| |
| |
Assessment - FT 30 Index - 2/22/21 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
11/23/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
SOM Price Index |
243.444 |
09:56 |
2.08 |
240.163 |
1.37 |
229.800 |
10.363 |
4.51 |
|
14.64 |
| |  |
 |
 |
 |
|
 |
3i Group |
1,140.500 |
09:23 |
3.03 |
1,135.000 |
0.48 |
1,089.000 |
46.000 |
4.22 |
|
22.52 |
| |  |
 |
 |
 |
L |
 |
Ass Brit Foods |
2,420.000 |
09:23 |
2.20 |
2,407.000 |
0.54 |
2,019.000 |
388.000 |
19.22 |
|
22.23 |
| |  |
 |
 |
 |
|
 |
BAE Systems |
486.400 |
09:24 |
0.52 |
471.800 |
3.09 |
524.200 |
-52.400 |
-10.00 |
|
-5.70 |
| |  |
 |
 |
 |
|
 |
BAT |
2,534.500 |
09:24 |
1.97 |
2,575.500 |
-1.59 |
2,710.500 |
-135.000 |
-4.98 |
|
-7.61 |
| |  |
 |
 |
 |
L |
 |
BP |
298.100 |
09:24 |
2.18 |
279.950 |
6.48 |
253.450 |
26.500 |
10.46 |
|
0.74 |
| |  |
 |
 |
 |
L |
 |
BT Group |
125.630 |
09:24 |
1.68 |
131.750 |
-4.65 |
120.250 |
11.500 |
9.56 |
|
13.06 |
| |  |
 |
 |
 |
L |
 |
Burberry Group |
1,846.000 |
09:24 |
1.68 |
1,848.500 |
-0.14 |
1,664.000 |
184.500 |
11.09 |
|
21.59 |
| |  |
 |
 |
 |
L |
 |
Compass Group |
1,490.000 |
09:24 |
2.41 |
1,486.000 |
0.27 |
1,343.500 |
142.500 |
10.61 |
|
18.11 |
| |  |
 |
 |
 |
L |
 |
Diageo |
2,877.500 |
09:24 |
2.31 |
2,945.500 |
-2.31 |
2,918.500 |
27.000 |
0.93 |
|
7.29 |
| |  |
 |
 |
 |
S |
 |
Experian |
2,319.000 |
09:24 |
2.02 |
2,419.000 |
-4.13 |
2,862.000 |
-443.000 |
-15.48 |
|
-9.75 |
| |  |
 |
 |
 |
S |
 |
GlaxoSmithKline |
1,211.940 |
09:24 |
1.78 |
1,205.400 |
0.54 |
1,366.000 |
-160.600 |
-11.76 |
|
-19.12 |
| |  |
 |
 |
 |
L |
 |
Int Cons Airlines |
202.000 |
09:25 |
5.24 |
178.100 |
13.42 |
166.500 |
11.600 |
6.97 |
|
4.54 |
| |  |
 |
 |
 |
L |
 |
ITV |
114.050 |
09:55 |
3.82 |
110.950 |
2.79 |
92.240 |
18.710 |
20.28 |
|
42.81 |
| |  |
 |
 |
 |
|
 |
Land Securities |
685.900 |
09:56 |
3.14 |
627.600 |
9.29 |
690.000 |
-62.400 |
-9.04 |
|
3.21 |
| |  |
 |
 |
 |
L |
 |
Legal & General |
266.800 |
09:55 |
2.89 |
265.700 |
0.41 |
260.100 |
5.600 |
2.15 |
|
21.94 |
| |  |
 |
 |
 |
L |
 |
Lloyds Bank |
39.465 |
09:55 |
1.19 |
38.420 |
2.72 |
37.200 |
1.220 |
3.28 |
|
20.98 |
| |  |
 |
 |
 |
L |
 |
Man Group |
154.300 |
09:55 |
2.94 |
143.600 |
7.45 |
117.900 |
25.700 |
21.80 |
|
11.95 |
| |  |
 |
 |
 |
L |
 |
Marks & Spencer |
146.550 |
09:55 |
3.28 |
139.350 |
5.17 |
135.050 |
4.300 |
3.18 |
|
26.57 |
| |  |
 |
 |
 |
|
 |
Melrose |
170.500 |
09:55 |
2.77 |
169.450 |
0.62 |
160.850 |
8.600 |
5.35 |
|
37.26 |
| |  |
 |
 |
 |
|
 |
National Grid |
817.800 |
09:55 |
1.41 |
826.400 |
-1.04 |
919.000 |
-92.600 |
-10.08 |
|
-8.28 |
| |  |
 |
 |
 |
L |
 |
NatWest |
185.150 |
09:55 |
0.52 |
182.700 |
1.34 |
158.100 |
24.600 |
15.56 |
|
44.73 |
| |  |
 |
 |
 |
L |
 |
Next |
7,732.000 |
09:55 |
2.28 |
7,650.000 |
1.07 |
6,676.000 |
974.000 |
14.59 |
|
36.39 |
| |  |
 |
 |
 |
S |
 |
Reckitt Benckiser |
6,038.000 |
09:56 |
0.63 |
5,854.000 |
3.14 |
6,550.000 |
-696.000 |
-10.63 |
|
-13.83 |
| |  |
 |
 |
 |
|
 |
RSA Insurance |
676.000 |
09:55 |
0.09 |
675.400 |
0.09 |
676.000 |
-0.600 |
-0.09 |
|
43.59 |
| |
|
instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
11/23/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Smiths Group |
1,502.000 |
09:56 |
2.60 |
1,478.500 |
1.59 |
1,548.000 |
-69.500 |
-4.49 |
|
8.48 |
| |  |
 |
 |
 |
L |
 |
Standard Life Aberdn |
317.100 |
09:55 |
2.03 |
326.200 |
-2.79 |
269.300 |
56.900 |
21.13 |
|
30.33 |
| |  |
 |
 |
 |
L |
 |
Tate & Lyle |
738.200 |
09:55 |
1.54 |
740.800 |
