Assessment - FTSE 100 Index - 10/26/20 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
10/26/20
⇓ Δwk
7/06/20
prc diff
Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
5,792.010
6,285.940
-493.930
-7.86
-9.33
Weir Group
1,904.000
8/12/24
0.79
1,587.000
1,117.500
469.500
42.01
36.14
Fresnillo
540.000
8/12/24
0.93
1,218.000
880.400
337.600
38.35
57.43
Kingfisher
271.400
8/12/24
0.18
308.400
226.400
82.000
36.22
49.80
Next
9,542.000
8/12/24
0.23
6,256.000
4,850.000
1,406.000
28.99
11.82
S
Entain
580.400
8/12/24
3.98
991.200
789.000
202.200
25.63
29.00
L
3i Group
3,018.000
8/12/24
0.23
1,046.500
863.400
183.100
21.21
13.36
Admiral Group
2,698.000
8/12/24
0.86
2,758.000
2,285.000
473.000
20.70
19.35
L
JD Sports Fashion
120.350
8/12/24
-4.07
161.040
134.920
26.120
19.36
21.10
L
Frasers
838.500
8/12/24
-0.42
392.200
330.000
62.200
18.85
22.99
S
Flutter
14,685.000
8/12/24
-1.28
12,500.000
10,730.000
1,770.000
16.50
31.56
S
Croda
3,829.000
8/12/24
-0.05
6,244.000
5,370.000
874.000
16.28
21.67
Smurfit Kappa
3,058.000
8/12/24
0.07
3,048.000
2,632.000
416.000
15.81
15.33
Pershing Square
3,534.000
8/12/24
-0.79
2,210.000
1,916.000
294.000
15.34
34.58
Rightmove
537.200
8/12/24
0.04
650.800
571.000
79.800
13.98
11.32
Scottish Mortgage
824.600
8/12/24
-0.17
1,017.000
898.000
119.000
13.25
51.54
S
Spirax-Sarco
7,715.000
8/12/24
0.72
11,340.000
10,080.000
1,260.000
12.50
21.45
S
B&M
444.600
8/12/24
-2.22
486.600
433.300
53.300
12.30
26.85
Ocado
376.700
8/12/24
0.72
2,260.000
2,031.000
229.000
11.28
43.46
L
Auto Trader
797.800
8/12/24
0.81
588.000
530.000
58.000
10.94
11.53
S
Bunzl
3,202.000
8/12/24
0.50
2,454.000
2,242.000
212.000
9.46
21.47
Johnson Matthey
1,577.000
8/12/24
0.06
2,331.000
2,152.000
179.000
8.32
-1.89
Melrose
486.700
8/12/24
0.19
382.650
357.750
24.900
6.96
-4.64
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,646.000
4,352.000
294.000
6.76
5.25
Antofagasta
1,879.500
8/12/24
1.79
1,022.000
960.000
62.000
6.46
14.69
⇓ instrument
freshest
⇓ Δday
10/26/20
⇓ Δwk
7/06/20
prc diff
Δ16
⇓ ∅-RS
J Sainsbury
269.600
8/12/24
0.67
207.600
195.700
11.900
6.08
3.02
L
Rentokil Initial
469.000
8/12/24
1.01
552.600
522.800
29.800
5.70
15.68
S
RS Group
754.000
8/12/24
-0.40
720.000
682.500
37.500
5.49
12.60
InterContinental Hot
7,228.000
8/12/24
-0.61
4,033.000
3,830.000
203.000
5.30
-1.40
Intertek
4,680.000
8/12/24
0.60
5,846.000
5,562.000
284.000
5.11
7.48
L
Anglo American
2,232.500
8/12/24
0.29
1,954.800
1,860.200
94.600
5.09
9.24
Phoenix
538.000
8/12/24
0.47
687.000
654.200
32.800
5.01
2.73
Ashtead
5,152.000
8/12/24
-0.43
2,898.000
2,762.000
136.000
4.92
22.43
L
Persimmon
1,577.500
8/12/24
0.03
2,515.000
2,398.000
117.000
