Assessment - FTSE 100 Index - 12/28/15 - RS = 16
⇐
instrument
freshest
⇓ Δday
12/28/15
⇓ Δwk
9/07/15
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
6,254.640
6,074.520
180.120
2.97
-4.87
L
3i Group
3,018.000
8/12/24
0.23
479.800
473.300
6.500
1.37
-3.11
L
Abrdn
152.950
8/12/24
2.51
395.200
408.300
-13.100
-3.21
-8.04
Admiral Group
2,698.000
8/12/24
0.86
1,639.000
1,551.000
88.000
5.67
8.79
L
Airtel Africa
110.000
8/12/24
-0.63
-na-
L
Anglo American
2,232.500
8/12/24
0.29
328.050
677.700
-349.650
-51.59
-56.24
Antofagasta
1,879.500
8/12/24
1.79
462.600
607.000
-144.400
-23.79
-26.30
Ashtead
5,152.000
8/12/24
-0.43
1,115.000
981.000
134.000
13.66
5.15
Ass Brit Foods
2,435.000
8/12/24
-0.90
3,339.000
3,113.000
226.000
7.26
7.08
L
AstraZeneca
12,780.000
8/12/24
0.63
4,540.000
4,219.000
321.000
7.61
3.46
L
Auto Trader
797.800
8/12/24
0.81
435.700
340.700
95.000
27.88
-na-
Aviva
484.200
8/12/24
0.35
519.000
463.100
55.900
12.07
2.11
S
B&M
444.600
8/12/24
-2.22
286.500
312.600
-26.100
-8.35
-10.14
BAE Systems
1,303.500
8/12/24
2.04
497.300
440.500
56.800
12.89
2.49
Barclays
220.100
8/12/24
0.85
221.700
253.430
-31.730
-12.52
-11.86
L
Barratt Developments
524.600
8/12/24
0.15
616.000
634.500
-18.500
-2.92
9.20
Beazley
732.000
8/12/24
1.24
388.900
327.900
61.000
18.60
23.19
Berkeley
5,070.000
8/12/24
1.00
3,613.000
3,380.000
233.000
6.89
22.03
BP
439.600
8/12/24
1.35
365.950
336.000
29.950
8.91
-9.21
L
BAT
2,801.000
8/12/24
3,781.000
3,400.000
381.000
11.21
3.95
L
British Land
395.000
8/12/24
-0.40
793.500
802.500
-9.000
-1.12
-4.31
L
BT Group
141.500
8/12/24
8.43
467.050
425.850
41.200
9.67
4.69
S
Bunzl
3,202.000
8/12/24
0.50
1,870.000
1,732.000
138.000
7.97
1.78
S
Burberry Group
671.000
8/12/24
-2.02
1,209.000
1,360.000
-151.000
-11.10
-21.62
Centrica
127.300
8/12/24
3.29
218.200
233.400
-15.200
-6.51
-12.86
instrument
freshest
⇓ Δday
12/28/15
⇓ Δwk
9/07/15
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
1,475.000
1,287.000
188.000
14.61
11.40
Compass Group
2,354.000
8/12/24
0.90
1,160.000
1,012.000
148.000
14.62
4.90
ConvaTec
231.600
8/12/24
-0.17
-na-
CRH (L)
6,416.000
8/12/24
-1.35
1,946.000
1,875.000
71.000
3.79
7.91
S
Croda
3,829.000
8/12/24
-0.05
3,042.000
2,816.000
226.000
8.03
8.20
DCC
5,135.000
8/12/24
-0.29
5,670.000
4,850.000
820.000
16.91
24.01
S
Diageo
2,451.500
8/12/24
1.03
1,856.500
1,699.000
157.500
9.27
0.50
DS Smith
444.000
8/12/24
1.19
396.300
393.300
3.000
0.76
6.90
Endeavour Mining
1,567.000
8/12/24
1.89
-na-
S
Entain
580.400
8/12/24
3.98
463.500
412.500
51.000
12.36
6.30
L
Experian
3,524.000
8/12/24
1.18
1,204.000
1,060.000
144.000
13.58
4.60
