Assessment - FTSE 100 Index in Dollar - 2/17/20 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
2/17/20
⇓ Δwk
10/28/19
prc diff
⇓ Δ16
∅-RS
FTSE
10,679.504
8/12/24
0.52
9,668.819
9,426.720
242.099
2.57
2.99
L
Frasers
1,090.681
8/12/24
-0.42
629.044
405.034
224.010
55.31
64.44
L
Persimmon
2,051.937
8/12/24
0.03
4,223.544
3,034.540
1,189.004
39.18
47.79
L
SSE
2,442.813
8/12/24
0.86
2,178.110
1,667.711
510.399
30.60
40.18
L
Barratt Developments
682.375
8/12/24
0.15
1,132.175
833.727
298.448
35.80
39.33
L
LSE Group
12,926.880
8/12/24
1.12
10,796.247
9,029.041
1,767.206
19.57
38.96
ConvaTec
301.254
8/12/24
-0.17
286.686
236.977
49.709
20.98
38.42
L
Taylor Wimpey
205.519
8/12/24
0.54
301.645
217.947
83.698
38.40
37.89
L
JD Sports Fashion
156.546
8/12/24
-4.07
224.614
199.148
25.466
12.79
36.26
Berkeley
6,594.816
8/12/24
1.00
6,940.816
5,755.339
1,185.477
20.60
32.91
S
Unite
1,214.903
8/12/24
-1.11
1,737.805
1,441.406
296.399
20.56
29.82
Int Cons Airlines
216.510
8/12/24
-0.06
832.482
667.856
164.626
24.65
27.55
Ashtead
6,701.477
8/12/24
-0.43
3,536.746
2,984.393
552.354
18.51
26.22
Melrose
633.076
8/12/24
0.19
944.346
837.456
106.891
12.76
25.50
Rightmove
698.764
8/12/24
0.04
896.219
775.093
121.125
15.63
25.26
S
Severn Trent
3,270.092
8/12/24
-0.63
3,402.769
2,925.245
477.524
16.32
24.73
S
Flutter
19,101.552
8/12/24
-1.28
11,090.217
9,959.976
1,130.241
11.35
23.98
Scottish Mortgage
1,072.601
8/12/24
-0.17
832.482
645.483
186.999
28.97
23.82
BAE Systems
1,695.531
8/12/24
2.04
830.140
727.004
103.137
14.19
22.73
S
Entain
754.957
8/12/24
3.98
1,085.348
1,118.665
-33.317
-2.98
22.71
S
United Utilities
1,286.184
8/12/24
-0.12
1,314.411
1,121.494
192.917
17.20
22.65
S
National Grid
1,272.656
8/12/24
-0.04
1,359.026
1,158.011
201.015
17.36
22.25
Next
12,411.781
8/12/24
0.23
9,315.990
8,699.871
616.120
7.08
21.51
L
Experian
4,583.852
8/12/24
1.18
3,673.325
3,111.689
561.637
18.05
20.91
L
Rentokil Initial
610.053
8/12/24
1.01
640.100
575.405
64.695
11.24
20.89
⇓ instrument
freshest
⇓ Δday
2/17/20
⇓ Δwk
10/28/19
prc diff
⇓ Δ16
∅-RS
L
Segro
1,150.646
8/12/24
-0.96
1,179.262
1,075.976
103.287
9.60
20.76
S
Legal & General
293.450
8/12/24
0.53
412.989
350.258
62.731
17.91
19.29
L
Halma
3,287.002
8/12/24
0.04
2,855.152
2,387.771
467.381
19.57
17.84
Smurfit Kappa
3,977.702
8/12/24
0.07
3,733.160
3,343.137
390.023
11.67
17.64
L
Abrdn
198.950
8/12/24
2.51
419.753
389.475
30.277
7.77
16.25
Phoenix
699.805
8/12/24
0.47
1,035.139
915.505
119.634
13.07
15.59
S
Spirax-Sarco
10,035.306
8/12/24
0.72
12,064.481
10,029.410
2,035.070
20.29
15.16
S
RS Group
980.767
8/12/24
-0.40
916.770
887.474
29.296
3.30
15.11
Endeavour Mining
2,038.279
8/12/24
1.89
3,248.265
3,009.980
238.285
7.92
14.80
RELX
4,592.957
8/12/24
0.57
2,696.460
2,380.699
315.761
