Assessment - FTSE 100 Index - 1/06/20 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
1/06/20
Δwk
10/02/20
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
12/08/24
0.52
6,166.420
7,446.880
-1,280.460
-17.19
-10.44
L
3i Group
3,018.000
12/08/24
0.23
836.800
1,143.000
-306.200
-26.79
-15.63
Centrica
127.300
12/08/24
3.29
37.980
82.680
-44.700
-54.06
-39.76
L
NatWest
334.600
12/08/24
0.48
115.350
221.500
-106.150
-47.92
-35.34
L
Airtel Africa
110.000
12/08/24
-0.63
38.400
73.500
-35.100
-47.76
-na-
L
Frasers
838.500
12/08/24
-0.42
310.000
468.000
-158.000
-33.76
6.29
BAE Systems
1,303.500
12/08/24
2.04
498.300
648.600
-150.300
-23.17
-8.54
Glencore
410.250
12/08/24
1.27
156.960
229.600
-72.640
-31.64
-23.49
CRH (L)
6,416.000
12/08/24
-1.35
2,647.000
2,987.000
-340.000
-11.38
0.83
Shell
2,799.000
12/08/24
0.83
1,290.800
1,974.400
-683.600
-34.62
-33.53
Ashtead
5,152.000
12/08/24
-0.43
2,440.000
2,652.000
-212.000
-7.99
11.93
Antofagasta
1,879.500
12/08/24
1.79
895.200
837.600
57.600
6.88
6.27
Pearson
1,034.500
12/08/24
-0.72
499.900
579.200
-79.300
-13.69
-21.89
Compass Group
2,354.000
12/08/24
0.90
1,196.000
1,990.000
-794.000
-39.90
-30.10
Aviva
484.200
12/08/24
0.35
253.100
406.700
-153.600
-37.77
-27.82
Weir Group
1,904.000
12/08/24
0.79
1,004.000
1,383.000
-379.000
-27.40
-19.12
Beazley
732.000
12/08/24
1.24
391.000
606.500
-215.500
-35.53
-22.83
Next
9,542.000
12/08/24
0.23
5,122.000
6,878.000
-1,756.000
-25.53
-10.33
RELX
3,531.000
12/08/24
0.57
1,898.500
2,075.000
-176.500
-8.51
1.48
L
Lloyds Bank
56.800
12/08/24
-0.28
30.860
56.880
-26.020
-45.75
-35.60
InterContinental Hot
7,228.000
12/08/24
-0.61
3,958.000
4,730.500
-772.500
-16.33
-12.03
Pershing Square
3,534.000
12/08/24
-0.79
1,936.000
1,530.000
406.000
26.54
31.97
Barclays
220.100
12/08/24
0.85
120.780
176.900
-56.120
-31.72
-12.96
Standard Chartered
722.000
12/08/24
0.92
400.300
630.600
-230.300
-36.52
-32.04
Rolls-Royce
486.700
12/08/24
0.35
286.500
692.000
-405.500
-58.60
-50.26
⇓ instrument
freshest
⇓ Δday
1/06/20
Δwk
10/02/20
prc diff
⇓ Δ16
⇓ ∅-RS
L
HSBC
643.900
12/08/24
0.22
380.400
578.300
-197.900
-34.22
-30.96
Informa
807.800
12/08/24
1.03
480.400
787.600
-307.200
-39.00
-28.96
S
Bunzl
3,202.000
12/08/24
0.50
1,905.000
1,987.000
-82.000
-4.13
-2.53
Hiscox
1,189.000
12/08/24
1.89
747.000
1,340.000
-593.000
-44.25
-40.82
F&C Investment Trust
1,026.000
12/08/24
677.000
775.000
-98.000
-12.65
-2.05
L
SSE
1,878.000
12/08/24
0.86
1,251.000
1,600.000
-349.000
-21.81
-0.68
L
AstraZeneca
12,780.000
12/08/24
0.63
8,704.000
7,710.000
994.000
12.89
20.86
S
Sage Group
1,005.500
12/08/24
1.03
685.200
773.800
-88.600
-11.45
-2.39
L
Auto Trader
797.800
12/08/24
0.81
551.000
580.200
