Assessment - FTSE 100 Index - 12/14/20 - RS = 16
⇐
instrument
freshest
⇓ Δday
12/14/20
⇓ Δwk
8/24/20
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
6,531.830
6,104.730
427.100
7.00
4.52
L
3i Group
3,018.000
8/12/24
0.23
1,136.500
925.000
211.500
22.86
23.41
L
Abrdn
152.950
8/12/24
2.51
278.500
244.000
34.500
14.14
9.97
Admiral Group
2,698.000
8/12/24
0.86
2,865.000
2,676.000
189.000
7.06
19.10
L
Airtel Africa
110.000
8/12/24
-0.63
92.200
57.100
35.100
61.47
63.99
L
Anglo American
2,232.500
8/12/24
0.29
2,405.000
1,906.400
498.600
26.15
33.91
Antofagasta
1,879.500
8/12/24
1.79
1,416.000
1,085.500
330.500
30.45
54.22
Ashtead
5,152.000
8/12/24
-0.43
3,348.000
2,746.000
602.000
21.92
36.84
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,284.000
2,043.000
241.000
11.80
13.12
L
AstraZeneca
12,780.000
8/12/24
0.63
7,692.000
8,611.000
-919.000
-10.67
-3.75
L
Auto Trader
797.800
8/12/24
0.81
574.000
563.000
11.000
1.95
8.50
Aviva
484.200
8/12/24
0.35
320.300
285.100
35.200
12.35
8.12
S
B&M
444.600
8/12/24
-2.22
511.000
481.100
29.900
6.21
29.34
BAE Systems
1,303.500
8/12/24
2.04
504.000
541.600
-37.600
-6.94
-3.12
Barclays
220.100
8/12/24
0.85
142.360
110.400
31.960
28.95
20.55
L
Barratt Developments
524.600
8/12/24
0.15
605.600
526.000
79.600
15.13
7.86
Beazley
732.000
8/12/24
1.24
350.800
438.400
-87.600
-19.98
-14.32
Berkeley
5,070.000
8/12/24
1.00
4,325.000
4,560.000
-235.000
-5.15
-1.73
BP
439.600
8/12/24
1.35
269.750
282.000
-12.250
-4.34
-11.15
L
BAT
2,801.000
8/12/24
2,885.500
2,620.000
265.500
10.13
-0.03
L
British Land
395.000
8/12/24
-0.40
482.200
362.400
119.800
33.06
16.13
L
BT Group
141.500
8/12/24
8.43
134.300
109.000
25.300
23.21
10.15
S
Bunzl
3,202.000
8/12/24
0.50
2,479.000
2,467.000
12.000
0.49
20.36
S
Burberry Group
671.000
8/12/24
-2.02
1,826.500
1,403.500
423.000
30.14
16.96
Centrica
127.300
8/12/24
3.29
41.450
45.540
-4.090
-8.98
-10.83
instrument
freshest
⇓ Δday
12/14/20
⇓ Δwk
8/24/20
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,332.000
2,032.000
300.000
14.76
10.55
Compass Group
2,354.000
8/12/24
0.90
1,449.000
1,163.000
286.000
24.59
9.98
ConvaTec
231.600
8/12/24
-0.17
208.800
196.400
12.400
6.31
7.31
CRH (L)
6,416.000
8/12/24
-1.35
2,981.000
3,037.000
-56.000
-1.84
9.70
S
Croda
3,829.000
8/12/24
-0.05
6,404.000
5,990.000
414.000
6.91
21.02
DCC
5,135.000
8/12/24
-0.29
5,498.000
6,808.000
-1,310.000
-19.24
-7.74
S
Diageo
2,451.500
8/12/24
1.03
2,994.000
2,626.500
367.500
13.99
7.76
DS Smith
444.000
8/12/24
1.19
372.200
271.800
100.400
36.94
19.95
Endeavour Mining
1,567.000
8/12/24
1.89
2,946.830
3,575.000
-628.170
-17.57
3.48
S
Entain
580.400