-0.35 |
641.200 |
99.600 |
15.53 |
|
11.47 |
| |  |
 |
 |
 |
|
 |
Tesco |
226.185 |
09:56 |
0.62 |
223.100 |
1.38 |
294.750 |
-71.650 |
-24.31 |
|
-22.08 |
| |  |
 |
 |
 |
L |
 |
Vodafone |
124.120 |
09:56 |
1.72 |
130.420 |
-4.83 |
123.180 |
7.240 |
5.88 |
|
9.06 |
| |  |
 |
 |
 |
L |
 |
WPP Group |
871.600 |
09:55 |
2.08 |
861.600 |
1.16 |
734.400 |
127.200 |
17.32 |
|
32.21 |
FT 30 - 30 out of 30 instruments rated - 2/22/21 / 11/23/20 - 20 did rise, Market-Ratio(13) = 66.67 % |
Stock Exchange Currency: GBP £ Pound sterling |
Technical Chart
Transactions FT 30 Index * L13 - 66 ex 13 (2)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | | long |
1/02/06 |
5/15/06 |
133 |
 |
 |
 |
BAE Systems |
50 |
1,293 |
|
3.865 |
4.023 |
|
0.158 |
4 |
10,204 |
12 |
|
|
|
|
|
 |
 |
 |
Marks & Spencer |
50 |
1,006 |
|
4.970 |
5.960 |
|
0.990 |
20 |
11,200 |
65 |
|
5/15/06 |
8/21/06 |
98 |
|
- cash - |
|
8/21/06 |
3/19/07 |
210 |
 |
 |
 |
Man Group |
50 |
1,338 |
|
4.183 |
5.370 |
|
1.188 |
28 |
12,788 |
54 |
|
|
|
1/22/07 |
154 |
 |
 |
 |
Tate & Lyle |
50 |
798 |
|
7.020 |
7.200 |
|
0.180 |
3 |
12,932 |
6 |
|
|
1/22/07 |
3/19/07 |
56 |
 |
 |
 |
Burberry Group |
50 |
882 |
|
6.515 |
6.365 |
|
-0.150 |
-2 |
12,800 |
-14 |
|
3/19/07 |
4/02/07 |
14 |
|
- cash - |
|
4/02/07 |
5/14/07 |
42 |
 |
 |
 |
Compass Group |
50 |
1,837 |
|
3.483 |
3.580 |
|
0.098 |
3 |
12,979 |
27 |
|
|
|
|
|
 |
 |
 |
Next |
50 |
280 |
|
22.800 |
23.930 |
|
1.130 |
5 |
13,295 |
52 |
|
5/14/07 |
6/04/07 |
21 |
|
- cash - |
|
6/04/07 |
6/11/07 |
7 |
 |
 |
 |
Vodafone |
50 |
4,111 |
|
1.617 |
1.579 |
|
-0.038 |
-2 |
13,139 |
-71 |
|
|
|
|
|
 |
 |
 |
Compass Group |
50 |
1,769 |
|
3.758 |
3.655 |
|
-0.103 |
-3 |
12,958 |
-76 |
|
6/11/07 |
6/18/07 |
7 |
|
- cash - |
|
6/18/07 |
6/25/07 |
7 |
 |
 |
 |
Compass Group |
50 |
1,755 |
|
3.690 |
3.575 |
|
-0.115 |
-3 |
12,756 |
-81 |
|
|
|
|
|
 |
 |
 |
Man Group |
50 |
1,043 |
|
6.210 |
6.185 |
|
-0.025 |
0 |
12,730 |
-19 |
|
6/25/07 |
10/29/07 |
126 |
|
- cash - |
|
10/29/07 |
11/05/07 |
7 |
 |
 |
 |
BAT |
50 |
350 |
|
18.160 |
17.840 |
|
-0.320 |
-2 |
12,618 |
-60 |
|
|
|
|
|
 |
 |
 |
Vodafone |
50 |
3,285 |
|
1.940 |
1.882 |
|
-0.058 |
-3 |
12,427 |
-79 |
|
11/05/07 |
4/21/08 |
168 |
|
- cash - |
|
4/21/08 |
4/28/08 |
7 |
 |
 |
 |
BAT |
50 |
311 |
|
19.930 |
19.600 |
|
-0.330 |
-2 |
12,325 |
-58 |
|
|
|
|
|
 |
 |
 |
Man Group |
50 |
1,081 |
|
5.760 |
5.785 |
|
0.025 |
0 |
12,352 |
25 |
|
4/28/08 |
5/12/08 |
14 |
|
- cash - |
|
5/12/08 |
5/19/08 |
7 |
 |
 |
 |
BAT |
50 |
308 |
|
20.000 |
19.670 |
|
-0.330 |
-2 |
12,250 |
-58 |
|
|
|
|
|
 |
 |
 |
Reckitt Benckiser |
50 |
206 |
|
29.970 |
29.990 |
|
0.020 |
0 |
12,254 |
4 |
|
5/19/08 |
1/26/09 |
252 |
|
- cash - |
|
1/26/09 |
2/02/09 |
7 |
 |
 |
 |
GlaxoSmithKline |
50 |
483 |
|
12.680 |
12.300 |
|
-0.380 |
-3 |
12,071 |
-80 |
|
|
|
|
|
 |
 |
 |
Experian |
50 |
1,524 |
|
4.020 |
4.315 |
|
0.295 |
7 |
12,520 |
3,915 |
|
2/02/09 |
5/25/09 |
112 |
|
- cash - |
|
5/25/09 |
7/13/09 |
49 |
 |
 |
 |
Next |
50 |
423 |
|
14.770 |
16.100 |
|
1.330 |
9 |
13,083 |
90 |
|
|
|
|
|
 |
 |
 |
Burberry Group |
50 |
1,691 |
|
3.708 |
4.150 |
|
0.443 |
12 |
13,831 |
132 |
|
7/13/09 |
7/20/09 |
7 |
|
- cash - |
|
7/20/09 |
8/17/09 |
28 |
 |
 |
 |
Next |
50 |
420 |
|
16.440 |
16.210 |
|
-0.230 |
-1 |
13,735 |
-17 |
|
|
|
|
|
 |
 |
 |
Burberry Group |
50 |
1,623 |
|
4.265 |
4.588 |
|
0.323 |
8 |
14,259 |
159 |
|
8/17/09 |
8/24/09 |
7 |
|
- cash - |
|
8/24/09 |
1/18/10 |
147 |
 |
 |
 |
Burberry Group |
50 |
