Share-o-matic - Portfolio

Sat, Sep 30th, 2023, 6:17UTC

Assessment - FT 30 Index in Renminbi yuán - 9/25/23 - RS = 17

		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	5/29/23	prc diff	⇓ Δ17	∅-RS
		SOM Price Index	2,311.093	Fri	0.40	2,328.910	-0.77	2,296.436	32.474	1.41	5.67
		3i Group	18,504.386	Fri	0.34	18,138.405	2.02	16,940.451	1,197.954	7.07	35.99
	L	Next	65,126.870	Fri	0.19	65,269.692	-0.22	55,943.696	9,325.996	16.67	21.55
		Ass Brit Foods	18,459.754	Fri	0.49	18,379.417	0.44	16,267.378	2,112.039	12.98	21.14
		Ocado	5,359.399	Fri	3.34	5,864.632	-8.61	3,557.669	2,306.962	64.84	19.82
	L	BAE Systems	8,906.742	Fri	-2.03	9,015.644	-1.21	8,307.639	708.005	8.52	16.75
		Wise	6,119.926	Fri	4.32	5,971.748	2.48	4,728.991	1,242.758	26.28	14.57
		Melrose	4,188.258	Fri	-1.20	4,216.822	-0.68	4,152.071	64.751	1.56	14.17
	L	Tesco	2,358.350	Fri	-0.15	2,399.411	-1.71	2,305.929	93.482	4.05	13.61
	L	GSK	13,318.159	Fri	-0.13	13,709.135	-2.85	12,169.502	1,539.633	12.65	13.08
	L	BP	4,743.478	Fri	-1.79	4,706.880	0.78	4,168.680	538.201	12.91	12.31
		Int Cons Airlines	1,321.104	Fri	0.24	1,314.409	0.51	1,368.872	-54.463	-3.98	6.81
		Flutter	119,524.232	Fri	-1.22	121,398.772	-1.54	140,602.243	-19,203.472	-13.66	6.58
		Smiths Group	14,456.273	Fri	-0.15	14,875.813	-2.82	14,353.055	522.758	3.64	5.41
		Compass Group	17,852.761	Fri	-0.30	17,897.392	-0.25	19,370.505	-1,473.112	-7.60	5.46
		Lloyds Bank	396.063	Fri	0.25	399.456	-0.85	397.768	1.687	0.42	1.69
	L	Land Securities	5,264.779	Fri	2.61	5,373.681	-2.03	5,235.980	137.701	2.63	1.71
		Reckitt Benckiser	51,719.447	Fri	0.73	51,880.122	-0.31	56,083.556	-4,203.434	-7.49	1.63
		National Grid	8,747.853	Fri	1.41	8,953.159	-2.29	9,523.540	-570.381	-5.99	1.48
	L	ITV	630.381	Fri	0.09	643.056	-1.97	626.045	17.012	2.72	1.03
		Man Group	1,995.046	Fri	1.54	1,936.132	3.04	1,930.058	6.074	0.31	0.24
	S	Experian	24,020.889	Fri	0.79	23,985.184	0.15	24,720.121	-734.937	-2.97	-1.21
		Legal & General	1,986.120	Fri	0.32	2,000.402	-0.71	1,993.868	6.534	0.33	-2.56
	L	Vodafone	685.725	Fri	-1.20	714.110	-3.98	694.663	19.447	2.80	-4.22
		NatWest	2,103.948	Fri	0.55	2,105.733	-0.08	2,338.272	-232.539	-9.94	-4.28
		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	5/29/23	prc diff	⇓ Δ17	∅-RS
	S	Tate & Lyle	6,119.034	Fri	0.15	6,096.718	0.37	6,988.591	-891.874	-12.76	-4.68
		BT Group	1,041.709	Fri	0.65	1,037.692	0.39	1,259.170	-221.479	-17.59	-6.81
	S	Diageo	27,082.638	Fri	-0.13	27,694.095	-2.21	30,576.727	-2,882.632	-9.43	-8.94
	S	Burberry Group	17,035.997	Fri	-0.10	17,089.555	-0.31	19,361.764	-2,272.209	-11.74	-9.14
