Thu, 20th Aug 2026, 20:01UTC
Assessment - FTSE 100 Index in Renminbi yuán - 1/07/24 - RS = mixed
⇐
⇓ instrument
freshest
⇓ Δday
1/07/24
Δwk
1/01/24
prc diff
⇓ Δ26
⇓ ∅-RS
FTSE
75,587.291
12/08/24
0.52
75,186.902
0.53
69,884.462
5,302.439
7.59
7.61
Ocado
3,468.071
12/08/24
0.72
2,652.379
30.75
6,853.580
-4,201.200
-61.30
-44.01
L
St. James´s Place
6,361.660
12/08/24
-1.22
5,054.343
25.87
6,177.620
-1,123.277
-18.18
-12.03
Smith and Nephew
10,642.661
12/08/24
-0.86
8,981.817
18.49
9,746.289
-764.472
-7.84
-5.64
L
Persimmon
14,523.181
12/08/24
0.03
12,631.255
14.98
12,552.244
79.011
0.63
13.52
Haleon
3,435.849
12/08/24
-1.01
2,989.336
14.94
2,906.717
82.619
2.84
0.61
L
BAT
25,787.278
12/08/24
22,565.019
14.28
20,744.188
1,820.831
8.78
1.31
CRH (L)
59,068.610
12/08/24
-1.35
53,121.241
11.20
48,889.591
4,231.650
8.66
11.48
S
National Grid
9,007.595
12/08/24
-0.04
8,151.395
10.50
9,561.033
-1,409.638
-14.74
-11.32
L
Taylor Wimpey
1,454.620
12/08/24
0.54
1,323.888
9.87
1,328.875
-4.987
-0.38
14.45
L
Barratt Developments
4,829.706
12/08/24
0.15
4,398.844
9.79
5,084.156
-685.312
-13.48
2.89
S
RS Group
6,941.666
12/08/24
-0.40
6,324.834
9.75
7,406.638
-1,081.803
-14.61
-6.67
Berkeley
46,676.723
12/08/24
1.00
42,533.818
9.74
42,364.954
168.864
0.40
4.48
L
Tesco
3,070.352
12/08/24
0.91
2,829.143
8.53
2,625.217
203.926
7.77
11.38
L
Unilever Plc
43,399.225
12/08/24
-0.34
40,002.043
8.49
34,340.193
5,661.850
16.49
10.57
Compass Group
21,671.993
12/08/24
0.90
20,005.625
8.33
19,393.172
612.453
3.16
3.65
Kingfisher
2,498.632
12/08/24
0.18
2,314.503
7.96
2,198.676
115.827
5.27
9.72
Rolls-Royce
4,480.781
12/08/24
0.35
4,168.682
7.49
2,708.357
1,460.326
53.92
73.49
S
Bunzl
29,479.066
12/08/24
0.50
27,545.711
7.02
28,827.689
-1,281.978
-4.45
1.33
L
LSE Group
91,493.742
12/08/24
1.12
85,656.850
6.81
83,808.146
1,848.704
2.21
7.51
Beazley
6,739.124
12/08/24
1.24
6,320.231
6.63
4,717.258
1,602.973
33.98
20.05
L
NatWest
3,080.480
12/08/24
0.48
2,900.033
6.22
1,982.694
917.339
46.27
34.30
L
Vodafone
685.328
12/08/24
0.87
646.661
5.98
619.569
27.092
4.37
-0.54
DS Smith
4,087.666
12/08/24
1.19
3,859.346
5.92
2,777.037
1,082.308
38.97
36.63
L
Imperial Brands
19,646.573
12/08/24
0.38
18,670.689
5.23
16,325.147
2,345.542
14.37
13.81
⇓ instrument
freshest
⇓ Δday
1/07/24
Δwk
1/01/24
prc diff
⇓ Δ26
⇓ ∅-RS
Pearson
9,524.077
12/08/24
-0.72
9,055.468
5.17
8,713.372
342.096
3.93
7.14
S
Severn Trent
23,145.026
12/08/24
-0.63
22,040.251
5.01
23,306.147
-1,265.896
-5.43
-3.36
S
Unite
8,598.828
12/08/24
-1.11
8,189.141
5.00
9,434.516
-1,245.375
-13.20
-4.76
Hiscox
10,946.474
12/08/24
1.89
10,440.119
4.85
9,524.885
915.234
9.61
7.16
Admiral Group
24,839.013
12/08/24
0.86
23,697.413
4.82
24,255.021
-557.608
-2.30
3.83
Next
87,847.986
12/08/24
0.23
83,962.862
4.63
73,361.497
10,601.365
14.45
17.12
J Sainsbury