1,469 |
|
4.851 |
5.995 |
|
1.144 |
24 |
15,939 |
69 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | | |
|
|
|
 |
 |
 |
Melrose |
50 |
28,903 |
|
0.247 |
0.304 |
|
0.057 |
23 |
17,597 |
68 |
|
1/18/10 |
2/01/10 |
14 |
|
- cash - |
|
2/01/10 |
2/08/10 |
7 |
 |
 |
 |
Burberry Group |
50 |
1,407 |
|
6.250 |
5.905 |
|
-0.345 |
-6 |
17,111 |
-95 |
|
|
|
|
|
 |
 |
 |
ITV |
50 |
15,622 |
|
0.564 |
0.513 |
|
-0.051 |
-9 |
16,323 |
-99 |
|
2/08/10 |
3/15/10 |
35 |
|
- cash - |
|
3/15/10 |
5/10/10 |
56 |
 |
 |
 |
Burberry Group |
50 |
1,187 |
|
6.870 |
6.970 |
|
0.100 |
1 |
16,441 |
10 |
|
|
|
|
|
 |
 |
 |
Melrose |
50 |
22,076 |
|
0.370 |
0.399 |
|
0.029 |
8 |
17,078 |
63 |
|
5/10/10 |
8/23/10 |
105 |
|
- cash - |
|
8/23/10 |
8/30/10 |
7 |
 |
 |
 |
Legal & General |
50 |
8,941 |
|
0.955 |
0.927 |
|
-0.029 |
-3 |
16,823 |
-79 |
|
|
|
|
|
 |
 |
 |
Burberry Group |
50 |
1,019 |
|
8.375 |
8.500 |
|
0.125 |
1 |
16,951 |
117 |
|
8/30/10 |
9/06/10 |
7 |
|
- cash - |
|
9/06/10 |
12/20/10 |
105 |
 |
 |
 |
Burberry Group |
50 |
970 |
|
8.730 |
11.320 |
|
2.590 |
30 |
19,463 |
147 |
|
|
|
|
|
 |
 |
 |
Melrose |
50 |
18,145 |
|
0.467 |
0.531 |
|
0.064 |
14 |
20,620 |
56 |
|
12/20/10 |
12/27/10 |
7 |
|
- cash - |
|
12/27/10 |
1/10/11 |
14 |
 |
 |
 |
Burberry Group |
50 |
898 |
|
11.470 |
11.190 |
|
-0.280 |
-2 |
20,369 |
-47 |
|
|
|
|
|
 |
 |
 |
Melrose |
50 |
19,126 |
|
0.540 |
0.562 |
|
0.022 |
4 |
20,794 |
187 |
|
1/10/11 |
2/21/11 |
42 |
|
- cash - |
|
2/21/11 |
3/07/11 |
14 |
 |
 |
 |
Burberry Group |
50 |
883 |
|
11.770 |
12.000 |
|
0.230 |
2 |
20,997 |
66 |
|
|
|
|
|
 |
 |
 |
ITV |
50 |
12,316 |
|
0.845 |
0.917 |
|
0.072 |
9 |
21,884 |
744 |
|
3/07/11 |
7/04/11 |
119 |
|
- cash - |
|
7/04/11 |
7/18/11 |
14 |
 |
 |
 |
Land Securities |
50 |
1,242 |
|
8.805 |
8.660 |
|
-0.145 |
-2 |
21,704 |
-35 |
|
|
|
|
|
 |
 |
 |
Burberry Group |
50 |
737 |
|
14.840 |
15.380 |
|
0.540 |
4 |
22,102 |
154 |
|
7/18/11 |
11/07/11 |
112 |
|
- cash - |
|
11/07/11 |
11/14/11 |
7 |
 |
 |
 |
Next |
50 |
400 |
|
27.560 |
28.010 |
|
0.450 |
2 |
22,282 |
133 |
|
|
|
|
|
 |
 |
 |
Tate & Lyle |
50 |
1,631 |
|
6.790 |
6.715 |
|
-0.075 |
-1 |
22,160 |
-44 |
|
11/14/11 |
12/05/11 |
21 |
|
- cash - |
|
12/05/11 |
12/12/11 |
7 |
 |
 |
 |
BAT |
50 |
377 |
|
29.330 |
30.000 |
|
0.670 |
2 |
22,412 |
225 |
|
|
|
|
|
 |
 |
 |
Next |
50 |
417 |
|
26.600 |
26.000 |
|
-0.600 |
-2 |
22,162 |
-70 |
|
12/12/11 |
1/02/12 |
21 |
|
- cash - |
|
1/02/12 |
1/09/12 |
7 |
 |
 |
 |
Next |
50 |
404 |
|
27.410 |
25.730 |
|
-1.680 |
-6 |
21,483 |
-96 |
|
|
|
|
|
 |
 |
 |
Tate & Lyle |
50 |
1,538 |
|
7.205 |
7.065 |
|
-0.140 |
-2 |
21,268 |
-64 |
|
1/09/12 |
1/23/12 |
14 |
|
- cash - |
|
1/23/12 |
1/30/12 |
7 |
 |
 |
 |
Experian |
50 |
1,199 |
|
8.865 |
8.585 |
|
-0.280 |
-3 |
20,932 |
-81 |
|
|
|
|
|
 |
 |
 |
Next |
50 |
406 |
|
26.140 |
26.250 |
|
0.110 |
0 |
20,977 |
24 |
|
1/30/12 |
2/06/12 |
7 |
|
- cash - |
|
2/06/12 |
4/23/12 |
77 |
 |
 |
 |
Diageo |
50 |
711 |
|
14.740 |
15.570 |
|
0.830 |
6 |
21,567 |
30 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | | |
|
|
|
 |
 |
 |
Next |
50 |
379 |
|
27.680 |
29.990 |
|
2.310 |
8 |
22,443 |
46 |
|
4/23/12 |
4/30/12 |
7 |
|
- cash - |
|
4/30/12 |
5/07/12 |
7 |
 |
 |
 |
Experian |
50 |
1,153 |
|
9.725 |
9.475 |
|
-0.250 |
-3 |
22,154 |
-74 |
|
|
|
|
|
 |
 |
 |
ITV |
50 |
13,416 |
|
0.837 |
0.808 |
|
-0.030 |
-4 |
21,758 |
-85 |
|
5/07/12 |
8/06/12 |
91 |
|
- cash - |
|
8/06/12 |
10/29/12 |
84 |
 |
 |
 |
Diageo |
50 |
640 |
|
16.990 |
17.800 |