	S	WPP Group	6,543.037	Fri	1.13	6,551.963	-0.14	7,631.070	-1,079.107	-14.14	-11.12
	S	Abrdn	1,390.284	Fri	1.23	1,374.663	1.14	1,763.975	-389.312	-22.07	-16.18
FT 30 - 30 out of 30 instruments rated - 9/25/23 / 5/29/23 - 17 did rise, Market-Ratio(17) in CNY = 56.67 %
Stock Exchange Currency: GBP £ Pound sterling

Technical Chart

	FT 30 RS = 17 - B/S = 63/63

1/07/19	scale up chart	9/25/23

Transactions FT 30 Index in Renminbi yuán * A17 - 63/63 (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		5/15/06	133		- cash -
short	5/15/06	9/18/06	126		Vodafone	100	526	18.997	17.370	20.776	1.779	9	10,936	30
long	9/18/06	6/11/07	266		Tate & Lyle	100	99	110.347	87.485		-22.862	-21	8,672	-27
short	6/11/07	7/02/07	21		Tate & Lyle	100	99	87.485	86.028	88.967	1.482	2	8,819	34
long	7/02/07	7/23/07	21		GKN	100	145	60.717	62.530		1.814	3	9,082	67
short	7/23/07	5/19/08	301		Land Securities	100	33	272.067	203.418	363.883	91.816	34	12,112	42
long	5/19/08	5/26/08	7		BG Group	100	64	187.265	177.274		-9.991	-5	11,473	-94
short	5/26/08	6/22/09	392		NatWest	100	34	331.529	40.549	2,710.572	2,379.043	718	92,360	607
long	6/22/09	1/25/10	217		Marks & Spencer	100	2,787	33.128	38.112		4.984	15	106,250	27
short	1/25/10	3/01/10	35		Lloyds Bank	100	18,253	5.821	5.220	6.490	0.670	12	118,472	211
long	3/01/10	5/03/10	63		Arm Holdings	100	5,454	21.718	26.109		4.391	20	142,419	191
short	5/03/10	9/06/10	126		Man Group	100	5,782	24.628	24.744	24.512	-0.116	0	141,750	-1
long	9/06/10	3/14/11	189		Arm Holdings	100	3,638	38.955	55.578		16.623	43	202,226	99
short	3/14/11	3/28/11	14		Reckitt Benckiser	100	623	324.585	335.292	313.878	-10.707	-3	195,555	-58
long	3/28/11	4/11/11	14		Arm Holdings	100	3,328	58.758	62.333		3.576	6	207,456	367
short	4/11/11	5/02/11	21		3i Group	100	7,252	28.604	30.313	26.895	-1.709	-6	195,061	-66
long	5/02/11	5/09/11	7		Arm Holdings	100	2,987	65.289	62.272		-3.018	-5	186,047	-92
short	5/09/11	5/30/11	21		Lloyds Bank	100	32,675	5.694	5.573	5.818	0.124	2	190,092	45
long	5/30/11	6/06/11	7		Arm Holdings	100	3,098	61.352	61.882		0.530	1	191,733	57
short	6/06/11	12/05/11	182		Lloyds Bank	100	38,415	4.991	2.674	9.314	4.323	87	357,810	249
long	12/05/11	12/12/11	7		BAT	100	1,231	290.519	298.184		7.665	3	367,245	289
short	12/12/11	12/19/11	7		Lloyds Bank	100	151,271	2.428	2.325	2.535	0.107	4	383,399	844
long	12/19/11	5/14/12	147		Tate & Lyle	100	5,705	67.192	70.003		2.810	4	399,432	11
short	5/14/12	8/06/12	84		Man Group	100	47,435	8.421	8.370	8.471	0.051	1	401,836	3
long	8/06/12	6/24/13	322		Ferguson	100	1,673	240.137	280.417		40.280	17	469,224	19
