Assessment - FTSE 100 Index - 15/03/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
15/03/21
Δwk
23/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
12/08/24
0.52
6,749.700
6,333.840
415.860
6.57
10.31
Rolls-Royce
486.700
12/08/24
0.35
118.000
107.000
11.000
10.28
-29.00
BAE Systems
1,303.500
12/08/24
2.04
507.200
524.200
-17.000
-3.24
2.53
L
3i Group
3,018.000
12/08/24
0.23
1,175.500
1,089.000
86.500
7.94
25.89
Centrica
127.300
12/08/24
3.29
54.980
43.730
11.250
25.73
29.55
Beazley
732.000
12/08/24
1.24
354.600
372.400
-17.800
-4.78
-4.30
RELX
3,531.000
12/08/24
0.57
1,734.500
1,763.000
-28.500
-1.62
-1.97
CRH (L)
6,416.000
12/08/24
-1.35
3,435.000
2,949.000
486.000
16.48
23.81
L
AstraZeneca
12,780.000
12/08/24
0.63
6,978.000
8,000.000
-1,022.000
-12.78
-12.39
Shell
2,799.000
12/08/24
0.83
1,550.400
1,299.000
251.400
19.35
24.83
L
NatWest
334.600
12/08/24
0.48
188.450
158.100
30.350
19.20
48.55
S
Sage Group
1,005.500
12/08/24
1.03
587.800
579.600
8.200
1.41
-8.57
L
Frasers
838.500
12/08/24
-0.42
492.600
473.600
19.000
4.01
49.96
L
HSBC
643.900
12/08/24
0.22
424.000
384.000
40.000
10.42
12.64
L
Imperial Brands
2,134.000
12/08/24
0.38
1,420.500
1,478.000
-57.500
-3.89
-0.88
L
Tesco
333.500
12/08/24
0.91
222.300
294.750
-72.450
-24.58
-20.81
Standard Chartered
722.000
12/08/24
0.92
492.600
441.900
50.700
11.47
16.14
Compass Group
2,354.000
12/08/24
0.90
1,607.000
1,343.500
263.500
19.61
28.20
L
Experian
3,524.000
12/08/24
1.18
2,431.000
2,862.000
-431.000
-15.06
-8.70
Glencore
410.250
12/08/24
1.27
285.100
199.680
85.420
42.78
58.50
Informa
807.800
12/08/24
1.03
563.400
563.400
0.000
0.00
22.78
S
Bunzl
3,202.000
12/08/24
0.50
2,242.000
2,390.000
-148.000
-6.19
4.51
L
Auto Trader
797.800
12/08/24
0.81
563.000
552.000
11.000
1.99
5.84
Hiscox
1,189.000
12/08/24
1.89
840.400
1,095.000
-254.600
-23.25
-3.02
InterContinental Hot
7,228.000
12/08/24
-0.61
5,178.000
4,567.000
611.000
13.38
27.27
⇓ instrument
freshest
⇓ Δday
15/03/21
Δwk
23/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
BP
439.600
12/08/24
1.35
316.150
253.450
62.700
24.74
15.07
L
Lloyds Bank
56.800
12/08/24
-0.28
41.100
37.200
3.900
10.48
30.32
L
Airtel Africa
110.000
12/08/24
-0.63
79.800
79.200
0.600
0.76
39.54
L
SSE
1,878.000
12/08/24
0.86
1,390.500
1,361.000
29.500
2.17
5.56
Pershing Square
3,534.000
12/08/24
-0.79
2,620.000
2,265.000
355.000
15.67
30.84
L
LSE Group
9,938.000
12/08/24
1.12
7,560.000
7,884.000
-324.000
-4.11
-9.43
F&C Investment Trust
1,026.000
12/08/24
787.000
740.000
47.000
6.35
13.06
Pearson
1,034.500
12/08/24
-0.72
802.200
626.400
175.800
28.07
40.63
Aviva
484.200
12/08/24
0.35
391.100
324.600
66.500
20.49
35.48
GSK
1,572.000
12/08/24