|
0.810 |
5 |
22,277 |
22 |
|
|
|
|
|
 |
 |
 |
Next |
50 |
310 |
|
35.100 |
35.970 |
|
0.870 |
2 |
22,547 |
11 |
|
10/29/12 |
11/05/12 |
7 |
|
- cash - |
|
11/05/12 |
11/12/12 |
7 |
 |
 |
 |
Lloyds Bank |
50 |
26,308 |
|
0.429 |
0.451 |
|
0.023 |
5 |
23,148 |
1,401 |
|
|
|
|
|
 |
 |
 |
Standard Life Aberdn |
50 |
3,783 |
|
2.980 |
3.031 |
|
0.051 |
2 |
23,341 |
142 |
|
11/12/12 |
11/26/12 |
14 |
|
- cash - |
|
11/26/12 |
6/10/13 |
196 |
 |
 |
 |
Lloyds Bank |
50 |
25,876 |
|
0.451 |
0.616 |
|
0.165 |
36 |
27,600 |
78 |
|
|
|
|
|
 |
 |
 |
Standard Life Aberdn |
50 |
3,812 |
|
3.061 |
3.731 |
|
0.670 |
22 |
30,154 |
45 |
|
6/10/13 |
7/08/13 |
28 |
|
- cash - |
|
7/08/13 |
8/12/13 |
35 |
 |
 |
 |
Lloyds Bank |
50 |
22,469 |
|
0.671 |
0.755 |
|
0.084 |
13 |
32,039 |
242 |
|
|
|
|
|
 |
 |
 |
ITV |
50 |
9,867 |
|
1.528 |
1.655 |
|
0.127 |
8 |
33,292 |
130 |
|
8/12/13 |
9/16/13 |
35 |
|
- cash - |
|
9/16/13 |
10/07/13 |
21 |
 |
 |
 |
Lloyds Bank |
50 |
21,517 |
|
0.774 |
0.743 |
|
-0.030 |
-4 |
32,640 |
-50 |
|
|
|
|
|
 |
 |
 |
ITV |
50 |
9,141 |
|
1.821 |
1.818 |
|
-0.003 |
0 |
32,613 |
-3 |
|
10/07/13 |
10/28/13 |
21 |
|
- cash - |
|
10/28/13 |
12/02/13 |
35 |
 |
 |
 |
Int Cons Airlines |
50 |
4,718 |
|
3.456 |
3.676 |
|
0.220 |
6 |
33,651 |
90 |
|
|
|
|
|
 |
 |
 |
ITV |
50 |
8,497 |
|
1.919 |
1.894 |
|
-0.025 |
-1 |
33,438 |
-13 |
|
12/02/13 |
12/30/13 |
28 |
|
- cash - |
|
12/30/13 |
1/27/14 |
28 |
 |
 |
 |
Int Cons Airlines |
50 |
4,190 |
|
3.990 |
4.006 |
|
0.016 |
0 |
33,505 |
5 |
|
|
|
|
|
 |
 |
 |
ITV |
50 |
8,726 |
|
1.916 |
1.925 |
|
0.009 |
0 |
33,584 |
6 |
|
1/27/14 |
2/24/14 |
28 |
|
- cash - |
|
2/24/14 |
3/03/14 |
7 |
 |
 |
 |
Int Cons Airlines |
50 |
3,769 |
|
4.455 |
4.228 |
|
-0.227 |
-5 |
32,728 |
-93 |
|
|
|
|
|
 |
 |
 |
Ass Brit Foods |
50 |
575 |
|
29.200 |
29.700 |
|
0.500 |
2 |
33,016 |
142 |
|
3/03/14 |
6/09/14 |
98 |
|
- cash - |
|
6/09/14 |
6/16/14 |
7 |
 |
 |
 |
Int Cons Airlines |
50 |
3,922 |
|
4.209 |
3.782 |
|
-0.427 |
-10 |
31,341 |
-100 |
|
|
|
|
|
 |
 |
 |
Ass Brit Foods |
50 |
540 |
|
30.570 |
29.970 |
|
-0.600 |
-2 |
31,017 |
-64 |
|
6/16/14 |
7/07/14 |
21 |
|
- cash - |
|
7/07/14 |
7/21/14 |
14 |
 |
 |
 |
Ass Brit Foods |
50 |
496 |
|
31.250 |
28.080 |
|
-3.170 |
-10 |
29,445 |
-94 |
|
|
|
|
|
 |
 |
 |
Man Group |
50 |
13,707 |
|
1.132 |
1.187 |
|
0.055 |
5 |
30,199 |
244 |
|
7/21/14 |
9/22/14 |
63 |
|
- cash - |
|
9/22/14 |
9/29/14 |
7 |
 |
 |
 |
Man Group |
50 |
12,376 |
|
1.220 |
1.201 |
|
-0.019 |
-2 |
29,964 |
-56 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | | |
|
|
|
 |
 |
 |
Standard Life Aberdn |
50 |
3,592 |
|
4.203 |
4.158 |
|
-0.045 |
-1 |
29,802 |
-43 |
|
9/29/14 |
11/10/14 |
42 |
|
- cash - |
|
11/10/14 |
12/15/14 |
35 |
 |
 |
 |
NatWest |
50 |
3,936 |
|
3.785 |
3.637 |
|
-0.148 |
-4 |
29,219 |
-34 |
|
|
|
|
|
 |
 |
 |
Man Group |
50 |
11,139 |
|
1.338 |
1.408 |
|
0.070 |
5 |
29,999 |
70 |
|
12/15/14 |
12/29/14 |
14 |
|
- cash - |
|
12/29/14 |
4/27/15 |
119 |
 |
 |
 |
Int Cons Airlines |
50 |
3,179 |
|
4.717 |
5.845 |
|
1.128 |
24 |
33,585 |
93 |
|
|
|
|
|
 |
 |
 |
Man Group |
50 |
9,490 |
|
1.581 |
2.111 |
|
0.530 |
34 |
38,615 |
143 |
|
4/27/15 |
11/23/15 |
210 |
|
- cash - |
|
11/23/15 |
12/14/15 |
21 |
 |
 |
 |
BT Group |
50 |
3,934 |
|
4.907 |
4.569 |
|
-0.339 |
-7 |
37,283 |
-71 |
|
|
|
|
|
 |
 |
 |
Ass Brit Foods |
50 |
556 |
|
34.700 |
33.480 |
|
-1.220 |
-4 |
36,605 |
-46 |
|
12/14/15 |
12/28/15 |
14 |
|
- cash - |
|
12/28/15 |
1/04/16 |
7 |
 |
 |
 |
Int Cons Airlines |
