlaxoSmithKline |
1,634.800 |
09:23 |
0.13 |
1,629.800 |
0.31 |
1,569.200 |
60.600 |
3.86 |
|
-1.30 |
| | |
|
|
|
S |
|
WPP Group |
764.453 |
09:24 |
-15.85 |
924.400 |
-17.30 |
965.000 |
-40.600 |
-4.21 |
|
-3.52 |
| | |
|
|
|
S |
|
Diageo |
2,886.000 |
09:23 |
-0.69 |
3,012.000 |
-4.18 |
3,206.000 |
-194.000 |
-6.05 |
|
-6.53 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/24/20 |
⇓ Δwk |
4/29/19 |
prc diff |
⇓ Δ43 |
|
∅-RS |
| | |
|
|
|
S |
|
Lloyds Bank |
50.940 |
09:24 |
-1.87 |
53.110 |
-4.09 |
63.600 |
-10.490 |
-16.49 |
|
-8.92 |
| | |
|
|
|
S |
|
Burberry Group |
1,704.000 |
09:23 |
-2.71 |
1,795.000 |
-5.07 |
2,011.000 |
-216.000 |
-10.74 |
|
-11.12 |
| | |
|
|
|
S |
|
RBS |
189.150 |
09:24 |
-2.02 |
197.750 |
-4.35 |
241.000 |
-43.250 |
-17.95 |
|
-11.93 |
| | |
|
|
|
S |
|
BP |
421.650 |
09:23 |
-1.58 |
438.250 |
-3.79 |
552.500 |
-114.250 |
-20.68 |
|
-15.11 |
| | |
|
|
|
|
|
Marks & Spencer |
162.550 |
09:24 |
-5.47 |
179.050 |
-9.22 |
285.500 |
-106.450 |
-37.29 |
|
-16.50 |
| | |
|
|
|
S |
|
BT Group |
144.420 |
09:23 |
-1.43 |
151.260 |
-4.52 |
229.900 |
-78.640 |
-34.21 |
|
-21.79 |
| FT 30 - 30 out of 30 instruments rated - 2/24/20 / 4/29/19 - 19 did rise, Market-Ratio(43) = 63.33 % |
| Stock Exchange Currency: GBP £ Pound sterling |
Technical Chart
Transactions FT 30 Index * L43 - 23/22 (1)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | |
| 1/02/06 |
2/18/08 |
777 |
|
- cash - |
| long |
2/18/08 |
2/25/08 |
7 |
|
|
|
BG Group |
100 |
862 |
|
11.590 |
11.880 |
|
0.290 |
3 |
10,250 |
263 |
|
| 2/25/08 |
4/07/08 |
42 |
|
- cash - |
| |
4/07/08 |
4/14/08 |
7 |
|
|
|
BG Group |
100 |
845 |
|
12.130 |
12.220 |
|
0.090 |
1 |
10,326 |
47 |
|
| 4/14/08 |
5/12/08 |
28 |
|
- cash - |
| |
5/12/08 |
6/30/08 |
49 |
|
|
|
BG Group |
100 |
766 |
|
13.480 |
13.070 |
|
-0.410 |
-3 |
10,012 |
-21 |
|
| 6/30/08 |
9/01/08 |
63 |
|
- cash - |
| |
9/01/08 |
9/22/08 |
21 |
|
|
|
RSA Insurance |
100 |
1,439 |
|
6.955 |
6.889 |
|
-0.067 |
-1 |
9,916 |
-15 |
|
| 9/22/08 |
1/05/09 |
105 |
|
- cash - |
| |
1/05/09 |
1/19/09 |
14 |
|
|
|
Experian |
100 |
2,288 |
|
4.333 |
4.150 |
|
-0.183 |
-4 |
9,499 |
-67 |
|
| 1/19/09 |
5/04/09 |
105 |
|
- cash - |
| |
5/04/09 |
5/18/09 |
14 |
|
|
|
Marks & Spencer |
100 |
2,743 |
|
3.463 |
3.393 |
|
-0.070 |
-2 |
9,307 |
-41 |
|
| 5/18/09 |
7/27/09 |
70 |
|
- cash - |
| |
7/27/09 |
9/12/11 |
777 |
|
|
