| |
| |
Assessment - FT 30 Index - 7/01/24 - RS = 17
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
3/04/24 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| | |
|
|
|
|
|
SOM Price Index |
270.244 |
8/12 |
0.67 |
268.263 |
0.74 |
267.967 |
0.296 |
0.11 |
|
1.97 |
| | |
|
|
|
L |
|
3i Group |
3,018.000 |
8/12 |
0.23 |
2,986.000 |
1.07 |
2,485.000 |
501.000 |
20.16 |
|
34.55 |
| | |
|
|
|
L |
|
NatWest |
334.600 |
8/12 |
0.48 |
315.000 |
6.22 |
248.300 |
66.700 |
26.86 |
|
30.05 |
| | |
|
|
|
L |
|
Experian |
3,524.000 |
8/12 |
1.18 |
3,648.000 |
-3.40 |
3,360.000 |
288.000 |
8.57 |
|
20.75 |
| | |
|
|
|
|
|
BAE Systems |
1,303.500 |
8/12 |
2.04 |
1,272.000 |
2.48 |
1,260.000 |
12.000 |
0.95 |
|
19.62 |
| | |
|
|
|
L |
|
Lloyds Bank |
56.800 |
8/12 |
-0.28 |
55.620 |
2.12 |
47.395 |
8.225 |
17.35 |
|
19.38 |
| | |
|
|
|
L |
|
BT Group |
141.500 |
8/12 |
8.43 |
141.300 |
0.14 |
106.150 |
35.150 |
33.11 |
|
19.02 |
| | |
|
|
|
|
|
Next |
9,542.000 |
8/12 |
0.23 |
9,120.000 |
4.63 |
8,184.000 |
936.000 |
11.44 |
|
15.32 |
| | |
|
|
|
L |
|
ITV |
78.400 |
8/12 |
0.45 |
79.900 |
-1.88 |
60.540 |
19.360 |
31.98 |
|
13.51 |
| | |
|
|
|
|
|
Ass Brit Foods |
2,435.000 |
8/12 |
-0.90 |
2,496.000 |
-2.44 |
2,258.000 |
238.000 |
10.54 |
|
11.67 |
| | |
|
|
|
L |
|
Tesco |
333.500 |
8/12 |
0.91 |
307.300 |
8.53 |
275.900 |
31.400 |
11.38 |
|
10.30 |
| | |
|
|
|
|
|
Man Group |
214.000 |
8/12 |
0.28 |
243.800 |
-12.22 |
241.800 |
2.000 |
0.83 |
|
7.00 |
| | |
|
|
|
|
|
GSK |
1,572.000 |
8/12 |
0.42 |
1,526.000 |
3.01 |
1,667.800 |
-141.800 |
-8.50 |
|
5.65 |
| | |
|
|
|
|
|
Melrose |
486.700 |
8/12 |
0.19 |
553.600 |
-12.08 |
640.000 |
-86.400 |
-13.50 |
|
4.87 |
| | |
|
|
|
|
|
Int Cons Airlines |
166.450 |
8/12 |
-0.06 |
163.900 |
1.56 |
144.800 |
19.100 |
13.19 |
|
4.50 |
| | |
|
|
|
|
|
Compass Group |
2,354.000 |
8/12 |
0.90 |
2,173.000 |
8.33 |
2,165.000 |
8.000 |
0.37 |
|
3.50 |
| | |
|
|
|
L |
|
Smiths Group |
1,743.000 |
8/12 |
0.52 |
1,703.000 |
2.35 |
1,613.500 |
89.500 |
5.55 |
|
2.16 |
| | |
|
|
|
L |
|
Tate & Lyle |
643.000 |
8/12 |
0.47 |
598.500 |
7.44 |
605.500 |
-7.000 |
-1.16 |
|
1.94 |
| | |
|
|
|
S |
|
Flutter |
14,685.000 |
8/12 |
-1.28 |
14,650.000 |
0.24 |
16,845.000 |
-2,195.000 |
-13.03 |
|
-1.14 |
| | |
|
|
|
|
|
Land Securities |
615.500 |
8/12 |
-0.73 |
630.000 |
-2.30 |
620.600 |
9.400 |
1.51 |
|
-1.57 |
| | |
|
|
|
L |
|
Vodafone |
74.440 |
8/12 |
0.87 |
70.240 |
5.98 |
69.490 |
0.750 |
1.08 |
|
-2.49 |
| | |
|
|
|
S |
|
Legal & General |
225.600 |
8/12 |
0.53 |
228.900 |
-1.44 |
242.900 |
-14.000 |
-5.76 |
|
-3.05 |
| | |
|
|
|
|
|
WPP Group |
690.200 |
8/12 |
1.68 |
719.200 |
-4.03 |
713.000 |
6.200 |
0.87 |
|
-3.16 |
| | |
|
|
|
|
|
BP |
439.600 |
8/12 |
1.35 |
478.500 |
-8.13 |
469.750 |
8.750 |
1.86 |
|
-5.19 |
| | |
|
|
|
S |
|
Wise |
685.000 |
8/12 |
-0.07 |
698.500 |
-1.93 |
916.600 |
-218.100 |
-23.79 |
|
-8.96 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
