Assessment - FTSE 100 Index in Dollar - 22/02/21 - RS = 16
⇐
instrument
freshest
⇓ Δday
22/02/21
⇓ Δwk
2/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
11,565.827
12/08/24
0.52
9,314.701
7,299.825
2,014.876
27.60
18.33
L
3i Group
4,251.474
12/08/24
0.23
1,598.881
1,239.234
359.647
29.02
34.57
L
Abrdn
215.462
12/08/24
2.51
459.520
290.445
169.074
58.21
42.89
Admiral Group
3,800.688
12/08/24
0.86
4,340.222
3,595.070
745.153
20.73
34.00
L
Airtel Africa
154.958
12/08/24
-0.63
107.203
79.259
27.943
35.26
48.16
L
Anglo American
3,144.936
12/08/24
0.29
3,954.237
2,349.381
1,604.856
68.31
66.97
Antofagasta
2,647.662
12/08/24
1.79
2,633.575
1,307.650
1,325.925
101.40
106.17
Ashtead
7,257.652
12/08/24
-0.43
5,565.796
3,729.320
1,836.476
49.24
67.09
Ass Brit Foods
3,430.199
12/08/24
-0.90
3,390.755
2,222.876
1,167.879
52.54
33.85
L
AstraZeneca
18,003.260
12/08/24
0.63
10,137.047
10,035.215
101.832
1.01
-1.49
L
Auto Trader
1,123.865
12/08/24
0.81
835.926
725.468
110.458
15.23
23.03
Aviva
682.095
12/08/24
0.35
527.983
338.595
189.388
55.93
43.11
S
B&M
626.311
12/08/24
-2.22
791.129
650.856
140.273
21.55
47.85
BAE Systems
1,836.248
12/08/24
2.04
664.627
533.000
131.628
24.70
2.97
Barclays
310.056
12/08/24
0.85
217.307
138.175
79.132
57.27
47.50
L
Barratt Developments
739.007
12/08/24
0.15
962.710
638.851
323.859
50.69
36.45
Beazley
1,031.173
12/08/24
1.24
471.635
378.741
92.894
24.53
-3.38
Berkeley
7,142.138
12/08/24
1.00
6,015.174
5,275.781
739.393
14.01
8.62
BP
619.267
12/08/24
1.35
394.367
264.886
129.481
48.88
9.81
L
BAT
3,945.785
12/08/24
3,628.122
3,179.410
448.712
14.11
0.80
L
British Land
556.439
12/08/24
-0.40
669.699
453.353
216.346
47.72
30.29
L
BT Group
199.332
12/08/24
8.43
185.597
131.281
54.316
41.37
23.59
S
Bunzl
4,510.676
12/08/24
0.50
3,169.588
3,143.266
26.322
0.84
16.17
S
Burberry Group
945.242
12/08/24
-2.02
2,603.993
1,782.044
821.948
46.12
33.22
Centrica
179.328
12/08/24
3.29
72.548
48.149
24.399
50.67
31.56
instrument
freshest
⇓ Δday
22/02/21
⇓ Δwk
2/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,814.775
12/08/24
0.89
3,242.841
2,275.156
967.684
42.53
22.25
Compass Group
3,316.093
12/08/24
0.90
2,093.337
1,373.484
719.852
52.41
29.30
ConvaTec
326.256
12/08/24
-0.17
263.710
233.002
30.708
13.18
5.06
CRH (L)
9,038.256
12/08/24
-1.35
4,420.519
3,640.250
780.269
21.43
25.55
S
Croda
5,393.934
12/08/24
-0.05
8,979.091
7,869.137
1,109.954
14.11
26.36
DCC
7,233.704
12/08/24
-0.29
8,497.313
6,560.196
1,937.118
29.53
13.46
S
Diageo
3,453.442
12/08/24
1.03
4,149.343
3,236.208
913.135
28.22
17.34
DS Smith
625.465
12/08/24
1.19
529.814
376.676
153.139
40.66
32.22
Endeavour Mining
2,207.442
12/08/24
1.89
3,617.556
4,272.982
-655.426
-15.34
-4.85
S
Entain
817.613
12/08/24
3.98
1,972.188
1,204.381
767.807
63.75
87.00
L
Experian
4,964.279
12/08/24
1.18
3,407.659
3,689.303
-281.644
-7.63
-1.23
F&C Investment Trust
1,445.332
12/08/24
1,094.564
902.317
192.247
21.31
23.16
S
Flutter
20,686.844
12/08/24
-1.28
19,905.013
16,949.108
2,955.904
17.44
41.33
L
Frasers
1,181.200
12/08/24
-0.42
648.005
451.804
196.201
43.43
55.77
Fresnillo
760.701
12/08/24
0.93
1,394.337
1,561.306
-166.969
-10.69
15.94
Glencore
577.922
12/08/24
1.27
429.021
202.460
226.561
111.90
90.33
GSK
2,214.485
12/08/24
0.42
1,710.549
