Assessment - FTSE 100 Index - 2/01/21 - RS = 16
⇐
instrument
freshest
⇓ Δday
2/01/21
⇓ Δwk
10/12/20
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
6,466.420
6,001.380
465.040
7.75
5.15
L
3i Group
3,018.000
8/12/24
0.23
1,143.000
1,080.000
63.000
5.83
23.47
L
Abrdn
152.950
8/12/24
2.51
304.100
251.800
52.300
20.77
21.52
Admiral Group
2,698.000
8/12/24
0.86
2,919.000
2,694.000
225.000
8.35
17.49
L
Airtel Africa
110.000
8/12/24
-0.63
82.300
65.000
17.300
26.62
45.95
L
Anglo American
2,232.500
8/12/24
0.29
2,491.500
1,930.000
561.500
29.09
36.27
Antofagasta
1,879.500
8/12/24
1.79
1,443.500
1,025.000
418.500
40.83
48.93
Ashtead
5,152.000
8/12/24
-0.43
3,766.000
2,922.000
844.000
28.88
47.37
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,201.000
1,873.000
328.000
17.51
10.93
L
AstraZeneca
12,780.000
8/12/24
0.63
7,388.000
8,470.000
-1,082.000
-12.77
-7.48
L
Auto Trader
797.800
8/12/24
0.81
573.600
575.800
-2.200
-0.38
8.51
Aviva
484.200
8/12/24
0.35
339.800
296.600
43.200
14.57
17.49
S
B&M
444.600
8/12/24
-2.22
550.600
498.100
52.500
10.54
34.82
BAE Systems
1,303.500
8/12/24
2.04
469.500
490.300
-20.800
-4.24
-7.64
Barclays
220.100
8/12/24
0.85
134.840
105.840
29.000
27.40
16.60
L
Barratt Developments
524.600
8/12/24
0.15
663.000
551.400
111.600
20.24
19.69
Beazley
732.000
8/12/24
1.24
317.400
345.400
-28.000
-8.11
-18.15
Berkeley
5,070.000
8/12/24
1.00
4,349.000
4,411.000
-62.000
-1.41
0.06
BP
439.600
8/12/24
1.35
267.100
217.750
49.350
22.66
-6.25
L
BAT
2,801.000
8/12/24
2,645.000
2,725.000
-80.000
-2.94
-6.25
L
British Land
395.000
8/12/24
-0.40
440.000
372.900
67.100
17.99
9.02
L
BT Group
141.500
8/12/24
8.43
127.600
108.150
19.450
17.98
8.37
S
Bunzl
3,202.000
8/12/24
0.50
2,404.000
2,518.000
-114.000
-4.53
14.26
S
Burberry Group
671.000
8/12/24
-2.02
1,725.000
1,588.000
137.000
8.63
12.87
Centrica
127.300
8/12/24
3.29
52.000
41.200
10.800
26.21
19.31
instrument
freshest
⇓ Δday
2/01/21
⇓ Δwk
10/12/20
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,190.000
1,955.500
234.500
11.99
5.18
Compass Group
2,354.000
8/12/24
0.90
1,341.000
1,223.500
117.500
9.60
5.16
ConvaTec
231.600
8/12/24
-0.17
200.000
178.100
21.900
12.30
2.38
CRH (L)
6,416.000
8/12/24
-1.35
3,083.000
3,037.000
46.000
1.51
12.83
S
Croda
3,829.000
8/12/24
-0.05
6,426.000
6,400.000
26.000
0.41
17.75
DCC
5,135.000
8/12/24
-0.29
5,714.000
5,402.000
312.000
5.78
-2.04
S
Diageo
2,451.500
8/12/24
1.03
2,942.500
2,690.000
252.500
9.39
6.97
DS Smith
444.000
8/12/24
1.19
369.400
313.800
55.600
17.72
19.01
Endeavour Mining
1,567.000
8/12/24
1.89
2,745.000
3,278.040
-533.040
-16.26