-29.200
-5.03
5.64
S
M&G
203.900
12/08/24
1.09
142.550
240.200
-97.650
-40.65
-na-
L
Imperial Brands
2,134.000
12/08/24
0.38
1,498.000
1,847.200
-349.200
-18.90
-16.41
BP
439.600
12/08/24
1.35
311.000
464.600
-153.600
-33.06
-28.68
J Sainsbury
269.600
12/08/24
0.67
193.700
201.000
-7.300
-3.63
-5.41
S
Flutter
14,685.000
12/08/24
-1.28
10,800.000
8,420.000
2,380.000
28.27
41.33
Melrose
486.700
12/08/24
0.19
358.500
717.900
-359.400
-50.06
-26.67
Kingfisher
271.400
12/08/24
0.18
200.000
210.400
-10.400
-4.94
3.60
L
Smiths Group
1,743.000
12/08/24
0.52
1,316.500
1,736.000
-419.500
-24.16
-10.86
L
Anglo American
2,232.500
12/08/24
0.29
1,699.000
2,015.000
-316.000
-15.68
-6.29
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
2,064.000
2,782.000
-718.000
-25.81
-14.47
DS Smith
444.000
12/08/24
1.19
339.700
366.100
-26.400
-7.21
0.21
L
Experian
3,524.000
12/08/24
1.18
2,811.000
2,778.000
33.000
1.19
14.03
Ass Brit Foods
2,435.000
12/08/24
-0.90
1,967.000
2,708.000
-741.000
-27.36
-12.37
Berkeley
5,070.000
12/08/24
1.00
4,130.000
5,162.000
-1,032.000
-19.99
-1.20
L
LSE Group
9,938.000
12/08/24
1.12
8,126.000
8,166.000
-40.000
-0.49
17.00
L
BT Group
141.500
12/08/24
8.43
119.100
154.140
-35.040
-22.73
-26.39
⇓ instrument
freshest
⇓ Δday
1/06/20
Δwk
10/02/20
prc diff
⇓ Δ16
⇓ ∅-RS
S
RS Group
754.000
12/08/24
-0.40
638.000
696.600
-58.600
-8.41
4.58
Admiral Group
2,698.000
12/08/24
0.86
2,296.000
2,296.000
0.000
0.00
5.60
Smurfit Kappa
3,058.000
12/08/24
0.07
2,670.000
2,962.000
-292.000
-9.86
5.50
L
Tesco
333.500
12/08/24
0.91
293.740
325.280
-31.540
-9.70
-1.62
ConvaTec
231.600
12/08/24
-0.17
205.000
212.000
-7.000
-3.30
13.95
Rio Tinto
4,942.000
12/08/24
0.56
4,377.000
4,122.500
254.500
6.17
5.65
S
Whitbread
2,814.000
12/08/24
-1.44
2,501.000
4,606.000
-2,105.000
-45.70
-36.22
S
B&M
444.600
12/08/24
-2.22
396.900
371.000
25.900
6.98
12.73
Scottish Mortgage
824.600
12/08/24
-0.17
741.500
626.000
115.500
18.45
34.37
L
Halma
2,527.000
12/08/24
0.04
2,292.000
2,202.000
90.000
4.09
14.47
L
Unilever Plc
4,714.000
12/08/24
-0.34
4,316.000
4,685.500
-369.500
-7.89
-5.14
S
Legal & General
225.600
12/08/24
0.53
207.300
308.000
-100.700
-32.69
-15.75
WPP Group
690.200
12/08/24
1.68
640.800
963.800
-323.000
-33.51
-22.92
S
United Utilities
988.800
12/08/24
-0.12
923.200
988.200
-65.000
-6.58
7.16
S
Unite
934.000
12/08/24
-1.11
882.500
1,300.000
-417.500
-32.12
-13.69
S
National Grid
978.400
12/08/24
-0.04
929.200
1,024.200
-95.000
-9.28
3.71
L
Segro
884.600
12/08/24
-0.96
842.200
913.800
-71.600
-7.84
4.43
L
Taylor Wimpey
158.000
12/08/24
0.54
151.300
217.800
-66.500
-30.53
-6.87
L
Barratt Developments
524.600
12/08/24
0.15
507.600
823.800
-316.200
-38.38
-17.07
