RS Chart
Assessment - FT 30 Index in Swiss Franc - 11/18/19 - RS = 17
 ⇐ 
  instrument freshest Δday 11/18/19 Δwk 7/22/19  prc diff Δ17   ∅-RS
real-time RS chart chart L add note SOM Price Index 333.958  17:07 0.34 332.831 0.34 308.338 24.492 7.94   7.00 
real-time RS chart chart L add note Next 8,505.444  16:36 -1.28 8,615.605 -1.28 6,714.464 1,901.141 28.31   26.03 
real-time RS chart chart add note Melrose 286.931  16:36 0.72 284.881 0.72 224.959 59.922 26.64   24.71 
real-time RS chart chart L add note Standard Life Aberdn 402.984  16:35 1.32 397.732 1.32 369.418 28.314 7.66   17.47 
real-time RS chart chart L add note BAE Systems 741.152  16:36 0.45 737.822 0.45 642.040 95.782 14.92   15.34 
real-time RS chart chart add note Compass Group 2,593.904  16:36 0.50 2,581.095 0.50 2,400.911 180.184 7.50   12.06 
real-time RS chart chart add note Experian 3,176.732  16:36 2.18 3,108.842 2.18 2,979.850 128.992 4.33   11.67 
real-time RS chart chart L add note ITV 174.848  16:36 1.00 173.119 1.00 131.104 42.016 32.05   10.61 
real-time RS chart chart L add note Legal & General 357.639  17:07 -0.53 359.560 -0.53 329.842 29.718 9.01   10.44 
real-time RS chart chart L add note National Grid 1,151.309  16:36 -0.88 1,161.557 -0.88 1,021.260 140.297 13.74   9.75 
real-time RS chart chart add note GlaxoSmithKline 2,198.606  16:57 0.13 2,195.788 0.13 2,027.327 168.461 8.31   9.43 
real-time RS chart chart add note Burberry Group 2,661.794  16:36 -0.24 2,668.199 -0.24 2,825.466 -157.267 -5.57   9.25 
real-time RS chart chart L add note Land Securities 1,181.796  16:36 0.57 1,175.135 0.57 1,023.098 152.037 14.86   9.12 
real-time RS chart chart add note Smiths Group 2,124.440  16:36 2.85 2,065.516 2.85 1,945.112 120.405 6.19   8.28 
real-time RS chart chart L add note WPP Group 1,253.272  16:35 0.37 1,248.661 0.37 1,132.882 115.779 10.22   7.62 
real-time RS chart chart L add note Int Cons Airlines 709.385  17:07 0.95 702.724 0.95 552.350 150.373 27.22   7.73 
real-time RS chart chart add note Ass Brit Foods 3,120.371  16:35 -1.18 3,157.518 -1.18 2,872.026 285.492 9.94   6.83 
real-time RS chart chart add note 3i Group 1,351.392  16:35 1.15 1,336.021 1.15 1,368.623 -32.603 -2.38   6.64 
real-time RS chart chart add note Vodafone 196.291  16:38 0.74 194.857 0.74 157.251 37.606 23.91   6.50 
real-time RS chart chart L add note Lloyds Bank 76.190  16:35 -0.44 76.523 -0.44 69.497 7.026 10.11   6.71 
real-time RS chart chart add note Tesco 301.149  16:37 -0.08 301.405 -0.08 288.183 13.222 4.59   5.88 
real-time RS chart chart add note BAT 3,701.277  16:35 0.40 3,686.546 0.40 3,754.831 -68.285 -1.82   2.79 
real-time RS chart chart L add note RBS 285.265  16:35 -0.98 288.083 -0.98 279.974 8.110 2.90   2.31 
real-time RS chart chart add note RSA Insurance 693.245  16:36 0.33 690.939 0.33 700.853 -9.914 -1.41   1.99 
real-time RS chart chart S add note Diageo 3,994.612  16:35 0.37 3,979.882 0.37 4,141.403 -161.521 -3.90   0.70 
  instrument freshest Δday 11/18/19 Δwk 7/22/19  prc diff Δ17   ∅-RS
real-time RS chart chart add note Tate & Lyle 899.476  16:35 -0.74 906.137 -0.74 928.752 -22.615 -2.44   0.11 
