Assessment - FTSE 100 Index - 24/08/20 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
24/08/20
Δwk
4/05/20
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
12/08/24
0.52
6,104.730
5,753.780
350.950
6.10
-7.60
L
3i Group
3,018.000
12/08/24
0.23
925.000
757.400
167.600
22.13
-1.77
L
NatWest
334.600
12/08/24
0.48
113.350
109.700
3.650
3.33
-26.74
Centrica
127.300
12/08/24
3.29
45.540
38.760
6.780
17.49
-15.80
L
Frasers
838.500
12/08/24
-0.42
344.800
248.000
96.800
39.03
12.98
Shell
2,799.000
12/08/24
0.83
1,160.400
1,265.400
-105.000
-8.30
-29.98
BAE Systems
1,303.500
12/08/24
2.04
541.600
491.500
50.100
10.19
-0.23
Glencore
410.250
12/08/24
1.27
171.900
137.560
34.340
24.96
-8.62
CRH (L)
6,416.000
12/08/24
-1.35
3,037.000
2,361.000
676.000
28.63
13.07
Compass Group
2,354.000
12/08/24
0.90
1,163.000
1,248.000
-85.000
-6.81
-22.56
RELX
3,531.000
12/08/24
0.57
1,753.000
1,799.240
-46.240
-2.57
-4.89
Barclays
220.100
12/08/24
0.85
110.400
99.720
10.680
10.71
-15.04
L
Lloyds Bank
56.800
12/08/24
-0.28
28.600
30.600
-2.000
-6.54
-30.62
Informa
807.800
12/08/24
1.03
416.300
419.400
-3.100
-0.74
-28.26
L
Airtel Africa
110.000
12/08/24
-0.63
57.100
38.800
18.300
47.16
3.25
L
HSBC
643.900
12/08/24
0.22
338.000
395.500
-57.500
-14.54
-29.60
Ashtead
5,152.000
12/08/24
-0.43
2,746.000
2,098.000
648.000
30.89
20.42
Rolls-Royce
486.700
12/08/24
0.35
261.500
291.400
-29.900
-10.26
-40.25
Pershing Square
3,534.000
12/08/24
-0.79
1,950.000
1,580.000
370.000
23.42
24.53
Standard Chartered
722.000
12/08/24
0.92
398.700
391.800
6.900
1.76
-24.19
Pearson
1,034.500
12/08/24
-0.72
586.000
448.700
137.300
30.60
-0.44
Antofagasta
1,879.500
12/08/24
1.79
1,085.500
765.000
320.500
41.90
25.54
Aviva
484.200
12/08/24
0.35
285.100
228.240
56.860
24.91
-11.43
InterContinental Hot
7,228.000
12/08/24
-0.61
4,303.000
3,376.000
927.000
27.46
2.71
Beazley
732.000
12/08/24
1.24
438.400
390.000
48.400
12.41
-7.52
⇓ instrument
freshest
⇓ Δday
24/08/20
Δwk
4/05/20
prc diff
⇓ Δ16
⇓ ∅-RS
L
Imperial Brands
2,134.000
12/08/24
0.38
1,299.000
1,647.000
-348.000
-21.13
-21.29
DS Smith
444.000
12/08/24
1.19
271.800
300.200
-28.400
-9.46
-17.13
Next
9,542.000
12/08/24
0.23
6,062.000
4,746.000
1,316.000
27.73
8.04
Melrose
486.700
12/08/24
0.19
311.100
278.760
32.340
11.60
-28.60
BP
439.600
12/08/24
1.35
282.000
300.600
-18.600
-6.19
-26.30
L
AstraZeneca
12,780.000
12/08/24
0.63
8,611.000
8,336.000
275.000
3.30
12.40
Hiscox
1,189.000
12/08/24
1.89
805.200
667.400
137.800
20.65
-24.01
F&C Investment Trust
1,026.000
12/08/24
697.000
620.000
77.000
12.42
1.41
Weir Group
1,904.000
12/08/24
0.79
1,312.500
894.000
418.500
46.81
11.64
L
SSE
1,878.000
