Assessment - FTSE 100 Index - 7/10/23 - RS = 16
⇐
instrument
freshest
⇓ Δday
7/10/23
⇓ Δwk
3/20/23
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
7,273.790
7,403.850
-130.060
-1.76
-3.09
L
3i Group
3,018.000
8/12/24
0.23
1,871.000
1,520.000
351.000
23.09
32.33
L
Abrdn
152.950
8/12/24
2.51
214.800
203.300
11.500
5.66
16.93
Admiral Group
2,698.000
8/12/24
0.86
2,067.000
1,937.000
130.000
6.71
-1.94
L
Airtel Africa
110.000
8/12/24
-0.63
104.900
109.900
-5.000
-4.55
-14.76
L
Anglo American
2,232.500
8/12/24
0.29
2,194.000
2,626.000
-432.000
-16.45
-21.80
Antofagasta
1,879.500
8/12/24
1.79
1,416.500
1,503.000
-86.500
-5.76
4.31
Ashtead
5,152.000
8/12/24
-0.43
5,202.000
4,866.000
336.000
6.91
9.47
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,010.000
1,931.000
79.000
4.09
19.65
L
AstraZeneca
12,780.000
8/12/24
0.63
10,180.000
10,790.000
-610.000
-5.65
-7.80
L
Auto Trader
797.800
8/12/24
0.81
597.200
588.800
8.400
1.43
1.03
Aviva
484.200
8/12/24
0.35
382.200
411.600
-29.400
-7.14
-9.57
S
B&M
444.600
8/12/24
-2.22
540.800
466.000
74.800
16.05
27.97
BAE Systems
1,303.500
8/12/24
2.04
897.000
932.400
-35.400
-3.80
4.14
Barclays
220.100
8/12/24
0.85
148.720
136.360
12.360
9.06
-6.25
L
Barratt Developments
524.600
8/12/24
0.15
402.100
433.100
-31.000
-7.16
-7.49
Beazley
732.000
8/12/24
1.24
558.000
530.000
28.000
5.28
-6.84
Berkeley
5,070.000
8/12/24
1.00
3,871.000
4,015.000
-144.000
-3.59
-1.27
BP
439.600
8/12/24
1.35
454.550
487.000
-32.450
-6.66
-3.78
L
BAT
2,801.000
8/12/24
2,560.500
2,966.000
-405.500
-13.67
-17.67
L
British Land
395.000
8/12/24
-0.40
303.200
399.800
-96.600
-24.16
-23.52
L
BT Group
141.500
8/12/24
8.43
122.000
140.500
-18.500
-13.17
-11.41
S
Bunzl
3,202.000
8/12/24
0.50
2,889.000
3,019.000
-130.000
-4.31
-2.96
S
Burberry Group
671.000
8/12/24
-2.02
2,034.000
2,292.000
-258.000
-11.26
-2.27
Centrica
127.300
8/12/24
3.29
121.250
99.800
21.450
21.49
29.10
instrument
freshest
⇓ Δday
7/10/23
⇓ Δwk
3/20/23
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,363.000
2,146.000
217.000
10.11
13.68
Compass Group
2,354.000
8/12/24
0.90
2,070.000
1,950.500
119.500
6.13
6.43
ConvaTec
231.600
8/12/24
-0.17
199.800
229.000
-29.200
-12.75
-10.37
CRH (L)
6,416.000
8/12/24
-1.35
4,201.000
4,016.000
185.000
4.61
20.52
S
Croda
3,829.000
8/12/24
-0.05
5,540.000
6,428.000
-888.000
-13.81
-16.63
DCC
5,135.000
8/12/24
-0.29
4,250.000
4,279.000
-29.000
-0.68
-8.96
S
Diageo
2,451.500
8/12/24
1.03
3,270.000
3,520.500
-250.500
-7.12
-10.08
DS Smith
444.000
8/12/24
1.19
276.400
306.300
-29.900
-9.76
-8.91
Endeavour Mining
1,567.000
8/12/24
1.89
1,829.000
1,831.000
-2.000
