Assessment - FTSE 100 Index in Dollar - 10/08/12 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
10/08/12
⇓ Δwk
6/18/12
prc diff
⇓ Δ16
∅-RS
FTSE
13,251.453
8/12/24
0.52
9,377.902
8,662.819
715.083
8.25
4.96
S
Entain
936.773
8/12/24
3.98
389.784
234.101
155.684
66.50
70.78
Ashtead
8,315.397
8/12/24
-0.43
561.677
366.391
195.286
53.30
56.26
L
Barratt Developments
846.711
8/12/24
0.15
291.168
214.461
76.707
35.77
54.04
L
Frasers
1,353.350
8/12/24
-0.42
627.690
458.774
168.916
36.82
48.21
Smurfit Kappa
4,935.653
8/12/24
0.07
1,307.351
809.139
498.211
61.57
45.70
S
Unite
1,507.488
8/12/24
-1.11
431.264
294.197
137.068
46.59
42.72
L
Hargreaves Lansdown
1,778.643
8/12/24
1,084.617
761.377
323.240
42.45
38.61
S
Whitbread
4,541.834
8/12/24
-1.44
3,875.246
2,905.046
970.200
33.40
35.49
L
Persimmon
2,546.106
8/12/24
0.03
1,212.931
926.975
285.956
30.85
33.25
L
Taylor Wimpey
255.014
8/12/24
0.54
91.918
72.760
19.158
26.33
31.67
DS Smith
716.622
8/12/24
1.19
310.536
220.432
90.105
40.88
28.41
L
Abrdn
246.863
8/12/24
2.51
454.345
344.552
109.793
31.87
28.29
S
Flutter
23,701.786
8/12/24
-1.28
9,441.978
8,190.376
1,251.602
15.28
27.94
Beazley
1,181.458
8/12/24
1.24
280.031
215.247
64.785
30.10
25.37
Fresnillo
871.567
8/12/24
0.93
3,160.238
2,447.843
712.395
29.10
25.10
Mondi
2,296.741
8/12/24
-0.42
1,035.390
841.348
194.042
23.06
25.00
InterContinental Hot
11,666.089
8/12/24
-0.61
2,667.964
2,344.148
323.817
13.81
24.32
L
Lloyds Bank
91.676
8/12/24
-0.28
59.783
47.386
12.397
26.16
23.64
Next
15,400.916
8/12/24
0.23
5,715.221
4,898.828
816.393
16.67
23.50
S
Diageo
3,956.754
8/12/24
1.03
2,895.540
2,516.973
378.567
15.04
21.80
Prudential
1,025.544
8/12/24
0.41
1,355.771
1,107.657
248.114
22.40
21.83
Hiscox
1,919.062
8/12/24
1.89
1,112.365
952.990
159.375
16.72
21.11
L
Experian
5,687.783
8/12/24
1.18
1,733.450
1,466.663
266.787
18.19
20.92
S
Bunzl
5,168.071
8/12/24
0.50
1,820.607
1,616.708
203.899
12.61
20.81
⇓ instrument
freshest
⇓ Δday
10/08/12
⇓ Δwk
6/18/12
prc diff
⇓ Δ16
∅-RS
Intertek
7,553.583
8/12/24
0.60
4,436.923
4,077.120
359.803
8.82
20.25
L
Rentokil Initial
756.972
8/12/24
1.01
141.226
109.037
32.189
29.52
20.15
J Sainsbury
435.138
8/12/24
0.67
572.975
452.490
120.485
26.63
19.01
L
Halma
4,078.612
8/12/24
0.04
701.773
598.135
103.638
17.33
17.77
Rightmove
867.048
8/12/24
0.04
262.277
240.385
21.892
9.11
17.53
S
Legal & General
364.121
8/12/24
0.53
216.762
187.595
29.167
15.55
17.15
Barclays
355.244
8/12/24
0.85
331.509
284.534
46.974
16.51
17.17
DCC
8,287.959
8/12/24
-0.29
3,534.689
2,985.175
549.515
18.41
16.79
WPP Group
1,113.992
8/12/24
1.68
1,400.964
1,183.072
217.892
18.42
16.78
S
United Utilities
1,595.936
8/12/24
-0.12
1,171.774
1,038.527
