| | |
| | |
Assessment - FT 30 Index in Swiss Franc - 12/05/22 - RS = 43
⇐
| |
|
⇓instrument |
freshest |
Δday |
12/05/22 |
⇓ Δwk |
2/07/22 |
prc diff |
⇓ Δ43 |
|
⇓∅-RS |
| |  |
 |
 |
|
L |
 |
SOM Price Index |
284.745 |
Thu |
-0.26 |
287.240 |
-0.87 |
336.157 |
-48.916 |
-14.55 |
|
-1.54 |
| | |
|
|
|
L |
|
Int Cons Airlines |
154.506 |
Thu |
1.34 |
154.919 |
-0.27 |
201.345 |
-46.426 |
-23.06 |
|
3.94 |
| | |
|
|
|
L |
|
3i Group |
1,527.148 |
Thu |
1.18 |
1,508.202 |
1.26 |
1,684.128 |
-175.926 |
-10.45 |
|
1.82 |
| | |
|
|
|
|
|
Tesco |
265.127 |
Thu |
1.14 |
264.208 |
0.35 |
364.197 |
-99.989 |
-27.45 |
|
-13.50 |
| | |
|
|
|
|
|
BAE Systems |
954.640 |
Thu |
1.00 |
936.957 |
1.89 |
720.394 |
216.563 |
30.06 |
|
10.19 |
| | |
|
|
|
L |
|
Flutter |
13,623.767 |
Thu |
0.76 |
13,761.555 |
-1.00 |
13,754.233 |
7.322 |
0.05 |
|
19.82 |
| | |
|
|
|
|
|
Melrose |
144.333 |
Thu |
0.52 |
146.055 |
-1.18 |
190.972 |
-44.917 |
-23.52 |
|
-7.02 |
| | |
|
|
|
|
|
NatWest |
297.392 |
Thu |
0.27 |
298.425 |
-0.35 |
308.955 |
-10.529 |
-3.41 |
|
8.95 |
| | |
|
|
|
|
|
Compass Group |
2,178.769 |
Thu |
0.26 |
2,177.047 |
0.08 |
2,175.931 |
1.116 |
0.05 |
|
5.33 |
| | |
|
|
|
L |
|
Wise |
753.240 |
Thu |
0.24 |
748.188 |
0.68 |
735.142 |
13.045 |
1.77 |
|
28.05 |
| | |
|
|
|
L |
|
Burberry Group |
2,426.213 |
Thu |
0.05 |
2,438.844 |
-0.52 |
2,364.028 |
74.815 |
3.16 |
|
17.65 |
| | |
|
|
|
L |
|
BP |
532.722 |
Thu |
-0.01 |
555.170 |
-4.04 |
510.738 |
44.432 |
8.70 |
|
15.94 |
| | |
|
|
|
L |
|
Smiths Group |
1,849.801 |
Thu |
-0.03 |
1,825.688 |
1.32 |
1,925.343 |
-99.654 |
-5.18 |
|
1.78 |
| | |
|
|
|
|
|
National Grid |
1,167.751 |
Thu |
-0.25 |
1,178.086 |
-0.88 |
1,342.803 |
-164.717 |
-12.27 |
|
-7.62 |
| | |
|
|
|
|
|
Legal & General |
289.469 |
Thu |
-0.51 |
292.914 |
-1.18 |
355.073 |
-62.159 |
-17.51 |
|
-4.70 |
| | |
|
|
|
S |
|
Reckitt Benckiser |
6,751.601 |
Thu |
-0.54 |
6,875.610 |
-1.80 |
7,311.428 |
-435.817 |
-5.96 |
|
-5.54 |
| | |
|
|
|
|
|
GlaxoSmithKline |
1,703.516 |
Thu |
-0.59 |
1,633.015 |
4.32 |
2,062.510 |
-429.495 |
-20.82 |
|
-11.98 |
| | |
|
|
|
L |
|
Ass Brit Foods |
1,899.749 |
Thu |
-0.72 |
1,915.824 |
-0.84 |
2,387.775 |
-471.950 |
-19.77 |
|
-0.55 |
| | |
|
|
|
|
|
Lloyds Bank |
52.704 |
Thu |
-0.72 |
53.249 |
-1.02 |
65.728 |
-12.479 |
-18.99 |
|
-0.98 |
| | |
|
|
|
L |
|
WPP Group |
957.395 |
Thu |
-0.79 |
991.153 |
-3.41 |
1,464.785 |
-473.632 |
-32.33 |
|
-7.86 |
| | |
|
|
|
|
|
Land Securities |
711.904 |
Thu |
-0.80 |
713.741 |
-0.26 |
978.606 |
-264.866 |
-27.07 |
|
-12.67 |
| | |
|
|
|
|
|
Diageo |
4,335.722 |
Thu |
-1.13 |
