Assessment - FTSE 100 Index - 12/10/18 - RS = 16
⇐
instrument
freshest
⇓ Δday
12/10/18
⇓ Δwk
8/20/18
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
6,721.540
7,591.260
-869.720
-11.46
-9.23
L
3i Group
3,018.000
8/12/24
0.23
780.400
920.400
-140.000
-15.21
-14.28
L
Abrdn
152.950
8/12/24
2.51
229.200
317.900
-88.700
-27.90
-32.17
Admiral Group
2,698.000
8/12/24
0.86
1,995.500
2,034.000
-38.500
-1.89
2.45
L
Airtel Africa
110.000
8/12/24
-0.63
-na-
L
Anglo American
2,232.500
8/12/24
0.29
1,575.000
1,554.000
21.000
1.35
-5.61
Antofagasta
1,879.500
8/12/24
1.79
739.600
828.200
-88.600
-10.70
-18.64
Ashtead
5,152.000
8/12/24
-0.43
1,606.500
2,349.000
-742.500
-31.61
-23.89
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,161.000
2,370.000
-209.000
-8.82
-15.34
L
AstraZeneca
12,780.000
8/12/24
0.63
6,007.000
5,979.000
28.000
0.47
12.29
L
Auto Trader
797.800
8/12/24
0.81
425.700
454.800
-29.100
-6.40
8.90
Aviva
484.200
8/12/24
0.35
372.600
486.700
-114.100
-23.44
-23.87
S
B&M
444.600
8/12/24
-2.22
316.400
406.000
-89.600
-22.07
-21.07
BAE Systems
1,303.500
8/12/24
2.04
454.000
626.800
-172.800
-27.57
-23.49
Barclays
220.100
8/12/24
0.85
153.360
183.720
-30.360
-16.53
-19.78
L
Barratt Developments
524.600
8/12/24
0.15
439.000
539.000
-100.000
-18.55
-19.99
Beazley
732.000
8/12/24
1.24
510.000
590.000
-80.000
-13.56
-8.38
Berkeley
5,070.000
8/12/24
1.00
3,230.000
3,696.000
-466.000
-12.61
-14.92
BP
439.600
8/12/24
1.35
509.100
551.900
-42.800
-7.76
-4.31
L
BAT
2,801.000
8/12/24
2,721.000
4,222.500
-1,501.500
-35.56
-30.18
L
British Land
395.000
8/12/24
-0.40
543.200
639.800
-96.600
-15.10
-15.45
L
BT Group
141.500
8/12/24
8.43
248.600
226.000
22.600
10.00
5.43
S
Bunzl
3,202.000
8/12/24
0.50
2,285.000
2,352.000
-67.000
-2.85
4.28
S
Burberry Group
671.000
8/12/24
-2.02
1,696.000
2,246.000
-550.000
-24.49
-8.27
Centrica
127.300
8/12/24
3.29
133.200
144.800
-11.600
-8.01
-7.80
instrument
freshest
⇓ Δday
12/10/18
⇓ Δwk
8/20/18
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,380.000
2,636.000
-256.000
-9.71
-4.37
Compass Group
2,354.000
8/12/24
0.90
1,669.000
1,708.500
-39.500
-2.31
6.05
ConvaTec
231.600
8/12/24
-0.17
147.300
215.500
-68.200
-31.65
-26.44
CRH (L)
6,416.000
8/12/24
-1.35
1,983.500
2,571.000
-587.500
-22.85
-21.20
S
Croda
3,829.000
8/12/24
-0.05
4,600.000
5,130.000
-530.000
-10.33
-2.35
DCC
5,135.000
8/12/24
-0.29
5,825.000
7,030.000
-1,205.000
-17.14
-15.54
S
Diageo
2,451.500
8/12/24
1.03
2,800.500
2,798.500
2.000
0.07
5.92
DS Smith
444.000
8/12/24
1.19
306.000
495.900
-189.900
-38.29
-35.85
Endeavour Mining
1,567.000
8/12/24
1.89
2,052.000
2,350.000
-298.000
-12.68
-na-
S
Entain