3/04/24 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| | |
|
|
|
L |
|
Abrdn |
152.950 |
8/12 |
2.51 |
149.300 |
2.44 |
152.850 |
-3.550 |
-2.32 |
|
-12.95 |
| | |
|
|
|
S |
|
Diageo |
2,451.500 |
8/12 |
1.03 |
2,480.000 |
-1.15 |
2,930.000 |
-450.000 |
-15.36 |
|
-13.31 |
| | |
|
|
|
S |
|
National Grid |
978.400 |
8/12 |
-0.04 |
885.400 |
10.50 |
1,039.500 |
-154.100 |
-14.82 |
|
-13.65 |
| | |
|
|
|
|
|
Reckitt Benckiser |
4,180.000 |
8/12 |
|
4,289.000 |
-2.54 |
5,130.000 |
-841.000 |
-16.39 |
|
-16.63 |
| | |
|
|
|
|
|
Ocado |
376.700 |
8/12 |
0.72 |
288.100 |
30.75 |
445.000 |
-156.900 |
-35.26 |
|
-33.68 |
| | |
|
|
|
S |
|
Burberry Group |
671.000 |
8/12 |
-2.02 |
862.600 |
-22.21 |
1,256.000 |
-393.400 |
-31.32 |
|
-33.81 |
FT 30 - 30 out of 30 instruments rated - 7/01/24 / 3/04/24 - 18 did rise, Market-Ratio(17) = 60.00 % |
Stock Exchange Currency: GBP £ Pound sterling |
Technical Chart
Transactions FT 30 Index * 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 |
7,984 |
|
1.253 |
1.163 |
1.350 |
0.097 |
8 |
10,774 |
24 |
|
long |
9/18/06 |
6/11/07 |
266 |
|
|
|
Tate & Lyle |
100 |
1,458 |
|
7.385 |
5.800 |
|
-1.585 |
-21 |
8,464 |
-28 |
|
short |
6/11/07 |
7/02/07 |
21 |
|
|
|
Tate & Lyle |
100 |
1,459 |
|
5.800 |
5.625 |
5.980 |
0.180 |
3 |
8,727 |
70 |
|
long |
7/02/07 |
7/23/07 |
21 |
|
|
|
GKN |
100 |
2,198 |
|
3.970 |
4.018 |
|
0.047 |
1 |
8,831 |
23 |
|
short |
7/23/07 |
5/19/08 |
301 |
|
|
|
Land Securities |
100 |
505 |
|
17.480 |
14.860 |
20.562 |
3.082 |
18 |
10,387 |
22 |
|
long |
5/19/08 |
5/26/08 |
7 |
|
|
|
BG Group |
100 |
759 |
|
13.680 |
12.900 |
|
-0.780 |
-6 |
9,795 |
-95 |
|
short |
5/26/08 |
6/22/09 |
392 |
|
|
|
NatWest |
100 |
406 |
|
24.125 |
3.596 |
161.873 |
137.748 |
571 |
65,721 |
489 |
|
long |
6/22/09 |
1/25/10 |
217 |
|
|
|
Marks & Spencer |
100 |
22,373 |
|
2.938 |
3.465 |
|
0.528 |
18 |
77,523 |
32 |
|
short |
1/25/10 |
3/01/10 |
35 |
|
|
|
Lloyds Bank |
100 |
146,490 |
|
0.529 |
0.503 |
0.557 |
0.028 |
5 |
81,625 |
71 |
|
long |
3/01/10 |
5/03/10 |
63 |
|
|
|
Arm Holdings |
100 |
39,036 |
|
2.091 |
2.503 |
|
0.412 |
20 |
97,708 |
183 |
|
short |
5/03/10 |
9/06/10 |
126 |
|
|
|
Man Group |
100 |
41,383 |
|
2.361 |
2.354 |
2.368 |
0.007 |
0 |
97,997 |
1 |
|
long |
9/06/10 |
3/14/11 |
189 |
|
|
|
Arm Holdings |
100 |
26,442 |
|
3.706 |
5.255 |
|
1.549 |
42 |
138,956 |
96 |
|
short |
3/14/11 |
3/28/11 |
14 |
|
|
|
Reckitt Benckiser |
100 |
4,527 |
|
30.690 |
31.870 |
29.510 |
-1.180 |
-4 |
133,614 |
-64 |
|
long |
3/28/11 |
4/11/11 |
14 |
|
|
|
Arm Holdings |
100 |
23,923 |
|
5.585 |
5.825 |
|
0.240 |
4 |
139,356 |
199 |
|
short |
4/11/11 |
5/02/11 |
21 |
|
|
|
3i Group |
100 |
52,134 |
|
2.673 |
2.795 |
2.551 |
-0.122 |
-5 |
132,995 |
-56 |
|
long |
5/02/11 |
5/09/11 |
7 |
|
|
|
Arm Holdings |
100 |
22,092 |
|
6.020 |
5.860 |
|
-0.160 |
-3 |
129,461 |
-75 |
|
short |
5/09/11 |
5/30/11 |
21 |
|
|
|
Lloyds Bank |
100 |
241,620 |
|
0.536 |
0.520 |
0.552 |
0.016 |
3 |
133,399 |
68 |
|
long |
