Assessment - FTSE 100 Index - 4/03/23 - RS = 16
⇐
instrument
freshest
⇓ Δday
4/03/23
⇓ Δwk
12/12/22
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
7,673.000
7,445.970
227.030
3.05
3.23
L
3i Group
3,018.000
8/12/24
0.23
1,668.000
1,333.000
335.000
25.13
29.70
L
Abrdn
152.950
8/12/24
2.51
204.200
187.400
16.800
8.96
14.59
Admiral Group
2,698.000
8/12/24
0.86
2,051.000
2,016.000
35.000
1.74
-3.75
L
Airtel Africa
110.000
8/12/24
-0.63
105.500
117.100
-11.600
-9.91
-19.16
L
Anglo American
2,232.500
8/12/24
0.29
2,678.000
3,155.000
-477.000
-15.12
-13.59
Antofagasta
1,879.500
8/12/24
1.79
1,558.000
1,425.000
133.000
9.33
15.67
Ashtead
5,152.000
8/12/24
-0.43
4,911.000
4,870.000
41.000
0.84
9.50
Ass Brit Foods
2,435.000
8/12/24
-0.90
1,934.500
1,611.000
323.500
20.08
20.07
L
AstraZeneca
12,780.000
8/12/24
0.63
11,270.000
11,350.000
-80.000
-0.70
5.23
L
Auto Trader
797.800
8/12/24
0.81
613.000
557.000
56.000
10.05
5.49
Aviva
484.200
8/12/24
0.35
404.600
443.200
-38.600
-8.71
-5.06
S
B&M
444.600
8/12/24
-2.22
477.200
405.200
72.000
17.77
16.67
BAE Systems
1,303.500
8/12/24
2.04
990.400
831.000
159.400
19.18
22.50
Barclays
220.100
8/12/24
0.85
148.260
158.140
-9.880
-6.25
-6.46
L
Barratt Developments
524.600
8/12/24
0.15
465.400
400.400
65.000
16.23
5.84
Beazley
732.000
8/12/24
1.24
587.500
642.500
-55.000
-8.56
6.30
Berkeley
5,070.000
8/12/24
1.00
4,175.000
3,800.000
375.000
9.87
7.62
BP
439.600
8/12/24
1.35
532.700
462.100
70.600
15.28
19.27
L
BAT
2,801.000
8/12/24
2,872.500
3,307.500
-435.000
-13.15
-13.31
L
British Land
395.000
8/12/24
-0.40
390.100
388.300
1.800
0.46
-10.04
L
BT Group
141.500
8/12/24
8.43
147.200
112.750
34.450
30.55
1.11
S
Bunzl
3,202.000
8/12/24
0.50
3,060.000
3,010.000
50.000
1.66
4.92
S
Burberry Group
671.000
8/12/24
-2.02
2,537.000
2,116.000
421.000
19.90
35.22
Centrica
127.300
8/12/24
3.29
108.250
92.220
16.030
17.38
26.65
instrument
freshest
⇓ Δday
4/03/23
⇓ Δwk
12/12/22
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,244.000
1,963.000
281.000
14.31
18.22
Compass Group
2,354.000
8/12/24
0.90
2,018.000
1,902.500
115.500
6.07
10.20
ConvaTec
231.600
8/12/24
-0.17
229.000
227.400
1.600
0.70
2.50
CRH (L)
6,416.000
8/12/24
-1.35
4,052.000
3,211.000
841.000
26.19
24.54
S
Croda
3,829.000
8/12/24
-0.05
6,442.000
6,830.000
-388.000
-5.68
-5.73
DCC
5,135.000
8/12/24
-0.29
4,721.000
4,214.000
507.000
12.03
-3.39
S
Diageo
2,451.500
8/12/24
1.03
3,609.500
3,728.500
-119.000
-3.19
-2.53
DS Smith
444.000
8/12/24
1.19
316.600
321.700
-5.100
-1.59
4.60
Endeavour Mining
1,567.000
8/12/24
1.89
2,022.000
1,672.000
350.000
20.93
15.37
S
