| | |
| | |
Assessment - Mining in Pound sterling - 9/25/06 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/25/06 |
⇓ Δwk |
3/27/06 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
SOM Mining |
702.940 |
8/12/24 |
1.24 |
113.574 |
|
119.375 |
-5.801 |
-4.86 |
|
8.43 |
| |  |
 |
 |
 |
|
 |
Boliden |
22.144 |
8/12/24 |
1.33 |
10.092 |
|
8.834 |
1.258 |
14.24 |
|
67.85 |
| |  |
 |
 |
 |
|
 |
Fortescue Metals |
7.202 |
8/12/24 |
-1.35 |
0.316 |
|
0.244 |
0.072 |
29.39 |
|
20.69 |
| |  |
 |
 |
 |
L |
 |
First Quantum |
7.516 |
8/12/24 |
2.77 |
4.813 |
|
4.587 |
0.226 |
4.93 |
|
23.31 |
| |  |
 |
 |
 |
L |
 |
Wheaton Precious |
37.019 |
8/12/24 |
2.56 |
4.940 |
|
6.135 |
-1.195 |
-19.48 |
|
22.34 |
| |  |
 |
 |
 |
|
 |
Agnico-Eagle Mines |
49.658 |
8/12/24 |
3.52 |
16.148 |
|
17.304 |
-1.157 |
-6.68 |
|
21.76 |
| |  |
 |
 |
 |
L |
 |
Kinross Gold |
5.769 |
8/12/24 |
5.15 |
6.532 |
|
6.204 |
0.328 |
5.28 |
|
20.42 |
| |  |
 |
 |
 |
|
 |
México |
5.062 |
8/12/24 |
1.09 |
0.522 |
|
0.521 |
0.001 |
0.26 |
|
8.40 |
| |  |
 |
 |
 |
L |
 |
Eramet |
48.677 |
8/12/24 |
5.24 |
73.537 |
|
74.675 |
-1.138 |
-1.52 |
|
8.20 |
| |  |
 |
 |
 |
|
 |
Teck Resources |
30.054 |
8/12/24 |
2.36 |
15.733 |
|
17.339 |
-1.605 |
-9.26 |
|
5.12 |
| |  |
 |
 |
 |
|
 |
Antofagasta |
1,879.500 |
8/12/24 |
1.79 |
420.250 |
|
413.800 |
6.450 |
1.56 |
|
8.41 |
| |  |
 |
 |
 |
|
 |
Barrick Gold |
12.314 |
8/12/24 |
9.37 |
15.663 |
|
15.077 |
0.585 |
3.88 |
|
0.72 |
| |  |
 |
 |
 |
|
 |
Cameco |
25.302 |
8/12/24 |
-1.09 |
18.790 |
|
20.185 |
-1.396 |
-6.91 |
|
0.21 |
| |  |
 |
 |
 |
|
 |
BHP |
16.046 |
8/12/24 |
-0.54 |
9.910 |
|
11.079 |
-1.169 |
-10.55 |
|
-2.35 |
| |  |
 |
 |
 |
L |
 |
Anglo American |
2,232.500 |
8/12/24 |
0.29 |
2,060.000 |
|
2,147.000 |
-87.000 |
-4.05 |
|
1.03 |
| |  |
 |
 |
 |
|
 |
Eldorado Gold |
10.958 |
8/12/24 |
4.82 |
11.420 |
|
13.863 |
-2.443 |
-17.63 |
|
-6.46 |
| |  |
 |
 |
 |
|
 |
Rio Tinto |
4,942.000 |
8/12/24 |
0.56 |
1,943.000 |
|
2,332.090 |
-389.090 |
-16.68 |
|
-11.73 |
| |  |
 |
 |
 |
|
 |
Mitsui Ming & Smltg |
18.987 |
8/09/24 |
6.64 |
27.228 |
|
40.558 |
-13.330 |
-32.87 |
|
-21.74 |
| |  |
 |
 |
 |
|
 |
Coal India |
6.023 |
8/12/24 |
-1.10 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Endeavour Mining |
1,567.000 |
8/12/24 |
1.89 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Franco-Nevada |
80.211 |
8/12/24 |
2.47 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Fresnillo |
540.000 |
8/12/24 |
0.93 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Glencore |