short	6/24/13	7/01/13	7		Man Group	100	60,656	7.736	8.058	7.414	-0.322	-4	449,675	-89
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	7/01/13	9/09/13	70		Lloyds Bank	100	74,689	6.021	7.376		1.355	23	550,878	188
short	9/09/13	10/14/13	35		Man Group	100	64,398	8.554	7.679	9.530	0.975	11	613,691	208
long	10/14/13	12/02/13	49		ITV	100	34,017	18.040	18.864		0.824	5	641,705	39
short	12/02/13	12/23/13	21		RSA Insurance	100	13,944	46.019	40.741	51.981	5.962	13	724,838	731
long	12/23/13	1/27/14	35		Int Cons Airlines	100	18,491	39.199	40.155		0.957	2	742,528	29
short	1/27/14	2/03/14	7		Ladbrokes	100	49,285	15.066	14.839	15.296	0.230	2	753,882	121
long	2/03/14	2/10/14	7		Int Cons Airlines	100	18,402	40.967	42.092		1.125	3	774,586	311
short	2/10/14	6/02/14	112		Ladbrokes	100	51,713	14.978	16.165	13.792	-1.187	-8	713,221	-24
long	6/02/14	6/09/14	7		National Grid	100	7,607	93.747	87.984		-5.763	-6	669,380	-96
short	6/09/14	11/17/14	161		Tesco	100	17,134	39.066	23.416	65.177	26.111	67	1,116,771	219
long	11/17/14	12/15/14	28		Man Group	100	86,233	12.951	13.633		0.682	5	1,175,588	95
short	12/15/14	12/22/14	7		Tesco	100	58,163	20.212	22.235	18.188	-2.024	-10	1,057,895	-100
long	12/22/14	1/05/15	14		Man Group	100	69,301	15.265	15.690		0.425	3	1,087,324	104
short	1/05/15	1/19/15	14		Tesco	100	49,830	21.821	26.341	17.300	-4.520	-21	862,087	-100
long	1/19/15	6/08/15	140		Man Group	100	56,937	15.141	16.190		1.049	7	921,812	19
short	6/08/15	12/28/15	203		Tate & Lyle	100	17,456	52.808	57.454	48.161	-4.647	-9	840,703	-15
long	12/28/15	1/11/16	14		ITV	100	31,659	26.554	25.415		-1.140	-4	804,624	-68
short	1/11/16	1/25/16	14		Tesco	100	45,726	17.596	18.489	16.704	-0.892	-5	763,816	-74
long	1/25/16	2/01/16	7		National Grid	100	8,609	88.713	93.964		5.251	6	809,019	1,905
short	2/01/16	4/18/16	77		NatWest	100	34,208	23.650	21.958	25.472	1.822	8	871,353	42
long	4/18/16	4/25/16	7		BAT	100	2,201	395.754	391.449		-4.305	-1	861,878	-43
short	4/25/16	5/16/16	21		NatWest	100	36,910	23.351	19.940	27.345	3.994	17	1,009,293	1,455
long	5/16/16	5/30/16	14		Compass Group	100	8,403	120.109	124.197		4.087	3	1,043,639	139
short	5/30/16	6/06/16	7		Marks & Spencer	100	27,998	37.275	34.502	40.272	2.997	8	1,127,535	5,536
long	6/06/16	6/27/16	21		Ladbrokes	100	88,199	12.784	9.379		-3.405	-27	827,211	-100
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	6/27/16	7/25/16	28		ITV	100	60,765	13.613	16.514	10.713	-2.901	-21	650,957	-96
long	7/25/16	11/21/16	119		3i Group	100	12,153	53.563	55.757		2.194	4	677,623	13
