Assessment - FTSE 100 Index - 2/08/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
2/08/21
Δwk
10/19/20
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
6,523.530
5,884.650
638.880
10.86
6.31
Rolls-Royce
486.700
8/12/24
0.35
93.000
220.000
-127.000
-57.73
-51.21
BAE Systems
1,303.500
8/12/24
2.04
472.600
482.100
-9.500
-1.97
-6.51
L
3i Group
3,018.000
8/12/24
0.23
1,160.000
1,061.500
98.500
9.28
25.27
Centrica
127.300
8/12/24
3.29
52.780
39.870
12.910
32.38
21.87
Shell
2,799.000
8/12/24
0.83
1,365.600
970.200
395.400
40.75
8.56
CRH (L)
6,416.000
8/12/24
-1.35
3,131.000
2,940.000
191.000
6.50
14.48
Beazley
732.000
8/12/24
1.24
360.000
329.600
30.400
9.22
-6.27
L
NatWest
334.600
8/12/24
0.48
172.600
115.000
57.600
50.09
36.05
RELX
3,531.000
8/12/24
0.57
1,829.500
1,681.500
148.000
8.80
2.50
L
Frasers
838.500
8/12/24
-0.42
468.600
357.400
111.200
31.11
44.09
L
AstraZeneca
12,780.000
8/12/24
0.63
7,289.000
8,109.000
-820.000
-10.11
-8.70
S
Sage Group
1,005.500
8/12/24
1.03
592.400
712.200
-119.800
-16.82
-9.63
BP
439.600
8/12/24
1.35
261.950
207.750
54.200
26.09
-7.29
L
HSBC
643.900
8/12/24
0.22
390.400
309.250
81.150
26.24
1.81
Compass Group
2,354.000
8/12/24
0.90
1,459.000
1,201.000
258.000
21.48
15.02
Standard Chartered
722.000
8/12/24
0.92
457.600
378.600
79.000
20.87
6.63
Informa
807.800
8/12/24
1.03
515.000
417.600
97.400
23.32
10.25
Glencore
410.250
8/12/24
1.27
264.650
165.420
99.230
59.99
51.03
L
Lloyds Bank
56.800
8/12/24
-0.28
37.700
27.120
10.580
39.01
17.48
Barclays
220.100
8/12/24
0.85
147.480
103.360
44.120
42.69
27.96
L
Imperial Brands
2,134.000
8/12/24
0.38
1,443.000
1,288.000
155.000
12.03
-0.82
InterContinental Hot
7,228.000
8/12/24
-0.61
5,026.000
4,180.000
846.000
20.24
24.98
Pearson
1,034.500
8/12/24
-0.72
722.600
535.600
187.000
34.91
29.93
Aviva
484.200
8/12/24
0.35
343.100
282.200
60.900
21.58
18.93
⇓ instrument
freshest
⇓ Δday
2/08/21
Δwk
10/19/20
prc diff
⇓ Δ16
⇓ ∅-RS
L
Auto Trader
797.800
8/12/24
0.81
575.800
587.200
-11.400
-1.94
8.95
Pershing Square
3,534.000
8/12/24
-0.79
2,555.000
2,225.000
330.000
14.83
35.33
L
Airtel Africa
110.000
8/12/24
-0.63
80.000
65.200
14.800
22.70
41.62
S
Bunzl
3,202.000
8/12/24
0.50
2,364.000
2,544.000
-180.000
-7.08
11.95
L
Experian
3,524.000
8/12/24
1.18
2,620.000
3,073.000
-453.000
-14.74
-2.49
Ashtead
5,152.000
8/12/24
-0.43
3,915.000
2,987.000
928.000
31.07
52.17
L
SSE
1,878.000
8/12/24
0.86
1,445.000
1,326.000
119.000
8.97
8.36
F&C Investment Trust
1,026.000
8/12/24
807.000
710.000
97.000
13.66
16.87
Hiscox
1,189.000
8/12/24
1.89
951.800
885.000
66.800
7.55
7.18
GSK
1,572.000
8/12/24
0.42
