Assessment - FTSE 100 Index - 9/10/18 - RS = 16
⇐
instrument
freshest
⇓ Δday
9/10/18
⇓ Δwk
5/21/18
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
7,279.300
7,859.170
-579.870
-7.38
-2.59
L
3i Group
3,018.000
8/12/24
0.23
910.600
1,026.500
-115.900
-11.29
-1.44
L
Abrdn
152.950
8/12/24
2.51
315.200
369.700
-54.500
-14.74
-16.36
Admiral Group
2,698.000
8/12/24
0.86
2,015.000
1,959.000
56.000
2.86
5.49
L
Airtel Africa
110.000
8/12/24
-0.63
-na-
L
Anglo American
2,232.500
8/12/24
0.29
1,464.600
1,910.400
-445.800
-23.34
-8.41
Antofagasta
1,879.500
8/12/24
1.79
745.400
1,093.000
-347.600
-31.80
-21.98
Ashtead
5,152.000
8/12/24
-0.43
2,280.000
2,351.000
-71.000
-3.02
10.47
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,257.000
2,759.000
-502.000
-18.19
-17.78
L
AstraZeneca
12,780.000
8/12/24
0.63
5,703.000
5,417.000
286.000
5.28
11.10
L
Auto Trader
797.800
8/12/24
0.81
434.800
381.300
53.500
14.03
16.64
Aviva
484.200
8/12/24
0.35
480.200
552.000
-71.800
-13.01
-5.26
S
B&M
444.600
8/12/24
-2.22
407.100
380.000
27.100
7.13
1.26
BAE Systems
1,303.500
8/12/24
2.04
617.800
653.800
-36.000
-5.51
2.66
Barclays
220.100
8/12/24
0.85
176.800
208.900
-32.100
-15.37
-10.04
L
Barratt Developments
524.600
8/12/24
0.15
557.200
565.600
-8.400
-1.49
-3.00
Beazley
732.000
8/12/24
1.24
573.000
606.500
-33.500
-5.52
6.25
Berkeley
5,070.000
8/12/24
1.00
3,604.000
4,255.000
-651.000
-15.30
-6.73
BP
439.600
8/12/24
1.35
538.500
592.800
-54.300
-9.16
4.32
L
BAT
2,801.000
8/12/24
3,653.500
3,764.500
-111.000
-2.95
-15.55
L
British Land
395.000
8/12/24
-0.40
618.200
692.800
-74.600
-10.77
-4.19
L
BT Group
141.500
8/12/24
8.43
223.550
203.150
20.400
10.04
-7.38
S
Bunzl
3,202.000
8/12/24
0.50
2,382.000
2,312.000
70.000
3.03
9.77
S
Burberry Group
671.000
8/12/24
-2.02
2,079.000
2,000.000
79.000
3.95
13.19
Centrica
127.300
8/12/24
3.29
150.400
146.550
3.850
2.63
0.31
instrument
freshest
⇓ Δday
9/10/18
⇓ Δwk
5/21/18
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,530.000
2,620.000
-90.000
-3.44
0.35
Compass Group
2,354.000
8/12/24
0.90
1,634.500
1,604.500
30.000
1.87
3.93
ConvaTec
231.600
8/12/24
-0.17
230.900
227.000
3.900
1.72
8.95
CRH (L)
6,416.000
8/12/24
-1.35
2,484.000
2,815.000
-331.000
-11.76
-5.32
S
Croda
3,829.000
8/12/24
-0.05
5,020.000
4,742.000
278.000
5.86
12.22
DCC
5,135.000
8/12/24
-0.29
6,880.000
7,510.000
-630.000
-8.39
-2.72
S
Diageo
2,451.500
8/12/24
1.03
2,690.000
2,715.000
-25.000
-0.92
3.30
DS Smith
444.000
8/12/24
1.19
486.700
556.800
-70.100
-12.59
-4.32
Endeavour Mining
1,567.000
8/12/24
1.89
2,350.000
2,407.000
-57.000
-2.37
-na-
S
Entain
580.400
8/12/24
3.98
1,065.000
