| | |
| | |
Assessment - FT 30 Index in Euro - 1/07/24 - RS = mixed
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Price Index |
318.507 |
12/08/24 |
0.67 |
316.173 |
0.74 |
313.984 |
2.189 |
0.70 |
|
1.72 |
| |  |
 |
 |
 |
L |
 |
3i Group |
3,556.991 |
12/08/24 |
0.23 |
3,519.276 |
1.07 |
2,785.095 |
734.181 |
26.36 |
|
32.37 |
| |  |
 |
 |
 |
L |
 |
NatWest |
394.357 |
12/08/24 |
0.48 |
371.257 |
6.22 |
252.396 |
118.861 |
47.09 |
|
34.32 |
| |  |
 |
 |
 |
L |
 |
Experian |
4,153.359 |
12/08/24 |
1.18 |
4,299.504 |
-3.40 |
3,683.550 |
615.953 |
16.72 |
|
20.39 |
| |  |
 |
 |
 |
|
 |
BAE Systems |
1,536.295 |
12/08/24 |
2.04 |
1,499.169 |
2.48 |
1,277.509 |
221.660 |
17.35 |
|
14.52 |
| |  |
 |
 |
 |
L |
 |
Lloyds Bank |
66.944 |
12/08/24 |
-0.28 |
65.553 |
2.12 |
54.885 |
10.668 |
19.44 |
|
22.90 |
| |  |
 |
 |
 |
L |
 |
BT Group |
166.771 |
12/08/24 |
8.43 |
166.535 |
0.14 |
142.188 |
24.347 |
17.12 |
|
22.76 |
| |  |
 |
 |
 |
|
 |
Next |
11,246.126 |
12/08/24 |
0.23 |
10,748.760 |
4.63 |
9,338.870 |
1,409.890 |
15.10 |
|
17.19 |
| |  |
 |
 |
 |
L |
 |
ITV |
92.402 |
12/08/24 |
0.45 |
94.170 |
-1.88 |
72.797 |
21.373 |
29.36 |
|
20.46 |
| |  |
 |
 |
 |
|
 |
Ass Brit Foods |
2,869.872 |
12/08/24 |
-0.90 |
2,941.766 |
-2.44 |
2,722.974 |
218.791 |
8.04 |
|
12.77 |
| |  |
 |
 |
 |
L |
 |
Tesco |
393.060 |
12/08/24 |
0.91 |
362.181 |
8.53 |
334.188 |
27.993 |
8.38 |
|
11.44 |
| |  |
 |
 |
 |
|
 |
Man Group |
252.219 |
12/08/24 |
0.28 |
287.341 |
-12.22 |
267.581 |
19.760 |
7.38 |
|
6.48 |
| |  |
 |
 |
 |
|
 |
GSK |
1,852.747 |
12/08/24 |
0.42 |
1,798.532 |
3.01 |
1,668.296 |
130.235 |
7.81 |
|
1.72 |
| |  |
 |
 |
 |
|
 |
Melrose |
573.621 |
12/08/24 |
0.19 |
652.469 |
-12.08 |
652.732 |
-0.263 |
-0.04 |
|
1.50 |
| |  |
 |
 |
 |
|
 |
Int Cons Airlines |
196.177 |
12/08/24 |
-0.06 |
193.171 |
1.56 |
178.311 |
14.861 |
8.33 |
|
5.12 |
| |  |
 |
 |
 |
|
 |
Compass Group |
2,774.406 |
12/08/24 |
0.90 |
2,561.081 |
8.33 |
2,468.738 |
92.343 |
3.74 |
|
3.68 |
| |  |
 |
 |
 |
L |
 |
Smiths Group |
2,054.286 |
