Assessment - FTSE 100 Index - 9/30/13 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
9/30/13
⇓ Δwk
6/10/13
prc diff
⇓ Δ16
∅-RS
FTSE
8,210.250
8/12
0.52
6,462.200
6,400.500
61.700
0.96
3.03
Ocado
376.700
8/12
0.72
396.000
312.000
84.000
26.92
212.11
L
Frasers
838.500
8/12
-0.42
707.500
529.000
178.500
33.74
52.40
Smurfit Kappa
3,058.000
8/12
0.07
1,670.000
1,175.000
495.000
42.13
50.52
Int Cons Airlines
166.450
8/12
-0.06
338.300
267.100
71.200
26.66
49.13
L
Lloyds Bank
56.800
8/12
-0.28
73.580
61.560
12.020
19.53
37.06
L
JD Sports Fashion
120.350
8/12
-4.07
10.540
9.180
1.360
14.81
31.44
Mondi
1,423.000
8/12
-0.42
1,043.000
810.500
232.500
28.69
30.61
Rightmove
537.200
8/12
0.04
236.900
206.100
30.800
14.94
30.20
L
Schroders
337.200
8/12
-0.12
437.920
382.160
55.760
14.59
28.76
S
Entain
580.400
8/12
3.98
339.000
280.000
59.000
21.07
27.03
L
3i Group
3,018.000
8/12
0.23
363.800
344.900
18.900
5.48
27.02
DS Smith
444.000
8/12
1.19
288.000
235.000
53.000
22.55
25.89
L
Taylor Wimpey
158.000
8/12
0.54
100.400
96.300
4.100
4.26
25.54
L
St. James´s Place
691.000
8/12
-1.22
615.000
561.500
53.500
9.53
25.50
L
BT Group
141.500
8/12
8.43
342.400
308.000
34.400
11.17
25.48
WPP Group
690.200
8/12
1.68
1,270.000
1,110.000
160.000
14.41
24.85
S
Unite
934.000
8/12
-1.11
394.900
366.100
28.800
7.87
24.78
Kingfisher
271.400
8/12
0.18
385.900
352.900
33.000
9.35
24.13
L
LSE Group
9,938.000
8/12
1.12
1,415.800
1,278.550
137.250
10.73
23.26
L
Barratt Developments
524.600
8/12
0.15
308.600
320.900
-12.300
-3.83
23.07
Phoenix
538.000
8/12
0.47
569.773
502.471
67.302
13.39
23.03
BAE Systems
1,303.500
8/12
2.04
454.400
404.200
50.200
12.42
22.69
Next
9,542.000
8/12
0.23
5,160.000
4,666.000
494.000
10.59
22.46
S
Burberry Group
671.000
8/12
-2.02
1,634.000
1,427.000
207.000
14.51
21.10
⇓ instrument
freshest
⇓ Δday
9/30/13
⇓ Δwk
6/10/13
prc diff
⇓ Δ16
∅-RS
Ashtead
5,152.000
8/12
-0.43
615.500
627.000
-11.500
-1.83
20.41
S
Legal & General
225.600
8/12
0.53
196.200
176.200
20.000
11.35
20.29
L
Vodafone
74.440
8/12
0.87
216.000
191.750
24.250
12.65
19.86
Melrose
486.700
8/12
0.19
215.874
185.415
30.459
16.43
19.09
L
Segro
884.600
8/12
-0.96
310.000
278.000
32.000
11.51
18.22
S
Spirax-Sarco
7,715.000
8/12
0.72
3,126.670
2,914.070
212.600
7.30
17.78
RELX
3,531.000
8/12
0.57
833.000
743.000
90.000
12.11
16.90
L
Rentokil Initial
469.000
8/12
1.01
109.000
88.550
20.450
23.09
16.76
L
NatWest
334.600
8/12
0.48
359.900
334.000
25.900
7.75
16.53
L
Halma
2,527.000
8/12
0.04
566.500
508.500
58.000
11.41
16.12
L
Hargreaves Lansdown
1,102.000
8/12
979.500
928.000
51.500
5.55
16.04
Scottish Mortgage
824.600
8/12
-0.17
186.100
166.000
20.100
12.11
15.77
Hiscox
1,189.000
8/12
1.89
828.013
682.457
145.556
21.33
14.69
Prudential
635.400
8/12
0.41
1,151.000
1,096.000
55.000
5.02
14.50
Aviva
484.200
8/12
0.35
396.800
336.500
60.300
17.92
14.24
L
Smiths Group
1,743.000
8/12
0.52
1,399.000
1,305.000
94.000
7.20
13.88
Johnson Matthey
1,577.000
8/12
0.06
2,808.000
2,709.000
99.000
3.65
13.52
Weir Group
1,904.000
8/12
0.79
2,330.000
2,267.000
63.000
2.78
12.40
CRH (L)
6,416.000
8/12
-1.35
1,478.000
1,348.000
130.000
9.64
12.31
L
Persimmon
1,577.500
8/12
0.03
1,086.000
1,223.000
-137.000
-11.20
12.18
S
Whitbread
2,814.000
8/12
-1.44
2,964.000
2,925.000
39.000
1.33
11.20
S
Bunzl
3,202.000
8/12
0.50
1,338.000
1,270.000
68.000
5.35
11.11
Informa
807.800
8/12
1.03
525.000
503.000
22.000
4.37
10.57
Ass Brit Foods
2,435.000
8/12
-0.90
1,876.000
1,833.000
43.000
2.35
10.54
Berkeley
5,070.000
8/12
1.00
2,072.000
2,167.000
-95.000
-4.38
9.45
⇓ instrument
freshest
⇓ Δday
9/30/13
⇓ Δwk
6/10/13
prc diff
⇓ Δ16
∅-RS
Rolls-Royce
486.700
8/12
0.35
1,112.000
1,181.000
