Assessment - FTSE 100 Index - 5/13/19 - RS = 16
⇐
instrument
freshest
⇓ Δday
5/13/19
⇓ Δwk
1/21/19
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
7,163.680
6,970.590
193.090
2.77
-1.59
L
3i Group
3,018.000
8/12/24
0.23
1,032.500
837.200
195.300
23.33
13.61
L
Abrdn
152.950
8/12/24
2.51
258.000
271.300
-13.300
-4.90
-9.05
Admiral Group
2,698.000
8/12/24
0.86
2,028.000
2,110.000
-82.000
-3.89
-0.50
L
Airtel Africa
110.000
8/12/24
-0.63
-na-
L
Anglo American
2,232.500
8/12/24
0.29
1,864.000
1,815.000
49.000
2.70
5.31
Antofagasta
1,879.500
8/12/24
1.79
803.200
830.600
-27.400
-3.30
-9.15
Ashtead
5,152.000
8/12/24
-0.43
1,984.000
1,942.500
41.500
2.14
-3.80
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,488.000
2,358.000
130.000
5.51
3.82
L
AstraZeneca
12,780.000
8/12/24
0.63
5,676.000
5,640.000
36.000
0.64
-2.15
L
Auto Trader
797.800
8/12/24
0.81
569.000
454.300
114.700
25.25
28.19
Aviva
484.200
8/12/24
0.35
407.600
419.300
-11.700
-2.79
-8.53
S
B&M
444.600
8/12/24
-2.22
380.600
319.200
61.400
19.24
2.67
BAE Systems
1,303.500
8/12/24
2.04
461.100
515.000
-53.900
-10.47
-15.49
Barclays
220.100
8/12/24
0.85
155.100
164.960
-9.860
-5.98
-9.66
L
Barratt Developments
524.600
8/12/24
0.15
597.600
537.000
60.600
11.28
11.41
Beazley
732.000
8/12/24
1.24
529.500
535.000
-5.500
-1.03
-3.50
Berkeley
5,070.000
8/12/24
1.00
3,662.000
3,815.000
-153.000
-4.01
-0.85
BP
439.600
8/12/24
1.35
526.300
522.100
4.200
0.80
-3.85
L
BAT
2,801.000
8/12/24
2,865.000
2,565.000
300.000
11.70
-10.23
L
British Land
395.000
8/12/24
-0.40
563.600
562.000
1.600
0.28
-7.04
L
BT Group
141.500
8/12/24
8.43
205.300
238.000
-32.700
-13.74
-10.34
S
Bunzl
3,202.000
8/12/24
0.50
2,100.000
2,450.000
-350.000
-14.29
-10.58
S
Burberry Group
671.000
8/12/24
-2.02
1,864.000
1,785.000
79.000
4.43
-3.67
Centrica
127.300
8/12/24
3.29
95.400
134.150
-38.750
-28.89
-30.28
instrument
freshest
⇓ Δday
5/13/19
⇓ Δwk
1/21/19
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,710.000
2,556.000
154.000
6.03
6.49
Compass Group
2,354.000
8/12/24
0.90
1,730.500
1,625.500
105.000
6.46
4.98
ConvaTec
231.600
8/12/24
-0.17
141.500
141.550
-0.050
-0.04
-14.92
CRH (L)
6,416.000
8/12/24
-1.35
2,430.000
2,216.000
214.000
9.66
0.54
S
Croda
3,829.000
8/12/24
-0.05
5,010.000
4,914.000
96.000
1.95
2.09
DCC
5,135.000
8/12/24
-0.29
6,486.000
6,530.000
-44.000
-0.67
-2.78
S
Diageo
2,451.500
8/12/24
1.03
3,254.000
2,767.000
487.000
17.60
15.41
DS Smith
444.000
8/12/24
1.19
332.800
337.200
-4.400
-1.30
-16.40
Endeavour Mining
1,567.000
8/12/24
1.89
1,965.000
2,101.000