0.42
1,275.310
1,376.050
-100.740
-7.32
-13.65
Next
9,542.000
12/08/24
0.23
7,784.000
6,676.000
1,108.000
16.60
37.21
Barclays
220.100
12/08/24
0.85
180.280
140.200
40.080
28.59
55.94
Ashtead
5,152.000
12/08/24
-0.43
4,237.000
3,217.000
1,020.000
31.71
58.12
ConvaTec
231.600
12/08/24
-0.17
192.000
202.800
-10.800
-5.33
-1.26
L
Unilever Plc
4,714.000
12/08/24
-0.34
3,973.000
4,456.000
-483.000
-10.84
-8.55
Berkeley
5,070.000
12/08/24
1.00
4,347.000
4,815.000
-468.000
-9.72
1.48
S
National Grid
978.400
12/08/24
-0.04
844.800
919.000
-74.200
-8.07
-5.15
J Sainsbury
269.600
12/08/24
0.67
235.700
215.000
20.700
9.63
15.35
L
Smiths Group
1,743.000
12/08/24
0.52
1,524.000
1,548.000
-24.000
-1.55
11.64
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
2,373.000
2,221.000
152.000
6.84
15.47
S
Severn Trent
2,514.000
12/08/24
-0.63
2,246.000
2,440.000
-194.000
-7.95
-5.57
DS Smith
444.000
12/08/24
1.19
400.200
323.400
76.800
23.75
27.16
S
United Utilities
988.800
12/08/24
-0.12
893.200
918.400
-25.200
-2.74
0.05
L
Halma
2,527.000
12/08/24
0.04
2,289.000
2,276.000
13.000
0.57
1.12
Antofagasta
1,879.500
12/08/24
1.79
1,736.500
1,141.500
595.000
52.12
66.21
⇓ instrument
freshest
⇓ Δday
15/03/21
Δwk
23/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
L
BAT
2,801.000
12/08/24
2,673.500
2,710.500
-37.000
-1.37
-3.15
Weir Group
1,904.000
12/08/24
0.79
1,823.500
1,693.000
130.500
7.71
44.84
L
BT Group
141.500
12/08/24
8.43
138.600
120.250
18.350
15.26
18.99
Haleon
373.200
12/08/24
-1.01
-na-
Ass Brit Foods
2,435.000
12/08/24
-0.90
2,456.000
2,019.000
437.000
21.64
24.42
L
Rentokil Initial
469.000
12/08/24
1.01
475.000
504.600
-29.600
-5.87
-4.59
L
Segro
884.600
12/08/24
-0.96
912.400
897.000
15.400
1.72
2.02
Rightmove
537.200
12/08/24
0.04
559.600
624.200
-64.600
-10.35
-3.78
S
Unite
934.000
12/08/24
-1.11
998.000
1,039.000
-41.000
-3.95
9.78
S
M&G
203.900
12/08/24
1.09
219.100
195.150
23.950
12.27
36.42
Admiral Group
2,698.000
12/08/24
0.86
2,912.000
2,876.000
36.000
1.25
13.22
Smurfit Kappa
3,058.000
12/08/24
0.07
3,318.000
3,188.000
130.000
4.08
16.68
Melrose
486.700
12/08/24
0.19
534.600
482.550
52.050
10.79
44.91
Land Securities
615.500
12/08/24
-0.73
678.500
690.000
-11.500
-1.67
12.73
Rio Tinto
4,942.000
12/08/24
0.56
5,597.000
4,866.000
731.000
15.02
19.73
Kingfisher
271.400
12/08/24
0.18
308.300
278.800
29.500
10.58
35.73
Intertek
4,680.000
12/08/24
0.60
5,342.000
6,072.000
-730.000
-12.02
-2.71
S
Flutter
14,685.000
12/08/24
-1.28
16,875.000
12,545.000
4,330.000
34.52
48.68
L
Taylor Wimpey
158.000
12/08/24
0.54
181.800
167.000
14.800
8.86
32.26
DCC
5,135.000
12/08/24
-0.29
6,004.000
5,556.000
448.000
8.06
2.86
S
B&M
444.600
12/08/24