2,482.060
12/08/24
0.67
2,373.424
4.58
2,734.564
-361.140
-13.21
-3.05
L
SSE
17,289.721
12/08/24
0.86
16,562.411
4.39
16,772.473
-210.062
-1.25
7.63
L
AstraZeneca
117,658.485
12/08/24
0.63
113,276.212
3.87
95,791.066
17,485.147
18.25
15.78
Barclays
2,026.341
12/08/24
0.85
1,962.816
3.24
1,389.693
573.123
41.24
35.04
GSK
14,472.546
12/08/24
0.42
14,049.049
3.01
13,105.302
943.747
7.20
1.65
BAE Systems
12,000.613
12/08/24
2.04
11,710.610
2.48
10,035.470
1,675.140
16.69
14.43
L
Abrdn
1,408.127
12/08/24
2.51
1,374.524
2.44
1,614.441
-239.917
-14.86
-8.38
L
Smiths Group
16,046.850
12/08/24
0.52
15,678.591
2.35
15,936.561
-257.969
-1.62
4.55
F&C Investment Trust
9,445.822
12/08/24
9,243.280
2.19
8,693.491
549.789
6.32
9.59
L
Lloyds Bank
522.927
12/08/24
-0.28
512.063
2.12
431.150
80.913
18.77
22.86
L
Rentokil Initial
4,317.827
12/08/24
1.01
4,238.652
1.87
3,983.462
255.189
6.41
-2.08
Aviva
4,457.765
12/08/24
0.35
4,382.272
1.72
3,928.337
453.935
11.56
13.11
Int Cons Airlines
1,532.414
12/08/24
-0.06
1,508.938
1.56
1,400.718
108.219
7.73
5.10
L
3i Group
27,785.079
12/08/24
0.23
27,490.472
1.07
21,878.318
5,612.154
25.65
32.26
Phoenix
4,953.072
12/08/24
0.47
4,902.437
1.03
4,836.545
65.892
1.36
6.75
Rightmove
4,945.707
12/08/24
0.04
4,897.834
0.98
5,201.636
-303.802
-5.84
-1.00
L
JD Sports Fashion
1,107.997
12/08/24
-4.07
1,098.790
0.84
1,499.672
-400.882
-26.73
-8.15
S
B&M
4,093.190
12/08/24
-2.22
4,069.253
0.59
5,062.467
-993.215
-19.62
-17.79
L
Coca-Cola HBC
24,931.078
12/08/24
0.89
24,783.775
0.59
20,830.038
3,953.736
18.98
16.08
⇓ instrument
freshest
⇓ Δday
1/07/24
Δwk
1/01/24
prc diff
⇓ Δ26
⇓ ∅-RS
S
Flutter
135,196.780
12/08/24
-1.28
134,874.554
0.24
125,974.288
8,900.265
7.07
1.45
S
United Utilities
9,103.342
12/08/24
-0.12
9,084.929
0.20
9,574.588
-489.659
-5.11
-1.92
L
BT Group
1,302.713
12/08/24
8.43
1,300.872
0.14
1,116.960
183.912
16.47
22.75
L
Auto Trader
7,344.909
12/08/24
0.81
7,335.703
0.13
6,519.215
816.488
12.52
18.53
Johnson Matthey
14,518.578
12/08/24
0.06
14,500.165
0.13
15,340.126
-839.961
-5.48
-4.00
S
M&G
1,877.196
12/08/24
1.09
1,882.720
-0.29
2,009.805
-127.085
-6.32
0.37
L
Segro
8,144.029
12/08/24
-0.96
8,202.951
-0.72
8,010.302
192.649
2.41
12.00
Intertek
43,086.206
12/08/24
0.60
43,583.354
-1.14
38,370.648
5,212.706
13.59
10.00
S
Diageo
22,569.622
12/08/24
1.03
22,832.006
-1.15
25,809.366
-2,977.360
-11.54
-15.07
Ashtead
47,431.652
12/08/24
-0.43
48,039.278
-1.26
49,359.510
-1,320.232
-2.67
-0.14
RELX
32,507.990
12/08/24
0.57
32,931.487
-1.29
28,104.737
4,826.749
17.17
19.94
Standard Chartered
6,647.060
12/08/24
0.92
6,740.966
-1.39
6,023.993
716.973
11.90
8.68
S
Legal & General
2,076.976
12/08/24
0.53
2,107.357
-1.44
2,269.164
-161.806
-7.13
-1.28
S
Croda
35,251.513
12/08/24
-0.05
35,895.965
-1.80
45,636.310
-9,740.345
-21.34
-18.24
ConvaTec