5/30/11 |
6/06/11 |
7 |
|
|
|
Arm Holdings |
100 |
23,301 |
|
5.725 |
5.815 |
|
0.090 |
2 |
135,496 |
126 |
|
short |
6/06/11 |
12/05/11 |
182 |
|
|
|
Lloyds Bank |
100 |
288,904 |
|
0.469 |
0.270 |
0.815 |
0.346 |
74 |
235,370 |
203 |
|
long |
12/05/11 |
12/12/11 |
7 |
|
|
|
BAT |
100 |
8,024 |
|
29.330 |
30.000 |
|
0.670 |
2 |
240,746 |
225 |
|
short |
12/12/11 |
12/19/11 |
7 |
|
|
|
Lloyds Bank |
100 |
985,654 |
|
0.244 |
0.235 |
0.254 |
0.010 |
4 |
250,553 |
702 |
|
long |
12/19/11 |
5/14/12 |
147 |
|
|
|
Tate & Lyle |
100 |
36,954 |
|
6.780 |
6.900 |
|
0.120 |
2 |
254,988 |
4 |
|
short |
5/14/12 |
8/06/12 |
84 |
|
|
|
Man Group |
100 |
307,214 |
|
0.830 |
0.847 |
0.813 |
-0.017 |
-2 |
249,765 |
-9 |
|
long |
8/06/12 |
6/24/13 |
322 |
|
|
|
Ferguson |
100 |
10,278 |
|
24.300 |
29.380 |
|
5.080 |
21 |
301,978 |
24 |
|
short |
6/24/13 |
7/01/13 |
7 |
|
|
|
Man Group |
100 |
372,581 |
|
0.811 |
0.857 |
0.764 |
-0.047 |
-6 |
284,653 |
-95 |
|
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 |
444,561 |
|
0.640 |
0.768 |
|
0.128 |
20 |
341,334 |
158 |
|
short |
9/09/13 |
10/14/13 |
35 |
|
|
|
Man Group |
100 |
383,306 |
|
0.891 |
0.787 |
1.008 |
0.117 |
13 |
386,219 |
263 |
|
long |
10/14/13 |
12/02/13 |
49 |
|
|
|
ITV |
100 |
208,880 |
|
1.849 |
1.894 |
|
0.045 |
2 |
395,619 |
20 |
|
short |
12/02/13 |
12/23/13 |
21 |
|
|
|
RSA Insurance |
100 |
85,623 |
|
4.620 |
4.103 |
5.203 |
0.582 |
13 |
445,471 |
687 |
|
long |
12/23/13 |
1/27/14 |
35 |
|
|
|
Int Cons Airlines |
100 |
112,834 |
|
3.948 |
4.006 |
|
0.058 |
1 |
452,015 |
16 |
|
short |
1/27/14 |
2/03/14 |
7 |
|
|
|
Ladbrokes |
100 |
300,742 |
|
1.503 |
1.501 |
1.505 |
0.002 |
0 |
452,617 |
7 |
|
long |
2/03/14 |
2/10/14 |
7 |
|
|
|
Int Cons Airlines |
100 |
109,222 |
|
4.144 |
4.235 |
|
0.091 |
2 |
462,556 |
210 |
|
short |
2/10/14 |
6/02/14 |
112 |
|
|
|
Ladbrokes |
100 |
306,938 |
|
1.507 |
1.545 |
1.469 |
-0.038 |
-3 |
450,892 |
-8 |
|
long |
6/02/14 |
6/09/14 |
7 |
|
|
|
National Grid |
100 |
50,322 |
|
8.960 |
8.390 |
|
-0.570 |
-6 |
422,209 |
-97 |
|
short |
6/09/14 |
11/17/14 |
161 |
|
|
|
Tesco |
100 |
113,335 |
|
3.725 |
2.441 |
5.686 |
1.960 |
53 |
644,380 |
161 |
|
long |
11/17/14 |
12/15/14 |
28 |
|
|
|
Man Group |
100 |
477,318 |
|
1.350 |
1.408 |
|
0.058 |
4 |
672,064 |
73 |
|
short |
12/15/14 |
12/22/14 |
7 |
|
|
|
Tesco |
100 |
321,946 |
|
2.088 |
2.293 |
1.882 |
-0.205 |
-10 |
606,001 |
-100 |
|
long |
12/22/14 |
1/05/15 |
14 |
|
|
|
Man Group |
100 |
385,006 |
|
1.574 |
1.654 |
|
0.080 |
5 |
636,801 |
264 |
|
short |
1/05/15 |
1/19/15 |
14 |
|
|
|
Tesco |
100 |
276,833 |
|
2.300 |
2.804 |
1.796 |
-0.504 |
-22 |
497,250 |
-100 |
|
long |
1/19/15 |
6/08/15 |
140 |
|
|
|
Man Group |
100 |
308,467 |
|
1.612 |
1.700 |
|
0.088 |
5 |
524,395 |
15 |
|
short |
6/08/15 |
12/28/15 |
203 |
|
|
|
Tate & Lyle |
100 |
94,570 |
|
5.545 |
5.950 |
5.140 |
-0.405 |
-7 |
486,094 |
-13 |
|
long |
12/28/15 |
1/11/16 |
14 |
|
|
|
ITV |
100 |
176,761 |
|
2.750 |
2.661 |