-2.22
533.600
484.900
48.700
10.04
24.08
Smith and Nephew
1,156.000
12/08/24
-0.86
1,395.500
1,434.000
-38.500
-2.68
-8.04
S
Diageo
2,451.500
12/08/24
1.03
3,009.500
2,918.500
91.000
3.12
9.38
S
Whitbread
2,814.000
12/08/24
-1.44
3,463.000
3,002.000
461.000
15.36
31.15
S
Legal & General
225.600
12/08/24
0.53
287.000
260.100
26.900
10.34
31.16
⇓ instrument
freshest
⇓ Δday
15/03/21
Δwk
23/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
L
British Land
395.000
12/08/24
-0.40
508.600
474.200
34.400
7.25
27.24
Mondi
1,423.000
12/08/24
-0.42
1,833.000
1,659.000
174.000
10.49
18.65
S
RS Group
754.000
12/08/24
-0.40
974.500
802.000
172.500
21.51
39.45
Int Cons Airlines
166.450
12/08/24
-0.06
217.600
166.500
51.100
30.69
31.30
WPP Group
690.200
12/08/24
1.68
904.800
734.400
170.400
23.20
37.84
Phoenix
538.000
12/08/24
0.47
721.600
784.200
-62.600
-7.98
8.95
L
Anglo American
2,232.500
12/08/24
0.29
2,997.000
2,189.000
808.000
36.91
58.00
L
Hargreaves Lansdown
1,102.000
12/08/24
1,510.000
1,480.000
30.000
2.03
-2.90
L
JD Sports Fashion
120.350
12/08/24
-4.07
167.240
162.560
4.680
2.88
25.09
Scottish Mortgage
824.600
12/08/24
-0.17
1,158.000
1,065.000
93.000
8.73
31.12
L
Barratt Developments
524.600
12/08/24
0.15
748.600
648.800
99.800
15.38
36.50
S
Spirax-Sarco
7,715.000
12/08/24
0.72
11,435.000
11,515.000
-80.000
-0.69
10.83
Reckitt Benckiser
4,180.000
12/08/24
6,242.000
6,550.000
-308.000
-4.70
-8.27
Endeavour Mining
1,567.000
12/08/24
1.89
2,447.000
3,079.740
-632.740
-20.55
-17.20
S
Croda
3,829.000
12/08/24
-0.05
6,184.000
6,140.000
44.000
0.72
9.80
L
Schroders
337.200
12/08/24
-0.12
574.770
518.160
56.610
10.93
14.92
Fresnillo
540.000
12/08/24
0.93
951.800
1,085.000
-133.200
-12.28
-0.98
L
Vodafone
74.440
12/08/24
0.87
133.060
123.180
9.880
8.02
11.63
L
St. James´s Place
691.000
12/08/24
-1.22
1,243.500
1,084.000
159.500
14.71
28.58
L
Abrdn
152.950
12/08/24
2.51
283.600
269.300
14.300
5.31
12.33
L
Persimmon
1,577.500
12/08/24
0.03
2,951.000
2,877.000
74.000
2.57
21.08
Johnson Matthey
1,577.000
12/08/24
0.06
3,126.000
2,245.000
881.000
39.24
35.16
Prudential
635.400
12/08/24
0.41
1,545.000
1,265.000
280.000
22.13
32.34
S
Entain
580.400
12/08/24
3.98
1,496.000
971.000
525.000
54.07
76.13
S
Burberry Group
671.000
12/08/24
-2.02
2,112.000
1,664.000
448.000
26.92
38.02
⇓ instrument
freshest
⇓ Δday
15/03/21
Δwk
23/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
Ocado
376.700
12/08/24
0.72
2,114.000
2,244.000
-130.000
-5.79
1.46
FTSE - 99 out of 100 instruments rated - 15/03/21 / 23/11/20 - 67 did rise, Market-Ratio(16) = 67.68 %
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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