Assessment - FTSE 100 Index - 6/14/21 - RS = 16
⇐
instrument
freshest
⇓ Δday
6/14/21
⇓ Δwk
2/22/21
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
7,146.680
6,612.240
534.440
8.08
11.57
L
3i Group
3,018.000
8/12/24
0.23
1,241.500
1,135.000
106.500
9.38
17.65
L
Abrdn
152.950
8/12/24
2.51
284.800
326.200
-41.400
-12.69
5.57
Admiral Group
2,698.000
8/12/24
0.86
3,110.000
3,081.000
29.000
0.94
11.73
L
Airtel Africa
110.000
8/12/24
-0.63
77.450
76.100
1.350
1.77
9.98
L
Anglo American
2,232.500
8/12/24
0.29
3,112.500
2,807.000
305.500
10.88
34.58
Antofagasta
1,879.500
8/12/24
1.79
1,532.000
1,869.500
-337.500
-18.05
19.63
Ashtead
5,152.000
8/12/24
-0.43
5,086.000
3,951.000
1,135.000
28.73
52.05
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,292.000
2,407.000
-115.000
-4.78
8.68
L
AstraZeneca
12,780.000
8/12/24
0.63
8,348.000
7,196.000
1,152.000
16.01
5.61
L
Auto Trader
797.800
8/12/24
0.81
630.000
593.400
36.600
6.17
11.79
Aviva
484.200
8/12/24
0.35
416.900
374.800
42.100
11.23
27.84
S
B&M
444.600
8/12/24
-2.22
550.000
561.600
-11.600
-2.07
9.89
BAE Systems
1,303.500
8/12/24
2.04
533.800
471.800
62.000
13.14
7.53
Barclays
220.100
8/12/24
0.85
179.400
154.260
25.140
16.30
34.12
L
Barratt Developments
524.600
8/12/24
0.15
731.200
683.400
47.800
6.99
19.43
Beazley
732.000
8/12/24
1.24
313.400
334.800
-21.400
-6.39
-12.62
Berkeley
5,070.000
8/12/24
1.00
4,571.000
4,270.000
301.000
7.05
2.32
BP
439.600
8/12/24
1.35
330.400
279.950
50.450
18.02
20.50
L
BAT
2,801.000
8/12/24
2,795.500
2,575.500
220.000
8.54
2.53
L
British Land
395.000
8/12/24
-0.40
514.800
475.400
39.400
8.29
19.22
L
BT Group
141.500
8/12/24
8.43
191.850
131.750
60.100
45.62
53.77
S
Bunzl
3,202.000
8/12/24
0.50
2,285.000
2,250.000
35.000
1.56
-2.98
S
Burberry Group
671.000
8/12/24
-2.02
2,219.000
1,848.500
370.500
20.04
31.23
Centrica
127.300
8/12/24
3.29
52.760
51.500
1.260
2.45
12.73
instrument
freshest
⇓ Δday
6/14/21
⇓ Δwk
2/22/21
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,636.000
2,302.000
334.000
14.51
19.81
Compass Group
2,354.000
8/12/24
0.90
1,610.000
1,486.000
124.000
8.34
20.99
ConvaTec
231.600
8/12/24
-0.17
246.400
187.200
59.200
31.62
23.72
CRH (L)
6,416.000
8/12/24
-1.35
3,661.000
3,138.000
523.000
16.67
17.95
S
Croda
3,829.000
8/12/24
-0.05
7,116.000
6,374.000
742.000
11.64
14.96
DCC
5,135.000
8/12/24
-0.29
6,080.000
6,032.000
48.000
0.80
0.59
S
Diageo
2,451.500
8/12/24
1.03
3,434.500
2,945.500
489.000
16.60
19.32
DS Smith
444.000
8/12/24
1.19
445.600
376.100
69.500
18.48
31.25
Endeavour Mining
1,567.000
8/12/24
1.89
1,705.000
2,568.000
-863.000
