Share-o-matic - Assessment FT 30 (FT 30 Index)

Assessment - FT 30 Index - 7/01/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		SOM Price Index	270.244	8/12/24	0.67	268.263	0.74	272.937	-4.674	-1.71	1.97
	L	3i Group	3,018.000	8/12/24	0.23	2,986.000	1.07	2,421.000	565.000	23.34	34.55
	L	NatWest	334.600	8/12/24	0.48	315.000	6.22	219.400	95.600	43.57	30.05
	L	Experian	3,524.000	8/12/24	1.18	3,648.000	-3.40	3,202.000	446.000	13.93	20.75
		BAE Systems	1,303.500	8/12/24	2.04	1,272.000	2.48	1,110.500	161.500	14.54	19.62
	L	Lloyds Bank	56.800	8/12/24	-0.28	55.620	2.12	47.710	7.910	16.58	19.38
	L	BT Group	141.500	8/12/24	8.43	141.300	0.14	123.600	17.700	14.32	19.02
		Next	9,542.000	8/12/24	0.23	9,120.000	4.63	8,118.000	1,002.000	12.34	15.32
	L	ITV	78.400	8/12/24	0.45	79.900	-1.88	63.280	16.620	26.26	13.51
		Ass Brit Foods	2,435.000	8/12/24	-0.90	2,496.000	-2.44	2,367.000	129.000	5.45	11.67
	L	Tesco	333.500	8/12/24	0.91	307.300	8.53	290.500	16.800	5.78	10.30
		Man Group	214.000	8/12/24	0.28	243.800	-12.22	232.600	11.200	4.82	7.00
		GSK	1,572.000	8/12/24	0.42	1,526.000	3.01	1,450.200	75.800	5.23	5.65
		Melrose	486.700	8/12/24	0.19	553.600	-12.08	567.400	-13.800	-2.43	4.87
		Int Cons Airlines	166.450	8/12/24	-0.06	163.900	1.56	155.000	8.900	5.74	4.50
		Compass Group	2,354.000	8/12/24	0.90	2,173.000	8.33	2,146.000	27.000	1.26	3.50
	L	Smiths Group	1,743.000	8/12/24	0.52	1,703.000	2.35	1,763.500	-60.500	-3.43	2.16
	L	Tate & Lyle	643.000	8/12/24	0.47	598.500	7.44	659.000	-60.500	-9.18	1.94
	S	Flutter	14,685.000	8/12/24	-1.28	14,650.000	0.24	13,940.000	710.000	5.09	-1.14
		Land Securities	615.500	8/12/24	-0.73	630.000	-2.30	704.800	-74.800	-10.61	-1.57
	L	Vodafone	74.440	8/12/24	0.87	70.240	5.98	68.560	1.680	2.45	-2.49
	S	Legal & General	225.600	8/12/24	0.53	228.900	-1.44	251.100	-22.200	-8.84	-3.05
		WPP Group	690.200	8/12/24	1.68	719.200	-4.03	753.000	-33.800	-4.49	-3.16
		BP	439.600	8/12/24	1.35	478.500	-8.13	466.150	12.350	2.65	-5.19
	S	Wise	685.000	8/12/24	-0.07	698.500	-1.93	874.000	-175.500	-20.08	-8.96
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
	L	Abrdn	152.950	8/12/24	2.51	149.300	2.44	178.650	-29.350	-16.43	-12.95
	S	Diageo	2,451.500	8/12/24	1.03	2,480.000	-1.15	2,856.000	-376.000	-13.17	-13.31
	S	National Grid	978.400	8/12/24	-0.04	885.400	10.50	1,058.000	-172.600	-16.31	-13.65
		Reckitt Benckiser	4,180.000	8/12/24		4,289.000	-2.54	5,420.000	-1,131.000	-20.87	-16.63
		Ocado	376.700	8/12/24	0.72	288.100	30.75	758.400	-470.300	-62.01	-33.68
	S	Burberry Group	671.000	8/12/24	-2.02	862.600	-22.21	1,416.000	-553.400	-39.08	-33.81
FT 30 - 30 out of 30 instruments rated - 7/01/24 / 1/01/24 - 17 did rise, Market-Ratio(26) = 56.67 %
Stock Exchange Currency: GBP £ Pound sterling

