Assessment - FTSE 100 Index - 8/31/20 - RS = 16
⇐
instrument
freshest
⇓ Δday
8/31/20
⇓ Δwk
5/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
5,963.570
5,939.730
23.840
0.40
-9.48
L
3i Group
3,018.000
8/12/24
0.23
938.000
735.400
202.600
27.55
-0.10
L
Abrdn
152.950
8/12/24
2.51
237.200
214.700
22.500
10.48
-10.61
Admiral Group
2,698.000
8/12/24
0.86
2,637.000
2,424.000
213.000
8.79
18.44
L
Airtel Africa
110.000
8/12/24
-0.63
59.700
39.750
19.950
50.19
8.24
L
Anglo American
2,232.500
8/12/24
0.29
1,832.600
1,427.400
405.200
28.39
2.53
Antofagasta
1,879.500
8/12/24
1.79
1,074.000
797.200
276.800
34.72
23.57
Ashtead
5,152.000
8/12/24
-0.43
2,605.000
2,268.000
337.000
14.86
13.73
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,046.000
1,725.000
321.000
18.61
-3.87
L
AstraZeneca
12,780.000
8/12/24
0.63
8,340.000
8,707.000
-367.000
-4.21
8.53
L
Auto Trader
797.800
8/12/24
0.81
563.200
496.900
66.300
13.34
8.18
Aviva
484.200
8/12/24
0.35
282.700
242.200
40.500
16.72
-11.77
S
B&M
444.600
8/12/24
-2.22
473.800
340.200
133.600
39.27
27.94
BAE Systems
1,303.500
8/12/24
2.04
519.600
503.000
16.600
3.30
-4.28
Barclays
220.100
8/12/24
0.85
111.960
102.600
9.360
9.12
-13.45
L
Barratt Developments
524.600
8/12/24
0.15
525.200
510.000
15.200
2.98
-10.95
Beazley
732.000
8/12/24
1.24
430.000
382.600
47.400
12.39
-8.81
Berkeley
5,070.000
8/12/24
1.00
4,559.000
4,171.000
388.000
9.30
4.35
BP
439.600
8/12/24
1.35
264.200
313.850
-49.650
-15.82
-30.19
L
BAT
2,801.000
8/12/24
2,532.500
3,051.000
-518.500
-16.99
-14.26
L
British Land
395.000
8/12/24
-0.40
365.700
383.500
-17.800
-4.64
-20.60
L
BT Group
141.500
8/12/24
8.43
104.650
106.750
-2.100
-1.97
-25.83
S
Bunzl
3,202.000
8/12/24
0.50
2,422.000
1,743.000
679.000
38.96
22.89
S
Burberry Group
671.000
8/12/24
-2.02
1,444.500
1,371.500
73.000
5.32
-14.23
Centrica
127.300
8/12/24
3.29
46.040
36.390
9.650
26.52
-14.28
instrument
freshest
⇓ Δday
8/31/20
⇓ Δwk
5/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
1,994.000
1,849.000
145.000
7.84
-10.92
Compass Group
2,354.000
8/12/24
0.90
1,220.500
1,270.000
-49.500
-3.90
-17.85
ConvaTec
231.600
8/12/24
-0.17
191.600
219.200
-27.600
-12.59
-0.57
CRH (L)
6,416.000
8/12/24
-1.35
2,830.000
2,321.000
509.000
21.93
5.09
S
Croda
3,829.000
8/12/24
-0.05
5,900.000
5,002.000
898.000
17.95
19.30
DCC
5,135.000
8/12/24
-0.29
6,628.000
5,912.000
716.000
12.11
5.27
S
Diageo
2,451.500
8/12/24
1.03
2,509.500
2,831.000
-321.500
-11.36
-13.95
DS Smith
444.000
8/12/24
1.19
258.700
315.900
-57.200
-18.11
-20.83
Endeavour Mining
1,567.000
8/12/24
1.89
3,614.170
2,757.020
857.150
31.09
37.39
S
Entain
580.400
