Assessment - FTSE 100 Index - 2/18/19 - RS = 16
⇐
instrument
freshest
⇓ Δday
2/18/19
⇓ Δwk
10/29/18
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
7,219.470
7,026.320
193.150
2.75
-0.62
L
3i Group
3,018.000
8/12/24
0.23
940.800
860.200
80.600
9.37
5.77
L
Abrdn
152.950
8/12/24
2.51
236.650
266.250
-29.600
-11.12
-22.63
Admiral Group
2,698.000
8/12/24
0.86
2,131.000
1,968.000
163.000
8.28
7.81
L
Airtel Africa
110.000
8/12/24
-0.63
-na-
L
Anglo American
2,232.500
8/12/24
0.29
1,942.000
1,631.000
311.000
19.07
14.06
Antofagasta
1,879.500
8/12/24
1.79
878.200
756.400
121.800
16.10
-0.12
Ashtead
5,152.000
8/12/24
-0.43
2,019.000
1,850.500
168.500
9.11
-1.77
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,318.000
2,391.000
-73.000
-3.05
-4.99
L
AstraZeneca
12,780.000
8/12/24
0.63
6,156.000
5,864.000
292.000
4.98
11.79
L
Auto Trader
797.800
8/12/24
0.81
454.200
393.500
60.700
15.43
11.12
Aviva
484.200
8/12/24
0.35
422.500
423.000
-0.500
-0.12
-8.91
S
B&M
444.600
8/12/24
-2.22
336.400
403.000
-66.600
-16.53
-10.78
BAE Systems
1,303.500
8/12/24
2.04
524.800
522.400
2.400
0.46
-8.21
Barclays
220.100
8/12/24
0.85
158.120
173.000
-14.880
-8.60
-12.93
L
Barratt Developments
524.600
8/12/24
0.15
562.000
498.900
63.100
12.65
6.88
Beazley
732.000
8/12/24
1.24
539.500
508.000
31.500
6.20
-2.73
Berkeley
5,070.000
8/12/24
1.00
3,817.000
3,381.000
436.000
12.90
3.13
BP
439.600
8/12/24
1.35
538.000
535.200
2.800
0.52
0.98
L
BAT
2,801.000
8/12/24
2,818.000
3,549.000
-731.000
-20.60
-17.74
L
British Land
395.000
8/12/24
-0.40
586.400
592.800
-6.400
-1.08
-5.19
L
BT Group
141.500
8/12/24
8.43
233.000
238.250
-5.250
-2.20
0.60
S
Bunzl
3,202.000
8/12/24
0.50
2,495.000
2,292.000
203.000
8.86
10.53
S
Burberry Group
671.000
8/12/24
-2.02
1,954.500
1,738.000
216.500
12.46
4.78
Centrica
127.300
8/12/24
3.29
137.450
147.750
-10.300
-6.97
-4.56
instrument
freshest
⇓ Δday
2/18/19
⇓ Δwk
10/29/18
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,564.000
2,328.000
236.000
10.14
1.93
Compass Group
2,354.000
8/12/24
0.90
1,730.500
1,546.000
184.500
11.93
8.29
ConvaTec
231.600
8/12/24
-0.17
121.450
154.500
-33.050
-21.39
-34.19
CRH (L)
6,416.000
8/12/24
-1.35
2,381.000
2,211.000
170.000
7.69
-1.47
S
Croda
3,829.000
8/12/24
-0.05
5,162.000
4,698.000
464.000
9.88
7.71
DCC
5,135.000
8/12/24
-0.29
6,720.000
6,540.000
180.000
2.75
0.62
S
Diageo
2,451.500
8/12/24
1.03
3,044.000
2,677.000
367.000
13.71
13.52
DS Smith
444.000
8/12/24
1.19
346.500
378.200
-31.700
-8.38
-19.60
Endeavour Mining
1,567.000
8/12/24
1.89
2,101.000
2,052.000
49.000
2.39