13.26
14.64
L
Schroders
438.614
8/12/24
-0.12
748.297
682.874
65.423
9.58
14.06
L
St. James´s Place
898.820
8/12/24
-1.22
1,522.531
1,323.754
198.777
15.02
13.71
L
BAT
3,643.408
8/12/24
4,333.457
3,489.720
843.737
24.18
13.48
Land Securities
800.613
8/12/24
-0.73
1,277.339
1,205.329
72.010
5.97
13.49
L
Auto Trader
1,037.740
8/12/24
0.81
784.094
726.232
57.861
7.97
13.21
Barclays
286.296
8/12/24
0.85
231.144
219.233
11.911
5.43
13.13
L
Smiths Group
2,267.212
8/12/24
0.52
2,271.114
2,099.747
171.367
8.16
12.82
Ass Brit Foods
3,167.333
8/12/24
-0.90
3,476.912
2,848.095
628.816
22.08
12.52
Pershing Square
4,596.860
8/12/24
-0.79
2,031.776
1,856.727
175.049
9.43
12.25
CRH (L)
8,345.629
8/12/24
-1.35
3,830.716
3,660.735
169.982
4.64
12.03
F&C Investment Trust
1,334.572
8/12/24
1,018.489
907.790
110.699
12.19
11.79
L
AstraZeneca
16,623.618
8/12/24
0.63
9,595.652
9,563.943
31.709
0.33
11.34
L
3i Group
3,925.671
8/12/24
0.23
1,519.929
1,452.979
66.951
4.61
11.04
L
Tesco
433.801
8/12/24
0.91
424.097
390.568
33.529
8.58
10.86
S
Sage Group
1,307.907
8/12/24
1.03
1,018.229
921.934
96.295
10.44
10.35
⇓ instrument
freshest
⇓ Δday
2/17/20
⇓ Δwk
10/28/19
prc diff
⇓ Δ16
∅-RS
L
Coca-Cola HBC
3,522.438
8/12/24
0.89
3,709.746
2,956.104
753.642
25.49
9.43
Intertek
6,087.522
8/12/24
0.60
7,562.576
6,765.995
796.581
11.77
9.44
Smith and Nephew
1,503.670
8/12/24
-0.86
2,378.426
2,166.610
211.816
9.78
9.24
Admiral Group
3,509.431
8/12/24
0.86
3,008.641
2,592.217
416.424
16.06
9.04
L
Vodafone
96.828
8/12/24
0.87
196.570
205.937
-9.367
-4.55
6.73
L
Anglo American
2,903.930
8/12/24
0.29
2,736.133
2,626.291
109.842
4.18
6.70
S
B&M
578.315
8/12/24
-2.22
496.888
471.639
25.248
5.35
5.26
S
Croda
4,980.582
8/12/24
-0.05
6,620.831
6,174.517
446.314
7.23
5.01
Compass Group
3,061.972
8/12/24
0.90
2,529.313
2,583.216
-53.903
-2.09
4.65
S
Whitbread
3,660.318
8/12/24
-1.44
6,139.552
5,395.308
744.244
13.79
4.81
Beazley
952.151
8/12/24
1.24
746.632
761.849
-15.217
-2.00
4.35
WPP Group
897.779
8/12/24
1.68
1,275.258
1,255.219
20.039
1.60
4.40
Reckitt Benckiser
5,437.146
8/12/24
8,223.358
7,466.767
756.591
10.13
4.29
L
British Land
513.797
8/12/24
-0.40
755.217
794.381
-39.164
-4.93
4.35
DS Smith
577.534
8/12/24
1.19
466.450
467.396
-0.946
-0.20
3.44
Kingfisher
353.024
8/12/24
0.18
288.767
272.980
15.787
5.78
3.44
Aviva
629.824
8/12/24
0.35
536.951
545.446
-8.495
-1.56
2.80
GSK
2,044.783
8/12/24
0.42
2,177.239
2,249.391
-72.152
-3.21
2.42
L
Unilever Plc
6,131.748
8/12/24
-0.34
6,022.485
5,860.133
162.352
2.77
1.76
S
Burberry Group
872.805
8/12/24
-2.02
2,609.310
2,637.221
-27.911
-1.06
1.08
Prudential
826.498
8/12/24
0.41
1,942.674
1,788.578
154.096
8.62
0.72
Antofagasta
2,444.765
8/12/24
1.79
1,141.020
1,163.669
-22.649
-1.95
0.37
Mondi
1,850.971
8/12/24