-69.000
-5.84
8.39
J Sainsbury
269.600
8/12
0.67
391.500
363.700
27.800
7.64
8.05
S
Croda
3,829.000
8/12
-0.05
2,655.000
2,459.000
196.000
7.97
7.34
Land Securities
615.500
8/12
-0.73
919.000
920.000
-1.000
-0.11
7.29
Compass Group
2,354.000
8/12
0.90
850.000
855.500
-5.500
-0.64
6.82
Smith and Nephew
1,156.000
8/12
-0.86
771.000
745.000
26.000
3.49
6.54
Intertek
4,680.000
8/12
0.60
3,305.000
3,111.000
194.000
6.24
5.51
L
Experian
3,524.000
8/12
1.18
1,177.000
1,200.000
-23.000
-1.92
4.99
Reckitt Benckiser
4,180.000
8/12
4,520.000
4,576.000
-56.000
-1.22
4.89
F&C Investment Trust
1,026.000
8/12
363.000
359.000
4.000
1.11
4.89
S
Severn Trent
2,514.000
8/12
-0.63
1,763.000
1,946.000
-183.000
-9.40
4.35
Beazley
732.000
8/12
1.24
209.700
222.500
-12.800
-5.75
4.00
Pearson
1,034.500
8/12
-0.72
1,257.000
1,193.000
64.000
5.36
3.63
Centrica
127.300
8/12
3.29
369.700
367.800
1.900
0.52
3.50
L
AstraZeneca
12,780.000
8/12
0.63
3,215.500
3,308.000
-92.500
-2.80
3.26
DCC
5,135.000
8/12
-0.29
2,527.000
2,590.000
-63.000
-2.43
3.21
Barclays
220.100
8/12
0.85
265.500
285.113
-19.613
-6.88
2.33
S
Diageo
2,451.500
8/12
1.03
1,965.000
1,948.000
17.000
0.87
2.15
GSK
1,572.000
8/12
0.42
1,568.960
1,681.780
-112.820
-6.71
2.10
L
Tesco
333.500
8/12
0.91
454.730
443.330
11.400
2.57
1.80
L
British Land
395.000
8/12
-0.40
577.500
589.500
-12.000
-2.04
1.36
Glencore
410.250
8/12
1.27
336.700
314.300
22.400
7.13
1.20
L
Abrdn
152.950
8/12
2.51
345.400
373.100
-27.700
-7.42
0.21
S
RS Group
754.000
8/12
-0.40
208.500
208.500
0.000
0.00
0.00
Admiral Group
2,698.000
8/12
0.86
1,233.000
1,308.000
-75.000
-5.73
-0.22
⇓ instrument
freshest
⇓ Δday
9/30/13
⇓ Δwk
6/10/13
prc diff
⇓ Δ16
∅-RS
S
Sage Group
1,005.500
8/12
1.03
329.800
346.600
-16.800
-4.85
-0.44
InterContinental Hot
7,228.000
8/12
-0.61
1,802.000
1,821.000
-19.000
-1.04
-0.83
S
National Grid
978.400
8/12
-0.04
730.500
743.500
-13.000
-1.75
-0.91
L
SSE
1,878.000
8/12
0.86
1,474.000
1,514.000
-40.000
-2.64
-1.15
L
Imperial Brands
2,134.000
8/12
0.38
2,287.000
2,355.000
-68.000
-2.89
-1.65
L
HSBC
643.900
8/12
0.22
669.400
700.200
-30.800
-4.40
-1.75
S
United Utilities
988.800
8/12
-0.12
691.000
734.500
-43.500
-5.92
-2.44
Rio Tinto
4,942.000
8/12
0.56
3,023.000
2,740.000
283.000
10.33
-2.59
L
BAT
2,801.000
8/12
3,276.500
3,520.000
-243.500
-6.92
-3.03
BP
439.600
8/12
1.35
433.100
461.850
-28.750
-6.22
-3.51
L
Unilever Plc
4,714.000
8/12
-0.34
2,440.000
2,675.000
-235.000
-8.79
-4.65
Shell
2,799.000
8/12
0.83
2,040.000
2,117.000
-77.000
-3.64
-4.68
Standard Chartered
722.000
8/12
0.92
1,481.000
1,480.000
1.000
0.07
-4.85
S
Flutter
14,685.000
8/12
-1.28
5,900.000
6,640.000
-740.000
-11.14
-4.97
L
Anglo American
2,232.500
8/12
0.29
1,518.000
1,421.500
96.500
6.79
-8.48
Antofagasta
1,879.500
8/12
1.79
818.500
911.000
-92.500
-10.15
-20.94
Fresnillo
540.000
8/12
0.93
973.000
1,118.000
-145.000
-12.97
-27.86
L
Airtel Africa
110.000
8/12
-0.63
-na-
L
Auto Trader
797.800
8/12
0.81
-na-
S
B&M
444.600
8/12
-2.22
-na-
L
Coca-Cola HBC
2,708.000
8/12
0.89
1,850.000
1,710.000
140.000
8.19
-na-
ConvaTec
231.600
8/12
-0.17
-na-
Endeavour Mining
1,567.000
8/12
1.89
-na-
Haleon
373.200
8/12
-1.01
-na-
S
M&G
203.900
8/12
1.09
-na-
⇓ instrument
freshest
⇓ Δday
9/30/13
⇓ Δwk
6/10/13
prc diff
⇓ Δ16
∅-RS
Pershing Square
3,534.000
8/12
-0.79
-na-
FTSE - 92 out of 100 instruments rated - 9/30/13 / 6/10/13 - 59 did rise, Market-Ratio(16) = 64.13 %
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 6732
days out of 6900 invested (98%)
743
84,327
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 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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