Assessment - FTSE 100 Index - 8/03/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
8/03/21
Δwk
16/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
12/08/24
0.52
6,719.130
6,421.290
297.840
4.64
10.06
Rolls-Royce
486.700
12/08/24
0.35
116.500
103.000
13.500
13.11
-31.43
L
3i Group
3,018.000
12/08/24
0.23
1,147.500
1,117.000
30.500
2.73
23.54
BAE Systems
1,303.500
12/08/24
2.04
496.400
486.800
9.600
1.97
0.14
Centrica
127.300
12/08/24
3.29
51.980
44.940
7.040
15.67
22.30
RELX
3,531.000
12/08/24
0.57
1,704.500
1,755.500
-51.000
-2.91
-3.70
Beazley
732.000
12/08/24
1.24
362.600
380.800
-18.200
-4.78
-2.61
CRH (L)
6,416.000
12/08/24
-1.35
3,413.000
3,054.000
359.000
11.76
23.80
L
AstraZeneca
12,780.000
12/08/24
0.63
7,005.000
8,543.000
-1,538.000
-18.00
-12.05
Shell
2,799.000
12/08/24
0.83
1,546.000
1,241.000
305.000
24.58
24.81
L
Frasers
838.500
12/08/24
-0.42
465.800
471.600
-5.800
-1.23
42.84
L
NatWest
334.600
12/08/24
0.48
192.250
153.000
39.250
25.65
52.24
S
Sage Group
1,005.500
12/08/24
1.03
591.400
678.400
-87.000
-12.82
-8.12
L
Imperial Brands
2,134.000
12/08/24
0.38
1,386.000
1,402.500
-16.500
-1.18
-3.49
L
Tesco
333.500
12/08/24
0.91
219.800
286.900
-67.100
-23.39
-22.23
S
Bunzl
3,202.000
12/08/24
0.50
2,150.000
2,399.000
-249.000
-10.38
0.55
Compass Group
2,354.000
12/08/24
0.90
1,584.500
1,416.000
168.500
11.90
26.54
L
Experian
3,524.000
12/08/24
1.18
2,382.000
2,995.000
-613.000
-20.47
-10.60
L
Auto Trader
797.800
12/08/24
0.81
554.600
557.600
-3.000
-0.54
4.58
L
SSE
1,878.000
12/08/24
0.86
1,308.500
1,358.000
-49.500
-3.65
-0.88
Standard Chartered
722.000
12/08/24
0.92
509.000
439.500
69.500
15.81
20.22
L
Airtel Africa
110.000
12/08/24
-0.63
77.700
75.900
1.800
2.37
36.67
InterContinental Hot
7,228.000
12/08/24
-0.61
5,108.000
4,710.000
398.000
8.45
26.18
L
HSBC
643.900
12/08/24
0.22
455.500
388.800
66.700
17.16
20.94
Glencore
410.250
12/08/24
1.27
292.150
195.080
97.070
49.76
64.17
⇓ instrument
freshest
⇓ Δday
8/03/21
Δwk
16/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
Pershing Square
3,534.000
12/08/24
-0.79
2,525.000
2,265.000
260.000
11.48
28.16
BP
439.600
12/08/24
1.35
318.650
250.750
67.900
27.08
15.98
Informa
807.800
12/08/24
1.03
586.600
573.600
13.000
2.27
27.92
L
Lloyds Bank
56.800
12/08/24
-0.28
41.780
35.590
6.190
17.39
32.50
F&C Investment Trust
1,026.000
12/08/24
773.000
763.000
10.000
1.31
11.55
L
LSE Group
9,938.000
12/08/24
1.12
7,606.000
8,264.000
-658.000
-7.96
-8.79
Hiscox
1,189.000
12/08/24
1.89
917.600
1,053.000
-135.400
-12.86
5.54
Next
9,542.000
12/08/24
0.23
7,450.000
6,834.000
616.000
9.01
32.10
Pearson
1,034.500
12/08/24
-0.72
808.800
614.200
194.600
31.68
42.76
Ashtead
5,152.000
12/08/24
-0.43
4,036.000
3,185.000
851.000
26.72
52.70
GSK
1,572.000
12/08/24
0.42
1,261.410
1,452.810
-191.400
-13.17
