Assessment - FTSE 100 Index - 20/07/20 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
20/07/20
Δwk
30/03/20
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
12/08/24
0.52
6,261.520
5,563.740
697.780
12.54
-6.90
L
3i Group
3,018.000
12/08/24
0.23
865.000
763.800
101.200
13.25
-9.80
Centrica
127.300
12/08/24
3.29
40.930
38.380
2.550
6.64
-27.65
L
Frasers
838.500
12/08/24
-0.42
284.000
187.100
96.900
51.79
-4.78
L
NatWest
334.600
12/08/24
0.48
119.450
117.400
2.050
1.75
-27.29
BAE Systems
1,303.500
12/08/24
2.04
489.900
508.400
-18.500
-3.64
-10.39
Glencore
410.250
12/08/24
1.27
183.340
119.000
64.340
54.07
-5.30
Shell
2,799.000
12/08/24
0.83
1,272.800
1,325.200
-52.400
-3.95
-28.41
Compass Group
2,354.000
12/08/24
0.90
1,114.500
1,190.500
-76.000
-6.38
-30.00
CRH (L)
6,416.000
12/08/24
-1.35
3,077.000
2,078.000
999.000
48.08
15.90
RELX
3,531.000
12/08/24
0.57
1,786.000
1,727.000
59.000
3.42
-4.23
Ashtead
5,152.000
12/08/24
-0.43
2,667.000
1,633.000
1,034.000
63.32
19.02
InterContinental Hot
7,228.000
12/08/24
-0.61
3,789.000
3,394.000
395.000
11.64
-12.37
Informa
807.800
12/08/24
1.03
425.000
423.000
2.000
0.47
-32.11
Barclays
220.100
12/08/24
0.85
116.220
94.000
22.220
23.64
-13.37
Next
9,542.000
12/08/24
0.23
5,042.000
3,964.000
1,078.000
27.19
-10.56
Pearson
1,034.500
12/08/24
-0.72
553.200
560.800
-7.600
-1.36
-9.23
L
Lloyds Bank
56.800
12/08/24
-0.28
30.410
33.500
-3.090
-9.22
-30.81
Rolls-Royce
486.700
12/08/24
0.35
264.800
321.300
-56.500
-17.58
-46.41
Pershing Square
3,534.000
12/08/24
-0.79
1,968.000
1,410.000
558.000
39.57
28.84
Antofagasta
1,879.500
12/08/24
1.79
1,047.500
731.800
315.700
43.14
23.47
L
Airtel Africa
110.000
12/08/24
-0.63
62.500
38.420
24.080
62.68
11.49
Beazley
732.000
12/08/24
1.24
423.800
385.400
38.400
9.96
-12.92
L
HSBC
643.900
12/08/24
0.22
374.300
462.650
-88.350
-19.10
-26.81
Aviva
484.200
12/08/24
0.35
291.500
267.800
23.700
8.85
-12.13
⇓ instrument
freshest
⇓ Δday
20/07/20
Δwk
30/03/20
prc diff
⇓ Δ16
⇓ ∅-RS
Weir Group
1,904.000
12/08/24
0.79
1,154.000
666.200
487.800
73.22
-2.77
Standard Chartered
722.000
12/08/24
0.92
442.300
455.500
-13.200
-2.90
-19.67
DS Smith
444.000
12/08/24
1.19
278.600
274.900
3.700
1.35
-16.88
L
Imperial Brands
2,134.000
12/08/24
0.38
1,408.500
1,333.000
75.500
5.66
-18.48
L
Auto Trader
797.800
12/08/24
0.81
537.000
443.300
93.700
21.14
3.62
Hiscox
1,189.000
12/08/24
1.89
805.200
909.500
-104.300
-11.47
-29.10
F&C Investment Trust
1,026.000
12/08/24
698.000
553.000
145.000
26.22
1.28
S
Sage Group
1,005.500
12/08/24
1.03
690.200
600.000
90.200
15.03
0.30
BP
439.600
12/08/24
1.35
303.200
323.600
-20.400
-6.30
-25.08