S
Severn Trent
2,514.000
12/08/24
-0.63
2,481.000
2,560.000
-79.000
-3.09
10.29
Haleon
373.200
12/08/24
-1.01
-na-
Land Securities
615.500
12/08/24
-0.73
618.200
956.200
-338.000
-35.35
-22.45
L
British Land
395.000
12/08/24
-0.40
407.000
570.000
-163.000
-28.60
-18.50
L
Rentokil Initial
469.000
12/08/24
1.01
495.900
495.000
0.900
0.18
12.93
GSK
1,572.000
12/08/24
0.42
1,674.030
1,730.240
-56.210
-3.25
-0.10
⇓ instrument
freshest
⇓ Δday
1/06/20
Δwk
10/02/20
prc diff
⇓ Δ16
⇓ ∅-RS
Mondi
1,423.000
12/08/24
-0.42
1,535.000
1,663.500
-128.500
-7.72
-2.50
L
JD Sports Fashion
120.350
12/08/24
-4.07
131.640
169.200
-37.560
-22.20
1.78
Rightmove
537.200
12/08/24
0.04
590.000
694.600
-104.600
-15.06
5.39
L
BAT
2,801.000
12/08/24
3,224.000
3,450.000
-226.000
-6.55
8.19
S
Diageo
2,451.500
12/08/24
1.03
2,851.000
3,134.500
-283.500
-9.04
-7.21
Phoenix
538.000
12/08/24
0.47
626.600
777.700
-151.100
-19.43
-6.84
Intertek
4,680.000
12/08/24
0.60
5,554.000
5,880.000
-326.000
-5.54
4.44
S
Spirax-Sarco
7,715.000
12/08/24
0.72
9,832.000
9,210.000
622.000
6.75
15.06
DCC
5,135.000
12/08/24
-0.29
6,730.000
6,232.000
498.000
7.99
7.13
Johnson Matthey
1,577.000
12/08/24
0.06
2,091.000
2,662.000
-571.000
-21.45
-21.13
S
Croda
3,829.000
12/08/24
-0.05
5,120.000
5,075.000
45.000
0.89
6.36
L
St. James´s Place
691.000
12/08/24
-1.22
937.200
1,177.500
-240.300
-20.41
-4.06
S
Entain
580.400
12/08/24
3.98
813.200
906.000
-92.800
-10.24
16.25
Smith and Nephew
1,156.000
12/08/24
-0.86
1,662.000
1,866.500
-204.500
-10.96
-3.09
Int Cons Airlines
166.450
12/08/24
-0.06
242.000
606.400
-364.400
-60.09
-37.61
Fresnillo
540.000
12/08/24
0.93
809.400
652.600
156.800
24.03
18.48
L
Schroders
337.200
12/08/24
-0.12
508.300
580.550
-72.250
-12.45
2.26
L
Persimmon
1,577.500
12/08/24
0.03
2,389.000
3,077.000
-688.000
-22.36
7.73
L
Hargreaves Lansdown
1,102.000
12/08/24
1,831.500
1,634.500
197.000
12.05
4.62
L
Abrdn
152.950
12/08/24
2.51
255.300
320.300
-65.000
-20.29
-5.46
Reckitt Benckiser
4,180.000
12/08/24
7,086.000
6,478.000
608.000
9.39
13.95
Prudential
635.400
12/08/24
0.41
1,089.500
1,463.500
-374.000
-25.56
-17.18
L
Vodafone
74.440
12/08/24
0.87
135.320
150.000
-14.680
-9.79
-1.88
Endeavour Mining
1,567.000
12/08/24
1.89
3,215.960
2,485.900
730.060
29.37
36.60
S
Burberry Group
671.000
12/08/24
-2.02
1,515.000
1,996.000
-481.000
-24.10
-16.75
⇓ instrument
freshest
⇓ Δday
1/06/20
Δwk
10/02/20
prc diff
⇓ Δ16
⇓ ∅-RS
Ocado
376.700
12/08/24
0.72
2,229.000
1,217.000
1,012.000
83.16
74.88
FTSE - 99 out of 100 instruments rated - 1/06/20 / 10/02/20 - 18 did rise, Market-Ratio(16) = 18.18 %
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
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