Assessment - FTSE 100 Index - 5/06/24 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
1/15/24
prc diff
⇓ Δ16
∅-RS
L
FTSE
8,381.350
Thu
0.33
8,213.490
2.04
7,594.910
618.580
8.14
7.97
Rolls-Royce
433.900
Thu
1.21
418.100
3.78
300.000
118.100
39.37
83.04
L
Antofagasta
2,230.000
Thu
1.46
2,192.000
1.73
1,624.000
568.000
34.98
39.88
L
3i Group
2,820.000
Thu
-5.18
2,891.000
-2.46
2,321.000
570.000
24.56
33.58
L
Barclays
213.250
Thu
0.76
202.350
5.39
144.980
57.370
39.57
31.23
L
NatWest
317.800
Thu
0.25
305.000
4.20
212.200
92.800
43.73
30.89
CRH (L)
6,444.000
Thu
1.03
6,412.000
0.50
5,342.000
1,070.000
20.03
30.57
L
Anglo American
2,736.000
Thu
3.09
2,693.500
1.58
1,824.800
868.700
47.61
29.25
Pershing Square
4,174.000
Thu
-0.19
4,090.000
2.05
3,604.000
486.000
13.49
27.20
L
BAE Systems
1,392.000
Thu
0.76
1,361.500
2.24
1,178.000
183.500
15.58
26.68
L
Ass Brit Foods
2,686.000
Thu
-0.56
2,671.000
0.56
2,283.000
388.000
17.00
24.46
L
Smurfit Kappa
3,766.000
Thu
0.05
3,740.000
0.70
3,018.000
722.000
23.92
24.27
L
Scottish Mortgage
894.000
Thu
0.11
878.800
1.73
773.600
105.200
13.60
22.02
InterContinental Hot
7,792.000
Thu
-1.22
7,726.000
0.85
7,220.000
506.000
7.01
20.97
L
Next
9,204.000
Thu
0.17
9,098.000
1.17
8,484.000
614.000
7.24
20.68
L
DS Smith
360.000
Thu
-0.55
361.600
-0.44
293.200
68.400
23.33
18.63
L
GSK
1,780.500
Thu
0.39
1,733.500
2.71
1,580.000
153.500
9.72
16.92
L
Lloyds Bank
53.940
Thu
52.180
3.37
43.825
8.355
19.06
16.34
L
British Land
415.200
Thu
-0.81
403.600
2.87
398.600
5.000
1.25
16.32
RELX
3,451.000
Thu
0.52
3,358.000
2.77
3,202.000
156.000
4.87
16.15
Berkeley
5,165.000
Thu
5,040.000
2.48
4,785.000
255.000
5.33
15.93
L
Intertek
5,055.000
Thu
-0.39
4,956.000
2.00
4,325.000
631.000
14.59
15.74
L
Mondi
1,586.000
Thu
1.08
1,563.500
1.44
1,445.500
118.000
8.16
15.62
Sage Group
1,206.000
Thu
0.71
1,183.000
1.94
1,158.500
24.500
2.11
15.06
L
Int Cons Airlines
182.800
Thu
-0.65
178.650
2.32
145.500
33.150
22.78
14.60
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
1/15/24
prc diff
⇓ Δ16
∅-RS
L
HSBC
690.900
Thu
-4.15
705.500
-2.07
596.400
109.100
18.29
14.30
L
Shell
2,908.500
Thu
0.59
2,858.500
1.75
2,460.000
398.500
16.20
13.99
Persimmon
1,406.500
Thu
1,366.500
2.93
1,450.500
-84.000
-5.79
13.40
L
Aviva
488.600
Thu
0.78
472.000
3.52
432.500
39.500
9.13
13.21
ConvaTec
261.800
Thu
0.23
258.800
1.16
247.000
11.800
4.78
13.09
L
Standard Chartered
754.800
Thu
0.45
755.000
-0.03
605.000
150.000
24.79
13.09
Melrose
595.600
Thu
-1.62
603.600
-1.33
582.600
21.000
3.60
12.85
L
Coca-Cola HBC
2,730.000
Thu
0.66
2,614.000