-33.61
-43.31
S
Entain
580.400
8/12/24
3.98
1,811.500
1,400.000
411.500
29.39
67.74
L
Experian
3,524.000
8/12/24
1.18
2,705.000
2,419.000
286.000
11.82
-1.29
F&C Investment Trust
1,026.000
8/12/24
853.000
777.000
76.000
9.78
13.39
S
Flutter
14,685.000
8/12/24
-1.28
13,680.000
14,130.000
-450.000
-3.18
3.22
L
Frasers
838.500
8/12/24
-0.42
572.500
460.000
112.500
24.46
42.49
Fresnillo
540.000
8/12/24
0.93
861.800
989.800
-128.000
-12.93
-17.33
Glencore
410.250
8/12/24
1.27
327.650
304.550
23.100
7.58
50.72
GSK
1,572.000
8/12/24
0.42
1,417.760
1,214.270
203.490
16.76
0.30
Haleon
373.200
8/12/24
-1.01
-na-
L
Halma
2,527.000
8/12/24
0.04
2,791.000
2,418.000
373.000
15.43
17.03
L
Hargreaves Lansdown
1,102.000
8/12/24
1,636.500
1,527.500
109.000
7.14
2.74
Hiscox
1,189.000
8/12/24
1.89
793.400
924.600
-131.200
-14.19
-8.88
L
HSBC
643.900
8/12/24
0.22
439.450
431.650
7.800
1.81
15.84
L
Imperial Brands
2,134.000
8/12/24
0.38
1,607.500
1,389.000
218.500
15.73
11.62
Informa
807.800
8/12/24
1.03
530.000
536.600
-6.600
-1.23
8.75
InterContinental Hot
7,228.000
8/12/24
-0.61
5,038.000
5,312.000
-274.000
-5.16
12.26
instrument
freshest
⇓ Δday
6/14/21
⇓ Δwk
2/22/21
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
194.720
178.100
16.620
9.33
19.35
Intertek
4,680.000
8/12/24
0.60
5,420.000
5,548.000
-128.000
-2.31
-5.89
J Sainsbury
269.600
8/12/24
0.67
253.800
226.900
26.900
11.86
17.05
L
JD Sports Fashion
120.350
8/12/24
-4.07
182.440
167.920
14.520
8.65
17.17
Johnson Matthey
1,577.000
8/12/24
0.06
3,078.000
3,164.000
-86.000
-2.72
18.41
Kingfisher
271.400
8/12/24
0.18
344.300
269.100
75.200
27.95
21.96
Land Securities
615.500
8/12/24
-0.73
718.600
627.600
91.000
14.50
15.14
S
Legal & General
225.600
8/12/24
0.53
276.900
265.700
11.200
4.22
15.20
L
Lloyds Bank
56.800
8/12/24
-0.28
47.840
38.420
9.420
24.52
40.16
L
LSE Group
9,938.000
8/12/24
1.12
7,770.000
9,638.000
-1,868.000
-19.38
-6.79
S
M&G
203.900
8/12/24
1.09
244.200
189.300
54.900
29.00
31.70
Melrose
486.700
8/12/24
0.19
499.650
508.350
-8.700
-1.71
17.77
Mondi
1,423.000
8/12/24
-0.42
1,955.000
1,782.500
172.500
9.68
16.05
S
National Grid
978.400
8/12/24
-0.04
920.000
826.400
93.600
11.33
3.45
L
NatWest
334.600
8/12/24
0.48
205.100
182.700
22.400
12.26
42.50
Next
9,542.000
8/12/24
0.23
8,068.000
7,650.000
418.000
5.46
22.08
Ocado
376.700
8/12/24
0.72
1,893.500
2,401.000
-507.500
-21.14
-15.70
Pearson
1,034.500
8/12/24
-0.72
851.000
737.800
113.200
15.34
31.14
Pershing Square
3,534.000
8/12/24
-0.79
2,520.000
2,630.000
-110.000
-4.18
9.64
L
Persimmon
1,577.500
8/12/24
0.03
3,105.000
2,768.000
