| | |
| | |
Assessment - FT 30 Index - 7/01/24 - RS = mixed
⇐
| |
|
⇓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 |
Drawing of market charts for mixed techniques is really a worry to me.
Transactions FT 30 Index * Mixed Cut L43 - 23/22 (1) - S17 - 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 |
|
| 9/18/06 |
6/11/07 |
266 |
|
- cash - |
| |
6/11/07 |
7/02/07 |
21 |
|
|
|
Tate & Lyle |
100 |
1,857 |
|
5.800 |
5.625 |
5.980 |
0.180 |
3 |
11,109 |
70 |
|
| 7/02/07 |
7/23/07 |
21 |
|
- cash - |
| |
7/23/07 |
5/19/08 |
301 |
|
|
|
Land Securities |
100 |
635 |
|
17.480 |
14.860 |
20.562 |
3.082 |
18 |
13,066 |
22 |
|
| 5/19/08 |
5/26/08 |
7 |
|
- cash - |
| |
5/26/08 |
6/22/09 |
392 |
|
|
|
NatWest |
100 |
541 |
|
24.125 |
3.596 |
161.873 |
137.748 |
571 |
87,588 |
489 |
|
| 6/22/09 |
7/27/09 |
35 |
|
- cash - |
| long |
7/27/09 |
9/12/11 |
777 |
|
|
|
Arm Holdings |
100 |
66,229 |
|
1.323 |
5.900 |
|
4.578 |
346 |
390,752 |
102 |
|
| 9/12/11 |
9/19/11 |
7 |
|
- cash - |
| |
9/19/11 |
12/21/15 |
1554 |
|
|
|
Arm Holdings |
100 |
65,507 |
|
5.965 |
10.240 |
|
4.275 |
72 |
670,794 |
14 |
|
| 12/21/15 |
12/28/15 |
7 |
|
- cash - |
| |
12/28/15 |
1/18/16 |
21 |
|
|
|
ITV |
100 |
243,925 |
|
2.750 |
2.575 |
|
-0.175 |
-6 |
628,107 |
-68 |
|
| 1/18/16 |
1/25/16 |
7 |
|
- cash - |
| |
1/25/16 |
2/08/16 |
14 |
|
|
|
National Grid |
100 |
66,375 |
|
9.463 |
9.496 |
|
0.033 |
0 |
630,297 |
10 |
|
| 2/08/16 |
2/29/16 |
21 |
|
- cash - |
| |
2/29/16 |
10/15/18 |
959 |
|
|
|
Ass Brit Foods |
100 |
18,505 |
|
34.060 |
22.660 |
|
-11.400 |
-33 |
419,340 |
-14 |
|
| 10/15/18 |
11/05/18 |
21 |
|
- cash - |
| |
11/05/18 |
3/09/20 |
490 |
|
|
|
BT Group |
100 |
159,566 |
|
2.628 |
1.201 |
|
-1.427 |
-54 |
191,704 |
-44 |
|
| 3/09/20 |
7/27/20 |
140 |
|
- cash - |
| short |
7/27/20 |
11/16/20 |
112 |
|
|
|
Int Cons Airlines |
100 |
102,542 |
|
1.870 |
1.588 |
2.202 |
0.332 |
18 |
225,758 |
70 |
|
| 11/16/20 |
12/28/20 |
42 |
|
- cash - |
| long |
12/28/20 |
5/24/21 |
147 |
|
|
|
RSA Insurance |
100 |
33,327 |
|
6.774 |
6.840 |
|
0.066 |
1 |
227,957 |
2 |
|
| 5/24/21 |
7/19/21 |
56 |
|
- cash - |
| short |
7/19/21 |
11/15/21 |
119 |
|
|
|
Tesco |
100 |
98,597 |
|
2.312 |
2.859 |
1.765 |
-0.547 |
-24 |
174,025 |
-56 |
|
| 11/15/21 |
11/22/21 |
7 |
|
- cash - |
| |
11/22/21 |
1/03/22 |
42 |
|
|
|
Flutter |
100 |
1,529 |
|
113.750 |
117.600 |
109.900 |
-3.850 |
-3 |
168,138 |
-26 |
|
| 1/03/22 |
2/28/22 |
56 |
|
- cash - |
| |
2/28/22 |
1/09/23 |
315 |
|
|
|
Ocado |
100 |
12,246 |
|
13.730 |
7.432 |
25.365 |
11.635 |
85 |
310,620 |
104 |
|
| 1/09/23 |
5/15/23 |
126 |
|
- cash - |
| |
5/15/23 |
12/25/23 |
224 |
|
|
|
Ocado |
100 |
72,069 |
|
4.310 |
7.250 |
1.370 |
-2.940 |
-68 |
98,738 |
-85 |
|
| 12/25/23 |
1/01/24 |
7 |
|
- cash - |
| |
1/01/24 |
1/08/24 |
7 |
|
|
|
Burberry Group |
100 |
6,972 |
