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
8,433.760
Fri
0.63
8,213.490
2.68
7,594.910
618.580
8.14
7.97
Rolls-Royce
423.600
Fri
-2.37
418.100
1.32
300.000
118.100
39.37
83.04
L
Antofagasta
2,255.000
Fri
1.12
2,192.000
2.87
1,624.000
568.000
34.98
39.88
L
3i Group
2,851.000
Fri
1.10
2,891.000
-1.38
2,321.000
570.000
24.56
33.58
L
Barclays
213.950
Fri
0.33
202.350
5.73
144.980
57.370
39.57
31.23
L
NatWest
319.300
Fri
0.47
305.000
4.69
212.200
92.800
43.73
30.89
CRH (L)
6,780.000
Fri
5.21
6,412.000
5.74
5,342.000
1,070.000
20.03
30.57
L
Anglo American
2,773.500
Fri
1.37
2,693.500
2.97
1,824.800
868.700
47.61
29.25
Pershing Square
4,186.000
Fri
0.29
4,090.000
2.35
3,604.000
486.000
13.49
27.20
L
BAE Systems
1,394.000
Fri
0.14
1,361.500
2.39
1,178.000
183.500
15.58
26.68
L
Ass Brit Foods
2,702.000
Fri
0.60
2,671.000
1.16
2,283.000
388.000
17.00
24.46
L
Smurfit Kappa
3,758.000
Fri
-0.21
3,740.000
0.48
3,018.000
722.000
23.92
24.27
L
Scottish Mortgage
884.400
Fri
-1.07
878.800
0.64
773.600
105.200
13.60
22.02
InterContinental Hot
7,890.000
Fri
1.26
7,726.000
2.12
7,220.000
506.000
7.01
20.97
L
Next
9,294.000
Fri
0.98
9,098.000
2.15
8,484.000
614.000
7.24
20.68
L
DS Smith
363.000
Fri
0.83
361.600
0.39
293.200
68.400
23.33
18.63
L
GSK
1,799.500
Fri
1.07
1,733.500
3.81
1,580.000
153.500
9.72
16.92
L
Lloyds Bank
54.300
Fri
0.67
52.180
4.06
43.825
8.355
19.06
16.34
L
British Land
407.600
Fri
-1.83
403.600
0.99
398.600
5.000
1.25
16.32
RELX
3,459.000
Fri
0.23
3,358.000
3.01
3,202.000
156.000
4.87
16.15
Berkeley
5,245.000
Fri
1.55
5,040.000
4.07
4,785.000
255.000
5.33
15.93
L
Intertek
5,000.000
Fri
-1.09
4,956.000
0.89
4,325.000
631.000
14.59
15.74
L
Mondi
1,575.500
Fri
-0.66
1,563.500
0.77
1,445.500
118.000
8.16
15.62
Sage Group
1,198.000
Fri
-0.66
1,183.000
1.27
1,158.500
24.500
2.11
15.06
L
Int Cons Airlines
181.200
Fri
-0.88
178.650
1.43
145.500
33.150
22.78
14.60
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
1/15/24
prc diff
⇓ Δ16
∅-RS
L
HSBC
696.000
Fri
0.74
705.500
-1.35
596.400
109.100
18.29
14.30
L
Shell
2,946.000
Fri
1.29
2,858.500
3.06
2,460.000
398.500
16.20
13.99
Persimmon
1,424.500
Fri
1.28
1,366.500
4.24
1,450.500
-84.000
-5.79
13.40
L
Aviva
490.300
Fri
0.35
472.000
3.88
432.500
39.500
9.13
13.21
ConvaTec
262.000
Fri
0.08
258.800
1.24
247.000
11.800
4.78
13.09
L
Standard Chartered
775.000
Fri
2.68
755.000
2.65
605.000
150.000
24.79
13.09
Melrose
601.200
Fri
0.94
603.600
-0.40
582.600
21.000
3.60
12.85
L
Coca-Cola HBC
2,716.000
Fri
-0.51
2,614.000
3.90
2,384.000
230.000
9.65
12.77
L
AstraZeneca
12,370.000
Fri
0.31
12,050.000
2.66
10,852.000
1,198.000
11.04
12.49
Taylor Wimpey
144.300
Fri
0.77
