Assessment - FTSE 100 Index - 7/30/18 - RS = 16
⇐
instrument
freshest
⇓ Δday
7/30/18
⇓ Δwk
4/09/18
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
7,700.850
7,194.750
506.100
7.03
3.39
L
3i Group
3,018.000
8/12/24
0.23
943.000
878.800
64.200
7.31
1.85
L
Abrdn
152.950
8/12/24
2.51
311.600
367.500
-55.900
-15.21
-20.38
Admiral Group
2,698.000
8/12/24
0.86
1,903.500
1,898.000
5.500
0.29
-0.46
L
Airtel Africa
110.000
8/12/24
-0.63
-na-
L
Anglo American
2,232.500
8/12/24
0.29
1,678.000
1,610.400
67.600
4.20
7.77
Antofagasta
1,879.500
8/12/24
1.79
984.200
911.600
72.600
7.96
1.86
Ashtead
5,152.000
8/12/24
-0.43
2,353.000
1,978.500
374.500
18.93
19.26
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,450.000
2,572.000
-122.000
-4.74
-13.60
L
AstraZeneca
12,780.000
8/12/24
0.63
5,749.000
4,995.000
754.000
15.10
15.45
L
Auto Trader
797.800
8/12/24
0.81
427.300
348.800
78.500
22.51
17.15
Aviva
484.200
8/12/24
0.35
495.500
494.200
1.300
0.26
-2.97
S
B&M
444.600
8/12/24
-2.22
413.500
388.900
24.600
6.33
4.20
BAE Systems
1,303.500
8/12/24
2.04
654.400
602.800
51.600
8.56
9.43
Barclays
220.100
8/12/24
0.85
192.960
211.200
-18.240
-8.64
-2.62
L
Barratt Developments
524.600
8/12/24
0.15
529.400
547.000
-17.600
-3.22
-9.15
Beazley
732.000
8/12/24
1.24
555.500
573.000
-17.500
-3.05
4.37
Berkeley
5,070.000
8/12/24
1.00
3,681.000
3,847.000
-166.000
-4.32
-4.59
BP
439.600
8/12/24
1.35
565.500
493.550
71.950
14.58
12.42
L
BAT
2,801.000
8/12/24
4,152.500
4,308.500
-156.000
-3.62
-6.00
L
British Land
395.000
8/12/24
-0.40
653.000
652.800
0.200
0.03
1.80
L
BT Group
141.500
8/12/24
8.43
235.700
235.050
0.650
0.28
-5.13
S
Bunzl
3,202.000
8/12/24
0.50
2,261.000
2,117.000
144.000
6.80
4.31
S
Burberry Group
671.000
8/12/24
-2.02
2,089.000
1,692.000
397.000
23.46
16.41
Centrica
127.300
8/12/24
3.29
152.700
143.550
9.150
6.37
-1.33
instrument
freshest
⇓ Δday
7/30/18
⇓ Δwk
4/09/18
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,710.000
2,700.000
10.000
0.37
8.26
Compass Group
2,354.000
8/12/24
0.90
1,629.000
1,494.500
134.500
9.00
3.81
ConvaTec
231.600
8/12/24
-0.17
212.800
202.900
9.900
4.88
-2.65
CRH (L)
6,416.000
8/12/24
-1.35
2,638.000
2,403.000
235.000
9.78
0.03
S
Croda
3,829.000
8/12/24
-0.05
5,126.000
4,619.000
507.000
10.98
18.74
DCC
5,135.000
8/12/24
-0.29
7,140.000
6,675.000
465.000
6.97
1.07
S
Diageo
2,451.500
8/12/24
1.03
2,794.500
2,510.000
284.500
11.33
8.47
DS Smith
444.000
8/12/24
1.19
499.100
478.800
20.300
4.24
-1.70
Endeavour Mining
1,567.000
8/12/24
1.89
2,350.000
2,407.000
-57.000
-2.37
-na-
S
Entain
580.400
8/12/24
3.98
1,154.000
908.000
246.000
