Assessment - FTSE 100 Index - 3/11/19 - RS = 16
⇐
instrument
freshest
⇓ Δday
3/11/19
⇓ Δwk
11/19/18
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
7,134.390
7,000.890
133.500
1.91
-1.76
L
3i Group
3,018.000
8/12/24
0.23
955.400
809.600
145.800
18.01
7.24
L
Abrdn
152.950
8/12/24
2.51
249.250
256.850
-7.600
-2.96
-16.46
Admiral Group
2,698.000
8/12/24
0.86
2,193.000
1,989.500
203.500
10.23
10.10
L
Airtel Africa
110.000
8/12/24
-0.63
-na-
L
Anglo American
2,232.500
8/12/24
0.29
2,006.000
1,724.000
282.000
16.36
17.01
Antofagasta
1,879.500
8/12/24
1.79
941.600
813.800
127.800
15.70
6.84
Ashtead
5,152.000
8/12/24
-0.43
2,066.000
1,798.000
268.000
14.91
0.49
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,259.000
2,480.000
-221.000
-8.91
-6.62
L
AstraZeneca
12,780.000
8/12/24
0.63
6,212.000
6,174.000
38.000
0.62
11.07
L
Auto Trader
797.800
8/12/24
0.81
477.000
427.200
49.800
11.66
15.10
Aviva
484.200
8/12/24
0.35
434.500
416.400
18.100
4.35
-5.50
S
B&M
444.600
8/12/24
-2.22
364.600
345.200
19.400
5.62
-2.25
BAE Systems
1,303.500
8/12/24
2.04
475.600
519.600
-44.000
-8.47
-15.95
Barclays
220.100
8/12/24
0.85
163.740
166.080
-2.340
-1.41
-8.54
L
Barratt Developments
524.600
8/12/24
0.15
605.400
491.900
113.500
23.07
14.80
Beazley
732.000
8/12/24
1.24
520.000
531.500
-11.500
-2.16
-6.45
Berkeley
5,070.000
8/12/24
1.00
3,948.000
3,371.000
577.000
17.12
6.59
BP
439.600
8/12/24
1.35
536.100
522.700
13.400
2.56
-0.13
L
BAT
2,801.000
8/12/24
2,871.500
2,722.000
149.500
5.49
-14.18
L
British Land
395.000
8/12/24
-0.40
601.000
585.200
15.800
2.70
-2.34
L
BT Group
141.500
8/12/24
8.43
213.950
256.000
-42.050
-16.43
-7.35
S
Bunzl
3,202.000
8/12/24
0.50
2,416.000
2,294.000
122.000
5.32
5.67
S
Burberry Group
671.000
8/12/24
-2.02
1,953.000
1,782.000
171.000
9.60
3.30
Centrica
127.300
8/12/24
3.29
123.500
142.200
-18.700
-13.15
-13.86
instrument
freshest
⇓ Δday
3/11/19
⇓ Δwk
11/19/18
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,589.000
2,285.000
304.000
13.30
2.55
Compass Group
2,354.000
8/12/24
0.90
1,682.500
1,587.500
95.000
5.98
4.67
ConvaTec
231.600
8/12/24
-0.17
137.750
161.450
-23.700
-14.68
-22.98
CRH (L)
6,416.000
8/12/24
-1.35
2,419.000
2,139.000
280.000
13.09
0.25
S
Croda
3,829.000
8/12/24
-0.05
4,885.000
4,825.000
60.000
1.24
1.23
DCC
5,135.000
8/12/24
-0.29
6,595.000
5,795.000
800.000
13.81
-1.21
S
Diageo
2,451.500
8/12/24
1.03
2,962.500
2,785.500
177.000
6.35
9.22
DS Smith
444.000
8/12/24
1.19
346.600
350.800
-4.200
-1.20
-17.95
Endeavour Mining
1,567.000
8/12/24
1.89
2,101.000
2,052.000
49.000
2.39