1,279.340
1,406.880
-127.540
-9.07
-15.75
Antofagasta
1,879.500
8/12/24
1.79
1,532.000
1,042.000
490.000
47.02
56.58
DS Smith
444.000
8/12/24
1.19
365.800
309.400
56.400
18.23
17.72
Next
9,542.000
8/12/24
0.23
7,878.000
6,166.000
1,712.000
27.77
40.94
L
Unilever Plc
4,714.000
8/12/24
-0.34
3,955.000
4,802.000
-847.000
-17.64
-10.19
Berkeley
5,070.000
8/12/24
1.00
4,306.000
4,264.000
42.000
0.98
-0.59
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,307.000
1,925.000
382.000
19.84
11.24
L
Smiths Group
1,743.000
8/12/24
0.52
1,496.500
1,380.500
116.000
8.40
9.28
L
BT Group
141.500
8/12/24
8.43
122.600
98.840
23.760
24.04
4.53
S
National Grid
978.400
8/12/24
-0.04
847.800
937.200
-89.400
-9.54
-6.56
ConvaTec
231.600
8/12/24
-0.17
200.800
183.800
17.000
9.25
2.87
J Sainsbury
269.600
8/12/24
0.67
233.900
202.600
31.300
15.45
15.59
S
M&G
203.900
8/12/24
1.09
182.900
166.800
16.100
9.65
13.09
S
Severn Trent
2,514.000
8/12/24
-0.63
2,269.000
2,492.000
-223.000
-8.95
-5.82
S
United Utilities
988.800
8/12/24
-0.12
898.200
873.600
24.600
2.82
-0.21
L
Tesco
333.500
8/12/24
0.91
308.810
268.150
40.660
15.16
7.15
⇓ instrument
freshest
⇓ Δday
2/08/21
Δwk
10/19/20
prc diff
⇓ Δ16
⇓ ∅-RS
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,265.000
1,746.500
518.500
29.69
14.48
Int Cons Airlines
166.450
8/12/24
-0.06
159.200
100.000
59.200
59.20
-9.41
L
BAT
2,801.000
8/12/24
2,695.500
2,603.000
92.500
3.55
-4.03
L
LSE Group
9,938.000
8/12/24
1.12
9,638.000
8,808.000
830.000
9.42
4.75
S
Flutter
14,685.000
8/12/24
-1.28
14,265.000
13,000.000
1,265.000
9.73
32.28
L
Halma
2,527.000
8/12/24
0.04
2,483.000
2,452.000
31.000
1.26
11.10
Haleon
373.200
8/12/24
-1.01
-na-
Land Securities
615.500
8/12/24
-0.73
619.200
531.900
87.300
16.41
0.49
Kingfisher
271.400
8/12/24
0.18
277.000
313.300
-36.300
-11.59
25.90
L
Taylor Wimpey
158.000
8/12/24
0.54
161.750
117.300
44.450
37.89
15.84
S
Unite
934.000
8/12/24
-1.11
978.000
858.000
120.000
13.99
5.68
Weir Group
1,904.000
8/12/24
0.79
2,026.000
1,580.000
446.000
28.23
66.23
Admiral Group
2,698.000
8/12/24
0.86
2,917.000
2,739.000
178.000
6.50
16.84
L
Segro
884.600
8/12/24
-0.96
961.400
914.200
47.200
5.16
8.24
L
Rentokil Initial
469.000
8/12/24
1.01
510.400
529.000
-18.600
-3.52
2.49
Melrose
486.700
8/12/24
0.19
530.850
388.800
142.050
36.54
42.29
DCC
5,135.000
8/12/24
-0.29
5,718.000
5,230.000
488.000
9.33
-1.81
Rightmove
537.200
8/12/24
0.04
610.600
676.400
-65.800
-9.73
4.34
S
Whitbread
2,814.000
8/12/24
-1.44
3,201.000
2,255.000
946.000
41.95
19.87
L
Anglo American
2,232.500
8/12/24
0.29
2,581.000
1,965.200
615.800
31.34
40.67
S
Legal & General