12/08/24 |
0.52 |
2,007.142 |
2.35 |
2,028.714 |
-21.571 |
-1.06 |
|
4.57 |
| |  |
 |
 |
 |
L |
 |
Tate & Lyle |
757.835 |
12/08/24 |
0.47 |
705.387 |
7.44 |
758.107 |
-52.720 |
-6.95 |
|
-7.80 |
| |  |
 |
 |
 |
S |
 |
Flutter |
17,307.625 |
12/08/24 |
-1.28 |
17,266.374 |
0.24 |
16,036.444 |
1,229.930 |
7.67 |
|
1.46 |
| |  |
 |
 |
 |
|
 |
Land Securities |
725.423 |
12/08/24 |
-0.73 |
742.513 |
-2.30 |
810.795 |
-68.282 |
-8.42 |
|
1.81 |
| |  |
 |
 |
 |
L |
 |
Vodafone |
87.734 |
12/08/24 |
0.87 |
82.784 |
5.98 |
78.871 |
3.914 |
4.96 |
|
-0.52 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
265.890 |
12/08/24 |
0.53 |
269.780 |
-1.44 |
288.863 |
-19.083 |
-6.61 |
|
-1.25 |
| |  |
 |
 |
 |
|
 |
WPP Group |
813.464 |
12/08/24 |
1.68 |
847.643 |
-4.03 |
866.244 |
-18.601 |
-2.15 |
|
-4.16 |
| |  |
 |
 |
 |
|
 |
BP |
518.109 |
12/08/24 |
1.35 |
563.956 |
-8.13 |
536.255 |
27.702 |
5.17 |
|
-0.29 |
| |  |
 |
 |
 |
S |
 |
Wise |
807.336 |
12/08/24 |
-0.07 |
823.247 |
-1.93 |
1,005.441 |
-182.195 |
-18.12 |
|
-6.97 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Abrdn |
180.266 |
12/08/24 |
2.51 |
175.964 |
2.44 |
205.517 |
-29.553 |
-14.38 |
|
-8.42 |
| |  |
 |
 |
 |
S |
 |
Diageo |
2,889.319 |
12/08/24 |
1.03 |
2,922.908 |
-1.15 |
3,285.515 |
-362.607 |
-11.04 |
|
-15.08 |
| |  |
 |
 |
 |
S |
 |
National Grid |
1,153.135 |
12/08/24 |
-0.04 |
1,043.525 |
10.50 |
1,217.113 |
-173.588 |
-14.26 |
|
-11.29 |
| |  |
 |
 |
 |
|
 |
Reckitt Benckiser |
4,926.515 |
12/08/24 |
|
5,054.981 |
-2.54 |
6,235.117 |
-1,180.135 |
-18.93 |
|
-17.38 |
| |  |
 |
 |
 |
|
 |
Ocado |
443.976 |
12/08/24 |
0.72 |
339.552 |
30.75 |
872.456 |
-532.904 |
-61.08 |
|
-44.05 |
| |  |
 |
 |
 |
S |
 |
Burberry Group |
790.835 |
12/08/24 |
-2.02 |
1,016.654 |
-22.21 |
1,628.953 |
-612.299 |
-37.59 |
|
-40.45 |
| FT 30 - 30 out of 30 instruments rated - 1/07/24 / 1/01/24 - 17 did rise, Market-Ratio(26) in EUR = 56.67 % |
| Stock Exchange Currency: GBP £ Pound sterling |
Drawing of market charts for mixed techniques is really a worry to me.