4.88
3.69
WPP Group
690.200
8/12/24
1.68
658.600
632.000
26.600
4.21
-5.87
L
Airtel Africa
110.000
8/12/24
-0.63
65.000
62.700
2.300
3.67
16.16
Hiscox
1,189.000
8/12/24
1.89
857.800
829.000
28.800
3.47
-10.46
L
Halma
2,527.000
8/12/24
0.04
2,415.000
2,338.000
77.000
3.29
13.30
Mondi
1,423.000
8/12/24
-0.42
1,561.500
1,513.000
48.500
3.21
2.55
S
National Grid
978.400
8/12/24
-0.04
945.600
917.200
28.400
3.10
2.88
S
Severn Trent
2,514.000
8/12/24
-0.63
2,543.000
2,470.000
73.000
2.96
5.19
F&C Investment Trust
1,026.000
8/12/24
722.000
702.000
20.000
2.85
5.26
Endeavour Mining
1,567.000
8/12/24
1.89
3,331.830
3,241.080
90.750
2.80
21.19
Centrica
127.300
8/12/24
3.29
40.420
40.060
0.360
0.90
-18.72
L
Experian
3,524.000
8/12/24
1.18
2,947.000
2,921.000
26.000
0.89
13.06
Haleon
373.200
8/12/24
-1.01
-na-
L
Segro
884.600
8/12/24
-0.96
922.600
923.600
-1.000
-0.11
5.64
L
Smiths Group
1,743.000
8/12/24
0.52
1,430.000
1,432.000
-2.000
-0.14
1.62
L
Barratt Developments
524.600
8/12/24
0.15
526.000
529.400
-3.400
-0.64
-7.48
DS Smith
444.000
8/12/24
1.19
286.000
288.200
-2.200
-0.76
-9.75
⇓ instrument
freshest
⇓ Δday
10/26/20
⇓ Δwk
7/06/20
prc diff
Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
1,956.500
1,973.000
-16.500
-0.84
-8.99
L
LSE Group
9,938.000
8/12/24
1.12
8,422.000
8,494.000
-72.000
-0.85
7.70
S
United Utilities
988.800
8/12/24
-0.12
888.600
900.200
-11.600
-1.29
-1.33
Rio Tinto
4,942.000
8/12/24
0.56
4,486.500
4,550.000
-63.500
-1.40
5.72
L
SSE
1,878.000
8/12/24
0.86
1,346.000
1,366.500
-20.500
-1.50
1.76
S
M&G
203.900
8/12/24
1.09
166.250
170.200
-3.950
-2.32
-2.64
Aviva
484.200
8/12/24
0.35
276.500
283.400
-6.900
-2.43
-9.94
L
NatWest
334.600
8/12/24
0.48
122.050
125.100
-3.050
-2.44
-11.95
Berkeley
5,070.000
8/12/24
1.00
4,195.000
4,324.000
-129.000
-2.98
-4.84
L
Tesco
333.500
8/12/24
0.91
268.910
277.270
-8.360
-3.02
-8.47
L
BT Group
141.500
8/12/24
8.43
106.050
109.500
-3.450
-3.15
-18.12
S
Sage Group
1,005.500
8/12/24
1.03
650.800
680.800
-30.000
-4.41
-6.39
CRH (L)
6,416.000
8/12/24
-1.35
2,771.000
2,910.000
-139.000
-4.78
2.13
Glencore
410.250
8/12/24
1.27
166.240
175.140
-8.900
-5.08
-6.86
L
St. James´s Place
691.000
8/12/24
-1.22
929.600
985.000
-55.400
-5.62
-3.27
S
Diageo
2,451.500
8/12/24
1.03
2,600.000
2,758.000
-158.000
-5.73
-7.60
Informa
807.800
8/12/24
1.03
444.900
472.000
-27.100
-5.74
-13.46
Barclays
220.100
8/12/24
0.85
110.520
117.300
-6.780
-5.78
-9.33
L
British Land
395.000
8/12/24
-0.40
377.000
402.500
-25.500
-6.34
-12.06
Land Securities
615.500
8/12/24
-0.73
550.300
587.800
-37.500
-6.38
-18.69
ConvaTec
231.600
8/12/24
-0.17
185.000
198.100
-13.100
-6.61
-4.47
L
AstraZeneca
12,780.000