|
-0.089 |
-3 |
470,362 |
-58 |
|
short |
1/11/16 |
1/25/16 |
14 |
|
|
|
Tesco |
100 |
255,298 |
|
1.842 |
1.972 |
1.713 |
-0.130 |
-7 |
437,224 |
-85 |
|
long |
1/25/16 |
2/01/16 |
7 |
|
|
|
National Grid |
100 |
46,203 |
|
9.463 |
9.897 |
|
0.434 |
5 |
457,277 |
936 |
|
short |
2/01/16 |
4/18/16 |
77 |
|
|
|
NatWest |
100 |
183,571 |
|
2.491 |
2.375 |
2.613 |
0.122 |
5 |
479,617 |
25 |
|
long |
4/18/16 |
4/25/16 |
7 |
|
|
|
BAT |
100 |
11,204 |
|
42.805 |
41.625 |
|
-1.180 |
-3 |
466,396 |
-77 |
|
short |
4/25/16 |
5/16/16 |
21 |
|
|
|
NatWest |
100 |
187,835 |
|
2.483 |
2.125 |
2.901 |
0.418 |
17 |
544,968 |
1,397 |
|
long |
5/16/16 |
5/30/16 |
14 |
|
|
|
Compass Group |
100 |
42,575 |
|
12.800 |
12.879 |
|
0.079 |
1 |
548,336 |
17 |
|
short |
5/30/16 |
6/06/16 |
7 |
|
|
|
Marks & Spencer |
100 |
141,857 |
|
3.865 |
3.638 |
4.107 |
0.242 |
6 |
582,608 |
2,260 |
|
long |
6/06/16 |
6/27/16 |
21 |
|
|
|
Ladbrokes |
100 |
432,201 |
|
1.348 |
1.061 |
|
-0.287 |
-21 |
458,566 |
-98 |
|
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 |
297,770 |
|
1.540 |
1.882 |
1.198 |
-0.342 |
-22 |
356,670 |
-96 |
|
long |
7/25/16 |
11/21/16 |
119 |
|
|
|
3i Group |
100 |
58,422 |
|
6.105 |
6.475 |
|
0.370 |
6 |
378,286 |
20 |
|
short |
11/21/16 |
1/09/17 |
49 |
|
|
|
ITV |
100 |
228,433 |
|
1.656 |
2.075 |
1.237 |
-0.419 |
-25 |
282,572 |
-89 |
|
long |
1/09/17 |
1/23/17 |
14 |
|
|
|
3i Group |
100 |
38,948 |
|
7.255 |
7.035 |
|
-0.220 |
-3 |
273,984 |
-55 |
|
short |
1/23/17 |
2/13/17 |
21 |
|
|
|
Ass Brit Foods |
100 |
10,859 |
|
25.230 |
25.400 |
25.060 |
-0.170 |
-1 |
272,138 |
-11 |
|
long |
2/13/17 |
7/03/17 |
140 |
|
|
|
3i Group |
100 |
38,087 |
|
7.145 |
9.045 |
|
1.900 |
27 |
344,504 |
85 |
|
short |
7/03/17 |
1/15/18 |
196 |
|
|
|
BT Group |
100 |
118,000 |
|
2.920 |
2.757 |
3.092 |
0.172 |
6 |
364,811 |
11 |
|
long |
1/15/18 |
1/22/18 |
7 |
|
|
|
Man Group |
100 |
170,233 |
|
2.143 |
2.132 |
|
-0.011 |
-1 |
362,939 |
-24 |
|
short |
1/22/18 |
6/11/18 |
140 |
|
|
|
National Grid |
100 |
43,833 |
|
8.280 |
8.323 |
8.237 |
-0.043 |
-1 |
361,054 |
-1 |
|
long |
6/11/18 |
8/20/18 |
70 |
|
|
|
Next |
100 |
5,899 |
|
61.200 |
54.600 |
|
-6.600 |
-11 |
322,121 |
-45 |
|
short |
8/20/18 |
4/01/19 |
224 |
|
|
|
Abrdn |
100 |
101,327 |
|
3.179 |
2.689 |
3.758 |
0.579 |
18 |
380,819 |
31 |
|
long |
4/01/19 |
6/03/19 |
63 |
|
|
|
Diageo |
100 |
12,270 |
|
31.035 |
33.620 |
|
2.585 |
8 |
412,537 |
59 |
|
short |
6/03/19 |
7/08/19 |
35 |
|
|
|
ITV |
100 |
392,332 |
|
1.052 |
1.126 |
0.977 |
-0.075 |
-7 |
383,308 |
-54 |
|
long |
7/08/19 |
8/05/19 |
28 |
|
|
|
3i Group |
100 |
33,608 |
|
11.405 |
10.690 |
|
-0.715 |
-6 |
359,279 |
-57 |
|
short |
8/05/19 |
9/30/19 |
56 |
|
|
|
Marks & Spencer |
100 |
188,449 |
|
1.907 |
1.845 |
1.971 |
0.064 |
3 |
371,358 |
24 |
|
long |
9/30/19 |
10/07/19 |
7 |
|
|
|
Experian |
100 |
14,288 |
|
25.990 |
25.480 |
|
-0.510 |
-2 |
364,071 |
-64 |
|
short |
10/07/19 |
10/21/19 |
14 |
|
|
|
Marks & Spencer |
