Assessment - FTSE 100 Index in Pound sterling - 20/05/19 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
20/05/19
⇓ Δwk
28/01/19
prc diff
⇓ Δ16
∅-RS
FTSE
8,210.250
12/08/24
0.52
7,310.880
6,747.100
563.780
8.36
0.57
L
JD Sports Fashion
120.350
12/08/24
-4.07
125.200
90.220
34.980
38.77
41.32
L
Auto Trader
797.800
12/08/24
0.81
579.600
452.900
126.700
27.98
29.60
Ocado
376.700
12/08/24
0.72
1,237.500
966.000
271.500
28.11
28.25
S
Spirax-Sarco
7,715.000
12/08/24
0.72
8,590.000
6,305.000
2,285.000
36.24
27.68
L
Halma
2,527.000
12/08/24
0.04
1,796.000
1,400.000
396.000
28.29
25.07
L
Hargreaves Lansdown
1,102.000
12/08/24
2,392.000
1,797.000
595.000
33.11
22.61
L
Experian
3,524.000
12/08/24
1.18
2,301.000
1,884.000
417.000
22.13
19.25
S
Sage Group
1,005.500
12/08/24
1.03
738.600
628.200
110.400
17.57
18.41
S
Diageo
2,451.500
12/08/24
1.03
3,344.000
2,701.000
643.000
23.81
18.16
L
3i Group
3,018.000
12/08/24
0.23
1,071.500
810.800
260.700
32.15
17.78
L
LSE Group
9,938.000
12/08/24
1.12
5,248.000
4,445.000
803.000
18.07
17.31
Rightmove
537.200
12/08/24
0.04
563.700
471.450
92.250
19.57
17.06
Pershing Square
3,534.000
12/08/24
-0.79
1,354.000
1,140.000
214.000
18.77
16.34
Smith and Nephew
1,156.000
12/08/24
-0.86
1,633.500
1,405.500
228.000
16.22
16.33
Rio Tinto
4,942.000
12/08/24
0.56
4,676.500
3,944.500
732.000
18.56
16.03
L
Rentokil Initial
469.000
12/08/24
1.01
385.700
332.100
53.600
16.14
14.01
L
Unilever Plc
4,714.000
12/08/24
-0.34
4,787.500
3,941.000
846.500
21.48
13.69
S
Unite
934.000
12/08/24
-1.11
967.500
907.500
60.000
6.61
10.86
L
Segro
884.600
12/08/24
-0.96
712.600
643.000
69.600
10.82
10.55
RELX
3,531.000
12/08/24
0.57
1,810.000
1,614.500
195.500
12.11
10.33
Next
9,542.000
12/08/24
0.23
5,798.000
4,781.000
1,017.000
21.27
9.99
InterContinental Hot
7,228.000
12/08/24
-0.61
4,985.500
4,302.500
683.000
15.87
9.59
L
Barratt Developments
524.600
12/08/24
0.15
586.800
535.400
51.400
9.60
9.25
L
Anglo American
2,232.500
12/08/24
0.29
1,933.200
1,864.200
69.000
3.70
9.20
⇓ instrument
freshest
⇓ Δday
20/05/19
⇓ Δwk
28/01/19
prc diff
⇓ Δ16
∅-RS
Compass Group
2,354.000
12/08/24
0.90
1,804.000
1,583.000
221.000
13.96
9.17
L
Schroders
337.200
12/08/24
-0.12
519.860
441.150
78.710
17.84
6.89
Standard Chartered
722.000
12/08/24
0.92
677.000
623.200
53.800
8.63
6.34
Ass Brit Foods
2,435.000
12/08/24
-0.90
2,526.000
2,346.000
180.000
7.67
5.58
DCC
5,135.000
12/08/24
-0.29
7,012.000
6,320.000
692.000
10.95
5.31
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
2,672.000
2,508.000
164.000
6.54
4.89
L
St. James´s Place
691.000
12/08/24
-1.22
1,115.000
938.600
176.400
18.79
4.83
Hiscox
1,189.000
12/08/24
1.89
1,659.000
1,441.000
218.000
15.13
4.59
Informa
807.800
12/08/24
1.03
772.000
675.600
96.400
14.27
4.53
S
Legal & General
225.600
12/08/24
0.53
272.000
255.300
16.700
6.54
4.52
Phoenix
538.000
12/08/24
0.47
682.600
641.100
41.500
6.47
4.37
Rolls-Royce
486.700
12/08/24
0.35
941.200
858.200
83.000
9.67
4.13
CRH (L)
6,416.000
12/08/24
-1.35
2,506.000
2,219.000
287.000
12.93
3.87
S
Croda
3,829.000
12/08/24
-0.05
5,095.000
4,751.000
344.000
7.24
3.64
Shell
2,799.000
12/08/24
0.83
2,539.000
2,213.000
326.000
14.73
3.03
S
