Assessment - FTSE 100 Index - 8/28/23 - RS = 16
⇐
instrument
freshest
⇓ Δday
8/28/23
⇓ Δwk
5/08/23
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
7,338.580
7,778.380
-439.800
-5.65
-2.41
L
3i Group
3,018.000
8/12/24
0.23
1,924.000
1,773.000
151.000
8.52
28.37
L
Abrdn
152.950
8/12/24
2.51
161.100
207.400
-46.300
-22.32
-15.11
Admiral Group
2,698.000
8/12/24
0.86
2,390.000
2,236.000
154.000
6.89
12.22
L
Airtel Africa
110.000
8/12/24
-0.63
110.900
119.900
-9.000
-7.51
-6.20
L
Anglo American
2,232.500
8/12/24
0.29
2,031.000
2,447.000
-416.000
-17.00
-24.99
Antofagasta
1,879.500
8/12/24
1.79
1,401.500
1,469.500
-68.000
-4.63
-1.41
Ashtead
5,152.000
8/12/24
-0.43
5,388.000
4,637.000
751.000
16.20
9.51
Ass Brit Foods
2,435.000
8/12/24
-0.90
1,953.000
1,923.000
30.000
1.56
13.19
L
AstraZeneca
12,780.000
8/12/24
0.63
10,660.000
11,922.000
-1,262.000
-10.59
-3.10
L
Auto Trader
797.800
8/12/24
0.81
587.000
643.000
-56.000
-8.71
-0.54
Aviva
484.200
8/12/24
0.35
369.700
414.600
-44.900
-10.83
-11.77
S
B&M
444.600
8/12/24
-2.22
567.200
487.200
80.000
16.42
29.45
BAE Systems
1,303.500
8/12/24
2.04
991.400
990.200
1.200
0.12
12.36
Barclays
220.100
8/12/24
0.85
143.980
153.240
-9.260
-6.04
-8.53
L
Barratt Developments
524.600
8/12/24
0.15
431.300
503.400
-72.100
-14.32
0.48
Beazley
732.000
8/12/24
1.24
541.000
581.500
-40.500
-6.96
-9.88
Berkeley
5,070.000
8/12/24
1.00
3,909.000
4,466.000
-557.000
-12.47
-0.54
BP
439.600
8/12/24
1.35
475.600
492.300
-16.700
-3.39
-1.65
L
BAT
2,801.000
8/12/24
2,589.000
2,804.000
-215.000
-7.67
-13.48
L
British Land
395.000
8/12/24
-0.40
313.900
398.300
-84.400
-21.19
-16.62
L
BT Group
141.500
8/12/24
8.43
112.350
155.550
-43.200
-27.77
-14.69
S
Bunzl
3,202.000
8/12/24
0.50
2,724.000
3,173.000
-449.000
-14.15
-7.57
S
Burberry Group
671.000
8/12/24
-2.02
2,167.000
2,543.000
-376.000
-14.79
0.89
Centrica
127.300
8/12/24
3.29
146.700
114.200
32.500
28.46
47.86
instrument
freshest
⇓ Δday
8/28/23
⇓ Δwk
5/08/23
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,273.000
2,520.000
-247.000
-9.80
6.98
Compass Group
2,354.000
8/12/24
0.90
2,019.000
2,069.000
-50.000
-2.42
2.73
ConvaTec
231.600
8/12/24
-0.17
230.200
212.000
18.200
8.58
4.24
CRH (L)
6,416.000
8/12/24
-1.35
4,508.000
3,912.000
596.000
15.24
23.15
S
Croda
3,829.000
8/12/24
-0.05
5,382.000
6,844.000
-1,462.000
-21.36
-16.21
DCC
5,135.000
8/12/24
-0.29
4,195.000
4,865.000
-670.000
-13.77
-8.08
S
Diageo
2,451.500
8/12/24
1.03
3,267.500
3,670.500
-403.000
-10.98
-8.62
DS Smith
444.000
8/12/24
1.19
293.200
316.200
-23.000
-7.27
-3.83
Endeavour Mining
1,567.000
8/12/24
1.89
1,625.000
2,068.000
-443.000
-21.42
-9.89