-0.11
2.30
S
Entain
580.400
8/12/24
3.98
1,216.000
1,213.000
3.000
0.25
-6.32
L
Experian
3,524.000
8/12/24
1.18
2,863.000
2,659.000
204.000
7.67
1.99
F&C Investment Trust
1,026.000
8/12/24
847.000
909.000
-62.000
-6.82
-6.25
S
Flutter
14,685.000
8/12/24
-1.28
15,155.000
13,735.000
1,420.000
10.34
26.47
L
Frasers
838.500
8/12/24
-0.42
695.500
740.500
-45.000
-6.08
-8.17
Fresnillo
540.000
8/12/24
0.93
603.200
744.000
-140.800
-18.92
-19.59
Glencore
410.250
8/12/24
1.27
433.100
449.350
-16.250
-3.62
-10.56
GSK
1,572.000
8/12/24
0.42
1,316.600
1,414.000
-97.400
-6.89
-8.35
Haleon
373.200
8/12/24
-1.01
311.400
316.250
-4.850
-1.53
-na-
L
Halma
2,527.000
8/12/24
0.04
2,164.000
2,077.000
87.000
4.19
-1.29
L
Hargreaves Lansdown
1,102.000
8/12/24
788.200
786.400
1.800
0.23
-5.88
Hiscox
1,189.000
8/12/24
1.89
1,063.000
1,058.500
4.500
0.43
4.31
L
HSBC
643.900
8/12/24
0.22
606.900
541.700
65.200
12.04
11.49
L
Imperial Brands
2,134.000
8/12/24
0.38
1,738.500
1,907.000
-168.500
-8.84
-10.42
Informa
807.800
8/12/24
1.03
709.600
672.400
37.200
5.53
13.75
InterContinental Hot
7,228.000
8/12/24
-0.61
5,318.000
5,288.000
30.000
0.57
5.36
instrument
freshest
⇓ Δday
7/10/23
⇓ Δwk
3/20/23
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
160.100
137.660
22.440
16.30
20.69
Intertek
4,680.000
8/12/24
0.60
4,011.000
3,997.000
14.000
0.35
-2.31
J Sainsbury
269.600
8/12/24
0.67
267.900
251.800
16.100
6.39
14.68
L
JD Sports Fashion
120.350
8/12/24
-4.07
141.050
164.350
-23.300
-14.18
3.70
Johnson Matthey
1,577.000
8/12/24
0.06
1,698.000
1,942.000
-244.000
-12.56
-15.22
Kingfisher
271.400
8/12/24
0.18
225.600
273.300
-47.700
-17.45
-8.38
Land Securities
615.500
8/12/24
-0.73
566.600
612.600
-46.000
-7.51
-10.04
S
Legal & General
225.600
8/12/24
0.53
222.500
230.500
-8.000
-3.47
-9.56
L
Lloyds Bank
56.800
8/12/24
-0.28
43.045
46.105
-3.060
-6.64
-6.33
L
LSE Group
9,938.000
8/12/24
1.12
8,080.000
7,516.000
564.000
7.50
3.04
S
M&G
203.900
8/12/24
1.09
185.700
180.200
5.500
3.05
-4.76
Melrose
486.700
8/12/24
0.19
491.500
443.550
47.950
10.81
17.73
Mondi
1,423.000
8/12/24
-0.42
1,210.000
1,299.000
-89.000
-6.85
-13.88
S
National Grid
978.400
8/12/24
-0.04
988.800
1,054.000
-65.200
-6.19
-5.81
L
NatWest
334.600
8/12/24
0.48
233.200
257.800
-24.600
-9.54
-9.73
Next
9,542.000
8/12/24
0.23
6,690.000
6,638.000
52.000
0.78
9.14
Ocado
376.700
8/12/24
0.72
581.600
417.400
164.200
39.34
1.16
Pearson
1,034.500
8/12/24
-0.72
819.400
839.400
-20.000
-2.38
-6.55
Pershing Square
3,534.000
8/12/24
-0.79
2,838.000
2,775.000
63.000
2.27
1.21
L
Persimmon
1,577.500
8/12/24
0.03
993.200
1,211.000
-217.800
-17.99
