Assessment - FTSE 100 Index - 19/10/20 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
19/10/20
Δwk
29/06/20
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
12/08/24
0.52
5,884.650
6,225.770
-341.120
-5.48
-8.22
Centrica
127.300
12/08/24
3.29
39.870
39.290
0.580
1.48
-20.69
L
NatWest
334.600
12/08/24
0.48
115.000
121.200
-6.200
-5.12
-18.05
Shell
2,799.000
12/08/24
0.83
970.200
1,339.800
-369.600
-27.59
-33.61
L
3i Group
3,018.000
12/08/24
0.23
1,061.500
845.600
215.900
25.53
14.95
BAE Systems
1,303.500
12/08/24
2.04
482.100
495.700
-13.600
-2.74
-9.85
Glencore
410.250
12/08/24
1.27
165.420
169.640
-4.220
-2.49
-7.88
L
Frasers
838.500
12/08/24
-0.42
357.400
307.400
50.000
16.27
12.28
Beazley
732.000
12/08/24
1.24
329.600
416.000
-86.400
-20.77
-25.35
Rolls-Royce
486.700
12/08/24
0.35
220.000
289.600
-69.600
-24.03
-35.80
CRH (L)
6,416.000
12/08/24
-1.35
2,940.000
2,809.000
131.000
4.66
8.51
Barclays
220.100
12/08/24
0.85
103.360
114.500
-11.140
-9.73
-15.92
BP
439.600
12/08/24
1.35
207.750
314.900
-107.150
-34.03
-38.98
RELX
3,531.000
12/08/24
0.57
1,681.500
1,903.500
-222.000
-11.66
-7.53
L
Lloyds Bank
56.800
12/08/24
-0.28
27.120
31.255
-4.135
-13.23
-26.63
L
HSBC
643.900
12/08/24
0.22
309.250
384.800
-75.550
-19.63
-28.34
Compass Group
2,354.000
12/08/24
0.90
1,201.000
1,118.000
83.000
7.42
-13.99
Informa
807.800
12/08/24
1.03
417.600
464.500
-46.900
-10.10
-19.64
Pearson
1,034.500
12/08/24
-0.72
535.600
582.400
-46.800
-8.04
-4.24
Standard Chartered
722.000
12/08/24
0.92
378.600
439.200
-60.600
-13.80
-21.33
Antofagasta
1,879.500
12/08/24
1.79
1,042.000
929.800
112.200
12.07
17.30
InterContinental Hot
7,228.000
12/08/24
-0.61
4,180.000
3,646.000
534.000
14.65
2.03
Ashtead
5,152.000
12/08/24
-0.43
2,987.000
2,720.000
267.000
9.82
26.89
Aviva
484.200
12/08/24
0.35
282.200
273.900
8.300
3.03
-8.71
L
Airtel Africa
110.000
12/08/24
-0.63
65.200
62.500
2.700
4.32
16.77
⇓ instrument
freshest
⇓ Δday
19/10/20
Δwk
29/06/20
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
12/08/24
-0.06
100.000
230.600
-130.600
-56.63
-60.01
L
Imperial Brands
2,134.000
12/08/24
0.38
1,288.000
1,538.000
-250.000
-16.25
-17.05
Pershing Square
3,534.000
12/08/24
-0.79
2,225.000
1,894.000
331.000
17.48
36.44
L
AstraZeneca
12,780.000
12/08/24
0.63
8,109.000
8,548.000
-439.000
-5.14
3.11
Next
9,542.000
12/08/24
0.23
6,166.000
4,886.000
1,280.000
26.20
10.03
F&C Investment Trust
1,026.000
12/08/24
710.000
687.000
23.000
3.35
3.57
DS Smith
444.000
12/08/24
1.19
309.400
331.000
-21.600
-6.53
-2.58
L
BT Group
141.500
12/08/24
8.43
98.840
116.400
-17.560
-15.09
-24.70
L
SSE
1,878.000
12/08/24
0.86
1,326.000
1,392.000
-66.000
-4.74