S
Entain
580.400
8/12/24
3.98
1,156.000
1,479.000
-323.000
-21.84
-11.53
L
Experian
3,524.000
8/12/24
1.18
2,712.000
2,693.000
19.000
0.71
-3.75
F&C Investment Trust
1,026.000
8/12/24
849.000
895.000
-46.000
-5.14
-5.89
S
Flutter
14,685.000
8/12/24
-1.28
14,090.000
15,470.000
-1,380.000
-8.92
8.67
L
Frasers
838.500
8/12/24
-0.42
783.000
775.000
8.000
1.03
4.38
Fresnillo
540.000
8/12/24
0.93
549.400
730.000
-180.600
-24.74
-24.58
Glencore
410.250
8/12/24
1.27
426.150
444.100
-17.950
-4.04
-11.96
GSK
1,572.000
8/12/24
0.42
1,374.000
1,462.400
-88.400
-6.04
-2.12
Haleon
373.200
8/12/24
-1.01
327.750
341.500
-13.750
-4.03
5.90
L
Halma
2,527.000
8/12/24
0.04
2,078.000
2,390.000
-312.000
-13.05
-4.88
L
Hargreaves Lansdown
1,102.000
8/12/24
753.600
792.400
-38.800
-4.90
-9.15
Hiscox
1,189.000
8/12/24
1.89
990.500
1,147.000
-156.500
-13.64
-5.11
L
HSBC
643.900
8/12/24
0.22
587.800
599.800
-12.000
-2.00
5.92
L
Imperial Brands
2,134.000
8/12/24
0.38
1,771.500
1,900.000
-128.500
-6.76
-8.28
Informa
807.800
8/12/24
1.03
717.000
694.800
22.200
3.20
11.15
InterContinental Hot
7,228.000
8/12/24
-0.61
5,878.000
5,412.000
466.000
8.61
14.10
instrument
freshest
⇓ Δday
8/28/23
⇓ Δwk
5/08/23
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
157.900
150.500
7.400
4.92
13.40
Intertek
4,680.000
8/12/24
0.60
4,133.000
4,218.000
-85.000
-2.02
0.97
J Sainsbury
269.600
8/12/24
0.67
261.900
287.300
-25.400
-8.84
9.00
L
JD Sports Fashion
120.350
8/12/24
-4.07
139.000
162.650
-23.650
-14.54
0.18
Johnson Matthey
1,577.000
8/12/24
0.06
1,543.000
1,943.500
-400.500
-20.61
-20.86
Kingfisher
271.400
8/12/24
0.18
227.100
252.900
-25.800
-10.20
-6.90
Land Securities
615.500
8/12/24
-0.73
586.200
665.800
-79.600
-11.96
-5.23
S
Legal & General
225.600
8/12/24
0.53
212.700
228.300
-15.600
-6.83
-11.92
L
Lloyds Bank
56.800
8/12/24
-0.28
41.795
45.810
-4.015
-8.76
-8.96
L
LSE Group
9,938.000
8/12/24
1.12
8,182.000
8,358.000
-176.000
-2.11
4.01
S
M&G
203.900
8/12/24
1.09
185.000
202.900
-17.900
-8.82
-4.18
Melrose
486.700
8/12/24
0.19
508.800
422.600
86.200
20.40
20.30
Mondi
1,423.000
8/12/24
-0.42
1,267.000
1,282.000
-15.000
-1.17
-7.81
S
National Grid
978.400
8/12/24
-0.04
977.800
1,150.500
-172.700
-15.01
-5.34
L
NatWest
334.600
8/12/24
0.48
225.800
259.300
-33.500
-12.92
-12.50
Next
9,542.000
8/12/24
0.23
6,780.000
6,800.000
-20.000
-0.29
9.61
Ocado
376.700
8/12/24
0.72
741.800
495.500
246.300
49.71
30.83
Pearson
1,034.500
8/12/24
-0.72
832.800
824.600
8.200
0.99
-5.21
Pershing Square
3,534.000
8/12/24
-0.79
2,992.000
2,710.000
282.000
10.41
5.04
L
Persimmon
1,577.500
8/12/24
0.03
987.000
1,367.500
-380.500
-27.82
-21.57