real-time RS chart chart S add note Reckitt Benckiser 7,587.010  16:35 0.14 7,576.762 0.14 8,062.258 -485.496 -6.02   -2.86 
real-time RS chart chart S add note Man Group 185.288  16:35 1.08 183.303 1.08 207.744 -24.441 -11.77   -3.01 
real-time RS chart chart L add note BP 642.904  16:57 0.02 642.776 0.02 640.815 1.961 0.31   -3.38 
real-time RS chart chart L add note BT Group 243.584  16:36 -1.24 246.632 -1.24 229.149 17.483 7.63   -5.74 
real-time RS chart chart L add note Marks & Spencer 238.255  16:35 2.48 232.491 2.48 253.140 -20.650 -8.16   -20.84 
 FT 30 - 30 out of 30 instruments rated - 11/18/19 / 7/22/19 - 21 did rise, Market-Ratio(17) in CHF = 70.00 % 
Stock Exchange Currency: GBP £ Pound sterling
 
Technical Chart
FT 30 RS = 17 - B/S = 63/63
Market Chart
1/05/15 scale up chart 11/18/19
 


Transactions FT 30 Index in Swiss Franc * A17 - 63/63 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 5/15/06 133    - cash -
short 5/15/06   9/18/06 126  RT RS QC  Vodafone 100  3,519   2.842  2.745 2.941  0.100 4  10,351 11  
long 9/18/06   6/11/07 266  RT RS QC  Tate & Lyle 100  593   17.440  14.113    -3.327 -19  8,378 -25  
short 6/11/07   7/02/07 21  RT RS QC  Tate & Lyle 100  593   14.113  13.803 14.430  0.317 2  8,566 47  
long 7/02/07   7/23/07 21  RT RS QC  GKN 100  879   9.742  9.920    0.178 2  8,723 37  
short 7/23/07   5/19/08 301  RT RS QC  Land Securities 100  202   43.161  30.480 61.117  17.956 42  12,350 52  
long 5/19/08   5/26/08 7  RT RS QC  BG Group 100  440   28.060  26.186    -1.874 -7  11,525 -97  
short 5/26/08   6/22/09 392  RT RS QC  RBS 100  235   48.971  6.414 373.925  324.954 664  87,889 564  
long 6/22/09   1/25/10 217  RT RS QC  Marks & Spencer 100  16,773   5.240  5.811    0.571 11  97,471 19  
short 1/25/10   3/01/10 35  RT RS QC  Lloyds Bank 100  109,825   0.888  0.822 0.959  0.071 8  105,279 123  
long 3/01/10   5/03/10 63  RT RS QC  Arm Holdings 100  30,797   3.418  4.121    0.703 21  126,924 195  
short 5/03/10   9/06/10 126  RT RS QC  Man Group 100  32,649   3.887  3.697 4.087  0.200 5  133,446 16  
long 9/06/10   3/14/11 189  RT RS QC  Arm Holdings 100  22,924   5.821  7.856    2.035 35  180,098 78  
short 3/14/11   3/28/11 14  RT RS QC  Reckitt Benckiser 100  3,925   45.881  47.028 44.733  -1.148 -3  175,594 -48  
long 3/28/11   4/11/11 14  RT RS QC  Arm Holdings 100  21,306   8.241  8.651    0.409 5  184,312 254  
short 4/11/11   5/02/11 21  RT RS QC  3i Group 100  46,430   3.970  4.041 3.899  -0.071 -2  181,011 -27  
long 5/02/11   5/09/11 7  RT RS QC  Arm Holdings 100  20,798   8.703  8.430    -0.273 -3  175,334 -81  
short 5/09/11   5/30/11 21  RT RS QC  Lloyds Bank 100  227,475   0.771  0.729 0.815  0.044 6  185,415 164  
long 5/30/11   6/06/11 7  RT RS QC  Arm Holdings 100  23,105   8.025  7.965    -0.060 -1  184,029 -32  
short 6/06/11  12/05/11 182  RT RS QC  Lloyds Bank 100  286,476   0.642  0.388 1.063  0.421 66  304,639 175  
long 12/05/11  12/12/11 7  RT RS QC  BAT 100  7,226   42.154  43.406    1.252 3  313,684 360  
short 12/12/11  12/19/11 7  RT RS QC  Lloyds Bank 100  887,634   0.353  0.342 0.366  0.012 3  324,608 496  
