Assessment - FTSE 100 Index - 5/11/20 - RS = 16
⇐
instrument
freshest
⇓ Δday
5/11/20
⇓ Δwk
1/20/20
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
5,939.730
7,575.340
-1,635.610
-21.59
-14.72
L
3i Group
3,018.000
8/12/24
0.23
735.400
1,088.500
-353.100
-32.44
-27.23
L
Abrdn
152.950
8/12/24
2.51
214.700
325.300
-110.600
-34.00
-21.30
Admiral Group
2,698.000
8/12/24
0.86
2,424.000
2,281.000
143.000
6.27
12.32
L
Airtel Africa
110.000
8/12/24
-0.63
39.750
70.000
-30.250
-43.21
-na-
L
Anglo American
2,232.500
8/12/24
0.29
1,427.400
2,145.000
-717.600
-33.45
-22.35
Antofagasta
1,879.500
8/12/24
1.79
797.200
908.800
-111.600
-12.28
-5.27
Ashtead
5,152.000
8/12/24
-0.43
2,268.000
2,404.000
-136.000
-5.66
4.91
Ass Brit Foods
2,435.000
8/12/24
-0.90
1,725.000
2,615.000
-890.000
-34.03
-25.03
L
AstraZeneca
12,780.000
8/12/24
0.63
8,707.000
7,623.000
1,084.000
14.22
23.79
L
Auto Trader
797.800
8/12/24
0.81
496.900
577.000
-80.100
-13.88
-5.47
Aviva
484.200
8/12/24
0.35
242.200
414.000
-171.800
-41.50
-33.34
S
B&M
444.600
8/12/24
-2.22
340.200
375.700
-35.500
-9.45
-3.74
BAE Systems
1,303.500
8/12/24
2.04
503.000
588.600
-85.600
-14.54
-7.14
Barclays
220.100
8/12/24
0.85
102.600
180.980
-78.380
-43.31
-27.92
L
Barratt Developments
524.600
8/12/24
0.15
510.000
747.800
-237.800
-31.80
-17.52
Beazley
732.000
8/12/24
1.24
382.600
533.000
-150.400
-28.22
-26.61
Berkeley
5,070.000
8/12/24
1.00
4,171.000
4,859.000
-688.000
-14.16
0.53
BP
439.600
8/12/24
1.35
313.850
504.100
-190.250
-37.74
-30.44
L
BAT
2,801.000
8/12/24
3,051.000
3,350.000
-299.000
-8.93
2.69
L
British Land
395.000
8/12/24
-0.40
383.500
615.000
-231.500
-37.64
-25.35
L
BT Group
141.500
8/12/24
8.43
106.750
193.240
-86.490
-44.76
-36.52
S
Bunzl
3,202.000
8/12/24
0.50
1,743.000
2,068.000
-325.000
-15.72
-11.64
S
Burberry Group
671.000
8/12/24
-2.02
1,371.500
2,188.000
-816.500
-37.32
-25.97
Centrica
127.300
8/12/24
3.29
36.390
89.580
-53.190
-59.38
-45.73
instrument
freshest
⇓ Δday
5/11/20
⇓ Δwk
1/20/20
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
1,849.000
2,628.000
-779.000
-29.64
-25.20
Compass Group
2,354.000
8/12/24
0.90
1,270.000
1,859.000
-589.000
-31.68
-27.83
ConvaTec
231.600
8/12/24
-0.17
219.200
198.550
20.650
10.40
24.89
CRH (L)
6,416.000
8/12/24
-1.35
2,321.000
3,023.000
-702.000
-23.22
-11.73
S
Croda
3,829.000
8/12/24
-0.05
5,002.000
5,095.000
-93.000
-1.83
3.89
DCC
5,135.000
8/12/24
-0.29
5,912.000
6,404.000
-492.000
-7.68
-6.37
S
Diageo
2,451.500
8/12/24
1.03
2,831.000
3,183.500
-352.500
-11.07
-8.70
DS Smith
444.000
8/12/24
1.19
315.900
381.700
-65.800
-17.24
-6.90
Endeavour Mining
1,567.000
8/12/24
1.89
2,757.020
2,485.900
271.120
10.91
19.87
S
Entain
580.400
8/12/24
3.98
