Thu, May 2nd, 2024, 20:35UTC
Assessment - FTSE 100 Index - 12/04/17 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
12/04/17
⇓ Δwk
8/14/17
prc diff
⇓ Δ16
∅-RS
L
FTSE
8,172.150
15:35
0.63
7,338.970
7,353.890
-14.920
-0.20
0.12
S
Ocado
350.000
16:15
2.01
348.400
292.600
55.800
19.07
27.90
L
Intertek
4,918.000
15:35
0.57
5,220.000
4,735.050
484.950
10.24
25.46
Entain
783.200
15:35
-0.23
906.000
762.000
144.000
18.90
21.31
Halma
2,217.000
15:35
0.50
1,273.000
1,101.000
172.000
15.62
20.53
Rentokil Initial
401.000
15:35
-0.30
315.500
286.180
29.320
10.25
20.07
Berkeley
4,802.000
15:52
2.00
3,855.000
3,626.000
229.000
6.32
18.33
L
Hargreaves Lansdown
808.400
16:13
-0.12
1,610.000
1,356.720
253.280
18.67
17.83
L
DS Smith
355.800
16:22
0.45
539.000
494.800
44.200
8.93
17.48
L
Ashtead
5,636.000
15:52
-0.67
1,954.000
1,577.240
376.760
23.89
17.38
L
Hiscox
1,175.000
15:35
-3.45
1,390.000
1,335.000
55.000
4.12
17.08
Frasers
805.000
15:35
-0.06
378.600
412.600
-34.000
-8.24
16.46
Croda
4,676.000
15:35
1.23
4,277.000
3,757.550
519.450
13.82
16.27
S
B&M
517.000
15:59
-0.46
385.100
374.900
10.200
2.72
15.09
Scottish Mortgage
857.600
16:12
2.85
437.400
424.310
13.090
3.09
13.89
Persimmon
1,305.500
16:11
1.32
2,566.000
2,515.410
50.590
2.01
13.77
RS Group
746.500
15:35
1.01
631.000
624.500
6.500
1.04
13.58
L
Anglo American
2,661.500
16:12
1.02
1,385.000
1,258.200
126.800
10.08
12.98
Sage Group
1,160.500
15:52
-0.04
765.500
679.990
85.510
12.58
12.74
S
Unite
953.500
15:38
1.44
726.500
678.000
48.500
7.15
12.72
S
Spirax-Sarco
8,755.000
15:39
-1.35
5,700.000
5,630.000
70.000
1.24
12.24
LSE Group
9,056.000
16:14
2.44
3,787.000
3,844.500
-57.500
-1.50
11.50
L
Int Cons Airlines
178.300
16:16
3.03
619.000
606.340
12.660
2.09
11.27
InterContinental Hot
7,888.000
15:52
0.20
4,403.000
4,002.550
400.450
10.00
10.83
Diageo
2,728.500
16:16
-0.51
2,586.500
2,484.600
101.900
4.10
10.82
⇓ instrument
freshest
⇓ Δday
12/04/17
⇓ Δwk
8/14/17
prc diff
⇓ Δ16
∅-RS
L
NatWest
303.200
17:23
-0.52
274.200
260.470
13.730
5.27
10.81
Informa
804.400
15:35
0.50
746.000
702.550
43.450
6.18
10.65
L
Shell
2,873.000
16:19
1.92
2,374.000
2,133.560
240.440
11.27
9.97
L
Coca-Cola HBC
2,636.000
16:15
1.31
2,353.000
2,595.110
-242.110
-9.33
9.18
Segro
867.800
15:38
1.95
539.000
532.000
7.000
1.32
8.74
Abrdn
149.650
16:41
2.32
423.200
424.000
-0.800
-0.19
8.31
RELX
3,284.000
17:23
-0.48
1,718.000
1,654.660
63.340
3.83
8.31
L
3i Group
2,842.000
16:16
-0.11
885.500
936.440
-50.940
-5.44
7.89
L
F&C Investment Trust
994.000
15:35
0.81
629.000
605.500
23.500
3.88
7.82
S
Barratt Developments
460.300
18:00
1.39
606.500
601.180
5.320
0.88
7.82
L
