Assessment - FTSE 100 Index in Dollar - 24/08/20 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
24/08/20
⇓ Δwk
4/05/20
prc diff
Δ16
⇓ ∅-RS
FTSE
10,734.963
12/08/24
0.52
7,981.980
7,158.864
823.116
11.50
-4.48
Fresnillo
706.054
12/08/24
0.93
1,593.852
863.725
730.127
84.53
77.11
Kingfisher
354.858
12/08/24
0.18
358.257
197.704
160.553
81.21
44.80
S
Bunzl
4,186.639
12/08/24
0.50
3,225.621
2,058.532
1,167.089
56.70
29.83
L
Airtel Africa
143.826
12/08/24
-0.63
74.659
48.275
26.384
54.65
7.12
Weir Group
2,489.494
12/08/24
0.79
1,716.103
1,112.317
603.787
54.28
15.71
Scottish Mortgage
1,078.171
12/08/24
-0.17
1,223.827
799.400
424.427
53.09
59.85
Ocado
492.538
12/08/24
0.72
3,199.471
2,099.591
1,099.880
52.39
76.21
S
B&M
581.318
12/08/24
-2.22
629.042
413.075
215.967
52.28
34.94
Antofagasta
2,457.460
12/08/24
1.79
1,419.299
951.814
467.485
49.12
29.77
L
Anglo American
2,919.010
12/08/24
0.29
2,492.632
1,693.782
798.850
47.16
10.76
S
M&G
266.601
12/08/24
1.09
225.610
153.783
71.827
46.71
-na-
L
Frasers
1,096.345
12/08/24
-0.42
450.829
308.562
142.266
46.11
17.17
Endeavour Mining
2,048.864
12/08/24
1.89
4,674.339
3,344.676
1,329.663
39.75
41.02
Rio Tinto
6,461.702
12/08/24
0.56
6,185.164
4,428.737
1,756.427
39.66
17.73
Intertek
6,119.135
12/08/24
0.60
7,808.434
5,611.351
2,197.084
39.15
16.09
L
JD Sports Fashion
157.359
12/08/24
-4.07
180.698
130.094
50.604
38.90
9.26
Ashtead
6,736.278
12/08/24
-0.43
3,590.415
2,610.336
980.080
37.55
24.58
Pearson
1,352.616
12/08/24
-0.72
766.199
558.273
207.926
37.24
2.86
CRH (L)
8,388.968
12/08/24
-1.35
3,970.900
2,937.561
1,033.339
35.18
16.99
Next
12,476.236
12/08/24
0.23
7,926.110
5,904.982
2,021.128
34.23
11.95
InterContinental Hot
9,450.664
12/08/24
-0.61
5,626.204
4,200.426
1,425.779
33.94
6.28
S
Flutter
19,200.746
12/08/24
-1.28
15,833.915
11,979.176
3,854.739
32.18
43.51
Rightmove
702.393
12/08/24
0.04
811.178
615.009
196.169
31.90
12.78
S
RS Group
985.861
12/08/24
-0.40
911.333
691.776
219.556
31.74
15.00
⇓ instrument
freshest
⇓ Δday
24/08/20
⇓ Δwk
4/05/20
prc diff
Δ16
⇓ ∅-RS
Johnson Matthey
2,061.939
12/08/24
0.06
3,107.945
2,365.228
742.717
31.40
0.16
Glencore
536.405
12/08/24
1.27
224.761
171.152
53.608
31.32
-5.34
Aviva
633.095
12/08/24
0.35
372.770
283.977
88.794
31.27
-8.23
S
Croda
5,006.446
12/08/24
-0.05
7,831.969
6,023.181
1,808.788
30.03
25.71
L
Auto Trader
1,043.129
12/08/24
0.81
736.127
566.361
169.766
29.97
12.00
Pershing Square
4,620.731
12/08/24
-0.79
2,549.639
1,965.839
583.800
29.70
28.48
Phoenix
703.439
12/08/24
0.47
922.316
712.430
209.886
29.46
9.73
DCC
6,714.051
12/08/24
-0.29
8,901.510
6,905.321
1,996.190
28.91
11.75
L
St. James´s Place
903.488
12/08/24
-1.22
1,309.469
1,019.997
289.472
28.38
7.82
L
3i Group
3,946.057
12/08/24
0.23
1,209.444
942.359
267.086
28.34
1.66
L
Persimmon
2,062.593