Entain
580.400
8/12/24
3.98
1,259.000
1,409.500
-150.500
-10.68
-4.25
L
Experian
3,524.000
8/12/24
1.18
2,657.000
2,924.000
-267.000
-9.13
-3.31
F&C Investment Trust
1,026.000
8/12/24
902.000
909.000
-7.000
-0.77
2.08
S
Flutter
14,685.000
8/12/24
-1.28
14,530.000
11,985.000
2,545.000
21.23
41.44
L
Frasers
838.500
8/12/24
-0.42
775.000
753.000
22.000
2.92
5.03
Fresnillo
540.000
8/12/24
0.93
749.000
845.800
-96.800
-11.44
-3.55
Glencore
410.250
8/12/24
1.27
452.500
537.400
-84.900
-15.80
-8.62
GSK
1,572.000
8/12/24
0.42
1,439.400
1,445.000
-5.600
-0.39
-4.87
Haleon
373.200
8/12/24
-1.01
322.650
317.600
5.050
1.59
-na-
L
Halma
2,527.000
8/12/24
0.04
2,205.000
2,137.000
68.000
3.18
1.63
L
Hargreaves Lansdown
1,102.000
8/12/24
793.000
856.400
-63.400
-7.40
-7.48
Hiscox
1,189.000
8/12/24
1.89
1,100.000
1,044.000
56.000
5.36
13.06
L
HSBC
643.900
8/12/24
0.22
556.400
496.350
60.050
12.10
5.97
L
Imperial Brands
2,134.000
8/12/24
0.38
1,907.000
2,061.000
-154.000
-7.47
-0.11
Informa
807.800
8/12/24
1.03
689.800
622.000
67.800
10.90
17.25
InterContinental Hot
7,228.000
8/12/24
-0.61
5,328.000
4,961.000
367.000
7.40
9.04
instrument
freshest
⇓ Δday
4/03/23
⇓ Δwk
12/12/22
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
147.500
132.340
15.160
11.46
16.55
Intertek
4,680.000
8/12/24
0.60
4,035.000
4,070.000
-35.000
-0.86
-4.64
J Sainsbury
269.600
8/12/24
0.67
277.400
221.500
55.900
25.24
24.29
L
JD Sports Fashion
120.350
8/12/24
-4.07
174.150
120.900
53.250
44.04
35.45
Johnson Matthey
1,577.000
8/12/24
0.06
2,001.000
2,048.000
-47.000
-2.29
-2.88
Kingfisher
271.400
8/12/24
0.18
260.500
235.300
25.200
10.71
4.78
Land Securities
615.500
8/12/24
-0.73
630.800
615.200
15.600
2.54
-4.29
S
Legal & General
225.600
8/12/24
0.53
238.000
252.000
-14.000
-5.56
-5.28
L
Lloyds Bank
56.800
8/12/24
-0.28
48.235
45.775
2.460
5.37
6.12
L
LSE Group
9,938.000
8/12/24
1.12
7,740.000
7,626.000
114.000
1.49
1.14
S
M&G
203.900
8/12/24
1.09
193.200
182.800
10.400
5.69
-2.38
Melrose
486.700
8/12/24
0.19
499.950
382.350
117.600
30.76
25.84
Mondi
1,423.000
8/12/24
-0.42
1,290.000
1,452.000
-162.000
-11.16
-12.38
S
National Grid
978.400
8/12/24
-0.04
1,092.000
1,010.500
81.500
8.07
2.82
L
NatWest
334.600
8/12/24
0.48
264.200
260.300
3.900
1.50
7.48
Next
9,542.000
8/12/24
0.23
6,452.000
5,786.000
666.000
11.51
7.28
Ocado
376.700
8/12/24
0.72
524.000
669.400
-145.400
-21.72
-24.04
Pearson
1,034.500
8/12/24
-0.72
837.000
927.000
-90.000
-9.71
-2.19
Pershing Square
3,534.000
8/12/24
-0.79
2,814.000
2,860.000
-46.000
-1.61
1.88
L
Persimmon
1,577.500
8/12/24
0.03
1,256.000
1,252.000
4.000