-6.57
S
Entain
580.400
8/12/24
3.98
1,283.500
1,065.000
218.500
20.52
58.29
L
Experian
3,524.000
8/12/24
1.18
2,640.000
3,014.000
-374.000
-12.41
-1.77
F&C Investment Trust
1,026.000
8/12/24
768.000
723.000
45.000
6.22
11.27
S
Flutter
14,685.000
8/12/24
-1.28
13,930.000
12,955.000
975.000
7.53
30.36
L
Frasers
838.500
8/12/24
-0.42
440.800
369.200
71.600
19.39
35.40
Fresnillo
540.000
8/12/24
0.93
1,076.000
1,331.500
-255.500
-19.19
18.13
Glencore
410.250
8/12/24
1.27
249.900
171.280
78.620
45.90
42.86
GSK
1,572.000
8/12/24
0.42
1,366.980
1,441.930
-74.950
-5.20
-10.45
Haleon
373.200
8/12/24
-1.01
-na-
L
Halma
2,527.000
8/12/24
0.04
2,510.000
2,466.000
44.000
1.78
12.63
L
Hargreaves Lansdown
1,102.000
8/12/24
1,631.500
1,542.000
89.500
5.80
4.95
Hiscox
1,189.000
8/12/24
1.89
940.000
873.800
66.200
7.58
5.29
L
HSBC
643.900
8/12/24
0.22
383.700
308.200
75.500
24.50
-0.53
L
Imperial Brands
2,134.000
8/12/24
0.38
1,465.000
1,339.500
125.500
9.37
0.22
Informa
807.800
8/12/24
1.03
503.800
414.700
89.100
21.49
7.17
InterContinental Hot
7,228.000
8/12/24
-0.61
4,607.000
4,277.000
330.000
7.72
14.52
instrument
freshest
⇓ Δday
2/01/21
⇓ Δwk
10/12/20
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
142.700
101.750
40.950
40.25
-20.25
Intertek
4,680.000
8/12/24
0.60
5,620.000
6,200.000
-580.000
-9.35
2.45
J Sainsbury
269.600
8/12/24
0.67
242.300
200.200
42.100
21.03
20.14
L
JD Sports Fashion
120.350
8/12/24
-4.07
159.920
156.080
3.840
2.46
20.21
Johnson Matthey
1,577.000
8/12/24
0.06
2,960.000
2,414.000
546.000
22.62
30.43
Kingfisher
271.400
8/12/24
0.18
287.800
305.000
-17.200
-5.64
31.58
Land Securities
615.500
8/12/24
-0.73
621.000
558.500
62.500
11.19
0.12
S
Legal & General
225.600
8/12/24
0.53
247.000
199.250
47.750
23.96
12.47
L
Lloyds Bank
56.800
8/12/24
-0.28
33.525
28.070
5.455
19.43
3.69
L
LSE Group
9,938.000
8/12/24
1.12
9,100.000
8,902.000
198.000
2.22
4.92
S
M&G
203.900
8/12/24
1.09
183.000
166.100
16.900
10.17
12.68
Melrose
486.700
8/12/24
0.19
513.600
391.350
122.250
31.24
37.13
Mondi
1,423.000
8/12/24
-0.42
1,758.000
1,689.500
68.500
4.05
15.26
S
National Grid
978.400
8/12/24
-0.04
863.800
942.800
-79.000
-8.38
-5.07
L
NatWest
334.600
8/12/24
0.48
151.000
112.950
38.050
33.69
18.44
Next
9,542.000
8/12/24
0.23
7,912.000
6,212.000
1,700.000
27.37
41.80
Ocado
376.700
8/12/24
0.72
2,828.000
2,443.000
385.000
15.76
50.72
Pearson
1,034.500
8/12/24
-0.72
767.200
571.000
196.200
34.36
38.63
Pershing Square
3,534.000
8/12/24
-0.79
2,405.000
2,195.000
210.000
9.57
28.58
L
Persimmon
1,577.500
8/12/24
0.03
2,637.000
2,594.000
43.000
1.66
7.69
Phoenix