long 12/19/11   5/14/12 147  RT RS QC  Tate & Lyle 100  32,895   9.868  10.311    0.444 4  339,200 12  
short 5/14/12   8/06/12 84  RT RS QC  Man Group 100  273,470   1.240  1.285 1.195  -0.045 -4  326,907 -15  
long 8/06/12   6/24/13 322  RT RS QC  Ferguson 100  8,865   36.875  42.338    5.463 15  375,340 17  
short 6/24/13   7/01/13 7  RT RS QC  Man Group 100  321,358   1.168  1.232 1.104  -0.064 -5  354,844 -95  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
long 7/01/13   9/09/13 70  RT RS QC  Lloyds Bank 100  385,565   0.920  1.123    0.203 22  433,120 183  
short 9/09/13  10/14/13 35  RT RS QC  Man Group 100  332,439   1.303  1.146 1.482  0.179 14  492,609 283  
long 10/14/13  12/02/13 49  RT RS QC  ITV 100  183,033   2.691  2.816    0.125 5  515,455 40  
short 12/02/13  12/23/13 21  RT RS QC  RSA Insurance 100  75,028   6.870  5.999 7.868  0.998 15  590,307 956  
long 12/23/13   1/27/14 35  RT RS QC  Int Cons Airlines 100  102,273   5.772  5.952    0.181 3  608,777 38  
short 1/27/14   2/03/14 7  RT RS QC  Ladbrokes 100  272,594   2.233  2.206 2.261  0.027 1  616,227 89  
long 2/03/14   2/10/14 7  RT RS QC  Int Cons Airlines 100  101,168   6.091  6.229    0.138 2  630,159 221  
short 2/10/14   6/02/14 112  RT RS QC  Ladbrokes 100  284,305   2.216  2.325 2.108  -0.109 -5  599,288 -15  
long 6/02/14   6/09/14 7  RT RS QC  National Grid 100  44,443   13.484  12.649    -0.835 -6  562,162 -96  
short 6/09/14  11/17/14 161  RT RS QC  Tesco 100  126,788   4.434  2.907 6.762  2.328 53  857,330 160  
long 11/17/14  12/15/14 28  RT RS QC  Man Group 100  420,923   2.037  2.126    0.089 4  894,990 75  
short 12/15/14  12/22/14 7  RT RS QC  Tesco 100  359,624   2.489  2.776 2.201  -0.287 -12  791,640 -100  
long 12/22/14   1/05/15 14  RT RS QC  Man Group 100  327,927   2.414  2.540    0.126 5  833,000 277  
short 1/05/15   1/19/15 14  RT RS QC  Tesco 100  298,674   2.789  2.941 2.637  -0.152 -5  787,455 -77  
long 1/19/15   6/08/15 140  RT RS QC  Man Group 100  367,688   2.142  2.420    0.279 13  889,898 38  
short 6/08/15  12/28/15 203  RT RS QC  Tate & Lyle 100  112,726   7.894  8.747 7.041  -0.853 -11  793,732 -19  
long 12/28/15   1/11/16 14  RT RS QC  ITV 100  196,325   4.043  3.876    -0.167 -4  760,861 -67  
short 1/11/16   1/25/16 14  RT RS QC  Tesco 100  359,177   2.118  2.247 1.990  -0.128 -6  714,726 -80  
long 1/25/16   2/01/16 7  RT RS QC  National Grid 100  52,340   13.655  14.565    0.910 7  762,334 2,786  
short 2/01/16   4/18/16 77  RT RS QC  RBS 100  207,955   3.666  3.270 4.109  0.443 12  854,488 72  
long 4/18/16   4/25/16 7  RT RS QC  BAT 100  14,496   58.945  58.770    -0.174 0  851,961 -14  
short 4/25/16   5/16/16 21  RT RS QC  RBS 100  243,018   3.506  2.992 4.108  0.602 17  998,270 1,471  
long 5/16/16   5/30/16 14  RT RS QC  Compass Group 100  55,391   18.022  18.709    0.687 4  1,036,340 165  
short 5/30/16   6/06/16 7  RT RS QC  Marks & Spencer 100  184,559   5.615  5.099 6.183  0.568 10  1,141,171 15,109  
long 6/06/16   6/27/16 21  RT RS QC  Ladbrokes 100  603,954   1.889  1.379    -0.511 -27  832,772 -100  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 6/27/16   7/25/16 28  RT RS QC  ITV 100  416,101   2.001  2.438 1.565  -0.436 -22  651,281 -96  