Beazley
639.500
16:23
-2.96
488.700
522.500
-33.800
-6.47
7.77
S
St. James´s Place
434.600
17:31
0.32
1,200.000
1,180.080
19.920
1.69
7.09
L
Glencore
458.700
16:15
-1.67
341.750
326.800
14.950
4.57
6.98
L
Vodafone
67.820
16:16
0.50
225.550
221.940
3.610
1.63
6.66
Pearson
974.400
15:35
0.72
714.500
616.460
98.040
15.90
6.60
Taylor Wimpey
133.700
16:14
2.41
196.300
191.300
5.000
2.61
6.59
S
Schroders
348.200
15:35
-0.11
576.810
578.787
-1.977
-0.34
6.45
L
Smurfit Kappa
3,674.000
15:37
5.76
2,319.000
2,243.230
75.770
3.38
6.35
L
Antofagasta
2,132.000
16:04
-1.66
899.500
928.360
-28.860
-3.11
6.18
Prudential
728.600
17:23
3.35
1,830.500
1,808.770
21.730
1.20
6.10
Rio Tinto
5,442.000
16:15
0.29
3,540.000
3,397.540
142.460
4.19
5.52
L
HSBC
705.000
17:23
1.08
732.900
744.050
-11.150
-1.50
5.49
L
BP
515.800
16:14
1.26
493.000
447.720
45.280
10.11
5.07
Tesco
299.800
16:19
-0.07
247.190
223.790
23.400
10.46
4.96
Flutter
15,265.000
16:07
2.45
8,515.000
7,370.000
1,145.000
15.54
4.81
⇓ instrument
freshest
⇓ Δday
12/04/17
⇓ Δwk
8/14/17
prc diff
⇓ Δ16
∅-RS
L
Unilever Plc
4,180.000
16:17
0.97
4,143.500
4,417.230
-273.730
-6.20
4.76
L
Weir Group
2,010.000
15:35
-0.79
1,971.000
1,740.000
231.000
13.28
3.76
Legal & General
235.800
16:13
0.21
263.400
270.790
-7.390
-2.73
3.49
L
Kingfisher
244.000
15:52
-1.77
330.600
304.140
26.460
8.70
3.49
L
British Land
393.600
15:42
1.23
635.500
612.720
22.780
3.72
3.22
L
Next
8,978.000
16:15
-0.95
4,404.000
4,378.820
25.180
0.58
3.15
Rolls-Royce
406.500
17:23
-0.25
840.500
904.500
-64.000
-7.08
2.91
DCC
5,465.000
15:35
-1.62
7,045.000
6,906.460
138.540
2.01
2.41
L
Ass Brit Foods
2,643.000
16:11
0.27
2,926.000
3,150.580
-224.580
-7.13
2.20
S
Smith and Nephew
985.600
15:39
0.92
1,316.000
1,346.270
-30.270
-2.25
2.10
L
Burberry Group
1,150.000
16:15
0.70
1,720.000
1,755.470
-35.470
-2.02
1.35
Phoenix
488.000
15:35
0.58
683.435
697.373
-13.938
-2.00
0.45
S
Rightmove
526.800
16:41
1.42
407.100
408.600
-1.500
-0.37
-0.18
Admiral Group
2,691.000
15:51
-0.37
1,918.000
2,169.910
-251.910
-11.61
-0.30
L
AstraZeneca
12,156.000
16:15
-0.12
4,745.000
4,413.420
331.580
7.51
-0.58
L
Aviva
468.400
16:13
0.69
506.500
521.670
-15.170
-2.91
-0.84
L
Lloyds Bank
52.060
16:19
-0.27
65.380
64.940
0.440
0.68
-1.32
L
Standard Chartered
756.000
16:19
8.78
727.200
772.360
-45.160
-5.85
-2.04
Experian
3,256.000
15:52
1.12
1,538.000
1,496.440
41.560
2.78
-2.19
L
Johnson Matthey
1,790.000
16:15
1.88
2,994.000
2,745.460
248.540
9.05
-2.19
Compass Group
2,221.000
16:13
0.86
1,508.000
1,629.000
-121.000
-7.43
-2.70
L
BAT
2,371.000
16:12
0.94
4,795.500
4,854.860
-59.360
-1.22
-4.12
Smiths Group
1,614.000