133.247
12.83
16.66
Antofagasta
3,033.538
8/12/24
1.79
2,122.428
1,685.838
436.590
25.90
16.22
RELX
5,699.081
8/12/24
0.57
974.864
756.349
218.515
28.89
16.24
L
3i Group
4,871.092
8/12/24
0.23
351.855
277.621
74.234
26.74
14.57
Rolls-Royce
785.540
8/12/24
0.35
1,418.718
1,318.976
99.742
7.56
13.92
Ass Brit Foods
3,930.123
8/12/24
-0.90
2,135.340
1,930.937
204.403
10.59
13.53
L
HSBC
1,039.263
8/12/24
0.22
961.629
858.945
102.684
11.95
13.32
L
St. James´s Place
1,115.283
8/12/24
-1.22
608.160
507.480
100.681
19.84
13.24
Melrose
785.540
8/12/24
0.19
277.066
238.514
38.553
16.16
12.98
BAE Systems
2,103.866
8/12/24
2.04
526.653
443.691
82.961
18.70
12.81
L
NatWest
540.049
8/12/24
0.48
416.415
369.690
46.725
12.64
12.84
L
Schroders
544.245
8/12/24
-0.12
420.354
335.204
85.150
25.40
12.81
L
Unilever Plc
7,608.459
8/12/24
-0.34
3,755.809
3,278.979
476.831
14.54
12.51
Scottish Mortgage
1,330.915
8/12/24
-0.17
233.386
200.321
33.065
16.51
12.21
L
BT Group
228.383
8/12/24
8.43
366.220
317.214
49.006
15.45
12.03
Smith and Nephew
1,865.799
8/12/24
-0.86
1,092.687
951.328
141.359
14.86
11.96
⇓ instrument
freshest
⇓ Δday
10/08/12
⇓ Δwk
6/18/12
prc diff
⇓ Δ16
∅-RS
Compass Group
3,799.387
8/12/24
0.90
1,115.283
991.392
123.891
12.50
11.89
S
Sage Group
1,622.890
8/12/24
1.03
504.863
392.158
112.706
28.74
11.57
Berkeley
8,183.048
8/12/24
1.00
2,309.653
2,000.067
309.586
15.48
11.51
Land Securities
993.425
8/12/24
-0.73
1,248.439
1,150.078
98.362
8.55
11.07
L
SSE
3,031.117
8/12/24
0.86
2,317.723
2,157.181
160.542
7.44
11.02
S
Croda
6,180.057
8/12/24
-0.05
3,649.284
3,412.526
236.758
6.94
11.03
Centrica
205.464
8/12/24
3.29
538.273
486.426
51.847
10.66
10.72
Johnson Matthey
2,545.299
8/12/24
0.06
3,700.933
3,533.504
167.429
4.74
10.36
S
National Grid
1,579.151
8/12/24
-0.04
1,125.774
1,026.743
99.031
9.65
9.80
S
Spirax-Sarco
12,452.113
8/12/24
0.72
3,695.348
3,350.167
345.181
10.30
9.17
F&C Investment Trust
1,655.978
8/12/24
512.933
457.989
54.945
12.00
8.78
Reckitt Benckiser
6,746.576
8/12/24
5,886.307
5,324.609
561.698
10.55
8.58
L
BAT
4,520.851
8/12/24
5,306.069
4,930.251
375.818
7.62
8.18
L
Smiths Group
2,813.225
8/12/24
0.52
1,712.468
1,567.217
145.252
9.27
8.04
Pearson
1,669.697
8/12/24
-0.72
2,017.517
1,866.520
150.997
8.09
7.86
Informa
1,303.800
8/12/24
1.03
653.191
566.240
86.951
15.36
7.39
S
Severn Trent
4,057.630
8/12/24
-0.63
2,713.156
2,743.218
-30.062
-1.10
6.80
L
JD Sports Fashion
194.247
8/12/24
-4.07
12.315
9.843
2.472
25.11
6.73
L
LSE Group
16,040.065
8/12/24
1.12
1,451.803
1,408.900
42.903
3.05
6.58
Int Cons Airlines
268.653
8/12/24
-0.06
264.053
235.986
28.067
11.89
6.38
Aviva
781.505
8/12/24
0.35
525.684
409.283
116.401
28.44
6.08
L