1,722.729
-12.180
-0.71
-11.88
Haleon
525.729
12/08/24
-1.01
-na-
L
Halma
3,559.799
12/08/24
0.04
3,406.251
3,072.268
333.983
10.87
17.86
L
Hargreaves Lansdown
1,552.394
12/08/24
2,151.798
1,745.255
406.543
23.29
7.57
Hiscox
1,674.951
12/08/24
1.89
1,302.489
1,088.202
214.287
19.69
15.05
L
HSBC
907.066
12/08/24
0.22
608.068
429.408
178.660
41.61
24.20
L
Imperial Brands
3,006.178
12/08/24
0.38
1,956.692
1,587.769
368.924
23.24
4.97
Informa
1,137.953
12/08/24
1.03
755.912
541.003
214.908
39.72
27.20
InterContinental Hot
10,182.125
12/08/24
-0.61
7,483.045
5,075.696
2,407.349
47.43
44.70
instrument
freshest
⇓ Δday
22/02/21
⇓ Δwk
2/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
234.479
12/08/24
-0.06
250.890
124.466
126.425
101.57
13.64
Intertek
6,592.743
12/08/24
0.60
7,815.500
7,259.846
555.653
7.65
10.84
J Sainsbury
379.787
12/08/24
0.67
319.635
267.468
52.167
19.50
22.08
L
JD Sports Fashion
169.538
12/08/24
-4.07
236.550
178.398
58.152
32.60
39.02
Johnson Matthey
2,221.529
12/08/24
0.06
4,457.145
2,798.604
1,658.541
59.26
52.04
Kingfisher
382.323
12/08/24
0.18
379.083
382.872
-3.789
-0.99
33.46
Land Securities
867.058
12/08/24
-0.73
884.104
656.665
227.439
34.64
12.85
S
Legal & General
317.804
12/08/24
0.53
374.293
236.874
137.419
58.01
33.73
L
Lloyds Bank
80.014
12/08/24
-0.28
54.122
35.925
18.198
50.65
32.32
L
LSE Group
13,999.718
12/08/24
1.12
13,577.106
10,585.125
2,991.982
28.27
27.36
S
M&G
287.235
12/08/24
1.09
266.668
186.918
79.750
42.67
29.47
Melrose
685.617
12/08/24
0.19
716.116
481.171
234.944
48.83
50.90
Mondi
2,004.588
12/08/24
-0.42
2,511.018
1,920.167
590.851
30.77
27.39
S
National Grid
1,378.278
12/08/24
-0.04
1,164.154
1,193.021
-28.867
-2.42
0.13
L
NatWest
471.353
12/08/24
0.48
257.371
154.969
102.402
66.08
58.69
Next
13,441.870
12/08/24
0.23
10,776.599
7,414.751
3,361.848
45.34
50.01
Ocado
530.659
12/08/24
0.72
3,382.303
3,174.247
208.056
6.55
33.53
Pearson
1,457.306
12/08/24
-0.72
1,039.343
663.248
376.095
56.70
44.26
Pershing Square
4,978.366
12/08/24
-0.79
3,704.896
2,762.459
942.437
34.12
50.14
L
Persimmon
2,222.233
12/08/24
0.03
3,899.298
3,005.143
894.155
29.75
24.80
Phoenix
757.884
12/08/24
0.47
1,000.181
873.918
126.263
14.45
17.68
Prudential
895.092
12/08/24
0.41
2,009.519
1,236.394
773.125
62.53
35.05
Reckitt Benckiser
5,888.390
12/08/24
8,246.564
8,909.577
-663.013
-7.44
-5.90
RELX
4,974.140
12/08/24
0.57
2,449.739
2,024.728
425.012
20.99
6.86
L
Rentokil Initial
660.683
12/08/24
1.01
681.814
681.321
0.493
0.07
6.20
instrument
freshest
⇓ Δday
22/02/21
⇓ Δwk
2/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
756.757
12/08/24
0.04
873.679
786.397
87.282
11.10
16.56
Rio Tinto
6,961.824
12/08/24
0.56
8,903.020
5,715.322
3,187.699
55.77
53.06
Rolls-Royce
685.617
12/08/24
0.35
148.548
98.829
49.719
50.31
-36.50
S
RS Group
1,062.164
12/08/24
-0.40
1,391.097
884.245
506.852
57.32
59.37
S
Sage Group
1,416.454
12/08/24
1.03
818.458
807.051
11.407
1.41
-2.29
L
Schroders
475.016
12/08/24
-0.12
850.393
578.464
271.929
47.01
34.09
Scottish Mortgage
1,161.619
12/08/24
-0.17
1,784.830
1,296.032
488.798
37.71
65.03
L
Segro
1,246.141
12/08/24
-0.96
1,342.778
1,170.302
172.477
14.74
17.24
S
Severn Trent
3,541.486
12/08/24
-0.63
3,097.744
3,132.939
-35.195
-1.12
0.12
Shell