long 7/25/16  11/21/16 119  RT RS QC  3i Group 100  82,374   7.906  8.159    0.252 3  672,061 10  
short 11/21/16   1/09/17 49  RT RS QC  ITV 100  322,084   2.087  2.561 1.612  -0.475 -23  519,201 -85  
long 1/09/17   1/23/17 14  RT RS QC  3i Group 100  57,979   8.955  8.783    -0.171 -2  509,267 -40  
short 1/23/17   2/13/17 21  RT RS QC  Ass Brit Foods 100  16,165   31.503  32.003 31.003  -0.500 -2  501,185 -24  
long 2/13/17   7/03/17 140  RT RS QC  3i Group 100  55,672   9.002  11.279    2.277 25  627,938 80  
short 7/03/17   1/15/18 196  RT RS QC  BT Group 100  172,479   3.641  3.664 3.617  -0.024 -1  623,843 -1  
long 1/15/18   1/22/18 7  RT RS QC  Man Group 100  219,024   2.848  2.860    0.012 0  626,447 24  
short 1/22/18   6/11/18 140  RT RS QC  National Grid 100  56,396   11.108  10.974 11.243  0.135 1  634,085 3  
long 6/11/18   8/20/18 70  RT RS QC  Next 100  7,857   80.695  69.287    -11.408 -14  544,452 -55  
short 8/20/18   4/01/19 224  RT RS QC  Standard Life Aberdn 100  134,962   4.034  3.527 4.615  0.580 14  622,797 24  
long 4/01/19   6/03/19 63  RT RS QC  Diageo 100  15,301   40.702  42.301    1.598 4  647,255 25  
short 6/03/19   7/08/19 35  RT RS QC  ITV 100  489,233   1.323  1.400 1.246  -0.077 -6  609,683 -46  
long 7/08/19   8/05/19 28  RT RS QC  3i Group 100  43,001   14.178  12.646    -1.533 -11  543,783 -77  
short 8/05/19   9/30/19 56  RT RS QC  Marks & Spencer 100  241,115   2.255  2.264 2.247  -0.008 0  541,737 -2  
long 9/30/19  10/07/19 7  RT RS QC  Experian 100  16,983   31.898  31.217    -0.681 -2  530,171 -68  
short 10/07/19  10/21/19 14  RT RS QC  Marks & Spencer 100  253,137   2.094  2.541 1.648  -0.446 -21  417,171 -100  
long 10/21/19  11/11/19 21  RT RS QC  Next 100  4,803   86.854  84.217    -2.637 -3  404,508 -41  
short 11/11/19  11/19/19 8  RT RS QC  Marks & Spencer 100  168,065   2.407  2.383 2.431  0.025 1  408,635 59  
accum 5/15/06 11/19/194936 days out of 5069 invested (97%) 3,986 408,635 32  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 RBSshort  5/26/08  6/22/0939248.976.41373.93324.95 663.56 
 short  2/01/16  4/18/16773.673.274.110.44 12.09 
 short  4/25/16  5/16/16213.512.994.110.60 17.17902.84 
 Lloyds Bankshort  1/25/10  3/01/10350.890.820.960.07 8.01 
 short  5/09/11  5/30/11210.770.730.820.04 5.75 
 short  6/06/11 12/05/111820.640.391.060.42 65.54 
 short 12/12/11 12/19/1170.350.340.370.01 3.48 
 long  7/01/13  9/09/13700.921.120.20 22.06138.83 
 Arm Holdingslong  3/01/10  5/03/10633.424.120.70 20.56 
 long  9/06/10  3/14/111895.827.862.04 34.96 
 long  3/28/11  4/11/11148.248.650.41 4.96 
 long  5/02/11  5/09/1178.708.43-0.27 -3.14 
 long  5/30/11  6/06/1178.027.96-0.06 -0.7564.19 
 Land Securitiesshort  7/23/07  5/19/0830143.1630.4861.1217.96 41.6041.60 
 Man Groupshort  5/03/10  9/06/101263.893.704.090.20 5.14 
 short  5/14/12  8/06/12841.241.291.20-0.04 -3.62 
 short  6/24/13  7/01/1371.171.231.10-0.06 -5.46 
 short  9/09/13 10/14/13351.301.151.480.18 13.73 
 long 11/17/14 12/15/14282.042.130.09 4.39 