Transactions FT 30 Index in Euro * Mixed Cut L43 - 23/22 (1) - S17 - 63/63 (1)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 2/01/06 |
15/05/06 |
133 |
|
- cash - |
| short |
15/05/06 |
18/09/06 |
126 |
 |
 |
 |
Vodafone |
100 |
5,448 |
|
1.835 |
1.727 |
1.951 |
0.115 |
6 |
10,629 |
19 |
|
| 18/09/06 |
11/06/07 |
266 |
|
- cash - |
| |
11/06/07 |
2/07/07 |
21 |
 |
 |
 |
Tate & Lyle |
100 |
1,243 |
|
8.544 |
8.344 |
8.749 |
0.205 |
2 |
10,884 |
51 |
|
| 2/07/07 |
23/07/07 |
21 |
|
- cash - |
| |
23/07/07 |
19/05/08 |
301 |
 |
 |
 |
Land Securities |
100 |
418 |
|
25.993 |
18.675 |
36.177 |
10.184 |
39 |
15,141 |
49 |
|
| 19/05/08 |
26/05/08 |
7 |
|
- cash - |
| |
26/05/08 |
22/06/09 |
392 |
 |
 |
 |
NatWest |
100 |
499 |
|
30.300 |
4.256 |
215.743 |
185.443 |
612 |
107,676 |
522 |
|
| 22/06/09 |
27/07/09 |
35 |
|
- cash - |
| long |
27/07/09 |
12/09/11 |
777 |
 |
 |
 |
Arm Holdings |
100 |
70,419 |
|
1.529 |
6.859 |
|
5.330 |
349 |
482,995 |
102 |
|
| 12/09/11 |
19/09/11 |
7 |
|
- cash - |
| |
19/09/11 |
21/12/15 |
1554 |
 |
 |
 |
Arm Holdings |
100 |
70,744 |
|
6.827 |
13.964 |
|
7.137 |
105 |
987,894 |
18 |
|
| 21/12/15 |
28/12/15 |
7 |
|
- cash - |
| |
28/12/15 |
18/01/16 |
21 |
 |
 |
 |
ITV |
100 |
264,827 |
|
3.730 |
3.368 |
|
-0.363 |
-10 |
891,879 |
-83 |
|
| 18/01/16 |
25/01/16 |
7 |
|
- cash - |
| |
25/01/16 |
8/02/16 |
14 |
 |
 |
 |
National Grid |
100 |
71,780 |
|
12.425 |
12.245 |
|
-0.180 |
-1 |
878,948 |
-32 |
|
| 8/02/16 |
29/02/16 |
21 |
|
- cash - |
| |
29/02/16 |
15/10/18 |
959 |
 |
 |
 |
Ass Brit Foods |
100 |
20,169 |
|
43.577 |
25.730 |
|
-17.847 |
-41 |
518,988 |
-18 |
|
| 15/10/18 |
5/11/18 |
21 |
|
- cash - |
| |
5/11/18 |
9/03/20 |
490 |
 |
 |
 |
BT Group |
100 |
172,877 |
|
3.002 |
1.375 |
|
-1.627 |
-54 |
237,726 |
-44 |
|
| 9/03/20 |
27/07/20 |
140 |
|
- cash - |
| short |
27/07/20 |
16/11/20 |
112 |
 |
 |
 |
Int Cons Airlines |
100 |
116,147 |
|
2.047 |
1.770 |
2.367 |
0.320 |
16 |
274,910 |
61 |
|
| 16/11/20 |
28/12/20 |
42 |
|
- cash - |
| long |
28/12/20 |
24/05/21 |
147 |
 |
 |
 |
RSA Insurance |
100 |
36,823 |
|
7.466 |
7.928 |
|
0.463 |
6 |
291,945 |
16 |
|
| 24/05/21 |
19/07/21 |
56 |
|
- cash - |
| short |
19/07/21 |
15/11/21 |
119 |
 |
 |
 |
Tesco |
100 |
108,999 |
|
2.678 |
3.372 |
1.985 |
-0.693 |
-26 |
216,364 |
-60 |
|
| 15/11/21 |
22/11/21 |
7 |
|
- cash - |
| |
22/11/21 |
3/01/22 |
42 |
 |
 |
 |
Flutter |
100 |
1,596 |
|
135.531 |