|
14.160 |
13.915 |
14.409 |
0.249 |
2 |
100,476 |
148 |
|
| 1/08/24 |
1/15/24 |
7 |
|
- cash - |
| |
1/15/24 |
1/29/24 |
14 |
|
|
|
Burberry Group |
100 |
8,290 |
|
12.120 |
13.430 |
10.810 |
-1.310 |
-11 |
89,616 |
-95 |
|
| 1/29/24 |
2/05/24 |
7 |
|
- cash - |
| |
2/05/24 |
2/12/24 |
7 |
|
|
|
Burberry Group |
100 |
6,944 |
|
12.905 |
13.355 |
12.455 |
-0.450 |
-3 |
86,491 |
-84 |
|
| 2/12/24 |
3/04/24 |
21 |
|
- cash - |
| |
3/04/24 |
3/11/24 |
7 |
|
|
|
Burberry Group |
100 |
6,886 |
|
12.560 |
12.475 |
12.646 |
0.086 |
1 |
87,080 |
42 |
|
| 3/11/24 |
3/18/24 |
7 |
|
- cash - |
| |
3/18/24 |
3/25/24 |
7 |
|
|
|
Burberry Group |
100 |
6,933 |
|
12.560 |
11.995 |
13.152 |
0.592 |
5 |
91,182 |
1,002 |
|
| 3/25/24 |
4/08/24 |
14 |
|
- cash - |
| |
4/08/24 |
4/22/24 |
14 |
|
|
|
Ocado |
100 |
24,308 |
|
3.751 |
3.584 |
3.926 |
0.175 |
5 |
95,431 |
228 |
|
| 4/22/24 |
4/29/24 |
7 |
|
- cash - |
| |
4/29/24 |
5/13/24 |
14 |
|
|
|
Ocado |
100 |
26,851 |
|
3.554 |
3.420 |
3.693 |
0.139 |
4 |
99,171 |
172 |
|
| 5/13/24 |
6/17/24 |
35 |
|
- cash - |
| |
6/17/24 |
8/12/24 |
56 |
|
|
|
Burberry Group |
100 |
10,059 |
|
9.858 |
6.710 |
14.483 |
4.625 |
47 |
145,693 |
1,127 |
|
| accum | 5/15/06 |
8/12/24 | 6071 |
days out of 7128 invested (85%) |
1,357 |
145,693 |
17 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Arm Holdings | long | 7/27/09 | 9/12/11 | 777 | 1.32 | 5.90 | | 4.58 | 346.12 | | | |
| | long | 9/19/11 | 12/21/15 | 1554 | 5.97 | 10.24 | | 4.28 | 71.67 | | | 665.85 |
| NatWest | short | 5/26/08 | 6/22/09 | 392 | 24.13 | 3.60 | 161.87 | 137.75 | 570.98 | | | 570.98 |
| 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 |
| Int Cons Airlines | short | 7/27/20 | 11/16/20 | 112 | 1.87 | 1.59 | 2.20 | 0.33 | 17.76 | | | 17.76 |
| Land Securities | short | 7/23/07 | 5/19/08 | 301 | 17.48 | 14.86 | 20.56 | 3.08 | 17.63 | | | 17.63 |
| Vodafone | short | 5/15/06 | 9/18/06 | 126 | 1.25 | 1.16 | 1.35 | 0.10 | 7.74 | | | 7.74 |
| Tate & Lyle | short | 6/11/07 | 7/02/07 | 21 | 5.80 | 5.63 | 5.98 | 0.18 | 3.11 | | | 3.11 |
| RSA Insurance | long | 12/28/20 | 5/24/21 | 147 | 6.77 | 6.84 | | 0.07 | 0.97 | | | 0.97 |
| National Grid | long | 1/25/16 | 2/08/16 | 14 | 9.46 | 9.50 | | 0.03 | 0.35 | | | 0.35 |
| Flutter | short | 11/22/21 | 1/03/22 | 42 | 113.75 | 117.60 | 109.90 | -3.85 | -3.38 | | | -3.38 |
| ITV | long | 12/28/15 | 1/18/16 | 21 | 2.75 | 2.58 | | -0.18 | -6.36 | | | -6.36 |
| Tesco | short | 7/19/21 | 11/15/21 | 119 | 2.31 | 2.86 | 1.77 | -0.55 | -23.66 | | | -23.66 |
| Ass Brit Foods | long | 2/29/16 | 10/15/18 | 959 | 34.06 | 22.66 | | -11.40 | -33.47 | | | -33.47 |
| 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 |
| BT Group | long | 11/05/18 | 3/09/20 | 490 | 2.63 | 1.20 | | -1.43 | -54.28 | | | -54.28 |
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) |
|
|
