Assessment - FTSE 100 Index in Pound sterling - 10/02/20 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
10/02/20
⇓ Δwk
21/10/19
prc diff
Δ16
⇓ ∅-RS
FTSE
8,210.250
12/08/24
0.52
7,446.880
7,163.640
283.240
3.95
1.44
L
Frasers
838.500
12/08/24
-0.42
468.000
323.000
145.000
44.89
57.16
Scottish Mortgage
824.600
12/08/24
-0.17
626.000
476.600
149.400
31.35
19.48
L
BAT
2,801.000
12/08/24
3,450.000
2,648.000
802.000
30.29
15.82
L
Taylor Wimpey
158.000
12/08/24
0.54
217.800
169.150
48.650
28.76
27.62
L
Persimmon
1,577.500
12/08/24
0.03
3,077.000
2,395.000
682.000
28.48
37.79
L
Airtel Africa
110.000
12/08/24
-0.63
73.500
57.500
16.000
27.83
-na-
L
Barratt Developments
524.600
12/08/24
0.15
823.800
669.600
154.200
23.03
30.38
S
Spirax-Sarco
7,715.000
12/08/24
0.72
9,210.000
7,490.000
1,720.000
22.96
13.15
L
SSE
1,878.000
12/08/24
0.86
1,600.000
1,310.500
289.500
22.09
32.08
Rightmove
537.200
12/08/24
0.04
694.600
569.800
124.800
21.90
24.86
Ass Brit Foods
2,435.000
12/08/24
-0.90
2,708.000
2,222.000
486.000
21.87
12.32
BAE Systems
1,303.500
12/08/24
2.04
648.600
535.000
113.600
21.23
23.03
Ashtead
5,152.000
12/08/24
-0.43
2,652.000
2,192.000
460.000
20.99
21.55
L
Halma
2,527.000
12/08/24
0.04
2,202.000
1,840.500
361.500
19.64
17.14
L
Experian
3,524.000
12/08/24
1.18
2,778.000
2,327.000
451.000
19.38
17.71
Intertek
4,680.000
12/08/24
0.60
5,880.000
4,950.000
930.000
18.79
9.05
RELX
3,531.000
12/08/24
0.57
2,075.000
1,747.000
328.000
18.78
13.26
Smurfit Kappa
3,058.000
12/08/24
0.07
2,962.000
2,508.000
454.000
18.10
19.80
ConvaTec
231.600
12/08/24
-0.17
212.000
182.000
30.000
16.48
32.42
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
2,782.000
2,393.000
389.000
16.26
5.11
L
St. James´s Place
691.000
12/08/24
-1.22
1,177.500
1,013.000
164.500
16.24
12.74
Int Cons Airlines
166.450
12/08/24
-0.06
606.400
525.000
81.400
15.50
18.24
L
LSE Group
9,938.000
12/08/24
1.12
8,166.000
7,074.000
1,092.000
15.44
35.97
L
AstraZeneca
12,780.000
12/08/24
0.63
7,710.000
6,729.000
981.000
14.58
14.85
⇓ instrument
freshest
⇓ Δday
10/02/20
⇓ Δwk
21/10/19
prc diff
Δ16
⇓ ∅-RS
Centrica
127.300
12/08/24
3.29
82.680
72.200
10.480
14.52
-5.40
Berkeley
5,070.000
12/08/24
1.00
5,162.000
4,517.000
645.000
14.28
26.87
S
National Grid
978.400
12/08/24
-0.04
1,024.200
897.500
126.700
14.12
18.11
S
Unite
934.000
12/08/24
-1.11
1,300.000
1,144.000
156.000
13.64
24.97
Melrose
486.700
12/08/24
0.19
717.900
638.100
79.800
12.51
22.55
Admiral Group
2,698.000
12/08/24
0.86
2,296.000
2,041.000
255.000
12.49
6.46
F&C Investment Trust
1,026.000
12/08/24
775.000
689.000
86.000
12.48
8.97
L
Rentokil Initial
469.000
12/08/24
1.01
495.000
440.500
54.500
12.37
