Thu, May 9th, 2024, 20:54UTC
Assessment - FTSE 100 Index - 3/13/17 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
3/13/17
⇓ Δwk
11/21/16
prc diff
⇓ Δ16
∅-RS
L
FTSE
8,381.350
15:35
0.33
7,367.080
6,777.960
589.120
8.69
10.06
Melrose
595.600
15:37
-1.62
689.250
516.750
172.500
33.38
96.55
L
Glencore
463.550
16:50
0.62
314.900
268.150
46.750
17.43
60.20
L
RS Group
822.500
15:35
1.79
486.100
439.400
46.700
10.63
47.77
L
Antofagasta
2,230.000
15:49
1.46
784.500
681.500
103.000
15.11
44.37
L
Ashtead
5,872.000
15:49
1.45
1,698.000
1,420.000
278.000
19.58
44.31
L
Anglo American
2,736.000
16:15
3.09
1,186.500
1,122.500
64.000
5.70
39.92
L
Burberry Group
1,161.000
15:35
0.91
1,817.000
1,415.000
402.000
28.41
34.81
L
JD Sports Fashion
120.200
15:49
2.91
73.680
61.440
12.240
19.92
32.74
L
Rio Tinto
5,584.000
16:15
1.01
3,293.790
2,982.780
311.010
10.43
31.26
L
Barclays
213.250
15:35
0.76
230.510
211.500
19.010
8.99
29.20
L
Int Cons Airlines
182.800
16:15
-0.65
566.460
443.300
123.160
27.78
25.64
L
Mondi
1,586.000
15:35
1.08
1,893.150
1,588.000
305.150
19.22
25.08
L
HSBC
690.900
15:35
-4.15
672.820
633.620
39.200
6.19
24.97
L
Weir Group
2,114.000
15:35
0.86
1,859.000
1,760.000
99.000
5.62
24.15
InterContinental Hot
7,792.000
16:10
-1.22
3,863.070
3,217.000
646.070
20.08
23.91
L
Aviva
488.600
15:35
0.78
543.500
449.400
94.100
20.94
23.17
L
3i Group
2,820.000
15:56
-5.18
729.140
647.500
81.640
12.61
23.15
L
Standard Chartered
754.800
15:35
0.45
742.900
635.000
107.900
16.99
22.59
Smiths Group
1,702.000
15:39
0.89
1,574.000
1,370.000
204.000
14.89
22.42
L
Coca-Cola HBC
2,730.000
16:15
0.66
1,962.000
1,687.000
275.000
16.30
21.97
Taylor Wimpey
143.200
15:49
1.70
194.100
150.300
43.800
29.14
20.41
CRH (L)
6,444.000
15:49
1.03
2,861.000
2,711.000
150.000
5.53
20.39
L
Scottish Mortgage
894.000
15:37
0.11
357.500
317.000
40.500
12.78
20.12
L
Unilever Plc
4,266.000
16:15
0.87
4,001.220
3,108.760
892.460
28.71
19.30
⇓ instrument
freshest
⇓ Δday
3/13/17
⇓ Δwk
11/21/16
prc diff
⇓ Δ16
∅-RS
L
F&C Investment Trust
1,032.000
15:35
0.39
582.500
517.000
65.500
12.67
19.23
L
Smurfit Kappa
3,766.000
15:35
0.05
2,216.000
1,776.000
440.000
24.77
19.18
L
Prudential
787.800
16:56
1.39
1,668.780
1,512.110
156.670
10.36
18.84
Rentokil Initial
420.600
15:35
0.60
243.200
215.100
28.100
13.06
18.75
L
BAE Systems
1,392.000
15:38
0.76
635.000
597.500
37.500
6.28
17.89
S
Spirax-Sarco
9,085.000
16:15
-0.76
4,684.000
4,221.000
463.000
10.97
17.12
L
NatWest
317.800
15:46
0.25
241.300
203.600
37.700
18.52
16.72
Beazley
666.500
15:35
0.68
439.200
380.000
59.200
15.58
16.60
St. James´s Place
