| | |
| | |
Assessment - Mining in Pound sterling - 10/16/06 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
10/16/06 |
⇓ Δwk |
4/17/06 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
SOM Mining |
719.823 |
8/12/24 |
1.24 |
125.794 |
|
132.735 |
-6.940 |
-5.23 |
|
17.04 |
| |  |
 |
 |
 |
|
 |
Boliden |
22.175 |
8/12/24 |
1.33 |
11.851 |
|
10.878 |
0.973 |
8.94 |
|
79.25 |
| |  |
 |
 |
 |
L |
 |
First Quantum |
7.559 |
8/12/24 |
2.77 |
6.038 |
|
5.378 |
0.660 |
12.27 |
|
48.23 |
| |  |
 |
 |
 |
|
 |
Fortescue Metals |
7.384 |
8/12/24 |
-1.35 |
0.364 |
|
0.291 |
0.073 |
25.22 |
|
33.93 |
| |  |
 |
 |
 |
L |
 |
Wheaton Precious |
37.229 |
8/12/24 |
2.56 |
5.328 |
|
6.171 |
-0.844 |
-13.67 |
|
26.07 |
| |  |
 |
 |
 |
|
 |
Antofagasta |
1,879.500 |
8/12/24 |
1.79 |
504.750 |
|
483.200 |
21.550 |
4.46 |
|
27.13 |
| |  |
 |
 |
 |
|
 |
Agnico-Eagle Mines |
49.940 |
8/12/24 |
3.52 |
17.196 |
|
19.441 |
-2.245 |
-11.55 |
|
23.58 |
| |  |
 |
 |
 |
|
 |
México |
5.273 |
8/12/24 |
1.09 |
0.604 |
|
0.609 |
-0.005 |
-0.81 |
|
22.16 |
| |  |
 |
 |
 |
L |
 |
Eramet |
48.786 |
8/12/24 |
5.24 |
83.613 |
|
83.049 |
0.564 |
0.68 |
|
21.28 |
| |  |
 |
 |
 |
|
 |
Teck Resources |
30.225 |
8/12/24 |
2.36 |
18.281 |
|
19.402 |
-1.121 |
-5.78 |
|
19.22 |
| |  |
 |
 |
 |
L |
 |
Kinross Gold |
5.801 |
8/12/24 |
5.15 |
6.469 |
|
6.409 |
0.060 |
0.93 |
|
16.18 |
| |  |
 |
 |
 |
L |
 |
Anglo American |
2,232.500 |
8/12/24 |
0.29 |
2,426.000 |
|
2,422.000 |
4.000 |
0.17 |
|
16.86 |
| |  |
 |
 |
 |
|
 |
BHP |
16.452 |
8/12/24 |
-0.54 |
10.999 |
|
12.171 |
-1.172 |
-9.63 |
|
7.38 |
| |  |
 |
 |
 |
|
 |
Cameco |
25.446 |
8/12/24 |
-1.09 |
19.924 |
|
23.000 |
-3.076 |
-13.38 |
|
4.30 |
| |  |
 |
 |
 |
|
 |
Rio Tinto |
4,942.000 |
8/12/24 |
0.56 |
2,285.830 |
|
2,624.530 |
-338.700 |
-12.91 |
|
3.27 |
| |  |
 |
 |
 |
|
 |
Barrick Gold |
12.384 |
8/12/24 |
9.37 |
15.524 |
|
16.418 |
-0.893 |
-5.44 |
|
-0.21 |
| |  |
 |
 |
 |
|
 |
Eldorado Gold |
11.020 |
8/12/24 |
4.82 |
11.129 |
|
14.623 |
-3.494 |
-23.89 |
|
-9.71 |
| |  |
 |
 |
 |
|
 |
Mitsui Ming & Smltg |
18.943 |
8/09/24 |
6.64 |
27.931 |
|
39.122 |
-11.192 |
-28.61 |
|
-18.72 |
| |  |
 |
 |
 |
|
 |
Coal India |
6.230 |
8/12/24 |
-1.10 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Endeavour Mining |
1,567.000 |
8/12/24 |
1.89 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Franco-Nevada |
80.667 |
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 |
20.135 |
8/12/24 |
-3.79 |
0.599 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Peñoles |
12.001 |
8/12/24 |
-0.26 |
|
|
|
|
|
|
-na- |
| |
|
⇓instrument |
freshest |
⇓ Δday |
10/16/06 |
⇓ Δwk |
4/17/06 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
Pilbara Minerals |
1.206 |
8/12/24 |
-2.93 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
SOUTH32 |
1.186 |
8/12/24 |
-0.34 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Sumitomo Metal |
16.407 |
8/09/24 |
1.59 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Zhejiang Huayou |
1.518 |
8/12/24 |
-0.27 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Zijin Mining |
1.048 |
8/12/24 |
0.13 |
|
|
|
|
|
|
-na- |
| Mining - 17 out of 29 instruments rated - 10/16/06 / 4/17/06 - 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 |
|
|