Assessment - FTSE 100 Index in Pound sterling - 11/09/20 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
11/09/20
⇓ Δwk
7/20/20
prc diff
Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
6,186.290
6,261.520
-75.230
-1.20
-2.23
L
Frasers
838.500
8/12/24
-0.42
435.600
284.000
151.600
53.38
35.82
Weir Group
1,904.000
8/12/24
0.79
1,580.000
1,154.000
426.000
36.92
35.26
Informa
807.800
8/12/24
1.03
558.000
425.000
133.000
31.29
10.74
Next
9,542.000
8/12/24
0.23
6,516.000
5,042.000
1,474.000
29.23
16.88
Smurfit Kappa
3,058.000
8/12/24
0.07
3,170.000
2,460.000
710.000
28.86
19.41
L
JD Sports Fashion
120.350
8/12/24
-4.07
162.160
127.320
34.840
27.36
22.06
Melrose
486.700
8/12/24
0.19
438.450
350.250
88.200
25.18
11.17
InterContinental Hot
7,228.000
8/12/24
-0.61
4,681.000
3,789.000
892.000
23.54
15.12
Kingfisher
271.400
8/12/24
0.18
280.400
227.800
52.600
23.09
34.72
Compass Group
2,354.000
8/12/24
0.90
1,371.000
1,114.500
256.500
23.01
1.28
L
British Land
395.000
8/12/24
-0.40
454.000
369.600
84.400
22.84
7.84
L
3i Group
3,018.000
8/12/24
0.23
1,059.000
865.000
194.000
22.43
15.20
WPP Group
690.200
8/12/24
1.68
721.000
596.600
124.400
20.85
4.60
Ashtead
5,152.000
8/12/24
-0.43
3,189.000
2,667.000
522.000
19.57
33.76
Hiscox
1,189.000
8/12/24
1.89
956.000
805.200
150.800
18.73
1.60
Scottish Mortgage
824.600
8/12/24
-0.17
1,085.000
915.000
170.000
18.58
57.57
Admiral Group
2,698.000
8/12/24
0.86
2,810.000
2,374.000
436.000
18.37
20.17
S
Whitbread
2,814.000
8/12/24
-1.44
2,690.000
2,280.000
410.000
17.98
-7.06
Land Securities
615.500
8/12/24
-0.73
643.400
549.200
94.200
17.15
-2.93
S
Flutter
14,685.000
8/12/24
-1.28
13,390.000
11,485.000
1,905.000
16.59
38.38
L
NatWest
334.600
8/12/24
0.48
137.750
119.450
18.300
15.32
1.34
Pershing Square
3,534.000
8/12/24
-0.79
2,265.000
1,968.000
297.000
15.09
35.89
S
RS Group
754.000
8/12/24
-0.40
765.500
672.500
93.000
13.83
19.66
Rightmove
537.200
8/12/24
0.04
667.400
586.400
81.000
13.81
13.95
⇓ instrument
freshest
⇓ Δday
11/09/20
⇓ Δwk
7/20/20
prc diff
Δ16
⇓ ∅-RS
S
Entain
580.400
8/12/24
3.98
976.800
872.000
104.800
12.02
26.54
L
Barratt Developments
524.600
8/12/24
0.15
611.800
547.400
64.400
11.76
8.53
Phoenix
538.000
8/12/24
0.47
743.000
666.400
76.600
11.49
11.30
Barclays
220.100
8/12/24
0.85
128.540
116.220
12.320
10.60
7.08
L
St. James´s Place
691.000
8/12/24
-1.22
1,071.000
969.000
102.000
10.53
12.05
S
Croda
3,829.000
8/12/24
-0.05
6,222.000
5,638.000
584.000
10.36
20.17
L
Halma
2,527.000
8/12/24
0.04
2,493.000
2,270.000
223.000
9.82
15.85
S
Burberry Group
671.000
8/12/24
-2.02
1,560.000
1,425.500
134.500
9.44
-1.80
L
Auto Trader
797.800
8/12/24