779.200
906.000
-126.800
-14.00
13.26
L
Experian
3,524.000
8/12/24
1.18
2,556.000
2,536.000
20.000
0.79
4.48
F&C Investment Trust
1,026.000
8/12/24
652.000
783.000
-131.000
-16.73
-5.84
S
Flutter
14,685.000
8/12/24
-1.28
9,850.000
9,366.000
484.000
5.17
33.18
L
Frasers
838.500
8/12/24
-0.42
244.800
511.000
-266.200
-52.09
-16.53
Fresnillo
540.000
8/12/24
0.93
686.600
661.000
25.600
3.87
0.71
Glencore
410.250
8/12/24
1.27
148.200
236.300
-88.100
-37.28
-30.30
GSK
1,572.000
8/12/24
0.42
1,690.140
1,851.520
-161.380
-8.72
1.37
Haleon
373.200
8/12/24
-1.01
-na-
L
Halma
2,527.000
8/12/24
0.04
2,228.000
2,091.000
137.000
6.55
12.69
L
Hargreaves Lansdown
1,102.000
8/12/24
1,585.000
1,872.000
-287.000
-15.33
-11.02
Hiscox
1,189.000
8/12/24
1.89
783.600
1,384.000
-600.400
-43.38
-41.28
L
HSBC
643.900
8/12/24
0.22
411.000
585.200
-174.200
-29.77
-27.70
L
Imperial Brands
2,134.000
8/12/24
0.38
1,616.000
1,911.000
-295.000
-15.44
-11.32
Informa
807.800
8/12/24
1.03
430.900
851.800
-420.900
-49.41
-38.81
InterContinental Hot
7,228.000
8/12/24
-0.61
3,522.000
5,088.000
-1,566.000
-30.78
-23.32
instrument
freshest
⇓ Δday
5/11/20
⇓ Δwk
1/20/20
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
184.950
610.000
-425.050
-69.68
-55.82
Intertek
4,680.000
8/12/24
0.60
4,751.000
5,810.000
-1,059.000
-18.23
-10.90
J Sainsbury
269.600
8/12/24
0.67
190.800
226.600
-35.800
-15.80
-7.19
L
JD Sports Fashion
120.350
8/12/24
-4.07
107.840
173.040
-65.200
-37.68
-17.09
Johnson Matthey
1,577.000
8/12/24
0.06
1,964.000
2,936.000
-972.000
-33.11
-27.91
Kingfisher
271.400
8/12/24
0.18
162.450
219.600
-57.150
-26.02
-17.21
Land Securities
615.500
8/12/24
-0.73
632.400
983.000
-350.600
-35.67
-22.81
S
Legal & General
225.600
8/12/24
0.53
203.700
305.000
-101.300
-33.21
-18.86
L
Lloyds Bank
56.800
8/12/24
-0.28
30.415
63.250
-32.835
-51.91
-39.54
L
LSE Group
9,938.000
8/12/24
1.12
7,956.000
7,500.000
456.000
6.08
17.84
S
M&G
203.900
8/12/24
1.09
128.950
249.000
-120.050
-48.21
-na-
Melrose
486.700
8/12/24
0.19
281.220
715.200
-433.980
-60.68
-45.13
Mondi
1,423.000
8/12/24
-0.42
1,363.500
1,727.000
-363.500
-21.05
-14.34
S
National Grid
978.400
8/12/24
-0.04
925.600
946.300
-20.700
-2.19
3.91
L
NatWest
334.600
8/12/24
0.48
110.450
240.000
-129.550
-53.98
-41.16
Next
9,542.000
8/12/24
0.23
4,796.000
6,944.000
-2,148.000
-30.93
-17.15
Ocado
376.700
8/12/24
0.72
1,914.500
1,271.500
643.000
50.57
53.42
Pearson
1,034.500
8/12/24
-0.72
454.900
634.800
-179.900
-28.34
-31.48
Pershing Square
3,534.000
8/12/24
-0.79
1,708.000
1,578.000
130.000
8.24
18.16
L
Persimmon
1,577.500
8/12/24
0.03
2,218.000
2,689.000
-471.000
-17.52
0.52
Phoenix
538.000
8/12/24
0.47
592.200
738.700
-146.500
-19.83
-12.52