2,132.215
12/08/24
-0.17
2,176.406
-2.03
2,206.809
-30.404
-1.38
2.14
Shell
25,768.865
12/08/24
0.83
26,307.443
-2.05
23,238.370
3,069.073
13.21
12.62
L
Hargreaves Lansdown
10,145.513
12/08/24
10,375.674
-2.22
6,633.079
3,742.594
56.42
46.43
Land Securities
5,666.573
12/08/24
-0.73
5,800.066
-2.30
6,369.202
-569.136
-8.94
1.78
Ass Brit Foods
22,417.716
12/08/24
-0.90
22,979.310
-2.44
21,390.326
1,588.984
7.43
12.71
Reckitt Benckiser
38,482.979
12/08/24
39,486.482
-2.54
48,979.960
-9,493.478
-19.38
-17.38
L
British Land
3,636.549
12/08/24
-0.40
3,758.075
-3.23
3,611.142
146.932
4.07
16.91
L
Experian
32,443.545
12/08/24
1.18
33,585.145
-3.40
28,936.131
4,649.014
16.07
20.36
Fresnillo
4,971.485
12/08/24
0.93
5,178.630
-4.00
5,371.529
-192.899
-3.59
3.95
WPP Group
6,354.295
12/08/24
1.68
6,621.282
-4.03
6,804.780
-183.499
-2.70
-4.16
Weir Group
17,529.089
12/08/24
0.79
18,284.018
-4.13
17,048.099
1,235.919
7.25
6.93
⇓ instrument
freshest
⇓ Δday
1/07/24
Δwk
1/01/24
prc diff
⇓ Δ26
⇓ ∅-RS
L
Frasers
7,719.612
12/08/24
-0.42
8,060.251
-4.23
8,228.091
-167.840
-2.04
8.90
Informa
7,436.974
12/08/24
1.03
7,781.295
-4.42
7,059.621
721.674
10.22
11.25
S
Whitbread
25,906.962
12/08/24
-1.44
27,214.279
-4.80
33,038.881
-5,824.602
-17.63
-10.00
Rio Tinto
45,498.297
12/08/24
0.56
48,186.581
-5.58
52,793.529
-4,606.948
-8.73
1.32
S
Sage Group
9,257.090
12/08/24
1.03
9,883.129
-6.33
10,595.757
-712.628
-6.73
1.90
L
Halma
23,264.710
12/08/24
0.04
24,912.665
-6.61
20,640.264
4,272.401
20.70
26.72
Mondi
13,100.784
12/08/24
-0.42
14,053.652
-6.78
13,894.223
159.429
1.15
11.34
L
HSBC
5,928.036
12/08/24
0.22
6,360.739
-6.80
5,742.946
617.794
10.76
11.40
Centrica
1,171.982
12/08/24
3.29
1,258.983
-6.91
1,271.039
-12.056
-0.95
-0.75
L
Airtel Africa
1,012.710
12/08/24
-0.63
1,088.203
-6.94
1,176.603
-88.401
-7.51
6.14
Scottish Mortgage
7,591.642
12/08/24
-0.17
8,160.601
-6.97
7,301.810
858.791
11.76
19.91
L
Schroders
3,104.416
12/08/24
-0.12
3,345.625
-7.21
3,884.960
-539.335
-13.88
-7.99
S
Entain
5,343.426
12/08/24
3.98
5,796.384
-7.81
8,984.479
-3,188.095
-35.48
-30.81
DCC
47,275.142
12/08/24
-0.29
51,325.982
-7.89
52,215.168
-889.186
-1.70
10.95
BP
4,047.157
12/08/24
1.35
4,405.288
-8.13
4,212.548
192.741
4.58
-0.34
L
Anglo American
20,553.409
12/08/24
0.29
22,394.700
-8.22
17,808.101
4,586.598
25.76
17.35
S
Spirax-Sarco
71,027.794
12/08/24
0.72
77,794.538
-8.70
94,932.561
-17,138.023
-18.05
-10.93
Endeavour Mining
14,426.514
12/08/24
1.89
15,853.514
-9.00
15,877.821
-24.307
-0.15
7.65
Prudential
5,849.781
12/08/24
0.41
6,575.250
-11.03
8,017.531
-1,442.282
-17.99
-15.20
Antofagasta
17,303.531
12/08/24
1.79
19,453.238
-11.05
15,177.462
4,275.776
28.17
29.68
Glencore
3,776.948
12/08/24
1.27
4,250.620
-11.14
4,266.317
-15.697
-0.37
5.51
InterContinental Hot
66,544.251
12/08/24
-0.61
75,400.860