|
Arm Holdings |
100 |
7,037 |
|
1.323 |
5.900 |
|
4.578 |
346 |
41,518 |
102 |
|
| 9/12/11 |
9/19/11 |
7 |
|
- cash - |
| |
9/19/11 |
12/21/15 |
1554 |
|
|
|
Arm Holdings |
100 |
6,960 |
|
5.965 |
10.240 |
|
4.275 |
72 |
71,272 |
14 |
|
| 12/21/15 |
12/28/15 |
7 |
|
- cash - |
| |
12/28/15 |
1/18/16 |
21 |
|
|
|
ITV |
100 |
25,917 |
|
2.750 |
2.575 |
|
-0.175 |
-6 |
66,737 |
-68 |
|
| 1/18/16 |
1/25/16 |
7 |
|
- cash - |
| |
1/25/16 |
2/08/16 |
14 |
|
|
|
National Grid |
100 |
7,052 |
|
9.463 |
9.496 |
|
0.033 |
0 |
66,970 |
10 |
|
| 2/08/16 |
2/29/16 |
21 |
|
- cash - |
| |
2/29/16 |
10/15/18 |
959 |
|
|
|
Ass Brit Foods |
100 |
1,966 |
|
34.060 |
22.660 |
|
-11.400 |
-33 |
44,557 |
-14 |
|
| 10/15/18 |
11/05/18 |
21 |
|
- cash - |
| |
11/05/18 |
2/27/20 |
479 |
|
|
|
BT Group |
100 |
16,954 |
|
2.628 |
1.444 |
|
-1.184 |
-45 |
24,487 |
-37 |
|
| accum | 2/18/08 |
2/27/20 | 3916 |
days out of 5169 invested (76%) |
145 |
24,487 |
9 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
| Arm Holdings | long | 7/27/09 | 9/12/11 | 777 | 1.32 | 5.90 | | 4.58 | 346.12 | | | |
| | | 9/19/11 | 12/21/15 | 1554 | 5.97 | 10.24 | | 4.28 | 71.67 | | | 665.85 |
| National Grid | | 1/25/16 | 2/08/16 | 14 | 9.46 | 9.50 | | 0.03 | 0.35 | | | 0.35 |
| BG Group | | 2/18/08 | 2/25/08 | 7 | 11.59 | 11.88 | | 0.29 | 2.50 | | | |
| | | 4/07/08 | 4/14/08 | 7 | 12.13 | 12.22 | | 0.09 | 0.74 | | | |
| | | 5/12/08 | 6/30/08 | 49 | 13.48 | 13.07 | | -0.41 | -3.04 | | | 0.12 |
| RSA Insurance | | 9/01/08 | 9/22/08 | 21 | 6.96 | 6.89 | | -0.07 | -0.96 | | | -0.96 |
| Marks & Spencer | | 5/04/09 | 5/18/09 | 14 | 3.46 | 3.39 | | -0.07 | -2.02 | | | -2.02 |
| Experian | | 1/05/09 | 1/19/09 | 14 | 4.33 | 4.15 | | -0.18 | -4.21 | | | -4.21 |
| ITV | | 12/28/15 | 1/18/16 | 21 | 2.75 | 2.58 | | -0.18 | -6.36 | | | -6.36 |
| Ass Brit Foods | | 2/29/16 | 10/15/18 | 959 | 34.06 | 22.66 | | -11.40 | -33.47 | | | -33.47 |
| BT Group | | 11/05/18 | 2/27/20 | 479 | 2.63 | 1.44 | | -1.18 | -45.05 | | | -45.05 |
Annotations
| 8/14/17 | Standard Life | | | merger with Aberdeen Asset Management completed |
| 11/01/16 | Ladbrokes | | | deletion after merger with Gala Coral |
| 9/19/16 | FT 30 | | | Associated British Foods replaces Arm Holdings |
| 9/05/16 | Arm Holdings | | | deletion due to acquisition by Softbank |
| 2/15/16 | FT 30 | | | Burberry replaces BG (aquired by Shell) |
|
|