0.27
S
Sage Group
1,005.500
12/08/24
1.03
712.200
670.200
42.000
6.27
2.49
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
1,925.000
2,049.000
-124.000
-6.05
-10.83
Ass Brit Foods
2,435.000
12/08/24
-0.90
1,746.500
1,922.500
-176.000
-9.15
-16.12
L
Auto Trader
797.800
12/08/24
0.81
587.200
535.000
52.200
9.76
11.50
L
Taylor Wimpey
158.000
12/08/24
0.54
117.300
141.950
-24.650
-17.37
-21.02
Hiscox
1,189.000
12/08/24
1.89
885.000
780.200
104.800
13.43
-8.43
J Sainsbury
269.600
12/08/24
0.67
202.600
209.000
-6.400
-3.06
0.42
L
Smiths Group
1,743.000
12/08/24
0.52
1,380.500
1,298.000
82.500
6.36
-2.15
ConvaTec
231.600
12/08/24
-0.17
183.800
195.800
-12.000
-6.13
-5.07
S
Bunzl
3,202.000
12/08/24
0.50
2,544.000
2,162.000
382.000
17.67
26.45
Melrose
486.700
12/08/24
0.19
388.800
349.650
39.150
11.20
-3.86
S
Whitbread
2,814.000
12/08/24
-1.44
2,255.000
2,230.000
25.000
1.12
-24.86
L
Tesco
333.500
12/08/24
0.91
268.150
293.990
-25.840
-8.79
-8.99
S
M&G
203.900
12/08/24
1.09
166.800
165.300
1.500
0.91
-2.77
Weir Group
1,904.000
12/08/24
0.79
1,580.000
1,079.500
500.500
46.36
35.77
Berkeley
5,070.000
12/08/24
1.00
4,264.000
4,207.000
57.000
1.35
-3.38
⇓ instrument
freshest
⇓ Δday
19/10/20
Δwk
29/06/20
prc diff
⇓ Δ16
⇓ ∅-RS
S
Legal & General
225.600
12/08/24
0.53
190.950
218.800
-27.850
-12.73
-17.18
Land Securities
615.500
12/08/24
-0.73
531.900
551.200
-19.300
-3.50
-22.26
L
Experian
3,524.000
12/08/24
1.18
3,073.000
2,851.000
222.000
7.79
18.51
L
Anglo American
2,232.500
12/08/24
0.29
1,965.200
1,865.000
100.200
5.37
9.84
S
United Utilities
988.800
12/08/24
-0.12
873.600
920.200
-46.600
-5.06
-3.02
S
Flutter
14,685.000
12/08/24
-1.28
13,000.000
10,820.000
2,180.000
20.15
38.23
L
LSE Group
9,938.000
12/08/24
1.12
8,808.000
8,362.000
446.000
5.33
13.11
GSK
1,572.000
12/08/24
0.42
1,406.880
1,676.650
-269.770
-16.09
-14.01
S
Unite
934.000
12/08/24
-1.11
858.000
924.000
-66.000
-7.14
-12.50
L
British Land
395.000
12/08/24
-0.40
364.500
387.300
-22.800
-5.89
-15.80
L
BAT
2,801.000
12/08/24
2,603.000
3,140.500
-537.500
-17.12
-10.96
Rio Tinto
4,942.000
12/08/24
0.56
4,607.000
4,538.000
69.000
1.52
8.85
WPP Group
690.200
12/08/24
1.68
658.200
626.800
31.400
5.01
-6.46
S
RS Group
754.000
12/08/24
-0.40
722.000
672.000
50.000
7.44
13.07
S
National Grid
978.400
12/08/24
-0.04
937.200
977.800
-40.600
-4.15
2.06
L
Halma
2,527.000
12/08/24
0.04
2,452.000
2,301.000
151.000
6.56
15.68
S
Severn Trent
2,514.000
12/08/24
-0.63
2,492.000
2,484.000
8.000
0.32
3.24
Haleon
373.200
12/08/24
-1.01
-na-
Admiral Group
2,698.000
12/08/24
0.86
2,739.000
2,300.000
439.000
19.09
19.19
DCC
5,135.000
12/08/24
-0.29
5,230.000
6,730.000
-1,500.000