short	11/21/16	1/09/17	49		ITV	100	47,518	14.260	17.500	11.020	-3.240	-23	523,667	-85
long	1/09/17	1/23/17	14		3i Group	100	8,558	61.187	60.415		-0.772	-1	517,058	-28
short	1/23/17	2/13/17	21		Ass Brit Foods	100	2,386	216.684	218.769	214.598	-2.086	-1	512,082	-15
long	2/13/17	7/03/17	140		3i Group	100	8,321	61.540	79.573		18.033	29	662,138	95
short	7/03/17	1/15/18	196		BT Group	100	25,779	25.684	24.486	26.941	1.257	5	694,540	9
long	1/15/18	1/22/18	7		Man Group	100	36,491	19.033	19.067		0.035	0	695,804	10
short	1/22/18	6/11/18	140		National Grid	100	9,396	74.052	71.293	76.917	2.866	4	722,729	10
long	6/11/18	8/20/18	70		Next	100	1,378	524.223	478.346		-45.877	-9	659,510	-38
short	8/20/18	4/01/19	224		Abrdn	100	23,679	27.851	23.686	32.749	4.898	18	775,488	30
long	4/01/19	6/03/19	63		Diageo	100	2,836	273.366	293.863		20.497	7	833,617	52
short	6/03/19	7/08/19	35		ITV	100	90,700	9.191	9.699	8.683	-0.508	-6	787,555	-45
long	7/08/19	8/05/19	28		3i Group	100	8,016	98.236	91.497		-6.739	-7	733,532	-60
short	8/05/19	9/30/19	56		Marks & Spencer	100	44,952	16.318	16.215	16.422	0.104	1	738,198	4
long	9/30/19	10/07/19	7		Experian	100	3,230	228.475	224.456		-4.019	-2	725,215	-60
short	10/07/19	10/21/19	14		Marks & Spencer	100	48,157	15.059	18.221	11.898	-3.161	-21	572,968	-100
long	10/21/19	11/11/19	21		Next	100	919	622.844	594.300		-28.544	-5	546,736	-56
short	11/11/19	12/02/19	21		Marks & Spencer	100	32,190	16.985	17.508	16.461	-0.523	-3	529,891	-42
long	12/02/19	2/24/20	84		Melrose	100	8,394	63.121	61.604		-1.517	-2	517,156	-10
short	2/24/20	7/13/20	140		BT Group	100	37,661	13.732	9.805	19.231	5.500	40	724,276	141
long	7/13/20	7/27/20	14		Reckitt Benckiser	100	1,068	677.765	695.147		17.382	3	742,839	94
short	7/27/20	11/16/20	112		Int Cons Airlines	100	44,127	16.834	13.795	20.542	3.709	22	906,485	91
long	11/16/20	7/19/21	245		RSA Insurance	100	16,118	56.240	60.689		4.449	8	978,194	12
short	7/19/21	11/15/21	119		Tesco	100	47,699	20.507	24.499	16.516	-3.991	-19	787,804	-49
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	11/15/21	11/22/21	7		Man Group	100	39,644	19.872	19.346		-0.525	-3	766,982	-75
short	11/22/21	1/03/22	42		Flutter	100	788	972.450	1,007.463	937.437	-35.013	-4	739,392	-27
long	1/03/22	2/28/22	56		Experian	100	2,376	311.148	247.754		-63.394	-20	588,767	-77
short	2/28/22	1/09/23	315		Ocado	100	5,076	115.979	61.345	219.269	103.290	89	1,113,069	109
long	1/09/23	5/15/23	126		Flutter	100	1,081	1,028.884	1,409.657		380.773	37	1,524,685	149
short	5/15/23	9/29/23	137		Ocado	100	40,616	37.539	53.594	21.483	-16.055	-43	872,579	-77