12/08/24
0.03
3,514.580
2,738.488
776.091
28.34
18.94
S
Spirax-Sarco
10,087.420
12/08/24
0.72
13,833.428
10,817.091
3,016.337
27.88
23.60
L
Experian
4,607.656
12/08/24
1.18
3,697.631
2,908.944
788.687
27.11
14.93
L
Segro
1,156.621
12/08/24
-0.96
1,260.437
993.868
266.569
26.82
17.55
Hiscox
1,554.626
12/08/24
1.89
1,052.805
830.380
222.425
26.79
-21.40
L
Smiths Group
2,278.985
12/08/24
0.52
1,908.307
1,506.106
402.201
26.70
4.98
S
Unite
1,221.212
12/08/24
-1.11
1,262.398
999.094
263.304
26.35
-0.46
S
Sage Group
1,314.699
12/08/24
1.03
967.294
768.419
198.875
25.88
11.06
L
LSE Group
12,994.009
12/08/24
1.12
11,613.281
9,234.467
2,378.814
25.76
21.45
Centrica
166.446
12/08/24
3.29
59.544
48.225
11.319
23.47
-12.60
Prudential
830.790
12/08/24
0.41
1,601.043
1,298.947
302.096
23.26
2.72
Ass Brit Foods
3,183.781
12/08/24
-0.90
2,671.238
2,196.016
475.221
21.64
-0.88
Reckitt Benckiser
5,465.381
12/08/24
9,960.591
8,191.825
1,768.766
21.59
22.21
L
Abrdn
199.983
12/08/24
2.51
319.032
262.651
56.381
21.47
-4.75
L
Hargreaves Lansdown
1,440.873
12/08/24
2,203.150
1,820.890
382.260
20.99
2.91
⇓ instrument
freshest
⇓ Δday
24/08/20
⇓ Δwk
4/05/20
prc diff
Δ16
⇓ ∅-RS
L
Rentokil Initial
613.221
12/08/24
1.01
705.008
586.019
118.989
20.30
20.07
S
Legal & General
294.974
12/08/24
0.53
292.620
245.108
47.512
19.38
-2.39
L
Unilever Plc
6,163.590
12/08/24
-0.34
5,989.691
5,027.820
961.871
19.13
6.48
Admiral Group
3,527.655
12/08/24
0.86
3,498.890
2,937.561
561.329
19.11
24.55
Smurfit Kappa
3,998.358
12/08/24
0.07
3,627.026
3,053.271
573.754
18.79
11.57
L
Schroders
440.891
12/08/24
-0.12
658.827
557.552
101.275
18.16
4.54
F&C Investment Trust
1,341.503
12/08/24
911.333
771.405
139.927
18.14
4.85
Beazley
957.095
12/08/24
1.24
573.211
485.239
87.972
18.13
-4.32
Melrose
636.364
12/08/24
0.19
406.766
346.834
59.932
17.28
-25.89
Barclays
287.782
12/08/24
0.85
144.349
124.072
20.277
16.34
-11.93
BAE Systems
1,704.336
12/08/24
2.04
708.146
611.525
96.621
15.80
3.10
Mondi
1,860.583
12/08/24
-0.42
1,950.147
1,689.004
261.143
15.46
0.90
Berkeley
6,629.063
12/08/24
1.00
5,962.234
5,188.322
773.912
14.92
8.30
L
Vodafone
97.331
12/08/24
0.87
152.926
136.116
16.810
12.35
-10.77
L
Halma
3,304.071
12/08/24
0.04
2,953.659
2,636.464
317.195
12.03
12.74
L
SSE
2,455.499
12/08/24
0.86
1,703.682
1,524.147
179.535
11.78
2.50
S
Burberry Group
877.337
12/08/24
-2.02
1,835.087
1,648.568
186.519
11.31
-14.46
WPP Group
902.442
12/08/24
1.68
812.485
733.084
79.401
10.83
-14.25
L
Coca-Cola HBC
3,540.730
12/08/24
0.89
2,656.855
2,418.106
238.749
9.87
-6.58
L
NatWest
437.492
12/08/24
0.48
148.206
136.489
11.717
8.58
-24.06
L
AstraZeneca
16,709.945
12/08/24
0.63
11,258.946
10,371.667
887.279
8.55
15.99
S
Entain
758.877
12/08/24
3.98
1,008.350
935.640
72.710
7.77
7.77
S
Severn Trent
3,287.074
12/08/24
