| | |
| | |
Assessment - FT 30 Index in Swiss Franc - 7/01/24 - RS = 43
⇐
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
9/04/23 |
prc diff |
⇓ Δ43 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Price Index |
308.713 |
8/12/24 |
0.67 |
306.450 |
0.74 |
292.715 |
13.736 |
4.69 |
|
2.74 |
| |  |
 |
 |
 |
L |
 |
BT Group |
161.643 |
8/12/24 |
8.43 |
161.414 |
0.14 |
127.924 |
33.490 |
26.18 |
|
23.97 |
| |  |
 |
 |
 |
L |
 |
Abrdn |
174.722 |
8/12/24 |
2.51 |
170.553 |
2.44 |
183.035 |
-12.482 |
-6.82 |
|
-7.54 |
| |  |
 |
 |
 |
|
 |
BAE Systems |
1,489.054 |
8/12/24 |
2.04 |
1,453.070 |
2.48 |
1,125.125 |
327.945 |
29.15 |
|
15.69 |
| |  |
 |
 |
 |
|
 |
WPP Group |
788.450 |
8/12/24 |
1.68 |
821.578 |
-4.03 |
862.577 |
-40.999 |
-4.75 |
|
-3.18 |
| |  |
 |
 |
 |
|
 |
BP |
502.177 |
8/12/24 |
1.35 |
546.615 |
-8.13 |
560.273 |
-13.659 |
-2.44 |
|
0.72 |
| |  |
 |
 |
 |
L |
 |
Experian |
4,025.643 |
8/12/24 |
1.18 |
4,167.294 |
-3.40 |
3,117.965 |
1,049.330 |
33.65 |
|
21.61 |
| |  |
 |
 |
 |
S |
 |
Diageo |
2,800.472 |
8/12/24 |
1.03 |
2,833.029 |
-1.15 |
3,553.497 |
-720.468 |
-20.27 |
|
-14.24 |
| |  |
 |
 |
 |
L |
 |
Tesco |
380.974 |
8/12/24 |
0.91 |
351.044 |
8.53 |
294.599 |
56.446 |
19.16 |
|
12.54 |
| |  |
 |
 |
 |
|
 |
Compass Group |
2,689.093 |
8/12/24 |
0.90 |
2,482.327 |
8.33 |
2,244.666 |
237.661 |
10.59 |
|
4.72 |
| |  |
 |
 |
 |
L |
 |
Vodafone |
85.037 |
8/12/24 |
0.87 |
80.239 |
5.98 |
80.909 |
-0.670 |
-0.83 |
|
0.49 |
| |  |
 |
 |
 |
|
 |
Ocado |
430.323 |
8/12/24 |
0.72 |
329.111 |
30.75 |
981.399 |
-652.288 |
-66.47 |
|
-43.62 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
257.714 |
8/12/24 |
0.53 |
261.484 |
-1.44 |
241.553 |
19.931 |
8.25 |
|
-0.28 |
| |  |
 |
 |
 |
L |
 |
Smiths Group |
1,991.117 |
8/12/24 |
0.52 |
1,945.423 |
2.35 |
1,832.028 |
113.395 |
6.19 |
|
5.60 |
| |  |
 |
 |
 |
L |
 |
NatWest |
382.230 |
8/12/24 |
0.48 |
359.840 |
6.22 |
260.203 |
99.638 |
38.29 |
|
35.80 |
| |  |
 |
 |
 |
L |
 |
Tate & Lyle |
734.531 |
8/12/24 |
0.47 |
683.697 |
7.44 |
779.491 |
-95.794 |
-12.29 |
|
-6.87 |
| |  |
 |
 |
 |
L |
 |
ITV |
89.560 |
8/12/24 |
0.45 |
91.274 |
-1.88 |
79.289 |
11.985 |
15.12 |
|
21.75 |
| |  |
 |
 |
 |
|
 |
GSK |
1,795.775 |
8/12/24 |
0.42 |
1,743.227 |
3.01 |
1,533.967 |
209.260 |
13.64 |
|
2.75 |
| |  |
 |
 |
 |
|
 |
Man Group |
244.463 |
8/12/24 |
0.28 |
278.505 |
-12.22 |
233.289 |
45.216 |
