Assessment - FT 30 Index in Euro - 1/07/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
								SOM Price Index	318.507	12/08/24	0.67	316.173	0.74	313.984	2.189	0.70		1.72
						L		NatWest	394.357	12/08/24	0.48	371.257	6.22	252.396	118.861	47.09		34.32
						L		ITV	92.402	12/08/24	0.45	94.170	-1.88	72.797	21.373	29.36		20.46
						L		3i Group	3,556.991	12/08/24	0.23	3,519.276	1.07	2,785.095	734.181	26.36		32.37
						L		Lloyds Bank	66.944	12/08/24	-0.28	65.553	2.12	54.885	10.668	19.44		22.90
								BAE Systems	1,536.295	12/08/24	2.04	1,499.169	2.48	1,277.509	221.660	17.35		14.52
						L		BT Group	166.771	12/08/24	8.43	166.535	0.14	142.188	24.347	17.12		22.76
						L		Experian	4,153.359	12/08/24	1.18	4,299.504	-3.40	3,683.550	615.953	16.72		20.39
								Next	11,246.126	12/08/24	0.23	10,748.760	4.63	9,338.870	1,409.890	15.10		17.19
						L		Tesco	393.060	12/08/24	0.91	362.181	8.53	334.188	27.993	8.38		11.44
								Int Cons Airlines	196.177	12/08/24	-0.06	193.171	1.56	178.311	14.861	8.33		5.12
								Ass Brit Foods	2,869.872	12/08/24	-0.90	2,941.766	-2.44	2,722.974	218.791	8.04		12.77
								GSK	1,852.747	12/08/24	0.42	1,798.532	3.01	1,668.296	130.235	7.81		1.72
						S		Flutter	17,307.625	12/08/24	-1.28	17,266.374	0.24	16,036.444	1,229.930	7.67		1.46
								Man Group	252.219	12/08/24	0.28	287.341	-12.22	267.581	19.760	7.38		6.48
								BP	518.109	12/08/24	1.35	563.956	-8.13	536.255	27.702	5.17		-0.29
						L		Vodafone	87.734	12/08/24	0.87	82.784	5.98	78.871	3.914	4.96		-0.52
								Compass Group	2,774.406	12/08/24	0.90	2,561.081	8.33	2,468.738	92.343	3.74		3.68
								Melrose	573.621	12/08/24	0.19	652.469	-12.08	652.732	-0.263	-0.04		1.50
						L		Smiths Group	2,054.286	12/08/24	0.52	2,007.142	2.35	2,028.714	-21.571	-1.06		4.57
								WPP Group	813.464	12/08/24	1.68	847.643	-4.03	866.244	-18.601	-2.15		-4.16
						S		Legal & General	265.890	12/08/24	0.53	269.780	-1.44	288.863	-19.083	-6.61		-1.25
						L		Tate & Lyle	757.835	12/08/24	0.47	705.387	7.44	758.107	-52.720	-6.95		-7.80
								Land Securities	725.423	12/08/24	-0.73	742.513	-2.30	810.795	-68.282	-8.42		1.81
						S		Diageo	2,889.319	12/08/24	1.03	2,922.908	-1.15	3,285.515	-362.607	-11.04		-15.08
								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
						S		National Grid	1,153.135	12/08/24	-0.04	1,043.525	10.50	1,217.113	-173.588	-14.26		-11.29
						L		Abrdn	180.266	12/08/24	2.51	175.964	2.44	205.517	-29.553	-14.38		-8.42
						S		Wise	807.336	12/08/24	-0.07	823.247	-1.93	1,005.441	-182.195	-18.12		-6.97
								Reckitt Benckiser	4,926.515	12/08/24		5,054.981	-2.54	6,235.117	-1,180.135	-18.93		-17.38
						S		Burberry Group	790.835	12/08/24	-2.02	1,016.654	-22.21	1,628.953	-612.299	-37.59		-40.45
								Ocado	443.976	12/08/24	0.72	339.552	30.75	872.456	-532.904	-61.08		-44.05