4.44
2,384.000
230.000
9.65
12.77
L
AstraZeneca
12,332.000
Thu
0.55
12,050.000
2.34
10,852.000
1,198.000
11.04
12.49
Taylor Wimpey
143.200
Thu
1.70
139.200
2.87
144.750
-5.550
-3.83
12.48
DCC
5,785.000
Thu
0.17
5,495.000
5.28
5,640.000
-145.000
-2.57
10.64
L
F&C Investment Trust
1,032.000
Thu
0.39
1,008.000
2.38
953.000
55.000
5.77
10.49
Segro
888.800
Thu
-0.54
874.600
1.62
867.000
7.600
0.88
10.24
Beazley
666.500
Thu
0.68
629.500
5.88
511.500
118.000
23.07
10.19
Admiral Group
2,748.000
Thu
-0.90
2,702.000
1.70
2,625.000
77.000
2.93
10.13
Experian
3,398.000
Thu
-0.09
3,277.000
3.69
3,126.000
151.000
4.83
9.96
L
Ashtead
5,872.000
Thu
1.45
5,704.000
2.95
4,908.000
796.000
16.22
9.61
L
Weir Group
2,114.000
Thu
0.86
2,014.000
4.97
1,838.000
176.000
9.58
9.38
Auto Trader
748.200
Thu
0.65
723.000
3.49
707.600
15.400
2.18
9.00
Tesco
310.200
Thu
0.78
298.300
3.99
300.600
-2.300
-0.77
8.84
Pearson
1,000.000
Thu
-1.48
987.400
1.28
979.800
7.600
0.78
8.66
Informa
852.200
Thu
0.21
815.800
4.46
747.800
68.000
9.09
8.50
L
Kingfisher
257.900
Thu
0.51
248.700
3.70
214.900
33.800
15.73
8.16
L
Johnson Matthey
1,866.000
Thu
-0.21
1,804.000
3.44
1,640.000
164.000
10.00
7.91
Land Securities
681.000
Thu
-0.29
667.000
2.10
676.400
-9.400
-1.39
7.26
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
1/15/24
prc diff
⇓ Δ16
∅-RS
Flutter
16,045.000
Thu
-0.09
15,705.000
2.16
13,150.000
2,555.000
19.43
6.96
L
Hargreaves Lansdown
835.600
Thu
2.20
812.000
2.91
729.400
82.600
11.32
6.31
Compass Group
2,282.000
Thu
-0.09
2,244.000
1.69
2,190.000
54.000
2.47
6.03
L
Rio Tinto
5,584.000
Thu
1.01
5,467.000
2.14
5,440.000
27.000
0.50
5.82
L
WPP Group
831.200
Thu
-0.48
812.600
2.29
732.600
80.000
10.92
5.78
LSE Group
9,162.000
Thu
-0.20
9,162.000
9,210.000
-48.000
-0.52
5.73
L
Unilever Plc
4,266.000
Thu
0.87
4,188.000
1.86
3,817.000
371.000
9.72
5.70
L
BP
504.100
Thu
0.72
510.400
-1.23
453.000
57.400
12.67
5.35
L
United Utilities
1,102.000
Thu
1.47
1,073.000
2.70
1,051.000
22.000
2.09
5.23
L
National Grid
1,112.500
Thu
1.00
1,074.000
3.58
1,070.500
3.500
0.33
4.53
Hiscox
1,166.000
Thu
-0.34
1,114.000
4.67
1,059.000
55.000
5.19
3.90
L
Glencore
463.550
Thu
0.62
455.000
1.88
445.000
10.000
2.25
3.80
Bunzl
3,174.000
Thu
0.51
3,106.000
2.19
3,243.000
-137.000
-4.22
3.41
Legal & General
248.900
Thu
0.36
240.900
3.32
252.500
-11.600
-4.59
3.30
Halma
2,304.000
Thu
-1.03
2,241.000
2.81
2,173.000
68.000
3.13
3.20
Frasers
835.500
Thu
1.52
817.500
2.20
822.000
-4.500
-0.55
2.68
Barratt Developments
491.200
Thu
0.33
478.700
2.61
542.200
-63.500
-11.71
2.35
Imperial Brands
