Assessment - FTSE 100 Index - 4/15/24 - RS = 16
⇐
instrument
freshest
⇓ Δday
4/15/24
⇓ Δwk
12/25/23
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
7,965.530
7,697.510
268.020
3.48
4.83
L
3i Group
3,018.000
8/12/24
0.23
2,851.000
2,421.000
430.000
17.76
35.50
L
Abrdn
152.950
8/12/24
2.51
141.050
182.600
-41.550
-22.75
-19.70
Admiral Group
2,698.000
8/12/24
0.86
2,711.000
2,685.000
26.000
0.97
11.73
L
Airtel Africa
110.000
8/12/24
-0.63
104.900
129.500
-24.600
-19.00
-7.33
L
Anglo American
2,232.500
8/12/24
0.29
2,169.000
1,931.800
237.200
12.28
3.61
Antofagasta
1,879.500
8/12/24
1.79
2,275.000
1,701.500
573.500
33.71
47.95
Ashtead
5,152.000
8/12/24
-0.43
5,700.000
5,374.000
326.000
6.07
10.84
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,408.000
2,366.000
42.000
1.78
13.57
L
AstraZeneca
12,780.000
8/12/24
0.63
11,024.000
10,436.000
588.000
5.63
2.68
L
Auto Trader
797.800
8/12/24
0.81
693.200
722.200
-29.000
-4.02
5.03
Aviva
484.200
8/12/24
0.35
462.500
431.100
31.400
7.28
11.55
S
B&M
444.600
8/12/24
-2.22
510.600
569.600
-59.000
-10.36
-5.40
BAE Systems
1,303.500
8/12/24
2.04
1,337.500
1,090.000
247.500
22.71
26.23
Barclays
220.100
8/12/24
0.85
183.140
151.780
31.360
20.66
20.02
L
Barratt Developments
524.600
8/12/24
0.15
458.300
565.800
-107.500
-19.00
-2.40
Beazley
732.000
8/12/24
1.24
673.500
528.500
145.000
27.44
18.73
Berkeley
5,070.000
8/12/24
1.00
4,566.000
4,774.000
-208.000
-4.36
5.37
BP
439.600
8/12/24
1.35
527.300
467.200
60.100
12.86
8.70
L
BAT
2,801.000
8/12/24
2,287.000
2,290.000
-3.000
-0.13
-8.86
L
British Land
395.000
8/12/24
-0.40
379.800
406.000
-26.200
-6.45
9.33
L
BT Group
141.500
8/12/24
8.43
105.000
127.300
-22.300
-17.52
-13.52
S
Bunzl
3,202.000
8/12/24
0.50
2,994.000
3,201.000
-207.000
-6.47
-0.56
S
Burberry Group
671.000
8/12/24
-2.02
1,165.500
1,420.500
-255.000
-17.95
-31.62
Centrica
127.300
8/12/24
3.29
130.500
141.900
-11.400
-8.03
-3.47
instrument
freshest
⇓ Δday
4/15/24
⇓ Δwk
12/25/23
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,410.000
2,289.000
121.000
5.29
4.22
Compass Group
2,354.000
8/12/24
0.90
2,174.000
2,120.000
54.000
2.55
3.06
ConvaTec
231.600
8/12/24
-0.17
284.000
245.200
38.800
15.82
25.51
CRH (L)
6,416.000
8/12/24
-1.35
6,554.000
5,326.000
1,228.000
23.06
37.10
S
Croda
3,829.000
8/12/24
-0.05
4,769.000
5,054.000
-285.000
-5.64
-6.78
DCC
5,135.000
8/12/24
-0.29
5,585.000
5,682.000
-97.000
-1.71
13.23
S
Diageo
2,451.500
8/12/24
1.03
2,770.000
2,841.500
-71.500
-2.52
-10.74
DS Smith
444.000
8/12/24
1.19
409.600
311.700
97.900
31.41
35.45
Endeavour Mining
1,567.000
8/12/24
1.89
1,712.000
1,786.000
-74.000