Technical Chart

	FT 30 RS = 26 - B/S = 60/40

1/04/21	scale up chart	7/01/24

Transactions FT 30 Index * 26 - 60/40 (2)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		9/18/06	259		- cash -
short	9/18/06	10/16/06	28		BP	50	863	5.790	6.000	5.580	-0.210	-4	9,819	-38
					ITV	50	5,144	0.973	1.020	0.925	-0.048	-5	9,574	-48
100							-4						-43
long	10/16/06	7/30/07	287		Man Group	50	1,024	4.673	5.460		0.788	17	10,381	22
					Tate & Lyle	50	629	7.610	5.600		-2.010	-26	9,117	-32
100							-5						-6
short	7/30/07	5/18/09	658		Land Securities	50	279	16.330	4.885	54.589	38.259	234	19,791	95
					RSA Insurance	50	800	5.695	5.730	5.659	-0.035	-1	19,762	0
100							117						54
long	5/18/09	7/06/09	49		Experian	50	2,017	4.898	4.523		-0.375	-8	19,006	-45
					Marks & Spencer	50	2,913	3.393	3.143		-0.250	-7	18,278	-43
100							-8						-44
short	7/06/09	7/27/09	21		Lloyds Bank	50	13,825	0.661	0.833	0.489	-0.172	-26	15,896	-99
					Land Securities	50	2,079	4.395	4.890	3.900	-0.495	-11	14,867	-87
100							-19						-97
long	7/27/09	7/05/10	343		Marks & Spencer	50	2,262	3.285	3.419		0.134	4	15,170	4
					Arm Holdings	50	5,622	1.323	2.709		1.387	105	22,965	114
100							54						59
short	7/05/10	8/09/10	35		BP	50	3,445	3.333	4.328	2.339	-0.995	-30	19,539	-98
					Man Group	50	5,398	2.127	2.266	1.988	-0.139	-7	18,788	-51
100							-18						-88
long	8/09/10	8/08/11	364		NatWest	50	1,865	5.035	2.726		-2.309	-46	14,482	-46
					Arm Holdings	50	2,953	3.182	4.640		1.458	46	18,788	46
100							0						0
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	8/08/11	2/06/12	182		Lloyds Bank	50	28,630	0.328	0.353	0.303	-0.025	-8	18,075	-15
					NatWest	50	3,446	2.726	2.879	2.573	-0.153	-6	17,547	-11
100							-7						-13
long	2/06/12	6/30/14	875		Diageo	50	595	14.740	18.660		3.920	27	19,880	10
					Ferguson	50	383	22.880	32.030		9.150	40	23,384	15
100							33						13
short	6/30/14	9/22/14	84		Tesco	50	3,247	3.600	2.571	5.040	1.440	40	28,060	332
					Ladbrokes	50	8,335	1.403	1.319	1.492	0.089	6	28,805	31
100							23						147
long	9/22/14	10/13/14	21		BAE Systems	50	3,031	4.751	4.451		-0.300	-6	27,895	-68
					Man Group	50	11,806	1.220	1.138		-0.082	-7	26,927	-70
100							-7						-69
short	10/13/14	11/17/14	35		Tesco	50	5,885	2.288	2.441	2.134	-0.153	-7	26,025	-51
					Ladbrokes	50	11,842	1.137	1.219	1.055	-0.082	-7	25,054	-54
100							-7						-53
long	11/17/14	7/27/15	252		NatWest	50	3,296	3.800	3.471		-0.329	-9	23,970	-12
					Man Group	50	9,280	1.350	1.489		0.139	10	25,260	15
