Assessment - FTSE 100 Index - 4/25/16 - RS = 16
⇐
instrument
freshest
⇓ Δday
4/25/16
⇓ Δwk
1/04/16
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
6,260.920
6,093.430
167.490
2.75
-1.00
L
3i Group
3,018.000
8/12/24
0.23
478.100
465.600
12.500
2.68
-1.10
L
Abrdn
152.950
8/12/24
2.51
334.700
372.800
-38.100
-10.22
-16.84
Admiral Group
2,698.000
8/12/24
0.86
1,851.000
1,609.000
242.000
15.04
15.87
L
Airtel Africa
110.000
8/12/24
-0.63
-na-
L
Anglo American
2,232.500
8/12/24
0.29
679.100
277.850
401.250
144.41
29.32
Antofagasta
1,879.500
8/12/24
1.79
470.000
445.700
24.300
5.45
-11.87
Ashtead
5,152.000
8/12/24
-0.43
914.000
1,080.000
-166.000
-15.37
-7.38
Ass Brit Foods
2,435.000
8/12/24
-0.90
3,125.000
3,276.000
-151.000
-4.61
-1.97
L
AstraZeneca
12,780.000
8/12/24
0.63
4,084.000
4,478.000
-394.000
-8.80
-3.73
L
Auto Trader
797.800
8/12/24
0.81
369.400
436.200
-66.800
-15.31
5.52
Aviva
484.200
8/12/24
0.35
435.100
497.600
-62.500
-12.56
-10.02
S
B&M
444.600
8/12/24
-2.22
286.200
278.500
7.700
2.76
-6.88
BAE Systems
1,303.500
8/12/24
2.04
489.900
493.500
-3.600
-0.73
1.71
Barclays
220.100
8/12/24
0.85
170.350
214.250
-43.900
-20.49
-22.37
L
Barratt Developments
524.600
8/12/24
0.15
524.500
615.000
-90.500
-14.72
-11.90
Beazley
732.000
8/12/24
1.24
327.600
380.700
-53.100
-13.95
-3.43
Berkeley
5,070.000
8/12/24
1.00
2,979.000
3,611.000
-632.000
-17.50
-7.75
BP
439.600
8/12/24
1.35
360.350
347.550
12.800
3.68
-3.93
L
BAT
2,801.000
8/12/24
4,162.500
3,685.500
477.000
12.94
12.18
L
British Land
395.000
8/12/24
-0.40
703.500
770.500
-67.000
-8.70
-10.53
L
BT Group
141.500
8/12/24
8.43
429.450
459.900
-30.450
-6.62
-5.58
S
Bunzl
3,202.000
8/12/24
0.50
2,067.000
1,841.000
226.000
12.28
11.73
S
Burberry Group
671.000
8/12/24
-2.02
1,234.000
1,140.000
94.000
8.25
-10.34
Centrica
127.300
8/12/24
3.29
232.300
212.100
20.200
9.52
-0.71
instrument
freshest
⇓ Δday
4/25/16
⇓ Δwk
1/04/16
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
1,398.000
1,427.000
-29.000
-2.03
-1.01
Compass Group
2,354.000
8/12/24
0.90
1,223.000
1,136.000
87.000
7.66
9.05
ConvaTec
231.600
8/12/24
-0.17
-na-
CRH (L)
6,416.000
8/12/24
-1.35
1,981.000
1,917.000
64.000
3.34
6.62
S
Croda
3,829.000
8/12/24
-0.05
3,038.000
2,992.000
46.000
1.54
5.80
DCC
5,135.000
8/12/24
-0.29
6,040.000
5,490.000
550.000
10.02
15.87
S
Diageo
2,451.500
8/12/24
1.03
1,891.500
1,817.000
74.500
4.10
3.17
DS Smith
444.000
8/12/24
1.19
383.800
388.500
-4.700
-1.21
-0.26
Endeavour Mining
1,567.000
8/12/24
1.89
-na-
S
Entain
580.400
8/12/24
3.98
547.500
474.000