F&C Investment Trust
1,026.000
8/12/24
450.500
419.200
31.300
7.47
2.39
S
Flutter
14,685.000
8/12/24
-1.28
12,104.000
9,900.000
2,204.000
22.26
44.96
L
Frasers
838.500
8/12/24
-0.42
573.500
780.500
-207.000
-26.52
-17.44
Fresnillo
540.000
8/12/24
0.93
715.500
602.000
113.500
18.85
1.21
Glencore
410.250
8/12/24
1.27
92.400
131.800
-39.400
-29.89
-46.44
GSK
1,572.000
8/12/24
0.42
1,401.740
1,323.670
78.070
5.90
-1.27
Haleon
373.200
8/12/24
-1.01
-na-
L
Halma
2,527.000
8/12/24
0.04
882.500
741.500
141.000
19.02
19.25
L
Hargreaves Lansdown
1,102.000
8/12/24
1,482.000
1,089.000
393.000
36.09
24.32
Hiscox
1,189.000
8/12/24
1.89
1,059.000
891.000
168.000
18.86
18.47
L
HSBC
643.900
8/12/24
0.22
541.300
494.000
47.300
9.57
-4.13
L
Imperial Brands
2,134.000
8/12/24
0.38
3,543.500
3,165.000
378.500
11.96
9.40
Informa
807.800
8/12/24
1.03
609.000
570.500
38.500
6.75
8.96
InterContinental Hot
7,228.000
8/12/24
-0.61
2,636.000
2,382.000
254.000
10.66
1.88
instrument
freshest
⇓ Δday
12/28/15
⇓ Δwk
9/07/15
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
603.000
564.500
38.500
6.82
8.77
Intertek
4,680.000
8/12/24
0.60
2,790.000
2,447.000
343.000
14.02
10.39
J Sainsbury
269.600
8/12/24
0.67
266.400
235.400
31.000
13.17
3.29
L
JD Sports Fashion
120.350
8/12/24
-4.07
41.360
34.700
6.660
19.19
55.29
Johnson Matthey
1,577.000
8/12/24
0.06
2,703.000
2,632.000
71.000
2.70
-9.60
Kingfisher
271.400
8/12/24
0.18
329.700
350.900
-21.200
-6.04
-6.69
Land Securities
615.500
8/12/24
-0.73
1,186.000
1,223.000
-37.000
-3.03
-5.63
S
Legal & General
225.600
8/12/24
0.53
269.300
250.600
18.700
7.46
2.52
L
Lloyds Bank
56.800
8/12/24
-0.28
73.500
75.670
-2.170
-2.87
-6.23
L
LSE Group
9,938.000
8/12/24
1.12
2,702.000
2,456.000
246.000
10.02
9.25
S
M&G
203.900
8/12/24
1.09
-na-
Melrose
486.700
8/12/24
0.19
165.825
150.831
14.994
9.94
7.01
Mondi
1,423.000
8/12/24
-0.42
1,359.000
1,468.000
-109.000
-7.43
-0.22
S
National Grid
978.400
8/12/24
-0.04
935.000
850.800
84.200
9.90
5.34
L
NatWest
334.600
8/12/24
0.48
304.800
324.600
-19.800
-6.10
-10.86
Next
9,542.000
8/12/24
0.23
7,180.000
7,615.000
-435.000
-5.71
-3.51
Ocado
376.700
8/12/24
0.72
325.900
321.700
4.200
1.31
-12.15
Pearson
1,034.500
8/12/24
-0.72
768.000
1,124.000
-356.000
-31.67
-33.25
Pershing Square
3,534.000
8/12/24
-0.79
-na-
L
Persimmon
1,577.500
8/12/24
0.03
1,973.000
2,074.000
-101.000
-4.87
7.36
Phoenix
538.000
8/12/24
0.47
703.231
625.604
77.627
12.41
8.66
Prudential
635.400
8/12/24
0.41
1,540.000
1,361.500
178.500
13.11
-0.50
Reckitt Benckiser
4,180.000
8/12/24
6,226.000
5,717.000
509.000
8.90
6.50
RELX
3,531.000
8/12/24
0.57
1,180.000