8/12/24
0.63
8,077.000
8,660.000
-583.000
-6.73
2.31
L
Lloyds Bank
56.800
8/12/24
-0.28
29.050
31.205
-2.155
-6.91
-20.26
S
Unite
934.000
8/12/24
-1.11
869.000
934.500
-65.500
-7.01
-10.89
Compass Group
2,354.000
8/12/24
0.90
1,095.000
1,181.000
-86.000
-7.28
-20.92
⇓ instrument
freshest
⇓ Δday
10/26/20
⇓ Δwk
7/06/20
prc diff
Δ16
⇓ ∅-RS
Reckitt Benckiser
4,180.000
8/12/24
7,002.000
7,574.000
-572.000
-7.55
5.67
Pearson
1,034.500
8/12/24
-0.72
527.600
572.600
-45.000
-7.86
-5.28
S
Whitbread
2,814.000
8/12/24
-1.44
2,244.000
2,440.000
-196.000
-8.03
-24.34
BAE Systems
1,303.500
8/12/24
2.04
447.800
492.200
-44.400
-9.02
-16.09
L
Schroders
337.200
8/12/24
-0.12
467.500
514.080
-46.580
-9.06
-5.58
Smith and Nephew
1,156.000
8/12/24
-0.86
1,436.500
1,595.000
-158.500
-9.94
-10.92
S
Legal & General
225.600
8/12/24
0.53
195.600
221.500
-25.900
-11.69
-14.56
S
Burberry Group
671.000
8/12/24
-2.02
1,415.500
1,628.500
-213.000
-13.08
-12.14
Standard Chartered
722.000
8/12/24
0.92
393.300
457.300
-64.000
-14.00
-17.42
L
Abrdn
152.950
8/12/24
2.51
233.000
271.300
-38.300
-14.12
-10.09
L
Imperial Brands
2,134.000
8/12/24
0.38
1,300.000
1,518.500
-218.500
-14.39
-15.67
Ass Brit Foods
2,435.000
8/12/24
-0.90
1,725.500
2,026.000
-300.500
-14.83
-16.73
RELX
3,531.000
8/12/24
0.57
1,607.000
1,888.000
-281.000
-14.88
-11.56
L
Hargreaves Lansdown
1,102.000
8/12/24
1,377.500
1,621.500
-244.000
-15.05
-16.08
L
Vodafone
74.440
8/12/24
0.87
109.740
130.240
-20.500
-15.74
-13.54
Prudential
635.400
8/12/24
0.41
1,055.500
1,263.000
-207.500
-16.43
-11.49
L
BAT
2,801.000
8/12/24
2,574.500
3,131.500
-557.000
-17.79
-11.90
GSK
1,572.000
8/12/24
0.42
1,354.690
1,662.540
-307.850
-18.52
-16.92
Rolls-Royce
486.700
8/12/24
0.35
226.100
280.900
-54.800
-19.51
-32.66
L
Taylor Wimpey
158.000
8/12/24
0.54
115.550
143.950
-28.400
-19.73
-21.62
L
HSBC
643.900
8/12/24
0.22
319.350
408.650
-89.300
-21.85
-25.03
Beazley
732.000
8/12/24
1.24
312.800
432.200
-119.400
-27.63
-28.33
DCC
5,135.000
8/12/24
-0.29
5,020.000
6,966.000
-1,946.000
-27.94
-18.27
Shell
2,799.000
8/12/24
0.83
943.400
1,321.000
-377.600
-28.58
-34.38
BP
439.600
8/12/24
1.35
200.000
312.750
-112.750
-36.05
-40.19
⇓ instrument
freshest
⇓ Δday
10/26/20
⇓ Δwk
7/06/20
prc diff
Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
100.700
228.000
-127.300
-55.83
-58.16
FTSE - 99 out of 100 instruments rated - 10/26/20 / 7/06/20 - 44 did rise, Market-Ratio(16) = 44.44 %
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 7303
days out of 7471 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 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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