985.000
80.000
8.12
12.15
L
Experian
3,524.000
8/12/24
1.18
1,920.000
1,835.000
85.000
4.63
15.61
F&C Investment Trust
1,026.000
8/12/24
717.000
688.000
29.000
4.22
9.13
S
Flutter
14,685.000
8/12/24
-1.28
6,795.000
8,790.000
-1,995.000
-22.70
-14.44
L
Frasers
838.500
8/12/24
-0.42
360.000
424.000
-64.000
-15.09
-7.68
Fresnillo
540.000
8/12/24
0.93
812.400
1,270.000
-457.600
-36.03
-34.62
Glencore
410.250
8/12/24
1.27
290.750
387.700
-96.950
-25.01
-19.12
GSK
1,572.000
8/12/24
0.42
1,521.310
1,507.810
13.500
0.90
6.10
Haleon
373.200
8/12/24
-1.01
-na-
L
Halma
2,527.000
8/12/24
0.04
1,394.000
1,331.000
63.000
4.73
10.48
L
Hargreaves Lansdown
1,102.000
8/12/24
2,176.000
1,956.000
220.000
11.25
23.66
Hiscox
1,189.000
8/12/24
1.89
1,659.000
1,518.000
141.000
9.29
14.54
L
HSBC
643.900
8/12/24
0.22
653.000
738.900
-85.900
-11.63
-9.81
L
Imperial Brands
2,134.000
8/12/24
0.38
2,698.500
2,793.000
-94.500
-3.38
-5.02
Informa
807.800
8/12/24
1.03
755.000
779.200
-24.200
-3.11
2.40
InterContinental Hot
7,228.000
8/12/24
-0.61
4,638.000
4,857.000
-219.000
-4.51
2.96
instrument
freshest
⇓ Δday
9/10/18
⇓ Δwk
5/21/18
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
666.800
693.400
-26.600
-3.84
3.66
Intertek
4,680.000
8/12/24
0.60
5,022.000
5,222.000
-200.000
-3.83
-3.14
J Sainsbury
269.600
8/12/24
0.67
319.500
316.200
3.300
1.04
20.33
L
JD Sports Fashion
120.350
8/12/24
-4.07
97.480
76.080
21.400
28.13
28.15
Johnson Matthey
1,577.000
8/12/24
0.06
3,470.000
3,535.000
-65.000
-1.84
4.26
Kingfisher
271.400
8/12/24
0.18
262.900
299.400
-36.500
-12.19
-15.52
Land Securities
615.500
8/12/24
-0.73
891.000
959.700
-68.700
-7.16
-6.59
S
Legal & General
225.600
8/12/24
0.53
253.200
285.400
-32.200
-11.28
-4.64
L
Lloyds Bank
56.800
8/12/24
-0.28
59.370
66.470
-7.100
-10.68
-9.33
L
LSE Group
9,938.000
8/12/24
1.12
4,726.000
4,543.000
183.000
4.03
15.79
S
M&G
203.900
8/12/24
1.09
-na-
Melrose
486.700
8/12/24
0.19
648.900
725.700
-76.800
-10.58
-1.29
Mondi
1,423.000
8/12/24
-0.42
2,074.000
2,083.000
-9.000
-0.43
6.01
S
National Grid
978.400
8/12/24
-0.04
806.100
887.800
-81.700
-9.20
-4.43
L
NatWest
334.600
8/12/24
0.48
249.300
292.400
-43.100
-14.74
-6.69
Next
9,542.000
8/12/24
0.23
5,404.000
5,874.000
-470.000
-8.00
6.38
Ocado
376.700
8/12/24
0.72
972.400
873.400
99.000
11.34
103.70
Pearson
1,034.500
8/12/24
-0.72
886.400
924.800
-38.400
-4.15
16.84
Pershing Square
3,534.000
8/12/24
-0.79
1,160.000
994.000
166.000
16.70
14.09
L
Persimmon
1,577.500
8/12/24
0.03
2,374.000
2,847.000
-473.000
-16.61
-9.10
Phoenix
538.000
8/12/24
0.47
685.000
718.955
-33.955
-4.72
-0.70
Prudential
635.400
8/12/24
0.41
