Assessment - FTSE 100 Index - 12/25/06 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
12/25/06
⇓ Δwk
9/04/06
prc diff
⇓ Δ16
∅-RS
L
FTSE
8,139.830
Fri
0.75
6,220.800
5,879.300
341.500
5.81
5.20
Admiral Group
2,699.000
Fri
0.26
1,093.000
677.000
416.000
61.45
65.82
Segro
854.800
Fri
1.35
1,503.890
1,261.780
242.110
19.19
52.90
S
Whitbread
3,043.000
Fri
0.50
1,677.000
1,249.000
428.000
34.27
41.57
Berkeley
4,702.000
Fri
1.07
1,722.000
1,280.000
442.000
34.53
39.12
L
Burberry Group
1,152.000
Fri
0.66
649.000
485.000
164.000
33.81
36.33
InterContinental Hot
8,034.000
Fri
0.40
1,252.000
927.000
325.000
35.06
35.39
L
British Land
392.800
Fri
1.13
1,698.000
1,392.000
306.000
21.98
31.53
BT Group
105.000
Fri
0.29
311.500
247.750
63.750
25.73
31.16
SSE
1,655.000
Fri
0.27
1,557.000
1,226.000
331.000
27.00
30.86
DCC
5,475.000
Fri
0.46
2,540.000
1,970.000
570.000
28.93
30.16
S
St. James´s Place
435.400
Fri
3.42
430.750
341.500
89.250
26.13
29.76
S
Unite
932.000
Fri
1.64
545.000
425.000
120.000
28.24
28.71
LSE Group
8,934.000
Fri
0.49
1,213.150
1,105.380
107.770
9.75
25.78
Informa
800.800
Fri
0.81
583.000
451.750
131.250
29.05
25.61
L
Beazley
638.000
Fri
-3.11
136.000
102.750
33.250
32.36
24.38
L
DS Smith
340.000
Fri
137.087
109.704
27.383
24.96
23.31
S
Barratt Developments
454.900
Fri
1.36
806.563
658.038
148.525
22.57
22.24
S
Centrica
133.700
Fri
1.75
359.750
302.500
57.250
18.93
22.16
L
Croda
4,703.000
Fri
1.16
585.000
498.000
87.000
17.47
21.61
Land Securities
654.000
Fri
2.19
2,281.000
1,920.000
361.000
18.80
21.54
Halma
2,219.000
Fri
1.88
232.750
192.000
40.750
21.22
21.28
National Grid
1,048.500
Fri
0.14
657.290
571.306
85.984
15.05
20.77
L
Weir Group
2,010.000
Fri
2.19
536.500
459.250
77.250
16.82
19.69
J Sainsbury
261.400
Fri
1.87
413.250
360.750
52.500
14.55
19.48
⇓ instrument
freshest
⇓ Δday
12/25/06
⇓ Δwk
9/04/06
prc diff
⇓ Δ16
∅-RS
L
Hiscox
1,209.000
Fri
0.50
398.825
345.744
53.081
15.35
19.00
Severn Trent
2,458.000
Fri
0.66
1,469.000
1,331.000
138.000
10.37
18.90
L
Compass Group
2,229.000
Fri
-0.13
291.750
256.250
35.500
13.85
17.84
Tesco
288.900
Fri
-0.31
519.020
481.330
37.690
7.83
17.74
L
Legal & General
234.400
Fri
0.69
157.500
137.000
20.500
14.96
17.45
CRH (L)
6,302.000
Fri
1.71
2,669.410
2,380.270
289.140
12.15
17.09
L
Vodafone
69.080
Fri
0.12
143.000
114.000
29.000
25.44
16.46
Persimmon
1,318.000
Fri
2.77
1,511.000
1,275.000
236.000
18.51
16.24
S
Prudential
723.800
Fri
1.37
705.000
600.000
105.000
17.50
15.82
Imperial Brands
1,811.500
Fri
-0.88
2,023.000
1,814.000
209.000
11.52
15.64
L
Antofagasta
2,255.000
Fri
1.26
502.000
486.250
15.750
3.24
15.41
Taylor Wimpey
134.300
Fri
2.17
318.238
269.658
48.580
18.02
14.26
United Utilities
1,038.500
Fri
0.83
781.500
689.500
92.000
13.34
13.81
S
Reckitt Benckiser
4,423.000
Fri
1.54
2,351.000
2,205.000
146.000
6.62
13.80
Flutter
14,935.000
Fri
0.40
1,555.000
1,434.000
121.000
8.44
13.48
L
Barclays
204.350
Fri
0.17
678.952
621.218
57.734
9.29
12.68
L
Intertek
4,948.000
Fri
837.000
752.500
84.500
11.23
12.29
L
Anglo American
2,643.000
Fri
3.24
2,477.000
2,403.000
74.000
3.08
11.82
Melrose
640.400
Fri
2.43
91.236
83.415
7.821
9.38
11.71
S
Smith and Nephew
981.000
Fri
1.72
535.750
473.500
62.250
13.15
11.51
L
Unilever Plc
4,133.000
Fri
1.25
1,426.000
1,279.000
147.000
11.49
11.42
S
RS Group
732.500
Fri
3.46
293.750
245.500
48.250
19.65
11.04
L
NatWest
307.400
Fri
6.07
5,716.380
5,178.500
537.880
10.39
10.85
Sage Group
1,173.000
Fri
1.08
273.000
245.750
27.250
11.09
10.77
JD Sports Fashion