-5.26
S
Entain
580.400
8/12/24
3.98
630.000
922.000
-292.000
-31.67
-28.90
L
Experian
3,524.000
8/12/24
1.18
2,031.000
1,780.000
251.000
14.10
12.96
F&C Investment Trust
1,026.000
8/12/24
695.000
660.000
35.000
5.30
2.84
S
Flutter
14,685.000
8/12/24
-1.28
6,105.000
6,710.000
-605.000
-9.02
-15.31
L
Frasers
838.500
8/12/24
-0.42
276.800
316.900
-40.100
-12.65
-18.44
Fresnillo
540.000
8/12/24
0.93
980.000
895.200
84.800
9.47
-2.25
Glencore
410.250
8/12/24
1.27
303.150
308.200
-5.050
-1.64
-7.26
GSK
1,572.000
8/12/24
0.42
1,582.560
1,542.470
40.090
2.60
5.90
Haleon
373.200
8/12/24
-1.01
-na-
L
Halma
2,527.000
8/12/24
0.04
1,512.000
1,271.000
241.000
18.96
13.91
L
Hargreaves Lansdown
1,102.000
8/12/24
1,685.000
1,787.500
-102.500
-5.73
-10.73
Hiscox
1,189.000
8/12/24
1.89
1,540.000
1,574.000
-34.000
-2.16
-0.44
L
HSBC
643.900
8/12/24
0.22
663.700
633.800
29.900
4.72
-2.44
L
Imperial Brands
2,134.000
8/12/24
0.38
2,640.000
2,687.000
-47.000
-1.75
1.51
Informa
807.800
8/12/24
1.03
705.200
705.800
-0.600
-0.09
-3.68
InterContinental Hot
7,228.000
8/12/24
-0.61
4,629.000
4,046.000
583.000
14.41
3.04
instrument
freshest
⇓ Δday
2/18/19
⇓ Δwk
10/29/18
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
649.800
593.600
56.200
9.47
1.05
Intertek
4,680.000
8/12/24
0.60
5,182.000
4,555.000
627.000
13.77
3.48
J Sainsbury
269.600
8/12/24
0.67
285.800
310.300
-24.500
-7.90
-2.19
L
JD Sports Fashion
120.350
8/12/24
-4.07
93.520
77.280
16.240
21.01
14.71
Johnson Matthey
1,577.000
8/12/24
0.06
3,113.000
2,898.000
215.000
7.42
-3.81
Kingfisher
271.400
8/12/24
0.18
230.000
249.900
-19.900
-7.96
-14.75
Land Securities
615.500
8/12/24
-0.73
886.000
857.000
29.000
3.38
-1.35
S
Legal & General
225.600
8/12/24
0.53
267.000
247.800
19.200
7.75
3.91
L
Lloyds Bank
56.800
8/12/24
-0.28
58.320
57.180
1.140
1.99
-3.62
L
LSE Group
9,938.000
8/12/24
1.12
4,670.000
4,272.000
398.000
9.32
8.37
S
M&G
203.900
8/12/24
1.09
-na-
Melrose
486.700
8/12/24
0.19
515.400
484.950
30.450
6.28
-13.26
Mondi
1,423.000
8/12/24
-0.42
1,885.000
1,802.000
83.000
4.61
-1.87
S
National Grid
978.400
8/12/24
-0.04
842.300
843.900
-1.600
-0.19
3.57
L
NatWest
334.600
8/12/24
0.48
252.000
230.100
21.900
9.52
1.75
Next
9,542.000
8/12/24
0.23
4,858.000
5,242.000
-384.000
-7.33
-5.85
Ocado
376.700
8/12/24
0.72
926.000
800.800
125.200
15.63
19.51
Pearson
1,034.500
8/12/24
-0.72
911.000
905.200
5.800
0.64
4.78
Pershing Square
3,534.000
8/12/24
-0.79
1,284.000
1,092.000
192.000
17.58
20.80
L
Persimmon
1,577.500
8/12/24
0.03
2,420.000
2,226.000
194.000
8.72
1.33
Phoenix
538.000
