Assessment - FTSE 100 Index - 13/03/23 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
13/03/23
⇓ Δwk
21/11/22
prc diff
⇓ Δ16
∅-RS
FTSE
7,403.850
Mon
0.93
7,548.630
-1.92
7,376.850
171.780
2.33
1.64
L
Rolls-Royce
140.980
Mon
0.48
145.000
-2.77
84.810
60.190
70.97
63.19
L
Flutter
13,735.000
Mon
0.81
13,725.000
0.07
11,400.000
2,325.000
20.39
36.79
L
JD Sports Fashion
164.350
Mon
1.26
166.350
-1.20
120.100
46.250
38.51
30.06
L
CRH (L)
4,016.000
Mon
1.79
4,028.500
-0.31
3,344.500
684.000
20.45
25.12
Burberry Group
2,292.000
Mon
1.10
2,295.000
-0.13
2,081.000
214.000
10.28
24.59
L
Centrica
99.800
Mon
-1.38
103.950
-3.99
93.760
10.190
10.87
23.26
L
Ass Brit Foods
1,931.000
Mon
1.55
1,948.000
-0.87
1,505.000
443.000
29.44
21.62
BP
487.000
Mon
1.47
522.500
-6.79
458.150
64.350
14.05
19.11
L
Abrdn
203.300
Mon
2.01
211.200
-3.74
201.700
9.500
4.71
18.63
3i Group
1,520.000
Mon
2.53
1,509.500
0.70
1,316.500
193.000
14.66
18.29
Melrose
147.850
Mon
0.37
154.850
-4.52
129.650
25.200
19.44
18.18
L
B&M
466.000
Mon
1.75
480.400
-3.00
400.900
79.500
19.83
16.44
Standard Chartered
615.000
Mon
-3.00
688.800
-10.71
580.400
108.400
18.68
16.07
Ashtead
4,866.000
Mon
5,192.000
-6.28
5,000.000
192.000
3.84
15.46
Hiscox
1,058.500
Mon
1.58
1,113.500
-4.94
994.600
118.900
11.95
15.31
L
BAE Systems
932.400
Mon
2.96
908.000
2.69
782.000
126.000
16.11
13.93
L
J Sainsbury
251.800
Mon
1.04
254.300
-0.98
216.700
37.600
17.35
13.85
L
Next
6,638.000
Mon
0.91
6,820.000
-2.67
5,666.000
1,154.000
20.37
13.75
Prudential
1,012.500
Mon
0.45
1,159.000
-12.64
955.600
203.400
21.29
13.03
L
Coca-Cola HBC
2,146.000
Mon
1.32
2,109.000
1.75
1,996.000
113.000
5.66
12.89
Informa
672.400
Mon
0.03
658.000
2.19
596.000
62.000
10.40
12.72
Int Cons Airlines
137.660
Mon
3.30
142.620
-3.48
132.180
10.440
7.90
12.69
L
Kingfisher
273.300
Mon
1.33
279.500
-2.22
246.000
33.500
13.62
12.20
NatWest
257.800
Mon
-0.08
272.200
-5.29
255.600
16.600
6.49
11.97
⇓ instrument
freshest
⇓ Δday
13/03/23
⇓ Δwk
21/11/22
prc diff
⇓ Δ16
∅-RS
Weir Group
1,747.000
Mon
2.01
1,802.500
-3.08
1,768.500
34.000
1.92
11.65
Antofagasta
1,503.000
Mon
4.09
1,500.500
0.17
1,307.500
193.000
14.76
10.85
L
WPP Group
922.000
Mon
0.66
950.200
-2.97
864.200
86.000
9.95
9.16
InterContinental Hot
5,288.000
Mon
0.84
5,322.000
-0.64
4,763.000
559.000
11.74
9.08
HSBC
541.700
Mon
-0.07
568.100
-4.65
483.500
84.600
17.50
8.76
Smiths Group
1,678.500
Mon
0.21
1,681.000
-0.15
1,612.000
69.000
4.28
8.41
L
RELX
2,554.000
Mon
0.95
