Assessment - FTSE 100 Index - 2/15/21 - RS = 16
⇐
instrument
freshest
⇓ Δday
2/15/21
⇓ Δwk
10/26/20
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
6,756.110
5,792.010
964.100
16.65
10.34
L
3i Group
3,018.000
8/12/24
0.23
1,185.000
1,046.500
138.500
13.23
27.94
L
Abrdn
152.950
8/12/24
2.51
331.100
233.000
98.100
42.10
32.34
Admiral Group
2,698.000
8/12/24
0.86
3,057.000
2,758.000
299.000
10.84
21.91
L
Airtel Africa
110.000
8/12/24
-0.63
80.000
65.000
15.000
23.08
41.45
L
Anglo American
2,232.500
8/12/24
0.29
2,793.000
1,954.800
838.200
42.88
51.64
Antofagasta
1,879.500
8/12/24
1.79
1,591.500
1,022.000
569.500
55.72
61.00
Ashtead
5,152.000
8/12/24
-0.43
3,966.000
2,898.000
1,068.000
36.85
53.23
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,348.000
1,725.500
622.500
36.08
19.00
L
AstraZeneca
12,780.000
8/12/24
0.63
7,422.000
8,077.000
-655.000
-8.11
-6.93
L
Auto Trader
797.800
8/12/24
0.81
615.400
588.000
27.400
4.66
16.46
Aviva
484.200
8/12/24
0.35
360.300
276.500
83.800
30.31
25.21
S
B&M
444.600
8/12/24
-2.22
582.200
486.600
95.600
19.65
40.42
BAE Systems
1,303.500
8/12/24
2.04
485.500
447.800
37.700
8.42
-3.43
Barclays
220.100
8/12/24
0.85
153.960
110.520
43.440
39.31
33.91
L
Barratt Developments
524.600
8/12/24
0.15
703.400
526.000
177.400
33.73
27.66
Beazley
732.000
8/12/24
1.24
363.000
312.800
50.200
16.05
-4.70
Berkeley
5,070.000
8/12/24
1.00
4,395.000
4,195.000
200.000
4.77
1.79
BP
439.600
8/12/24
1.35
278.900
200.000
78.900
39.45
-0.40
L
BAT
2,801.000
8/12/24
2,789.500
2,574.500
215.000
8.35
-0.25
L
British Land
395.000
8/12/24
-0.40
473.700
377.000
96.700
25.65
18.20
L
BT Group
141.500
8/12/24
8.43
129.600
106.050
23.550
22.21
10.91
S
Bunzl
3,202.000
8/12/24
0.50
2,346.000
2,454.000
-108.000
-4.40
10.74
S
Burberry Group
671.000
8/12/24
-2.02
1,858.000
1,415.500
442.500
31.26
22.07
Centrica
127.300
8/12/24
3.29
54.400
40.420
13.980
34.59
26.33
instrument
freshest
⇓ Δday
2/15/21
⇓ Δwk
10/26/20
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,402.000
1,956.500
445.500
22.77
16.17
Compass Group
2,354.000
8/12/24
0.90
1,496.000
1,095.000
401.000
36.62
18.46
ConvaTec
231.600
8/12/24
-0.17
202.600
185.000
17.600
9.51
3.89
CRH (L)
6,416.000
8/12/24
-1.35
3,276.000
2,771.000
505.000
18.22
19.69
S
Croda
3,829.000
8/12/24
-0.05
6,634.000
6,244.000
390.000
6.25
20.47
DCC
5,135.000
8/12/24
-0.29
5,990.000
5,020.000
970.000
19.32
3.03
S
Diageo
2,451.500
8/12/24
1.03
3,063.000
2,600.000
463.000
17.81
11.55
DS Smith
444.000
8/12/24
1.19
409.800
286.000
123.800
43.29
31.88
Endeavour Mining
1,567.000
8/12/24
1.89
2,629.000
3,331.830
-702.830
-21.09
-10.91
S
Entain
580.400
8/12/24