J Sainsbury
269.600
12/08/24
0.67
190.750
210.200
-19.450
-9.25
-6.98
S
Bunzl
3,202.000
12/08/24
0.50
2,283.000
1,554.500
728.500
46.86
17.11
Melrose
486.700
12/08/24
0.19
350.250
262.500
87.750
33.43
-24.25
L
AstraZeneca
12,780.000
12/08/24
0.63
9,320.000
7,103.000
2,217.000
31.21
24.21
L
SSE
1,878.000
12/08/24
0.86
1,417.500
1,264.000
153.500
12.14
9.93
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
2,063.000
1,646.000
417.000
25.33
-10.72
S
Flutter
14,685.000
12/08/24
-1.28
11,485.000
6,634.000
4,851.000
73.12
38.99
Ass Brit Foods
2,435.000
12/08/24
-0.90
1,929.500
1,743.000
186.500
10.70
-11.56
Smurfit Kappa
3,058.000
12/08/24
0.07
2,460.000
2,218.000
242.000
10.91
-3.93
L
Experian
3,524.000
12/08/24
1.18
2,849.000
2,348.000
501.000
21.34
13.33
S
Whitbread
2,814.000
12/08/24
-1.44
2,280.000
2,968.000
-688.000
-23.18
-35.65
L
Tesco
333.500
12/08/24
0.91
271.190
295.260
-24.070
-8.15
-8.87
L
BT Group
141.500
12/08/24
8.43
115.500
119.420
-3.920
-3.28
-23.10
Kingfisher
271.400
12/08/24
0.18
227.800
142.550
85.250
59.80
17.98
L
Smiths Group
1,743.000
12/08/24
0.52
1,486.000
1,115.500
370.500
33.21
2.36
L
LSE Group
9,938.000
12/08/24
1.12
8,482.000
7,322.000
1,160.000
15.84
15.44
⇓ instrument
freshest
⇓ Δday
20/07/20
Δwk
30/03/20
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
12/08/24
1.68
596.600
515.800
80.800
15.66
-23.85
ConvaTec
231.600
12/08/24
-0.17
201.400
179.450
21.950
12.23
6.61
S
M&G
203.900
12/08/24
1.09
178.750
117.500
61.250
52.13
-na-
L
Anglo American
2,232.500
12/08/24
0.29
1,963.400
1,337.800
625.600
46.76
10.19
Admiral Group
2,698.000
12/08/24
0.86
2,374.000
2,201.000
173.000
7.86
8.38
Berkeley
5,070.000
12/08/24
1.00
4,488.000
3,600.000
888.000
24.67
4.77
L
Taylor Wimpey
158.000
12/08/24
0.54
140.100
117.300
22.800
19.44
-12.93
S
United Utilities
988.800
12/08/24
-0.12
878.800
947.400
-68.600
-7.24
0.05
S
RS Group
754.000
12/08/24
-0.40
672.500
515.200
157.300
30.53
9.08
Land Securities
615.500
12/08/24
-0.73
549.200
547.000
2.200
0.40
-27.60
L
Halma
2,527.000
12/08/24
0.04
2,270.000
1,870.000
400.000
21.39
11.26
S
National Grid
978.400
12/08/24
-0.04
896.200
954.100
-57.900
-6.07
-1.54
L
Unilever Plc
4,714.000
12/08/24
-0.34
4,339.000
4,016.000
323.000
8.04
-3.07
L
British Land
395.000
12/08/24
-0.40
369.600
325.200
44.400
13.65
-22.99
L
BAT
2,801.000
12/08/24
2,705.500
2,635.000
70.500
2.68
-10.04
S
Severn Trent
2,514.000
12/08/24
-0.63
2,437.000
2,331.000
106.000
4.55
5.60
S
Legal & General
225.600
12/08/24
0.53
225.500
192.250
33.250
17.30
-6.08
Haleon
373.200
12/08/24
-1.01
-na-
S
Unite
934.000
12/08/24
-1.11
934.000
780.000
154.000
19.74
-7.99
S
B&M
444.600