120.150
Fri
3.31
3.150
3.050
0.100
3.28
10.61
⇓ instrument
freshest
⇓ Δday
12/25/06
⇓ Δwk
9/04/06
prc diff
⇓ Δ16
∅-RS
L
Diageo
2,776.000
Fri
0.62
1,005.500
948.500
57.000
6.01
10.14
L
Aviva
463.800
Fri
1.16
828.500
745.000
83.500
11.21
8.73
S
Spirax-Sarco
8,980.000
Fri
1.47
1,074.230
1,001.000
73.230
7.32
8.51
BAE Systems
1,340.000
Fri
1.52
424.000
377.750
46.250
12.24
7.91
L
Lloyds Bank
52.300
Fri
2.15
572.500
533.500
39.000
7.31
7.43
S
Schroders
353.400
Fri
1.79
186.660
160.310
26.350
16.44
7.37
L
Standard Chartered
681.400
Fri
-0.21
1,437.410
1,299.640
137.770
10.60
7.27
L
3i Group
2,879.000
Fri
1.27
614.929
600.918
14.011
2.33
7.12
F&C Investment Trust
992.000
Fri
2.48
282.000
261.000
21.000
8.05
6.97
Scottish Mortgage
834.400
Fri
1.43
104.900
97.650
7.250
7.42
6.45
Smiths Group
1,625.000
Fri
1.37
987.500
874.500
113.000
12.92
6.38
L
WPP Group
812.400
Fri
2.01
692.000
656.000
36.000
5.49
5.79
Pearson
987.000
Fri
-0.46
780.500
755.000
25.500
3.38
5.35
L
Next
9,120.000
Fri
0.18
1,799.000
1,656.000
143.000
8.64
5.31
Rentokil Initial
412.200
Fri
0.41
162.500
153.250
9.250
6.04
4.82
L
BAT
2,326.000
Fri
-0.47
1,445.000
1,445.000
0.000
0.00
4.15
Rolls-Royce
421.100
Fri
3.80
450.000
447.250
2.750
0.61
2.81
RELX
3,329.000
Fri
1.46
561.500
568.000
-6.500
-1.14
2.33
L
Johnson Matthey
1,747.000
Fri
0.29
1,413.000
1,358.000
55.000
4.05
2.13
Ass Brit Foods
2,635.000
Fri
-1.90
831.500
837.500
-6.000
-0.72
1.43
L
Kingfisher
247.000
Fri
-0.04
238.500
241.500
-3.000
-1.24
0.17
L
Shell
2,903.500
Fri
0.09
1,803.000
1,835.000
-32.000
-1.74
-0.32
Bunzl
3,070.000
Fri
1.19
631.500
663.000
-31.500
-4.75
-2.53
Rio Tinto
5,453.000
Fri
1.38
2,237.920
2,292.440
-54.520
-2.38
-2.68
L
HSBC
663.600
Fri
0.26
759.798
788.014
-28.216
-3.58
-3.19
⇓ instrument
freshest
⇓ Δday
12/25/06
⇓ Δwk
9/04/06
prc diff
⇓ Δ16
∅-RS
L
Ashtead
6,104.000
Fri
5.97
154.750
132.000
22.750
17.23
-7.33
GSK
1,653.000
Fri
0.76
1,354.900
1,508.010
-153.110
-10.15
-8.00
L
BP
524.800
Fri
-0.29
574.500
594.500
-20.000
-3.36
-8.03
L
AstraZeneca
11,988.000
Fri
-0.32
2,750.000
3,429.000
-679.000
-19.80
-8.36
Entain
784.200
Fri
-3.09
87.500
314.000
-226.500
-72.13
-61.53
S
Abrdn
146.050
Fri
3.47
300.250
267.000
33.250
12.45
-na-
Airtel Africa
109.800
Fri
1.20
-na-
Auto Trader
695.400
Fri
0.99
-na-
B&M
527.800
Fri
1.85
-na-
L
Coca-Cola HBC
2,570.000
Fri
0.63
-na-
L
ConvaTec
257.800
Fri
-6.46
-na-
L
Endeavour Mining
1,705.000
Fri
1.07
-na-
Experian
3,272.000
Fri
1.46
600.000
-na-
Frasers
796.000
Fri
0.70
-na-
L
Fresnillo
584.000
Fri
0.86
-na-
L
Glencore
469.500
Fri
0.19
-na-
Haleon
334.400
Fri
0.87
-na-
Hargreaves Lansdown
755.000
Fri
2.55
-na-
L
Int Cons Airlines
176.300
Fri
0.09
-na-
S
M&G
199.350
Fri
0.73
-na-
Mondi
1,508.500
Fri
1.07
-na-
S
Ocado
353.100
Fri
-2.54
-na-
Pershing Square
3,930.000
Fri
2.40
-na-
Phoenix
485.000
Fri
0.66
-na-
S
Rightmove
514.600
Fri
1.94
39.550
32.000
7.550
23.59
-na-
⇓ instrument
freshest
⇓ Δday
12/25/06
⇓ Δwk
9/04/06
prc diff
⇓ Δ16
∅-RS
L
Smurfit Kappa
3,428.000
Fri
0.76
-na-
FTSE - 81 out of 100 instruments rated - 12/25/06 / 9/04/06 - 69 did rise, Market-Ratio(16) = 85.19 %
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
4/26/24
137
Rolls-Royce
100
17,326
2.969
4.211
1.242
42
72,962
154
accum 6/19/06
4/26/24 6523
days out of 6691 invested (97%)
630
72,962
12
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 4/26/24 137 2.97 4.21 1.24 41.83 41.83
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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