-14.96
Barclays
220.100
12/08/24
0.85
177.920
138.780
39.140
28.20
54.88
ConvaTec
231.600
12/08/24
-0.17
189.300
207.000
-17.700
-8.55
-2.47
Aviva
484.200
12/08/24
0.35
396.700
316.000
80.700
25.54
37.97
L
Unilever Plc
4,714.000
12/08/24
-0.34
3,890.000
4,642.000
-752.000
-16.20
-10.59
J Sainsbury
269.600
12/08/24
0.67
226.200
209.400
16.800
8.02
10.89
S
National Grid
978.400
12/08/24
-0.04
831.600
945.400
-113.800
-12.04
-6.92
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
2,339.000
2,270.000
69.000
3.04
13.91
L
Smiths Group
1,743.000
12/08/24
0.52
1,525.000
1,574.500
-49.500
-3.14
12.13
S
Severn Trent
2,514.000
12/08/24
-0.63
2,204.000
2,479.000
-275.000
-11.09
-7.52
Berkeley
5,070.000
12/08/24
1.00
4,455.000
4,736.000
-281.000
-5.93
4.04
S
United Utilities
988.800
12/08/24
-0.12
880.600
915.800
-35.200
-3.84
-1.45
L
Halma
2,527.000
12/08/24
0.04
2,255.000
2,415.000
-160.000
-6.63
-0.11
DS Smith
444.000
12/08/24
1.19
399.000
341.000
58.000
17.01
27.39
L
BAT
2,801.000
12/08/24
2,607.500
2,842.000
-234.500
-8.25
-5.78
⇓ instrument
freshest
⇓ Δday
8/03/21
Δwk
16/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
Antofagasta
1,879.500
12/08/24
1.79
1,763.000
1,156.500
606.500
52.44
71.74
Weir Group
1,904.000
12/08/24
0.79
1,843.500
1,659.000
184.500
11.12
47.73
Ass Brit Foods
2,435.000
12/08/24
-0.90
2,362.000
2,058.000
304.000
14.77
19.95
L
BT Group
141.500
12/08/24
8.43
137.300
127.500
9.800
7.69
18.15
S
Flutter
14,685.000
12/08/24
-1.28
14,470.000
13,000.000
1,470.000
11.31
28.99
L
Rentokil Initial
469.000
12/08/24
1.01
466.700
522.200
-55.500
-10.63
-6.27
Haleon
373.200
12/08/24
-1.01
-na-
L
Segro
884.600
12/08/24
-0.96
885.600
896.800
-11.200
-1.25
-0.79
S
M&G
203.900
12/08/24
1.09
205.100
191.300
13.800
7.21
28.06
Kingfisher
271.400
12/08/24
0.18
274.300
291.300
-17.000
-5.84
22.08
Rightmove
537.200
12/08/24
0.04
559.600
623.800
-64.200
-10.29
-3.82
S
Unite
934.000
12/08/24
-1.11
995.000
1,079.000
-84.000
-7.78
9.30
Admiral Group
2,698.000
12/08/24
0.86
2,932.000
2,875.000
57.000
1.98
14.82
Land Securities
615.500
12/08/24
-0.73
686.600
708.900
-22.300
-3.15
13.90
Smurfit Kappa
3,058.000
12/08/24
0.07
3,414.000
3,282.000
132.000
4.02
20.86
Intertek
4,680.000
12/08/24
0.60
5,266.000
6,150.000
-884.000
-14.37
-3.93
L
Taylor Wimpey
158.000
12/08/24
0.54
178.650
150.300
28.350
18.86
29.89
Melrose
486.700
12/08/24
0.19
551.850
483.600
68.250
14.11
49.79
DCC
5,135.000
12/08/24
-0.29
5,964.000
5,858.000
106.000
1.81
2.52
S
B&M
444.600
12/08/24
-2.22
520.000
495.000
25.000
5.05
22.30
Smith and Nephew
1,156.000
12/08/24
-0.86
1,365.000
1,505.500
-140.500
-9.33
-10.31
S
Diageo
2,451.500
12/08/24
1.03
2,938.500
3,037.500
-99.000
-3.26
7.03
Rio Tinto
4,942.000
12/08/24
0.56
6,040.000
4,782.000
1,258.000
26.31
30.86
Mondi
1,423.000
12/08/24
-0.42
1,785.000