0.32
-17.80
Phoenix
538.000
8/12/24
0.47
546.800
599.000
-52.200
-8.71
-9.43
Prudential
635.400
8/12/24
0.41
1,113.500
1,061.000
52.500
4.95
8.63
Reckitt Benckiser
4,180.000
8/12/24
6,210.000
5,802.000
408.000
7.03
2.48
RELX
3,531.000
8/12/24
0.57
2,601.000
2,330.000
271.000
11.63
11.42
L
Rentokil Initial
469.000
8/12/24
1.01
591.600
533.400
58.200
10.91
14.61
instrument
freshest
⇓ Δday
4/03/23
⇓ Δwk
12/12/22
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
560.000
549.800
10.200
1.86
-1.08
Rio Tinto
4,942.000
8/12/24
0.56
5,405.000
5,679.000
-274.000
-4.82
1.12
Rolls-Royce
486.700
8/12/24
0.35
149.650
92.840
56.810
61.19
65.36
S
RS Group
754.000
8/12/24
-0.40
906.000
921.000
-15.000
-1.63
-5.90
S
Sage Group
1,005.500
8/12/24
1.03
773.600
784.400
-10.800
-1.38
7.19
L
Schroders
337.200
8/12/24
-0.12
455.500
448.700
6.800
1.52
-1.21
Scottish Mortgage
824.600
8/12/24
-0.17
668.200
754.400
-86.200
-11.43
-13.97
L
Segro
884.600
8/12/24
-0.96
768.200
792.400
-24.200
-3.05
-15.11
S
Severn Trent
2,514.000
8/12/24
-0.63
2,824.000
2,713.000
111.000
4.09
1.37
Shell
2,799.000
8/12/24
0.83
2,405.000
2,295.500
109.500
4.77
5.14
Smith and Nephew
1,156.000
8/12/24
-0.86
1,126.500
1,105.000
21.500
1.95
-0.29
L
Smiths Group
1,743.000
8/12/24
0.52
1,697.500
1,599.500
98.000
6.13
8.71
Smurfit Kappa
3,058.000
8/12/24
0.07
2,918.000
2,997.000
-79.000
-2.64
-3.45
S
Spirax-Sarco
7,715.000
8/12/24
0.72
11,715.000
11,045.000
670.000
6.07
5.97
L
SSE
1,878.000
8/12/24
0.86
1,784.500
1,696.500
88.000
5.19
3.91
L
St. James´s Place
691.000
8/12/24
-1.22
1,206.500
1,132.000
74.500
6.58
2.95
Standard Chartered
722.000
8/12/24
0.92
623.000
603.000
20.000
3.32
3.50
L
Taylor Wimpey
158.000
8/12/24
0.54
117.900
102.050
15.850
15.53
4.88
L
Tesco
333.500
8/12/24
0.91
264.100
226.800
37.300
16.45
7.46
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,232.500
4,122.000
110.500
2.68
7.85
S
Unite
934.000
8/12/24
-1.11
947.500
914.500
33.000
3.61
-5.46
S
United Utilities
988.800
8/12/24
-0.12
1,035.500
1,018.000
17.500
1.72
-0.34
L
Vodafone
74.440
8/12/24
0.87
89.460
87.060
2.400
2.76
-16.08
Weir Group
1,904.000
8/12/24
0.79
1,840.000
1,659.000
181.000
10.91
14.14
S
Whitbread
2,814.000
8/12/24
-1.44
2,963.000
2,617.000
346.000
13.22
10.14
instrument
freshest
⇓ Δday
4/03/23
⇓ Δwk
12/12/22
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
956.600
824.800
131.800
15.98
10.51
FTSE - 100 out of 100 instruments rated - 4/03/23 / 12/12/22 - 68 did rise, Market-Ratio(16) = 68.00 %
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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