Assessment - FTSE 100 Index - 9/02/19 - RS = 16
⇐
instrument
freshest
⇓ Δday
9/02/19
⇓ Δwk
5/13/19
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
7,281.940
7,163.680
118.260
1.65
1.29
L
3i Group
3,018.000
8/12/24
0.23
1,121.500
1,032.500
89.000
8.62
18.63
L
Abrdn
152.950
8/12/24
2.51
252.300
258.000
-5.700
-2.21
-6.31
Admiral Group
2,698.000
8/12/24
0.86
2,161.000
2,028.000
133.000
6.56
2.85
L
Airtel Africa
110.000
8/12/24
-0.63
67.850
-na-
L
Anglo American
2,232.500
8/12/24
0.29
1,782.200
1,864.000
-81.800
-4.39
-3.78
Antofagasta
1,879.500
8/12/24
1.79
855.800
803.200
52.600
6.55
0.74
Ashtead
5,152.000
8/12/24
-0.43
2,289.000
1,984.000
305.000
15.37
14.24
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,286.000
2,488.000
-202.000
-8.12
-2.77
L
AstraZeneca
12,780.000
8/12/24
0.63
7,533.000
5,676.000
1,857.000
32.72
23.79
L
Auto Trader
797.800
8/12/24
0.81
532.600
569.000
-36.400
-6.40
10.04
Aviva
484.200
8/12/24
0.35
355.700
407.600
-51.900
-12.73
-14.69
S
B&M
444.600
8/12/24
-2.22
360.900
380.600
-19.700
-5.18
1.48
BAE Systems
1,303.500
8/12/24
2.04
555.000
461.100
93.900
20.36
9.29
Barclays
220.100
8/12/24
0.85
137.540
155.100
-17.560
-11.32
-13.73
L
Barratt Developments
524.600
8/12/24
0.15
632.400
597.600
34.800
5.82
14.20
Beazley
732.000
8/12/24
1.24
577.500
529.500
48.000
9.07
6.31
Berkeley
5,070.000
8/12/24
1.00
3,903.000
3,662.000
241.000
6.58
7.05
BP
439.600
8/12/24
1.35
503.800
526.300
-22.500
-4.28
-6.10
L
BAT
2,801.000
8/12/24
2,901.500
2,865.000
36.500
1.27
-1.63
L
British Land
395.000
8/12/24
-0.40
513.800
563.600
-49.800
-8.84
-9.08
L
BT Group
141.500
8/12/24
8.43
167.060
205.300
-38.240
-18.63
-23.57
S
Bunzl
3,202.000
8/12/24
0.50
2,059.000
2,100.000
-41.000
-1.95
-9.94
S
Burberry Group
671.000
8/12/24
-2.02
2,185.000
1,864.000
321.000
17.22
15.37
Centrica
127.300
8/12/24
3.29
70.220
95.400
-25.180
-26.39
-37.37
instrument
freshest
⇓ Δday
9/02/19
⇓ Δwk
5/13/19
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,756.000
2,710.000
46.000
1.70
6.35
Compass Group
2,354.000
8/12/24
0.90
2,118.000
1,730.500
387.500
22.39
22.34
ConvaTec
231.600
8/12/24
-0.17
176.850
141.500
35.350
24.98
17.00
CRH (L)
6,416.000
8/12/24
-1.35
2,770.000
2,430.000
340.000
13.99
15.88
S
Croda
3,829.000
8/12/24
-0.05
4,742.000
5,010.000
-268.000
-5.35
-3.51
DCC
5,135.000
8/12/24
-0.29
7,044.000
6,486.000
558.000
8.60
6.74
S
Diageo
2,451.500
8/12/24
1.03
3,591.000
3,254.000
337.000
10.36
19.92
DS Smith
444.000
8/12/24
1.19
341.600
332.800
8.800
2.64
-3.16
Endeavour Mining
1,567.000
8/12/24
1.89
2,588.930
1,965.000
623.930
31.75
25.42