-11.75
64,071.571
11,329.288
17.68
23.21
Melrose
4,480.781
12/08/24
0.19
5,096.693
-12.08
5,127.533
-30.840
-0.60
1.46
Smurfit Kappa
28,153.337
12/08/24
0.07
32,609.261
-13.66
28,195.106
4,414.155
15.66
15.69
Pershing Square
32,535.609
12/08/24
-0.79
38,482.979
-15.45
32,388.225
6,094.754
18.82
24.65
⇓ instrument
freshest
⇓ Δday
1/07/24
Δwk
1/01/24
prc diff
⇓ Δ26
⇓ ∅-RS
S
Burberry Group
6,177.531
12/08/24
-2.02
7,941.487
-22.21
12,796.240
-4,854.753
-37.94
-40.41
FTSE - 100 out of 100 instruments rated - 1/07/24 / 1/01/24 - 55 did rise, Market-Ratio(26) in CNY = 55.00 %
Stock Exchange Currency: GBP £ Pound sterling
Drawing of market charts for mixed techniques is really a worry to me.
Transactions FTSE 100 Index in Renminbi yuán * Mixed Straddles L16 - 81/75 (2) - S15 - 16/45 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
2/01/06
11/09/06
252
- cash -
long
11/09/06
5/03/07
175
Admiral Group
50
44
111.553
151.133
39.580
35
11,742
88
LSE Group
50
31
163.318
174.088
10.771
7
12,075
14
5/03/07
16/04/07
42
- cash -
16/04/07
23/04/07
7
easyJet
50
49
121.955
123.308
1.353
1
12,142
78
Micro Focus
50
127
47.762
51.056
3.294
7
12,560
3,139
23/04/07
21/01/08
273
- cash -
short
21/01/08
5/05/08
105
Barratt Developments
100
338
37.149
24.169
57.099
19.950
54
19,303
346
5/05/08
21/07/08
77
- cash -
21/07/08
26/01/09
189
Taylor Wimpey
100
3,847
5.018
0.986
25.546
20.528
409
98,276
2,218
26/01/09
29/06/09
154
- cash -
long
29/06/09
6/07/09
7
Fresnillo
50
815
60.250
53.422
-6.828
-11
92,711
-100
Taylor Wimpey
50
13,095
3.755
3.738
-0.017
0
92,490
-21
6/07/09
20/07/09
14
- cash -
20/07/09
11/01/10
175
Fresnillo
50
723
63.939
93.275
29.336
46
113,700
120
Taylor Wimpey
50
11,055
4.185
4.678
0.493
12
119,155
26
11/01/10
22/03/10
70
- cash -
22/03/10
3/05/10
42
Burberry Group
50
818
72.769
69.054
-3.715
-5
116,116
-37
Mondi
50
1,232
48.376
45.156
-3.220
-7
112,150
-45
3/05/10
13/09/10
133
- cash -
13/09/10
4/10/10
21
Burberry Group
50
592
94.634
108.562
13.928
15
120,395
988
Croda
50
379
147.982
159.457
11.474
8
124,744
266
4/10/10
18/10/10
14
- cash -
18/10/10
22/11/10
35
Fresnillo
50
455
137.080
148.938
11.859
9
130,140
138
Croda
50
392
158.741
154.879
-3.862
-2
128,626
-23
22/11/10
13/12/10
21
- cash -
13/12/10
10/01/11
28
Fresnillo
50
383
167.678
156.704
-10.974
-7
124,423
-59
Ashtead
50
3,829
16.820
17.144
0.323
2
125,661
28
10/01/11
8/08/11
210
- cash -
short
8/08/11
21/11/11
105
Lloyds Bank
100
36,252
3.466
2.353
5.107
1.640
47
185,125
285
21/11/11
16/01/12
56
- cash -
long
16/01/12
30/01/12
14
Randgold Res
50
132
697.587
716.561
18.974
3
187,630
101
Ashtead
50
4,352
21.377
22.550
1.173
5
192,734
303
30/01/12
20/02/12
21
- cash -
20/02/12
23/04/12
63
Ashtead
50
3,928
24.531
24.821
0.290
1
193,873
7
Barratt Developments
50
7,434
12.964
12.685
-0.278
-2
191,804
-12