50 |
3,035 |
|
6.030 |
5.960 |
|
-0.070 |
-1 |
36,392 |
-46 |
|
|
|
|
|
 |
 |
 |
ITV |
50 |
6,655 |
|
2.750 |
2.698 |
|
-0.052 |
-2 |
36,046 |
-63 |
|
1/04/16 |
4/11/16 |
98 |
|
- cash - |
|
4/11/16 |
5/02/16 |
21 |
 |
 |
 |
BAT |
50 |
429 |
|
41.935 |
41.708 |
|
-0.227 |
-1 |
35,949 |
-9 |
|
|
|
|
|
 |
 |
 |
Melrose |
50 |
27,495 |
|
0.657 |
0.709 |
|
0.053 |
8 |
37,400 |
283 |
|
5/02/16 |
5/09/16 |
7 |
|
- cash - |
|
5/09/16 |
5/23/16 |
14 |
 |
 |
 |
BAT |
50 |
443 |
|
42.135 |
41.100 |
|
-1.035 |
-2 |
36,942 |
-48 |
|
|
|
|
|
 |
 |
 |
Melrose |
50 |
26,032 |
|
0.720 |
0.737 |
|
0.017 |
2 |
37,383 |
84 |
|
5/23/16 |
5/30/16 |
7 |
|
- cash - |
|
5/30/16 |
6/06/16 |
7 |
 |
 |
 |
3i Group |
50 |
3,374 |
|
5.540 |
5.499 |
|
-0.041 |
-1 |
37,246 |
-32 |
|
|
|
|
|
 |
 |
 |
Melrose |
50 |
25,805 |
|
0.724 |
0.735 |
|
0.010 |
1 |
37,509 |
107 |
|
6/06/16 |
8/22/16 |
77 |
|
- cash - |
|
8/22/16 |
8/29/16 |
7 |
 |
 |
 |
3i Group |
50 |
3,005 |
|
6.240 |
6.131 |
|
-0.109 |
-2 |
37,181 |
-60 |
|
|
|
|
|
 |
 |
 |
Melrose |
50 |
13,162 |
|
1.425 |
1.463 |
|
0.038 |
3 |
37,674 |
287 |
|
8/29/16 |
9/05/16 |
7 |
|
- cash - |
|
9/05/16 |
9/19/16 |
14 |
 |
 |
 |
3i Group |
50 |
2,941 |
|
6.405 |
6.405 |
|
0.000 |
0 |
37,674 |
0 |
|
|
|
|
|
 |
 |
 |
Melrose |
50 |
11,700 |
|
1.610 |
1.675 |
|
0.065 |
4 |
38,435 |
181 |
|
9/19/16 |
9/26/16 |
7 |
|
- cash - |
|
9/26/16 |
10/10/16 |
14 |
 |
 |
 |
3i Group |
50 |
3,005 |
|
6.395 |
6.725 |
|
0.330 |
5 |
39,426 |
271 |
|
|
|
|
|
 |
 |
 |
Melrose |
50 |
11,222 |
|
1.713 |
1.830 |
|
0.118 |
7 |
40,745 |
464 |
|
10/10/16 |
12/26/16 |
77 |
|
- cash - |
|
12/26/16 |
1/02/17 |
7 |
 |
 |
 |
3i Group |
50 |
2,931 |
|
6.950 |
7.040 |
|
0.090 |
1 |
41,009 |
96 |
|
|
|
|
|
 |
 |
 |
Melrose |
50 |
10,515 |
|
1.938 |
1.980 |
|
0.043 |
2 |
41,456 |
210 |
|
1/02/17 |
1/16/17 |
14 |
|
- cash - |
|
1/16/17 |
1/23/17 |
7 |
 |
 |
 |
3i Group |
50 |
2,866 |
|
7.231 |
7.035 |
|
-0.197 |
-3 |
40,891 |
-76 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | | |
|
|
|
 |
 |
 |
Melrose |
50 |
10,262 |
|
2.020 |
1.970 |
|
-0.050 |
-2 |
40,378 |
-73 |
|
1/23/17 |
2/20/17 |
28 |
|
- cash - |
|
2/20/17 |
7/03/17 |
133 |
 |
 |
 |
NatWest |
50 |
7,798 |
|
2.589 |
2.555 |
|
-0.034 |
-1 |
40,113 |
-4 |
|
|
|
|
|
 |
 |
 |
Melrose |
50 |
9,456 |
|
2.135 |
2.405 |
|
0.270 |
13 |
42,666 |
39 |
|
7/03/17 |
5/14/18 |
315 |
|
- cash - |
|
5/14/18 |
7/16/18 |
63 |
 |
 |
 |
Tesco |
50 |
6,851 |
|
3.114 |
3.228 |
|
0.114 |
4 |
43,447 |
23 |
|
|
|
|
|
 |
 |
 |
Next |
50 |
380 |
|
56.020 |
60.400 |
|
4.380 |
8 |
45,112 |
55 |
|
7/16/18 |
2/18/19 |
217 |
|
- cash - |
|
2/18/19 |
2/25/19 |
7 |
 |
 |
 |
Diageo |
50 |
740 |
|
30.440 |
29.995 |
|
-0.445 |
-1 |
44,782 |
-54 |
|
|
|
|
|
 |
 |
 |
Experian |
50 |
1,112 |
|
20.310 |
20.570 |
|
0.260 |
1 |
45,071 |
94 |
|
2/25/19 |
3/11/19 |
14 |
|
- cash - |
|
3/11/19 |
5/13/19 |
63 |
 |
 |
 |
Experian |
50 |
1,127 |
|
19.990 |
21.740 |
|
1.750 |
9 |
47,044 |
63 |
|
|
|
|
|
 |
 |
 |
Legal & General |
50 |
7,887 |
|
2.858 |
2.674 |
|
-0.184 |
-6 |
45,592 |
-32 |
|
5/13/19 |
11/11/19 |
182 |
|
- cash - |
|
11/11/19 |
12/02/19 |
21 |
 |
 |
 |
Next |
50 |
345 |
|
65.940 |
66.700 |
|
0.760 |
1 |
45,855 |
22 |
|
|
|
|
|
 |
 |
 |
Melrose |
50 |
10,206 |
|
2.238 |
2.311 |
|
0.073 |
3 |
46,600 |
75 |
|
12/02/19 |
12/16/19 |
14 |
|
- cash - |
|
12/16/19 |
2/03/20 |
49 |
 |
 |
 |
Next |
50 |
317 |
|
73.400 |
69.780 |
|
-3.620 |
-5 |
45,452 |
-31 |
|
|
|
|
|
 |
 |
 |
Melrose |
50 |
9,721 |
|
2.400 |
2.382 |
|
-0.018 |