0.81
586.800
537.000
49.800
9.27
11.16
S
Spirax-Sarco
7,715.000
8/12/24
0.72
11,630.000
10,645.000
985.000
9.25
22.91
Mondi
1,423.000
8/12/24
-0.42
1,652.000
1,516.500
135.500
8.94
8.78
Ocado
376.700
8/12/24
0.72
2,283.000
2,099.000
184.000
8.77
42.14
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,718.000
4,339.000
379.000
8.73
6.89
L
Airtel Africa
110.000
8/12/24
-0.63
67.700
62.500
5.200
8.32
21.07
S
B&M
444.600
8/12/24
-2.22
482.000
445.000
37.000
8.31
24.44
S
Bunzl
3,202.000
8/12/24
0.50
2,460.000
2,283.000
177.000
7.75
20.92
DS Smith
444.000
8/12/24
1.19
300.100
278.600
21.500
7.72
-4.45
F&C Investment Trust
1,026.000
8/12/24
751.000
698.000
53.000
7.59
9.51
L
Persimmon
1,577.500
8/12/24
0.03
2,790.000
2,614.000
176.000
6.73
14.83
Centrica
127.300
8/12/24
3.29
43.580
40.930
2.650
6.47
-10.36
Intertek
4,680.000
8/12/24
0.60
5,840.000
5,496.000
344.000
6.26
7.06
S
Unite
934.000
8/12/24
-1.11
989.500
934.000
55.500
5.94
2.54
L
Experian
3,524.000
8/12/24
1.18
3,007.000
2,849.000
158.000
5.55
14.57
Pearson
1,034.500
8/12/24
-0.72
582.600
553.200
29.400
5.31
5.64
S
National Grid
978.400
8/12/24
-0.04
940.800
896.200
44.600
4.98
2.21
⇓ instrument
freshest
⇓ Δday
11/09/20
⇓ Δwk
7/20/20
prc diff
Δ16
⇓ ∅-RS
Antofagasta
1,879.500
8/12/24
1.79
1,098.000
1,047.500
50.500
4.82
22.69
Aviva
484.200
8/12/24
0.35
304.600
291.500
13.100
4.49
0.79
L
Anglo American
2,232.500
8/12/24
0.29
2,049.500
1,963.400
86.100
4.39
14.89
L
Taylor Wimpey
158.000
8/12/24
0.54
146.250
140.100
6.150
4.39
0.90
S
Diageo
2,451.500
8/12/24
1.03
2,902.000
2,793.000
109.000
3.90
3.92
J Sainsbury
269.600
8/12/24
0.67
197.850
190.750
7.100
3.72
-1.78
Berkeley
5,070.000
8/12/24
1.00
4,625.000
4,488.000
137.000
3.05
5.22
RELX
3,531.000
8/12/24
0.57
1,836.500
1,786.000
50.500
2.83
1.70
Johnson Matthey
1,577.000
8/12/24
0.06
2,355.000
2,296.000
59.000
2.57
0.29
Ass Brit Foods
2,435.000
8/12/24
-0.90
1,977.500
1,929.500
48.000
2.49
-3.56
L
Tesco
333.500
8/12/24
0.91
277.270
271.190
6.080
2.24
-5.15
Prudential
635.400
8/12/24
0.41
1,237.000
1,218.000
19.000
1.56
5.04
L
Schroders
337.200
8/12/24
-0.12
509.490
502.690
6.800
1.35
3.50
L
Lloyds Bank
56.800
8/12/24
-0.28
30.780
30.410
0.370
1.22
-13.37
Fresnillo
540.000
8/12/24
0.93
1,109.000
1,097.000
12.000
1.09
40.73
L
LSE Group
9,938.000
8/12/24
1.12
8,564.000
8,482.000
82.000
0.97
8.80
S
Severn Trent
2,514.000
8/12/24
-0.63
2,458.000
2,437.000
21.000
0.86
1.31
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,079.000
2,063.000
16.000
0.78
-2.43
Haleon
373.200
8/12/24
-1.01
-na-
L
HSBC
643.900
8/12/24
0.22
374.000
374.300
-0.300
-0.08
-10.21
S
United Utilities
988.800
8/12/24