19.38 |
|
7.58 |
| |  |
 |
 |
 |
L |
 |
3i Group |
3,447.614 |
8/12/24 |
0.23 |
3,411.058 |
1.07 |
2,235.733 |
1,175.326 |
52.57 |
|
33.73 |
| |  |
 |
 |
 |
|
 |
Next |
10,900.308 |
8/12/24 |
0.23 |
10,418.236 |
4.63 |
7,857.449 |
2,560.786 |
32.59 |
|
18.38 |
| |  |
 |
 |
 |
|
 |
Melrose |
555.982 |
8/12/24 |
0.19 |
632.405 |
-12.08 |
573.339 |
59.066 |
10.30 |
|
2.52 |
| |  |
 |
 |
 |
|
 |
Reckitt Benckiser |
4,775.025 |
8/12/24 |
|
4,899.541 |
-2.54 |
6,363.239 |
-1,463.698 |
-23.00 |
|
-16.64 |
| |  |
 |
 |
 |
S |
 |
National Grid |
1,117.676 |
8/12/24 |
-0.04 |
1,011.437 |
10.50 |
1,092.404 |
-80.967 |
-7.41 |
|
-10.43 |
| |  |
 |
 |
 |
|
 |
Int Cons Airlines |
190.144 |
8/12/24 |
-0.06 |
187.231 |
1.56 |
180.411 |
6.820 |
3.78 |
|
6.22 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
9/04/23 |
prc diff |
⇓ Δ43 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
Wise |
782.510 |
8/12/24 |
-0.07 |
797.932 |
-1.93 |
723.207 |
74.725 |
10.33 |
|
-6.08 |
| |  |
 |
 |
 |
L |
 |
Lloyds Bank |
64.886 |
8/12/24 |
-0.28 |
63.538 |
2.12 |
46.876 |
16.662 |
35.55 |
|
24.19 |
| |  |
 |
 |
 |
|
 |
Land Securities |
703.117 |
8/12/24 |
-0.73 |
719.681 |
-2.30 |
650.842 |
68.839 |
10.58 |
|
2.79 |
| |  |
 |
 |
 |
|
 |
Ass Brit Foods |
2,781.623 |
8/12/24 |
-0.90 |
2,851.307 |
-2.44 |
2,221.773 |
629.533 |
28.33 |
|
13.92 |
| |  |
 |
 |
 |
S |
 |
Flutter |
16,775.416 |
8/12/24 |
-1.28 |
16,735.434 |
0.24 |
16,019.772 |
715.662 |
4.47 |
|
2.50 |
| |  |
 |
 |
 |
S |
 |
Burberry Group |
766.517 |
8/12/24 |
-2.02 |
985.391 |
-22.21 |
2,456.849 |
-1,471.457 |
-59.89 |
|
-39.89 |
| FT 30 - 30 out of 30 instruments rated - 7/01/24 / 9/04/23 - 20 did rise, Market-Ratio(43) in CHF = 66.67 % |
| 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 |
8/12/24 |
630 |
 |
 |
 |
Wise |
100 |
2,097 |
|
6.770 |
7.825 |
|
1.055 |
16 |
16,409 |
9 |
|
| accum | 2/18/08 |
8/12/24 | 5249 |
days out of 7335 invested (72%) |
64 |
16,409 |
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 |
| Wise | | 11/07/22 | 11/14/22 | 7 | 7.74 | 6.81 | | -0.94 | -12.11 | | | |
| | | 11/21/22 | 8/12/24 | 630 | 6.77 | 7.83 | | 1.06 | 15.58 | | | 1.58 |
| 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 |
| 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
| 4/20/23 | Melrose | | | reverse split 3:1 (one for three) |
| 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) |
|
|