23/04/12
27/08/12
126
- cash -
27/08/12
29/10/12
63
Ashtead
50
3,506
27.349
36.262
8.913
33
223,054
413
Barratt Developments
50
6,396
14.996
19.173
4.177
28
249,772
315
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
29/10/12
21/01/13
84
- cash -
21/01/13
10/06/13
140
easyJet
50
1,462
85.372
117.665
32.293
38
296,985
131
Ashtead
50
2,789
44.802
60.176
15.375
34
339,866
116
10/06/13
14/10/13
126
- cash -
14/10/13
28/10/13
14
ITV
50
9,419
18.040
18.850
0.809
4
347,487
214
Smurfit Kappa
50
1,023
166.062
169.048
2.985
2
350,541
59
28/10/13
9/02/15
469
- cash -
9/02/15
16/03/15
35
Int Cons Airlines
50
3,436
51.008
53.875
2.867
6
360,392
77
Hikma
50
790
221.811
210.205
-11.605
-5
351,224
-43
16/03/15
23/03/15
7
- cash -
23/03/15
18/05/15
56
Int Cons Airlines
50
3,192
55.013
55.219
0.206
0
351,880
2
Smurfit Kappa
50
727
241.519
268.469
26.950
11
371,473
99
18/05/15
24/08/15
98
- cash -
short
24/08/15
19/10/15
56
Glencore
100
26,662
13.932
10.813
17.952
4.020
29
478,651
422
19/10/15
8/02/16
112
- cash -
8/02/16
29/02/16
21
Standard Chartered
100
11,814
40.514
39.256
41.811
1.298
3
493,983
73
29/02/16
30/05/16
91
- cash -
long
30/05/16
13/06/16
14
Randgold Res
50
446
552.937
629.071
76.134
14
527,939
2,788
Fresnillo
50
2,478
99.801
115.833
16.031
16
567,665
4,761
13/06/16
17/10/16
126
- cash -
17/10/16
24/10/16
7
Anglo American
50
3,414
83.114
87.464
4.351
5
582,518
1,330
Glencore
50
15,044
18.872
19.504
0.632
3
592,027
457
24/10/16
13/03/17
140
- cash -
13/03/17
10/04/17
28
Antofagasta
50
4,468
66.244
72.975
6.731
10
622,101
253
Glencore
50
11,133
26.591
27.293
0.702
3
629,920
40
10/04/17
4/06/18
420
- cash -
4/06/18
18/06/18
14
Sky
50
2,736
115.110
114.065
-1.045
-1
627,060
-21
Evraz
50
7,263
43.367
45.899
2.532
6
645,450
339
18/06/18
15/10/18
119
- cash -
short
15/10/18
28/01/19
105
Royal Mail
100
20,781
31.059
26.706
36.123
5.063
16
750,672
69
28/01/19
1/04/19
63
- cash -
long
1/04/19
13/05/19
42
Micro Focus
50
2,129
176.254
155.644
-20.610
-12
706,793
-66
Ocado
50
3,125
120.101
117.584
-2.517
-2
698,927
-17
13/05/19
9/03/20
301
- cash -
short
9/03/20
22/06/20
105
Micro Focus
100
12,943
53.997
42.149
69.177
15.180
28
895,398
137
22/06/20
6/07/20
14
- cash -
long
6/07/20
27/07/20
21
Scottish Mortgage
50
5,688
78.703
78.969
0.266
0
896,911
6
Ocado
50
2,515
178.003
186.843
8.840
5
919,143
132
27/07/20
11/01/21
168
- cash -
11/01/21
18/01/21
7
Antofagasta
50
3,382
135.864
134.187
-1.677
-1
913,472
-48
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
Scottish Mortgage
50
4,220
108.919
107.702
-1.217
-1
908,337
-44
18/01/21
12/04/21
84
- cash -
12/04/21
3/05/21
21
Evraz
50
8,479
53.561
57.830
4.269
8
944,534
279
Entain
50
3,208
141.552
152.272
10.720
8
978,925
256
3/05/21
16/01/23
623
- cash -
16/01/23
6/03/23
49
Prudential
50
4,498
108.800
105.404
-3.397
-3
963,646