accum	5/15/06	9/29/23	6347	days out of 6480 invested (98%)							8,626		872,579	29

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
NatWest	short	5/26/08	6/22/09	392	331.53	40.55	2,710.57	2,379.04	717.60
	short	2/01/16	4/18/16	77	23.65	21.96	25.47	1.82	7.70
	short	4/25/16	5/16/16	21	23.35	19.94	27.34	3.99	17.10	931.21
Lloyds Bank	short	1/25/10	3/01/10	35	5.82	5.22	6.49	0.67	11.50
	short	5/09/11	5/30/11	21	5.69	5.57	5.82	0.12	2.17
	short	6/06/11	12/05/11	182	4.99	2.67	9.31	4.32	86.62
	short	12/12/11	12/19/11	7	2.43	2.33	2.53	0.11	4.40
	long	7/01/13	9/09/13	70	6.02	7.38		1.35	22.51	171.92
Arm Holdings	long	3/01/10	5/03/10	63	21.72	26.11		4.39	20.22
	long	9/06/10	3/14/11	189	38.95	55.58		16.62	42.67
	long	3/28/11	4/11/11	14	58.76	62.33		3.58	6.09
	long	5/02/11	5/09/11	7	65.29	62.27		-3.02	-4.62
	long	5/30/11	6/06/11	7	61.35	61.88		0.53	0.86	75.04
BT Group	short	7/03/17	1/15/18	196	25.68	24.49	26.94	1.26	4.89
	short	2/24/20	7/13/20	140	13.73	9.80	19.23	5.50	40.05	46.90
Land Securities	short	7/23/07	5/19/08	301	272.07	203.42	363.88	91.82	33.75	33.75
Flutter	short	11/22/21	1/03/22	42	972.45	1,007.46	937.44	-35.01	-3.60
	long	1/09/23	5/15/23	126	1,028.88	1,409.66		380.77	37.01	32.08
Int Cons Airlines	long	12/23/13	1/27/14	35	39.20	40.16		0.96	2.44
	long	2/03/14	2/10/14	7	40.97	42.09		1.13	2.75
	short	7/27/20	11/16/20	112	16.83	13.79	20.54	3.71	22.03	28.44
RSA Insurance	short	12/02/13	12/23/13	21	46.02	40.74	51.98	5.96	12.96
	long	11/16/20	7/19/21	245	56.24	60.69		4.45	7.91	21.89
Man Group	short	5/03/10	9/06/10	126	24.63	24.74	24.51	-0.12	-0.47
	short	5/14/12	8/06/12	84	8.42	8.37	8.47	0.05	0.60
	short	6/24/13	7/01/13	7	7.74	8.06	7.41	-0.32	-4.17
	short	9/09/13	10/14/13	35	8.55	7.68	9.53	0.98	11.40
	long	11/17/14	12/15/14	28	12.95	13.63		0.68	5.27
	long	12/22/14	1/05/15	14	15.27	15.69		0.42	2.78
	long	1/19/15	6/08/15	140	15.14	16.19		1.05	6.93
	long	1/15/18	1/22/18	7	19.03	19.07		0.03	0.18
	long	11/15/21	11/22/21	7	19.87	19.35		-0.53	-2.64	20.62
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Abrdn	short	8/20/18	4/01/19	224	27.85	23.69	32.75	4.90	17.59	17.59
Ferguson	long	8/06/12	6/24/13	322	240.14	280.42		40.28	16.77	16.77
3i Group	short	4/11/11	5/02/11	21	28.60	30.31	26.89	-1.71	-5.98
	long	7/25/16	11/21/16	119	53.56	55.76		2.19	4.10
	long	1/09/17	1/23/17	14	61.19	60.41		-0.77	-1.26
	long	2/13/17	7/03/17	140	61.54	79.57		18.03	29.30
	long	7/08/19	8/05/19	28	98.24	91.50		-6.74	-6.86	16.39
Vodafone	short	5/15/06	9/18/06	126	19.00	17.37	20.78	1.78	9.36	9.36
Ocado	short	2/28/22	1/09/23	315	115.98	61.35	219.27	103.29	89.06