B&M
444.600
12/08/24
-2.22
381.800
325.800
56.000
17.19
2.98
L
Taylor Wimpey
158.000
12/08/24
0.54
171.500
163.650
7.850
4.80
2.97
Beazley
732.000
12/08/24
1.24
562.500
499.800
62.700
12.55
2.76
L
Tesco
333.500
12/08/24
0.91
297.290
279.930
17.360
6.20
2.10
BP
439.600
12/08/24
1.35
557.200
494.900
62.300
12.59
1.96
GSK
1,572.000
12/08/24
0.42
1,562.810
1,446.570
116.240
8.04
1.49
Admiral Group
2,698.000
12/08/24
0.86
2,064.000
2,065.000
-1.000
-0.05
1.17
F&C Investment Trust
1,026.000
12/08/24
696.000
655.000
41.000
6.26
1.14
S
Whitbread
2,814.000
12/08/24
-1.44
4,525.000
4,895.000
-370.000
-7.56
0.73
S
United Utilities
988.800
12/08/24
-0.12
769.800
798.600
-28.800
-3.61
0.46
⇓ instrument
freshest
⇓ Δday
20/05/19
⇓ Δwk
28/01/19
prc diff
⇓ Δ16
∅-RS
Prudential
635.400
12/08/24
0.41
1,638.500
1,486.000
152.500
10.26
0.39
L
AstraZeneca
12,780.000
12/08/24
0.63
5,824.000
5,325.000
499.000
9.37
0.26
Scottish Mortgage
824.600
12/08/24
-0.17
508.000
468.500
39.500
8.43
0.16
Reckitt Benckiser
4,180.000
12/08/24
6,268.000
5,703.000
565.000
9.91
-0.16
L
Lloyds Bank
56.800
12/08/24
-0.28
59.500
57.000
2.500
4.39
-0.22
Intertek
4,680.000
12/08/24
0.60
5,050.000
4,843.000
207.000
4.27
-0.47
S
Severn Trent
2,514.000
12/08/24
-0.63
1,919.500
1,910.500
9.000
0.47
-0.56
Berkeley
5,070.000
12/08/24
1.00
3,654.000
3,750.000
-96.000
-2.56
-0.84
S
National Grid
978.400
12/08/24
-0.04
817.800
788.900
28.900
3.66
-0.88
L
Smiths Group
1,743.000
12/08/24
0.52
1,481.500
1,421.500
60.000
4.22
-1.51
Ashtead
5,152.000
12/08/24
-0.43
2,015.000
1,934.000
81.000
4.19
-2.07
Land Securities
615.500
12/08/24
-0.73
869.200
863.200
6.000
0.70
-2.19
L
HSBC
643.900
12/08/24
0.22
650.100
631.100
19.000
3.01
-2.30
S
RS Group
754.000
12/08/24
-0.40
606.600
537.000
69.600
12.96
-2.63
WPP Group
690.200
12/08/24
1.68
952.200
872.000
80.200
9.20
-3.84
Johnson Matthey
1,577.000
12/08/24
0.06
3,112.000
2,973.000
139.000
4.68
-4.07
Antofagasta
1,879.500
12/08/24
1.79
829.000
813.400
15.600
1.92
-5.77
Aviva
484.200
12/08/24
0.35
416.900
409.700
7.200
1.76
-5.97
L
BAT
2,801.000
12/08/24
2,972.000
2,375.000
597.000
25.14
-6.38
S
Burberry Group
671.000
12/08/24
-2.02
1,802.000
1,758.000
44.000
2.50
-6.93
Endeavour Mining
1,567.000
12/08/24
1.89
1,965.000
2,101.000
-136.000
-6.47
-7.83
L
Abrdn
152.950
12/08/24
2.51
259.700
259.550
0.150
0.06
-7.87
Melrose
486.700
12/08/24
0.19
523.950
482.700
41.250
8.55
-7.91
Weir Group
1,904.000
12/08/24
0.79
1,527.500
1,482.500
45.000
3.04
-7.96
L
British Land
395.000
12/08/24
-0.40
555.000
572.000
-17.000
-2.97
-8.11
⇓ instrument
freshest
⇓ Δday
20/05/19
⇓ Δwk
28/01/19
prc diff
⇓ Δ16
∅-RS
Barclays
220.100
12/08/24
0.85
156.360
160.080
-3.720
-2.32
-8.41
L
Frasers
838.500
12/08/24
-0.42
287.600
272.000
15.600
5.74
-8.97
L
NatWest
334.600
12/08/24
0.48
222.200
238.500
-16.300
-6.83
-9.05
Pearson
1,034.500
12/08/24
-0.72
800.600
897.000
-96.400
-10.75
-9.98
S
Bunzl
3,202.000
12/08/24
0.50
2,107.000
2,357.000
-250.000
-10.61
-10.17
L
BT Group
141.500
12/08/24
8.43
203.250
236.000
-32.750
-13.88
-11.18
L
Persimmon
1,577.500
12/08/24
0.03
2,046.000
2,356.000
-310.000
-13.16
-11.61
Mondi
1,423.000
12/08/24
-0.42
1,656.000
1,837.500
-181.500