100							1						1
short	7/27/15	2/22/16	210		Tate & Lyle	50	2,471	5.110	5.665	4.555	-0.555	-11	23,888	-18
					GKN	50	4,282	2.950	2.896	3.005	0.055	2	24,124	3
100							-4						-8
long	2/22/16	9/11/17	567		Reckitt Benckiser	50	183	65.800	71.000		5.200	8	25,075	5
					Compass Group	50	970	12.450	16.460		4.010	32	28,965	20
100							20						12
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	9/11/17	5/14/18	245		WPP Group	50	1,038	13.950	12.975	14.998	1.048	8	30,053	11
					ITV	50	9,019	1.606	1.681	1.531	-0.075	-5	29,377	-7
100							1						2
long	5/14/18	10/15/18	154		Tesco	50	4,717	3.114	2.736		-0.378	-12	27,596	-26
					Man Group	50	7,550	1.946	1.383		-0.563	-29	23,345	-56
100							-21						-42
short	10/15/18	4/15/19	182		Man Group	50	8,443	1.383	1.483	1.283	-0.100	-7	22,501	-14
					Abrdn	50	4,329	2.696	2.718	2.674	-0.022	-1	22,406	-2
100							-4						-8
long	4/15/19	3/02/20	322		3i Group	50	1,053	10.630	9.878		-0.752	-7	21,614	-8
					Experian	50	519	21.570	27.070		5.500	25	24,468	29
100							9						11
short	3/02/20	9/14/20	196		BT Group	50	8,753	1.398	1.112	1.757	0.360	26	27,617	53
					Marks & Spencer	50	7,775	1.574	1.047	2.365	0.791	50	33,769	114
100							38						82
long	9/14/20	10/11/21	392		Reckitt Benckiser	50	223	75.580	54.520		-21.060	-28	29,073	-26
					Experian	50	573	29.500	31.150		1.650	6	30,018	5
100							-11						-10
short	10/11/21	1/17/22	98		Ass Brit Foods	50	841	17.830	21.230	14.430	-3.400	-19	27,159	-55
					Ocado	50	959	15.655	14.585	16.804	1.149	7	28,260	30
100							-6						-20
long	1/17/22	3/07/22	49		BP	50	3,588	3.938	3.615		-0.323	-8	27,103	-47
					WPP Group	50	1,160	12.175	9.190		-2.985	-25	23,641	-88
100							-16						-74
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	3/07/22	1/09/23	308		ITV	50	16,095	0.734	0.815	0.654	-0.080	-11	22,347	-13
					Flutter	50	144	81.540	124.650	38.430	-43.110	-53	16,139	-59
100							-32						-37
long	1/09/23	7/17/23	189		Burberry Group	50	364	22.120	20.880		-1.240	-6	15,687	-11
					Flutter	50	64	124.650	154.350		29.700	24	17,588	51
100							9						18
short	7/17/23	1/08/24	175		BT Group	50	7,149	1.230	1.223	1.237	0.007	1	17,638	1
					Vodafone	50	12,233	0.719	0.700	0.739	0.020	3	17,878	6
100							2						3
long	1/08/24	8/12/24	217		Ocado	50	1,217	7.344	3.767		-3.577	-49	13,525	-67
					Wise	50	1,057	8.456	6.850		-1.606	-19	11,827	-30
100							-34						-50
accum	9/18/06	8/12/24	6869	days out of 7128 invested (96%)							18		11,827	1