1,721.000
64.000
3.72
15.92
S
Legal & General
225.600
12/08/24
0.53
283.500
248.100
35.400
14.27
30.13
⇓ instrument
freshest
⇓ Δday
8/03/21
Δwk
16/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
12/08/24
-0.06
210.000
158.750
51.250
32.28
25.75
S
Whitbread
2,814.000
12/08/24
-1.44
3,559.000
3,054.000
505.000
16.54
34.96
S
RS Group
754.000
12/08/24
-0.40
961.500
818.500
143.000
17.47
39.06
Scottish Mortgage
824.600
12/08/24
-0.17
1,056.000
1,023.000
33.000
3.23
21.37
L
British Land
395.000
12/08/24
-0.40
508.400
504.400
4.000
0.79
27.48
L
JD Sports Fashion
120.350
12/08/24
-4.07
159.600
162.320
-2.720
-1.68
19.80
WPP Group
690.200
12/08/24
1.68
922.200
759.400
162.800
21.44
41.20
L
Anglo American
2,232.500
12/08/24
0.29
3,018.500
2,148.000
870.500
40.53
61.08
L
Hargreaves Lansdown
1,102.000
12/08/24
1,526.000
1,583.000
-57.000
-3.60
-1.50
Phoenix
538.000
12/08/24
0.47
749.600
762.800
-13.200
-1.73
13.44
S
Spirax-Sarco
7,715.000
12/08/24
0.72
10,780.000
11,900.000
-1,120.000
-9.41
5.06
L
Barratt Developments
524.600
12/08/24
0.15
741.000
634.200
106.800
16.84
35.31
Reckitt Benckiser
4,180.000
12/08/24
6,210.000
6,832.000
-622.000
-9.10
-8.59
Endeavour Mining
1,567.000
12/08/24
1.89
2,400.700
3,023.850
-623.150
-20.61
-18.61
S
Croda
3,829.000
12/08/24
-0.05
6,158.000
6,166.000
-8.000
-0.13
10.13
Fresnillo
540.000
12/08/24
0.93
900.200
1,099.500
-199.300
-18.13
-5.64
L
Vodafone
74.440
12/08/24
0.87
126.060
127.780
-1.720
-1.35
5.79
L
Schroders
337.200
12/08/24
-0.12
579.190
515.780
63.410
12.29
16.72
L
St. James´s Place
691.000
12/08/24
-1.22
1,245.000
1,099.000
146.000
13.28
29.52
L
Persimmon
1,577.500
12/08/24
0.03
3,074.000
2,794.000
280.000
10.02
26.59
Johnson Matthey
1,577.000
12/08/24
0.06
3,223.000
2,605.000
618.000
23.72
40.22
L
Abrdn
152.950
12/08/24
2.51
319.000
266.400
52.600
19.74
26.99
Prudential
635.400
12/08/24
0.41
1,509.500
1,288.500
221.000
17.15
30.04
S
Entain
580.400
12/08/24
3.98
1,417.000
995.000
422.000
42.41
68.71
S
Burberry Group
671.000
12/08/24
-2.02
1,920.000
1,630.500
289.500
17.76
26.00
⇓ instrument
freshest
⇓ Δday
8/03/21
Δwk
16/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
Ocado
376.700
12/08/24
0.72
2,061.000
2,189.000
-128.000
-5.85
0.68
FTSE - 99 out of 100 instruments rated - 8/03/21 / 16/11/20 - 57 did rise, Market-Ratio(16) = 57.58 %
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
2/01/06
19/06/06
168
- cash -
short
19/06/06
4/09/06
77
Carnival
100
455
21.940
22.800
21.080
-0.860
-4
9,609
-17
long
4/09/06
30/07/07
329
LSE Group
100
869
11.054
12.288
1.234
11
10,681
12
short
30/07/07
16/02/09
567
Taylor Wimpey
100
4,690
2.277
0.133
39.040
36.763
1,614
183,097
523
long
16/02/09
5/07/10
504
Randgold Res
100
5,628
32.530
61.250
28.720
88
344,734
58
short
5/07/10
6/09/10
63
BP
100
103,430
3.333
4.065
2.601