15:47
0.62
1,481.000
1,545.230
-64.230
-4.16
-4.47
CRH (L)
6,260.000
16:14
0.77
2,604.000
2,659.000
-55.000
-2.07
-5.75
L
Barclays
201.000
17:23
-1.20
194.250
199.830
-5.580
-2.79
-6.55
⇓ instrument
freshest
⇓ Δday
12/04/17
⇓ Δwk
8/14/17
prc diff
⇓ Δ16
∅-RS
S
Whitbread
3,001.000
16:10
-3.16
3,611.000
3,856.290
-245.290
-6.36
-6.57
Melrose
603.000
15:38
-2.93
612.000
696.300
-84.300
-12.11
-6.93
Bunzl
3,086.000
15:52
1.05
2,088.000
2,291.440
-203.440
-8.88
-7.33
J Sainsbury
264.200
16:18
-0.08
232.900
240.450
-7.550
-3.14
-7.49
National Grid
1,059.000
15:35
0.38
885.000
954.880
-69.880
-7.32
-8.08
SSE
1,696.000
16:23
1.41
1,337.000
1,411.440
-74.440
-5.27
-8.34
Land Securities
657.500
15:40
1.39
933.500
1,016.470
-82.970
-8.16
-8.65
Severn Trent
2,477.000
16:37
-0.84
2,065.000
2,283.780
-218.780
-9.58
-8.73
L
BAE Systems
1,329.500
16:06
-0.64
556.000
580.930
-24.930
-4.29
-9.22
Mondi
1,554.000
15:41
2.24
1,719.000
2,005.500
-286.500
-14.29
-9.52
L
JD Sports Fashion
113.850
15:52
1.52
65.320
71.820
-6.500
-9.05
-10.58
S
Reckitt Benckiser
4,469.000
16:10
-0.16
6,361.000
7,427.780
-1,066.780
-14.36
-10.95
L
Fresnillo
558.000
15:53
-0.80
1,273.000
1,541.060
-268.060
-17.39
-11.54
Auto Trader
715.600
15:52
1.91
336.700
359.800
-23.100
-6.42
-11.67
United Utilities
1,049.000
15:35
-0.47
808.000
924.550
-116.550
-12.61
-11.71
Imperial Brands
1,843.500
16:15
0.49
3,055.500
3,156.330
-100.830
-3.19
-12.10
BT Group
103.550
16:02
-0.29
258.200
296.880
-38.680
-13.03
-15.34
GSK
1,728.500
16:19
1.38
1,300.000
1,491.390
-191.390
-12.83
-16.80
L
WPP Group
804.200
15:41
-0.35
1,309.000
1,580.510
-271.510
-17.18
-18.31
ConvaTec
249.400
15:35
1.38
204.200
291.890
-87.690
-30.04
-21.38
S
Centrica
127.000
15:35
-0.35
146.600
200.070
-53.470
-26.73
-27.39
Airtel Africa
112.800
15:35
0.80
-na-
L
Endeavour Mining
1,671.000
16:12
-1.47
-na-
Haleon
328.600
15:35
-0.73
-na-
S
M&G
197.900
15:52
-0.08
-na-
⇓ instrument
freshest
⇓ Δday
12/04/17
⇓ Δwk
8/14/17
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,000.000
16:12
0.55
1,029.000
1,085.000
-56.000
-5.16
-na-
FTSE - 96 out of 100 instruments rated - 12/04/17 / 8/14/17 - 49 did rise, Market-Ratio(16) = 51.04 %
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
5/02/24
143
Rolls-Royce
100
17,326
2.969
4.065
1.096
37
70,432
123
accum 6/19/06
5/02/24 6527
days out of 6695 invested (97%)
604
70,432
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
Lloyds Bank short 8/08/11 11/28/11 112 0.33 0.24 0.45 0.13 38.59 38.59
Rolls-Royce long 12/11/23 5/02/24 143 2.97 4.07 1.10 36.91 36.91
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
write an annotation