27.09
26.93
L
Experian
3,524.000
8/12/24
1.18
1,885.500
1,541.000
344.500
22.36
16.43
F&C Investment Trust
1,026.000
8/12/24
716.000
626.000
90.000
14.38
11.22
S
Flutter
14,685.000
8/12/24
-1.28
8,155.000
7,000.000
1,155.000
16.50
3.06
L
Frasers
838.500
8/12/24
-0.42
412.400
370.000
42.400
11.46
5.79
Fresnillo
540.000
8/12/24
0.93
996.800
1,221.500
-224.700
-18.40
-24.41
Glencore
410.250
8/12/24
1.27
324.950
339.150
-14.200
-4.19
-10.58
GSK
1,572.000
8/12/24
0.42
1,576.510
1,431.860
144.650
10.10
10.56
Haleon
373.200
8/12/24
-1.01
-na-
L
Halma
2,527.000
8/12/24
0.04
1,407.000
1,172.000
235.000
20.05
14.87
L
Hargreaves Lansdown
1,102.000
8/12/24
2,077.000
1,655.000
422.000
25.50
24.48
Hiscox
1,189.000
8/12/24
1.89
1,580.000
1,494.000
86.000
5.76
12.12
L
HSBC
643.900
8/12/24
0.22
725.800
670.300
55.500
8.28
-0.53
L
Imperial Brands
2,134.000
8/12/24
0.38
2,866.500
2,537.000
329.500
12.99
-0.26
Informa
807.800
8/12/24
1.03
798.800
727.400
71.400
9.82
9.82
InterContinental Hot
7,228.000
8/12/24
-0.61
4,723.000
4,313.000
410.000
9.51
6.85
instrument
freshest
⇓ Δday
7/30/18
⇓ Δwk
4/09/18
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
693.400
624.800
68.600
10.98
9.36
Intertek
4,680.000
8/12/24
0.60
5,924.000
4,670.000
1,254.000
26.85
16.13
J Sainsbury
269.600
8/12/24
0.67
326.300
244.700
81.600
33.35
27.17
L
JD Sports Fashion
120.350
8/12/24
-4.07
93.000
69.540
23.460
33.74
26.94
Johnson Matthey
1,577.000
8/12/24
0.06
3,754.000
3,240.000
514.000
15.86
16.35
Kingfisher
271.400
8/12/24
0.18
309.200
294.900
14.300
4.85
-1.17
Land Securities
615.500
8/12/24
-0.73
931.700
953.100
-21.400
-2.25
-3.28
S
Legal & General
225.600
8/12/24
0.53
265.200
263.700
1.500
0.57
-0.43
L
Lloyds Bank
56.800
8/12/24
-0.28
62.390
66.650
-4.260
-6.39
-5.40
L
LSE Group
9,938.000
8/12/24
1.12
4,406.000
4,260.000
146.000
3.43
9.70
S
M&G
203.900
8/12/24
1.09
-na-
Melrose
486.700
8/12/24
0.19
641.400
627.000
14.400
2.30
-2.72
Mondi
1,423.000
8/12/24
-0.42
2,084.000
1,907.500
176.500
9.25
7.07
S
National Grid
978.400
8/12/24
-0.04
810.500
833.800
-23.300
-2.79
-5.62
L
NatWest
334.600
8/12/24
0.48
253.500
261.400
-7.900
-3.02
-5.48
Next
9,542.000
8/12/24
0.23
5,860.000
4,838.000
1,022.000
21.12
19.46
Ocado
376.700
8/12/24
0.72
1,114.000
520.400
593.600
114.07
164.77
Pearson
1,034.500
8/12/24
-0.72
930.000
745.400
184.600
24.77
28.17
Pershing Square
3,534.000
8/12/24
-0.79
1,154.000
870.000
284.000
32.64
14.70
L
Persimmon
1,577.500
8/12/24
0.03
2,457.000
2,648.000
-191.000
-7.21
-6.35
Phoenix
538.000
8/12/24
0.47
686.500
690.179
-3.679
-0.53
-0.49
Prudential
635.400
8/12/24
0.41
