| | |
| | |
Assessment - FT 30 Index - 5/10/21 - RS = 43
⇐
| |
|
instrument |
freshest |
⇓ Δday |
5/10/21 |
⇓ Δwk |
7/13/20 |
prc diff |
⇓ Δ43 |
|
⇓∅-RS |
| |  |
 |
 |
|
L |
 |
SOM Price Index |
258.732 |
Wed |
0.54 |
265.767 |
-2.65 |
205.238 |
60.529 |
29.49 |
|
20.40 |
| | |
|
|
|
|
|
3i Group |
1,198.000 |
Wed |
0.25 |
1,233.500 |
-2.88 |
844.200 |
389.300 |
46.11 |
|
21.82 |
| | |
|
|
|
|
|
Ass Brit Foods |
2,280.000 |
Wed |
-0.44 |
2,369.000 |
-3.76 |
1,951.000 |
418.000 |
21.42 |
|
15.03 |
| | |
|
|
|
L |
|
BAE Systems |
510.000 |
Wed |
1.27 |
513.200 |
-0.62 |
476.400 |
36.800 |
7.72 |
|
3.74 |
| | |
|
|
|
L |
|
BAT |
2,817.500 |
Wed |
1.84 |
2,825.000 |
-0.27 |
2,900.000 |
-75.000 |
-2.59 |
|
2.52 |
| | |
|
|
|
L |
|
BP |
315.300 |
Wed |
3.51 |
315.700 |
-0.13 |
296.650 |
19.050 |
6.42 |
|
14.86 |
| | |
|
|
|
L |
|
BT Group |
169.050 |
Wed |
0.36 |
170.850 |
-1.05 |
111.100 |
59.750 |
53.78 |
|
41.71 |
| | |
|
|
|
L |
|
Burberry Group |
2,104.000 |
Wed |
0.67 |
2,190.000 |
-3.93 |
1,563.000 |
627.000 |
40.12 |
|
34.01 |
| | |
|
|
|
L |
|
Compass Group |
1,510.000 |
Wed |
-1.21 |
1,600.500 |
-5.65 |
1,145.000 |
455.500 |
39.78 |
|
23.20 |
| | |
|
|
|
L |
|
Diageo |
3,298.500 |
Wed |
3.40 |
3,265.000 |
1.03 |
2,782.500 |
482.500 |
17.34 |
|
15.11 |
| | |
|
|
|
L |
|
Experian |
2,618.000 |
Wed |
-0.76 |
2,722.000 |
-3.82 |
2,821.000 |
-99.000 |
-3.51 |
|
-0.56 |
| | |
|
|
|
L |
|
GlaxoSmithKline |
1,347.800 |
Wed |
1.32 |
1,351.800 |
-0.30 |
1,597.400 |
-245.600 |
-15.37 |
|
-5.44 |
| | |
|
|
|
L |
|
Int Cons Airlines |
193.640 |
Wed |
-0.35 |
209.850 |
-7.72 |
213.600 |
-3.750 |
-1.76 |
|
27.81 |
| | |
|
|
|
|
|
ITV |
124.000 |
Wed |
3.12 |
125.850 |
-1.47 |
67.560 |
58.290 |
86.28 |
|
48.89 |
| | |
|
|
|
L |
|
Land Securities |
719.200 |
Wed |
-0.88 |
750.600 |
-4.18 |
560.600 |
190.000 |
33.89 |
|
22.18 |
| | |
|
|
|
|
|
Legal & General |
281.700 |
Wed |
0.50 |
288.400 |
-2.32 |
222.000 |
66.400 |
29.91 |
|
23.59 |
| | |
|
|
|
L |
|
Lloyds Bank |
47.290 |
Wed |
1.32 |
47.850 |
-1.17 |
30.640 |
17.210 |
56.17 |
|
45.61 |
| | |
|
|
|
L |
|
Man Group |
161.200 |
Wed |
-0.15 |
166.850 |
-3.39 |
129.850 |
37.000 |
28.49 |
|
23.65 |
| | |
|
|
|
L |
|
Marks & Spencer |
152.550 |
Wed |
-2.05 |
162.950 |
-6.38 |
97.500 |
65.450 |
67.13 |
|
38.74 |
| | |
|
|
|
|
|
Melrose |
158.500 |
Wed |
1.60 |
166.500 |