100 |
212,969 |
|
1.710 |
1.984 |
1.435 |
-0.275 |
-16 |
305,611 |
-99 |
|
long |
10/21/19 |
11/11/19 |
21 |
|
|
|
Next |
100 |
4,506 |
|
67.820 |
65.940 |
|
-1.880 |
-3 |
297,140 |
-39 |
|
short |
11/11/19 |
12/02/19 |
21 |
|
|
|
Marks & Spencer |
100 |
157,675 |
|
1.885 |
1.923 |
1.846 |
-0.038 |
-2 |
291,070 |
-30 |
|
long |
12/02/19 |
2/24/20 |
84 |
|
|
|
Melrose |
100 |
41,983 |
|
6.933 |
6.786 |
|
-0.147 |
-2 |
284,898 |
-9 |
|
short |
2/24/20 |
7/13/20 |
140 |
|
|
|
BT Group |
100 |
188,349 |
|
1.513 |
1.111 |
2.059 |
0.547 |
36 |
387,887 |
124 |
|
long |
7/13/20 |
7/27/20 |
14 |
|
|
|
Reckitt Benckiser |
100 |
5,050 |
|
76.800 |
77.200 |
|
0.400 |
1 |
389,907 |
15 |
|
short |
7/27/20 |
11/16/20 |
112 |
|
|
|
Int Cons Airlines |
100 |
208,562 |
|
1.870 |
1.588 |
2.202 |
0.332 |
18 |
459,171 |
70 |
|
long |
11/16/20 |
7/19/21 |
245 |
|
|
|
RSA Insurance |
100 |
70,947 |
|
6.472 |
6.842 |
|
0.370 |
6 |
485,421 |
9 |
|
short |
7/19/21 |
11/15/21 |
119 |
|
|
|
Tesco |
100 |
209,957 |
|
2.312 |
2.859 |
1.765 |
-0.547 |
-24 |
370,575 |
-56 |
|
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 |
159,799 |
|
2.319 |
2.263 |
|
-0.056 |
-2 |
361,626 |
-72 |
|
short |
11/22/21 |
1/03/22 |
42 |
|
|
|
Flutter |
100 |
3,179 |
|
113.750 |
117.600 |
109.900 |
-3.850 |
-3 |
349,387 |
-26 |
|
long |
1/03/22 |
2/28/22 |
56 |
|
|
|
Experian |
100 |
9,619 |
|
36.320 |
29.330 |
|
-6.990 |
-19 |
282,150 |
-75 |
|
short |
2/28/22 |
1/09/23 |
315 |
|
|
|
Ocado |
100 |
20,549 |
|
13.730 |
7.432 |
25.365 |
11.635 |
85 |
521,238 |
104 |
|
long |
1/09/23 |
5/15/23 |
126 |
|
|
|
Flutter |
100 |
4,181 |
|
124.650 |
161.850 |
|
37.200 |
30 |
676,771 |
113 |
|
short |
5/15/23 |
12/25/23 |
224 |
|
|
|
Ocado |
100 |
157,023 |
|
4.310 |
7.250 |
1.370 |
-2.940 |
-68 |
215,123 |
-85 |
|
long |
12/25/23 |
1/01/24 |
7 |
|
|
|
Wise |
100 |
24,675 |
|
8.718 |
8.740 |
|
0.022 |
0 |
215,666 |
14 |
|
short |
1/01/24 |
1/08/24 |
7 |
|
|
|
Burberry Group |
100 |
15,230 |
|
14.160 |
13.915 |
14.409 |
0.249 |
2 |
219,463 |
148 |
|
long |
1/08/24 |
1/15/24 |
7 |
|
|
|
Wise |
100 |
25,953 |
|
8.456 |
8.786 |
|
0.330 |
4 |
228,027 |
636 |
|
short |
1/15/24 |
1/29/24 |
14 |
|
|
|
Burberry Group |
100 |
18,814 |
|
12.120 |
13.430 |
10.810 |
-1.310 |
-11 |
203,381 |
-95 |
|
long |
1/29/24 |
2/05/24 |
7 |
|
|
|
3i Group |
100 |
8,359 |
|
24.330 |
23.410 |
|
-0.920 |
-4 |
195,691 |
-87 |
|
short |
2/05/24 |
2/12/24 |
7 |
|
|
|
Burberry Group |
100 |
15,163 |
|
12.905 |
13.355 |
12.455 |
-0.450 |
-3 |
188,867 |
-84 |
|
long |
2/12/24 |
3/04/24 |
21 |
|
|
|
Wise |
100 |
22,219 |
|
8.500 |
9.166 |
|
0.666 |
8 |
203,665 |
271 |
|
short |
3/04/24 |
3/11/24 |
7 |
|
|
|
Burberry Group |
100 |
16,215 |
|
12.560 |
12.475 |
12.646 |
0.086 |
1 |
205,053 |
42 |
|
long |
3/11/24 |
3/18/24 |
7 |
|
|
|
Wise |
100 |
22,844 |
|
8.976 |
9.452 |
|
0.476 |
5 |
215,927 |
1,380 |
|
short |
3/18/24 |
3/25/24 |
7 |
|
|
|
Burberry Group |
100 |
17,191 |
|
12.560 |
11.995 |
13.152 |
0.592 |