580.400
8/12/24
3.98
629.500
1,105.000
-475.500
-43.03
-34.00
L
Experian
3,524.000
8/12/24
1.18
1,847.000
1,900.000
-53.000
-2.79
6.16
F&C Investment Trust
1,026.000
8/12/24
659.000
725.000
-66.000
-9.10
-2.38
S
Flutter
14,685.000
8/12/24
-1.28
6,240.000
7,110.000
-870.000
-12.24
-18.21
L
Frasers
838.500
8/12/24
-0.42
268.500
386.700
-118.200
-30.57
-26.98
Fresnillo
540.000
8/12/24
0.93
802.800
930.800
-128.000
-13.75
-25.92
Glencore
410.250
8/12/24
1.27
274.500
306.050
-31.550
-10.31
-20.43
GSK
1,572.000
8/12/24
0.42
1,480.410
1,631.320
-150.910
-9.25
1.46
Haleon
373.200
8/12/24
-1.01
-na-
L
Halma
2,527.000
8/12/24
0.04
1,282.000
1,417.000
-135.000
-9.53
-1.78
L
Hargreaves Lansdown
1,102.000
8/12/24
1,818.500
2,201.000
-382.500
-17.38
-3.43
Hiscox
1,189.000
8/12/24
1.89
1,610.000
1,658.000
-48.000
-2.90
6.06
L
HSBC
643.900
8/12/24
0.22
638.600
697.100
-58.500
-8.39
-9.04
L
Imperial Brands
2,134.000
8/12/24
0.38
2,377.500
2,986.500
-609.000
-20.39
-12.32
Informa
807.800
8/12/24
1.03
648.600
779.200
-130.600
-16.76
-12.98
InterContinental Hot
7,228.000
8/12/24
-0.61
4,126.000
4,790.000
-664.000
-13.86
-9.74
instrument
freshest
⇓ Δday
12/10/18
⇓ Δwk
8/20/18
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
584.000
701.600
-117.600
-16.76
-9.90
Intertek
4,680.000
8/12/24
0.60
4,557.000
5,262.000
-705.000
-13.40
-9.86
J Sainsbury
269.600
8/12/24
0.67
294.500
334.500
-40.000
-11.96
3.24
L
JD Sports Fashion
120.350
8/12/24
-4.07
70.700
98.480
-27.780
-28.21
-11.27
Johnson Matthey
1,577.000
8/12/24
0.06
2,620.000
3,618.000
-998.000
-27.58
-20.69
Kingfisher
271.400
8/12/24
0.18
230.400
270.200
-39.800
-14.73
-21.90
Land Securities
615.500
8/12/24
-0.73
818.400
926.000
-107.600
-11.62
-11.60
S
Legal & General
225.600
8/12/24
0.53
227.500
254.000
-26.500
-10.43
-13.27
L
Lloyds Bank
56.800
8/12/24
-0.28
52.890
60.370
-7.480
-12.39
-16.36
L
LSE Group
9,938.000
8/12/24
1.12
3,867.000
4,423.000
-556.000
-12.57
-8.27
S
M&G
203.900
8/12/24
1.09
-na-
Melrose
486.700
8/12/24
0.19
438.900
680.400
-241.500
-35.49
-30.34
Mondi
1,423.000
8/12/24
-0.42
1,625.000
2,133.000
-508.000
-23.82
-16.83
S
National Grid
978.400
8/12/24
-0.04
813.700
830.800
-17.100
-2.06
-0.72
L
NatWest
334.600
8/12/24
0.48
203.600
243.900
-40.300
-16.52
-21.41
Next
9,542.000
8/12/24
0.23
4,617.000
5,460.000
-843.000
-15.44
-11.55
Ocado
376.700
8/12/24
0.72
789.800
1,059.000
-269.200
-25.42
20.13
Pearson
1,034.500
8/12/24
-0.72
916.000
925.400
-9.400
-1.02
11.26
Pershing Square
3,534.000
8/12/24
-0.79
1,106.000
1,182.000
-76.000
-6.43
5.75
L
Persimmon
1,577.500
8/12/24
0.03
1,861.000
2,444.000
-583.000
-23.85
-25.41
Phoenix
538.000
8/12/24