FT 30 - 30 out of 30 instruments rated - 1/07/24 / 1/01/24 - 17 did rise, Market-Ratio(26) in EUR = 56.67 %
Stock Exchange Currency: GBP £ Pound sterling

 

 

Transactions FT 30 Index in Euro * Mixed Straddles 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
2/01/06		15/05/06	133				- cash -
short	15/05/06	18/09/06	126				Vodafone	100	5,448		1.835	1.727	1.951	0.115	6	10,629	19
18/09/06		11/06/07	266				- cash -
	11/06/07	2/07/07	21				Tate & Lyle	100	1,243		8.544	8.344	8.749	0.205	2	10,884	51
2/07/07		23/07/07	21				- cash -
	23/07/07	19/05/08	301				Land Securities	100	418		25.993	18.675	36.177	10.184	39	15,141	49
long	18/02/08	25/02/08	7				BG Group	100	978		15.472	15.758		0.286	2	15,420	160
	7/04/08	14/04/08	7				BG Group	100	1,003		15.364	15.218		-0.146	-1	15,274	-39
	12/05/08	30/06/08	49				BG Group	100	897		17.012	16.511		-0.501	-3	14,825	-20
short	26/05/08	22/06/09	392				NatWest	100	489		30.300	4.256	215.743	185.443	612	105,506	522
long	1/09/08	22/09/08	21				RSA Insurance	100	12,226		8.629	8.722		0.093	1	106,640	20
	5/01/09	19/01/09	14				Experian	100	23,555		4.527	4.609		0.081	2	108,557	59
	4/05/09	18/05/09	14				Marks & Spencer	100	27,881		3.894	3.817		-0.077	-2	106,410	-41
22/06/09		27/07/09	35				- cash -
	27/07/09	12/09/11	777				Arm Holdings	100	69,590		1.529	6.859		5.330	349	477,310	102
short	25/01/10	1/03/10	35				Lloyds Bank	100	791,818		0.603	0.562	0.647	0.044	7	512,307	109
	3/05/10	6/09/10	126				Man Group	100	188,822		2.713	2.821	2.606	-0.107	-4	492,033	-11
	14/03/11	28/03/11	14				Reckitt Benckiser	100	13,866		35.484	36.298	34.669	-0.815	-2	480,738	-45
	11/04/11	2/05/11	21				3i Group	100	158,987		3.024	3.154	2.894	-0.130	-4	460,109	-53
	9/05/11	30/05/11	21				Lloyds Bank	100	751,304		0.612	0.600	0.626	0.013	2	469,941	44
	6/06/11	5/12/11	182				Lloyds Bank	100	892,787		0.526	0.314	0.881	0.355	67	786,635	181
long	19/09/11	21/12/15	1554				Arm Holdings	100	115,219		6.827	13.964		7.137	105	1,608,951	18
short	12/12/11	19/12/11	7				Lloyds Bank	100	5,626,883		0.286	0.280	0.292	0.006	2	1,644,738	215
	14/05/12	6/08/12	84				Man Group	100	1,592,819		1.033	1.070	0.996	-0.037	-4	1,585,811	-15
	24/06/13	1/07/13	7				Man Group	100	1,664,857		0.953	1.002	0.903	-0.050	-5	1,503,200	-94
	9/09/13	14/10/13	35				Man Group	100	1,425,718		1.054	0.927	1.199	0.144	14	1,709,009	281
	2/12/13	23/12/13	21				RSA Insurance	100	306,221		5.581	4.901	6.356	0.775	14	1,946,222	857
	27/01/14	3/02/14	7				Ladbrokes	100	1,068,156		1.822	1.810	1.834	0.012	1	1,959,426	42
	10/02/14	2/06/14	112				Ladbrokes	100	1,081,779		1.811	1.903	1.720	-0.091	-5	1,860,553	-16
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
	9/06/14	17/11/14	161				Tesco	100	403,994		4.605	3.065	6.919	2.314	50	2,795,359	152
	15/12/14	22/12/14	7				Tesco	100	1,064,981		2.625	2.922	2.327	-0.298	-11	2,478,319	-100