-1 |
45,277 |
-5 |
|
2/03/20 |
2/17/20 |
14 |
|
- cash - |
|
2/17/20 |
2/24/20 |
7 |
 |
 |
 |
Int Cons Airlines |
50 |
3,537 |
|
6.400 |
5.660 |
|
-0.740 |
-12 |
42,660 |
-100 |
|
|
|
|
|
 |
 |
 |
Melrose |
50 |
9,355 |
|
2.420 |
2.262 |
|
-0.158 |
-7 |
41,182 |
-97 |
|
2/24/20 |
6/15/20 |
112 |
|
- cash - |
|
6/15/20 |
7/13/20 |
28 |
 |
 |
 |
Reckitt Benckiser |
50 |
296 |
|
69.500 |
76.800 |
|
7.300 |
11 |
43,342 |
268 |
|
|
|
|
|
 |
 |
 |
Experian |
50 |
753 |
|
27.360 |
28.210 |
|
0.850 |
3 |
43,983 |
49 |
|
7/13/20 |
8/24/20 |
42 |
|
- cash - |
|
8/24/20 |
8/31/20 |
7 |
 |
 |
 |
Reckitt Benckiser |
50 |
288 |
|
76.180 |
75.100 |
|
-1.080 |
-1 |
43,671 |
-53 |
|
|
|
|
|
 |
 |
 |
Experian |
50 |
779 |
|
28.280 |
27.900 |
|
-0.380 |
-1 |
43,375 |
-51 |
|
8/31/20 |
11/16/20 |
77 |
|
- cash - |
|
11/16/20 |
3/01/21 |
105 |
 |
 |
 |
Next |
50 |
317 |
|
68.340 |
77.320 |
|
8.980 |
13 |
46,222 |
54 |
|
|
|
|
|
 |
 |
 |
Melrose |
50 |
13,468 |
|
1.612 |
1.705 |
|
0.093 |
6 |
47,475 |
22 |
|
accum | 1/02/06 |
3/01/21 | 2177 |
days out of 5537 invested (39%) |
375 |
47,475 |
30 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | spl | di % | total |
Melrose | long | 8/24/09 | 1/18/10 | 147 | 0.25 | 0.30 | | 0.06 | 23.24 | 50 | 11.62 | |
| | 3/15/10 | 5/10/10 | 56 | 0.37 | 0.40 | | 0.03 | 7.80 | | 3.90 | |
| | 9/06/10 | 12/20/10 | 105 | 0.47 | 0.53 | | 0.06 | 13.64 | | 6.82 | |
| | 12/27/10 | 1/10/11 | 14 | 0.54 | 0.56 | | 0.02 | 4.12 | | 2.06 | |
| | 4/11/16 | 5/02/16 | 21 | 0.66 | 0.71 | | 0.05 | 8.04 | | 4.02 | |
| | 5/09/16 | 5/23/16 | 14 | 0.72 | 0.74 | | 0.02 | 2.36 | | 1.18 | |
| | 5/30/16 | 6/06/16 | 7 | 0.72 | 0.73 | | 0.01 | 1.41 | | 0.70 | |
| | 8/22/16 | 8/29/16 | 7 | 1.43 | 1.46 | | 0.04 | 2.63 | | 1.32 | |
| | 9/05/16 | 9/19/16 | 14 | 1.61 | 1.68 | | 0.07 | 4.04 | | 2.02 | |
| | 9/26/16 | 10/10/16 | 14 | 1.71 | 1.83 | | 0.12 | 6.86 | | 3.43 | |
| | 12/26/16 | 1/02/17 | 7 | 1.94 | 1.98 | | 0.04 | 2.19 | | 1.10 | |
| | 1/16/17 | 1/23/17 | 7 | 2.02 | 1.97 | | -0.05 | -2.48 | | -1.24 | |
| | 2/20/17 | 7/03/17 | 133 | 2.14 | 2.41 | | 0.27 | 12.65 | | 6.32 | |
| | 11/11/19 | 12/02/19 | 21 | 2.24 | 2.31 | | 0.07 | 3.26 | | 1.63 | |
| | 12/16/19 | 2/03/20 | 49 | 2.40 | 2.38 | | -0.02 | -0.75 | | -0.37 | |
| | 2/17/20 | 2/24/20 | 7 | 2.42 | 2.26 | | -0.16 | -6.53 | | -3.26 | |
| | 11/16/20 | 3/01/21 | 105 | 1.61 | 1.71 | | 0.09 | 5.77 | | 2.88 | 53.25 |
Burberry Group | | 1/22/07 | 3/19/07 | 56 | 6.52 | 6.37 | | -0.15 | -2.30 | | -1.15 | |
| | 5/25/09 | 7/13/09 | 49 | 3.71 | 4.15 | | 0.44 | 11.94 | | 5.97 | |
| | 7/20/09 | 8/17/09 | 28 | 4.27 | 4.59 | | 0.32 | 7.57 | | 3.79 | |
| | 8/24/09 | 1/18/10 | 147 | 4.85 | 6.00 | | 1.14 | 23.58 | | 11.79 | |
| | 2/01/10 | 2/08/10 | 7 | 6.25 | 5.91 | | -0.35 | -5.52 | | -2.76 | |
| | 3/15/10 | 5/10/10 | 56 | 6.87 | 6.97 | | 0.10 | 1.46 | | 0.73 | |
| | 8/23/10 | 8/30/10 | 7 | 8.38 | 8.50 | | 0.13 | 1.49 | | 0.75 | |
| | 9/06/10 | 12/20/10 | 105 | 8.73 | 11.32 | | 2.59 | 29.67 | | 14.83 | |
| | 12/27/10 | 1/10/11 | 14 | 11.47 | 11.19 | | -0.28 | -2.44 | | -1.22 | |
| | 2/21/11 | 3/07/11 | 14 | 11.77 | 12.00 | | 0.23 | 1.95 | | 0.98 | |
| | 7/04/11 | 7/18/11 | 14 | 14.84 | 15.38 | | 0.54 | 3.64 | | 1.82 | 39.86 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | spl | di % | total |
Man Group | | 8/21/06 | 3/19/07 | 210 | 4.18 | 5.37 | | 1.19 | 28.39 | | 14.20 | |
| | 6/18/07 | 6/25/07 | 7 | 6.21 | 6.19 | | -0.02 | -0.40 | | -0.20 | |
| | 4/21/08 | 4/28/08 | 7 | 5.76 | 5.79 | | 0.03 | 0.43 | | 0.22 | |