3,942.967
12/08/24
0.83
2,015.013
1,309.457
705.555
53.88
25.41
Smith and Nephew
1,628.464
12/08/24
-0.86
1,993.319
1,725.246
268.072
15.54
0.57
L
Smiths Group
2,455.374
12/08/24
0.52
2,082.771
1,715.565
367.207
21.40
18.94
Smurfit Kappa
4,307.822
12/08/24
0.07
4,933.288
3,901.006
1,032.282
26.46
37.49
S
Spirax-Sarco
10,868.165
12/08/24
0.72
15,432.372
14,612.636
819.736
5.61
18.06
L
SSE
2,645.549
12/08/24
0.86
1,950.353
1,622.622
327.731
20.20
14.10
L
St. James´s Place
973.416
12/08/24
-1.22
1,716.508
1,143.193
573.315
50.15
39.82
Standard Chartered
1,017.086
12/08/24
0.92
705.198
463.422
241.776
52.17
28.70
L
Taylor Wimpey
222.576
12/08/24
0.54
228.844
140.188
88.656
63.24
28.37
L
Tesco
469.803
12/08/24
0.91
314.282
344.029
-29.747
-8.65
-14.90
L
Unilever Plc
6,640.639
12/08/24
-0.34
5,393.934
5,781.802
-387.867
-6.71
-4.37
S
Unite
1,315.731
12/08/24
-1.11
1,343.201
1,083.039
260.162
24.02
13.95
S
United Utilities
1,392.928
12/08/24
-0.12
1,258.256
1,097.755
160.501
14.62
8.74
L
Vodafone
104.864
12/08/24
0.87
183.723
136.832
46.891
34.27
19.21
Weir Group
2,682.176
12/08/24
0.79
2,831.499
1,882.087
949.412
50.44
80.15
S
Whitbread
3,964.098
12/08/24
-1.44
4,978.366
2,772.786
2,205.580
79.54
46.12
instrument
freshest
⇓ Δday
22/02/21
⇓ Δwk
2/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
972.289
12/08/24
1.68
1,213.741
787.688
426.053
54.09
45.03
FTSE - 99 out of 100 instruments rated - 22/02/21 / 2/11/20 - 89 did rise, Market-Ratio(16) in USD = 89.90 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index in Dollar * 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
2/01/06
19/06/06
168
- cash -
short
19/06/06
4/09/06
77
Carnival
100
246
40.614
43.441
37.786
-2.827
-7
9,304
-29
long
4/09/06
30/07/07
329
LSE Group
100
441
21.061
24.870
3.809
18
10,984
20
short
30/07/07
16/02/09
567
Taylor Wimpey
100
2,383
4.609
0.191
111.500
106.891
2,319
265,706
678
long
16/02/09
5/07/10
504
Randgold Res
100
5,695
46.654
93.184
46.530
100
530,692
65
short
5/07/10
6/09/10
63
BP
100
104,657
5.071
6.281
3.861
-1.210
-24
404,064
-79
long
6/09/10
8/08/11
336
Croda
100
18,378
21.986
29.057
7.071
32
534,018
35
short
8/08/11
28/11/11
112
Lloyds Bank
100
991,444
0.539
0.366
0.793
0.255
47
786,414
253
long
28/11/11
4/06/12
189
Next
100
19,115
41.141
45.945
4.805
12
878,255
24
short
4/06/12
30/07/12
56
Aviva
100
211,581
4.151
4.708
3.593
-0.558
-13
760,299
-61
long
30/07/12
24/08/15
1120
Ashtead
100
185,200
4.105
13.931
9.825
239
2,579,973
49
short
24/08/15
9/05/16
259
Glencore
100
1,185,870
2.176
1.910
2.478
0.303
14
2,939,062
20
long
9/05/16
8/10/18
882
Fresnillo
100
196,329
14.970
10.191
-4.779
-32
2,000,768
-15
short
8/10/18
11/02/19
126
Fresnillo
100
196,329
10.191
12.524
7.858
-2.333
-23
1,542,717
-53
long
11/02/19
9/03/20
392
Micro Focus
100
71,093
21.700
7.775
-13.925
-64
552,744
-62
short
9/03/20
6/07/20
119
Micro Focus
100
71,093
7.775
5.482
11.026
3.251
42
783,879
192
long
6/07/20
7/03/22
609
Scottish Mortgage
100
69,849
11.222
11.231
0.008
0
784,466
0
short
7/03/22
9/01/23
308
Polymetal
100
346,517
2.264
3.843
0.685
-1.579
-70
237,296
-76
long
9/01/23
21/08/23
224
Antofagasta
100
11,266
21.063
17.738
-3.325
-16
199,839
-24
short
21/08/23
11/12/23
112
Fresnillo
100
30,705
6.508
7.225
5.791
-0.717
-11