8/12/24
3.98
804.200
779.200
25.000
3.21
7.88
L
Experian
3,524.000
8/12/24
1.18
2,790.000
2,556.000
234.000
9.15
9.55
F&C Investment Trust
1,026.000
8/12/24
695.000
652.000
43.000
6.60
1.11
S
Flutter
14,685.000
8/12/24
-1.28
12,380.000
9,850.000
2,530.000
25.69
40.32
L
Frasers
838.500
8/12/24
-0.42
353.000
244.800
108.200
44.20
14.87
Fresnillo
540.000
8/12/24
0.93
1,262.500
686.600
575.900
83.88
76.24
Glencore
410.250
8/12/24
1.27
169.180
148.200
20.980
14.16
-9.61
GSK
1,572.000
8/12/24
0.42
1,456.440
1,690.140
-233.700
-13.83
-12.74
Haleon
373.200
8/12/24
-1.01
-na-
L
Halma
2,527.000
8/12/24
0.04
2,218.000
2,228.000
-10.000
-0.45
6.92
L
Hargreaves Lansdown
1,102.000
8/12/24
1,616.500
1,585.000
31.500
1.99
-4.27
Hiscox
1,189.000
8/12/24
1.89
793.400
783.600
9.800
1.25
-24.19
L
HSBC
643.900
8/12/24
0.22
330.150
411.000
-80.850
-19.67
-30.44
L
Imperial Brands
2,134.000
8/12/24
0.38
1,253.000
1,616.000
-363.000
-22.46
-23.40
Informa
807.800
8/12/24
1.03
413.400
430.900
-17.500
-4.06
-27.78
InterContinental Hot
7,228.000
8/12/24
-0.61
4,406.000
3,522.000
884.000
25.10
5.48
instrument
freshest
⇓ Δday
8/31/20
⇓ Δwk
5/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
216.300
184.950
31.350
16.95
-31.44
Intertek
4,680.000
8/12/24
0.60
5,876.000
4,751.000
1,125.000
23.68
10.31
J Sainsbury
269.600
8/12/24
0.67
183.800
190.800
-7.000
-3.67
-10.03
L
JD Sports Fashion
120.350
8/12/24
-4.07
142.160
107.840
34.320
31.82
8.12
Johnson Matthey
1,577.000
8/12/24
0.06
2,375.000
1,964.000
411.000
20.93
-2.98
Kingfisher
271.400
8/12/24
0.18
270.300
162.450
107.850
66.39
37.19
Land Securities
615.500
8/12/24
-0.73
578.100
632.400
-54.300
-8.59
-20.43
S
Legal & General
225.600
8/12/24
0.53
217.300
203.700
13.600
6.68
-8.57
L
Lloyds Bank
56.800
8/12/24
-0.28
28.350
30.415
-2.065
-6.79
-30.41
L
LSE Group
9,938.000
8/12/24
1.12
8,800.000
7,956.000
844.000
10.61
15.98
S
M&G
203.900
8/12/24
1.09
165.550
128.950
36.600
28.38
-na-
Melrose
486.700
8/12/24
0.19
305.400
281.220
24.180
8.60
-29.20
Mondi
1,423.000
8/12/24
-0.42
1,461.000
1,363.500
97.500
7.15
-4.29
S
National Grid
978.400
8/12/24
-0.04
843.200
925.600
-82.400
-8.90
-8.00
L
NatWest
334.600
8/12/24
0.48
112.800
110.450
2.350
2.13
-26.37
Next
9,542.000
8/12/24
0.23
6,038.000
4,796.000
1,242.000
25.90
7.52
Ocado
376.700
8/12/24
0.72
2,497.000
1,914.500
582.500
30.43
72.46
Pearson
1,034.500
8/12/24
-0.72
559.400
454.900
104.500
22.97
-4.44
Pershing Square
3,534.000
8/12/24
-0.79
2,130.000
1,708.000
422.000
24.71
35.42
L
Persimmon
1,577.500
8/12/24
0.03
2,620.000
2,218.000
402.000
18.12
11.16
Phoenix
538.000
8/12/24
0.47
691.000
592.200
98.800