12/08/24
-2.22
445.000
268.400
176.600
65.80
23.61
Rio Tinto
4,942.000
12/08/24
0.56
4,959.500
3,674.000
1,285.500
34.99
20.37
L
Barratt Developments
524.600
12/08/24
0.15
547.400
445.500
101.900
22.87
-9.34
L
Segro
884.600
12/08/24
-0.96
931.000
749.800
181.200
24.17
12.36
GSK
1,572.000
12/08/24
0.42
1,660.530
1,492.900
167.630
11.23
-1.27
L
JD Sports Fashion
120.350
12/08/24
-4.07
127.320
91.780
35.540
38.72
-2.40
⇓ instrument
freshest
⇓ Δday
20/07/20
Δwk
30/03/20
prc diff
⇓ Δ16
⇓ ∅-RS
Mondi
1,423.000
12/08/24
-0.42
1,516.500
1,338.500
178.000
13.30
-1.88
Rightmove
537.200
12/08/24
0.04
586.400
485.800
100.600
20.71
4.41
Scottish Mortgage
824.600
12/08/24
-0.17
915.000
560.500
354.500
63.25
57.94
S
Diageo
2,451.500
12/08/24
1.03
2,793.000
2,574.500
218.500
8.49
-6.65
Intertek
4,680.000
12/08/24
0.60
5,496.000
4,633.000
863.000
18.63
3.57
L
Rentokil Initial
469.000
12/08/24
1.01
554.400
386.000
168.400
43.63
22.11
Phoenix
538.000
12/08/24
0.47
666.400
606.700
59.700
9.84
0.15
Int Cons Airlines
166.450
12/08/24
-0.06
211.000
202.300
8.700
4.30
-40.38
DCC
5,135.000
12/08/24
-0.29
7,002.000
5,180.000
1,822.000
35.17
11.73
S
Spirax-Sarco
7,715.000
12/08/24
0.72
10,645.000
8,180.000
2,465.000
30.13
22.81
L
St. James´s Place
691.000
12/08/24
-1.22
969.000
754.200
214.800
28.48
0.78
Smith and Nephew
1,156.000
12/08/24
-0.86
1,638.500
1,439.500
199.000
13.82
-3.55
L
Hargreaves Lansdown
1,102.000
12/08/24
1,589.000
1,363.000
226.000
16.58
-7.19
Johnson Matthey
1,577.000
12/08/24
0.06
2,296.000
1,787.000
509.000
28.48
-8.63
S
Croda
3,829.000
12/08/24
-0.05
5,638.000
4,208.000
1,430.000
33.98
16.77
L
Schroders
337.200
12/08/24
-0.12
502.690
428.400
74.290
17.34
1.12
S
Entain
580.400
12/08/24
3.98
872.000
500.000
372.000
74.40
20.63
L
Persimmon
1,577.500
12/08/24
0.03
2,614.000
1,824.500
789.500
43.27
14.50
L
Abrdn
152.950
12/08/24
2.51
261.400
222.800
38.600
17.32
-2.12
L
Vodafone
74.440
12/08/24
0.87
129.280
114.340
14.940
13.07
-6.30
Reckitt Benckiser
4,180.000
12/08/24
7,836.000
6,200.000
1,636.000
26.39
24.08
Prudential
635.400
12/08/24
0.41
1,218.000
1,002.500
215.500
21.50
-3.49
Fresnillo
540.000
12/08/24
0.93
1,097.000
700.000
397.000
56.71
61.09
Endeavour Mining
1,567.000
12/08/24
1.89
3,314.000
2,333.010
980.990
42.05
32.12
S
Burberry Group
671.000
12/08/24
-2.02
1,425.500
1,310.000
115.500
8.82
-19.98
⇓ instrument
freshest
⇓ Δday
20/07/20
Δwk
30/03/20
prc diff
⇓ Δ16
⇓ ∅-RS
Ocado
376.700
12/08/24
0.72
2,099.000
1,236.000
863.000
69.82
54.28
FTSE - 99 out of 100 instruments rated - 20/07/20 / 30/03/20 - 83 did rise, Market-Ratio(16) = 83.84 %
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