3.98
1,360.500
991.200
369.300
37.26
65.97
L
Experian
3,524.000
8/12/24
1.18
2,636.000
2,947.000
-311.000
-10.55
-1.79
F&C Investment Trust
1,026.000
8/12/24
808.000
722.000
86.000
11.91
16.94
S
Flutter
14,685.000
8/12/24
-1.28
14,070.000
12,500.000
1,570.000
12.56
29.15
L
Frasers
838.500
8/12/24
-0.42
461.000
392.200
68.800
17.54
41.75
Fresnillo
540.000
8/12/24
0.93
1,024.000
1,218.000
-194.000
-15.93
10.09
Glencore
410.250
8/12/24
1.27
282.300
166.240
116.060
69.81
60.79
GSK
1,572.000
8/12/24
0.42
1,296.670
1,354.690
-58.020
-4.28
-14.10
Haleon
373.200
8/12/24
-1.01
-na-
L
Halma
2,527.000
8/12/24
0.04
2,576.000
2,415.000
161.000
6.67
15.00
L
Hargreaves Lansdown
1,102.000
8/12/24
1,669.500
1,377.500
292.000
21.20
7.54
Hiscox
1,189.000
8/12/24
1.89
988.400
857.800
130.600
15.22
11.88
L
HSBC
643.900
8/12/24
0.22
410.450
319.350
91.100
28.53
7.69
L
Imperial Brands
2,134.000
8/12/24
0.38
1,533.000
1,300.000
233.000
17.92
5.81
Informa
807.800
8/12/24
1.03
528.000
444.900
83.100
18.68
13.71
InterContinental Hot
7,228.000
8/12/24
-0.61
5,124.000
4,033.000
1,091.000
27.05
27.30
instrument
freshest
⇓ Δday
2/15/21
⇓ Δwk
10/26/20
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
159.550
100.700
58.850
58.44
-7.79
Intertek
4,680.000
8/12/24
0.60
5,894.000
5,846.000
48.000
0.82
7.56
J Sainsbury
269.600
8/12/24
0.67
234.400
207.600
26.800
12.91
15.52
L
JD Sports Fashion
120.350
8/12/24
-4.07
169.040
161.040
8.000
4.97
27.19
Johnson Matthey
1,577.000
8/12/24
0.06
3,080.000
2,331.000
749.000
32.13
35.27
Kingfisher
271.400
8/12/24
0.18
279.600
308.400
-28.800
-9.34
26.46
Land Securities
615.500
8/12/24
-0.73
634.600
550.300
84.300
15.32
3.68
S
Legal & General
225.600
8/12/24
0.53
271.700
195.600
76.100
38.91
24.42
L
Lloyds Bank
56.800
8/12/24
-0.28
39.090
29.050
10.040
34.56
22.49
L
LSE Group
9,938.000
8/12/24
1.12
9,876.000
8,422.000
1,454.000
17.26
4.64
S
M&G
203.900
8/12/24
1.09
196.250
166.250
30.000
18.05
21.84
Melrose
486.700
8/12/24
0.19
525.300
382.650
142.650
37.28
41.30
Mondi
1,423.000
8/12/24
-0.42
1,872.500
1,561.500
311.000
19.92
22.36
S
National Grid
978.400
8/12/24
-0.04
865.400
945.600
-80.200
-8.48
-4.28
L
NatWest
334.600
8/12/24
0.48
179.700
122.050
57.650
47.23
42.09
Next
9,542.000
8/12/24
0.23
7,932.000
6,256.000
1,676.000
26.79
41.62
Ocado
376.700
8/12/24
0.72
2,651.000
2,260.000
391.000
17.30
36.66
Pearson
1,034.500
8/12/24
-0.72
777.400
527.600
249.800
47.35
39.27
Pershing Square
3,534.000
8/12/24
-0.79
2,725.000
2,210.000
515.000
23.30
42.96
L
Persimmon
1,577.500
8/12/24
0.03
2,838.000
2,515.000
323.000
12.84
16.40
Phoenix
538.000
8/12/24
0.47
720.200
687.000
33.200
4.83
8.77