-4.80 |
117.350 |
49.150 |
41.88 |
|
23.33 |
| | |
|
|
|
L |
|
National Grid |
919.700 |
Wed |
0.59 |
930.000 |
-1.11 |
870.000 |
60.000 |
6.90 |
|
4.69 |
| | |
|
|
|
|
|
NatWest |
189.600 |
Wed |
-0.73 |
197.050 |
-3.78 |
122.550 |
74.500 |
60.79 |
|
44.09 |
| | |
|
|
|
|
|
Next |
7,878.000 |
Wed |
-0.68 |
8,320.000 |
-5.31 |
4,800.000 |
3,520.000 |
73.33 |
|
32.38 |
| | |
|
|
|
|
|
Reckitt Benckiser |
6,255.000 |
Wed |
0.08 |
6,350.000 |
-1.50 |
7,680.000 |
-1,330.000 |
-17.32 |
|
-7.52 |
| | |
|
|
|
|
|
RSA Insurance |
683.800 |
Wed |
|
684.000 |
-0.03 |
417.600 |
266.400 |
63.79 |
|
30.37 |
| |
|
instrument |
freshest |
⇓ Δday |
5/10/21 |
⇓ Δwk |
7/13/20 |
prc diff |
⇓ Δ43 |
|
⇓∅-RS |
| | |
|
|
|
|
|
Smiths Group |
1,535.000 |
Wed |
|
1,590.500 |
-3.49 |
1,458.500 |
132.000 |
9.05 |
|
9.76 |
| | |
|
|
|
|
|
Standard Life Aberdn |
264.700 |
Wed |
-0.56 |
276.500 |
-4.27 |
262.000 |
14.500 |
5.53 |
|
3.90 |
| | |
|
|
|
L |
|
Tate & Lyle |
799.800 |
Wed |
0.71 |
814.800 |
-1.84 |
641.800 |
173.000 |
26.96 |
|
18.72 |
| | |
|
|
|
|
|
Tesco |
227.350 |
Wed |
1.63 |
230.000 |
-1.15 |
272.330 |
-42.330 |
-15.54 |
|
-14.78 |
| | |
|
|
|
L |
|
Vodafone |
140.140 |
Wed |
0.89 |
142.420 |
-1.60 |
124.720 |
17.700 |
14.19 |
|
15.93 |
| | |
|
|
|
L |
|
WPP Group |
967.400 |
Wed |
1.00 |
991.400 |
-2.42 |
593.400 |
398.000 |
67.07 |
|
38.74 |
| FT 30 - 30 out of 30 instruments rated - 5/10/21 / 7/13/20 - 24 did rise, Market-Ratio(43) = 80.00 % |
| 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 |
3/09/20 |
490 |
|
|
|
BT Group |
100 |
16,954 |
|
2.628 |
1.201 |
|
-1.427 |
-54 |
20,371 |
-44 |
|
| 3/09/20 |
12/28/20 |
294 |
|
- cash - |
| |
12/28/20 |
5/12/21 |
135 |
|
|
|
RSA Insurance |
100 |
3,007 |
|
6.774 |
6.838 |
|
0.064 |
1 |
20,563 |
3 |
|
| accum | 2/18/08 |
5/12/21 | 4063 |
days out of 5610 invested (72%) |
106 |
20,563 |
7 |
|
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 | | | |
| | | 12/28/20 | 5/12/21 | 135 | 6.77 | 6.84 | | 0.06 | 0.94 | | | -0.02 |
| 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 | 3/09/20 | 490 | 2.63 | 1.20 | | -1.43 | -54.28 | | | -54.28 |
Annotations
| 2/12/21 | Tesco | | | Stock split 19:15 (fifteen for nineteen) after 50.93 special dividend for proceeds from the sale of the Asia
business |
| 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) |
|
|