	5/01/15	19/01/15	14				Tesco	100	842,949		2.940	3.651	2.230	-0.711	-24	1,879,356	-100
	8/06/15	28/12/15	203				Tate & Lyle	100	249,349		7.537	8.071	7.003	-0.534	-7	1,746,194	-12
long	28/12/15	18/01/16	21				ITV	100	468,107		3.730	3.368		-0.363	-10	1,576,479	-83
short	11/01/16	25/01/16	14				Tesco	100	638,925		2.467	2.590	2.345	-0.122	-5	1,498,408	-73
long	25/01/16	8/02/16	14				National Grid	100	120,594		12.425	12.245		-0.180	-1	1,476,683	-32
short	1/02/16	18/04/16	77				NatWest	100	447,332		3.301	2.998	3.635	0.334	10	1,625,964	58
long	29/02/16	15/10/18	959				Ass Brit Foods	100	37,312		43.577	25.730		-17.847	-41	960,050	-18
short	25/04/16	16/05/16	21				NatWest	100	300,851		3.191	2.703	3.767	0.576	18	1,133,339	1,689
	30/05/16	6/06/16	7				Marks & Spencer	100	223,067		5.081	4.629	5.576	0.496	10	1,243,912	12,727
	27/06/16	25/07/16	28				ITV	100	671,066		1.854	2.248	1.459	-0.395	-21	978,952	-96
	21/11/16	9/01/17	49				ITV	100	502,894		1.947	2.387	1.507	-0.440	-23	757,662	-85
	23/01/17	13/02/17	21				Ass Brit Foods	100	25,786		29.382	30.027	28.736	-0.646	-2	741,017	-32
	3/07/17	15/01/18	196				BT Group	100	222,949		3.324	3.102	3.562	0.238	7	794,080	14
	22/01/18	11/06/18	140				National Grid	100	84,169		9.434	9.450	9.419	-0.016	0	792,772	0
	20/08/18	1/04/19	224				Abrdn	100	223,579		3.546	3.150	3.991	0.446	13	892,395	21
long	5/11/18	9/03/20	490				BT Group	100	297,261		3.002	1.375		-1.627	-54	408,765	-44
short	3/06/19	8/07/19	35				ITV	100	345,127		1.184	1.257	1.112	-0.072	-6	383,851	-48
	5/08/19	30/09/19	56				Marks & Spencer	100	185,617		2.068	2.080	2.056	-0.012	-1	381,537	-4
	7/10/19	21/10/19	14				Marks & Spencer	100	199,086		1.916	2.311	1.522	-0.395	-21	302,970	-100
	11/11/19	2/12/19	21				Marks & Spencer	100	138,011		2.195	2.246	2.145	-0.050	-2	296,020	-33
	24/02/20	13/07/20	140				BT Group	100	164,409		1.800	1.233	2.629	0.829	46	432,266	168
13/07/20		27/07/20	14				- cash -
	27/07/20	16/11/20	112				Int Cons Airlines	100	211,196		2.047	1.770	2.367	0.320	16	499,881	61
16/11/20		28/12/20	42				- cash -
long	28/12/20	24/05/21	147				RSA Insurance	100	66,958		7.466	7.928		0.463	6	530,856	16
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
24/05/21		19/07/21	56				- cash -
short	19/07/21	15/11/21	119				Tesco	100	198,198		2.678	3.372	1.985	-0.693	-26	393,424	-60
15/11/21		22/11/21	7				- cash -
	22/11/21	3/01/22	42				Flutter	100	2,902		135.531	140.354	130.708	-4.823	-4	379,428	-27
3/01/22		28/02/22	56				- cash -
	28/02/22	9/01/23	315				Ocado	100	23,122		16.410	8.431	31.938	15.528	95	738,473	116
long	7/11/22	14/11/22	7				Wise	100	94,500		7.814	6.988		-0.826	-11	660,405	-100
	21/11/22	12/08/24	630				Wise	100	95,714		6.900	8.073		1.174	17	772,737	10
short	15/05/23	25/12/23	224				Ocado	100	155,633		4.965	8.355	1.575	-3.390	-68	245,173	-85
