| | |
| | |
Assessment - FT 30 Index - 2/22/21 - RS = 43
⇐
| |
|
instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
4/27/20 |
prc diff |
⇓ Δ43 |
|
⇓∅-RS |
| |  |
 |
 |
|
L |
 |
SOM Price Index |
242.692 |
09:57 |
-0.16 |
240.163 |
1.05 |
195.725 |
44.438 |
22.70 |
|
14.64 |
| | |
|
|
|
|
|
3i Group |
1,122.000 |
09:55 |
-1.28 |
1,135.000 |
-1.15 |
772.000 |
363.000 |
47.02 |
|
22.52 |
| | |
|
|
|
L |
|
Ass Brit Foods |
2,409.000 |
09:55 |
-0.50 |
2,407.000 |
0.08 |
1,858.000 |
549.000 |
29.55 |
|
22.23 |
| | |
|
|
|
|
|
BAE Systems |
493.800 |
09:55 |
-1.56 |
471.800 |
4.66 |
514.000 |
-42.200 |
-8.21 |
|
-5.70 |
| | |
|
|
|
|
|
BAT |
2,552.500 |
09:55 |
0.10 |
2,575.500 |
-0.89 |
2,972.500 |
-397.000 |
-13.36 |
|
-7.61 |
| | |
|
|
|
L |
|
BP |
297.850 |
09:56 |
-2.20 |
279.950 |
6.39 |
314.000 |
-34.050 |
-10.84 |
|
0.74 |
| | |
|
|
|
L |
|
BT Group |
127.032 |
09:55 |
-0.13 |
131.750 |
-3.58 |
117.350 |
14.400 |
12.27 |
|
13.06 |
| | |
|
|
|
L |
|
Burberry Group |
1,861.000 |
09:52 |
-1.17 |
1,848.500 |
0.68 |
1,347.500 |
501.000 |
37.18 |
|
21.59 |
| | |
|
|
|
L |
|
Compass Group |
1,478.000 |
09:56 |
|
1,486.000 |
-0.54 |
1,339.000 |
147.000 |
10.98 |
|
18.11 |
| | |
|
|
|
L |
|
Diageo |
2,895.000 |
09:55 |
-0.17 |
2,945.500 |
-1.71 |
2,725.000 |
220.500 |
8.09 |
|
7.29 |
| | |
|
|
|
S |
|
Experian |
2,309.640 |
09:55 |
-0.23 |
2,419.000 |
-4.52 |
2,343.000 |
76.000 |
3.24 |
|
-9.75 |
| | |
|
|
|
S |
|
GlaxoSmithKline |
1,226.400 |
09:56 |
0.86 |
1,205.400 |
1.74 |
1,703.000 |
-497.600 |
-29.22 |
|
-19.12 |
| | |
|
|
|
L |
|
Int Cons Airlines |
197.650 |
09:56 |
6.12 |
178.100 |
10.98 |
220.100 |
-42.000 |
-19.08 |
|
4.54 |
| | |
|
|
|
L |
|
ITV |
112.000 |
09:56 |
0.63 |
110.950 |
0.95 |
72.200 |
38.750 |
53.67 |
|
42.81 |
| | |
|
|
|
|
|
Land Securities |
676.000 |
09:56 |
-2.03 |
627.600 |
7.71 |
632.800 |
-5.200 |
-0.82 |
|
3.21 |
| | |
|
|
|
L |
|
Legal & General |
265.600 |
09:56 |
-1.52 |
265.700 |
-0.04 |
190.500 |
75.200 |
39.48 |
|
21.94 |
| | |
|
|
|
L |
|
Lloyds Bank |
38.900 |
09:57 |
-0.79 |
38.420 |
1.25 |
30.535 |
7.885 |
25.82 |
|
20.98 |
| | |
|
|
|
L |
|
Man Group |
150.900 |
09:56 |
1.38 |
143.600 |
5.08 |
133.850 |
9.750 |
7.28 |
|
11.95 |
| | |
|
|
|
L |
|
Marks & Spencer |
143.800 |
09:57 |
-1.71 |
139.350 |
3.19 |
94.360 |
44.990 |
47.68 |
|
26.57 |
| | |
|
|
|
|
|
Melrose |
170.950 |
09:56 |
-0.18 |
169.450 |
0.89 |
90.040 |
79.410 |
88.19 |
|
37.26 |
| | |
|
|
|
|
|
National Grid |
830.120 |
09:57 |
0.62 |
826.400 |
0.45 |
942.600 |
-116.200 |
-12.33 |
|
-8.28 |
| | |
|
|
|
L |
|
NatWest |
184.400 |
09:56 |
-0.27 |
182.700 |
0.93 |
107.500 |
75.200 |
69.95 |
|
44.73 |
| | |
|
|
|
L |
|
Next |
7,644.000 |
09:56 |
-0.13 |
7,650.000 |
-0.08 |
4,705.000 |
2,945.000 |
62.59 |
|
36.39 |
| | |
|
|
|
S |
|
Reckitt Benckiser |
6,064.000 |
09:57 |
1.92 |
5,854.000 |
3.59 |
6,580.000 |
-726.000 |
-11.03 |
|
-13.83 |
| | |
|
|
|
|
|
RSA Insurance |
675.000 |
09:56 |
-0.18 |
675.400 |
-0.06 |
345.100 |
330.300 |
95.71 |
|
43.59 |
| |
|
instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
4/27/20 |
prc diff |
⇓ Δ43 |
|
⇓∅-RS |
| | |
|
|
|
|
|
Smiths Group |
1,492.000 |
09:56 |
-0.93 |
1,478.500 |
0.91 |
1,222.500 |
256.000 |
20.94 |
|
8.48 |
| | |
|
|
|
L |
|
Standard Life Aberdn |
319.300 |
09:56 |
-0.81 |
326.200 |
-2.12 |
213.100 |
113.100 |
53.07 |
|
30.33 |
| | |
|
|
|
L |
|
Tate & Lyle |
729.919 |
09:54 |
-0.64 |
740.800 |
-1.47 |
684.400 |
56.400 |
8.24 |
|
11.47 |
| | |
|
|
|
|
|
Tesco |
228.685 |
09:57 |
0.65 |
223.100 |
2.50 |
298.050 |
-74.950 |
-25.15 |
|
-22.08 |
| | |
|
|
|
L |
|
Vodafone |
124.968 |
09:57 |
0.21 |
130.420 |
-4.18 |
110.800 |
19.620 |
17.71 |
|
9.06 |
| | |
|
|
|
L |
|
WPP Group |
859.200 |
09:56 |
-0.95 |
861.600 |
-0.28 |
570.800 |
290.800 |
50.95 |
|
32.21 |
| FT 30 - 30 out of 30 instruments rated - 2/22/21 / 4/27/20 - 21 did rise, Market-Ratio(43) = 70.00 % |
| 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 |
2/26/21 |
60 |
|
|
|
RSA Insurance |
100 |
3,007 |
|
6.774 |
6.750 |
|
-0.024 |
0 |
20,299 |
-2 |
|
| accum | 2/18/08 |
2/26/21 | 3987 |
days out of 5534 invested (72%) |
103 |
20,299 |
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 | 2/26/21 | 60 | 6.77 | 6.75 | | -0.02 | -0.35 | | | -1.31 |
| 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) |
|
|