20.38
S
Flutter
14,685.000
12/08/24
-1.28
8,420.000
7,500.000
920.000
12.27
20.91
S
Legal & General
225.600
12/08/24
0.53
308.000
274.400
33.600
12.24
13.79
Smith and Nephew
1,156.000
12/08/24
-0.86
1,866.500
1,667.500
199.000
11.93
10.30
S
Sage Group
1,005.500
12/08/24
1.03
773.800
693.000
80.800
11.66
7.52
S
United Utilities
988.800
12/08/24
-0.12
988.200
887.000
101.200
11.41
18.13
L
Schroders
337.200
12/08/24
-0.12
580.550
521.560
58.990
11.31
13.55
S
Severn Trent
2,514.000
12/08/24
-0.63
2,560.000
2,308.000
252.000
10.92
20.44
L
Abrdn
152.950
12/08/24
2.51
320.300
288.900
31.400
10.87
14.03
Reckitt Benckiser
4,180.000
12/08/24
6,478.000
5,872.000
606.000
10.32
5.20
L
Segro
884.600
12/08/24
-0.96
913.800
828.400
85.400
10.31
20.44
S
M&G
203.900
12/08/24
1.09
240.200
218.000
22.200
10.18
-na-
L
JD Sports Fashion
120.350
12/08/24
-4.07
169.200
154.120
15.080
9.78
32.81
CRH (L)
6,416.000
12/08/24
-1.35
2,987.000
2,723.000
264.000
9.70
12.15
S
Croda
3,829.000
12/08/24
-0.05
5,075.000
4,628.000
447.000
9.66
2.80
S
Whitbread
2,814.000
12/08/24
-1.44
4,606.000
4,203.000
403.000
9.59
0.27
L
Smiths Group
1,743.000
12/08/24
0.52
1,736.000
1,592.000
144.000
9.05
10.56
Phoenix
538.000
12/08/24
0.47
777.700
715.000
62.700
8.77
11.36
⇓ instrument
freshest
⇓ Δday
10/02/20
⇓ Δwk
21/10/19
prc diff
Δ16
⇓ ∅-RS
Endeavour Mining
1,567.000
12/08/24
1.89
2,485.900
2,293.890
192.010
8.37
12.73
Prudential
635.400
12/08/24
0.41
1,463.500
1,366.000
97.500
7.14
-3.10
Barclays
220.100
12/08/24
0.85
176.900
165.620
11.280
6.81
10.70
WPP Group
690.200
12/08/24
1.68
963.800
908.000
55.800
6.15
1.15
Mondi
1,423.000
12/08/24
-0.42
1,663.500
1,570.000
93.500
5.96
-1.78
S
Burberry Group
671.000
12/08/24
-2.02
1,996.000
1,886.500
109.500
5.80
-1.08
L
3i Group
3,018.000
12/08/24
0.23
1,143.000
1,081.500
61.500
5.69
7.20
DS Smith
444.000
12/08/24
1.19
366.100
347.500
18.600
5.35
3.77
L
Auto Trader
797.800
12/08/24
0.81
580.200
551.000
29.200
5.30
7.58
GSK
1,572.000
12/08/24
0.42
1,730.240
1,651.870
78.370
4.74
4.27
L
Tesco
333.500
12/08/24
0.91
325.280
310.970
14.310
4.60
8.88
S
RS Group
754.000
12/08/24
-0.40
696.600
668.200
28.400
4.25
12.15
L
Anglo American
2,232.500
12/08/24
0.29
2,015.000
1,939.800
75.200
3.88
0.40
Fresnillo
540.000
12/08/24
0.93
652.600
629.000
23.600
3.75
-9.39
InterContinental Hot
7,228.000
12/08/24
-0.61
4,730.500
4,560.000
170.500
3.74
-4.42
Informa
807.800
12/08/24
1.03
787.600
763.000
24.600
3.22
-0.92
Rio Tinto
4,942.000
12/08/24
0.56
4,122.500
3,999.000
123.500
3.09
-6.14
Compass Group
2,354.000
12/08/24
0.90
1,990.000
1,933.500
56.500
2.92
5.65
S
Entain
580.400
12/08/24
3.98
906.000
880.800
25.200
2.86
31.52
L
Unilever Plc