2,505.000
1.96
2,332.000
173.000
7.42
8.03
Shell
2,236.000
Mon
0.99
2,438.000
-8.29
2,272.500
165.500
7.28
7.49
Whitbread
2,844.000
Mon
1.43
2,852.000
-0.28
2,518.000
334.000
13.26
6.25
Unilever Plc
4,082.500
Mon
0.86
4,056.000
0.65
4,112.500
-56.500
-1.37
4.52
L
Smith and Nephew
1,161.500
Mon
-0.68
1,182.500
-1.78
1,074.500
108.000
10.05
4.34
F&C Investment Trust
909.000
Mon
-0.11
917.000
-0.87
920.000
-3.000
-0.33
4.28
Sage Group
732.200
Mon
-0.19
747.800
-2.09
808.200
-60.400
-7.47
4.10
Compass Group
1,950.500
Mon
0.49
1,885.500
3.45
1,824.000
61.500
3.37
3.92
Frasers
740.500
Mon
2.63
760.000
-2.57
823.500
-63.500
-7.71
3.83
Berkeley
4,015.000
Mon
0.63
4,020.000
-0.12
3,737.000
283.000
7.57
3.77
Lloyds Bank
46.105
Mon
-0.31
47.225
-2.37
45.515
1.710
3.76
3.68
DS Smith
306.300
Mon
1.26
314.500
-2.61
304.100
10.400
3.42
3.59
Rio Tinto
5,360.000
Mon
2.10
5,548.000
-3.39
5,270.000
278.000
5.28
3.51
L
M&G
180.200
Mon
1.35
206.600
-12.78
191.100
15.500
8.11
3.46
L
Tesco
249.700
Mon
1.13
255.000
-2.08
232.000
23.000
9.91
3.21
Imperial Brands
1,907.000
Mon
1.19
1,920.500
-0.70
2,141.000
-220.500
-10.30
1.70
L
Severn Trent
2,849.000
Mon
1.28
2,824.000
0.89
2,758.000
66.000
2.39
1.17
L
Taylor Wimpey
114.150
Mon
0.22
114.450
-0.26
102.750
11.700
11.39
0.85
SSE
1,712.000
Mon
0.82
1,723.500
-0.67
1,695.500
28.000
1.65
0.53
⇓ instrument
freshest
⇓ Δday
13/03/23
⇓ Δwk
21/11/22
prc diff
⇓ Δ16
∅-RS
AstraZeneca
10,790.000
Mon
-0.22
10,686.000
0.97
11,070.000
-384.000
-3.47
0.52
Bunzl
3,019.000
Mon
1.48
2,924.000
3.25
3,084.000
-160.000
-5.19
0.50
Beazley
530.000
Mon
2.02
545.000
-2.75
643.500
-98.500
-15.31
0.39
L
United Utilities
1,056.500
Mon
1.20
1,044.500
1.15
1,037.000
7.500
0.72
0.36
S
Pershing Square
2,775.000
Mon
0.36
2,760.000
0.54
2,925.000
-165.000
-5.64
-0.09
L
National Grid
1,054.000
Mon
1.44
1,064.000
-0.94
1,032.000
32.000
3.10
-0.15
S
ConvaTec
229.000
Mon
0.26
220.600
3.81
233.600
-13.000
-5.57
-0.58
S
Aviva
411.600
Mon
2.34
424.300
-2.99
453.000
-28.700
-6.34
-0.63
S
Johnson Matthey
1,942.000
Mon
-0.13
2,037.000
-4.66
2,024.000
13.000
0.64
-0.82
S
Pearson
839.400
Mon
0.21
842.000
-0.31
986.600
-144.600
-14.66
-1.19
Rentokil Initial
545.000
Mon
-0.33
505.000
7.92
547.400
-42.400
-7.75
-1.80
Endeavour Mining
1,831.000
Mon
4.03
1,720.000
6.45
1,672.000
48.000
2.87
-2.13
Spirax-Sarco
11,165.000
Mon
0.59
10,880.000
2.62
11,375.000
-495.000
-4.35
-2.16
St. James´s Place
1,156.500
Mon
1.36
1,156.000
0.04
1,178.500
-22.500
-1.91
-2.44
L