73.500
15.51
23.97
L
Experian
3,524.000
8/12/24
1.18
1,259.000
1,157.000
102.000
8.82
8.45
F&C Investment Trust
1,026.000
8/12/24
440.000
436.200
3.800
0.87
1.64
S
Flutter
14,685.000
8/12/24
-1.28
8,375.000
12,350.000
-3,975.000
-32.19
-11.73
L
Frasers
838.500
8/12/24
-0.42
407.600
553.500
-145.900
-26.36
-28.27
Fresnillo
540.000
8/12/24
0.93
1,061.000
709.500
351.500
49.54
46.54
Glencore
410.250
8/12/24
1.27
155.000
85.270
69.730
81.78
17.61
GSK
1,572.000
8/12/24
0.42
1,485.350
1,374.540
110.810
8.06
7.27
Haleon
373.200
8/12/24
-1.01
-na-
L
Halma
2,527.000
8/12/24
0.04
901.000
847.000
54.000
6.38
13.87
L
Hargreaves Lansdown
1,102.000
8/12/24
1,301.000
1,459.000
-158.000
-10.83
2.43
Hiscox
1,189.000
8/12/24
1.89
908.000
1,022.000
-114.000
-11.15
-2.41
L
HSBC
643.900
8/12/24
0.22
459.550
520.400
-60.850
-11.69
-11.25
L
Imperial Brands
2,134.000
8/12/24
0.38
3,681.000
3,532.500
148.500
4.20
7.22
Informa
807.800
8/12/24
1.03
656.000
603.500
52.500
8.70
9.96
InterContinental Hot
7,228.000
8/12/24
-0.61
2,770.000
2,584.000
186.000
7.20
8.19
instrument
freshest
⇓ Δday
4/25/16
⇓ Δwk
1/04/16
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
527.500
596.000
-68.500
-11.49
-4.88
Intertek
4,680.000
8/12/24
0.60
3,326.000
2,740.460
585.540
21.37
24.81
J Sainsbury
269.600
8/12/24
0.67
289.700
255.300
34.400
13.47
12.71
L
JD Sports Fashion
120.350
8/12/24
-4.07
49.360
41.040
8.320
20.27
40.66
Johnson Matthey
1,577.000
8/12/24
0.06
2,871.000
2,600.000
271.000
10.42
5.25
Kingfisher
271.400
8/12/24
0.18
365.400
321.900
43.500
13.51
4.22
Land Securities
615.500
8/12/24
-0.73
1,095.000
1,166.000
-71.000
-6.09
-8.45
S
Legal & General
225.600
8/12/24
0.53
243.100
259.100
-16.000
-6.18
-3.06
L
Lloyds Bank
56.800
8/12/24
-0.28
67.590
71.370
-3.780
-5.30
-9.35
L
LSE Group
9,938.000
8/12/24
1.12
2,743.000
2,645.000
98.000
3.71
8.04
S
M&G
203.900
8/12/24
1.09
-na-
Melrose
486.700
8/12/24
0.19
219.348
161.355
57.993
35.94
37.73
Mondi
1,423.000
8/12/24
-0.42
1,292.000
1,294.000
-2.000
-0.15
-6.35
S
National Grid
978.400
8/12/24
-0.04
965.700
925.900
39.800
4.30
6.45
L
NatWest
334.600
8/12/24
0.48
248.300
293.500
-45.200
-15.40
-16.02
Next
9,542.000
8/12/24
0.23
5,150.000
7,190.000
-2,040.000
-28.37
-28.17
Ocado
376.700
8/12/24
0.72
316.800
285.400
31.400
11.00
-4.64
Pearson
1,034.500
8/12/24
-0.72
808.000
720.500
87.500
12.14
-16.24
Pershing Square
3,534.000
8/12/24
-0.79
-na-
L
Persimmon
1,577.500
8/12/24
0.03
1,919.000
1,991.000
-72.000
-3.62
-2.48
Phoenix
538.000
8/12/24
0.47
679.904
692.906
-13.002
-1.88
3.65
Prudential