4,714.000
12/08/24
-0.34
4,685.500
4,558.000
127.500
2.80
1.54
Pershing Square
3,534.000
12/08/24
-0.79
1,530.000
1,490.000
40.000
2.68
8.63
Next
9,542.000
12/08/24
0.23
6,878.000
6,782.000
96.000
1.42
15.49
S
Diageo
2,451.500
12/08/24
1.03
3,134.500
3,096.000
38.500
1.24
-2.66
Land Securities
615.500
12/08/24
-0.73
956.200
950.000
6.200
0.65
8.54
Beazley
732.000
12/08/24
1.24
606.500
603.000
3.500
0.58
8.83
⇓ instrument
freshest
⇓ Δday
10/02/20
⇓ Δwk
21/10/19
prc diff
Δ16
⇓ ∅-RS
Haleon
373.200
12/08/24
-1.01
-na-
S
Bunzl
3,202.000
12/08/24
0.50
1,987.000
1,998.000
-11.000
-0.55
-7.91
L
Imperial Brands
2,134.000
12/08/24
0.38
1,847.200
1,867.400
-20.200
-1.08
-10.17
Glencore
410.250
12/08/24
1.27
229.600
232.700
-3.100
-1.33
-11.63
S
B&M
444.600
12/08/24
-2.22
371.000
376.800
-5.800
-1.54
0.66
Weir Group
1,904.000
12/08/24
0.79
1,383.000
1,406.000
-23.000
-1.64
-7.57
Rolls-Royce
486.700
12/08/24
0.35
692.000
706.400
-14.400
-2.04
-13.93
Kingfisher
271.400
12/08/24
0.18
210.400
215.400
-5.000
-2.32
-3.92
Aviva
484.200
12/08/24
0.35
406.700
417.200
-10.500
-2.52
-0.64
Antofagasta
1,879.500
12/08/24
1.79
837.600
875.000
-37.400
-4.27
-5.97
L
HSBC
643.900
12/08/24
0.22
578.300
604.700
-26.400
-4.37
-6.62
Standard Chartered
722.000
12/08/24
0.92
630.600
665.000
-34.400
-5.17
-5.90
BP
439.600
12/08/24
1.35
464.600
490.000
-25.400
-5.18
-10.56
L
Hargreaves Lansdown
1,102.000
12/08/24
1,634.500
1,728.500
-94.000
-5.44
-15.03
L
Vodafone
74.440
12/08/24
0.87
150.000
159.800
-9.800
-6.13
4.26
J Sainsbury
269.600
12/08/24
0.67
201.000
215.400
-14.400
-6.69
-6.20
Ocado
376.700
12/08/24
0.72
1,217.000
1,305.500
-88.500
-6.78
0.30
L
Lloyds Bank
56.800
12/08/24
-0.28
56.880
61.440
-4.560
-7.42
-2.56
L
NatWest
334.600
12/08/24
0.48
221.500
242.600
-21.100
-8.70
-1.90
L
British Land
395.000
12/08/24
-0.40
570.000
638.200
-68.200
-10.69
0.45
Johnson Matthey
1,577.000
12/08/24
0.06
2,662.000
2,999.000
-337.000
-11.24
-13.38
Shell
2,799.000
12/08/24
0.83
1,974.400
2,239.000
-264.600
-11.82
-16.54
DCC
5,135.000
12/08/24
-0.29
6,232.000
7,074.000
-842.000
-11.90
-7.80
Hiscox
1,189.000
12/08/24
1.89
1,340.000
1,532.000
-192.000
-12.53
-12.89
Pearson
1,034.500
12/08/24
-0.72
579.200
674.600
-95.400
-14.14
-23.93
⇓ instrument
freshest
⇓ Δday
10/02/20
⇓ Δwk
21/10/19
prc diff
Δ16
⇓ ∅-RS
L
BT Group
141.500
12/08/24
8.43
154.140
209.200
-55.060
-26.32
-21.59
FTSE - 99 out of 100 instruments rated - 10/02/20 / 21/10/19 - 74 did rise, Market-Ratio(16) in GBP = 74.75 %
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 7324
days out of 7492 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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