Assessment - FTSE 100 Index - 17/02/20 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
17/02/20
Δwk
28/10/19
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
12/08/24
0.52
7,433.250
7,331.280
101.970
1.39
1.20
L
3i Group
3,018.000
12/08/24
0.23
1,168.500
1,130.000
38.500
3.41
9.19
Pershing Square
3,534.000
12/08/24
-0.79
1,562.000
1,444.000
118.000
8.17
10.40
CRH (L)
6,416.000
12/08/24
-1.35
2,945.000
2,847.000
98.000
3.44
10.07
Antofagasta
1,879.500
12/08/24
1.79
877.200
905.000
-27.800
-3.07
-1.44
BAE Systems
1,303.500
12/08/24
2.04
638.200
565.400
72.800
12.88
20.62
Ashtead
5,152.000
12/08/24
-0.43
2,719.000
2,321.000
398.000
17.15
24.02
Pearson
1,034.500
12/08/24
-0.72
572.000
681.200
-109.200
-16.03
-24.17
Centrica
127.300
12/08/24
3.29
72.640
73.220
-0.580
-0.79
-16.21
L
Frasers
838.500
12/08/24
-0.42
483.600
315.000
168.600
53.52
60.97
Glencore
410.250
12/08/24
1.27
236.650
239.500
-2.850
-1.19
-8.43
L
AstraZeneca
12,780.000
12/08/24
0.63
7,377.000
7,438.000
-61.000
-0.82
9.45
S
Flutter
14,685.000
12/08/24
-1.28
8,526.000
7,746.000
780.000
10.07
21.73
RELX
3,531.000
12/08/24
0.57
2,073.000
1,851.500
221.500
11.96
12.76
S
Bunzl
3,202.000
12/08/24
0.50
1,936.000
1,982.500
-46.500
-2.35
-9.89
L
NatWest
334.600
12/08/24
0.48
209.000
223.600
-14.600
-6.53
-7.25
InterContinental Hot
7,228.000
12/08/24
-0.61
4,829.500
4,659.000
170.500
3.66
-2.46
L
Airtel Africa
110.000
12/08/24
-0.63
75.400
62.600
12.800
20.45
-na-
Shell
2,799.000
12/08/24
0.83
1,933.400
2,330.000
-396.600
-17.02
-17.92
Weir Group
1,904.000
12/08/24
0.79
1,408.000
1,411.500
-3.500
-0.25
-5.67
Next
9,542.000
12/08/24
0.23
7,162.000
6,766.000
396.000
5.85
19.34
L
Auto Trader
797.800
12/08/24
0.81
602.800
564.800
38.000
6.73
11.21
F&C Investment Trust
1,026.000
12/08/24
783.000
706.000
77.000
10.91
9.83
J Sainsbury
269.600
12/08/24
0.67
208.400
212.700
-4.300
-2.02
-2.16
Scottish Mortgage
824.600
12/08/24
-0.17
640.000
502.000
138.000
27.49
21.66
⇓ instrument
freshest
⇓ Δday
17/02/20
Δwk
28/10/19
prc diff
⇓ Δ16
⇓ ∅-RS
S
Sage Group
1,005.500
12/08/24
1.03
782.800
717.000
65.800
9.18
8.44
Beazley
732.000
12/08/24
1.24
574.000
592.500
-18.500
-3.12
2.62
L
Experian
3,524.000
12/08/24
1.18
2,824.000
2,420.000
404.000
16.69
18.94
Barclays
220.100
12/08/24
0.85
177.700
170.500
7.200
4.22
10.99
DS Smith
444.000
12/08/24
1.19
358.600
363.500
-4.900
-1.35
1.58
Kingfisher
271.400
12/08/24
0.18
222.000
212.300
9.700
4.57
1.52
Compass Group
2,354.000
12/08/24
0.90
1,944.500
2,009.000
-64.500
-3.21
2.97
L
LSE Group
9,938.000
12/08/24
1.12
8,300.000
7,022.000
1,278.000
18.20
36.75
L
Imperial Brands
2,134.000
12/08/24
0.38
1,798.600
1,779.600
19.000
1.07
-11.97
