| |
| |
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
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 | di % | 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 | di % | 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 | di % | 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) |
|
|