Assessment - FTSE 100 Index - 11/13/23 - RS = 16
⇐
instrument
freshest
⇓ Δday
11/13/23
⇓ Δwk
7/24/23
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
7,425.830
7,678.590
-252.760
-3.29
-2.24
L
3i Group
3,018.000
8/12/24
0.23
2,038.000
1,965.000
73.000
3.72
19.88
L
Abrdn
152.950
8/12/24
2.51
166.650
233.200
-66.550
-28.54
-13.82
Admiral Group
2,698.000
8/12/24
0.86
2,568.000
2,227.000
341.000
15.31
16.64
L
Airtel Africa
110.000
8/12/24
-0.63
113.700
110.500
3.200
2.90
-1.85
L
Anglo American
2,232.500
8/12/24
0.29
2,031.500
2,390.500
-359.000
-15.02
-20.51
Antofagasta
1,879.500
8/12/24
1.79
1,293.000
1,554.500
-261.500
-16.82
-13.45
Ashtead
5,152.000
8/12/24
-0.43
4,979.000
5,588.000
-609.000
-10.90
-2.16
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,343.000
2,091.000
252.000
12.05
23.99
L
AstraZeneca
12,780.000
8/12/24
0.63
10,248.000
10,780.000
-532.000
-4.94
-7.64
L
Auto Trader
797.800
8/12/24
0.81
699.200
650.000
49.200
7.57
16.54
Aviva
484.200
8/12/24
0.35
413.200
404.200
9.000
2.23
0.12
S
B&M
444.600
8/12/24
-2.22
530.800
557.000
-26.200
-4.70
7.56
BAE Systems
1,303.500
8/12/24
2.04
1,108.000
919.600
188.400
20.49
18.82
Barclays
220.100
8/12/24
0.85
136.740
164.360
-27.620
-16.80
-12.15
L
Barratt Developments
524.600
8/12/24
0.15
450.200
458.000
-7.800
-1.70
2.26
Beazley
732.000
8/12/24
1.24
568.000
558.000
10.000
1.79
-3.31
Berkeley
5,070.000
8/12/24
1.00
4,302.000
4,309.000
-7.000
-0.16
5.84
BP
439.600
8/12/24
1.35
484.700
483.700
1.000
0.21
-2.18
L
BAT
2,801.000
8/12/24
2,542.500
2,655.000
-112.500
-4.24
-9.80
L
British Land
395.000
8/12/24
-0.40
319.500
340.900
-21.400
-6.28
-11.23
L
BT Group
141.500
8/12/24
8.43
122.950
125.950
-3.000
-2.38
-3.91
S
Bunzl
3,202.000
8/12/24
0.50
2,955.000
2,836.000
119.000
4.20
-0.18
S
Burberry Group
671.000
8/12/24
-2.02
1,671.500
2,182.000
-510.500
-23.40
-23.28
Centrica
127.300
8/12/24
3.29
151.750
125.950
25.800
20.48
31.27
instrument
freshest
⇓ Δday
11/13/23
⇓ Δwk
7/24/23
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,093.000
2,396.000
-303.000
-12.65
-4.09
Compass Group
2,354.000
8/12/24
0.90
2,100.000
2,126.000
-26.000
-1.22
4.57
ConvaTec
231.600
8/12/24
-0.17
208.600
211.800
-3.200
-1.51
-5.49
CRH (L)
6,416.000
8/12/24
-1.35
4,851.000
4,586.000
265.000
5.78
21.73
S
Croda
3,829.000
8/12/24
-0.05
4,521.000
5,662.000
-1,141.000
-20.15
-23.67
DCC
5,135.000
8/12/24
-0.29
4,666.000
4,556.000
110.000
2.41
3.90
S
Diageo
2,451.500
8/12/24
1.03
2,888.500
3,439.500
-551.000
-16.02
-16.11
DS Smith
444.000
8/12/24
1.19
297.300
293.300
4.000
1.36
-3.42
Endeavour Mining
1,567.000
8/12/24
1.89
1,626.000
1,938.000
-312.000