-26.04
Phoenix
538.000
8/12/24
0.47
530.600
560.200
-29.600
-5.28
-9.74
Prudential
635.400
8/12/24
0.41
1,043.500
1,012.500
31.000
3.06
-1.33
Reckitt Benckiser
4,180.000
8/12/24
5,772.000
5,838.000
-66.000
-1.13
-5.14
RELX
3,531.000
8/12/24
0.57
2,474.000
2,554.000
-80.000
-3.13
2.87
L
Rentokil Initial
469.000
8/12/24
1.01
600.400
545.000
55.400
10.17
10.28
instrument
freshest
⇓ Δday
7/10/23
⇓ Δwk
3/20/23
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
517.200
548.200
-31.000
-5.65
-6.85
Rio Tinto
4,942.000
8/12/24
0.56
4,868.500
5,360.000
-491.500
-9.17
-6.99
Rolls-Royce
486.700
8/12/24
0.35
147.900
140.980
6.920
4.91
44.21
S
RS Group
754.000
8/12/24
-0.40
729.400
895.000
-165.600
-18.50
-21.67
S
Sage Group
1,005.500
8/12/24
1.03
902.800
732.200
170.600
23.30
18.28
L
Schroders
337.200
8/12/24
-0.12
425.600
449.900
-24.300
-5.40
-6.13
Scottish Mortgage
824.600
8/12/24
-0.17
646.600
662.200
-15.600
-2.36
-11.57
L
Segro
884.600
8/12/24
-0.96
706.000
753.200
-47.200
-6.27
-14.39
S
Severn Trent
2,514.000
8/12/24
-0.63
2,432.000
2,849.000
-417.000
-14.64
-11.38
Shell
2,799.000
8/12/24
0.83
2,305.000
2,236.000
69.000
3.09
-1.16
Smith and Nephew
1,156.000
8/12/24
-0.86
1,170.500
1,161.500
9.000
0.77
3.69
L
Smiths Group
1,743.000
8/12/24
0.52
1,586.000
1,678.500
-92.500
-5.51
-1.69
Smurfit Kappa
3,058.000
8/12/24
0.07
2,648.000
2,893.000
-245.000
-8.47
-10.73
S
Spirax-Sarco
7,715.000
8/12/24
0.72
10,015.000
11,165.000
-1,150.000
-10.30
-9.80
L
SSE
1,878.000
8/12/24
0.86
1,732.500
1,712.000
20.500
1.20
-0.14
L
St. James´s Place
691.000
8/12/24
-1.22
1,075.000
1,156.500
-81.500
-7.05
-6.34
Standard Chartered
722.000
8/12/24
0.92
668.400
615.000
53.400
8.68
7.19
L
Taylor Wimpey
158.000
8/12/24
0.54
100.600
114.150
-13.550
-11.87
-8.84
L
Tesco
333.500
8/12/24
0.91
246.400
249.700
-3.300
-1.32
0.08
L
Unilever Plc
4,714.000
8/12/24
-0.34
3,996.000
4,082.500
-86.500
-2.12
-2.44
S
Unite
934.000
8/12/24
-1.11
857.000
921.500
-64.500
-7.00
-10.50
S
United Utilities
988.800
8/12/24
-0.12
941.000
1,056.500
-115.500
-10.93
-8.55
L
Vodafone
74.440
8/12/24
0.87
70.640
92.470
-21.830
-23.61
-25.90
Weir Group
1,904.000
8/12/24
0.79
1,736.000
1,747.000
-11.000
-0.63
3.06
S
Whitbread
2,814.000
8/12/24
-1.44
3,324.000
2,844.000
480.000
16.88
17.92
instrument
freshest
⇓ Δday
7/10/23
⇓ Δwk
3/20/23
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
815.200
922.000
-106.800
-11.58
-5.05
FTSE - 100 out of 100 instruments rated - 7/10/23 / 3/20/23 - 40 did rise, Market-Ratio(16) = 40.00 %
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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