 long 12/22/14  1/05/15142.412.540.13 5.22 
 long  1/19/15  6/08/151402.142.420.28 13.01 
 long  1/15/18  1/22/1872.852.860.01 0.4235.81 
 Tescoshort  6/09/14 11/17/141614.432.916.762.33 52.51 
 short 12/15/14 12/22/1472.492.782.20-0.29 -11.55 
 short  1/05/15  1/19/15142.792.942.64-0.15 -5.47 
 short  1/11/16  1/25/16142.122.251.99-0.13 -6.0619.79 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Fergusonlong  8/06/12  6/24/1332236.8742.345.46 14.8214.82 
 RSA Insuranceshort 12/02/13 12/23/13216.876.007.871.00 14.5214.52 
 Standard Life Aberdnshort  8/20/18  4/01/192244.033.534.610.58 14.3914.39 
 3i Groupshort  4/11/11  5/02/11213.974.043.90-0.07 -1.79 
 long  7/25/16 11/21/161197.918.160.25 3.19 
 long  1/09/17  1/23/17148.958.78-0.17 -1.91 
 long  2/13/17  7/03/171409.0011.282.28 25.29 
 long  7/08/19  8/05/192814.1812.65-1.53 -10.8111.08 
 Int Cons Airlineslong 12/23/13  1/27/14355.775.950.18 3.13 
 long  2/03/14  2/10/1476.096.230.14 2.265.46 
 Diageolong  4/01/19  6/03/196340.7042.301.60 3.933.93 
 Compass Grouplong  5/16/16  5/30/161418.0218.710.69 3.813.81 
 Vodafoneshort  5/15/06  9/18/061262.842.752.940.10 3.513.51 
 BATlong 12/05/11 12/12/11742.1543.411.25 2.97 
 long  4/18/16  4/25/16758.9458.77-0.17 -0.302.67 
 GKNlong  7/02/07  7/23/07219.749.920.18 1.831.83 
 National Gridlong  6/02/14  6/09/14713.4812.65-0.84 -6.20 
 long  1/25/16  2/01/16713.6614.560.91 6.66 
 short  1/22/18  6/11/1814011.1110.9711.240.14 1.221.27 
 BT Groupshort  7/03/17  1/15/181963.643.663.62-0.02 -0.65-0.65 
 Ass Brit Foodsshort  1/23/17  2/13/172131.5032.0031.00-0.50 -1.59-1.59 
 Experianlong  9/30/19 10/07/19731.9031.22-0.68 -2.14-2.14 
 Reckitt Benckisershort  3/14/11  3/28/111445.8847.0344.73-1.15 -2.50-2.50 
 Marks & Spencerlong  6/22/09  1/25/102175.245.810.57 10.90 
 short  5/30/16  6/06/1675.625.106.180.57 10.12 
 short  8/05/19  9/30/19562.262.262.25-0.01 -0.38 
 short 10/07/19 10/21/19142.092.541.65-0.45 -21.31 
 short 11/11/19 11/19/1982.412.382.430.02 1.02-3.29 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 BG Grouplong  5/19/08  5/26/08728.0626.19-1.87 -6.68-6.68 
 Nextlong  6/11/18  8/20/187080.6969.29-11.41 -14.14 
 long 10/21/19 11/11/192186.8584.22-2.64 -3.04-16.74 
 Tate & Lylelong  9/18/06  6/11/0726617.4414.11-3.33 -19.08 
 short  6/11/07  7/02/072114.1113.8014.430.32 2.25 
 long 12/19/11  5/14/121479.8710.310.44 4.50 
 short  6/08/15 12/28/152037.898.757.04-0.85 -10.81-22.88 
 Ladbrokesshort  1/27/14  2/03/1472.232.212.260.03 1.22 
 short  2/10/14  6/02/141122.222.332.11-0.11 -4.90 
 long  6/06/16  6/27/16211.891.38-0.51 -27.02-29.75 
 ITVlong 10/14/13 12/02/13492.692.820.12 4.64 
 long 12/28/15  1/11/16144.043.88-0.17 -4.14 
 short  6/27/16  7/25/16282.002.441.57-0.44 -21.79 
 short 11/21/16  1/09/17492.092.561.61-0.47 -22.74 
 short  6/03/19  7/08/19351.321.401.25-0.08 -5.80-42.92 


Annotations
8/14/17Standard Lifemerger with Aberdeen Asset Management completed
11/01/16Ladbrokesdeletion after merger with Gala Coral
9/19/16FT 30Associated British Foods replaces Arm Holdings
9/05/16Arm Holdingsdeletion due to acquisition by Softbank
2/15/16FT 30Burberry replaces BG (aquired by Shell)