5 |
226,097 |
1,002 |
|
long |
3/25/24 |
4/08/24 |
14 |
|
|
|
3i Group |
100 |
8,100 |
|
27.910 |
28.230 |
|
0.320 |
1 |
228,689 |
35 |
|
short |
4/08/24 |
4/22/24 |
14 |
|
|
|
Ocado |
100 |
60,967 |
|
3.751 |
3.584 |
3.926 |
0.175 |
5 |
239,346 |
228 |
|
long |
4/22/24 |
4/29/24 |
7 |
|
|
|
3i Group |
100 |
8,415 |
|
28.440 |
28.750 |
|
0.310 |
1 |
241,955 |
76 |
|
short |
4/29/24 |
5/13/24 |
14 |
|
|
|
Ocado |
100 |
68,079 |
|
3.554 |
3.420 |
3.693 |
0.139 |
4 |
251,438 |
172 |
|
long |
5/13/24 |
6/17/24 |
35 |
|
|
|
NatWest |
100 |
78,574 |
|
3.200 |
3.080 |
|
-0.120 |
-4 |
242,009 |
-33 |
|
short |
6/17/24 |
8/12/24 |
56 |
|
|
|
Burberry Group |
100 |
24,549 |
|
9.858 |
6.710 |
14.483 |
4.625 |
47 |
355,546 |
1,127 |
|
accum | 5/15/06 |
8/12/24 | 6765 |
days out of 6898 invested (98%) |
3,455 |
355,546 |
21 |
|
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 | 24.13 | 3.60 | 161.87 | 137.75 | 570.98 | | | |
| short | 2/01/16 | 4/18/16 | 77 | 2.49 | 2.38 | 2.61 | 0.12 | 4.89 | | | |
| short | 4/25/16 | 5/16/16 | 21 | 2.48 | 2.13 | 2.90 | 0.42 | 16.85 | | | |
| long | 5/13/24 | 6/17/24 | 35 | 3.20 | 3.08 | | -0.12 | -3.75 | | | 691.48 |
Lloyds Bank | short | 1/25/10 | 3/01/10 | 35 | 0.53 | 0.50 | 0.56 | 0.03 | 5.29 | | | |
| short | 5/09/11 | 5/30/11 | 21 | 0.54 | 0.52 | 0.55 | 0.02 | 3.04 | | | |
| short | 6/06/11 | 12/05/11 | 182 | 0.47 | 0.27 | 0.81 | 0.35 | 73.71 | | | |
| short | 12/12/11 | 12/19/11 | 7 | 0.24 | 0.23 | 0.25 | 0.01 | 4.07 | | | |
| long | 7/01/13 | 9/09/13 | 70 | 0.64 | 0.77 | | 0.13 | 19.91 | | | 135.20 |
Arm Holdings | long | 3/01/10 | 5/03/10 | 63 | 2.09 | 2.50 | | 0.41 | 19.70 | | | |
| long | 9/06/10 | 3/14/11 | 189 | 3.71 | 5.26 | | 1.55 | 41.80 | | | |
| long | 3/28/11 | 4/11/11 | 14 | 5.59 | 5.83 | | 0.24 | 4.30 | | | |
| long | 5/02/11 | 5/09/11 | 7 | 6.02 | 5.86 | | -0.16 | -2.66 | | | |
| long | 5/30/11 | 6/06/11 | 7 | 5.73 | 5.82 | | 0.09 | 1.57 | | | 75.03 |
BT Group | short | 7/03/17 | 1/15/18 | 196 | 2.92 | 2.76 | 3.09 | 0.17 | 5.89 | | | |
| short | 2/24/20 | 7/13/20 | 140 | 1.51 | 1.11 | 2.06 | 0.55 | 36.15 | | | 44.18 |
Burberry Group | short | 1/01/24 | 1/08/24 | 7 | 14.16 | 13.92 | 14.41 | 0.25 | 1.76 | | | |
| short | 1/15/24 | 1/29/24 | 14 | 12.12 | 13.43 | 10.81 | -1.31 | -10.81 | | | |
| short | 2/05/24 | 2/12/24 | 7 | 12.91 | 13.36 | 12.46 | -0.45 | -3.49 | | | |
| short | 3/04/24 | 3/11/24 | 7 | 12.56 | 12.48 | 12.65 | 0.09 | 0.68 | | | |
| short | 3/18/24 | 3/25/24 | 7 | 12.56 | 12.00 | 13.15 | 0.59 | 4.71 | | | |
| short | 6/17/24 | 8/12/24 | 56 | 9.86 | 6.71 | 14.48 | 4.62 | 46.92 | | | 35.67 |
Flutter | short | 11/22/21 | 1/03/22 | 42 | 113.75 | 117.60 | 109.90 | -3.85 | -3.38 | | | |
| long | 1/09/23 | 5/15/23 | 126 | 124.65 | 161.85 | | 37.20 | 29.84 | | | 25.45 |
Int Cons Airlines | long | 12/23/13 | 1/27/14 | 35 | 3.95 | 4.01 | | 0.06 | 1.47 | | | |
| long | 2/03/14 | 2/10/14 | 7 | 4.14 | 4.24 | | 0.09 | 2.20 | | | |