8/12/24
0.47
665.000
596.000
69.000
11.58
1.37
Prudential
635.400
8/12/24
0.41
1,533.000
1,527.000
6.000
0.39
-8.70
Reckitt Benckiser
4,180.000
8/12/24
6,296.000
6,611.000
-315.000
-4.76
1.37
RELX
3,531.000
8/12/24
0.57
1,692.500
1,528.500
164.000
10.73
6.06
L
Rentokil Initial
469.000
8/12/24
1.01
353.900
302.000
51.900
17.19
11.47
instrument
freshest
⇓ Δday
2/18/19
⇓ Δwk
10/29/18
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
480.450
446.800
33.650
7.53
3.63
Rio Tinto
4,942.000
8/12/24
0.56
4,367.500
3,724.000
643.500
17.28
12.51
Rolls-Royce
486.700
8/12/24
0.35
972.000
831.400
140.600
16.91
9.35
S
RS Group
754.000
8/12/24
-0.40
576.000
598.600
-22.600
-3.78
-8.12
S
Sage Group
1,005.500
8/12/24
1.03
660.000
528.000
132.000
25.00
7.03
L
Schroders
337.200
8/12/24
-0.12
458.490
447.100
11.390
2.55
-8.76
Scottish Mortgage
824.600
8/12/24
-0.17
497.000
469.200
27.800
5.92
0.50
L
Segro
884.600
8/12/24
-0.96
654.200
622.400
31.800
5.11
3.74
S
Severn Trent
2,514.000
8/12/24
-0.63
1,981.500
1,866.000
115.500
6.19
4.89
Shell
2,799.000
8/12/24
0.83
2,414.500
2,428.000
-13.500
-0.56
-1.30
Smith and Nephew
1,156.000
8/12/24
-0.86
1,450.000
1,263.500
186.500
14.76
6.43
L
Smiths Group
1,743.000
8/12/24
0.52
1,482.000
1,361.000
121.000
8.89
-2.78
Smurfit Kappa
3,058.000
8/12/24
0.07
2,304.000
2,558.000
-254.000
-9.93
-14.30
S
Spirax-Sarco
7,715.000
8/12/24
0.72
6,755.000
6,355.000
400.000
6.29
6.94
L
SSE
1,878.000
8/12/24
0.86
1,202.000
1,152.500
49.500
4.30
-1.45
L
St. James´s Place
691.000
8/12/24
-1.22
947.800
982.600
-34.800
-3.54
-12.49
Standard Chartered
722.000
8/12/24
0.92
628.500
536.200
92.300
17.21
-5.06
L
Taylor Wimpey
158.000
8/12/24
0.54
164.600
155.400
9.200
5.92
-2.42
L
Tesco
333.500
8/12/24
0.91
282.850
269.170
13.680
5.08
-0.88
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,257.000
4,160.000
97.000
2.33
3.80
S
Unite
934.000
8/12/24
-1.11
891.000
840.000
51.000
6.07
5.76
S
United Utilities
988.800
8/12/24
-0.12
830.400
733.800
96.600
13.16
12.74
L
Vodafone
74.440
8/12/24
0.87
142.140
147.280
-5.140
-3.49
-17.97
Weir Group
1,904.000
8/12/24
0.79
1,578.500
1,521.500
57.000
3.75
-9.56
S
Whitbread
2,814.000
8/12/24
-1.44
4,956.000
4,346.000
610.000
14.04
16.01
instrument
freshest
⇓ Δday
2/18/19
⇓ Δwk
10/29/18
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
851.000
869.200
-18.200
-2.09
-20.65
FTSE - 97 out of 100 instruments rated - 2/18/19 / 10/29/18 - 67 did rise, Market-Ratio(16) = 69.07 %
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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