Auto Trader
588.800
Mon
0.31
569.800
3.33
570.200
-0.400
-0.07
-2.55
Phoenix
560.200
Mon
0.21
592.000
-5.37
591.000
1.000
0.17
-2.58
Smurfit Kappa
2,893.000
Mon
2.33
2,956.000
-2.13
3,047.000
-91.000
-2.99
-3.06
L
Barratt Developments
433.100
Mon
0.12
430.700
0.56
400.000
30.700
7.67
-3.16
L
BT Group
140.500
Mon
2.00
142.400
-1.33
123.750
18.650
15.07
-3.49
S
Fresnillo
744.000
Mon
4.79
747.400
-0.45
861.600
-114.200
-13.25
-3.71
Schroders
449.900
Mon
2.02
446.300
0.81
455.900
-9.600
-2.11
-4.22
L
Reckitt Benckiser
5,838.000
Mon
0.48
5,760.000
1.35
5,900.000
-140.000
-2.37
-4.74
Legal & General
230.500
Mon
1.72
241.300
-4.48
260.500
-19.200
-7.37
-4.75
S
LSE Group
7,516.000
Mon
0.62
7,294.000
3.04
8,166.000
-872.000
-10.68
-4.90
S
Experian
2,659.000
Mon
0.45
2,624.000
1.33
2,916.000
-292.000
-10.01
-5.18
⇓ instrument
freshest
⇓ Δday
13/03/23
⇓ Δwk
21/11/22
prc diff
⇓ Δ16
∅-RS
Intertek
3,997.000
Mon
0.53
4,026.000
-0.72
3,906.000
120.000
3.07
-6.11
Halma
2,077.000
Mon
0.48
2,051.000
1.27
2,225.000
-174.000
-7.82
-6.37
Rightmove
548.200
Mon
0.48
534.400
2.58
544.800
-10.400
-1.91
-6.50
S
Diageo
3,520.500
Mon
1.31
3,464.500
1.62
3,726.000
-261.500
-7.02
-6.65
RS Group
895.000
Mon
0.17
905.000
-1.10
970.500
-65.500
-6.75
-6.74
Entain
1,213.000
Mon
0.46
1,243.000
-2.41
1,296.000
-53.000
-4.09
-6.94
Land Securities
612.600
Mon
1.73
617.800
-0.84
628.400
-10.600
-1.69
-7.58
Glencore
449.350
Mon
3.86
458.700
-2.04
496.850
-38.150
-7.68
-7.85
Barclays
136.360
Mon
-2.29
147.480
-7.54
157.940
-10.460
-6.62
-7.91
British Land
399.800
Mon
2.15
404.600
-1.19
407.600
-3.000
-0.74
-8.19
S
BAT
2,966.000
Mon
0.59
3,013.500
-1.58
3,349.500
-336.000
-10.03
-9.43
Croda
6,428.000
Mon
1.39
6,228.000
3.21
6,902.000
-674.000
-9.77
-9.60
GSK
1,414.000
Mon
0.94
1,376.600
2.72
1,398.000
-21.400
-1.53
-9.76
Unite
921.500
Mon
0.55
914.000
0.82
950.000
-36.000
-3.79
-9.95
Hargreaves Lansdown
786.400
Mon
2.42
777.600
1.13
837.000
-59.400
-7.10
-10.70
S
Mondi
1,299.000
Mon
2.61
1,318.500
-1.48
1,552.500
-234.000
-15.07
-11.24
Admiral Group
1,937.000
Mon
1.18
1,912.000
1.31
2,080.000
-168.000
-8.08
-11.67
L
Vodafone
92.470
Mon
2.32
95.680
-3.35
98.110
-2.430
-2.48
-11.81
L
DCC
4,279.000
Mon
-0.26
4,372.000
-2.13
4,360.000
12.000
0.28
-12.04
S
Anglo American
2,626.000
Mon
4.87
2,728.000
-3.74
3,087.000
-359.000
-11.63
-13.85
Airtel Africa
109.900
Mon
2.14
113.900
-3.51
119.800
-5.900
-4.92
-14.17
Scottish Mortgage
662.200
Mon
-1.34
674.600
-1.84
776.400
-101.800