0.47
544.000
691.500
-147.500
-21.33
-19.62
Prudential
635.400
8/12/24
0.41
1,407.000
1,731.000
-324.000
-18.72
-20.66
Reckitt Benckiser
4,180.000
8/12/24
6,285.000
6,827.000
-542.000
-7.94
-0.92
RELX
3,531.000
8/12/24
0.57
1,595.000
1,720.000
-125.000
-7.27
-0.00
L
Rentokil Initial
469.000
8/12/24
1.01
316.100
338.800
-22.700
-6.70
1.49
instrument
freshest
⇓ Δday
12/10/18
⇓ Δwk
8/20/18
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
432.350
492.500
-60.150
-12.21
-6.30
Rio Tinto
4,942.000
8/12/24
0.56
3,527.000
3,717.500
-190.500
-5.12
-9.12
Rolls-Royce
486.700
8/12/24
0.35
759.200
1,029.500
-270.300
-26.26
-14.70
S
RS Group
754.000
8/12/24
-0.40
499.700
745.000
-245.300
-32.93
-23.26
S
Sage Group
1,005.500
8/12/24
1.03
578.000
619.200
-41.200
-6.65
-10.19
L
Schroders
337.200
8/12/24
-0.12
396.780
528.870
-132.090
-24.98
-26.20
Scottish Mortgage
824.600
8/12/24
-0.17
471.250
545.200
-73.950
-13.56
-3.86
L
Segro
884.600
8/12/24
-0.96
604.200
659.800
-55.600
-8.43
-2.73
S
Severn Trent
2,514.000
8/12/24
-0.63
1,803.500
2,004.000
-200.500
-10.00
-5.90
Shell
2,799.000
8/12/24
0.83
2,317.000
2,490.000
-173.000
-6.95
-6.20
Smith and Nephew
1,156.000
8/12/24
-0.86
1,461.000
1,365.000
96.000
7.03
9.85
L
Smiths Group
1,743.000
8/12/24
0.52
1,340.000
1,606.500
-266.500
-16.59
-13.67
Smurfit Kappa
3,058.000
8/12/24
0.07
1,934.000
3,220.000
-1,286.000
-39.94
-30.65
S
Spirax-Sarco
7,715.000
8/12/24
0.72
6,110.000
7,180.000
-1,070.000
-14.90
-1.05
L
SSE
1,878.000
8/12/24
0.86
1,050.000
1,262.000
-212.000
-16.80
-16.50
L
St. James´s Place
691.000
8/12/24
-1.22
929.200
1,147.500
-218.300
-19.02
-18.15
Standard Chartered
722.000
8/12/24
0.92
580.500
648.000
-67.500
-10.42
-16.65
L
Taylor Wimpey
158.000
8/12/24
0.54
129.300
169.650
-40.350
-23.78
-27.71
L
Tesco
333.500
8/12/24
0.91
248.840
324.140
-75.300
-23.23
-12.81
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,249.500
4,447.000
-197.500
-4.44
3.95
S
Unite
934.000
8/12/24
-1.11
826.500
878.000
-51.500
-5.87
-0.19
S
United Utilities
988.800
8/12/24
-0.12
739.200
744.400
-5.200
-0.70
0.32
L
Vodafone
74.440
8/12/24
0.87
159.320
176.600
-17.280
-9.78
-15.01
Weir Group
1,904.000
8/12/24
0.79
1,339.000
1,854.500
-515.500
-27.80
-29.67
S
Whitbread
2,814.000
8/12/24
-1.44
4,376.000
4,010.000
366.000
9.13
6.13
instrument
freshest
⇓ Δday
12/10/18
⇓ Δwk
8/20/18
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
805.000
1,298.000
-493.000
-37.98
-31.39
FTSE - 97 out of 100 instruments rated - 12/10/18 / 8/20/18 - 6 did rise, Market-Ratio(16) = 6.19 %
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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