8/12/24
3.98
1,088.000
771.200
316.800
41.08
38.98
L
Experian
3,524.000
8/12/24
1.18
2,751.000
2,828.000
-77.000
-2.72
3.45
F&C Investment Trust
1,026.000
8/12/24
778.000
697.000
81.000
11.62
13.10
S
Flutter
14,685.000
8/12/24
-1.28
15,065.000
12,110.000
2,955.000
24.40
49.53
L
Frasers
838.500
8/12/24
-0.42
451.200
344.800
106.400
30.86
37.51
Fresnillo
540.000
8/12/24
0.93
1,117.500
1,219.000
-101.500
-8.33
33.28
Glencore
410.250
8/12/24
1.27
235.950
171.900
64.050
37.26
35.79
GSK
1,572.000
8/12/24
0.42
1,403.050
1,532.390
-129.340
-8.44
-11.22
Haleon
373.200
8/12/24
-1.01
-na-
L
Halma
2,527.000
8/12/24
0.04
2,363.000
2,259.000
104.000
4.60
8.25
L
Hargreaves Lansdown
1,102.000
8/12/24
1,444.500
1,685.000
-240.500
-14.27
-9.50
Hiscox
1,189.000
8/12/24
1.89
1,000.000
805.200
194.800
24.19
8.02
L
HSBC
643.900
8/12/24
0.22
403.400
338.000
65.400
19.35
0.08
L
Imperial Brands
2,134.000
8/12/24
0.38
1,564.000
1,299.000
265.000
20.40
4.83
Informa
807.800
8/12/24
1.03
554.400
416.300
138.100
33.17
12.82
InterContinental Hot
7,228.000
8/12/24
-0.61
4,679.000
4,303.000
376.000
8.74
15.34
instrument
freshest
⇓ Δday
12/14/20
⇓ Δwk
8/24/20
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
156.950
197.300
-40.350
-20.45
-22.74
Intertek
4,680.000
8/12/24
0.60
5,790.000
5,972.000
-182.000
-3.05
5.33
J Sainsbury
269.600
8/12/24
0.67
226.000
188.000
38.000
20.21
12.41
L
JD Sports Fashion
120.350
8/12/24
-4.07
158.120
138.200
19.920
14.41
18.75
Johnson Matthey
1,577.000
8/12/24
0.06
2,410.000
2,377.000
33.000
1.39
4.74
Kingfisher
271.400
8/12/24
0.18
270.100
274.000
-3.900
-1.42
26.82
Land Securities
615.500
8/12/24
-0.73
698.000
573.600
124.400
21.69
7.95
S
Legal & General
225.600
8/12/24
0.53
248.900
223.800
25.100
11.22
11.35
L
Lloyds Bank
56.800
8/12/24
-0.28
35.730
28.600
7.130
24.93
4.63
L
LSE Group
9,938.000
8/12/24
1.12
8,710.000
8,882.000
-172.000
-1.94
8.48
S
M&G
203.900
8/12/24
1.09
189.400
172.550
16.850
9.77
14.04
Melrose
486.700
8/12/24
0.19
489.000
311.100
177.900
57.18
27.10
Mondi
1,423.000
8/12/24
-0.42
1,785.000
1,491.500
293.500
19.68
17.47
S
National Grid
978.400
8/12/24
-0.04
880.800
887.600
-6.800
-0.77
-4.38
L
NatWest
334.600
8/12/24
0.48
157.850
113.350
44.500
39.26
19.29
Next
9,542.000
8/12/24
0.23
6,746.000
6,062.000
684.000
11.28
21.18
Ocado
376.700
8/12/24
0.72
2,275.000
2,447.000
-172.000
-7.03
32.76
Pearson
1,034.500
8/12/24
-0.72
662.200
586.000
76.200
13.00
20.59
Pershing Square
3,534.000
8/12/24
-0.79
2,420.000
1,950.000
470.000
24.10
38.69
L
Persimmon
1,577.500
8/12/24
0.03
2,584.000
2,688.000
-104.000
-3.87
5.45
Phoenix
538.000
8/12/24
0.47
707.400
705.400
2.000