S
Entain
580.400
8/12/24
3.98
647.400
575.800
71.600
12.43
-4.99
L
Experian
3,524.000
8/12/24
1.18
2,594.000
2,174.000
420.000
19.32
25.47
F&C Investment Trust
1,026.000
8/12/24
711.000
679.000
32.000
4.71
3.37
S
Flutter
14,685.000
8/12/24
-1.28
6,888.000
5,884.000
1,004.000
17.06
8.16
L
Frasers
838.500
8/12/24
-0.42
242.600
287.200
-44.600
-15.53
-12.91
Fresnillo
540.000
8/12/24
0.93
746.000
726.000
20.000
2.75
-8.93
Glencore
410.250
8/12/24
1.27
236.900
271.700
-34.800
-12.81
-18.22
GSK
1,572.000
8/12/24
0.42
1,749.580
1,523.530
226.050
14.84
12.14
Haleon
373.200
8/12/24
-1.01
-na-
L
Halma
2,527.000
8/12/24
0.04
1,988.500
1,736.500
252.000
14.51
26.74
L
Hargreaves Lansdown
1,102.000
8/12/24
1,894.500
2,252.000
-357.500
-15.87
-2.66
Hiscox
1,189.000
8/12/24
1.89
1,559.000
1,553.000
6.000
0.39
-3.66
L
HSBC
643.900
8/12/24
0.22
594.900
650.000
-55.100
-8.48
-7.97
L
Imperial Brands
2,134.000
8/12/24
0.38
2,146.000
2,171.500
-25.500
-1.17
-8.78
Informa
807.800
8/12/24
1.03
874.800
754.400
120.400
15.96
17.96
InterContinental Hot
7,228.000
8/12/24
-0.61
5,163.000
4,828.000
335.000
6.94
10.78
instrument
freshest
⇓ Δday
9/02/19
⇓ Δwk
5/13/19
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
425.200
504.000
-78.800
-15.63
-22.29
Intertek
4,680.000
8/12/24
0.60
5,584.000
4,989.000
595.000
11.93
10.67
J Sainsbury
269.600
8/12/24
0.67
196.700
205.500
-8.800
-4.28
-19.29
L
JD Sports Fashion
120.350
8/12/24
-4.07
125.320
120.920
4.400
3.64
29.78
Johnson Matthey
1,577.000
8/12/24
0.06
2,959.000
3,065.000
-106.000
-3.46
-4.68
Kingfisher
271.400
8/12/24
0.18
196.500
239.900
-43.400
-18.09
-15.10
Land Securities
615.500
8/12/24
-0.73
778.600
892.200
-113.600
-12.73
-8.89
S
Legal & General
225.600
8/12/24
0.53
223.500
267.400
-43.900
-16.42
-13.38
L
Lloyds Bank
56.800
8/12/24
-0.28
50.320
59.790
-9.470
-15.84
-12.61
L
LSE Group
9,938.000
8/12/24
1.12
7,020.000
5,050.000
1,970.000
39.01
46.34
S
M&G
203.900
8/12/24
1.09
-na-
Melrose
486.700
8/12/24
0.19
552.450
528.000
24.450
4.63
3.75
Mondi
1,423.000
8/12/24
-0.42
1,591.500
1,643.500
-52.000
-3.16
-10.16
S
National Grid
978.400
8/12/24
-0.04
860.900
849.600
11.300
1.33
4.40
L
NatWest
334.600
8/12/24
0.48
186.250
226.300
-40.050
-17.70
-19.30
Next
9,542.000
8/12/24
0.23
5,950.000
5,604.000
346.000
6.17
13.85
Ocado
376.700
8/12/24
0.72
1,328.500
1,319.500
9.000
0.68
32.33
Pearson
1,034.500
8/12/24
-0.72
840.800
797.400
43.400
5.44
-3.07
Pershing Square
3,534.000
8/12/24
-0.79
1,556.000
1,324.000
232.000
17.52
25.55
L
Persimmon
1,577.500
8/12/24
0.03
1,904.500
2,060.000
-155.500
-7.55
-11.01
Phoenix