-4.14
2.36
S
Entain
580.400
8/12/24
3.98
817.200
980.000
-162.800
-16.61
-20.77
L
Experian
3,524.000
8/12/24
1.18
3,314.000
3,185.000
129.000
4.05
12.21
F&C Investment Trust
1,026.000
8/12/24
991.000
957.000
34.000
3.55
9.19
S
Flutter
14,685.000
8/12/24
-1.28
14,985.000
14,065.000
920.000
6.54
1.79
L
Frasers
838.500
8/12/24
-0.42
794.500
922.500
-128.000
-13.88
-0.08
Fresnillo
540.000
8/12/24
0.93
598.000
585.400
12.600
2.15
6.10
Glencore
410.250
8/12/24
1.27
481.650
466.350
15.300
3.28
9.82
GSK
1,572.000
8/12/24
0.42
1,643.500
1,449.600
193.900
13.38
11.54
Haleon
373.200
8/12/24
-1.01
323.700
321.500
2.200
0.68
-1.48
L
Halma
2,527.000
8/12/24
0.04
2,239.000
2,290.000
-51.000
-2.23
2.98
L
Hargreaves Lansdown
1,102.000
8/12/24
741.000
715.000
26.000
3.64
-3.28
Hiscox
1,189.000
8/12/24
1.89
1,192.000
1,048.000
144.000
13.74
11.48
L
HSBC
643.900
8/12/24
0.22
651.100
627.800
23.300
3.71
6.34
L
Imperial Brands
2,134.000
8/12/24
0.38
1,730.000
1,819.000
-89.000
-4.89
-3.61
Informa
807.800
8/12/24
1.03
807.600
773.800
33.800
4.37
8.15
InterContinental Hot
7,228.000
8/12/24
-0.61
7,876.000
7,106.000
770.000
10.84
25.78
instrument
freshest
⇓ Δday
4/15/24
⇓ Δwk
12/25/23
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
160.600
157.750
2.850
1.81
3.76
Intertek
4,680.000
8/12/24
0.60
4,860.000
4,188.000
672.000
16.05
14.60
J Sainsbury
269.600
8/12/24
0.67
260.400
299.600
-39.200
-13.08
-3.78
L
JD Sports Fashion
120.350
8/12/24
-4.07
119.600
165.000
-45.400
-27.52
-13.54
Johnson Matthey
1,577.000
8/12/24
0.06
1,797.000
1,690.000
107.000
6.33
6.97
Kingfisher
271.400
8/12/24
0.18
248.700
246.800
1.900
0.77
7.94
Land Securities
615.500
8/12/24
-0.73
632.000
719.000
-87.000
-12.10
1.51
S
Legal & General
225.600
8/12/24
0.53
249.600
250.100
-0.500
-0.20
7.03
L
Lloyds Bank
56.800
8/12/24
-0.28
51.160
48.045
3.115
6.48
14.41
L
LSE Group
9,938.000
8/12/24
1.12
9,270.000
9,284.000
-14.000
-0.15
7.68
S
M&G
203.900
8/12/24
1.09
201.600
223.700
-22.100
-9.88
-2.05
Melrose
486.700
8/12/24
0.19
648.800
566.600
82.200
14.51
24.12
Mondi
1,423.000
8/12/24
-0.42
1,403.500
1,528.000
-124.500
-8.15
4.63
S
National Grid
978.400
8/12/24
-0.04
1,025.000
1,061.000
-36.000
-3.39
-0.71
L
NatWest
334.600
8/12/24
0.48
276.800
216.700
60.100
27.73
19.14
Next
9,542.000
8/12/24
0.23
8,950.000
8,210.000
740.000
9.01
20.68
Ocado
376.700
8/12/24
0.72
363.900
725.000
-361.100
-49.81
-33.67
Pearson
1,034.500
8/12/24
-0.72
1,004.500
963.600
40.900
4.24
11.47
Pershing Square
3,534.000
8/12/24
-0.79
4,004.000
3,530.000
474.000
13.43
27.00
L
Persimmon
1,577.500
8/12/24
0.03
1,298.500
1,388.500
-90.000
-6.48
7.90