	1/01/24	8/01/24	7				Burberry Group	100	15,050		16.290	16.190	16.390	0.100	1	246,685	38
	15/01/24	29/01/24	14				Burberry Group	100	17,504		14.093	15.754	12.432	-1.661	-12	217,607	-96
	5/02/24	12/02/24	7				Burberry Group	100	14,445		15.064	15.654	14.475	-0.589	-4	209,093	-88
	4/03/24	11/03/24	7				Burberry Group	100	14,236		14.687	14.625	14.750	0.063	0	209,989	25
	18/03/24	25/03/24	7				Burberry Group	100	14,280		14.705	13.991	15.454	0.750	5	220,696	1,237
	8/04/24	22/04/24	14				Ocado	100	50,469		4.373	4.156	4.601	0.228	5	232,202	276
	29/04/24	13/05/24	14				Ocado	100	55,757		4.165	3.980	4.357	0.193	5	242,956	226
	17/06/24	12/08/24	56				Burberry Group	100	20,844		11.656	7.908	17.179	5.523	47	358,088	1,153
accum	15/05/06	12/08/24	6751	days out of 7381 invested (91%)										3,481		358,088	21

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
NatWest	short	26/05/08	22/06/09	392	30.30	4.26	215.74	185.44	612.02
	short	1/02/16	18/04/16	77	3.30	3.00	3.63	0.33	10.11
	short	25/04/16	16/05/16	21	3.19	2.70	3.77	0.58	18.05			825.51
Arm Holdings	long	27/07/09	12/09/11	777	1.53	6.86		5.33	348.56
	long	19/09/11	21/12/15	1554	6.83	13.96		7.14	104.54			817.47
Lloyds Bank	short	25/01/10	1/03/10	35	0.60	0.56	0.65	0.04	7.33
	short	9/05/11	30/05/11	21	0.61	0.60	0.63	0.01	2.14
	short	6/06/11	5/12/11	182	0.53	0.31	0.88	0.35	67.39
	short	12/12/11	19/12/11	7	0.29	0.28	0.29	0.01	2.22			87.58
Land Securities	short	23/07/07	19/05/08	301	25.99	18.68	36.18	10.18	39.18			39.18
Burberry Group	short	1/01/24	8/01/24	7	16.29	16.19	16.39	0.10	0.62
	short	15/01/24	29/01/24	14	14.09	15.75	12.43	-1.66	-11.79
	short	5/02/24	12/02/24	7	15.06	15.65	14.47	-0.59	-3.91
	short	4/03/24	11/03/24	7	14.69	14.62	14.75	0.06	0.43
	short	18/03/24	25/03/24	7	14.70	13.99	15.45	0.75	5.10
	short	17/06/24	12/08/24	56	11.66	7.91	17.18	5.52	47.39			32.67
RSA Insurance	long	1/09/08	22/09/08	21	8.63	8.72		0.09	1.07
	short	2/12/13	23/12/13	21	5.58	4.90	6.36	0.77	13.88
	long	28/12/20	24/05/21	147	7.47	7.93		0.46	6.20			22.24
Int Cons Airlines	short	27/07/20	16/11/20	112	2.05	1.77	2.37	0.32	15.64			15.64
Abrdn	short	20/08/18	1/04/19	224	3.55	3.15	3.99	0.45	12.57			12.57
Vodafone	short	15/05/06	18/09/06	126	1.84	1.73	1.95	0.12	6.29			6.29
Wise	long	7/11/22	14/11/22	7	7.81	6.99		-0.83	-10.57
	long	21/11/22	12/08/24	630	6.90	8.07		1.17	17.01			4.64
Experian	long	5/01/09	19/01/09	14	4.53	4.61		0.08	1.80			1.80
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Man Group	short	3/05/10	6/09/10	126	2.71	2.82	2.61	-0.11	-3.96
	short	14/05/12	6/08/12	84	1.03	1.07	1.00	-0.04	-3.58
	short	24/06/13	1/07/13	7	0.95	1.00	0.90	-0.05	-5.21
	short	9/09/13	14/10/13	35	1.05	0.93	1.20	0.14	13.69			-0.20
National Grid	long	25/01/16	8/02/16	14	12.43	12.25		-0.18	-1.45