538.000
8/12/24
0.47
647.000
669.400
-22.400
-3.35
-0.95
Prudential
635.400
8/12/24
0.41
1,371.500
1,590.500
-219.000
-13.77
-13.33
Reckitt Benckiser
4,180.000
8/12/24
6,438.000
6,161.000
277.000
4.50
2.69
RELX
3,531.000
8/12/24
0.57
2,011.000
1,740.000
271.000
15.57
18.01
L
Rentokil Initial
469.000
8/12/24
1.01
459.300
381.600
77.700
20.36
29.46
instrument
freshest
⇓ Δday
9/02/19
⇓ Δwk
5/13/19
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
541.800
548.700
-6.900
-1.26
10.14
Rio Tinto
4,942.000
8/12/24
0.56
4,147.000
4,368.000
-221.000
-5.06
-0.22
Rolls-Royce
486.700
8/12/24
0.35
773.800
897.800
-124.000
-13.81
-11.81
S
RS Group
754.000
8/12/24
-0.40
581.800
604.600
-22.800
-3.77
-1.50
S
Sage Group
1,005.500
8/12/24
1.03
701.000
704.200
-3.200
-0.45
7.80
L
Schroders
337.200
8/12/24
-0.12
469.200
511.190
-41.990
-8.21
-1.33
Scottish Mortgage
824.600
8/12/24
-0.17
518.000
505.000
13.000
2.57
2.56
L
Segro
884.600
8/12/24
-0.96
789.000
687.200
101.800
14.81
18.91
S
Severn Trent
2,514.000
8/12/24
-0.63
2,066.000
1,982.500
83.500
4.21
6.07
Shell
2,799.000
8/12/24
0.83
2,296.000
2,447.500
-151.500
-6.19
-5.75
Smith and Nephew
1,156.000
8/12/24
-0.86
1,990.000
1,612.000
378.000
23.45
31.93
L
Smiths Group
1,743.000
8/12/24
0.52
1,678.500
1,467.500
211.000
14.38
14.05
Smurfit Kappa
3,058.000
8/12/24
0.07
2,522.000
2,166.000
356.000
16.44
6.88
S
Spirax-Sarco
7,715.000
8/12/24
0.72
8,040.000
8,060.000
-20.000
-0.25
11.29
L
SSE
1,878.000
8/12/24
0.86
1,149.000
1,115.000
34.000
3.05
1.56
L
St. James´s Place
691.000
8/12/24
-1.22
920.800
1,085.000
-164.200
-15.13
-10.31
Standard Chartered
722.000
8/12/24
0.92
627.800
668.200
-40.400
-6.05
-0.43
L
Taylor Wimpey
158.000
8/12/24
0.54
147.300
175.450
-28.150
-16.04
-8.46
L
Tesco
333.500
8/12/24
0.91
283.990
301.210
-17.220
-5.72
0.61
L
Unilever Plc
4,714.000
8/12/24
-0.34
5,271.000
4,649.500
621.500
13.37
19.78
S
Unite
934.000
8/12/24
-1.11
1,060.000
960.500
99.500
10.36
16.37
S
United Utilities
988.800
8/12/24
-0.12
816.000
803.600
12.400
1.54
4.96
L
Vodafone
74.440
8/12/24
0.87
156.660
131.780
24.880
18.88
8.65
Weir Group
1,904.000
8/12/24
0.79
1,444.500
1,546.500
-102.000
-6.60
-5.12
S
Whitbread
2,814.000
8/12/24
-1.44
4,409.000
4,493.000
-84.000
-1.87
-5.37
instrument
freshest
⇓ Δday
9/02/19
⇓ Δwk
5/13/19
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
968.200
939.800
28.400
3.02
4.25
FTSE - 97 out of 100 instruments rated - 9/02/19 / 5/13/19 - 53 did rise, Market-Ratio(16) = 54.64 %
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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