1,866.500
Thu
-0.29
1,826.000
2.22
1,901.000
-75.000
-3.95
2.20
Unite
978.500
Thu
-0.15
958.500
2.09
1,034.000
-75.500
-7.30
1.69
L
RS Group
822.500
Thu
1.79
766.500
7.31
749.000
17.500
2.34
1.56
L
Phoenix
516.000
Thu
1.47
519.500
-0.67
513.200
6.300
1.23
1.27
Airtel Africa
117.700
Thu
1.55
114.000
3.25
130.500
-16.500
-12.64
1.00
L
Haleon
328.000
Thu
-0.06
329.900
-0.58
334.100
-4.200
-1.26
0.75
SSE
1,799.500
Thu
0.53
1,709.500
5.26
1,789.500
-80.000
-4.47
0.36
S
Rightmove
572.800
Thu
2.14
543.600
5.37
564.800
-21.200
-3.75
0.00
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
1/15/24
prc diff
⇓ Δ16
∅-RS
Smiths Group
1,702.000
Thu
0.89
1,640.000
3.78
1,684.500
-44.500
-2.64
-0.13
L
Endeavour Mining
1,706.000
Thu
0.59
1,650.000
3.39
1,470.000
180.000
12.24
-0.38
Severn Trent
2,606.000
Thu
1.24
2,517.000
3.54
2,610.000
-93.000
-3.56
-1.23
L
Fresnillo
580.000
Thu
1.31
549.500
5.55
527.200
22.300
4.23
-1.41
J Sainsbury
274.200
Thu
1.11
265.400
3.32
287.800
-22.400
-7.78
-1.63
S
M&G
206.400
Thu
0.88
200.400
2.99
222.500
-22.100
-9.93
-2.65
S
B&M
535.000
Thu
-0.45
521.600
2.57
553.000
-31.400
-5.68
-3.69
L
BAT
2,401.000
Thu
-0.21
2,355.000
1.95
2,350.000
5.000
0.21
-5.01
L
Croda
4,877.000
Thu
0.29
4,746.000
2.76
4,508.000
238.000
5.28
-5.44
L
Vodafone
68.080
Thu
0.80
68.440
-0.53
67.160
1.280
1.91
-5.62
S
Centrica
136.050
Thu
1.49
128.550
5.83
149.800
-21.250
-14.19
-5.74
S
Smith and Nephew
1,001.500
Thu
-0.60
996.800
0.47
1,066.500
-69.700
-6.54
-7.43
Abrdn
153.650
Thu
-0.26
155.200
-1.00
170.250
-15.050
-8.84
-9.64
Diageo
2,837.000
Thu
1.03
2,729.000
3.96
2,805.000
-76.000
-2.71
-10.71
S
Whitbread
3,063.000
Thu
1.19
3,007.000
1.86
3,673.000
-666.000
-18.13
-10.88
S
Spirax-Sarco
9,085.000
Thu
-0.76
8,785.000
3.41
9,830.000
-1,045.000
-10.63
-11.15
BT Group
106.000
Thu
1.24
105.100
0.86
116.300
-11.200
-9.63
-11.57
S
Schroders
368.000
Thu
0.55
354.800
3.72
419.200
-64.400
-15.36
-13.60
L
JD Sports Fashion
120.200
Thu
2.91
115.700
3.89
113.300
2.400
2.12
-14.76
L
Prudential
787.800
Thu
1.39
756.200
4.18
815.800
-59.600
-7.31
-15.97
S
Reckitt Benckiser
4,596.000
Thu
1.08
4,476.000
2.68
5,650.000
-1,174.000
-20.78
-18.71
Rentokil Initial
420.600
Thu
0.60
407.700
3.16
419.600
-11.900
-2.84
-18.88
Entain
782.000
Thu
0.36
785.400
-0.43
942.400
-157.000
-16.66
-21.66
L
Burberry Group
1,161.000
Thu
0.91
1,180.000
-1.61
1,212.000
-32.000
-2.64
-27.51
S
Ocado
353.800
Thu
2.28
355.600
-0.51
619.000
-263.400
-42.55
-33.48
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
1/15/24
prc diff
⇓ Δ16
∅-RS
St. James´s Place
470.000