-136.000
-6.47
-8.19
S
Entain
580.400
8/12/24
3.98
575.800
711.000
-135.200
-19.02
-28.07
L
Experian
3,524.000
8/12/24
1.18
2,174.000
1,957.500
216.500
11.06
13.19
F&C Investment Trust
1,026.000
8/12/24
679.000
675.000
4.000
0.59
-1.34
S
Flutter
14,685.000
8/12/24
-1.28
5,884.000
6,190.000
-306.000
-4.94
-14.54
L
Frasers
838.500
8/12/24
-0.42
287.200
280.600
6.600
2.35
-9.69
Fresnillo
540.000
8/12/24
0.93
726.000
895.800
-169.800
-18.96
-20.57
Glencore
410.250
8/12/24
1.27
271.700
296.050
-24.350
-8.22
-14.16
GSK
1,572.000
8/12/24
0.42
1,523.530
1,502.980
20.550
1.37
-1.02
Haleon
373.200
8/12/24
-1.01
-na-
L
Halma
2,527.000
8/12/24
0.04
1,736.500
1,407.000
329.500
23.42
21.59
L
Hargreaves Lansdown
1,102.000
8/12/24
2,252.000
1,862.000
390.000
20.95
15.82
Hiscox
1,189.000
8/12/24
1.89
1,553.000
1,546.000
7.000
0.45
-2.01
L
HSBC
643.900
8/12/24
0.22
650.000
650.000
0.000
0.00
-2.54
L
Imperial Brands
2,134.000
8/12/24
0.38
2,171.500
2,487.000
-315.500
-12.69
-16.68
Informa
807.800
8/12/24
1.03
754.400
676.400
78.000
11.53
2.14
InterContinental Hot
7,228.000
8/12/24
-0.61
4,828.000
4,438.500
389.500
8.78
6.17
instrument
freshest
⇓ Δday
5/13/19
⇓ Δwk
1/21/19
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
504.000
621.600
-117.600
-18.92
-19.50
Intertek
4,680.000
8/12/24
0.60
4,989.000
5,078.000
-89.000
-1.75
-1.70
J Sainsbury
269.600
8/12/24
0.67
205.500
273.000
-67.500
-24.73
-28.14
L
JD Sports Fashion
120.350
8/12/24
-4.07
120.920
88.160
32.760
37.16
37.53
Johnson Matthey
1,577.000
8/12/24
0.06
3,065.000
3,023.000
42.000
1.39
-5.73
Kingfisher
271.400
8/12/24
0.18
239.900
217.700
22.200
10.20
-6.13
Land Securities
615.500
8/12/24
-0.73
892.200
845.200
47.000
5.56
0.24
S
Legal & General
225.600
8/12/24
0.53
267.400
257.900
9.500
3.68
2.68
L
Lloyds Bank
56.800
8/12/24
-0.28
59.790
58.000
1.790
3.09
0.07
L
LSE Group
9,938.000
8/12/24
1.12
5,050.000
4,507.000
543.000
12.05
13.16
S
M&G
203.900
8/12/24
1.09
-na-
Melrose
486.700
8/12/24
0.19
528.000
518.400
9.600
1.85
-7.66
Mondi
1,423.000
8/12/24
-0.42
1,643.500
1,822.500
-179.000
-9.82
-12.75
S
National Grid
978.400
8/12/24
-0.04
849.600
797.200
52.400
6.57
2.97
L
NatWest
334.600
8/12/24
0.48
226.300
241.800
-15.500
-6.41
-7.81
Next
9,542.000
8/12/24
0.23
5,604.000
4,726.000
878.000
18.58
6.31
Ocado
376.700
8/12/24
0.72
1,319.500
885.600
433.900
49.00
39.38
Pearson
1,034.500
8/12/24
-0.72
797.400
934.200
-136.800
-14.64
-10.58
Pershing Square
3,534.000
8/12/24
-0.79
1,324.000
1,122.000
202.000
18.00
14.48
L
Persimmon
1,577.500
8/12/24
0.03
2,060.000
2,388.000