| | 7/07/14 | 7/21/14 | 14 | 1.13 | 1.19 | | 0.05 | 4.86 | | 2.43 | |
| | 9/22/14 | 9/29/14 | 7 | 1.22 | 1.20 | | -0.02 | -1.56 | | -0.78 | |
| | 11/10/14 | 12/15/14 | 35 | 1.34 | 1.41 | | 0.07 | 5.23 | | 2.62 | |
| | 12/29/14 | 4/27/15 | 119 | 1.58 | 2.11 | | 0.53 | 33.52 | | 16.76 | 39.08 |
Lloyds Bank | | 11/05/12 | 11/12/12 | 7 | 0.43 | 0.45 | | 0.02 | 5.33 | | 2.67 | |
| | 11/26/12 | 6/10/13 | 196 | 0.45 | 0.62 | | 0.16 | 36.50 | | 18.25 | |
| | 7/08/13 | 8/12/13 | 35 | 0.67 | 0.75 | | 0.08 | 12.50 | | 6.25 | |
| | 9/16/13 | 10/07/13 | 21 | 0.77 | 0.74 | | -0.03 | -3.92 | | -1.96 | 26.46 |
Next | | 4/02/07 | 5/14/07 | 42 | 22.80 | 23.93 | | 1.13 | 4.96 | | 2.48 | |
| | 5/25/09 | 7/13/09 | 49 | 14.77 | 16.10 | | 1.33 | 9.00 | | 4.50 | |
| | 7/20/09 | 8/17/09 | 28 | 16.44 | 16.21 | | -0.23 | -1.40 | | -0.70 | |
| | 11/07/11 | 11/14/11 | 7 | 27.56 | 28.01 | | 0.45 | 1.63 | | 0.82 | |
| | 12/05/11 | 12/12/11 | 7 | 26.60 | 26.00 | | -0.60 | -2.26 | | -1.13 | |
| | 1/02/12 | 1/09/12 | 7 | 27.41 | 25.73 | | -1.68 | -6.13 | | -3.06 | |
| | 1/23/12 | 1/30/12 | 7 | 26.14 | 26.25 | | 0.11 | 0.42 | | 0.21 | |
| | 2/06/12 | 4/23/12 | 77 | 27.68 | 29.99 | | 2.31 | 8.35 | | 4.17 | |
| | 8/06/12 | 10/29/12 | 84 | 35.10 | 35.97 | | 0.87 | 2.48 | | 1.24 | |
| | 5/14/18 | 7/16/18 | 63 | 56.02 | 60.40 | | 4.38 | 7.82 | | 3.91 | |
| | 11/11/19 | 12/02/19 | 21 | 65.94 | 66.70 | | 0.76 | 1.15 | | 0.58 | |
| | 12/16/19 | 2/03/20 | 49 | 73.40 | 69.78 | | -3.62 | -4.93 | | -2.47 | |
| | 11/16/20 | 3/01/21 | 105 | 68.34 | 77.32 | | 8.98 | 13.14 | | 6.57 | 17.97 |
Standard Life Aberdn | | 11/05/12 | 11/12/12 | 7 | 2.98 | 3.03 | | 0.05 | 1.71 | | 0.86 | |
| | 11/26/12 | 6/10/13 | 196 | 3.06 | 3.73 | | 0.67 | 21.89 | | 10.94 | |
| | 9/22/14 | 9/29/14 | 7 | 4.20 | 4.16 | | -0.04 | -1.07 | | -0.54 | 11.29 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | spl | di % | total |
Marks & Spencer | | 1/02/06 | 5/15/06 | 133 | 4.97 | 5.96 | | 0.99 | 19.92 | | 9.96 | 9.96 |
Experian | | 1/26/09 | 2/02/09 | 7 | 4.02 | 4.32 | | 0.30 | 7.34 | | 3.67 | |
| | 1/23/12 | 1/30/12 | 7 | 8.87 | 8.59 | | -0.28 | -3.16 | | -1.58 | |
| | 4/30/12 | 5/07/12 | 7 | 9.73 | 9.48 | | -0.25 | -2.57 | | -1.29 | |
| | 2/18/19 | 2/25/19 | 7 | 20.31 | 20.57 | | 0.26 | 1.28 | | 0.64 | |
| | 3/11/19 | 5/13/19 | 63 | 19.99 | 21.74 | | 1.75 | 8.75 | | 4.38 | |
| | 6/15/20 | 7/13/20 | 28 | 27.36 | 28.21 | | 0.85 | 3.11 | | 1.55 | |
| | 8/24/20 | 8/31/20 | 7 | 28.28 | 27.90 | | -0.38 | -1.34 | | -0.67 | 6.72 |
Reckitt Benckiser | | 5/12/08 | 5/19/08 | 7 | 29.97 | 29.99 | | 0.02 | 0.07 | | 0.03 | |
| | 6/15/20 | 7/13/20 | 28 | 69.50 | 76.80 | | 7.30 | 10.50 | | 5.25 | |
| | 8/24/20 | 8/31/20 | 7 | 76.18 | 75.10 | | -1.08 | -1.42 | | -0.71 | 4.54 |
Diageo | | 2/06/12 | 4/23/12 | 77 | 14.74 | 15.57 | | 0.83 | 5.63 | | 2.82 | |
| | 8/06/12 | 10/29/12 | 84 | 16.99 | 17.80 | | 0.81 | 4.77 | | 2.38 | |
| | 2/18/19 | 2/25/19 | 7 | 30.44 | 30.00 | | -0.45 | -1.46 | | -0.73 | 4.50 |
BAE Systems | | 1/02/06 | 5/15/06 | 133 | 3.87 | 4.02 | | 0.16 | 4.08 | | 2.04 | 2.04 |
Tesco | | 5/14/18 | 7/16/18 | 63 | 3.11 | 3.23 | | 0.11 | 3.66 | | 1.83 | 1.83 |
3i Group | | 5/30/16 | 6/06/16 | 7 | 5.54 | 5.50 | | -0.04 | -0.73 | | -0.37 | |
| | 8/22/16 | 8/29/16 | 7 | 6.24 | 6.13 | | -0.11 | -1.75 | | -0.88 | |
| | 9/05/16 | 9/19/16 | 14 | 6.41 | 6.41 | | 0.00 | 0.00 | | 0.00 | |
| | 9/26/16 | 10/10/16 | 14 | 6.40 | 6.73 | | 0.33 | 5.16 | | 2.58 | |
| | 12/26/16 | 1/02/17 | 7 | 6.95 | 7.04 | | 0.09 | 1.29 | | 0.65 | |