Thu
1.16
447.600
5.00
627.800
-180.200
-28.70
-36.06
FTSE - 100 out of 100 instruments rated - 5/06/24 / 1/15/24 - 64 did rise, Market-Ratio(16) = 64.00 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index * A16 - 64/25 (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
6/19/06
168
- cash -
short
6/19/06
9/04/06
77
Carnival
100
455
21.940
22.800
21.080
-0.860
-4
9,609
-17
long
9/04/06
7/30/07
329
LSE Group
100
869
11.054
12.288
1.234
11
10,681
12
short
7/30/07
2/16/09
567
Taylor Wimpey
100
4,690
2.277
0.133
39.040
36.763
1,614
183,097
523
long
2/16/09
7/05/10
504
Randgold Res
100
5,628
32.530
61.250
28.720
88
344,734
58
short
7/05/10
9/06/10
63
BP
100
103,430
3.333
4.065
2.601
-0.732
-22
269,023
-76
long
9/06/10
8/08/11
336
Croda
100
18,905
14.230
17.700
3.470
24
334,623
27
short
8/08/11
11/28/11
112
Lloyds Bank
100
1,019,881
0.328
0.237
0.455
0.127
39
463,740
190
long
11/28/11
6/04/12
189
Next
100
17,414
26.630
29.930
3.300
12
521,206
25
short
6/04/12
7/30/12
56
Aviva
100
192,753
2.704
2.990
2.418
-0.286
-11
466,079
-52
long
7/30/12
8/24/15
1120
Ashtead
100
178,779
2.607
8.830
6.223
239
1,578,621
49
short
8/24/15
5/09/16
259
Glencore
100
1,144,757
1.379
1.326
1.435
0.056
4
1,642,384
6
long
5/09/16
10/08/18
882
Fresnillo
100
158,073
10.390
7.780
-2.610
-25
1,229,813
-11
short
10/08/18
2/11/19
126
Fresnillo
100
158,073
7.780
9.696
5.864
-1.916
-25
926,945
-56
long
2/11/19
3/09/20
392
Micro Focus
100
55,175
16.800
5.924
-10.876
-65
326,862
-62
short
3/09/20
7/06/20
119
Micro Focus
100
55,175
5.924
4.387
8.000
2.076
35
441,378
151
long
7/06/20
3/07/22
609
Scottish Mortgage
100
49,151
8.980
8.560
-0.420
-5
420,734
-3
short
3/07/22
1/09/23
308
Polymetal
100
243,833
1.726
3.150
0.301
-1.425
-83
73,394
-87
long
1/09/23
8/21/23
224
Antofagasta
100
4,251
17.265
13.900
-3.365
-19
59,090
-30
short
8/21/23
12/11/23
112
Fresnillo
100
11,586
5.100
5.760
4.440
-0.660
-13
51,443
-36
long
12/11/23
5/09/24
150
Rolls-Royce
100
17,326
2.969
4.339
1.370
46
75,179
152
accum 6/19/06
5/09/24 6535
days out of 6703 invested (97%)
652
75,179
12
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Taylor Wimpey short 7/30/07 2/16/09 567 2.28 0.13 39.04 36.76 1,614.37 1,614.37
Ashtead long 7/30/12 8/24/15 1120 2.61 8.83 6.22 238.70 238.70
Randgold Res long 2/16/09 7/05/10 504 32.53 61.25 28.72 88.29 88.29
Rolls-Royce long 12/11/23 5/09/24 150 2.97 4.34 1.37 46.14 46.14
Lloyds Bank short 8/08/11 11/28/11 112 0.33 0.24 0.45 0.13 38.59 38.59
Croda long 9/06/10 8/08/11 336 14.23 17.70 3.47 24.39 24.39
Next long 11/28/11 6/04/12 189 26.63 29.93 3.30 12.39 12.39