-328.000
-13.74
-11.50
Phoenix
538.000
8/12/24
0.47
669.400
633.000
36.400
5.75
2.23
Prudential
635.400
8/12/24
0.41
1,590.500
1,503.000
87.500
5.82
-2.87
Reckitt Benckiser
4,180.000
8/12/24
6,161.000
6,000.000
161.000
2.68
-1.74
RELX
3,531.000
8/12/24
0.57
1,740.000
1,672.500
67.500
4.04
6.26
L
Rentokil Initial
469.000
8/12/24
1.01
381.600
347.900
33.700
9.69
13.17
instrument
freshest
⇓ Δday
5/13/19
⇓ Δwk
1/21/19
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
548.700
477.400
71.300
14.94
14.24
Rio Tinto
4,942.000
8/12/24
0.56
4,368.000
3,931.000
437.000
11.12
8.43
Rolls-Royce
486.700
8/12/24
0.35
897.800
900.000
-2.200
-0.24
-0.50
S
RS Group
754.000
8/12/24
-0.40
604.600
542.400
62.200
11.47
-2.99
S
Sage Group
1,005.500
8/12/24
1.03
704.200
628.000
76.200
12.13
13.00
L
Schroders
337.200
8/12/24
-0.12
511.190
451.350
59.840
13.26
4.88
Scottish Mortgage
824.600
8/12/24
-0.17
505.000
485.400
19.600
4.04
-0.45
L
Segro
884.600
8/12/24
-0.96
687.200
627.600
59.600
9.50
6.72
S
Severn Trent
2,514.000
8/12/24
-0.63
1,982.500
1,934.500
48.000
2.48
2.71
Shell
2,799.000
8/12/24
0.83
2,447.500
2,372.000
75.500
3.18
-0.84
Smith and Nephew
1,156.000
8/12/24
-0.86
1,612.000
1,471.000
141.000
9.59
15.25
L
Smiths Group
1,743.000
8/12/24
0.52
1,467.500
1,462.000
5.500
0.38
-2.66
Smurfit Kappa
3,058.000
8/12/24
0.07
2,166.000
2,166.000
0.000
0.00
-14.66
S
Spirax-Sarco
7,715.000
8/12/24
0.72
8,060.000
6,485.000
1,575.000
24.29
20.47
L
SSE
1,878.000
8/12/24
0.86
1,115.000
1,126.000
-11.000
-0.98
-6.82
L
St. James´s Place
691.000
8/12/24
-1.22
1,085.000
984.000
101.000
10.26
1.86
Standard Chartered
722.000
8/12/24
0.92
668.200
625.500
42.700
6.83
4.72
L
Taylor Wimpey
158.000
8/12/24
0.54
175.450
165.750
9.700
5.85
5.15
L
Tesco
333.500
8/12/24
0.91
301.210
279.550
21.660
7.75
3.38
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,649.500
4,054.500
595.000
14.68
10.65
S
Unite
934.000
8/12/24
-1.11
960.500
883.000
77.500
8.78
10.32
S
United Utilities
988.800
8/12/24
-0.12
803.600
814.400
-10.800
-1.33
4.97
L
Vodafone
74.440
8/12/24
0.87
131.780
149.160
-17.380
-11.65
-16.97
Weir Group
1,904.000
8/12/24
0.79
1,546.500
1,451.000
95.500
6.58
-7.42
S
Whitbread
2,814.000
8/12/24
-1.44
4,493.000
4,855.000
-362.000
-7.46
0.15
instrument
freshest
⇓ Δday
5/13/19
⇓ Δwk
1/21/19
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
939.800
873.800
66.000
7.55
-5.62
FTSE - 97 out of 100 instruments rated - 5/13/19 / 1/21/19 - 63 did rise, Market-Ratio(16) = 64.95 %
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
write an annotation