470.000
15:35
1.16
1,093.000
932.500
160.500
17.21
16.51
Persimmon
1,406.500
16:10
2,118.000
1,748.000
370.000
21.17
16.49
S
Schroders
368.000
15:35
0.55
533.290
479.060
54.230
11.32
15.38
Entain
782.000
15:35
0.36
719.000
647.000
72.000
11.13
15.36
S
B&M
535.000
16:10
-0.45
309.200
253.000
56.200
22.21
15.00
L
Intertek
5,055.000
15:35
-0.39
3,879.910
3,244.000
635.910
19.60
14.61
Experian
3,398.000
16:10
-0.09
1,638.000
1,449.000
189.000
13.04
14.00
L
Croda
4,877.000
15:35
0.29
3,639.000
3,198.000
441.000
13.79
13.20
L
Lloyds Bank
53.940
16:15
68.650
58.960
9.690
16.43
12.49
Legal & General
248.900
15:35
0.36
249.270
229.900
19.370
8.43
12.14
L
BAT
2,401.000
16:15
-0.21
5,115.000
4,343.450
771.550
17.76
12.05
RELX
3,451.000
15:35
0.52
1,539.000
1,357.000
182.000
13.41
11.88
Diageo
2,837.000
15:49
1.03
2,278.750
2,008.700
270.050
13.44
10.75
Barratt Developments
491.200
16:15
0.33
536.000
479.600
56.400
11.76
10.44
L
DS Smith
360.000
15:46
-0.55
445.400
386.700
58.700
15.18
10.38
Abrdn
153.650
15:35
-0.26
371.500
342.800
28.700
8.37
10.21
LSE Group
9,162.000
15:52
-0.20
3,056.000
2,830.000
226.000
7.99
9.69
⇓ instrument
freshest
⇓ Δday
3/13/17
⇓ Δwk
11/21/16
prc diff
⇓ Δ16
∅-RS
L
Phoenix
516.000
15:35
1.47
718.056
656.457
61.599
9.38
9.65
L
Shell
2,908.500
16:15
0.59
2,120.500
2,013.500
107.000
5.31
9.51
Rolls-Royce
433.900
16:15
1.21
762.000
657.000
105.000
15.98
9.24
Compass Group
2,282.000
16:56
-0.09
1,513.000
1,391.000
122.000
8.77
9.01
L
BP
504.100
16:56
0.72
464.000
453.290
10.710
2.36
8.98
DCC
5,785.000
16:15
0.17
7,005.000
6,225.000
780.000
12.53
8.71
L
AstraZeneca
12,332.000
16:56
0.55
4,804.980
4,314.530
490.450
11.37
8.71
L
GSK
1,780.500
15:35
0.39
1,689.840
1,526.650
163.190
10.69
8.14
Berkeley
5,165.000
15:35
2,975.790
2,512.000
463.790
18.46
7.94
J Sainsbury
274.200
15:35
1.11
269.000
236.200
32.800
13.89
7.46
Hiscox
1,166.000
15:35
-0.34
1,084.000
1,071.000
13.000
1.21
6.81
Bunzl
3,174.000
15:35
0.51
2,301.000
2,007.000
294.000
14.65
6.61
L
Fresnillo
580.000
15:35
1.31
1,436.000
1,330.000
106.000
7.97
6.16
Tesco
310.200
16:15
0.78
241.930
270.180
-28.250
-10.46
4.90
Segro
888.800
16:29
-0.54
457.100
407.900
49.200
12.06
4.81
L
Hargreaves Lansdown
835.600
15:35
2.20
1,321.000
1,215.000
106.000
8.72
3.94
Unite
978.500
15:47
-0.15
632.000
550.000
82.000
14.91
3.82
S
Reckitt Benckiser
4,596.000
15:46
1.08
7,288.420
6,884.780
403.640
5.86
3.63
L
United Utilities
1,102.000
15:49
1.47
978.000
893.000
85.000
9.52
3.41
S
Smith and Nephew
1,001.500
15:35
-0.60
1,235.000
1,096.000
139.000
12.68
3.22
Severn Trent
2,606.000
15:49
1.24