-22.29
-15.35
L
Unilever Plc
4,714.000
12/08/24
-0.34
4,802.000
4,443.000
359.000
8.08
8.89
L
Barratt Developments
524.600
12/08/24
0.15
537.200
497.200
40.000
8.05
-5.89
L
Segro
884.600
12/08/24
-0.96
914.200
892.600
21.600
2.42
4.88
Smurfit Kappa
3,058.000
12/08/24
0.07
3,162.000
2,684.000
478.000
17.81
20.15
S
Diageo
2,451.500
12/08/24
1.03
2,626.500
2,700.500
-74.000
-2.74
-6.95
⇓ instrument
freshest
⇓ Δday
19/10/20
Δwk
29/06/20
prc diff
⇓ Δ16
⇓ ∅-RS
L
Rentokil Initial
469.000
12/08/24
1.01
529.000
514.000
15.000
2.92
11.13
Mondi
1,423.000
12/08/24
-0.42
1,607.500
1,520.000
87.500
5.76
5.61
S
B&M
444.600
12/08/24
-2.22
509.600
398.000
111.600
28.04
33.52
Kingfisher
271.400
12/08/24
0.18
313.300
223.100
90.200
40.43
53.05
Rightmove
537.200
12/08/24
0.04
676.400
545.000
131.400
24.11
16.06
L
Hargreaves Lansdown
1,102.000
12/08/24
1,409.000
1,662.000
-253.000
-15.22
-14.52
Scottish Mortgage
824.600
12/08/24
-0.17
1,055.000
810.000
245.000
30.25
59.53
Smith and Nephew
1,156.000
12/08/24
-0.86
1,490.500
1,523.500
-33.000
-2.17
-7.77
Phoenix
538.000
12/08/24
0.47
699.000
643.400
55.600
8.64
4.49
Intertek
4,680.000
12/08/24
0.60
6,140.000
5,474.000
666.000
12.17
13.35
L
JD Sports Fashion
120.350
12/08/24
-4.07
161.720
123.800
37.920
30.63
21.70
L
St. James´s Place
691.000
12/08/24
-1.22
930.800
953.600
-22.800
-2.39
-3.30
L
Schroders
337.200
12/08/24
-0.12
482.290
502.520
-20.230
-4.03
-2.73
L
Vodafone
74.440
12/08/24
0.87
109.160
127.800
-18.640
-14.59
-14.61
S
Spirax-Sarco
7,715.000
12/08/24
0.72
11,425.000
10,070.000
1,355.000
13.46
23.37
Johnson Matthey
1,577.000
12/08/24
0.06
2,381.000
2,140.000
241.000
11.26
-0.18
L
Persimmon
1,577.500
12/08/24
0.03
2,501.000
2,294.000
207.000
9.02
3.20
L
Abrdn
152.950
12/08/24
2.51
246.600
265.900
-19.300
-7.26
-5.12
S
Croda
3,829.000
12/08/24
-0.05
6,360.000
5,300.000
1,060.000
20.00
24.65
Reckitt Benckiser
4,180.000
12/08/24
7,204.000
7,420.000
-216.000
-2.91
9.15
Prudential
635.400
12/08/24
0.41
1,098.500
1,214.000
-115.500
-9.51
-8.26
S
Entain
580.400
12/08/24
3.98
1,039.500
742.800
296.700
39.94
35.63
Endeavour Mining
1,567.000
12/08/24
1.89
3,331.830
3,237.170
94.660
2.92
22.06
S
Burberry Group
671.000
12/08/24
-2.02
1,535.000
1,583.000
-48.000
-3.03
-5.09
Fresnillo
540.000
12/08/24
0.93
1,332.000
841.000
491.000
58.38
74.32
⇓ instrument
freshest
⇓ Δday
19/10/20
Δwk
29/06/20
prc diff
⇓ Δ16
⇓ ∅-RS
Ocado
376.700
12/08/24
0.72
2,467.000
2,027.000
440.000
21.71
58.31
FTSE - 99 out of 100 instruments rated - 19/10/20 / 29/06/20 - 54 did rise, Market-Ratio(16) = 54.55 %
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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