-0.42
2,161.851
2,058.601
103.250
5.02
0.16
Informa
1,050.748
8/12/24
1.03
1,016.408
980.568
35.840
3.66
-0.28
J Sainsbury
350.683
8/12/24
0.67
271.077
273.494
-2.417
-0.88
-0.29
⇓ instrument
freshest
⇓ Δday
2/17/20
⇓ Δwk
10/28/19
prc diff
⇓ Δ16
∅-RS
InterContinental Hot
9,401.840
8/12/24
-0.61
6,281.985
5,990.644
291.341
4.86
-0.82
L
Lloyds Bank
73.883
8/12/24
-0.28
73.974
75.773
-1.800
-2.38
-0.61
Rio Tinto
6,428.319
8/12/24
0.56
5,479.420
5,323.302
156.118
2.93
-2.25
S
Diageo
3,188.795
8/12/24
1.03
4,019.326
3,982.190
37.135
0.93
-2.49
L
HSBC
837.555
8/12/24
0.22
768.355
764.293
4.062
0.53
-2.70
Ocado
489.994
8/12/24
0.72
1,510.174
1,736.502
-226.329
-13.03
-3.29
Standard Chartered
939.143
8/12/24
0.92
826.238
890.046
-63.808
-7.17
-3.51
Weir Group
2,476.633
8/12/24
0.79
1,831.460
1,814.938
16.522
0.91
-3.91
Fresnillo
702.406
8/12/24
0.93
865.521
865.358
0.163
0.02
-5.35
DCC
6,679.365
8/12/24
-0.29
8,142.711
9,255.346
-1,112.634
-12.02
-5.63
L
NatWest
435.232
8/12/24
0.48
271.857
287.510
-15.652
-5.44
-5.40
Glencore
533.634
8/12/24
1.27
307.823
307.954
-0.131
-0.04
-6.72
S
Bunzl
4,165.010
8/12/24
0.50
2,518.257
2,549.142
-30.885
-1.21
-8.24
BP
571.811
8/12/24
1.35
599.647
658.341
-58.694
-8.92
-9.40
L
Imperial Brands
2,775.806
8/12/24
0.38
2,339.534
2,288.249
51.285
2.24
-10.38
L
Hargreaves Lansdown
1,433.429
8/12/24
2,198.922
2,262.404
-63.481
-2.81
-10.57
Hiscox
1,546.595
8/12/24
1.89
1,743.009
1,906.874
-163.865
-8.59
-11.19
Johnson Matthey
2,051.287
8/12/24
0.06
3,479.513
4,014.336
-534.823
-13.32
-11.13
Rolls-Royce
633.076
8/12/24
0.35
888.414
927.592
-39.178
-4.22
-13.02
Centrica
165.586
8/12/24
3.29
94.487
94.148
0.339
0.36
-14.46
Shell
3,640.807
8/12/24
0.83
2,514.875
2,995.965
-481.090
-16.06
-16.51
L
BT Group
184.056
8/12/24
8.43
199.978
260.572
-60.594
-23.25
-19.64
Pearson
1,345.629
8/12/24
-0.72
744.030
875.902
-131.871
-15.06
-22.95
L
Airtel Africa
143.083
8/12/24
-0.63
98.077
80.492
17.584
21.85
-na-
Haleon
485.441
8/12/24
-1.01
-na-
⇓ instrument
freshest
⇓ Δday
2/17/20
⇓ Δwk
10/28/19
prc diff
⇓ Δ16
∅-RS
S
M&G
265.223
8/12/24
1.09
320.766
282.881
37.885
13.39
-na-
FTSE - 99 out of 100 instruments rated - 2/17/20 / 10/28/19 - 73 did rise, Market-Ratio(16) in USD = 73.74 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index in Dollar * 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
246
40.614
43.441
37.786
-2.827
-7
9,304
-29
long
9/04/06
7/30/07
329
LSE Group
100
441
21.061
24.870
3.809
18
10,984
20
short
7/30/07
2/16/09
567
Taylor Wimpey
100
2,383
4.609
0.191
111.500
106.891
2,319
265,706
678
long
2/16/09
7/05/10
504
Randgold Res
100
5,695
46.654
93.184
46.530
100
530,692
65
short
7/05/10
9/06/10
63
BP
100
104,657
5.071
6.281
3.861
-1.210
-24
404,064
-79
long
9/06/10
8/08/11
336