635.400
8/12/24
0.41
1,413.500
1,457.500
-44.000
-3.02
-2.28
Reckitt Benckiser
4,180.000
8/12/24
6,697.000
6,112.000
585.000
9.57
10.08
RELX
3,531.000
8/12/24
0.57
1,245.000
1,170.000
75.000
6.41
9.32
L
Rentokil Initial
469.000
8/12/24
1.01
179.300
157.300
22.000
13.99
17.08
instrument
freshest
⇓ Δday
4/25/16
⇓ Δwk
1/04/16
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
390.800
409.300
-18.500
-4.52
6.49
Rio Tinto
4,942.000
8/12/24
0.56
2,237.500
1,902.500
335.000
17.61
0.05
Rolls-Royce
486.700
8/12/24
0.35
673.000
560.000
113.000
20.18
-3.87
S
RS Group
754.000
8/12/24
-0.40
274.300
231.700
42.600
18.39
26.19
S
Sage Group
1,005.500
8/12/24
1.03
600.500
590.500
10.000
1.69
8.52
L
Schroders
337.200
8/12/24
-0.12
434.860
487.050
-52.190
-10.72
-11.21
Scottish Mortgage
824.600
8/12/24
-0.17
264.900
265.200
-0.300
-0.11
2.71
L
Segro
884.600
8/12/24
-0.96
413.400
423.800
-10.400
-2.45
-2.74
S
Severn Trent
2,514.000
8/12/24
-0.63
2,171.000
2,151.000
20.000
0.93
0.86
Shell
2,799.000
8/12/24
0.83
1,760.000
1,516.000
244.000
16.09
4.78
Smith and Nephew
1,156.000
8/12/24
-0.86
1,143.000
1,169.000
-26.000
-2.22
0.90
L
Smiths Group
1,743.000
8/12/24
0.52
1,132.000
922.000
210.000
22.78
8.32
Smurfit Kappa
3,058.000
8/12/24
0.07
1,864.000
2,339.000
-475.000
-20.31
-21.19
S
Spirax-Sarco
7,715.000
8/12/24
0.72
3,530.000
3,190.000
340.000
10.66
10.04
L
SSE
1,878.000
8/12/24
0.86
1,488.000
1,505.000
-17.000
-1.13
-0.79
L
St. James´s Place
691.000
8/12/24
-1.22
915.500
977.000
-61.500
-6.29
-0.36
Standard Chartered
722.000
8/12/24
0.92
520.600
541.700
-21.100
-3.90
-19.17
L
Taylor Wimpey
158.000
8/12/24
0.54
179.200
199.300
-20.100
-10.09
-4.66
L
Tesco
333.500
8/12/24
0.91
234.020
180.180
53.840
29.88
-0.32
L
Unilever Plc
4,714.000
8/12/24
-0.34
3,187.000
2,821.000
366.000
12.97
11.12
S
Unite
934.000
8/12/24
-1.11
610.000
646.500
-36.500
-5.65
-3.23
S
United Utilities
988.800
8/12/24
-0.12
923.500
933.000
-9.500
-1.02
-0.66
L
Vodafone
74.440
8/12/24
0.87
227.350
216.000
11.350
5.25
1.80
Weir Group
1,904.000
8/12/24
0.79
1,187.000
957.411
229.589
23.98
-1.67
S
Whitbread
2,814.000
8/12/24
-1.44
3,867.000
4,295.000
-428.000
-9.97
-14.57
instrument
freshest
⇓ Δday
4/25/16
⇓ Δwk
1/04/16
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
1,604.000
1,518.000
86.000
5.67
8.49
FTSE - 94 out of 100 instruments rated - 4/25/16 / 1/04/16 - 51 did rise, Market-Ratio(16) = 54.26 %
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 7121
days out of 7289 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
write an annotation