British Land
637.535
8/12/24
-0.40
832.831
781.173
51.658
6.61
6.01
L
Vodafone
120.147
8/12/24
0.87
291.087
274.793
16.294
5.93
5.19
Weir Group
3,073.081
8/12/24
0.79
2,914.908
2,257.735
657.174
29.11
5.18
GSK
2,537.229
8/12/24
0.42
2,367.290
2,300.454
66.836
2.91
4.13
⇓ instrument
freshest
⇓ Δday
10/08/12
⇓ Δwk
6/18/12
prc diff
⇓ Δ16
∅-RS
Admiral Group
4,354.608
8/12/24
0.86
1,733.450
1,765.966
-32.516
-1.84
3.91
L
Segro
1,427.756
8/12/24
-0.96
368.156
335.754
32.403
9.65
3.37
L
AstraZeneca
20,627.091
8/12/24
0.63
4,684.674
4,215.381
469.293
11.13
2.96
S
RS Group
1,216.966
8/12/24
-0.40
336.522
327.584
8.938
2.73
2.29
Kingfisher
438.043
8/12/24
0.18
436.268
429.394
6.874
1.60
1.83
CRH (L)
10,355.510
8/12/24
-1.35
1,909.378
1,764.395
144.983
8.22
1.17
Shell
4,517.623
8/12/24
0.83
3,505.637
3,330.826
174.811
5.25
1.15
Phoenix
868.339
8/12/24
0.47
604.116
533.949
70.167
13.14
0.57
BP
709.520
8/12/24
1.35
705.324
660.980
44.343
6.71
0.12
Standard Chartered
1,165.318
8/12/24
0.92
2,270.110
2,150.111
119.999
5.58
-0.51
L
Imperial Brands
3,444.305
8/12/24
0.38
3,734.827
3,770.747
-35.920
-0.95
-1.56
L
Tesco
538.273
8/12/24
0.91
648.801
604.498
44.303
7.33
-4.49
Rio Tinto
7,976.454
8/12/24
0.56
4,817.023
4,654.516
162.507
3.49
-4.96
Glencore
662.149
8/12/24
1.27
539.968
515.964
24.004
4.65
-9.87
L
Anglo American
3,603.285
8/12/24
0.29
2,909.259
3,344.181
-434.922
-13.01
-17.43
Ocado
607.999
8/12/24
0.72
105.879
159.785
-53.906
-33.74
-20.37
S
Burberry Group
1,083.003
8/12/24
-2.02
1,641.452
2,114.760
-473.309
-22.38
-21.46
L
Airtel Africa
177.541
8/12/24
-0.63
-na-
L
Auto Trader
1,287.660
8/12/24
0.81
-na-
S
B&M
717.590
8/12/24
-2.22
-na-
L
Coca-Cola HBC
4,370.748
8/12/24
0.89
-na-
ConvaTec
373.805
8/12/24
-0.17
-na-
Endeavour Mining
2,529.159
8/12/24
1.89
-na-
Haleon
602.350
8/12/24
-1.01
-na-
S
M&G
329.097
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
10/08/12
⇓ Δwk
6/18/12
prc diff
⇓ Δ16
∅-RS
Pershing Square
5,703.923
8/12/24
-0.79
-na-
FTSE - 91 out of 100 instruments rated - 10/08/12 / 6/18/12 - 85 did rise, Market-Ratio(16) in USD = 93.41 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index in Dollar * 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
246
40.614
43.441
37.786
-2.827
-7
9,304
-29
long
9/04/06
7/30/07
329
LSE Group
100
441
21.061
24.870
3.809
18
10,984
20
short
7/30/07
2/16/09
567
Taylor Wimpey
100
2,383
4.609
0.191
111.500
106.891
2,319
265,706
678
long
2/16/09
7/05/10
504
Randgold Res
100
5,695
46.654
93.184
46.530
100
530,692
65
short
7/05/10
9/06/10
63
BP
100
104,657
5.071
6.281
3.861
-1.210
-24
404,064
-79
long
9/06/10
8/08/11
336
Croda
100
18,378
21.986
29.057
7.071
32
534,018
35
short
8/08/11
11/28/11
112