Rio Tinto
4,942.000
12/08/24
0.56
4,212.500
4,140.000
72.500
1.75
-3.97
Aviva
484.200
12/08/24
0.35
412.800
424.200
-11.400
-2.69
0.92
Admiral Group
2,698.000
12/08/24
0.86
2,313.000
2,016.000
297.000
14.73
7.11
S
B&M
444.600
12/08/24
-2.22
382.000
366.800
15.200
4.14
3.37
L
Halma
2,527.000
12/08/24
0.04
2,195.000
1,857.000
338.000
18.20
15.87
Standard Chartered
722.000
12/08/24
0.92
635.200
692.200
-57.000
-8.23
-5.19
L
SSE
1,878.000
12/08/24
0.86
1,674.500
1,297.000
377.500
29.11
37.56
L
HSBC
643.900
12/08/24
0.22
590.700
594.400
-3.700
-0.62
-4.36
S
RS Group
754.000
12/08/24
-0.40
704.800
690.200
14.600
2.12
13.03
Smurfit Kappa
3,058.000
12/08/24
0.07
2,870.000
2,600.000
270.000
10.38
15.59
L
Anglo American
2,232.500
12/08/24
0.29
2,103.500
2,042.500
61.000
2.99
4.74
ConvaTec
231.600
12/08/24
-0.17
220.400
184.300
36.100
19.59
36.09
Informa
807.800
12/08/24
1.03
781.400
762.600
18.800
2.47
-1.93
L
Tesco
333.500
12/08/24
0.91
326.040
303.750
22.290
7.34
8.86
L
Unilever Plc
4,714.000
12/08/24
-0.34
4,630.000
4,557.500
72.500
1.59
0.15
Haleon
373.200
12/08/24
-1.01
-na-
⇓ instrument
freshest
⇓ Δday
17/02/20
Δwk
28/10/19
prc diff
⇓ Δ16
⇓ ∅-RS
L
Lloyds Bank
56.800
12/08/24
-0.28
56.870
58.930
-2.060
-3.50
-2.52
L
Smiths Group
1,743.000
12/08/24
0.52
1,746.000
1,633.000
113.000
6.92
10.88
S
United Utilities
988.800
12/08/24
-0.12
1,010.500
872.200
138.300
15.86
20.38
L
Segro
884.600
12/08/24
-0.96
906.600
836.800
69.800
8.34
18.68
S
Severn Trent
2,514.000
12/08/24
-0.63
2,616.000
2,275.000
341.000
14.99
22.46
BP
439.600
12/08/24
1.35
461.000
512.000
-51.000
-9.96
-10.97
L
Rentokil Initial
469.000
12/08/24
1.01
492.100
447.500
44.600
9.97
18.90
Berkeley
5,070.000
12/08/24
1.00
5,336.000
4,476.000
860.000
19.21
30.45
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
2,852.000
2,299.000
553.000
24.05
7.59
GSK
1,572.000
12/08/24
0.42
1,673.830
1,749.380
-75.550
-4.32
0.67
S
National Grid
978.400
12/08/24
-0.04
1,044.800
900.600
144.200
16.01
20.06
L
BT Group
141.500
12/08/24
8.43
153.740
202.650
-48.910
-24.14
-21.16
Ass Brit Foods
2,435.000
12/08/24
-0.90
2,673.000
2,215.000
458.000
20.68
10.50
Hiscox
1,189.000
12/08/24
1.89
1,340.000
1,483.000
-143.000
-9.64
-12.63
Mondi
1,423.000
12/08/24
-0.42
1,662.000
1,601.000
61.000
3.81
-1.64
L
BAT
2,801.000
12/08/24
3,331.500
2,714.000
617.500
22.75
11.46
S
Spirax-Sarco
7,715.000
12/08/24
0.72
9,275.000
7,800.000
1,475.000
18.91
13.21
S
M&G
203.900
12/08/24
1.09
246.600
220.000
26.600
12.09
-na-
DCC
5,135.000
12/08/24
-0.29
6,260.000
7,198.000
-938.000
-13.03
-7.23
Fresnillo
540.000
12/08/24
0.93
665.400
673.000
-7.600
-1.13
-6.97
Intertek
4,680.000
12/08/24
0.60
5,814.000
5,262.000