-4.98
S
Entain
580.400
8/12/24
3.98
651.000
780.000
-129.000
-16.54
-24.91
L
Experian
3,524.000
8/12/24
1.18
1,999.000
1,845.000
154.000
8.35
9.39
F&C Investment Trust
1,026.000
8/12/24
682.000
678.000
4.000
0.59
0.52
S
Flutter
14,685.000
8/12/24
-1.28
6,115.000
7,290.000
-1,175.000
-16.12
-13.61
L
Frasers
838.500
8/12/24
-0.42
265.200
280.700
-15.500
-5.52
-20.43
Fresnillo
540.000
8/12/24
0.93
799.000
894.200
-95.200
-10.65
-18.79
Glencore
410.250
8/12/24
1.27
305.200
300.650
4.550
1.51
-5.46
GSK
1,572.000
8/12/24
0.42
1,521.110
1,580.140
-59.030
-3.74
0.78
Haleon
373.200
8/12/24
-1.01
-na-
L
Halma
2,527.000
8/12/24
0.04
1,585.000
1,311.000
274.000
20.90
17.77
L
Hargreaves Lansdown
1,102.000
8/12/24
1,816.000
1,829.000
-13.000
-0.71
-3.92
Hiscox
1,189.000
8/12/24
1.89
1,634.000
1,609.000
25.000
1.55
4.66
L
HSBC
643.900
8/12/24
0.22
618.000
651.400
-33.400
-5.13
-8.43
L
Imperial Brands
2,134.000
8/12/24
0.38
2,560.000
2,560.500
-0.500
-0.02
-1.50
Informa
807.800
8/12/24
1.03
714.400
732.200
-17.800
-2.43
-2.61
InterContinental Hot
7,228.000
8/12/24
-0.61
4,566.000
4,153.000
413.000
9.94
1.62
instrument
freshest
⇓ Δday
3/11/19
⇓ Δwk
11/19/18
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
574.000
635.400
-61.400
-9.66
-10.82
Intertek
4,680.000
8/12/24
0.60
5,188.000
4,516.000
672.000
14.88
3.27
J Sainsbury
269.600
8/12/24
0.67
233.700
306.900
-73.200
-23.85
-19.93
L
JD Sports Fashion
120.350
8/12/24
-4.07
94.400
77.740
16.660
21.43
14.46
Johnson Matthey
1,577.000
8/12/24
0.06
3,184.000
2,877.000
307.000
10.67
-1.70
Kingfisher
271.400
8/12/24
0.18
248.500
245.000
3.500
1.43
-5.93
Land Securities
615.500
8/12/24
-0.73
903.000
841.200
61.800
7.35
0.83
S
Legal & General
225.600
8/12/24
0.53
285.800
246.200
39.600
16.08
10.81
L
Lloyds Bank
56.800
8/12/24
-0.28
63.070
55.830
7.240
12.97
4.87
L
LSE Group
9,938.000
8/12/24
1.12
4,717.000
4,056.000
661.000
16.30
8.49
S
M&G
203.900
8/12/24
1.09
-na-
Melrose
486.700
8/12/24
0.19
542.550
510.900
31.650
6.19
-7.50
Mondi
1,423.000
8/12/24
-0.42
1,812.500
1,763.000
49.500
2.81
-5.57
S
National Grid
978.400
8/12/24
-0.04
848.600
825.900
22.700
2.75
3.62
L
NatWest
334.600
8/12/24
0.48
266.300
217.200
49.100
22.61
7.73
Next
9,542.000
8/12/24
0.23
5,182.000
5,162.000
20.000
0.39
0.23
Ocado
376.700
8/12/24
0.72
1,046.500
750.000
296.500
39.53
29.80
Pearson
1,034.500
8/12/24
-0.72
842.800
942.000
-99.200
-10.53
-4.29
Pershing Square
3,534.000
8/12/24
-0.79
1,240.000
1,110.000
130.000
11.71
14.70
L
Persimmon
1,577.500
8/12/24
0.03
2,460.000
2,106.000
354.000
16.81
3.25
Phoenix