Phoenix
538.000
8/12/24
0.47
508.500
522.400
-13.900
-2.66
-1.70
Prudential
635.400
8/12/24
0.41
709.600
862.000
-152.400
-17.68
-23.25
Reckitt Benckiser
4,180.000
8/12/24
4,182.000
5,442.000
-1,260.000
-23.15
-25.90
RELX
3,531.000
8/12/24
0.57
3,354.000
3,075.000
279.000
9.07
17.46
L
Rentokil Initial
469.000
8/12/24
1.01
449.100
433.300
15.800
3.65
-12.47
instrument
freshest
⇓ Δday
4/15/24
⇓ Δwk
12/25/23
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
524.200
571.600
-47.400
-8.29
-4.18
Rio Tinto
4,942.000
8/12/24
0.56
5,410.000
5,839.000
-429.000
-7.35
4.91
Rolls-Royce
486.700
8/12/24
0.35
406.800
302.400
104.400
34.52
87.78
S
RS Group
754.000
8/12/24
-0.40
708.500
825.800
-117.300
-14.20
-7.27
S
Sage Group
1,005.500
8/12/24
1.03
1,178.000
1,179.500
-1.500
-0.13
17.17
L
Schroders
337.200
8/12/24
-0.12
375.000
438.100
-63.100
-14.40
-10.06
Scottish Mortgage
824.600
8/12/24
-0.17
866.200
786.000
80.200
10.20
22.10
L
Segro
884.600
8/12/24
-0.96
857.200
885.400
-28.200
-3.19
8.42
S
Severn Trent
2,514.000
8/12/24
-0.63
2,380.000
2,619.000
-239.000
-9.13
-7.51
Shell
2,799.000
8/12/24
0.83
2,889.500
2,566.500
323.000
12.59
16.25
Smith and Nephew
1,156.000
8/12/24
-0.86
958.600
1,074.000
-115.400
-10.74
-12.28
L
Smiths Group
1,743.000
8/12/24
0.52
1,639.000
1,766.500
-127.500
-7.22
-0.38
Smurfit Kappa
3,058.000
8/12/24
0.07
3,512.000
3,186.000
326.000
10.23
17.77
S
Spirax-Sarco
7,715.000
8/12/24
0.72
9,535.000
10,365.000
-830.000
-8.01
-4.72
L
SSE
1,878.000
8/12/24
0.86
1,650.000
1,852.000
-202.000
-10.91
-3.66
L
St. James´s Place
691.000
8/12/24
-1.22
415.200
681.000
-265.800
-39.03
-44.28
Standard Chartered
722.000
8/12/24
0.92
664.800
652.000
12.800
1.96
-0.07
L
Taylor Wimpey
158.000
8/12/24
0.54
134.150
145.200
-11.050
-7.61
8.84
L
Tesco
333.500
8/12/24
0.91
286.300
286.700
-0.400
-0.14
4.72
L
Unilever Plc
4,714.000
8/12/24
-0.34
3,770.000
3,787.000
-17.000
-0.45
-5.45
S
Unite
934.000
8/12/24
-1.11
941.000
1,055.000
-114.000
-10.81
-0.26
S
United Utilities
988.800
8/12/24
-0.12
1,006.500
1,070.500
-64.000
-5.98
-1.54
L
Vodafone
74.440
8/12/24
0.87
67.140
69.160
-2.020
-2.92
-8.86
Weir Group
1,904.000
8/12/24
0.79
2,046.000
1,864.500
181.500
9.73
11.52
S
Whitbread
2,814.000
8/12/24
-1.44
3,176.000
3,634.000
-458.000
-12.60
-5.97
instrument
freshest
⇓ Δday
4/15/24
⇓ Δwk
12/25/23
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
764.400
751.400
13.000
1.73
-1.42
FTSE - 100 out of 100 instruments rated - 4/15/24 / 12/25/23 - 48 did rise, Market-Ratio(16) = 48.00 %
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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