-13.11
-14.97
L
Segro
753.200
Mon
2.11
775.000
-2.81
834.600
-59.600
-7.14
-16.94
Persimmon
1,211.000
Mon
1,222.500
-0.94
1,293.500
-71.000
-5.49
-22.62
S
Ocado
417.400
Mon
0.31
423.800
-1.51
645.200
-221.400
-34.31
-42.07
⇓ instrument
freshest
⇓ Δday
13/03/23
⇓ Δwk
21/11/22
prc diff
⇓ Δ16
∅-RS
Haleon
316.250
Mon
0.29
309.750
2.10
289.150
20.600
7.12
-na-
FTSE - 100 out of 100 instruments rated - 13/03/23 / 21/11/22 - 54 did rise, Market-Ratio(16) = 54.00 %
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
2/01/06
19/06/06
168
- cash -
short
19/06/06
4/09/06
77
Carnival
100
455
21.940
22.800
21.080
-0.860
-4
9,609
-17
long
4/09/06
30/07/07
329
LSE Group
100
869
11.054
12.288
1.234
11
10,681
12
short
30/07/07
16/02/09
567
Taylor Wimpey
100
4,690
2.277
0.133
39.040
36.763
1,614
183,097
523
long
16/02/09
5/07/10
504
Randgold Res
100
5,628
32.530
61.250
28.720
88
344,734
58
short
5/07/10
6/09/10
63
BP
100
103,430
3.333
4.065
2.601
-0.732
-22
269,023
-76
long
6/09/10
8/08/11
336
Croda
100
18,905
14.230
17.700
3.470
24
334,623
27
short
8/08/11
28/11/11
112
Lloyds Bank
100
1,019,881
0.328
0.237
0.455
0.127
39
463,740
190
long
28/11/11
4/06/12
189
Next
100
17,414
26.630
29.930
3.300
12
521,206
25
short
4/06/12
30/07/12
56
Aviva
100
192,753
2.704
2.990
2.418
-0.286
-11
466,079
-52
long
30/07/12
24/08/15
1120
Ashtead
100
178,779
2.607
8.830
6.223
239
1,578,621
49
short
24/08/15
9/05/16
259
Glencore
100
1,144,757
1.379
1.326
1.435
0.056
4
1,642,384
6
long
9/05/16
8/10/18
882
Fresnillo
100
158,073
10.390
7.780
-2.610
-25
1,229,813
-11
short
8/10/18
11/02/19
126
Fresnillo
100
158,073
7.780
9.696
5.864
-1.916
-25
926,945
-56
long
11/02/19
9/03/20
392
Micro Focus
100
55,175
16.800
5.924
-10.876
-65
326,862
-62
short
9/03/20
6/07/20
119
Micro Focus
100
55,175
5.924
4.387
8.000
2.076
35
441,378
151
long
6/07/20
7/03/22
609
Scottish Mortgage
100
49,151
8.980
8.560
-0.420
-5
420,734
-3
short
7/03/22
9/01/23
308
Polymetal
100
243,833
1.726
3.150
0.301
-1.425
-83
73,394
-87
long
9/01/23
20/03/23
70
Antofagasta
100
4,251
17.265
15.030
-2.235
-13
63,893
-51
accum 19/06/06
20/03/23 6119
days out of 6287 invested (97%)
539
63,893
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 30/07/07 16/02/09 567 2.28 0.13 39.04 36.76 1,614.37 1,614.37
Ashtead long 30/07/12 24/08/15 1120 2.61 8.83 6.22 238.70 238.70
Randgold Res long 16/02/09 5/07/10 504 32.53 61.25 28.72 88.29 88.29
Lloyds Bank short 8/08/11 28/11/11 112 0.33 0.24 0.45 0.13 38.59 38.59