12/08/24
0.86
1,303.000
1,225.000
78.000
6.37
-0.86
J Sainsbury
269.600
12/08/24
0.67
188.000
192.750
-4.750
-2.46
-8.06
L
Auto Trader
797.800
12/08/24
0.81
563.000
455.200
107.800
23.68
8.29
S
Sage Group
1,005.500
12/08/24
1.03
739.800
617.600
122.200
19.79
7.43
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
2,032.000
1,943.500
88.500
4.55
-9.68
L
Taylor Wimpey
158.000
12/08/24
0.54
121.550
151.800
-30.250
-19.93
-22.63
L
BT Group
141.500
12/08/24
8.43
109.000
115.000
-6.000
-5.22
-23.35
S
Bunzl
3,202.000
12/08/24
0.50
2,467.000
1,654.500
812.500
49.11
25.58
L
Experian
3,524.000
12/08/24
1.18
2,828.000
2,338.000
490.000
20.96
11.28
S
Flutter
14,685.000
12/08/24
-1.28
12,110.000
9,628.000
2,482.000
25.78
38.80
L
Smiths Group
1,743.000
12/08/24
0.52
1,459.500
1,210.500
249.000
20.57
1.41
Ass Brit Foods
2,435.000
12/08/24
-0.90
2,043.000
1,765.000
278.000
15.75
-4.21
S
Whitbread
2,814.000
12/08/24
-1.44
2,370.000
2,864.000
-494.000
-17.25
-28.41
S
M&G
203.900
12/08/24
1.09
172.550
123.600
48.950
39.60
-na-
ConvaTec
231.600
12/08/24
-0.17
196.400
210.000
-13.600
-6.48
2.14
L
Anglo American
2,232.500
12/08/24
0.29
1,906.400
1,361.340
545.060
40.04
6.94
⇓ instrument
freshest
⇓ Δday
24/08/20
Δwk
4/05/20
prc diff
⇓ Δ16
⇓ ∅-RS
L
Tesco
333.500
12/08/24
0.91
287.530
297.670
-10.140
-3.41
-3.31
S
United Utilities
988.800
12/08/24
-0.12
856.200
899.200
-43.000
-4.78
-3.72
L
LSE Group
9,938.000
12/08/24
1.12
8,882.000
7,422.000
1,460.000
19.67
17.64
L
Halma
2,527.000
12/08/24
0.04
2,259.000
2,119.000
140.000
6.61
9.19
Berkeley
5,070.000
12/08/24
1.00
4,560.000
4,170.000
390.000
9.35
4.66
WPP Group
690.200
12/08/24
1.68
621.400
589.200
32.200
5.47
-17.23
Smurfit Kappa
3,058.000
12/08/24
0.07
2,774.000
2,454.000
320.000
13.04
7.93
S
National Grid
978.400
12/08/24
-0.04
887.600
935.400
-47.800
-5.11
-3.08
L
British Land
395.000
12/08/24
-0.40
362.400
384.500
-22.100
-5.75
-21.84
S
RS Group
754.000
12/08/24
-0.40
697.000
556.000
141.000
25.36
11.19
Land Securities
615.500
12/08/24
-0.73
573.600
646.800
-73.200
-11.32
-21.52
L
BAT
2,801.000
12/08/24
2,620.000
2,943.000
-323.000
-10.98
-11.52
Rio Tinto
4,942.000
12/08/24
0.56
4,730.500
3,559.500
1,171.000
32.90
13.94
S
Severn Trent
2,514.000
12/08/24
-0.63
2,433.000
2,377.000
56.000
2.36
3.39
L
Unilever Plc
4,714.000
12/08/24
-0.34
4,581.000
4,041.000
540.000
13.36
3.15
GSK
1,572.000
12/08/24
0.42
1,532.390
1,675.240
-142.850
-8.53
-8.38
Admiral Group
2,698.000
12/08/24
0.86
2,676.000
2,361.000
315.000
13.34
20.66
S
Legal & General
225.600
12/08/24
0.53
223.800
197.000
26.800
13.60
-5.82
Haleon
373.200
12/08/24
-1.01
-na-
L
Barratt Developments
524.600
12/08/24
0.15