-16.10
-9.98
S
Entain
580.400
8/12/24
3.98
891.600
1,275.500
-383.900
-30.10
-28.71
L
Experian
3,524.000
8/12/24
1.18
2,641.000
3,012.000
-371.000
-12.32
-6.20
F&C Investment Trust
1,026.000
8/12/24
905.000
895.000
10.000
1.12
0.87
S
Flutter
14,685.000
8/12/24
-1.28
12,415.000
15,285.000
-2,870.000
-18.78
-9.81
L
Frasers
838.500
8/12/24
-0.42
838.500
760.000
78.500
10.33
9.05
Fresnillo
540.000
8/12/24
0.93
517.800
623.600
-105.800
-16.97
-24.09
Glencore
410.250
8/12/24
1.27
430.450
478.650
-48.200
-10.07
-9.17
GSK
1,572.000
8/12/24
0.42
1,407.200
1,395.800
11.400
0.82
-1.20
Haleon
373.200
8/12/24
-1.01
322.950
336.300
-13.350
-3.97
-0.39
L
Halma
2,527.000
8/12/24
0.04
1,924.000
2,254.000
-330.000
-14.64
-10.64
L
Hargreaves Lansdown
1,102.000
8/12/24
719.400
906.800
-187.400
-20.67
-11.40
Hiscox
1,189.000
8/12/24
1.89
1,002.000
1,099.000
-97.000
-8.83
-6.10
L
HSBC
643.900
8/12/24
0.22
607.900
642.700
-34.800
-5.41
4.29
L
Imperial Brands
2,134.000
8/12/24
0.38
1,788.000
1,835.000
-47.000
-2.56
-4.71
Informa
807.800
8/12/24
1.03
702.000
746.200
-44.200
-5.92
2.26
InterContinental Hot
7,228.000
8/12/24
-0.61
5,956.000
5,612.000
344.000
6.13
9.18
instrument
freshest
⇓ Δday
11/13/23
⇓ Δwk
7/24/23
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
151.900
153.100
-1.200
-0.78
0.99
Intertek
4,680.000
8/12/24
0.60
3,805.000
4,221.000
-416.000
-9.86
-8.33
J Sainsbury
269.600
8/12/24
0.67
270.300
282.500
-12.200
-4.32
4.90
L
JD Sports Fashion
120.350
8/12/24
-4.07
133.900
157.100
-23.200
-14.77
-9.25
Johnson Matthey
1,577.000
8/12/24
0.06
1,533.000
1,828.500
-295.500
-16.16
-17.61
Kingfisher
271.400
8/12/24
0.18
229.000
243.000
-14.000
-5.76
-5.29
Land Securities
615.500
8/12/24
-0.73
605.000
651.800
-46.800
-7.18
-2.69
S
Legal & General
225.600
8/12/24
0.53
225.100
233.800
-8.700
-3.72
-4.61
L
Lloyds Bank
56.800
8/12/24
-0.28
42.020
46.045
-4.025
-8.74
-7.83
L
LSE Group
9,938.000
8/12/24
1.12
8,448.000
8,346.000
102.000
1.22
5.91
S
M&G
203.900
8/12/24
1.09
207.600
201.400
6.200
3.08
6.00
Melrose
486.700
8/12/24
0.19
530.400
533.000
-2.600
-0.49
15.73
Mondi
1,423.000
8/12/24
-0.42
1,400.000
1,305.500
94.500
7.24
3.72
S
National Grid
978.400
8/12/24
-0.04
980.000
1,060.000
-80.000
-7.55
-4.99
L
NatWest
334.600
8/12/24
0.48
196.400
252.500
-56.100
-22.22
-21.93
Next
9,542.000
8/12/24
0.23
7,532.000
7,150.000
382.000
5.34
13.99
Ocado
376.700
8/12/24
0.72
512.800
785.000
-272.200
-34.68
-11.04
Pearson
1,034.500
8/12/24
-0.72
967.600
862.200
105.400
12.22
10.70
Pershing Square
3,534.000
8/12/24
-0.79
3,038.000
2,994.000
44.000
1.47
5.13
L
Persimmon
1,577.500
8/12/24
0.03
1,170.500
1,187.000