4,387.967 |
-1.19 |
4,704.310 |
-316.343 |
-6.72 |
|
-1.11 |
| | |
|
|
|
L |
|
Experian |
3,306.907 |
Thu |
-1.17 |
3,395.321 |
-2.60 |
3,833.188 |
-437.867 |
-11.42 |
|
1.63 |
| | |
|
|
|
|
|
Next |
6,671.225 |
Thu |
-1.19 |
6,721.747 |
-0.75 |
8,991.181 |
-2,269.434 |
-25.24 |
|
-8.43 |
| | |
|
|
|
L |
|
Ocado |
775.975 |
Thu |
-1.46 |
761.507 |
1.90 |
1,758.492 |
-996.985 |
-56.70 |
|
-25.48 |
| |
|
⇓instrument |
freshest |
Δday |
12/05/22 |
⇓ Δwk |
2/07/22 |
prc diff |
⇓ Δ43 |
|
⇓∅-RS |
| | |
|
|
|
L |
|
ITV |
85.589 |
Thu |
-1.66 |
88.276 |
-3.04 |
143.479 |
-55.203 |
-38.47 |
|
-3.07 |
| | |
|
|
|
|
|
Tate & Lyle |
823.971 |
Thu |
-1.67 |
839.128 |
-1.81 |
904.617 |
-65.490 |
-7.24 |
|
-2.90 |
| | |
|
|
|
L |
|
Abrdn |
219.312 |
Thu |
-1.90 |
228.498 |
-4.02 |
303.705 |
-75.207 |
-24.76 |
|
6.03 |
| | |
|
|
|
S |
|
Vodafone |
98.668 |
Thu |
-1.97 |
104.512 |
-5.59 |
171.725 |
-67.213 |
-39.14 |
|
-24.92 |
| | |
|
|
|
S |
|
Man Group |
234.584 |
Thu |
-2.53 |
243.884 |
-3.81 |
248.401 |
-4.517 |
-1.82 |
|
-9.50 |
| | |
|
|
|
S |
|
BT Group |
129.233 |
Thu |
-3.72 |
138.879 |
-6.95 |
241.402 |
-102.523 |
-42.47 |
|
-27.44 |
| FT 30 - 30 out of 30 instruments rated - 12/05/22 / 2/07/22 - 6 did rise, Market-Ratio(43) in CHF = 20.00 % |
| Stock Exchange Currency: GBP £ Pound sterling |
Technical Chart
Transactions FT 30 Index in Swiss Franc * 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 |
402 |
|
24.835 |
25.358 |
|
0.522 |
2 |
10,210 |
196 |
|
| 2/25/08 |
4/07/08 |
42 |
|
- cash - |
| |
4/07/08 |
4/14/08 |
7 |
|
|
|
BG Group |
100 |
419 |
|
24.320 |
24.081 |
|
-0.239 |
-1 |
10,110 |
-40 |
|
| 4/14/08 |
5/12/08 |
28 |
|
- cash - |
| |
5/12/08 |
6/30/08 |
49 |
|
|
|
BG Group |
100 |
368 |
|
27.418 |
26.559 |
|
-0.858 |
-3 |
9,794 |
-21 |
|
| 6/30/08 |
9/01/08 |
63 |
|
- cash - |
| |
9/01/08 |
9/22/08 |
21 |
|
|
|
RSA Insurance |
100 |
702 |
|
13.946 |
13.950 |
|
0.003 |
0 |
9,796 |
0 |
|
| 9/22/08 |
1/05/09 |
105 |
|
- cash - |
| |
1/05/09 |
1/19/09 |
14 |
|
|
|
Experian |
100 |
1,439 |
|
6.807 |
6.843 |
|
0.037 |
1 |
9,849 |
15 |
|
| 1/19/09 |
5/04/09 |
105 |
|
- cash - |
| |
5/04/09 |
5/18/09 |
14 |
|
|
|
Marks & Spencer |
100 |
1,678 |
|
5.868 |
5.775 |
|
-0.092 |
-2 |
9,694 |
-34 |
|
| 5/18/09 |
7/27/09 |
70 |
|
- cash - |
| |
7/27/09 |
9/12/11 |
777 |
|
|
|
Arm Holdings |
100 |
4,164 |
|
2.328 |
8.281 |
|
5.953 |
256 |
34,484 |
82 |
|
| 9/12/11 |
9/19/11 |
7 |
|
- cash - |
| |
9/19/11 |
12/21/15 |
1554 |
|
|
|
Arm Holdings |
100 |
4,180 |
|
8.249 |
15.126 |
|
6.877 |
83 |
63,228 |
15 |
|
| 12/21/15 |
12/28/15 |
7 |
|
- cash - |
| |