-0.732
-22
269,023
-76
long
6/09/10
8/08/11
336
Croda
100
18,905
14.230
17.700
3.470
24
334,623
27
short
8/08/11
28/11/11
112
Lloyds Bank
100
1,019,881
0.328
0.237
0.455
0.127
39
463,740
190
long
28/11/11
4/06/12
189
Next
100
17,414
26.630
29.930
3.300
12
521,206
25
short
4/06/12
30/07/12
56
Aviva
100
192,753
2.704
2.990
2.418
-0.286
-11
466,079
-52
long
30/07/12
24/08/15
1120
Ashtead
100
178,779
2.607
8.830
6.223
239
1,578,621
49
short
24/08/15
9/05/16
259
Glencore
100
1,144,757
1.379
1.326
1.435
0.056
4
1,642,384
6
long
9/05/16
8/10/18
882
Fresnillo
100
158,073
10.390
7.780
-2.610
-25
1,229,813
-11
short
8/10/18
11/02/19
126
Fresnillo
100
158,073
7.780
9.696
5.864
-1.916
-25
926,945
-56
long
11/02/19
9/03/20
392
Micro Focus
100
55,175
16.800
5.924
-10.876
-65
326,862
-62
short
9/03/20
6/07/20
119
Micro Focus
100
55,175
5.924
4.387
8.000
2.076
35
441,378
151
long
6/07/20
7/03/22
609
Scottish Mortgage
100
49,151
8.980
8.560
-0.420
-5
420,734
-3
short
7/03/22
9/01/23
308
Polymetal
100
243,833
1.726
3.150
0.301
-1.425
-83
73,394
-87
long
9/01/23
21/08/23
224
Antofagasta
100
4,251
17.265
13.900
-3.365
-19
59,090
-30
short
21/08/23
11/12/23
112
Fresnillo
100
11,586
5.100
5.760
4.440
-0.660
-13
51,443
-36
long
11/12/23
12/08/24
245
Rolls-Royce
100
17,326
2.969
4.867
1.898
64
84,327
109
accum 19/06/06
12/08/24 7268
days out of 7436 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 30/07/07 16/02/09 567 2.28 0.13 39.04 36.76 1,614.37 1,614.37
Ashtead long 30/07/12 24/08/15 1120 2.61 8.83 6.22 238.70 238.70
Randgold Res long 16/02/09 5/07/10 504 32.53 61.25 28.72 88.29 88.29
Rolls-Royce long 11/12/23 12/08/24 245 2.97 4.87 1.90 63.93 63.93
Lloyds Bank short 8/08/11 28/11/11 112 0.33 0.24 0.45 0.13 38.59 38.59
Croda long 6/09/10 8/08/11 336 14.23 17.70 3.47 24.39 24.39
Next long 28/11/11 4/06/12 189 26.63 29.93 3.30 12.39 12.39
LSE Group long 4/09/06 30/07/07 329 11.05 12.29 1.23 11.17 11.17
Glencore short 24/08/15 9/05/16 259 1.38 1.33 1.43 0.06 4.04 4.04
Carnival short 19/06/06 4/09/06 77 21.94 22.80 21.08 -0.86 -3.92 -3.92
Scottish Mortgage long 6/07/20 7/03/22 609 8.98 8.56 -0.42 -4.68 -4.68
Aviva short 4/06/12 30/07/12 56 2.70 2.99 2.42 -0.29 -10.58 -10.58
Antofagasta long 9/01/23 21/08/23 224 17.27 13.90 -3.37 -19.49 -19.49
BP short 5/07/10 6/09/10 63 3.33 4.07 2.60 -0.73 -21.96 -21.96
Fresnillo long 9/05/16 8/10/18 882 10.39 7.78 -2.61 -25.12
short 8/10/18 11/02/19 126 7.78 9.70 5.86 -1.92 -24.63
short 21/08/23 11/12/23 112 5.10 5.76 4.44 -0.66 -12.94 -50.86
Micro Focus long 11/02/19 9/03/20 392 16.80 5.92 -10.88 -64.74
short 9/03/20 6/07/20 119 5.92 4.39 8.00 2.08 35.04 -52.38
Polymetal short 7/03/22 9/01/23 308 1.73 3.15 0.30 -1.42 -82.56 -82.56
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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