538.000
8/12/24
0.47
694.000
591.500
102.500
17.33
5.87
Prudential
635.400
8/12/24
0.41
1,619.500
1,566.500
53.000
3.38
-2.75
Reckitt Benckiser
4,180.000
8/12/24
5,899.000
6,467.000
-568.000
-8.78
-5.12
RELX
3,531.000
8/12/24
0.57
1,647.000
1,618.500
28.500
1.76
2.39
L
Rentokil Initial
469.000
8/12/24
1.01
356.700
316.200
40.500
12.81
10.87
instrument
freshest
⇓ Δday
3/11/19
⇓ Δwk
11/19/18
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
496.200
431.250
64.950
15.06
6.31
Rio Tinto
4,942.000
8/12/24
0.56
4,395.500
3,889.000
506.500
13.02
12.55
Rolls-Royce
486.700
8/12/24
0.35
895.200
796.800
98.400
12.35
-0.04
S
RS Group
754.000
8/12/24
-0.40
561.000
611.600
-50.600
-8.27
-10.04
S
Sage Group
1,005.500
8/12/24
1.03
665.800
550.800
115.000
20.88
8.16
L
Schroders
337.200
8/12/24
-0.12
473.280
422.960
50.320
11.90
-4.68
Scottish Mortgage
824.600
8/12/24
-0.17
494.600
475.000
19.600
4.13
-0.43
L
Segro
884.600
8/12/24
-0.96
653.800
612.400
41.400
6.76
2.98
S
Severn Trent
2,514.000
8/12/24
-0.63
2,029.000
1,854.500
174.500
9.41
6.50
Shell
2,799.000
8/12/24
0.83
2,352.000
2,394.500
-42.500
-1.77
-4.15
Smith and Nephew
1,156.000
8/12/24
-0.86
1,448.500
1,391.000
57.500
4.13
5.54
L
Smiths Group
1,743.000
8/12/24
0.52
1,463.000
1,415.500
47.500
3.36
-3.63
Smurfit Kappa
3,058.000
8/12/24
0.07
2,230.000
2,226.000
4.000
0.18
-16.43
S
Spirax-Sarco
7,715.000
8/12/24
0.72
6,825.000
6,595.000
230.000
3.49
6.81
L
SSE
1,878.000
8/12/24
0.86
1,202.000
1,106.500
95.500
8.63
-1.32
L
St. James´s Place
691.000
8/12/24
-1.22
1,005.000
1,008.500
-3.500
-0.35
-6.41
Standard Chartered
722.000
8/12/24
0.92
624.100
597.400
26.700
4.47
-4.41
L
Taylor Wimpey
158.000
8/12/24
0.54
181.350
148.100
33.250
22.45
8.13
L
Tesco
333.500
8/12/24
0.91
290.320
260.170
30.150
11.59
1.17
L
Unilever Plc
4,714.000
8/12/24
-0.34
3,999.500
4,261.000
-261.500
-6.14
-3.01
S
Unite
934.000
8/12/24
-1.11
900.000
851.500
48.500
5.70
5.93
S
United Utilities
988.800
8/12/24
-0.12
845.000
744.800
100.200
13.45
13.29
L
Vodafone
74.440
8/12/24
0.87
131.360
155.820
-24.460
-15.70
-22.40
Weir Group
1,904.000
8/12/24
0.79
1,630.000
1,502.000
128.000
8.52
-5.55
S
Whitbread
2,814.000
8/12/24
-1.44
4,852.000
4,559.000
293.000
6.43
12.06
instrument
freshest
⇓ Δday
3/11/19
⇓ Δwk
11/19/18
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
873.400
856.400
17.000
1.99
-16.42
FTSE - 97 out of 100 instruments rated - 3/11/19 / 11/19/18 - 70 did rise, Market-Ratio(16) = 72.16 %
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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