-0.63
3,181.166
2,957.468
223.698
7.56
6.82
Standard Chartered
944.020
12/08/24
0.92
521.303
487.478
33.825
6.94
-21.54
Haleon
487.962
12/08/24
-1.01
-na-
⇓ instrument
freshest
⇓ Δday
24/08/20
⇓ Δwk
4/05/20
prc diff
Δ16
⇓ ∅-RS
Informa
1,056.204
12/08/24
1.03
544.315
521.818
22.497
4.31
-25.72
L
Barratt Developments
685.918
12/08/24
0.15
687.749
667.639
20.110
3.01
-7.97
Smith and Nephew
1,511.479
12/08/24
-0.86
1,974.990
1,919.181
55.808
2.91
-6.81
J Sainsbury
352.504
12/08/24
0.67
245.811
239.820
5.991
2.50
-5.06
RELX
4,616.809
12/08/24
0.57
2,292.060
2,238.618
53.443
2.39
-1.82
Int Cons Airlines
217.635
12/08/24
-0.06
257.971
253.693
4.278
1.69
-36.13
L
Tesco
436.054
12/08/24
0.91
375.948
370.362
5.586
1.51
-0.15
S
Diageo
3,205.354
12/08/24
1.03
3,434.168
3,397.293
36.875
1.09
-7.43
S
United Utilities
1,292.863
12/08/24
-0.12
1,119.488
1,118.786
0.701
0.06
-0.54
S
National Grid
1,279.265
12/08/24
-0.04
1,160.544
1,163.826
-3.283
-0.28
0.09
L
BT Group
185.012
12/08/24
8.43
142.518
143.083
-0.565
-0.39
-20.70
L
British Land
516.465
12/08/24
-0.40
473.841
478.396
-4.555
-0.95
-19.08
BP
574.780
12/08/24
1.35
368.717
374.007
-5.290
-1.41
-23.75
ConvaTec
302.819
12/08/24
-0.17
256.794
261.282
-4.488
-1.72
5.47
L
Lloyds Bank
74.266
12/08/24
-0.28
37.395
38.073
-0.678
-1.78
-28.11
Compass Group
3,077.872
12/08/24
0.90
1,520.631
1,552.764
-32.133
-2.07
-19.85
Shell
3,659.713
12/08/24
0.83
1,517.232
1,574.413
-57.182
-3.63
-27.55
GSK
2,055.402
12/08/24
0.42
2,003.611
2,084.337
-80.726
-3.87
-5.39
DS Smith
580.533
12/08/24
1.19
355.381
373.509
-18.129
-4.85
-14.36
Rolls-Royce
636.364
12/08/24
0.35
341.913
362.560
-20.647
-5.69
-38.11
L
BAT
3,662.328
12/08/24
3,425.669
3,661.686
-236.017
-6.45
-8.63
Land Securities
804.771
12/08/24
-0.73
749.986
804.750
-54.764
-6.81
-18.74
L
HSBC
841.904
12/08/24
0.22
441.938
492.082
-50.144
-10.19
-27.29
S
Whitbread
3,679.326
12/08/24
-1.44
3,098.793
3,563.394
-464.602
-13.04
-25.88
L
Taylor Wimpey
206.586
12/08/24
0.54
158.928
188.870
-29.942
-15.85
-19.93
⇓ instrument
freshest
⇓ Δday
24/08/20
⇓ Δwk
4/05/20
prc diff
Δ16
⇓ ∅-RS
L
Imperial Brands
2,790.221
12/08/24
0.38
1,698.452
2,049.201
-350.748
-17.12
-18.74
FTSE - 99 out of 100 instruments rated - 24/08/20 / 4/05/20 - 82 did rise, Market-Ratio(16) in USD = 82.83 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index in Dollar * 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
246
40.614
43.441
37.786
-2.827
-7
9,304
-29
long
4/09/06
30/07/07
329
LSE Group
100
441
21.061
24.870
3.809
18
10,984
20
short
30/07/07
16/02/09
567
Taylor Wimpey
100
2,383
4.609
0.191
111.500
106.891
2,319
265,706
678
long
16/02/09
5/07/10
504
Randgold Res
100
5,695
46.654
93.184
46.530
100
530,692
65
short
5/07/10
6/09/10
63
BP
100
104,657
5.071
6.281
3.861
-1.210
-24
404,064
-79
long
6/09/10