Prudential
635.400
8/12/24
0.41
1,121.000
1,429.500
-308.500
-21.58
-16.76
Reckitt Benckiser
4,180.000
8/12/24
6,846.000
6,156.000
690.000
11.21
10.78
RELX
3,531.000
8/12/24
0.57
1,860.500
1,898.500
-38.000
-2.00
-0.31
L
Rentokil Initial
469.000
8/12/24
1.01
478.000
452.500
25.500
5.64
10.38
instrument
freshest
⇓ Δday
5/11/20
⇓ Δwk
1/20/20
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
522.400
640.200
-117.800
-18.40
-7.11
Rio Tinto
4,942.000
8/12/24
0.56
3,674.000
4,430.000
-756.000
-17.07
-11.92
Rolls-Royce
486.700
8/12/24
0.35
282.600
677.000
-394.400
-58.26
-55.00
S
RS Group
754.000
8/12/24
-0.40
582.000
702.200
-120.200
-17.12
-4.71
S
Sage Group
1,005.500
8/12/24
1.03
642.600
736.200
-93.600
-12.71
-9.02
L
Schroders
337.200
8/12/24
-0.12
472.430
554.030
-81.600
-14.73
-5.35
Scottish Mortgage
824.600
8/12/24
-0.17
700.000
581.000
119.000
20.48
29.22
L
Segro
884.600
8/12/24
-0.96
837.800
891.000
-53.200
-5.97
4.93
S
Severn Trent
2,514.000
8/12/24
-0.63
2,436.000
2,498.000
-62.000
-2.48
9.73
Shell
2,799.000
8/12/24
0.83
1,313.800
2,309.000
-995.200
-43.10
-35.08
Smith and Nephew
1,156.000
8/12/24
-0.86
1,606.500
1,812.000
-205.500
-11.34
-6.32
L
Smiths Group
1,743.000
8/12/24
0.52
1,260.000
1,699.000
-439.000
-25.84
-15.52
Smurfit Kappa
3,058.000
8/12/24
0.07
2,524.000
2,870.000
-346.000
-12.06
0.77
S
Spirax-Sarco
7,715.000
8/12/24
0.72
9,274.000
8,960.000
314.000
3.50
9.19
L
SSE
1,878.000
8/12/24
0.86
1,241.500
1,442.000
-200.500
-13.90
-0.50
L
St. James´s Place
691.000
8/12/24
-1.22
846.400
1,147.000
-300.600
-26.21
-14.74
Standard Chartered
722.000
8/12/24
0.92
404.800
707.000
-302.200
-42.74
-33.72
L
Taylor Wimpey
158.000
8/12/24
0.54
150.650
193.400
-42.750
-22.10
-8.19
L
Tesco
333.500
8/12/24
0.91
301.590
321.730
-20.140
-6.26
1.02
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,173.000
4,324.500
-151.500
-3.50
-9.01
S
Unite
934.000
8/12/24
-1.11
789.000
1,274.000
-485.000
-38.07
-23.99
S
United Utilities
988.800
8/12/24
-0.12
909.400
937.600
-28.200
-3.01
6.43
L
Vodafone
74.440
8/12/24
0.87
113.000
147.080
-34.080
-23.17
-18.29
Weir Group
1,904.000
8/12/24
0.79
931.800
1,505.000
-573.200
-38.09
-27.05
S
Whitbread
2,814.000
8/12/24
-1.44
2,838.000
4,802.000
-1,964.000
-40.90
-29.91
instrument
freshest
⇓ Δday
5/11/20
⇓ Δwk
1/20/20
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
589.800
1,064.000
-474.200
-44.57
-31.21
FTSE - 99 out of 100 instruments rated - 5/11/20 / 1/20/20 - 15 did rise, Market-Ratio(16) = 15.15 %
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 7121
days out of 7289 invested (98%)
743
84,327
12
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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