410.250 |
8/12/24 |
1.27 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Mineral Resources |
19.639 |
8/12/24 |
-3.79 |
0.553 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Peñoles |
11.520 |
8/12/24 |
-0.26 |
|
|
|
|
|
|
-na- |
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/25/06 |
⇓ Δwk |
3/27/06 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
Pilbara Minerals |
1.177 |
8/12/24 |
-2.93 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
SOUTH32 |
1.157 |
8/12/24 |
-0.34 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Sumitomo Metal |
16.445 |
8/09/24 |
1.59 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Zhejiang Huayou |
1.480 |
8/12/24 |
-0.27 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Zijin Mining |
1.021 |
8/12/24 |
0.13 |
|
|
|
|
|
|
-na- |
| Mining - 17 out of 29 instruments rated - 9/25/06 / 3/27/06 - 7 did rise, Market-Ratio(26) in GBP = 41.18 % |
Technical Chart
Transactions Mining in Pound sterling * A26 - 81/77 (1)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 1/02/06 |
7/17/06 |
196 |
|
- cash - |
| short |
7/17/06 |
8/07/06 |
21 |
 |
 |
 |
Mitsui Ming & Smltg |
100 |
32,947 |
|
0.304 |
0.279 |
0.330 |
0.027 |
9 |
10,883 |
335 |
|
| long |
8/07/06 |
8/28/06 |
21 |
 |
 |
 |
Boliden |
100 |
1,155 |
|
9.419 |
10.095 |
|
0.676 |
7 |
11,664 |
234 |
|
| short |
8/28/06 |
9/04/06 |
7 |
 |
 |
 |
Mitsui Ming & Smltg |
100 |
38,013 |
|
0.307 |
0.311 |
0.303 |
-0.004 |
-1 |
11,518 |
-48 |
|
| long |
9/04/06 |
9/11/06 |
7 |
 |
 |
 |
Boliden |
100 |
1,128 |
|
10.207 |
10.280 |
|
0.074 |
1 |
11,601 |
45 |
|
| short |
9/11/06 |
12/04/06 |
84 |
 |
 |
 |
Mitsui Ming & Smltg |
100 |
39,167 |
|
0.296 |
0.242 |
0.362 |
0.066 |
22 |
14,182 |
139 |
|
| long |
12/04/06 |
1/08/07 |
35 |
 |
 |
 |
Boliden |
100 |
1,125 |
|
12.601 |
12.018 |
|
-0.583 |
-5 |
13,527 |
-39 |
|
| short |
1/08/07 |
2/05/07 |
28 |
 |
 |
 |
Mitsui Ming & Smltg |
100 |
54,123 |
|
0.250 |
0.265 |
0.235 |
-0.015 |
-6 |
12,735 |
-54 |
|
| long |
2/05/07 |
2/26/07 |
21 |
 |
 |
 |
Vedanta |
100 |
59,621 |
|
0.214 |
0.230 |
|
0.017 |
8 |
13,725 |
267 |
|
| short |
2/26/07 |
3/12/07 |
14 |
 |
 |
 |
Goldcorp |
100 |
1,064 |
|
12.898 |
12.223 |
13.612 |
0.713 |
6 |
14,484 |
307 |
|
| long |
3/12/07 |
4/30/07 |
49 |
 |
 |
 |
Yamana Gold |
100 |
2,009 |
|
7.208 |
7.003 |
|
-0.205 |
-3 |
14,072 |
-19 |
|
| short |
4/30/07 |
10/22/07 |
175 |
 |
 |
 |
Mitsui Ming & Smltg |
100 |
56,415 |
|
0.249 |
0.211 |
0.295 |
0.045 |
18 |
16,626 |
42 |
|
|