337.000
12.17
14.57
Phoenix
538.000
8/12/24
0.47
721.600
710.000
11.600
1.63
2.50
Prudential
635.400
8/12/24
0.41
1,485.000
1,426.500
58.500
4.10
14.65
Reckitt Benckiser
4,180.000
8/12/24
6,566.000
5,854.000
712.000
12.16
-3.52
RELX
3,531.000
8/12/24
0.57
1,909.500
1,739.000
170.500
9.80
6.86
L
Rentokil Initial
469.000
8/12/24
1.01
490.100
484.000
6.100
1.26
-4.66
instrument
freshest
⇓ Δday
6/14/21
⇓ Δwk
2/22/21
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
653.000
620.200
32.800
5.29
7.14
Rio Tinto
4,942.000
8/12/24
0.56
6,092.000
6,320.000
-228.000
-3.61
16.06
Rolls-Royce
486.700
8/12/24
0.35
107.360
105.450
1.910
1.81
-19.00
S
RS Group
754.000
8/12/24
-0.40
1,029.000
987.500
41.500
4.20
25.60
S
Sage Group
1,005.500
8/12/24
1.03
668.400
581.000
87.400
15.04
3.59
L
Schroders
337.200
8/12/24
-0.12
607.070
603.670
3.400
0.56
12.25
Scottish Mortgage
824.600
8/12/24
-0.17
1,243.000
1,267.000
-24.000
-1.89
17.35
L
Segro
884.600
8/12/24
-0.96
1,096.000
953.200
142.800
14.98
15.86
S
Severn Trent
2,514.000
8/12/24
-0.63
2,519.000
2,199.000
320.000
14.55
5.12
Shell
2,799.000
8/12/24
0.83
1,458.400
1,430.400
28.000
1.96
15.40
Smith and Nephew
1,156.000
8/12/24
-0.86
1,549.500
1,415.000
134.500
9.51
2.99
L
Smiths Group
1,743.000
8/12/24
0.52
1,602.000
1,478.500
123.500
8.35
8.61
Smurfit Kappa
3,058.000
8/12/24
0.07
3,959.000
3,502.000
457.000
13.05
25.00
S
Spirax-Sarco
7,715.000
8/12/24
0.72
13,195.000
10,955.000
2,240.000
20.45
17.95
L
SSE
1,878.000
8/12/24
0.86
1,579.500
1,384.500
195.000
14.08
14.09
L
St. James´s Place
691.000
8/12/24
-1.22
1,448.000
1,218.500
229.500
18.83
31.90
Standard Chartered
722.000
8/12/24
0.92
491.300
500.600
-9.300
-1.86
10.81
L
Taylor Wimpey
158.000
8/12/24
0.54
167.300
162.450
4.850
2.99
14.53
L
Tesco
333.500
8/12/24
0.91
231.750
223.100
8.650
3.88
-11.87
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,295.000
3,829.000
466.000
12.17
-1.38
S
Unite
934.000
8/12/24
-1.11
1,150.000
953.500
196.500
20.61
16.60
S
United Utilities
988.800
8/12/24
-0.12
1,027.000
893.200
133.800
14.98
12.84
L
Vodafone
74.440
8/12/24
0.87
130.000
130.420
-0.420
-0.32
5.46
Weir Group
1,904.000
8/12/24
0.79
1,874.000
2,010.000
-136.000
-6.77
19.90
S
Whitbread
2,814.000
8/12/24
-1.44
3,255.000
3,534.000
-279.000
-7.89
17.80
instrument
freshest
⇓ Δday
6/14/21
⇓ Δwk
2/22/21
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
1,002.000
861.600
140.400
16.30
34.57
FTSE - 99 out of 100 instruments rated - 6/14/21 / 2/22/21 - 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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