1,688.500
1,954.500
-266.000
-13.61
-7.80
Reckitt Benckiser
4,180.000
8/12/24
6,508.000
5,948.000
560.000
9.41
2.31
RELX
3,531.000
8/12/24
0.57
1,666.000
1,643.500
22.500
1.37
2.54
L
Rentokil Initial
469.000
8/12/24
1.01
321.000
333.400
-12.400
-3.72
3.19
instrument
freshest
⇓ Δday
9/10/18
⇓ Δwk
5/21/18
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
480.000
485.400
-5.400
-1.11
7.07
Rio Tinto
4,942.000
8/12/24
0.56
3,515.500
4,395.000
-879.500
-20.01
-8.41
Rolls-Royce
486.700
8/12/24
0.35
973.200
862.000
111.200
12.90
8.72
S
RS Group
754.000
8/12/24
-0.40
732.000
636.800
95.200
14.95
11.19
S
Sage Group
1,005.500
8/12/24
1.03
583.400
673.600
-90.200
-13.39
-15.40
L
Schroders
337.200
8/12/24
-0.12
505.750
590.750
-85.000
-14.39
-11.03
Scottish Mortgage
824.600
8/12/24
-0.17
529.500
512.000
17.500
3.42
11.61
L
Segro
884.600
8/12/24
-0.96
649.600
645.200
4.400
0.68
8.53
S
Severn Trent
2,514.000
8/12/24
-0.63
1,957.500
2,045.000
-87.500
-4.28
-1.18
Shell
2,799.000
8/12/24
0.83
2,427.000
2,748.500
-321.500
-11.70
0.19
Smith and Nephew
1,156.000
8/12/24
-0.86
1,383.000
1,331.000
52.000
3.91
3.90
L
Smiths Group
1,743.000
8/12/24
0.52
1,566.500
1,713.000
-146.500
-8.55
-1.43
Smurfit Kappa
3,058.000
8/12/24
0.07
3,148.000
3,000.000
148.000
4.93
16.67
S
Spirax-Sarco
7,715.000
8/12/24
0.72
6,940.000
6,155.000
785.000
12.75
16.66
L
SSE
1,878.000
8/12/24
0.86
1,260.500
1,427.500
-167.000
-11.70
-4.70
L
St. James´s Place
691.000
8/12/24
-1.22
1,105.500
1,217.500
-112.000
-9.20
-4.86
Standard Chartered
722.000
8/12/24
0.92
617.900
754.000
-136.100
-18.05
-16.58
L
Taylor Wimpey
158.000
8/12/24
0.54
167.950
204.900
-36.950
-18.03
-11.28
L
Tesco
333.500
8/12/24
0.91
304.510
317.170
-12.660
-3.99
11.51
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,271.500
4,183.500
88.000
2.10
3.75
S
Unite
934.000
8/12/24
-1.11
881.500
853.000
28.500
3.34
12.29
S
United Utilities
988.800
8/12/24
-0.12
719.000
790.200
-71.200
-9.01
-5.84
L
Vodafone
74.440
8/12/24
0.87
165.700
195.280
-29.580
-15.15
-18.78
Weir Group
1,904.000
8/12/24
0.79
1,577.000
2,300.000
-723.000
-31.43
-21.96
S
Whitbread
2,814.000
8/12/24
-1.44
4,664.000
4,184.000
480.000
11.47
19.12
instrument
freshest
⇓ Δday
9/10/18
⇓ Δwk
5/21/18
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
1,179.500
1,360.500
-181.000
-13.30
-7.33
FTSE - 97 out of 100 instruments rated - 9/10/18 / 5/21/18 - 35 did rise, Market-Ratio(16) = 36.08 %
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 7345
days out of 7513 invested (98%)
743
84,327
11
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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