	short	22/01/18	11/06/18	140	9.43	9.45	9.42	-0.02	-0.16			-1.61
BG Group	long	18/02/08	25/02/08	7	15.47	15.76		0.29	1.85
	long	7/04/08	14/04/08	7	15.36	15.22		-0.15	-0.95
	long	12/05/08	30/06/08	49	17.01	16.51		-0.50	-2.94			-2.09
Reckitt Benckiser	short	14/03/11	28/03/11	14	35.48	36.30	34.67	-0.81	-2.30			-2.30
Flutter	short	22/11/21	3/01/22	42	135.53	140.35	130.71	-4.82	-3.56			-3.56
3i Group	short	11/04/11	2/05/11	21	3.02	3.15	2.89	-0.13	-4.29			-4.29
Ladbrokes	short	27/01/14	3/02/14	7	1.82	1.81	1.83	0.01	0.68
	short	10/02/14	2/06/14	112	1.81	1.90	1.72	-0.09	-5.05			-4.40
Tate & Lyle	short	11/06/07	2/07/07	21	8.54	8.34	8.75	0.20	2.40
	short	8/06/15	28/12/15	203	7.54	8.07	7.00	-0.53	-7.09			-4.86
Marks & Spencer	long	4/05/09	18/05/09	14	3.89	3.82		-0.08	-1.98
	short	30/05/16	6/06/16	7	5.08	4.63	5.58	0.50	9.76
	short	5/08/19	30/09/19	56	2.07	2.08	2.06	-0.01	-0.60
	short	7/10/19	21/10/19	14	1.92	2.31	1.52	-0.39	-20.59
	short	11/11/19	2/12/19	21	2.20	2.25	2.14	-0.05	-2.29			-17.03
BT Group	short	3/07/17	15/01/18	196	3.32	3.10	3.56	0.24	7.16
	long	5/11/18	9/03/20	490	3.00	1.38		-1.63	-54.19
	short	24/02/20	13/07/20	140	1.80	1.23	2.63	0.83	46.03			-28.32
Tesco	short	9/06/14	17/11/14	161	4.61	3.07	6.92	2.31	50.24
	short	15/12/14	22/12/14	7	2.62	2.92	2.33	-0.30	-11.34
	short	5/01/15	19/01/15	14	2.94	3.65	2.23	-0.71	-24.17
	short	11/01/16	25/01/16	14	2.47	2.59	2.35	-0.12	-4.95
	short	19/07/21	15/11/21	119	2.68	3.37	1.99	-0.69	-25.89			-28.85
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Ocado	short	28/02/22	9/01/23	315	16.41	8.43	31.94	15.53	94.63
	short	15/05/23	25/12/23	224	4.97	8.35	1.58	-3.39	-68.27
	short	8/04/24	22/04/24	14	4.37	4.16	4.60	0.23	5.21
	short	29/04/24	13/05/24	14	4.16	3.98	4.36	0.19	4.63			-32.02
Ass Brit Foods	long	29/02/16	15/10/18	959	43.58	25.73		-17.85	-40.96
	short	23/01/17	13/02/17	21	29.38	30.03	28.74	-0.65	-2.20			-42.25
ITV	long	28/12/15	18/01/16	21	3.73	3.37		-0.36	-9.72
	short	27/06/16	25/07/16	28	1.85	2.25	1.46	-0.39	-21.30
	short	21/11/16	9/01/17	49	1.95	2.39	1.51	-0.44	-22.60
	short	3/06/19	8/07/19	35	1.18	1.26	1.11	-0.07	-6.09			-48.36

Annotations

20/04/23	Melrose			reverse split 3:1 (one for three)
18/07/22	GlaxoSmithKline			demergers OTC business -> Haleon
21/07/21	FT 30			Flutter, Ocado and Wise replace BAT, Marks&Spencer and RSA Insurance
12/02/21	Tesco			Stock split 19:15 (fifteen for nineteen) after 50.93 special dividend for proceeds from the sale of the Asia business
14/08/17	Standard Life			merger with Aberdeen Asset Management completed
1/11/16	Ladbrokes			deletion after merger with Gala Coral
19/09/16	FT 30			Associated British Foods replaces Arm Holdings
5/09/16	Arm Holdings			deletion due to acquisition by Softbank
15/02/16	FT 30			Burberry replaces BG (aquired by Shell)

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