177,817
-32
long
11/12/23
12/08/24
245
Rolls-Royce
100
47,744
3.724
6.153
2.428
65
293,758
111
accum 19/06/06
12/08/24 7324
days out of 7492 invested (98%)
2,838
293,758
18
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Taylor Wimpey short 30/07/07 16/02/09 567 4.61 0.19 111.50 106.89 2,319.27 2,319.27
Ashtead long 30/07/12 24/08/15 1120 4.11 13.93 9.83 239.34 239.34
Randgold Res long 16/02/09 5/07/10 504 46.65 93.18 46.53 99.73 99.73
Rolls-Royce long 11/12/23 12/08/24 245 3.72 6.15 2.43 65.20 65.20
Lloyds Bank short 8/08/11 28/11/11 112 0.54 0.37 0.79 0.25 47.26 47.26
Croda long 6/09/10 8/08/11 336 21.99 29.06 7.07 32.16 32.16
LSE Group long 4/09/06 30/07/07 329 21.06 24.87 3.81 18.09 18.09
Glencore short 24/08/15 9/05/16 259 2.18 1.91 2.48 0.30 13.92 13.92
Next long 28/11/11 4/06/12 189 41.14 45.95 4.80 11.68 11.68
Scottish Mortgage long 6/07/20 7/03/22 609 11.22 11.23 0.01 0.07 0.07
Carnival short 19/06/06 4/09/06 77 40.61 43.44 37.79 -2.83 -6.96 -6.96
Aviva short 4/06/12 30/07/12 56 4.15 4.71 3.59 -0.56 -13.43 -13.43
Antofagasta long 9/01/23 21/08/23 224 21.06 17.74 -3.32 -15.78 -15.78
BP short 5/07/10 6/09/10 63 5.07 6.28 3.86 -1.21 -23.86 -23.86
Micro Focus long 11/02/19 9/03/20 392 21.70 7.77 -13.93 -64.17
short 9/03/20 6/07/20 119 7.77 5.48 11.03 3.25 41.82 -49.19
Fresnillo long 9/05/16 8/10/18 882 14.97 10.19 -4.78 -31.92
short 8/10/18 11/02/19 126 10.19 12.52 7.86 -2.33 -22.89
short 21/08/23 11/12/23 112 6.51 7.23 5.79 -0.72 -11.02 -53.29
Polymetal short 7/03/22 9/01/23 308 2.26 3.84 0.68 -1.58 -69.75 -69.75
Annotations
20/04/23 Melrose reverse split 3:1 (one for three)
26/09/22 Schroders split 1:5 (five for one) + 3 bonus shares for 17 (is equivalent to a 17:20 split)
18/07/22 GlaxoSmithKline demergers OTC business -> Haleon
30/11/21 JD Sports stock split 1:5 (five for one)
28/05/21 FTSE Royal Mail returns for RSA Insurance (acquired by Tryg and Intact)
12/02/21 Tesco Stock split 19:15 (fifteen for nineteen) after 50.93 special dividend for proceeds from the sale of the Asia
business
31/08/18 Rightmove stock split 1:10 (ten for one)
2/07/18 FTSE Ocado replaces Old Mutual (spin off Quilter)
21/05/18 FTSE Melrose and Royal Mail replace GKN (acquired by Melrose) and Hammerson
19/01/18 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
14/08/17 Standard Life merger with Aberdeen Asset Management completed
20/03/17 FTSE Rentokil Initial and Scottish Mortgage replace Capita and Dixons Carphone
14/02/17 FTSE machine learning processed for all techniques
19/12/16 FTSE ConvaTec and Smurfit Kappa replace Polymetal and Travis Perkins
4/10/16 SAB Miller acquired by AB InBev - deletion
19/09/16 FTSE Polymetal replaces Berkeley
5/09/16 FTSE Micro Focus ersetzt Arm Holdings (acquisition by Softbank)
11/07/16 FTSE Informa, Mediclinic, Paddy Power Betfair and Wm Morrison
replace Aberdeen Asset, Inmarsat, Rexam and Sports Direct
18/02/16 FTSE index changes applied:
Berkeley, DCC, Provident Financial, Rexam and Worldpay replace
G4S, Meggit, Morrison, BG and Weir
DCC recording started
26/08/15 FTSE complete analysis
22/06/15 FTSE Inmarsat replaces Aggreko
21/04/15 FTSE Merlin replaces Friends Life (acquiried by Aviva)
FTSE Hikma replaces Tullow
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