-9.88
-11.76
Kingfisher
271.400
12/08/24
0.18
224.000
221.600
2.400
1.08
-12.03
L
SSE
1,878.000
12/08/24
0.86
1,039.500
1,128.000
-88.500
-7.85
-12.76
Glencore
410.250
12/08/24
1.27
273.000
291.450
-18.450
-6.33
-13.18
Smurfit Kappa
3,058.000
12/08/24
0.07
2,151.000
2,194.000
-43.000
-1.96
-14.67
S
Flutter
14,685.000
12/08/24
-1.28
5,814.000
6,085.000
-271.000
-4.45
-15.05
ConvaTec
231.600
12/08/24
-0.17
139.950
139.950
0.000
0.00
-15.11
BAE Systems
1,303.500
12/08/24
2.04
459.300
504.400
-45.100
-8.94
-15.31
L
Imperial Brands
2,134.000
12/08/24
0.38
2,187.500
2,361.500
-174.000
-7.37
-15.65
Fresnillo
540.000
12/08/24
0.93
737.200
941.400
-204.200
-21.69
-18.49
Int Cons Airlines
166.450
12/08/24
-0.06
502.400
623.000
-120.600
-19.36
-19.23
DS Smith
444.000
12/08/24
1.19
318.400
318.900
-0.500
-0.16
-19.31
L
Vodafone
74.440
12/08/24
0.87
126.400
135.440
-9.040
-6.67
-19.69
S
Entain
580.400
12/08/24
3.98
607.200
637.000
-29.800
-4.68
-23.36
J Sainsbury
269.600
12/08/24
0.67
197.800
279.000
-81.200
-29.10
-30.23
Centrica
127.300
12/08/24
3.29
93.540
135.150
-41.610
-30.79
-30.96
L
Airtel Africa
110.000
12/08/24
-0.63
-na-
Haleon
373.200
12/08/24
-1.01
-na-
⇓ instrument
freshest
⇓ Δday
20/05/19
⇓ Δwk
28/01/19
prc diff
⇓ Δ16
∅-RS
S
M&G
203.900
12/08/24
1.09
-na-
FTSE - 97 out of 100 instruments rated - 20/05/19 / 28/01/19 - 70 did rise, Market-Ratio(16) in GBP = 72.16 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index in Pound sterling * 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
2/01/06
19/06/06
168
- cash -
short
19/06/06
4/09/06
77
Carnival
100
455
21.940
22.800
21.080
-0.860
-4
9,609
-17
long
4/09/06
30/07/07
329
LSE Group
100
869
11.054
12.288
1.234
11
10,681
12
short
30/07/07
16/02/09
567
Taylor Wimpey
100
4,690
2.277
0.133
39.040
36.763
1,614
183,097
523
long
16/02/09
5/07/10
504
Randgold Res
100
5,628
32.530
61.250
28.720
88
344,734
58
short
5/07/10
6/09/10
63
BP
100
103,430
3.333
4.065
2.601
-0.732
-22
269,023
-76
long
6/09/10
8/08/11
336
Croda
100
18,905
14.230
17.700
3.470
24
334,623
27
short
8/08/11
28/11/11
112
Lloyds Bank
100
1,019,881
0.328
0.237
0.455
0.127
39
463,740
190
long
28/11/11
4/06/12
189
Next
100
17,414
26.630
29.930
3.300
12
521,206
25
short
4/06/12
30/07/12
56
Aviva
100
192,753
2.704
2.990
2.418
-0.286
-11
466,079
-52
long
30/07/12
24/08/15
1120
Ashtead
100
178,779
2.607
8.830
6.223
239
1,578,621
49
short
24/08/15
9/05/16
259
Glencore
100
1,144,757
1.379
1.326
1.435
0.056
4
1,642,384
6
long
9/05/16
8/10/18
882
Fresnillo
100
158,073
10.390
7.780
-2.610
-25
1,229,813
-11
short
8/10/18
11/02/19
126
Fresnillo
100
158,073
7.780
9.696
5.864
-1.916
-25
926,945
-56
long
11/02/19
9/03/20
392
Micro Focus
100
55,175
16.800
5.924
-10.876
-65
326,862
-62
short
9/03/20
6/07/20
119
Micro Focus
100
55,175
5.924
4.387
8.000
2.076
35
441,378
151
long
6/07/20
7/03/22
609
Scottish Mortgage
100
49,151
8.980
8.560
-0.420
-5
420,734
-3
short
7/03/22
9/01/23
308
Polymetal
100
243,833
1.726
3.150
0.301
-1.425
-83
73,394
-87
long
9/01/23
21/08/23
224
Antofagasta
100
4,251
17.265
13.900
-3.365
-19
59,090
-30
short
21/08/23
11/12/23
112
Fresnillo
100
11,586
5.100
5.760
4.440
-0.660
-13
51,443
-36
long