Croda
100
18,378
21.986
29.057
7.071
32
534,018
35
short
8/08/11
11/28/11
112
Lloyds Bank
100
991,444
0.539
0.366
0.793
0.255
47
786,414
253
long
11/28/11
6/04/12
189
Next
100
19,115
41.141
45.945
4.805
12
878,255
24
short
6/04/12
7/30/12
56
Aviva
100
211,581
4.151
4.708
3.593
-0.558
-13
760,299
-61
long
7/30/12
8/24/15
1120
Ashtead
100
185,200
4.105
13.931
9.825
239
2,579,973
49
short
8/24/15
5/09/16
259
Glencore
100
1,185,870
2.176
1.910
2.478
0.303
14
2,939,062
20
long
5/09/16
10/08/18
882
Fresnillo
100
196,329
14.970
10.191
-4.779
-32
2,000,768
-15
short
10/08/18
2/11/19
126
Fresnillo
100
196,329
10.191
12.524
7.858
-2.333
-23
1,542,717
-53
long
2/11/19
3/09/20
392
Micro Focus
100
71,093
21.700
7.775
-13.925
-64
552,744
-62
short
3/09/20
7/06/20
119
Micro Focus
100
71,093
7.775
5.482
11.026
3.251
42
783,879
192
long
7/06/20
3/07/22
609
Scottish Mortgage
100
69,849
11.222
11.231
0.008
0
784,466
0
short
3/07/22
1/09/23
308
Polymetal
100
346,517
2.264
3.843
0.685
-1.579
-70
237,296
-76
long
1/09/23
8/21/23
224
Antofagasta
100
11,266
21.063
17.738
-3.325
-16
199,839
-24
short
8/21/23
12/11/23
112
Fresnillo
100
30,705
6.508
7.225
5.791
-0.717
-11
177,817
-32
long
12/11/23
8/12/24
245
Rolls-Royce
100
47,744
3.724
6.153
2.428
65
293,758
111
accum 6/19/06
8/12/24 7372
days out of 7540 invested (98%)
2,838
293,758
18
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 4.61 0.19 111.50 106.89 2,319.27 2,319.27
Ashtead long 7/30/12 8/24/15 1120 4.11 13.93 9.83 239.34 239.34
Randgold Res long 2/16/09 7/05/10 504 46.65 93.18 46.53 99.73 99.73
Rolls-Royce long 12/11/23 8/12/24 245 3.72 6.15 2.43 65.20 65.20
Lloyds Bank short 8/08/11 11/28/11 112 0.54 0.37 0.79 0.25 47.26 47.26
Croda long 9/06/10 8/08/11 336 21.99 29.06 7.07 32.16 32.16
LSE Group long 9/04/06 7/30/07 329 21.06 24.87 3.81 18.09 18.09
Glencore short 8/24/15 5/09/16 259 2.18 1.91 2.48 0.30 13.92 13.92
Next long 11/28/11 6/04/12 189 41.14 45.95 4.80 11.68 11.68
Scottish Mortgage long 7/06/20 3/07/22 609 11.22 11.23 0.01 0.07 0.07
Carnival short 6/19/06 9/04/06 77 40.61 43.44 37.79 -2.83 -6.96 -6.96
Aviva short 6/04/12 7/30/12 56 4.15 4.71 3.59 -0.56 -13.43 -13.43
Antofagasta long 1/09/23 8/21/23 224 21.06 17.74 -3.32 -15.78 -15.78
BP short 7/05/10 9/06/10 63 5.07 6.28 3.86 -1.21 -23.86 -23.86
Micro Focus long 2/11/19 3/09/20 392 21.70 7.77 -13.93 -64.17
short 3/09/20 7/06/20 119 7.77 5.48 11.03 3.25 41.82 -49.19
Fresnillo long 5/09/16 10/08/18 882 14.97 10.19 -4.78 -31.92
short 10/08/18 2/11/19 126 10.19 12.52 7.86 -2.33 -22.89
short 8/21/23 12/11/23 112 6.51 7.23 5.79 -0.72 -11.02 -53.29
Polymetal short 3/07/22 1/09/23 308 2.26 3.84 0.68 -1.58 -69.75 -69.75
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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