139.200
3.66
144.750
-5.550
-3.83
12.48
DCC
5,850.000
Fri
1.12
5,495.000
6.46
5,640.000
-145.000
-2.57
10.64
L
F&C Investment Trust
1,040.000
Fri
0.78
1,008.000
3.17
953.000
55.000
5.77
10.49
Segro
880.200
Fri
-0.97
874.600
0.64
867.000
7.600
0.88
10.24
Beazley
672.500
Fri
0.90
629.500
6.83
511.500
118.000
23.07
10.19
Admiral Group
2,750.000
Fri
0.07
2,702.000
1.78
2,625.000
77.000
2.93
10.13
Experian
3,453.000
Fri
1.62
3,277.000
5.37
3,126.000
151.000
4.83
9.96
L
Ashtead
5,926.000
Fri
0.92
5,704.000
3.89
4,908.000
796.000
16.22
9.61
L
Weir Group
2,112.000
Fri
-0.09
2,014.000
4.87
1,838.000
176.000
9.58
9.38
Auto Trader
748.200
Fri
723.000
3.49
707.600
15.400
2.18
9.00
Tesco
311.700
Fri
0.48
298.300
4.49
300.600
-2.300
-0.77
8.84
Pearson
997.600
Fri
-0.24
987.400
1.03
979.800
7.600
0.78
8.66
Informa
850.200
Fri
-0.23
815.800
4.22
747.800
68.000
9.09
8.50
L
Kingfisher
261.600
Fri
1.43
248.700
5.19
214.900
33.800
15.73
8.16
L
Johnson Matthey
1,870.000
Fri
0.21
1,804.000
3.66
1,640.000
164.000
10.00
7.91
Land Securities
668.500
Fri
-1.84
667.000
0.22
676.400
-9.400
-1.39
7.26
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
1/15/24
prc diff
⇓ Δ16
∅-RS
Flutter
16,245.000
Fri
1.25
15,705.000
3.44
13,150.000
2,555.000
19.43
6.96
L
Hargreaves Lansdown
862.000
Fri
3.16
812.000
6.16
729.400
82.600
11.32
6.31
Compass Group
2,308.000
Fri
1.14
2,244.000
2.85
2,190.000
54.000
2.47
6.03
L
Rio Tinto
5,605.000
Fri
0.38
5,467.000
2.52
5,440.000
27.000
0.50
5.82
L
WPP Group
845.600
Fri
1.73
812.600
4.06
732.600
80.000
10.92
5.78
LSE Group
9,128.000
Fri
-0.37
9,162.000
-0.37
9,210.000
-48.000
-0.52
5.73
L
Unilever Plc
4,288.000
Fri
0.52
4,188.000
2.39
3,817.000
371.000
9.72
5.70
L
BP
506.200
Fri
0.42
510.400
-0.82
453.000
57.400
12.67
5.35
L
United Utilities
1,094.500
Fri
-0.68
1,073.000
2.00
1,051.000
22.000
2.09
5.23
L
National Grid
1,117.000
Fri
0.40
1,074.000
4.00
1,070.500
3.500
0.33
4.53
Hiscox
1,181.000
Fri
1.29
1,114.000
6.01
1,059.000
55.000
5.19
3.90
L
Glencore
476.000
Fri
2.69
455.000
4.62
445.000
10.000
2.25
3.80
Bunzl
3,184.000
Fri
0.32
3,106.000
2.51
3,243.000
-137.000
-4.22
3.41
Legal & General
248.600
Fri
-0.12
240.900
3.20
252.500
-11.600
-4.59
3.30
Halma
2,328.000
Fri
1.04
2,241.000
3.88
2,173.000
68.000
3.13
3.20
Frasers
832.000
Fri
-0.42
817.500
1.77
822.000
-4.500
-0.55
2.68
Barratt Developments
493.700
Fri
0.51
478.700
3.13
542.200
-63.500
-11.71
2.35
Imperial Brands
1,868.000
Fri
0.08
1,826.000
2.30
1,901.000
-75.000
-3.95
2.20
Unite
963.000
Fri
-1.58
958.500
0.47
1,034.000
-75.500
-7.30
1.69
L
RS Group
830.000
Fri
0.91
766.500
8.28
749.000
17.500
2.34
1.56
L
Phoenix
520.500
Fri
0.87
519.500
0.19
513.200