552.000
10.49
7.57
S
Diageo
2,451.500
12/08/24
1.03
3,090.000
3,097.000
-7.000
-0.23
-4.08
Rightmove
537.200
12/08/24
0.04
689.000
602.800
86.200
14.30
23.00
S
Croda
3,829.000
12/08/24
-0.05
5,090.000
4,802.000
288.000
6.00
3.13
Rolls-Royce
486.700
12/08/24
0.35
683.000
721.400
-38.400
-5.32
-14.51
⇓ instrument
freshest
⇓ Δday
17/02/20
Δwk
28/10/19
prc diff
⇓ Δ16
⇓ ∅-RS
S
Legal & General
225.600
12/08/24
0.53
317.500
272.400
45.100
16.56
16.99
WPP Group
690.200
12/08/24
1.68
980.400
976.200
4.200
0.43
2.62
S
Unite
934.000
12/08/24
-1.11
1,336.000
1,121.000
215.000
19.18
27.54
L
JD Sports Fashion
120.350
12/08/24
-4.07
172.680
154.880
17.800
11.49
33.90
S
Entain
580.400
12/08/24
3.98
834.400
870.000
-35.600
-4.09
20.39
L
Taylor Wimpey
158.000
12/08/24
0.54
231.900
169.500
62.400
36.81
35.21
L
British Land
395.000
12/08/24
-0.40
580.600
617.800
-37.200
-6.02
2.37
Phoenix
538.000
12/08/24
0.47
795.800
712.000
83.800
11.77
13.52
Melrose
486.700
12/08/24
0.19
726.000
651.300
74.700
11.47
23.14
Reckitt Benckiser
4,180.000
12/08/24
6,322.000
5,807.000
515.000
8.87
2.52
L
Hargreaves Lansdown
1,102.000
12/08/24
1,690.500
1,759.500
-69.000
-3.92
-12.08
Smith and Nephew
1,156.000
12/08/24
-0.86
1,828.500
1,685.000
143.500
8.52
7.52
Endeavour Mining
1,567.000
12/08/24
1.89
2,497.220
2,340.900
156.320
6.68
12.89
Land Securities
615.500
12/08/24
-0.73
982.000
937.400
44.600
4.76
11.32
L
Barratt Developments
524.600
12/08/24
0.15
870.400
648.400
222.000
34.24
36.82
S
Whitbread
2,814.000
12/08/24
-1.44
4,720.000
4,196.000
524.000
12.49
2.90
L
St. James´s Place
691.000
12/08/24
-1.22
1,170.500
1,029.500
141.000
13.70
11.61
Johnson Matthey
1,577.000
12/08/24
0.06
2,675.000
3,122.000
-447.000
-14.32
-12.69
L
Schroders
337.200
12/08/24
-0.12
575.280
531.080
44.200
8.32
12.02
L
Vodafone
74.440
12/08/24
0.87
151.120
160.160
-9.040
-5.64
4.91
L
Persimmon
1,577.500
12/08/24
0.03
3,247.000
2,360.000
887.000
37.58
44.84
L
Abrdn
152.950
12/08/24
2.51
322.700
302.900
19.800
6.54
14.16
Prudential
635.400
12/08/24
0.41
1,493.500
1,391.000
102.500
7.37
-1.02
S
Burberry Group
671.000
12/08/24
-2.02
2,006.000
2,051.000
-45.000
-2.19
-0.62
Ocado
376.700
12/08/24
0.72
1,161.000
1,350.500
-189.500
-14.03
-4.95
⇓ instrument
freshest
⇓ Δday
17/02/20
Δwk
28/10/19
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
12/08/24
-0.06
640.000
519.400
120.600
23.22
24.96
FTSE - 99 out of 100 instruments rated - 17/02/20 / 28/10/19 - 67 did rise, Market-Ratio(16) = 67.68 %
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
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 7268
days out of 7436 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
write an annotation