| short | 7/27/20 | 11/16/20 | 112 | 1.87 | 1.59 | 2.20 | 0.33 | 17.76 | | | 22.12 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Ferguson | long | 8/06/12 | 6/24/13 | 322 | 24.30 | 29.38 | | 5.08 | 20.91 | | | 20.91 |
RSA Insurance | short | 12/02/13 | 12/23/13 | 21 | 4.62 | 4.10 | 5.20 | 0.58 | 12.60 | | | |
| long | 11/16/20 | 7/19/21 | 245 | 6.47 | 6.84 | | 0.37 | 5.72 | | | 19.04 |
Wise | long | 12/25/23 | 1/01/24 | 7 | 8.72 | 8.74 | | 0.02 | 0.25 | | | |
| long | 1/08/24 | 1/15/24 | 7 | 8.46 | 8.79 | | 0.33 | 3.90 | | | |
| long | 2/12/24 | 3/04/24 | 21 | 8.50 | 9.17 | | 0.67 | 7.84 | | | |
| long | 3/11/24 | 3/18/24 | 7 | 8.98 | 9.45 | | 0.48 | 5.30 | | | 18.28 |
Abrdn | short | 8/20/18 | 4/01/19 | 224 | 3.18 | 2.69 | 3.76 | 0.58 | 18.22 | | | 18.22 |
Land Securities | short | 7/23/07 | 5/19/08 | 301 | 17.48 | 14.86 | 20.56 | 3.08 | 17.63 | | | 17.63 |
Man Group | short | 5/03/10 | 9/06/10 | 126 | 2.36 | 2.35 | 2.37 | 0.01 | 0.30 | | | |
| short | 5/14/12 | 8/06/12 | 84 | 0.83 | 0.85 | 0.81 | -0.02 | -2.05 | | | |
| short | 6/24/13 | 7/01/13 | 7 | 0.81 | 0.86 | 0.76 | -0.05 | -5.74 | | | |
| short | 9/09/13 | 10/14/13 | 35 | 0.89 | 0.79 | 1.01 | 0.12 | 13.15 | | | |
| long | 11/17/14 | 12/15/14 | 28 | 1.35 | 1.41 | | 0.06 | 4.30 | | | |
| long | 12/22/14 | 1/05/15 | 14 | 1.57 | 1.65 | | 0.08 | 5.08 | | | |
| long | 1/19/15 | 6/08/15 | 140 | 1.61 | 1.70 | | 0.09 | 5.46 | | | |
| long | 1/15/18 | 1/22/18 | 7 | 2.14 | 2.13 | | -0.01 | -0.51 | | | |
| long | 11/15/21 | 11/22/21 | 7 | 2.32 | 2.26 | | -0.06 | -2.41 | | | 17.58 |
3i Group | short | 4/11/11 | 5/02/11 | 21 | 2.67 | 2.80 | 2.55 | -0.12 | -4.56 | | | |
| long | 7/25/16 | 11/21/16 | 119 | 6.11 | 6.48 | | 0.37 | 6.06 | | | |
| long | 1/09/17 | 1/23/17 | 14 | 7.26 | 7.03 | | -0.22 | -3.04 | | | |
| long | 2/13/17 | 7/03/17 | 140 | 7.15 | 9.05 | | 1.90 | 26.59 | | | |
| long | 7/08/19 | 8/05/19 | 28 | 11.41 | 10.69 | | -0.72 | -6.27 | | | |
| long | 1/29/24 | 2/05/24 | 7 | 24.33 | 23.41 | | -0.92 | -3.78 | | | |
| long | 3/25/24 | 4/08/24 | 14 | 27.91 | 28.23 | | 0.32 | 1.15 | | | |
| long | 4/22/24 | 4/29/24 | 7 | 28.44 | 28.75 | | 0.31 | 1.09 | | | 14.57 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Diageo | long | 4/01/19 | 6/03/19 | 63 | 31.04 | 33.62 | | 2.59 | 8.33 | | | 8.33 |
Vodafone | short | 5/15/06 | 9/18/06 | 126 | 1.25 | 1.16 | 1.35 | 0.10 | 7.74 | | | 7.74 |
Marks & Spencer | long | 6/22/09 | 1/25/10 | 217 | 2.94 | 3.47 | | 0.53 | 17.96 | | | |
| short | 5/30/16 | 6/06/16 | 7 | 3.87 | 3.64 | 4.11 | 0.24 | 6.25 | | | |
| short | 8/05/19 | 9/30/19 | 56 | 1.91 | 1.84 | 1.97 | 0.06 | 3.36 | | | |
| short | 10/07/19 | 10/21/19 | 14 | 1.71 | 1.98 | 1.44 | -0.27 | -16.06 | | | |
| short | 11/11/19 | 12/02/19 | 21 | 1.88 | 1.92 | 1.85 | -0.04 | -2.04 | | | 6.52 |
GKN | long | 7/02/07 | 7/23/07 | 21 | 3.97 | 4.02 | | 0.05 | 1.20 | | | 1.20 |
Compass Group | long | 5/16/16 | 5/30/16 | 14 | 12.80 | 12.88 | | 0.08 | 0.62 | | | 0.62 |
BAT | long | 12/05/11 | 12/12/11 | 7 | 29.33 | 30.00 | | 0.67 | 2.28 | | | |