| | 1/16/17 | 1/23/17 | 7 | 7.23 | 7.03 | | -0.20 | -2.72 | | -1.36 | 0.58 |
ITV | | 2/01/10 | 2/08/10 | 7 | 0.56 | 0.51 | | -0.05 | -8.96 | | -4.48 | |
| | 2/21/11 | 3/07/11 | 14 | 0.84 | 0.92 | | 0.07 | 8.53 | | 4.26 | |
| | 4/30/12 | 5/07/12 | 7 | 0.84 | 0.81 | | -0.03 | -3.52 | | -1.76 | |
| | 7/08/13 | 8/12/13 | 35 | 1.53 | 1.66 | | 0.13 | 8.31 | | 4.16 | |
| | 9/16/13 | 10/07/13 | 21 | 1.82 | 1.82 | | -0.00 | -0.16 | | -0.08 | |
| | 10/28/13 | 12/02/13 | 35 | 1.92 | 1.89 | | -0.02 | -1.30 | | -0.65 | |
| | 12/30/13 | 1/27/14 | 28 | 1.92 | 1.93 | | 0.01 | 0.47 | | 0.23 | |
| | 12/28/15 | 1/04/16 | 7 | 2.75 | 2.70 | | -0.05 | -1.89 | | -0.95 | 0.43 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | spl | di % | total |
Int Cons Airlines | | 10/28/13 | 12/02/13 | 35 | 3.46 | 3.68 | | 0.22 | 6.37 | | 3.18 | |
| | 12/30/13 | 1/27/14 | 28 | 3.99 | 4.01 | | 0.02 | 0.40 | | 0.20 | |
| | 2/24/14 | 3/03/14 | 7 | 4.46 | 4.23 | | -0.23 | -5.10 | | -2.55 | |
| | 6/09/14 | 6/16/14 | 7 | 4.21 | 3.78 | | -0.43 | -10.14 | | -5.07 | |
| | 12/29/14 | 4/27/15 | 119 | 4.72 | 5.85 | | 1.13 | 23.91 | | 11.96 | |
| | 12/28/15 | 1/04/16 | 7 | 6.03 | 5.96 | | -0.07 | -1.16 | | -0.58 | |
| | 2/17/20 | 2/24/20 | 7 | 6.40 | 5.66 | | -0.74 | -11.56 | | -5.78 | 0.30 |
Tate & Lyle | | 8/21/06 | 1/22/07 | 154 | 7.02 | 7.20 | | 0.18 | 2.56 | | 1.28 | |
| | 11/07/11 | 11/14/11 | 7 | 6.79 | 6.72 | | -0.08 | -1.10 | | -0.55 | |
| | 1/02/12 | 1/09/12 | 7 | 7.21 | 7.07 | | -0.14 | -1.94 | | -0.97 | -0.26 |
Land Securities | | 7/04/11 | 7/18/11 | 14 | 8.81 | 8.66 | | -0.15 | -1.65 | | -0.82 | -0.82 |
GlaxoSmithKline | | 1/26/09 | 2/02/09 | 7 | 12.68 | 12.30 | | -0.38 | -3.00 | | -1.50 | -1.50 |
Compass Group | | 4/02/07 | 5/14/07 | 42 | 3.48 | 3.58 | | 0.10 | 2.80 | | 1.40 | |
| | 6/04/07 | 6/11/07 | 7 | 3.76 | 3.66 | | -0.10 | -2.73 | | -1.36 | |
| | 6/18/07 | 6/25/07 | 7 | 3.69 | 3.58 | | -0.12 | -3.12 | | -1.56 | -1.54 |
NatWest | | 11/10/14 | 12/15/14 | 35 | 3.79 | 3.64 | | -0.15 | -3.91 | | -1.96 | |
| | 2/20/17 | 7/03/17 | 133 | 2.59 | 2.56 | | -0.03 | -1.31 | | -0.66 | -2.60 |
Vodafone | | 6/04/07 | 6/11/07 | 7 | 1.62 | 1.58 | | -0.04 | -2.35 | | -1.18 | |
| | 10/29/07 | 11/05/07 | 7 | 1.94 | 1.88 | | -0.06 | -2.99 | | -1.49 | -2.65 |
BAT | | 10/29/07 | 11/05/07 | 7 | 18.16 | 17.84 | | -0.32 | -1.76 | | -0.88 | |
| | 4/21/08 | 4/28/08 | 7 | 19.93 | 19.60 | | -0.33 | -1.66 | | -0.83 | |
| | 5/12/08 | 5/19/08 | 7 | 20.00 | 19.67 | | -0.33 | -1.65 | | -0.82 | |
| | 12/05/11 | 12/12/11 | 7 | 29.33 | 30.00 | | 0.67 | 2.28 | | 1.14 | |
| | 4/11/16 | 5/02/16 | 21 | 41.94 | 41.71 | | -0.23 | -0.54 | | -0.27 | |
| | 5/09/16 | 5/23/16 | 14 | 42.13 | 41.10 | | -1.03 | -2.46 | | -1.23 | -2.87 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | spl | di % | total |
BT Group | | 11/23/15 | 12/14/15 | 21 | 4.91 | 4.57 | | -0.34 | -6.90 | | -3.45 | -3.45 |
Legal & General | | 8/23/10 | 8/30/10 | 7 | 0.96 | 0.93 | | -0.03 | -2.98 | | -1.49 | |
| | 3/11/19 | 5/13/19 | 63 | 2.86 | 2.67 | | -0.18 | -6.44 | | -3.22 | -4.66 |
Ass Brit Foods | | 2/24/14 | 3/03/14 | 7 | 29.20 | 29.70 | | 0.50 | 1.71 | | 0.86 | |
| | 6/09/14 | 6/16/14 | 7 | 30.57 | 29.97 | | -0.60 | -1.96 | | -0.98 | |
| | 7/07/14 | 7/21/14 | 14 | 31.25 | 28.08 | | -3.17 | -10.14 | | -5.07 | |
| | 11/23/15 | 12/14/15 | 21 | 34.70 | 33.48 | | -1.22 | -3.52 | | -1.76 | -6.87 |
Annotations
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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