225.600
8/12/24
0.53
261.300
190.950
70.350
36.84
19.36
Smurfit Kappa
3,058.000
8/12/24
0.07
3,544.000
3,162.000
382.000
12.08
27.67
L
British Land
395.000
8/12/24
-0.40
459.300
364.500
94.800
26.01
14.23
Rio Tinto
4,942.000
8/12/24
0.56
5,760.000
4,607.000
1,153.000
25.03
28.70
WPP Group
690.200
8/12/24
1.68
814.000
658.200
155.800
23.67
24.37
⇓ instrument
freshest
⇓ Δday
2/08/21
Δwk
10/19/20
prc diff
⇓ Δ16
⇓ ∅-RS
S
Diageo
2,451.500
8/12/24
1.03
2,970.500
2,626.500
344.000
13.10
8.08
Intertek
4,680.000
8/12/24
0.60
5,740.000
6,140.000
-400.000
-6.51
4.71
S
RS Group
754.000
8/12/24
-0.40
943.000
722.000
221.000
30.61
39.96
Mondi
1,423.000
8/12/24
-0.42
1,797.000
1,607.500
189.500
11.79
17.58
S
B&M
444.600
8/12/24
-2.22
563.600
509.600
54.000
10.60
36.93
Phoenix
538.000
8/12/24
0.47
697.200
699.000
-1.800
-0.26
5.10
L
Barratt Developments
524.600
8/12/24
0.15
695.000
537.200
157.800
29.37
25.84
Smith and Nephew
1,156.000
8/12/24
-0.86
1,541.500
1,490.500
51.000
3.42
-0.31
L
JD Sports Fashion
120.350
8/12/24
-4.07
165.680
161.720
3.960
2.45
24.62
Reckitt Benckiser
4,180.000
8/12/24
6,160.000
7,204.000
-1,044.000
-14.49
-9.42
L
Hargreaves Lansdown
1,102.000
8/12/24
1,627.000
1,409.000
218.000
15.47
4.79
S
Spirax-Sarco
7,715.000
8/12/24
0.72
11,570.000
11,425.000
145.000
1.27
14.78
Scottish Mortgage
824.600
8/12/24
-0.17
1,371.000
1,055.000
316.000
29.95
66.62
S
Croda
3,829.000
8/12/24
-0.05
6,470.000
6,360.000
110.000
1.73
18.02
L
St. James´s Place
691.000
8/12/24
-1.22
1,170.500
930.800
239.700
25.75
22.49
Endeavour Mining
1,567.000
8/12/24
1.89
2,745.000
3,331.830
-586.830
-17.61
-6.77
L
Persimmon
1,577.500
8/12/24
0.03
2,766.000
2,501.000
265.000
10.60
13.26
L
Schroders
337.200
8/12/24
-0.12
598.230
482.290
115.940
24.04
21.45
L
Vodafone
74.440
8/12/24
0.87
132.400
109.160
23.240
21.29
10.30
Johnson Matthey
1,577.000
8/12/24
0.06
2,904.000
2,381.000
523.000
21.97
27.71
Fresnillo
540.000
8/12/24
0.93
1,024.500
1,332.000
-307.500
-23.09
11.24
Prudential
635.400
8/12/24
0.41
1,241.000
1,098.500
142.500
12.97
6.76
L
Abrdn
152.950
8/12/24
2.51
316.000
246.600
69.400
28.14
26.28
S
Entain
580.400
8/12/24
3.98
1,318.000
1,039.500
278.500
26.79
61.66
S
Burberry Group
671.000
8/12/24
-2.02
1,760.000
1,535.000
225.000
14.66
15.41
⇓ instrument
freshest
⇓ Δday
2/08/21
Δwk
10/19/20
prc diff
⇓ Δ16
⇓ ∅-RS
Ocado
376.700
8/12/24
0.72
2,746.000
2,467.000
279.000
11.31
43.98
FTSE - 99 out of 100 instruments rated - 2/08/21 / 10/19/20 - 80 did rise, Market-Ratio(16) = 80.81 %
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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