8/08/11
336
Croda
100
18,378
21.986
29.057
7.071
32
534,018
35
short
8/08/11
28/11/11
112
Lloyds Bank
100
991,444
0.539
0.366
0.793
0.255
47
786,414
253
long
28/11/11
4/06/12
189
Next
100
19,115
41.141
45.945
4.805
12
878,255
24
short
4/06/12
30/07/12
56
Aviva
100
211,581
4.151
4.708
3.593
-0.558
-13
760,299
-61
long
30/07/12
24/08/15
1120
Ashtead
100
185,200
4.105
13.931
9.825
239
2,579,973
49
short
24/08/15
9/05/16
259
Glencore
100
1,185,870
2.176
1.910
2.478
0.303
14
2,939,062
20
long
9/05/16
8/10/18
882
Fresnillo
100
196,329
14.970
10.191
-4.779
-32
2,000,768
-15
short
8/10/18
11/02/19
126
Fresnillo
100
196,329
10.191
12.524
7.858
-2.333
-23
1,542,717
-53
long
11/02/19
9/03/20
392
Micro Focus
100
71,093
21.700
7.775
-13.925
-64
552,744
-62
short
9/03/20
6/07/20
119
Micro Focus
100
71,093
7.775
5.482
11.026
3.251
42
783,879
192
long
6/07/20
7/03/22
609
Scottish Mortgage
100
69,849
11.222
11.231
0.008
0
784,466
0
short
7/03/22
9/01/23
308
Polymetal
100
346,517
2.264
3.843
0.685
-1.579
-70
237,296
-76
long
9/01/23
21/08/23
224
Antofagasta
100
11,266
21.063
17.738
-3.325
-16
199,839
-24
short
21/08/23
11/12/23
112
Fresnillo
100
30,705
6.508
7.225
5.791
-0.717
-11
177,817
-32
long
11/12/23
12/08/24
245
Rolls-Royce
100
47,744
3.724
6.153
2.428
65
293,758
111
accum 19/06/06
12/08/24 7385
days out of 7553 invested (98%)
2,838
293,758
18
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 4.61 0.19 111.50 106.89 2,319.27 2,319.27
Ashtead long 30/07/12 24/08/15 1120 4.11 13.93 9.83 239.34 239.34
Randgold Res long 16/02/09 5/07/10 504 46.65 93.18 46.53 99.73 99.73
Rolls-Royce long 11/12/23 12/08/24 245 3.72 6.15 2.43 65.20 65.20
Lloyds Bank short 8/08/11 28/11/11 112 0.54 0.37 0.79 0.25 47.26 47.26
Croda long 6/09/10 8/08/11 336 21.99 29.06 7.07 32.16 32.16
LSE Group long 4/09/06 30/07/07 329 21.06 24.87 3.81 18.09 18.09
Glencore short 24/08/15 9/05/16 259 2.18 1.91 2.48 0.30 13.92 13.92
Next long 28/11/11 4/06/12 189 41.14 45.95 4.80 11.68 11.68
Scottish Mortgage long 6/07/20 7/03/22 609 11.22 11.23 0.01 0.07 0.07
Carnival short 19/06/06 4/09/06 77 40.61 43.44 37.79 -2.83 -6.96 -6.96
Aviva short 4/06/12 30/07/12 56 4.15 4.71 3.59 -0.56 -13.43 -13.43
Antofagasta long 9/01/23 21/08/23 224 21.06 17.74 -3.32 -15.78 -15.78
BP short 5/07/10 6/09/10 63 5.07 6.28 3.86 -1.21 -23.86 -23.86
Micro Focus long 11/02/19 9/03/20 392 21.70 7.77 -13.93 -64.17
short 9/03/20 6/07/20 119 7.77 5.48 11.03 3.25 41.82 -49.19
Fresnillo long 9/05/16 8/10/18 882 14.97 10.19 -4.78 -31.92
short 8/10/18 11/02/19 126 10.19 12.52 7.86 -2.33 -22.89
short 21/08/23 11/12/23 112 6.51 7.23 5.79 -0.72 -11.02 -53.29
Polymetal short 7/03/22 9/01/23 308 2.26 3.84 0.68 -1.58 -69.75 -69.75
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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