Lloyds Bank
100
991,444
0.539
0.366
0.793
0.255
47
786,414
253
long
11/28/11
6/04/12
189
Next
100
19,115
41.141
45.945
4.805
12
878,255
24
short
6/04/12
7/30/12
56
Aviva
100
211,581
4.151
4.708
3.593
-0.558
-13
760,299
-61
long
7/30/12
8/24/15
1120
Ashtead
100
185,200
4.105
13.931
9.825
239
2,579,973
49
short
8/24/15
5/09/16
259
Glencore
100
1,185,870
2.176
1.910
2.478
0.303
14
2,939,062
20
long
5/09/16
10/08/18
882
Fresnillo
100
196,329
14.970
10.191
-4.779
-32
2,000,768
-15
short
10/08/18
2/11/19
126
Fresnillo
100
196,329
10.191
12.524
7.858
-2.333
-23
1,542,717
-53
long
2/11/19
3/09/20
392
Micro Focus
100
71,093
21.700
7.775
-13.925
-64
552,744
-62
short
3/09/20
7/06/20
119
Micro Focus
100
71,093
7.775
5.482
11.026
3.251
42
783,879
192
long
7/06/20
3/07/22
609
Scottish Mortgage
100
69,849
11.222
11.231
0.008
0
784,466
0
short
3/07/22
1/09/23
308
Polymetal
100
346,517
2.264
3.843
0.685
-1.579
-70
237,296
-76
long
1/09/23
8/21/23
224
Antofagasta
100
11,266
21.063
17.738
-3.325
-16
199,839
-24
short
8/21/23
12/11/23
112
Fresnillo
100
30,705
6.508
7.225
5.791
-0.717
-11
177,817
-32
long
12/11/23
8/12/24
245
Rolls-Royce
100
47,744
3.724
6.153
2.428
65
293,758
111
accum 6/19/06
8/12/24 7275
days out of 7443 invested (98%)
2,838
293,758
18
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 4.61 0.19 111.50 106.89 2,319.27 2,319.27
Ashtead long 7/30/12 8/24/15 1120 4.11 13.93 9.83 239.34 239.34
Randgold Res long 2/16/09 7/05/10 504 46.65 93.18 46.53 99.73 99.73
Rolls-Royce long 12/11/23 8/12/24 245 3.72 6.15 2.43 65.20 65.20
Lloyds Bank short 8/08/11 11/28/11 112 0.54 0.37 0.79 0.25 47.26 47.26
Croda long 9/06/10 8/08/11 336 21.99 29.06 7.07 32.16 32.16
LSE Group long 9/04/06 7/30/07 329 21.06 24.87 3.81 18.09 18.09
Glencore short 8/24/15 5/09/16 259 2.18 1.91 2.48 0.30 13.92 13.92
Next long 11/28/11 6/04/12 189 41.14 45.95 4.80 11.68 11.68
Scottish Mortgage long 7/06/20 3/07/22 609 11.22 11.23 0.01 0.07 0.07
Carnival short 6/19/06 9/04/06 77 40.61 43.44 37.79 -2.83 -6.96 -6.96
Aviva short 6/04/12 7/30/12 56 4.15 4.71 3.59 -0.56 -13.43 -13.43
Antofagasta long 1/09/23 8/21/23 224 21.06 17.74 -3.32 -15.78 -15.78
BP short 7/05/10 9/06/10 63 5.07 6.28 3.86 -1.21 -23.86 -23.86
Micro Focus long 2/11/19 3/09/20 392 21.70 7.77 -13.93 -64.17
short 3/09/20 7/06/20 119 7.77 5.48 11.03 3.25 41.82 -49.19
Fresnillo long 5/09/16 10/08/18 882 14.97 10.19 -4.78 -31.92
short 10/08/18 2/11/19 126 10.19 12.52 7.86 -2.33 -22.89
short 8/21/23 12/11/23 112 6.51 7.23 5.79 -0.72 -11.02 -53.29
Polymetal short 3/07/22 1/09/23 308 2.26 3.84 0.68 -1.58 -69.75 -69.75
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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