140.354 |
130.708 |
-4.823 |
-4 |
208,667 |
-27 |
|
| 3/01/22 |
28/02/22 |
56 |
|
- cash - |
| |
28/02/22 |
9/01/23 |
315 |
 |
 |
 |
Ocado |
100 |
12,716 |
|
16.410 |
8.431 |
31.938 |
15.528 |
95 |
406,124 |
116 |
|
| 9/01/23 |
15/05/23 |
126 |
|
- cash - |
| |
15/05/23 |
25/12/23 |
224 |
 |
 |
 |
Ocado |
100 |
81,795 |
|
4.965 |
8.355 |
1.575 |
-3.390 |
-68 |
128,856 |
-85 |
|
| 25/12/23 |
1/01/24 |
7 |
|
- cash - |
| |
1/01/24 |
8/01/24 |
7 |
 |
 |
 |
Burberry Group |
100 |
7,910 |
|
16.290 |
16.190 |
16.390 |
0.100 |
1 |
129,651 |
38 |
|
| 8/01/24 |
15/01/24 |
7 |
|
- cash - |
| |
15/01/24 |
29/01/24 |
14 |
 |
 |
 |
Burberry Group |
100 |
9,199 |
|
14.093 |
15.754 |
12.432 |
-1.661 |
-12 |
114,369 |
-96 |
|
| 29/01/24 |
5/02/24 |
7 |
|
- cash - |
| |
5/02/24 |
12/02/24 |
7 |
 |
 |
 |
Burberry Group |
100 |
7,592 |
|
15.064 |
15.654 |
14.475 |
-0.589 |
-4 |
109,894 |
-88 |
|
| 12/02/24 |
4/03/24 |
21 |
|
- cash - |
| |
4/03/24 |
11/03/24 |
7 |
 |
 |
 |
Burberry Group |
100 |
7,482 |
|
14.687 |
14.625 |
14.750 |
0.063 |
0 |
110,365 |
25 |
|
| 11/03/24 |
18/03/24 |
7 |
|
- cash - |
| |
18/03/24 |
25/03/24 |
7 |
 |
 |
 |
Burberry Group |
100 |
7,505 |
|
14.705 |
13.991 |
15.454 |
0.750 |
5 |
115,992 |
1,237 |
|
| 25/03/24 |
8/04/24 |
14 |
|
- cash - |
| |
8/04/24 |
22/04/24 |
14 |
 |
 |
 |
Ocado |
100 |
26,525 |
|
4.373 |
4.156 |
4.601 |
0.228 |
5 |
122,039 |
276 |
|
| 22/04/24 |
29/04/24 |
7 |
|
- cash - |
| |
29/04/24 |
13/05/24 |
14 |
 |
 |
 |
Ocado |
100 |
29,304 |
|
4.165 |
3.980 |
4.357 |
0.193 |
5 |
127,692 |
226 |
|
| 13/05/24 |
17/06/24 |
35 |
|
- cash - |
| |
17/06/24 |
12/08/24 |
56 |
 |
 |
 |
Burberry Group |
100 |
10,955 |
|
11.656 |
7.908 |
17.179 |
5.523 |
47 |
188,201 |
1,153 |
|
| accum | 15/05/06 |
12/08/24 | 6324 |
days out of 7381 invested (86%) |
1,782 |
188,201 |
18 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Arm Holdings | long | 27/07/09 | 12/09/11 | 777 | 1.53 | 6.86 | | 5.33 | 348.56 | | | |
| | long | 19/09/11 | 21/12/15 | 1554 | 6.83 | 13.96 | | 7.14 | 104.54 | | | 817.47 |
| NatWest | short | 26/05/08 | 22/06/09 | 392 | 30.30 | 4.26 | 215.74 | 185.44 | 612.02 | | | 612.02 |
| Land Securities | short | 23/07/07 | 19/05/08 | 301 | 25.99 | 18.68 | 36.18 | 10.18 | 39.18 | | | 39.18 |
| Burberry Group | short | 1/01/24 | 8/01/24 | 7 | 16.29 | 16.19 | 16.39 | 0.10 | 0.62 | | | |
| | short | 15/01/24 | 29/01/24 | 14 | 14.09 | 15.75 | 12.43 | -1.66 | -11.79 | | | |