526.000
536.600
-10.600
-1.98
-11.15
Kingfisher
271.400
12/08/24
0.18
274.000
158.900
115.100
72.44
39.91
S
Unite
934.000
12/08/24
-1.11
965.500
803.000
162.500
20.24
-3.89
Mondi
1,423.000
12/08/24
-0.42
1,491.500
1,357.500
134.000
9.87
-2.39
S
Diageo
2,451.500
12/08/24
1.03
2,626.500
2,730.500
-104.000
-3.81
-10.38
S
B&M
444.600
12/08/24
-2.22
481.100
332.000
149.100
44.91
30.52
⇓ instrument
freshest
⇓ Δday
24/08/20
Δwk
4/05/20
prc diff
⇓ Δ16
⇓ ∅-RS
L
Segro
884.600
12/08/24
-0.96
964.000
798.800
165.200
20.68
13.74
Scottish Mortgage
824.600
12/08/24
-0.17
936.000
642.500
293.500
45.68
54.85
L
JD Sports Fashion
120.350
12/08/24
-4.07
138.200
104.560
33.640
32.17
5.38
L
Rentokil Initial
469.000
12/08/24
1.01
539.200
471.000
68.200
14.48
16.26
Rightmove
537.200
12/08/24
0.04
620.400
494.300
126.100
25.51
8.99
Int Cons Airlines
166.450
12/08/24
-0.06
197.300
203.900
-6.600
-3.24
-38.48
Intertek
4,680.000
12/08/24
0.60
5,972.000
4,510.000
1,462.000
32.42
12.33
Smith and Nephew
1,156.000
12/08/24
-0.86
1,510.500
1,542.500
-32.000
-2.07
-9.79
Phoenix
538.000
12/08/24
0.47
705.400
572.600
132.800
23.19
6.06
DCC
5,135.000
12/08/24
-0.29
6,808.000
5,550.000
1,258.000
22.67
8.14
S
Entain
580.400
12/08/24
3.98
771.200
752.000
19.200
2.55
3.96
S
Spirax-Sarco
7,715.000
12/08/24
0.72
10,580.000
8,694.000
1,886.000
21.69
19.70
L
St. James´s Place
691.000
12/08/24
-1.22
1,001.500
819.800
181.700
22.16
4.14
L
Schroders
337.200
12/08/24
-0.12
503.880
448.120
55.760
12.44
1.09
Johnson Matthey
1,577.000
12/08/24
0.06
2,377.000
1,901.000
476.000
25.04
-3.19
L
Hargreaves Lansdown
1,102.000
12/08/24
1,685.000
1,463.500
221.500
15.13
-0.43
S
Croda
3,829.000
12/08/24
-0.05
5,990.000
4,841.000
1,149.000
23.73
21.71
L
Vodafone
74.440
12/08/24
0.87
116.960
109.400
7.560
6.91
-13.64
L
Abrdn
152.950
12/08/24
2.51
244.000
211.100
32.900
15.59
-8.02
L
Persimmon
1,577.500
12/08/24
0.03
2,688.000
2,201.000
487.000
22.13
14.83
Reckitt Benckiser
4,180.000
12/08/24
7,618.000
6,584.000
1,034.000
15.70
18.46
Prudential
635.400
12/08/24
0.41
1,224.500
1,044.000
180.500
17.29
-0.72
S
Burberry Group
671.000
12/08/24
-2.02
1,403.500
1,325.000
78.500
5.92
-17.32
Fresnillo
540.000
12/08/24
0.93
1,219.000
694.200
524.800
75.60
71.67
Endeavour Mining
1,567.000
12/08/24
1.89
3,575.000
2,688.210
886.790
32.99
36.63
⇓ instrument
freshest
⇓ Δday
24/08/20
Δwk
4/05/20
prc diff
⇓ Δ16
⇓ ∅-RS
Ocado
376.700
12/08/24
0.72
2,447.000
1,687.500
759.500
45.01
71.01
FTSE - 99 out of 100 instruments rated - 24/08/20 / 4/05/20 - 73 did rise, Market-Ratio(16) = 73.74 %
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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