1,791.500
1,789.000
2.500
0.14
-2.61
Reckitt Benckiser
4,180.000
8/12/24
6,870.000
6,184.000
686.000
11.09
7.05
RELX
3,531.000
8/12/24
0.57
1,671.500
1,523.500
148.000
9.71
2.97
L
Rentokil Initial
469.000
8/12/24
1.01
342.600
275.200
67.400
24.49
11.81
instrument
freshest
⇓ Δday
7/30/18
⇓ Δwk
4/09/18
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
487.300
444.600
42.700
9.60
10.98
Rio Tinto
4,942.000
8/12/24
0.56
4,149.500
3,600.500
549.000
15.25
9.01
Rolls-Royce
486.700
8/12/24
0.35
990.200
878.800
111.400
12.68
11.99
S
RS Group
754.000
8/12/24
-0.40
717.400
594.600
122.800
20.65
11.02
S
Sage Group
1,005.500
8/12/24
1.03
612.800
663.000
-50.200
-7.57
-12.00
L
Schroders
337.200
8/12/24
-0.12
529.210
538.900
-9.690
-1.80
-7.92
Scottish Mortgage
824.600
8/12/24
-0.17
535.000
434.600
100.400
23.10
16.13
L
Segro
884.600
8/12/24
-0.96
666.200
615.800
50.400
8.18
14.13
S
Severn Trent
2,514.000
8/12/24
-0.63
1,913.500
1,895.500
18.000
0.95
-4.88
Shell
2,799.000
8/12/24
0.83
2,598.000
2,330.000
268.000
11.50
9.48
Smith and Nephew
1,156.000
8/12/24
-0.86
1,358.000
1,324.000
34.000
2.57
2.09
L
Smiths Group
1,743.000
8/12/24
0.52
1,603.000
1,495.000
108.000
7.22
1.29
Smurfit Kappa
3,058.000
8/12/24
0.07
3,124.000
3,012.000
112.000
3.72
20.35
S
Spirax-Sarco
7,715.000
8/12/24
0.72
6,910.000
5,660.000
1,250.000
22.08
19.13
L
SSE
1,878.000
8/12/24
0.86
1,251.000
1,299.500
-48.500
-3.73
-6.65
L
St. James´s Place
691.000
8/12/24
-1.22
1,216.500
1,060.500
156.000
14.71
4.40
Standard Chartered
722.000
8/12/24
0.92
696.800
715.200
-18.400
-2.57
-7.58
L
Taylor Wimpey
158.000
8/12/24
0.54
172.050
187.850
-15.800
-8.41
-10.52
L
Tesco
333.500
8/12/24
0.91
324.140
260.430
63.710
24.46
23.63
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,328.500
3,978.500
350.000
8.80
4.83
S
Unite
934.000
8/12/24
-1.11
872.000
811.000
61.000
7.52
14.49
S
United Utilities
988.800
8/12/24
-0.12
712.600
731.400
-18.800
-2.57
-8.95
L
Vodafone
74.440
8/12/24
0.87
186.500
203.650
-17.150
-8.42
-10.90
Weir Group
1,904.000
8/12/24
0.79
1,977.500
1,934.000
43.500
2.25
-1.37
S
Whitbread
2,814.000
8/12/24
-1.44
3,907.000
3,701.000
206.000
5.57
0.49
instrument
freshest
⇓ Δday
7/30/18
⇓ Δwk
4/09/18
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
1,183.000
1,188.500
-5.500
-0.46
-9.04
FTSE - 97 out of 100 instruments rated - 7/30/18 / 4/09/18 - 73 did rise, Market-Ratio(16) = 75.26 %
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 7345
days out of 7513 invested (98%)
743
84,327
11
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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