-16.500
-1.39
-1.49
Phoenix
538.000
8/12/24
0.47
490.500
556.200
-65.700
-11.81
-11.60
Prudential
635.400
8/12/24
0.41
898.400
1,053.500
-155.100
-14.72
-15.35
Reckitt Benckiser
4,180.000
8/12/24
5,530.000
5,896.000
-366.000
-6.21
-6.55
RELX
3,531.000
8/12/24
0.57
2,959.000
2,582.000
377.000
14.60
16.68
L
Rentokil Initial
469.000
8/12/24
1.01
457.700
640.200
-182.500
-28.51
-18.60
instrument
freshest
⇓ Δday
11/13/23
⇓ Δwk
7/24/23
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
483.600
550.000
-66.400
-12.07
-11.75
Rio Tinto
4,942.000
8/12/24
0.56
5,300.000
5,177.000
123.000
2.38
-0.03
Rolls-Royce
486.700
8/12/24
0.35
240.200
156.700
83.500
53.29
71.76
S
RS Group
754.000
8/12/24
-0.40
714.000
765.600
-51.600
-6.74
-13.83
S
Sage Group
1,005.500
8/12/24
1.03
989.200
919.400
69.800
7.59
17.00
L
Schroders
337.200
8/12/24
-0.12
389.100
458.500
-69.400
-15.14
-12.08
Scottish Mortgage
824.600
8/12/24
-0.17
694.800
694.200
0.600
0.09
0.63
L
Segro
884.600
8/12/24
-0.96
767.400
781.000
-13.600
-1.74
-0.30
S
Severn Trent
2,514.000
8/12/24
-0.63
2,638.000
2,572.000
66.000
2.57
-0.74
Shell
2,799.000
8/12/24
0.83
2,656.500
2,443.000
213.500
8.74
9.73
Smith and Nephew
1,156.000
8/12/24
-0.86
1,015.500
1,201.500
-186.000
-15.48
-9.79
L
Smiths Group
1,743.000
8/12/24
0.52
1,639.000
1,678.000
-39.000
-2.32
-0.70
Smurfit Kappa
3,058.000
8/12/24
0.07
2,810.000
2,958.000
-148.000
-5.00
-5.87
S
Spirax-Sarco
7,715.000
8/12/24
0.72
8,542.000
10,865.000
-2,323.000
-21.38
-19.64
L
SSE
1,878.000
8/12/24
0.86
1,676.500
1,809.000
-132.500
-7.32
-2.42
L
St. James´s Place
691.000
8/12/24
-1.22
652.200
1,173.000
-520.800
-44.40
-36.38
Standard Chartered
722.000
8/12/24
0.92
628.400
719.400
-91.000
-12.65
-6.29
L
Taylor Wimpey
158.000
8/12/24
0.54
119.100
115.550
3.550
3.07
5.78
L
Tesco
333.500
8/12/24
0.91
281.500
261.400
20.100
7.69
10.59
L
Unilever Plc
4,714.000
8/12/24
-0.34
3,948.000
4,018.500
-70.500
-1.75
-4.19
S
Unite
934.000
8/12/24
-1.11
953.500
945.000
8.500
0.90
2.80
S
United Utilities
988.800
8/12/24
-0.12
1,076.500
1,006.000
70.500
7.01
5.92
L
Vodafone
74.440
8/12/24
0.87
77.400
76.510
0.890
1.16
-6.86
Weir Group
1,904.000
8/12/24
0.79
1,785.000
1,772.000
13.000
0.73
-0.62
S
Whitbread
2,814.000
8/12/24
-1.44
3,280.000
3,395.000
-115.000
-3.39
5.34
instrument
freshest
⇓ Δday
11/13/23
⇓ Δwk
7/24/23
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
700.400
811.800
-111.400
-13.72
-17.36
FTSE - 100 out of 100 instruments rated - 11/13/23 / 7/24/23 - 37 did rise, Market-Ratio(16) = 37.00 %
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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