538.000
8/12/24
0.47
682.400
713.200
-30.800
-4.32
2.66
Prudential
635.400
8/12/24
0.41
1,174.500
1,165.500
9.000
0.77
0.77
Reckitt Benckiser
4,180.000
8/12/24
6,296.000
7,400.000
-1,104.000
-14.92
-7.44
RELX
3,531.000
8/12/24
0.57
1,845.000
1,697.500
147.500
8.69
3.20
L
Rentokil Initial
469.000
8/12/24
1.01
513.200
546.200
-33.000
-6.04
3.18
instrument
freshest
⇓ Δday
2/01/21
⇓ Δwk
10/12/20
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
610.800
667.000
-56.200
-8.43
4.21
Rio Tinto
4,942.000
8/12/24
0.56
5,672.000
4,729.500
942.500
19.93
27.48
Rolls-Royce
486.700
8/12/24
0.35
94.100
194.850
-100.750
-51.71
-52.29
S
RS Group
754.000
8/12/24
-0.40
902.000
736.500
165.500
22.47
34.54
S
Sage Group
1,005.500
8/12/24
1.03
603.400
724.000
-120.600
-16.66
-8.33
L
Schroders
337.200
8/12/24
-0.12
583.610
483.140
100.470
20.80
18.60
Scottish Mortgage
824.600
8/12/24
-0.17
1,280.000
1,056.000
224.000
21.21
57.75
L
Segro
884.600
8/12/24
-0.96
973.400
948.000
25.400
2.68
9.71
S
Severn Trent
2,514.000
8/12/24
-0.63
2,370.000
2,528.000
-158.000
-6.25
-1.79
Shell
2,799.000
8/12/24
0.83
1,316.400
990.500
325.900
32.90
4.01
Smith and Nephew
1,156.000
8/12/24
-0.86
1,564.500
1,532.000
32.500
2.12
0.90
L
Smiths Group
1,743.000
8/12/24
0.52
1,455.500
1,399.000
56.500
4.04
6.01
Smurfit Kappa
3,058.000
8/12/24
0.07
3,572.000
3,224.000
348.000
10.79
29.30
S
Spirax-Sarco
7,715.000
8/12/24
0.72
11,305.000
11,345.000
-40.000
-0.35
12.65
L
SSE
1,878.000
8/12/24
0.86
1,512.000
1,326.000
186.000
14.03
13.35
L
St. James´s Place
691.000
8/12/24
-1.22
1,179.000
987.400
191.600
19.40
23.43
Standard Chartered
722.000
8/12/24
0.92
445.800
379.000
66.800
17.63
3.32
L
Taylor Wimpey
158.000
8/12/24
0.54
152.000
121.600
30.400
25.00
8.27
L
Tesco
333.500
8/12/24
0.91
308.310
277.530
30.780
11.09
6.93
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,275.000
4,851.000
-576.000
-11.87
-3.05
S
Unite
934.000
8/12/24
-1.11
972.500
892.500
80.000
8.96
4.63
S
United Utilities
988.800
8/12/24
-0.12
946.800
902.600
44.200
4.90
5.08
L
Vodafone
74.440
8/12/24
0.87
126.400
111.840
14.560
13.02
4.99
Weir Group
1,904.000
8/12/24
0.79
1,908.500
1,660.000
248.500
14.97
57.39
S
Whitbread
2,814.000
8/12/24
-1.44
2,850.000
2,313.000
537.000
23.22
6.02
instrument
freshest
⇓ Δday
2/01/21
⇓ Δwk
10/12/20
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
777.600
660.000
117.600
17.82
18.45
FTSE - 99 out of 100 instruments rated - 2/01/21 / 10/12/20 - 76 did rise, Market-Ratio(16) = 76.77 %
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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