16.68
3.68
Prudential
635.400
8/12/24
0.41
1,221.500
1,121.000
100.500
8.97
-0.77
Reckitt Benckiser
4,180.000
8/12/24
7,510.000
6,846.000
664.000
9.70
16.31
RELX
3,531.000
8/12/24
0.57
1,702.500
1,860.500
-158.000
-8.49
-7.47
L
Rentokil Initial
469.000
8/12/24
1.01
533.000
478.000
55.000
11.51
14.52
instrument
freshest
⇓ Δday
8/31/20
⇓ Δwk
5/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
633.800
522.400
111.400
21.32
11.00
Rio Tinto
4,942.000
8/12/24
0.56
4,635.000
3,674.000
961.000
26.16
11.26
Rolls-Royce
486.700
8/12/24
0.35
241.100
282.600
-41.500
-14.69
-43.76
S
RS Group
754.000
8/12/24
-0.40
668.000
582.000
86.000
14.78
6.15
S
Sage Group
1,005.500
8/12/24
1.03
740.600
642.600
98.000
15.25
7.40
L
Schroders
337.200
8/12/24
-0.12
492.660
472.430
20.230
4.28
-1.39
Scottish Mortgage
824.600
8/12/24
-0.17
961.500
700.000
261.500
37.36
57.43
L
Segro
884.600
8/12/24
-0.96
952.800
837.800
115.000
13.73
11.95
S
Severn Trent
2,514.000
8/12/24
-0.63
2,332.000
2,436.000
-104.000
-4.27
-1.27
Shell
2,799.000
8/12/24
0.83
1,106.800
1,313.800
-207.000
-15.76
-32.32
Smith and Nephew
1,156.000
8/12/24
-0.86
1,521.500
1,606.500
-85.000
-5.29
-8.71
L
Smiths Group
1,743.000
8/12/24
0.52
1,402.000
1,260.000
142.000
11.27
-2.44
Smurfit Kappa
3,058.000
8/12/24
0.07
2,674.000
2,524.000
150.000
5.94
3.76
S
Spirax-Sarco
7,715.000
8/12/24
0.72
10,245.000
9,274.000
971.000
10.47
15.27
L
SSE
1,878.000
8/12/24
0.86
1,259.000
1,241.500
17.500
1.41
-4.51
L
St. James´s Place
691.000
8/12/24
-1.22
979.800
846.400
133.400
15.76
1.75
Standard Chartered
722.000
8/12/24
0.92
392.400
404.800
-12.400
-3.06
-24.73
L
Taylor Wimpey
158.000
8/12/24
0.54
122.500
150.650
-28.150
-18.69
-21.69
L
Tesco
333.500
8/12/24
0.91
277.020
301.590
-24.570
-8.15
-6.97
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,460.000
4,173.000
287.000
6.88
0.59
S
Unite
934.000
8/12/24
-1.11
951.000
789.000
162.000
20.53
-5.17
S
United Utilities
988.800
8/12/24
-0.12
831.200
909.400
-78.200
-8.60
-6.70
L
Vodafone
74.440
8/12/24
0.87
111.440
113.000
-1.560
-1.38
-17.31
Weir Group
1,904.000
8/12/24
0.79
1,268.500
931.800
336.700
36.13
7.95
S
Whitbread
2,814.000
8/12/24
-1.44
2,529.000
2,838.000
-309.000
-10.89
-22.69
instrument
freshest
⇓ Δday
8/31/20
⇓ Δwk
5/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
645.600
589.800
55.800
9.46
-13.31
FTSE - 99 out of 100 instruments rated - 8/31/20 / 5/11/20 - 70 did rise, Market-Ratio(16) = 70.71 %
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 7122
days out of 7290 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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