Prudential
635.400
8/12/24
0.41
1,374.500
1,055.500
319.000
30.22
18.57
Reckitt Benckiser
4,180.000
8/12/24
6,346.000
7,002.000
-656.000
-9.37
-6.59
RELX
3,531.000
8/12/24
0.57
1,871.000
1,607.000
264.000
16.43
5.05
L
Rentokil Initial
469.000
8/12/24
1.01
528.000
552.600
-24.600
-4.45
5.96
instrument
freshest
⇓ Δday
2/15/21
⇓ Δwk
10/26/20
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
644.200
650.800
-6.600
-1.01
10.33
Rio Tinto
4,942.000
8/12/24
0.56
6,186.000
4,486.500
1,699.500
37.88
37.39
Rolls-Royce
486.700
8/12/24
0.35
96.080
226.100
-130.020
-57.51
-47.87
S
RS Group
754.000
8/12/24
-0.40
1,016.000
720.000
296.000
41.11
50.06
S
Sage Group
1,005.500
8/12/24
1.03
603.600
650.800
-47.200
-7.25
-7.46
L
Schroders
337.200
8/12/24
-0.12
612.340
467.500
144.840
30.98
24.26
Scottish Mortgage
824.600
8/12/24
-0.17
1,415.000
1,017.000
398.000
39.13
69.60
L
Segro
884.600
8/12/24
-0.96
970.400
922.600
47.800
5.18
9.15
S
Severn Trent
2,514.000
8/12/24
-0.63
2,376.000
2,543.000
-167.000
-6.57
-1.15
Shell
2,799.000
8/12/24
0.83
1,436.000
943.400
492.600
52.22
14.78
Smith and Nephew
1,156.000
8/12/24
-0.86
1,600.000
1,436.500
163.500
11.38
3.82
L
Smiths Group
1,743.000
8/12/24
0.52
1,505.000
1,430.000
75.000
5.24
10.16
Smurfit Kappa
3,058.000
8/12/24
0.07
3,722.000
3,048.000
674.000
22.11
33.68
S
Spirax-Sarco
7,715.000
8/12/24
0.72
11,880.000
11,340.000
540.000
4.76
17.35
L
SSE
1,878.000
8/12/24
0.86
1,463.000
1,346.000
117.000
8.69
9.90
L
St. James´s Place
691.000
8/12/24
-1.22
1,239.000
929.600
309.400
33.28
29.68
Standard Chartered
722.000
8/12/24
0.92
481.100
393.300
87.800
22.32
12.66
L
Taylor Wimpey
158.000
8/12/24
0.54
168.500
115.550
52.950
45.82
21.19
L
Tesco
333.500
8/12/24
0.91
244.350
268.910
-24.560
-9.13
-15.14
L
Unilever Plc
4,714.000
8/12/24
-0.34
3,983.000
4,646.000
-663.000
-14.27
-9.25
S
Unite
934.000
8/12/24
-1.11
967.000
869.000
98.000
11.28
4.96
S
United Utilities
988.800
8/12/24
-0.12
954.400
888.600
65.800
7.40
6.22
L
Vodafone
74.440
8/12/24
0.87
135.600
109.740
25.860
23.56
13.20
Weir Group
1,904.000
8/12/24
0.79
1,993.500
1,587.000
406.500
25.61
62.69
S
Whitbread
2,814.000
8/12/24
-1.44
3,435.000
2,244.000
1,191.000
53.07
29.27
instrument
freshest
⇓ Δday
2/15/21
⇓ Δwk
10/26/20
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
854.600
658.600
196.000
29.76
30.89
FTSE - 99 out of 100 instruments rated - 2/15/21 / 10/26/20 - 83 did rise, Market-Ratio(16) = 83.84 %
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 7122
days out of 7290 invested (98%)
743
84,327
12
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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