6.300
1.23
1.27
Airtel Africa
119.100
Fri
1.19
114.000
4.47
130.500
-16.500
-12.64
1.00
L
Haleon
327.800
Fri
-0.06
329.900
-0.64
334.100
-4.200
-1.26
0.75
SSE
1,812.000
Fri
0.69
1,709.500
6.00
1,789.500
-80.000
-4.47
0.36
S
Rightmove
541.200
Fri
-5.52
543.600
-0.44
564.800
-21.200
-3.75
0.00
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
1/15/24
prc diff
⇓ Δ16
∅-RS
Smiths Group
1,727.000
Fri
1.47
1,640.000
5.30
1,684.500
-44.500
-2.64
-0.13
L
Endeavour Mining
1,723.000
Fri
1.00
1,650.000
4.42
1,470.000
180.000
12.24
-0.38
Severn Trent
2,587.000
Fri
-0.73
2,517.000
2.78
2,610.000
-93.000
-3.56
-1.23
L
Fresnillo
577.500
Fri
-0.43
549.500
5.10
527.200
22.300
4.23
-1.41
J Sainsbury
276.000
Fri
0.66
265.400
3.99
287.800
-22.400
-7.78
-1.63
S
M&G
205.500
Fri
-0.44
200.400
2.54
222.500
-22.100
-9.93
-2.65
S
B&M
548.200
Fri
2.47
521.600
5.10
553.000
-31.400
-5.68
-3.69
L
BAT
2,433.000
Fri
1.33
2,355.000
3.31
2,350.000
5.000
0.21
-5.01
L
Croda
4,865.000
Fri
-0.25
4,746.000
2.51
4,508.000
238.000
5.28
-5.44
L
Vodafone
69.400
Fri
1.94
68.440
1.40
67.160
1.280
1.91
-5.62
S
Centrica
137.500
Fri
1.07
128.550
6.96
149.800
-21.250
-14.19
-5.74
S
Smith and Nephew
1,004.500
Fri
0.30
996.800
0.77
1,066.500
-69.700
-6.54
-7.43
Abrdn
158.300
Fri
3.03
155.200
2.00
170.250
-15.050
-8.84
-9.64
Diageo
2,850.000
Fri
0.46
2,729.000
4.43
2,805.000
-76.000
-2.71
-10.71
S
Whitbread
3,069.000
Fri
0.20
3,007.000
2.06
3,673.000
-666.000
-18.13
-10.88
S
Spirax-Sarco
9,350.000
Fri
2.92
8,785.000
6.43
9,830.000
-1,045.000
-10.63
-11.15
BT Group
105.400
Fri
-0.57
105.100
0.29
116.300
-11.200
-9.63
-11.57
S
Schroders
373.000
Fri
1.36
354.800
5.13
419.200
-64.400
-15.36
-13.60
L
JD Sports Fashion
121.900
Fri
1.41
115.700
5.36
113.300
2.400
2.12
-14.76
L
Prudential
801.800
Fri
1.78
756.200
6.03
815.800
-59.600
-7.31
-15.97
S
Reckitt Benckiser
4,597.000
Fri
0.02
4,476.000
2.70
5,650.000
-1,174.000
-20.78
-18.71
Rentokil Initial
425.000
Fri
1.05
407.700
4.24
419.600
-11.900
-2.84
-18.88
Entain
778.800
Fri
-0.41
785.400
-0.84
942.400
-157.000
-16.66
-21.66
L
Burberry Group
1,175.000
Fri
1.21
1,180.000
-0.42
1,212.000
-32.000
-2.64
-27.51
S
Ocado
348.300
Fri
-1.55
355.600
-2.05
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
484.800
Fri
3.15
447.600
8.31
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
5/10/24
151
Rolls-Royce
100
17,326
2.969
4.236
1.267
43
73,395
136
accum 6/19/06
5/10/24 6538
days out of 6706 invested (97%)
634
73,395
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 5/10/24 151 2.97 4.24 1.27 42.67 42.67
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
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