-21
Antofagasta
50
3,427
142.824
136.687
-6.137
-4
942,616
-28
6/03/23
20/08/26
1263
- cash -
accum 11/09/06
6/03/23 1764
days out of 7535 invested (23%)
9,326
942,616
156
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Taylor Wimpey short 21/07/08 26/01/09 189 5.02 0.99 25.55 20.53 409.13 100 409.13
long 29/06/09 6/07/09 7 3.76 3.74 -0.02 -0.45 50 -0.23
long 20/07/09 11/01/10 175 4.18 4.68 0.49 11.79 5.90 437.94
Barratt Developments short 21/01/08 5/05/08 105 37.15 24.17 57.10 19.95 53.70 100 53.70
long 20/02/12 23/04/12 63 12.96 12.69 -0.28 -2.15 50 -1.07
long 27/08/12 29/10/12 63 15.00 19.17 4.18 27.86 13.93 73.23
Lloyds Bank short 8/08/11 21/11/11 105 3.47 2.35 5.11 1.64 47.32 100 47.32 47.32
Ashtead long 13/12/10 10/01/11 28 16.82 17.14 0.32 1.92 50 0.96
long 16/01/12 30/01/12 14 21.38 22.55 1.17 5.49 2.74
long 20/02/12 23/04/12 63 24.53 24.82 0.29 1.18 0.59
long 27/08/12 29/10/12 63 27.35 36.26 8.91 32.59 16.30
long 21/01/13 10/06/13 140 44.80 60.18 15.37 34.32 17.16 42.17
Glencore short 24/08/15 19/10/15 56 13.93 10.81 17.95 4.02 28.85 100 28.85
long 17/10/16 24/10/16 7 18.87 19.50 0.63 3.35 50 1.67
long 13/03/17 10/04/17 28 26.59 27.29 0.70 2.64 1.32 32.74
Fresnillo long 29/06/09 6/07/09 7 60.25 53.42 -6.83 -11.33 -5.67
long 20/07/09 11/01/10 175 63.94 93.28 29.34 45.88 22.94
long 18/10/10 22/11/10 35 137.08 148.94 11.86 8.65 4.33
long 13/12/10 10/01/11 28 167.68 156.70 -10.97 -6.54 -3.27
long 30/05/16 13/06/16 14 99.80 115.83 16.03 16.06 8.03 26.43
Micro Focus long 16/04/07 23/04/07 7 47.76 51.06 3.29 6.90 3.45
long 1/04/19 13/05/19 42 176.25 155.64 -20.61 -11.69 -5.85
short 9/03/20 22/06/20 105 54.00 42.15 69.18 15.18 28.11 100 28.11 24.78
easyJet long 16/04/07 23/04/07 7 121.96 123.31 1.35 1.11 50 0.55
long 21/01/13 10/06/13 140 85.37 117.67 32.29 37.83 18.91 19.57
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Admiral Group long 11/09/06 5/03/07 175 111.55 151.13 39.58 35.48 17.74 17.74
Royal Mail short 15/10/18 28/01/19 105 31.06 26.71 36.12 5.06 16.30 100 16.30 16.30
Randgold Res long 16/01/12 30/01/12 14 697.59 716.56 18.97 2.72 50 1.36
long 30/05/16 13/06/16 14 552.94 629.07 76.13 13.77 6.88 8.34
Evraz long 4/06/18 18/06/18 14 43.37 45.90 2.53 5.84 2.92
long 12/04/21 3/05/21 21 53.56 57.83 4.27 7.97 3.99 7.02
Smurfit Kappa long 14/10/13 28/10/13 14 166.06 169.05 2.99 1.80 0.90
long 23/03/15 18/05/15 56 241.52 268.47 26.95 11.16 5.58 6.53
Burberry Group long 22/03/10 3/05/10 42 72.77 69.05 -3.72 -5.11 -2.55
long 13/09/10 4/10/10 21 94.63 108.56 13.93 14.72 7.36 4.62
Entain long 12/04/21 3/05/21 21 141.55 152.27 10.72 7.57 3.79 3.79
LSE Group long 11/09/06 5/03/07 175 163.32 174.09 10.77 6.59 3.30 3.30
Standard Chartered short 8/02/16 29/02/16 21 40.51 39.26 41.81 1.30 3.20 100 3.20 3.20
Int Cons Airlines long 9/02/15 16/03/15 35 51.01 53.87 2.87 5.62 50 2.81