	short	5/15/23	9/29/23	137	37.54	53.59	21.48	-16.06	-42.77	8.20
Diageo	long	4/01/19	6/03/19	63	273.37	293.86		20.50	7.50	7.50
Compass Group	long	5/16/16	5/30/16	14	120.11	124.20		4.09	3.40	3.40
National Grid	long	6/02/14	6/09/14	7	93.75	87.98		-5.76	-6.15
	long	1/25/16	2/01/16	7	88.71	93.96		5.25	5.92
	short	1/22/18	6/11/18	140	74.05	71.29	76.92	2.87	3.87	3.25
GKN	long	7/02/07	7/23/07	21	60.72	62.53		1.81	2.99	2.99
BAT	long	12/05/11	12/12/11	7	290.52	298.18		7.66	2.64
	long	4/18/16	4/25/16	7	395.75	391.45		-4.31	-1.09	1.52
Reckitt Benckiser	short	3/14/11	3/28/11	14	324.59	335.29	313.88	-10.71	-3.30
	long	7/13/20	7/27/20	14	677.76	695.15		17.38	2.56	-0.82
Ass Brit Foods	short	1/23/17	2/13/17	21	216.68	218.77	214.60	-2.09	-0.96	-0.96
Melrose	long	12/02/19	2/24/20	84	63.12	61.60		-1.52	-2.40	-2.40
Marks & Spencer	long	6/22/09	1/25/10	217	33.13	38.11		4.98	15.04
	short	5/30/16	6/06/16	7	37.28	34.50	40.27	3.00	8.04
	short	8/05/19	9/30/19	56	16.32	16.21	16.42	0.10	0.64
	short	10/07/19	10/21/19	14	15.06	18.22	11.90	-3.16	-20.99
	short	11/11/19	12/02/19	21	16.98	17.51	16.46	-0.52	-3.08	-4.22
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
BG Group	long	5/19/08	5/26/08	7	187.26	177.27		-9.99	-5.34	-5.34
Tesco	short	6/09/14	11/17/14	161	39.07	23.42	65.18	26.11	66.84
	short	12/15/14	12/22/14	7	20.21	22.24	18.19	-2.02	-10.01
	short	1/05/15	1/19/15	14	21.82	26.34	17.30	-4.52	-20.71
	short	1/11/16	1/25/16	14	17.60	18.49	16.70	-0.89	-5.07
	short	7/19/21	11/15/21	119	20.51	24.50	16.52	-3.99	-19.46	-9.00
Next	long	6/11/18	8/20/18	70	524.22	478.35		-45.88	-8.75
	long	10/21/19	11/11/19	21	622.84	594.30		-28.54	-4.58	-12.93
Experian	long	9/30/19	10/07/19	7	228.48	224.46		-4.02	-1.76
	long	1/03/22	2/28/22	56	311.15	247.75		-63.39	-20.37	-21.78
Tate & Lyle	long	9/18/06	6/11/07	266	110.35	87.49		-22.86	-20.72
	short	6/11/07	7/02/07	21	87.49	86.03	88.97	1.48	1.69
	long	12/19/11	5/14/12	147	67.19	70.00		2.81	4.18
	short	6/08/15	12/28/15	203	52.81	57.45	48.16	-4.65	-8.80	-23.39
Ladbrokes	short	1/27/14	2/03/14	7	15.07	14.84	15.30	0.23	1.53
	short	2/10/14	6/02/14	112	14.98	16.17	13.79	-1.19	-7.92
	long	6/06/16	6/27/16	21	12.78	9.38		-3.41	-26.64	-31.41
ITV	long	10/14/13	12/02/13	49	18.04	18.86		0.82	4.57
	long	12/28/15	1/11/16	14	26.55	25.41		-1.14	-4.29
	short	6/27/16	7/25/16	28	13.61	16.51	10.71	-2.90	-21.31
	short	11/21/16	1/09/17	49	14.26	17.50	11.02	-3.24	-22.72
	short	6/03/19	7/08/19	35	9.19	9.70	8.68	-0.51	-5.53	-42.50

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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