| | short | 5/02/24 | 12/02/24 | 7 | 15.06 | 15.65 | 14.47 | -0.59 | -3.91 | | | |
| | short | 4/03/24 | 11/03/24 | 7 | 14.69 | 14.62 | 14.75 | 0.06 | 0.43 | | | |
| | short | 18/03/24 | 25/03/24 | 7 | 14.70 | 13.99 | 15.45 | 0.75 | 5.10 | | | |
| | short | 17/06/24 | 12/08/24 | 56 | 11.66 | 7.91 | 17.18 | 5.52 | 47.39 | | | 32.67 |
| Int Cons Airlines | short | 27/07/20 | 16/11/20 | 112 | 2.05 | 1.77 | 2.37 | 0.32 | 15.64 | | | 15.64 |
| Vodafone | short | 15/05/06 | 18/09/06 | 126 | 1.84 | 1.73 | 1.95 | 0.12 | 6.29 | | | 6.29 |
| RSA Insurance | long | 28/12/20 | 24/05/21 | 147 | 7.47 | 7.93 | | 0.46 | 6.20 | | | 6.20 |
| Tate & Lyle | short | 11/06/07 | 2/07/07 | 21 | 8.54 | 8.34 | 8.75 | 0.20 | 2.40 | | | 2.40 |
| National Grid | long | 25/01/16 | 8/02/16 | 14 | 12.43 | 12.25 | | -0.18 | -1.45 | | | -1.45 |
| Flutter | short | 22/11/21 | 3/01/22 | 42 | 135.53 | 140.35 | 130.71 | -4.82 | -3.56 | | | -3.56 |
| ITV | long | 28/12/15 | 18/01/16 | 21 | 3.73 | 3.37 | | -0.36 | -9.72 | | | -9.72 |
| Tesco | short | 19/07/21 | 15/11/21 | 119 | 2.68 | 3.37 | 1.99 | -0.69 | -25.89 | | | -25.89 |
| Ocado | short | 28/02/22 | 9/01/23 | 315 | 16.41 | 8.43 | 31.94 | 15.53 | 94.63 | | | |
| | short | 15/05/23 | 25/12/23 | 224 | 4.97 | 8.35 | 1.58 | -3.39 | -68.27 | | | |
| | short | 8/04/24 | 22/04/24 | 14 | 4.37 | 4.16 | 4.60 | 0.23 | 5.21 | | | |
| | short | 29/04/24 | 13/05/24 | 14 | 4.16 | 3.98 | 4.36 | 0.19 | 4.63 | | | -32.02 |
| Ass Brit Foods | long | 29/02/16 | 15/10/18 | 959 | 43.58 | 25.73 | | -17.85 | -40.96 | | | -40.96 |
| BT Group | long | 5/11/18 | 9/03/20 | 490 | 3.00 | 1.38 | | -1.63 | -54.19 | | | -54.19 |
Annotations
| 20/04/23 | Melrose | | | reverse split 3:1 (one for three) |
| 18/07/22 | GlaxoSmithKline | | | demergers OTC business -> Haleon |
| 21/07/21 | FT 30 | | | Flutter, Ocado and Wise replace BAT, Marks&Spencer and RSA Insurance |
| 12/02/21 | Tesco | | | Stock split 19:15 (fifteen for nineteen) after 50.93 special dividend for proceeds from the sale of the Asia
business |
| 14/08/17 | Standard Life | | | merger with Aberdeen Asset Management completed |
| 1/11/16 | Ladbrokes | | | deletion after merger with Gala Coral |
| 19/09/16 | FT 30 | | | Associated British Foods replaces Arm Holdings |
| 5/09/16 | Arm Holdings | | | deletion due to acquisition by Softbank |
| 15/02/16 | FT 30 | | | Burberry replaces BG (aquired by Shell) |
|
|