| long | 4/18/16 | 4/25/16 | 7 | 42.81 | 41.63 | | -1.18 | -2.76 | | | -0.54 |
Ass Brit Foods | short | 1/23/17 | 2/13/17 | 21 | 25.23 | 25.40 | 25.06 | -0.17 | -0.67 | | | -0.67 |
Melrose | long | 12/02/19 | 2/24/20 | 84 | 6.93 | 6.79 | | -0.15 | -2.12 | | | -2.12 |
National Grid | long | 6/02/14 | 6/09/14 | 7 | 8.96 | 8.39 | | -0.57 | -6.36 | | | |
| long | 1/25/16 | 2/01/16 | 7 | 9.46 | 9.90 | | 0.43 | 4.59 | | | |
| short | 1/22/18 | 6/11/18 | 140 | 8.28 | 8.32 | 8.24 | -0.04 | -0.52 | | | -2.58 |
Reckitt Benckiser | short | 3/14/11 | 3/28/11 | 14 | 30.69 | 31.87 | 29.51 | -1.18 | -3.84 | | | |
| long | 7/13/20 | 7/27/20 | 14 | 76.80 | 77.20 | | 0.40 | 0.52 | | | -3.34 |
BG Group | long | 5/19/08 | 5/26/08 | 7 | 13.68 | 12.90 | | -0.78 | -5.70 | | | -5.70 |
Next | long | 6/11/18 | 8/20/18 | 70 | 61.20 | 54.60 | | -6.60 | -10.78 | | | |
| long | 10/21/19 | 11/11/19 | 21 | 67.82 | 65.94 | | -1.88 | -2.77 | | | -13.26 |
Experian | long | 9/30/19 | 10/07/19 | 7 | 25.99 | 25.48 | | -0.51 | -1.96 | | | |
| long | 1/03/22 | 2/28/22 | 56 | 36.32 | 29.33 | | -6.99 | -19.25 | | | -20.83 |
Ladbrokes | short | 1/27/14 | 2/03/14 | 7 | 1.50 | 1.50 | 1.51 | 0.00 | 0.13 | | | |
| short | 2/10/14 | 6/02/14 | 112 | 1.51 | 1.55 | 1.47 | -0.04 | -2.52 | | | |
| long | 6/06/16 | 6/27/16 | 21 | 1.35 | 1.06 | | -0.29 | -21.29 | | | -23.17 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Tate & Lyle | long | 9/18/06 | 6/11/07 | 266 | 7.39 | 5.80 | | -1.59 | -21.46 | | | |
| short | 6/11/07 | 7/02/07 | 21 | 5.80 | 5.63 | 5.98 | 0.18 | 3.11 | | | |
| long | 12/19/11 | 5/14/12 | 147 | 6.78 | 6.90 | | 0.12 | 1.77 | | | |
| short | 6/08/15 | 12/28/15 | 203 | 5.55 | 5.95 | 5.14 | -0.41 | -7.30 | | | -23.61 |
Tesco | short | 6/09/14 | 11/17/14 | 161 | 3.73 | 2.44 | 5.69 | 1.96 | 52.62 | | | |
| short | 12/15/14 | 12/22/14 | 7 | 2.09 | 2.29 | 1.88 | -0.21 | -9.83 | | | |
| short | 1/05/15 | 1/19/15 | 14 | 2.30 | 2.80 | 1.80 | -0.50 | -21.91 | | | |
| short | 1/11/16 | 1/25/16 | 14 | 1.84 | 1.97 | 1.71 | -0.13 | -7.05 | | | |
| short | 7/19/21 | 11/15/21 | 119 | 2.31 | 2.86 | 1.77 | -0.55 | -23.66 | | | -23.74 |
Ocado | short | 2/28/22 | 1/09/23 | 315 | 13.73 | 7.43 | 25.37 | 11.64 | 84.74 | | | |
| short | 5/15/23 | 12/25/23 | 224 | 4.31 | 7.25 | 1.37 | -2.94 | -68.21 | | | |
| short | 4/08/24 | 4/22/24 | 14 | 3.75 | 3.58 | 3.93 | 0.17 | 4.66 | | | |
| short | 4/29/24 | 5/13/24 | 14 | 3.55 | 3.42 | 3.69 | 0.14 | 3.92 | | | -36.13 |
ITV | long | 10/14/13 | 12/02/13 | 49 | 1.85 | 1.89 | | 0.04 | 2.43 | | | |
| long | 12/28/15 | 1/11/16 | 14 | 2.75 | 2.66 | | -0.09 | -3.24 | | | |
| short | 6/27/16 | 7/25/16 | 28 | 1.54 | 1.88 | 1.20 | -0.34 | -22.22 | | | |
| short | 11/21/16 | 1/09/17 | 49 | 1.66 | 2.08 | 1.24 | -0.42 | -25.30 | | | |
| short | 6/03/19 | 7/08/19 | 35 | 1.05 | 1.13 | 0.98 | -0.07 | -7.09 | | | -46.49 |
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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