long 23/03/15 18/05/15 56 55.01 55.22 0.21 0.37 0.19 3.00
Anglo American long 17/10/16 24/10/16 7 83.11 87.46 4.35 5.23 2.62 2.62
Croda long 13/09/10 4/10/10 21 147.98 159.46 11.47 7.75 3.88
long 18/10/10 22/11/10 35 158.74 154.88 -3.86 -2.43 -1.22 2.61
ITV long 14/10/13 28/10/13 14 18.04 18.85 0.81 4.49 2.24 2.24
Antofagasta long 13/03/17 10/04/17 28 66.24 72.98 6.73 10.16 5.08
long 11/01/21 18/01/21 7 135.86 134.19 -1.68 -1.23 -0.62
long 16/01/23 6/03/23 49 142.82 136.69 -6.14 -4.30 -2.15 2.19
Ocado long 1/04/19 13/05/19 42 120.10 117.58 -2.52 -2.10 -1.05
long 6/07/20 27/07/20 21 178.00 186.84 8.84 4.97 2.48 1.41
Scottish Mortgage long 6/07/20 27/07/20 21 78.70 78.97 0.27 0.34 0.17
long 11/01/21 18/01/21 7 108.92 107.70 -1.22 -1.12 -0.56 -0.39
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Sky long 4/06/18 18/06/18 14 115.11 114.06 -1.05 -0.91 -0.45 -0.45
Prudential long 16/01/23 6/03/23 49 108.80 105.40 -3.40 -3.12 -1.56 -1.56
Hikma long 9/02/15 16/03/15 35 221.81 210.21 -11.61 -5.23 -2.62 -2.62
Mondi long 22/03/10 3/05/10 42 48.38 45.16 -3.22 -6.66 -3.33 -3.33
Annotations
20/04/23 Melrose reverse split 3:1 (one for three)
26/09/22 Schroders split 1:5 (five for one) + 3 bonus shares for 17 (is equivalent to a 17:20 split)
18/07/22 GlaxoSmithKline demergers OTC business -> Haleon
30/11/21 JD Sports stock split 1:5 (five for one)
28/05/21 FTSE Royal Mail returns for RSA Insurance (acquired by Tryg and Intact)
12/02/21 Tesco Stock split 19:15 (fifteen for nineteen) after 50.93 special dividend for proceeds from the sale of the Asia
business
31/08/18 Rightmove stock split 1:10 (ten for one)
2/07/18 FTSE Ocado replaces Old Mutual (spin off Quilter)
21/05/18 FTSE Melrose and Royal Mail replace GKN (acquired by Melrose) and Hammerson
19/01/18 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
14/08/17 Standard Life merger with Aberdeen Asset Management completed
20/03/17 FTSE Rentokil Initial and Scottish Mortgage replace Capita and Dixons Carphone
14/02/17 FTSE machine learning processed for all techniques
19/12/16 FTSE ConvaTec and Smurfit Kappa replace Polymetal and Travis Perkins
4/10/16 SAB Miller acquired by AB InBev - deletion
19/09/16 FTSE Polymetal replaces Berkeley
5/09/16 FTSE Micro Focus ersetzt Arm Holdings (acquisition by Softbank)
11/07/16 FTSE Informa, Mediclinic, Paddy Power Betfair and Wm Morrison
replace Aberdeen Asset, Inmarsat, Rexam and Sports Direct
18/02/16 FTSE index changes applied:
Berkeley, DCC, Provident Financial, Rexam and Worldpay replace
G4S, Meggit, Morrison, BG and Weir
DCC recording started
26/08/15 FTSE complete analysis
22/06/15 FTSE Inmarsat replaces Aggreko
21/04/15 FTSE Merlin replaces Friends Life (acquiried by Aviva)
FTSE Hikma replaces Tullow
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