LSE Group long 9/04/06 7/30/07 329 11.05 12.29 1.23 11.17 11.17
Glencore short 8/24/15 5/09/16 259 1.38 1.33 1.43 0.06 4.04 4.04
Carnival short 6/19/06 9/04/06 77 21.94 22.80 21.08 -0.86 -3.92 -3.92
Scottish Mortgage long 7/06/20 3/07/22 609 8.98 8.56 -0.42 -4.68 -4.68
Aviva short 6/04/12 7/30/12 56 2.70 2.99 2.42 -0.29 -10.58 -10.58
Antofagasta long 1/09/23 8/21/23 224 17.27 13.90 -3.37 -19.49 -19.49
BP short 7/05/10 9/06/10 63 3.33 4.07 2.60 -0.73 -21.96 -21.96
Fresnillo long 5/09/16 10/08/18 882 10.39 7.78 -2.61 -25.12
short 10/08/18 2/11/19 126 7.78 9.70 5.86 -1.92 -24.63
short 8/21/23 12/11/23 112 5.10 5.76 4.44 -0.66 -12.94 -50.86
Micro Focus long 2/11/19 3/09/20 392 16.80 5.92 -10.88 -64.74
short 3/09/20 7/06/20 119 5.92 4.39 8.00 2.08 35.04 -52.38
Polymetal short 3/07/22 1/09/23 308 1.73 3.15 0.30 -1.42 -82.56 -82.56
Annotations
4/20/23 Melrose reverse split 3:1 (one for three)
9/26/22 Schroders split 1:5 (five for one) + 3 bonus shares for 17 (is equivalent to a 17:20 split)
7/18/22 GlaxoSmithKline demergers OTC business -> Haleon
11/30/21 JD Sports stock split 1:5 (five for one)
5/28/21 FTSE Royal Mail returns for RSA Insurance (acquired by Tryg and Intact)
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
8/31/18 Rightmove stock split 1:10 (ten for one)
7/02/18 FTSE Ocado replaces Old Mutual (spin off Quilter)
5/21/18 FTSE Melrose and Royal Mail replace GKN (acquired by Melrose) and Hammerson
1/19/18 FTSE component update:
Berkeley Group, DS Smith, Evraz, G4S, Halma, Just Eat, NMC Health and Segro replace
ConvaTec, Hikma, Intu Properties, Merlin, Provident Financial, Royal Mail and Worldpay
8/14/17 Standard Life merger with Aberdeen Asset Management completed
3/20/17 FTSE Rentokil Initial and Scottish Mortgage replace Capita and Dixons Carphone
2/14/17 FTSE machine learning processed for all techniques
12/19/16 FTSE ConvaTec and Smurfit Kappa replace Polymetal and Travis Perkins
10/04/16 SAB Miller acquired by AB InBev - deletion
9/19/16 FTSE Polymetal replaces Berkeley
9/05/16 FTSE Micro Focus ersetzt Arm Holdings (acquisition by Softbank)
7/11/16 FTSE Informa, Mediclinic, Paddy Power Betfair and Wm Morrison
replace Aberdeen Asset, Inmarsat, Rexam and Sports Direct
2/18/16 FTSE index changes applied:
Berkeley, DCC, Provident Financial, Rexam and Worldpay replace
G4S, Meggit, Morrison, BG and Weir
DCC recording started
8/26/15 FTSE complete analysis
6/22/15 FTSE Inmarsat replaces Aggreko
4/21/15 FTSE Merlin replaces Friends Life (acquiried by Aviva)
FTSE Hikma replaces Tullow
write an annotation