12/28/15 |
1/18/16 |
21 |
|
|
|
ITV |
100 |
15,639 |
|
4.043 |
3.688 |
|
-0.355 |
-9 |
57,673 |
-80 |
|
| 1/18/16 |
1/25/16 |
7 |
|
- cash - |
| |
1/25/16 |
2/08/16 |
14 |
|
|
|
National Grid |
100 |
4,223 |
|
13.655 |
13.528 |
|
-0.127 |
-1 |
57,137 |
-22 |
|
| 2/08/16 |
2/29/16 |
21 |
|
- cash - |
| |
2/29/16 |
10/15/18 |
959 |
|
|
|
Ass Brit Foods |
100 |
1,206 |
|
47.342 |
29.439 |
|
-17.903 |
-38 |
35,546 |
-17 |
|
| 10/15/18 |
11/05/18 |
21 |
|
- cash - |
| |
11/05/18 |
3/09/20 |
490 |
|
|
|
BT Group |
100 |
10,340 |
|
3.438 |
1.459 |
|
-1.979 |
-58 |
15,086 |
-47 |
|
| 3/09/20 |
12/28/20 |
294 |
|
- cash - |
| |
12/28/20 |
5/24/21 |
147 |
|
|
|
RSA Insurance |
100 |
1,859 |
|
8.111 |
8.686 |
|
0.575 |
7 |
16,154 |
19 |
|
| 5/24/21 |
11/07/22 |
532 |
|
- cash - |
| |
11/07/22 |
11/14/22 |
7 |
|
|
|
Wise |
100 |
2,086 |
|
7.744 |
6.806 |
|
-0.938 |
-12 |
14,197 |
-100 |
|
| 11/14/22 |
11/21/22 |
7 |
|
- cash - |
| |
11/21/22 |
12/08/22 |
17 |
|
|
|
Wise |
100 |
2,097 |
|
6.770 |
7.532 |
|
0.762 |
11 |
15,796 |
889 |
|
| accum | 2/18/08 |
12/08/22 | 4099 |
days out of 6185 invested (66%) |
58 |
15,796 |
4 |
|
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 | 2.33 | 8.28 | | 5.95 | 255.73 | | | |
| | | 9/19/11 | 12/21/15 | 1554 | 8.25 | 15.13 | | 6.88 | 83.36 | | | 552.26 |
| RSA Insurance | | 9/01/08 | 9/22/08 | 21 | 13.95 | 13.95 | | 0.00 | 0.02 | | | |
| | | 12/28/20 | 5/24/21 | 147 | 8.11 | 8.69 | | 0.57 | 7.09 | | | 7.11 |
| Experian | | 1/05/09 | 1/19/09 | 14 | 6.81 | 6.84 | | 0.04 | 0.54 | | | 0.54 |
| National Grid | | 1/25/16 | 2/08/16 | 14 | 13.66 | 13.53 | | -0.13 | -0.93 | | | -0.93 |
| Marks & Spencer | | 5/04/09 | 5/18/09 | 14 | 5.87 | 5.78 | | -0.09 | -1.57 | | | -1.57 |
| BG Group | | 2/18/08 | 2/25/08 | 7 | 24.84 | 25.36 | | 0.52 | 2.10 | | | |
| | | 4/07/08 | 4/14/08 | 7 | 24.32 | 24.08 | | -0.24 | -0.98 | | | |
| | | 5/12/08 | 6/30/08 | 49 | 27.42 | 26.56 | | -0.86 | -3.13 | | | -2.06 |
| Wise | | 11/07/22 | 11/14/22 | 7 | 7.74 | 6.81 | | -0.94 | -12.11 | | | |
| | | 11/21/22 | 12/08/22 | 17 | 6.77 | 7.53 | | 0.76 | 11.26 | | | -2.22 |
| ITV | | 12/28/15 | 1/18/16 | 21 | 4.04 | 3.69 | | -0.36 | -8.79 | | | -8.79 |
| Ass Brit Foods | | 2/29/16 | 10/15/18 | 959 | 47.34 | 29.44 | | -17.90 | -37.82 | | | -37.82 |
| BT Group | | 11/05/18 | 3/09/20 | 490 | 3.44 | 1.46 | | -1.98 | -57.56 | | | -57.56 |
Annotations
| 7/18/22 | GlaxoSmithKline | | | demergers OTC business -> Haleon |
| 7/21/21 | FT 30 | | | Flutter, Ocado and Wise replace BAT, Marks&Spencer and RSA Insurance |
| 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) |
|
|