1,050.000
130.000
12.38
5.70
L
Rentokil Initial
469.000
8/12/24
1.01
159.800
150.200
9.600
6.39
12.56
instrument
freshest
⇓ Δday
12/28/15
⇓ Δwk
9/07/15
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
413.700
374.500
39.200
10.47
29.75
Rio Tinto
4,942.000
8/12/24
0.56
2,006.500
2,251.000
-244.500
-10.86
-22.40
Rolls-Royce
486.700
8/12/24
0.35
595.000
719.000
-124.000
-17.25
-25.61
S
RS Group
754.000
8/12/24
-0.40
236.600
183.100
53.500
29.22
9.84
S
Sage Group
1,005.500
8/12/24
1.03
596.000
503.500
92.500
18.37
16.08
L
Schroders
337.200
8/12/24
-0.12
503.370
470.390
32.980
7.01
-1.79
Scottish Mortgage
824.600
8/12/24
-0.17
279.300
246.100
33.200
13.49
7.52
L
Segro
884.600
8/12/24
-0.96
438.900
413.600
25.300
6.12
3.54
S
Severn Trent
2,514.000
8/12/24
-0.63
2,175.000
2,064.000
111.000
5.38
2.27
Shell
2,799.000
8/12/24
0.83
1,557.000
1,604.000
-47.000
-2.93
-15.33
Smith and Nephew
1,156.000
8/12/24
-0.86
1,173.000
1,157.000
16.000
1.38
2.62
L
Smiths Group
1,743.000
8/12/24
0.52
958.500
1,086.000
-127.500
-11.74
-12.48
Smurfit Kappa
3,058.000
8/12/24
0.07
2,325.000
2,650.000
-325.000
-12.26
-7.37
S
Spirax-Sarco
7,715.000
8/12/24
0.72
3,277.000
3,059.000
218.000
7.13
1.25
L
SSE
1,878.000
8/12/24
0.86
1,533.000
1,458.000
75.000
5.14
-0.03
L
St. James´s Place
691.000
8/12/24
-1.22
996.000
860.500
135.500
15.75
9.06
Standard Chartered
722.000
8/12/24
0.92
589.000
701.400
-112.400
-16.03
-29.60
L
Taylor Wimpey
158.000
8/12/24
0.54
197.200
198.100
-0.900
-0.45
14.91
L
Tesco
333.500
8/12/24
0.91
191.140
235.540
-44.400
-18.85
-25.39
L
Unilever Plc
4,714.000
8/12/24
-0.34
2,891.000
2,590.000
301.000
11.62
3.11
S
Unite
934.000
8/12/24
-1.11
660.500
658.500
2.000
0.30
11.28
S
United Utilities
988.800
8/12/24
-0.12
936.500
852.000
84.500
9.92
-0.00
L
Vodafone
74.440
8/12/24
0.87
216.650
225.650
-9.000
-3.99
-4.31
Weir Group
1,904.000
8/12/24
0.79
989.500
1,277.000
-287.500
-22.51
-33.42
S
Whitbread
2,814.000
8/12/24
-1.44
4,440.000
4,711.000
-271.000
-5.75
-10.20
instrument
freshest
⇓ Δday
12/28/15
⇓ Δwk
9/07/15
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
1,538.000
1,338.000
200.000
14.95
4.90
FTSE - 94 out of 100 instruments rated - 12/28/15 / 9/07/15 - 64 did rise, Market-Ratio(16) = 68.09 %
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
8/12/24
245
Rolls-Royce
100
17,326
2.969
4.867
1.898
64
84,327
109
accum 6/19/06
8/12/24 7122
days out of 7290 invested (98%)
743
84,327
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 8/12/24 245 2.97 4.87 1.90 63.93 63.93
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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