0.28
5.66
Prudential
635.400
8/12/24
0.41
1,313.000
1,224.500
88.500
7.23
12.13
Reckitt Benckiser
4,180.000
8/12/24
6,544.000
7,618.000
-1,074.000
-14.10
-3.01
RELX
3,531.000
8/12/24
0.57
1,795.000
1,753.000
42.000
2.40
-0.24
L
Rentokil Initial
469.000
8/12/24
1.01
500.800
539.200
-38.400
-7.12
2.52
instrument
freshest
⇓ Δday
12/14/20
⇓ Δwk
8/24/20
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
653.000
620.400
32.600
5.25
11.21
Rio Tinto
4,942.000
8/12/24
0.56
5,542.000
4,730.500
811.500
17.15
28.51
Rolls-Royce
486.700
8/12/24
0.35
118.750
261.500
-142.750
-54.59
-52.30
S
RS Group
754.000
8/12/24
-0.40
866.000
697.000
169.000
24.25
33.12
S
Sage Group
1,005.500
8/12/24
1.03
586.000
739.800
-153.800
-20.79
-13.88
L
Schroders
337.200
8/12/24
-0.12
545.700
503.880
41.820
8.30
11.25
Scottish Mortgage
824.600
8/12/24
-0.17
1,166.000
936.000
230.000
24.57
58.15
L
Segro
884.600
8/12/24
-0.96
908.800
964.000
-55.200
-5.73
3.31
S
Severn Trent
2,514.000
8/12/24
-0.63
2,310.000
2,433.000
-123.000
-5.06
-5.31
Shell
2,799.000
8/12/24
0.83
1,360.200
1,160.400
199.800
17.22
2.26
Smith and Nephew
1,156.000
8/12/24
-0.86
1,528.000
1,510.500
17.500
1.16
-3.42
L
Smiths Group
1,743.000
8/12/24
0.52
1,588.000
1,459.500
128.500
8.80
14.28
Smurfit Kappa
3,058.000
8/12/24
0.07
3,446.000
2,774.000
672.000
24.22
27.83
S
Spirax-Sarco
7,715.000
8/12/24
0.72
11,500.000
10,580.000
920.000
8.70
18.39
L
SSE
1,878.000
8/12/24
0.86
1,444.500
1,303.000
141.500
10.86
8.80
L
St. James´s Place
691.000
8/12/24
-1.22
1,081.000
1,001.500
79.500
7.94
13.07
Standard Chartered
722.000
8/12/24
0.92
474.700
398.700
76.000
19.06
5.61
L
Taylor Wimpey
158.000
8/12/24
0.54
156.750
121.550
35.200
28.96
9.22
L
Tesco
333.500
8/12/24
0.91
286.650
287.530
-0.880
-0.31
-1.52
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,363.000
4,581.000
-218.000
-4.76
-1.12
S
Unite
934.000
8/12/24
-1.11
1,027.000
965.500
61.500
6.37
7.75
S
United Utilities
988.800
8/12/24
-0.12
931.800
856.200
75.600
8.83
2.96
L
Vodafone
74.440
8/12/24
0.87
131.160
116.960
14.200
12.14
6.79
Weir Group
1,904.000
8/12/24
0.79
1,855.000
1,312.500
542.500
41.33
56.98
S
Whitbread
2,814.000
8/12/24
-1.44
3,105.000
2,370.000
735.000
31.01
10.67
instrument
freshest
⇓ Δday
12/14/20
⇓ Δwk
8/24/20
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
783.800
621.400
162.400
26.13
16.22
FTSE - 99 out of 100 instruments rated - 12/14/20 / 8/24/20 - 71 did rise, Market-Ratio(16) = 71.72 %
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 7345
days out of 7513 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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