2,339.000
2,218.000
121.000
5.46
2.28
Imperial Brands
1,866.500
15:56
-0.29
3,860.240
3,462.610
397.630
11.48
1.86
Halma
2,304.000
15:35
-1.03
983.500
1,005.000
-21.500
-2.14
1.28
S
Rightmove
572.800
16:00
2.14
400.100
385.100
15.000
3.90
0.97
S
Whitbread
3,063.000
15:36
1.19
3,882.000
3,511.000
371.000
10.57
0.95
⇓ instrument
freshest
⇓ Δday
3/13/17
⇓ Δwk
11/21/16
prc diff
⇓ Δ16
∅-RS
Flutter
16,045.000
16:15
-0.09
8,850.000
8,610.000
240.000
2.79
0.56
L
WPP Group
831.200
15:35
-0.48
1,711.000
1,696.000
15.000
0.88
-0.30
S
Centrica
136.050
16:15
1.49
220.900
195.200
25.700
13.17
-0.67
Auto Trader
748.200
15:35
0.65
381.800
392.400
-10.600
-2.70
-0.91
SSE
1,799.500
15:36
0.53
1,510.000
1,437.000
73.000
5.08
-0.92
Sage Group
1,206.000
15:35
0.71
650.500
686.500
-36.000
-5.24
-1.02
Land Securities
681.000
15:35
-0.29
1,044.090
980.000
64.090
6.54
-1.05
Admiral Group
2,748.000
15:35
-0.90
1,901.000
1,894.000
7.000
0.37
-1.28
L
National Grid
1,112.500
16:10
1.00
980.190
930.580
49.610
5.33
-2.48
S
Ocado
353.800
15:35
2.28
258.200
263.800
-5.600
-2.12
-3.39
Frasers
835.500
15:35
1.52
298.100
315.600
-17.500
-5.54
-4.19
L
Kingfisher
257.900
15:35
0.51
336.800
369.700
-32.900
-8.90
-4.55
L
British Land
415.200
15:35
-0.81
611.000
595.000
16.000
2.69
-4.71
L
Ass Brit Foods
2,686.000
16:10
-0.56
2,633.000
2,575.000
58.000
2.25
-4.75
L
Johnson Matthey
1,866.000
15:35
-0.21
2,934.120
3,215.000
-280.880
-8.74
-4.82
Informa
852.200
16:15
0.21
644.220
641.000
3.220
0.50
-5.66
L
Vodafone
68.080
15:52
0.80
203.600
202.230
1.370
0.68
-6.10
BT Group
106.000
17:09
1.24
331.290
361.140
-29.850
-8.27
-14.27
Pearson
1,000.000
15:35
-1.48
672.000
785.000
-113.000
-14.39
-15.73
L
Next
9,204.000
15:35
0.17
3,970.000
5,010.000
-1,040.000
-20.76
-18.31
Airtel Africa
117.700
15:35
1.55
-na-
ConvaTec
261.800
15:35
0.23
255.500
235.000
20.500
8.72
-na-
L
Endeavour Mining
1,706.000
15:35
0.59
-na-
L
Haleon
328.000
15:47
-0.06
-na-
S
M&G
206.400
15:40
0.88
-na-
⇓ instrument
freshest
⇓ Δday
3/13/17
⇓ Δwk
11/21/16
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,174.000
15:35
-0.19
-na-
FTSE - 95 out of 100 instruments rated - 3/13/17 / 11/21/16 - 84 did rise, Market-Ratio(16) = 88.42 %
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
5/09/24
150
Rolls-Royce
100
17,326
2.969
4.339
1.370
46
75,179
152
accum 6/19/06
5/09/24 6534
days out of 6702 invested (97%)
652
75,179
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 5/09/24 150 2.97 4.34 1.37 46.14 46.14
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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