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Land Securities	short	7/30/07	5/18/09	658	16.33	4.89	54.59	38.26	234.29	50	117.14
	short	7/06/09	7/27/09	21	4.40	4.89	3.90	-0.50	-11.26		-5.63	104.92
Arm Holdings	long	7/27/09	7/05/10	343	1.32	2.71		1.39	104.84		52.42
	long	8/09/10	8/08/11	364	3.18	4.64		1.46	45.82		22.91	87.34
Marks & Spencer	long	5/18/09	7/06/09	49	3.39	3.14		-0.25	-7.37		-3.68
	long	7/27/09	7/05/10	343	3.29	3.42		0.13	4.08		2.04
	short	3/02/20	9/14/20	196	1.57	1.05	2.36	0.79	50.29		25.14	22.99
Ferguson	long	2/06/12	6/30/14	875	22.88	32.03		9.15	39.99		20.00	20.00
Compass Group	long	2/22/16	9/11/17	567	12.45	16.46		4.01	32.21		16.10	16.10
Diageo	long	2/06/12	6/30/14	875	14.74	18.66		3.92	26.59		13.30	13.30
BT Group	short	3/02/20	9/14/20	196	1.40	1.11	1.76	0.36	25.74		12.87
	short	7/17/23	1/08/24	175	1.23	1.22	1.24	0.01	0.57		0.28	13.19
Experian	long	5/18/09	7/06/09	49	4.90	4.52		-0.38	-7.66		-3.83
	long	4/15/19	3/02/20	322	21.57	27.07		5.50	25.50		12.75
	long	9/14/20	10/11/21	392	29.50	31.15		1.65	5.59		2.80	11.47
Tesco	short	6/30/14	9/22/14	84	3.60	2.57	5.04	1.44	40.00		20.00
	short	10/13/14	11/17/14	35	2.29	2.44	2.13	-0.15	-6.70		-3.35
	long	5/14/18	10/15/18	154	3.11	2.74		-0.38	-12.12		-6.06	8.95
Vodafone	short	7/17/23	1/08/24	175	0.72	0.70	0.74	0.02	2.73		1.36	1.36
GKN	short	7/27/15	2/22/16	210	2.95	2.90	3.01	0.05	1.86		0.93	0.93
RSA Insurance	short	7/30/07	5/18/09	658	5.69	5.73	5.66	-0.04	-0.62		-0.31	-0.31
Abrdn	short	10/15/18	4/15/19	182	2.70	2.72	2.67	-0.02	-0.82		-0.41	-0.41
Ladbrokes	short	6/30/14	9/22/14	84	1.40	1.32	1.49	0.09	6.36		3.18
	short	10/13/14	11/17/14	35	1.14	1.22	1.06	-0.08	-7.21		-3.61	-0.54
Burberry Group	long	1/09/23	7/17/23	189	22.12	20.88		-1.24	-5.61		-2.80	-2.80
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
BAE Systems	long	9/22/14	10/13/14	21	4.75	4.45		-0.30	-6.31		-3.16	-3.16
3i Group	long	4/15/19	3/02/20	322	10.63	9.88		-0.75	-7.07		-3.54	-3.54
WPP Group	short	9/11/17	5/14/18	245	13.95	12.98	15.00	1.05	7.51		3.76
	long	1/17/22	3/07/22	49	12.18	9.19		-2.99	-24.52		-12.26	-8.96
Wise	long	1/08/24	8/12/24	217	8.46	6.85		-1.61	-18.99		-9.50	-9.50
Ass Brit Foods	short	10/11/21	1/17/22	98	17.83	21.23	14.43	-3.40	-19.07		-9.53	-9.53
ITV	short	9/18/06	10/16/06	28	0.97	1.02	0.93	-0.05	-4.88		-2.44
	short	9/11/17	5/14/18	245	1.61	1.68	1.53	-0.08	-4.67		-2.33
	short	3/07/22	1/09/23	308	0.73	0.81	0.65	-0.08	-10.95		-5.47	-9.94
Reckitt Benckiser	long	2/22/16	9/11/17	567	65.80	71.00		5.20	7.90		3.95
	long	9/14/20	10/11/21	392	75.58	54.52		-21.06	-27.86		-13.93	-10.53
Man Group	long	10/16/06	7/30/07	287	4.67	5.46		0.79	16.85		8.43
	short	7/05/10	8/09/10	35	2.13	2.27	1.99	-0.14	-6.54		-3.27
	long	9/22/14	10/13/14	21	1.22	1.14		-0.08	-6.72		-3.36
	long	11/17/14	7/27/15	252	1.35	1.49		0.14	10.30		5.15
	long	5/14/18	10/15/18	154	1.95	1.38		-0.56	-28.94		-14.47
	short	10/15/18	4/15/19	182	1.38	1.48	1.28	-0.10	-7.23		-3.62	-12.14
Lloyds Bank	short	7/06/09	7/27/09	21	0.66	0.83	0.49	-0.17	-26.07		-13.03
	short	8/08/11	2/06/12	182	0.33	0.35	0.30	-0.02	-7.59		-3.79	-16.33
Flutter	short	3/07/22	1/09/23	308	81.54	124.65	38.43	-43.11	-52.87		-26.43
	long	1/09/23	7/17/23	189	124.65	154.35		29.70	23.83		11.91	-17.67
Tate & Lyle	long	10/16/06	7/30/07	287	7.61	5.60		-2.01	-26.41		-13.21
	short	7/27/15	2/22/16	210	5.11	5.67	4.56	-0.56	-10.86		-5.43	-17.92
BP	short	9/18/06	10/16/06	28	5.79	6.00	5.58	-0.21	-3.63		-1.81
	short	7/05/10	8/09/10	35	3.33	4.33	2.34	-0.99	-29.84		-14.92
	long	1/17/22	3/07/22	49	3.94	3.62		-0.32	-8.19		-4.10	-19.88
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Ocado	short	10/11/21	1/17/22	98	15.66	14.59	16.80	1.15	7.34		3.67
	long	1/08/24	8/12/24	217	7.34	3.77		-3.58	-48.71		-24.35	-21.58
NatWest	long	8/09/10	8/08/11	364	5.04	2.73		-2.31	-45.86		-22.93
	short	8/08/11	2/06/12	182	2.73	2.88	2.57	-0.15	-5.61		-2.81
	long	11/17/14	7/27/15	252	3.80	3.47		-0.33	-8.66		-4.33	-28.34

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)


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