Phoenix
538.000
8/12/24
0.47
505.200
577.600
-72.400
-12.53
-12.14
Prudential
635.400
8/12/24
0.41
946.800
1,188.500
-241.700
-20.34
-10.97
Reckitt Benckiser
4,180.000
8/12/24
5,688.000
6,434.000
-746.000
-11.59
-4.97
RELX
3,531.000
8/12/24
0.57
2,528.000
2,434.000
94.000
3.86
4.06
L
Rentokil Initial
469.000
8/12/24
1.01
587.400
630.400
-43.000
-6.82
5.77
instrument
freshest
⇓ Δday
8/28/23
⇓ Δwk
5/08/23
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
544.800
579.800
-35.000
-6.04
-0.24
Rio Tinto
4,942.000
8/12/24
0.56
4,745.500
4,992.000
-246.500
-4.94
-9.57
Rolls-Royce
486.700
8/12/24
0.35
203.000
151.150
51.850
34.30
82.22
S
RS Group
754.000
8/12/24
-0.40
721.400
862.000
-140.600
-16.31
-19.11
S
Sage Group
1,005.500
8/12/24
1.03
951.600
812.400
139.200
17.13
20.33
L
Schroders
337.200
8/12/24
-0.12
402.400
469.800
-67.400
-14.35
-10.06
Scottish Mortgage
824.600
8/12/24
-0.17
655.000
628.400
26.600
4.23
-7.90
L
Segro
884.600
8/12/24
-0.96
724.600
827.800
-103.200
-12.47
-8.23
S
Severn Trent
2,514.000
8/12/24
-0.63
2,368.000
2,975.000
-607.000
-20.40
-11.66
Shell
2,799.000
8/12/24
0.83
2,378.500
2,390.500
-12.000
-0.50
0.45
Smith and Nephew
1,156.000
8/12/24
-0.86
1,059.000
1,266.000
-207.000
-16.35
-6.77
L
Smiths Group
1,743.000
8/12/24
0.52
1,589.000
1,672.000
-83.000
-4.96
-2.56
Smurfit Kappa
3,058.000
8/12/24
0.07
3,148.000
2,942.000
206.000
7.00
5.77
S
Spirax-Sarco
7,715.000
8/12/24
0.72
9,714.000
11,445.000
-1,731.000
-15.12
-11.73
L
SSE
1,878.000
8/12/24
0.86
1,616.500
1,861.500
-245.000
-13.16
-6.11
L
St. James´s Place
691.000
8/12/24
-1.22
850.400
1,126.500
-276.100
-24.51
-23.84
Standard Chartered
722.000
8/12/24
0.92
711.400
605.200
106.200
17.55
11.07
L
Taylor Wimpey
158.000
8/12/24
0.54
109.300
126.050
-16.750
-13.29
0.23
L
Tesco
333.500
8/12/24
0.91
260.100
283.000
-22.900
-8.09
6.24
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,036.500
4,399.000
-362.500
-8.24
-1.84
S
Unite
934.000
8/12/24
-1.11
926.000
951.500
-25.500
-2.68
-0.65
S
United Utilities
988.800
8/12/24
-0.12
920.200
1,094.500
-174.300
-15.93
-9.07
L
Vodafone
74.440
8/12/24
0.87
71.280
95.020
-23.740
-24.98
-19.74
Weir Group
1,904.000
8/12/24
0.79
1,766.500
1,810.500
-44.000
-2.43
2.59
S
Whitbread
2,814.000
8/12/24
-1.44
3,358.000
3,253.000
105.000
3.23
15.07
instrument
freshest
⇓ Δday
8/28/23
⇓ Δwk
5/08/23
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
747.600
889.000
-141.400
-15.91
-12.67
FTSE - 100 out of 100 instruments rated - 8/28/23 / 5/08/23 - 25 did rise, Market-Ratio(16) = 25.00 %
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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