Croda long 6/09/10 8/08/11 336 14.23 17.70 3.47 24.39 24.39
Next long 28/11/11 4/06/12 189 26.63 29.93 3.30 12.39 12.39
LSE Group long 4/09/06 30/07/07 329 11.05 12.29 1.23 11.17 11.17
Glencore short 24/08/15 9/05/16 259 1.38 1.33 1.43 0.06 4.04 4.04
Carnival short 19/06/06 4/09/06 77 21.94 22.80 21.08 -0.86 -3.92 -3.92
Scottish Mortgage long 6/07/20 7/03/22 609 8.98 8.56 -0.42 -4.68 -4.68
Aviva short 4/06/12 30/07/12 56 2.70 2.99 2.42 -0.29 -10.58 -10.58
Antofagasta long 9/01/23 20/03/23 70 17.27 15.03 -2.24 -12.95 -12.95
BP short 5/07/10 6/09/10 63 3.33 4.07 2.60 -0.73 -21.96 -21.96
Fresnillo long 9/05/16 8/10/18 882 10.39 7.78 -2.61 -25.12
short 8/10/18 11/02/19 126 7.78 9.70 5.86 -1.92 -24.63 -43.56
Micro Focus long 11/02/19 9/03/20 392 16.80 5.92 -10.88 -64.74
short 9/03/20 6/07/20 119 5.92 4.39 8.00 2.08 35.04 -52.38
Polymetal short 7/03/22 9/01/23 308 1.73 3.15 0.30 -1.42 -82.56 -82.56
Annotations
26/09/22 Schroders split 1:5 (five for one) + 3 bonus shares for 17 (is equivalent to a 17:20 split)
18/07/22 GlaxoSmithKline demergers OTC business -> Haleon
30/11/21 JD Sports stock split 1:5 (five for one)
28/05/21 FTSE Royal Mail returns for RSA Insurance (acquired by Tryg and Intact)
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
31/08/18 Rightmove stock split 1:10 (ten for one)
2/07/18 FTSE Ocado replaces Old Mutual (spin off Quilter)
21/05/18 FTSE Melrose and Royal Mail replace GKN (acquired by Melrose) and Hammerson
19/01/18 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
14/08/17 Standard Life merger with Aberdeen Asset Management completed
20/03/17 FTSE Rentokil Initial and Scottish Mortgage replace Capita and Dixons Carphone
14/02/17 FTSE machine learning processed for all techniques
19/12/16 FTSE ConvaTec and Smurfit Kappa replace Polymetal and Travis Perkins
4/10/16 SAB Miller acquired by AB InBev - deletion
19/09/16 FTSE Polymetal replaces Berkeley
5/09/16 FTSE Micro Focus ersetzt Arm Holdings (acquisition by Softbank)
11/07/16 FTSE Informa, Mediclinic, Paddy Power Betfair and Wm Morrison
replace Aberdeen Asset, Inmarsat, Rexam and Sports Direct
18/02/16 FTSE index changes applied:
Berkeley, DCC, Provident Financial, Rexam and Worldpay replace
G4S, Meggit, Morrison, BG and Weir
DCC recording started
26/08/15 FTSE complete analysis
22/06/15 FTSE Inmarsat replaces Aggreko
21/04/15 FTSE Merlin replaces Friends Life (acquiried by Aviva)
FTSE Hikma replaces Tullow
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