11/12/23
12/08/24
245
Rolls-Royce
100
17,326
2.969
4.867
1.898
64
84,327
109
accum 19/06/06
12/08/24 7354
days out of 7522 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 30/07/07 16/02/09 567 2.28 0.13 39.04 36.76 1,614.37 1,614.37
Ashtead long 30/07/12 24/08/15 1120 2.61 8.83 6.22 238.70 238.70
Randgold Res long 16/02/09 5/07/10 504 32.53 61.25 28.72 88.29 88.29
Rolls-Royce long 11/12/23 12/08/24 245 2.97 4.87 1.90 63.93 63.93
Lloyds Bank short 8/08/11 28/11/11 112 0.33 0.24 0.45 0.13 38.59 38.59
Croda long 6/09/10 8/08/11 336 14.23 17.70 3.47 24.39 24.39
Next long 28/11/11 4/06/12 189 26.63 29.93 3.30 12.39 12.39
LSE Group long 4/09/06 30/07/07 329 11.05 12.29 1.23 11.17 11.17
Glencore short 24/08/15 9/05/16 259 1.38 1.33 1.43 0.06 4.04 4.04
Carnival short 19/06/06 4/09/06 77 21.94 22.80 21.08 -0.86 -3.92 -3.92
Scottish Mortgage long 6/07/20 7/03/22 609 8.98 8.56 -0.42 -4.68 -4.68
Aviva short 4/06/12 30/07/12 56 2.70 2.99 2.42 -0.29 -10.58 -10.58
Antofagasta long 9/01/23 21/08/23 224 17.27 13.90 -3.37 -19.49 -19.49
BP short 5/07/10 6/09/10 63 3.33 4.07 2.60 -0.73 -21.96 -21.96
Fresnillo long 9/05/16 8/10/18 882 10.39 7.78 -2.61 -25.12
short 8/10/18 11/02/19 126 7.78 9.70 5.86 -1.92 -24.63
short 21/08/23 11/12/23 112 5.10 5.76 4.44 -0.66 -12.94 -50.86
Micro Focus long 11/02/19 9/03/20 392 16.80 5.92 -10.88 -64.74
short 9/03/20 6/07/20 119 5.92 4.39 8.00 2.08 35.04 -52.38
Polymetal short 7/03/22 9/01/23 308 1.73 3.15 0.30 -1.42 -82.56 -82.56
Annotations
20/04/23 Melrose reverse split 3:1 (one for three)
26/09/22 Schroders split 1:5 (five for one) + 3 bonus shares for 17 (is equivalent to a 17:20 split)
18/07/22 GlaxoSmithKline demergers OTC business -> Haleon
30/11/21 JD Sports stock split 1:5 (five for one)
28/05/21 FTSE Royal Mail returns for RSA Insurance (acquired by Tryg and Intact)
12/02/21 Tesco Stock split 19:15 (fifteen for nineteen) after 50.93 special dividend for proceeds from the sale of the Asia
business
31/08/18 Rightmove stock split 1:10 (ten for one)
2/07/18 FTSE Ocado replaces Old Mutual (spin off Quilter)
21/05/18 FTSE Melrose and Royal Mail replace GKN (acquired by Melrose) and Hammerson
19/01/18 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
14/08/17 Standard Life merger with Aberdeen Asset Management completed
20/03/17 FTSE Rentokil Initial and Scottish Mortgage replace Capita and Dixons Carphone
14/02/17 FTSE machine learning processed for all techniques
19/12/16 FTSE ConvaTec and Smurfit Kappa replace Polymetal and Travis Perkins
4/10/16 SAB Miller acquired by AB InBev - deletion
19/09/16 FTSE Polymetal replaces Berkeley
5/09/16 FTSE Micro Focus ersetzt Arm Holdings (acquisition by Softbank)
11/07/16 FTSE Informa, Mediclinic, Paddy Power Betfair and Wm Morrison
replace Aberdeen Asset, Inmarsat, Rexam and Sports Direct
18/02/16 FTSE index changes applied:
Berkeley, DCC, Provident Financial, Rexam and Worldpay replace
G4S, Meggit, Morrison, BG and Weir
DCC recording started
26/08/15 FTSE complete analysis
22/06/15 FTSE Inmarsat replaces Aggreko
21/04/15 FTSE Merlin replaces Friends Life (acquiried by Aviva)
FTSE Hikma replaces Tullow
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