-0.12
873.800
878.800
-5.000
-0.57
-2.97
ConvaTec
231.600
8/12/24
-0.17
199.900
201.400
-1.500
-0.74
3.44
S
Sage Group
1,005.500
8/12/24
1.03
683.000
690.200
-7.200
-1.04
-1.30
L
Abrdn
152.950
8/12/24
2.51
258.100
261.400
-3.300
-1.26
0.69
S
M&G
203.900
8/12/24
1.09
176.400
178.750
-2.350
-1.31
4.61
⇓ instrument
freshest
⇓ Δday
11/09/20
⇓ Δwk
7/20/20
prc diff
Δ16
⇓ ∅-RS
L
Hargreaves Lansdown
1,102.000
8/12/24
1,566.500
1,589.000
-22.500
-1.42
-3.59
S
Legal & General
225.600
8/12/24
0.53
222.000
225.500
-3.500
-1.55
-1.68
Glencore
410.250
8/12/24
1.27
180.180
183.340
-3.160
-1.72
2.42
L
Rentokil Initial
469.000
8/12/24
1.01
544.400
554.400
-10.000
-1.80
13.16
L
Smiths Group
1,743.000
8/12/24
0.52
1,458.000
1,486.000
-28.000
-1.88
4.27
Endeavour Mining
1,567.000
8/12/24
1.89
3,234.960
3,314.000
-79.040
-2.39
16.17
L
Segro
884.600
8/12/24
-0.96
905.000
931.000
-26.000
-2.79
3.29
Smith and Nephew
1,156.000
8/12/24
-0.86
1,583.000
1,638.500
-55.500
-3.39
-1.07
Standard Chartered
722.000
8/12/24
0.92
425.200
442.300
-17.100
-3.87
-8.68
L
SSE
1,878.000
8/12/24
0.86
1,348.500
1,417.500
-69.000
-4.87
1.92
L
BAT
2,801.000
8/12/24
2,571.000
2,705.500
-134.500
-4.97
-11.69
CRH (L)
6,416.000
8/12/24
-1.35
2,886.000
3,077.000
-191.000
-6.21
6.46
Rio Tinto
4,942.000
8/12/24
0.56
4,635.000
4,959.500
-324.500
-6.54
8.99
L
BT Group
141.500
8/12/24
8.43
105.950
115.500
-9.550
-8.27
-16.28
BAE Systems
1,303.500
8/12/24
2.04
441.900
489.900
-48.000
-9.80
-16.20
L
Imperial Brands
2,134.000
8/12/24
0.38
1,261.000
1,408.500
-147.500
-10.47
-17.12
Shell
2,799.000
8/12/24
0.83
1,133.800
1,272.800
-139.000
-10.92
-18.56
L
AstraZeneca
12,780.000
8/12/24
0.63
8,301.000
9,320.000
-1,019.000
-10.93
4.90
L
Vodafone
74.440
8/12/24
0.87
112.100
129.280
-17.180
-13.29
-10.37
GSK
1,572.000
8/12/24
0.42
1,438.710
1,660.530
-221.820
-13.36
-10.80
Reckitt Benckiser
4,180.000
8/12/24
6,700.000
7,836.000
-1,136.000
-14.50
0.41
DCC
5,135.000
8/12/24
-0.29
5,602.000
7,002.000
-1,400.000
-19.99
-7.50
BP
439.600
8/12/24
1.35
229.950
303.200
-73.250
-24.16
-28.60
Beazley
732.000
8/12/24
1.24
320.200
423.800
-103.600
-24.45
-24.66
Int Cons Airlines
166.450
8/12/24
-0.06
130.000
211.000
-81.000
-38.39
-41.85
⇓ instrument
freshest
⇓ Δday
11/09/20
⇓ Δwk
7/20/20
prc diff
Δ16
⇓ ∅-RS
Rolls-Royce
486.700
8/12/24
0.35
100.000
264.800
-164.800
-62.24
-67.38
FTSE - 99 out of 100 instruments rated - 11/09/20 / 7/20/20 - 67 did rise, Market-Ratio(16) in GBP = 67.68 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index in Pound sterling * 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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