Assessment - FTSE 100 Index in Dollar - 22/03/21 - RS = 16
⇐
instrument
freshest
⇓ Δday
22/03/21
⇓ Δwk
30/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
11,388.443
12/08/24
0.52
9,329.777
8,370.834
958.943
11.46
17.02
L
3i Group
4,186.270
12/08/24
0.23
1,613.892
1,430.052
183.839
12.86
32.50
L
Abrdn
212.157
12/08/24
2.51
408.085
361.888
46.197
12.77
24.15
Admiral Group
3,742.397
12/08/24
0.86
4,141.882
3,816.589
325.293
8.52
23.65
L
Airtel Africa
152.581
12/08/24
-0.63
116.794
106.870
9.924
9.29
55.05
L
Anglo American
3,096.702
12/08/24
0.29
3,857.527
2,956.955
900.572
30.46
55.53
Antofagasta
2,607.056
12/08/24
1.79
2,387.894
1,674.517
713.377
42.60
74.14
Ashtead
7,146.342
12/08/24
-0.43
5,971.468
4,249.412
1,722.056
40.52
70.41
Ass Brit Foods
3,377.590
12/08/24
-0.90
3,323.493
2,818.692
504.801
17.91
29.30
L
AstraZeneca
17,727.145
12/08/24
0.63
10,186.867
10,426.489
-239.623
-2.30
-1.90
L
Auto Trader
1,106.629
12/08/24
0.81
806.183
748.890
57.292
7.65
16.36
Aviva
671.634
12/08/24
0.35
551.372
429.082
122.290
28.50
46.72
S
B&M
616.705
12/08/24
-2.22
762.073
638.414
123.659
19.37
35.44
BAE Systems
1,808.086
12/08/24
2.04
677.321
673.280
4.041
0.60
5.38
Barclays
305.301
12/08/24
0.85
251.010
179.755
71.255
39.64
66.14
L
Barratt Developments
727.673
12/08/24
0.15
1,058.913
828.241
230.671
27.85
48.15
Beazley
1,015.358
12/08/24
1.24
479.382
488.128
-8.746
-1.79
-0.26
Berkeley
7,032.600
12/08/24
1.00
6,067.178
6,177.077
-109.899
-1.78
8.78
BP
609.769
12/08/24
1.35
426.187
330.829
95.358
28.82
18.85
L
BAT
3,885.269
12/08/24
3,924.108
3,526.037
398.071
11.29
9.29
L
British Land
547.905
12/08/24
-0.40
702.150
630.131
72.019
11.43
35.07
L
BT Group
196.275
12/08/24
8.43
202.101
156.030
46.071
29.53
33.37
S
Bunzl
4,441.496
12/08/24
0.50
3,186.170
3,151.325
34.845
1.11
13.97
S
Burberry Group
930.744
12/08/24
-2.02
2,793.621
2,309.725
483.896
20.95
39.81
Centrica
176.578
12/08/24
3.29
73.350
58.939
14.411
24.45
33.12
instrument
freshest
⇓ Δday
22/03/21
⇓ Δwk
30/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,756.268
12/08/24
0.89
3,140.396
2,888.158
252.238
8.73
17.05
Compass Group
3,265.235
12/08/24
0.90
2,037.651
1,768.696
268.955
15.21
24.78
ConvaTec
321.252
12/08/24
-0.17
269.236
276.259
-7.022
-2.54
6.21
CRH (L)
8,899.637
12/08/24
-1.35
4,476.174
3,923.459
552.714
14.09
23.33
S
Croda
5,311.208
12/08/24
-0.05
8,774.798
7,956.460
818.338
10.29
19.45
DCC
7,122.761
12/08/24
-0.29
8,949.573
7,590.431
1,359.142
17.91
16.88
S
Diageo
3,400.477
12/08/24
1.03
4,163.382
3,847.314
316.068
8.22
16.14
DS Smith
615.873
12/08/24
1.19
553.037
443.510
109.527
24.70
34.83
Endeavour Mining
2,173.587
12/08/24
1.89
3,591.203
3,859.204
-268.000
-6.94
-6.72
S
Entain
805.073
12/08/24
3.98
2,164.570
1,383.297
781.274
56.48
91.92
L
Experian
4,888.142
12/08/24
1.18
3,394.235
3,534.720
-140.485
-3.97
-2.09
F&C Investment Trust
1,423.165
12/08/24
1,093.035
1,001.905
91.130
9.10
20.53
S
Flutter
20,369.572
12/08/24
-1.28
23,462.806
18,308.140
5,154.666
28.16
56.46
L
Frasers
1,163.084
12/08/24
-0.42
690.776
563.471
127.305
22.59
60.74
Fresnillo
749.034
12/08/24
0.93
1,311.087
1,406.006
-94.919
-6.75
4.06
Glencore
569.058
12/08/24
1.27
387.625
283.005
104.621
36.97
65.08
GSK
2,180.522
12/08/24
0.42
1,819.293
1,843.612
-24.318
-1.32
-5.24
Haleon
517.666
12/08/24
-1.01
-na-
L
Halma
3,505.203
12/08/24
0.04
3,180.622
2,960.295
220.327
7.44
7.95
L
Hargreaves Lansdown
1,528.585
12/08/24
2,144.458
1,910.298
234.159
12.26
6.03
Hiscox
1,649.263
12/08/24
1.89
1,161.281
1,446.751
-285.470
-19.73
3.85
L
HSBC
893.154
12/08/24
0.22
589.518
518.653
70.865
13.66
20.74
L
Imperial Brands
2,960.073
12/08/24
0.38
2,044.586
1,818.123
226.463
12.46
9.74
Informa
1,120.500
12/08/24
1.03
817.557
708.280
109.277
15.43
37.15
InterContinental Hot
10,025.963
12/08/24
-0.61
6,896.664
6,202.459
694.205
11.19
29.87
instrument
freshest
⇓ Δday
22/03/21
⇓ Δwk
30/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
230.883
12/08/24
-0.06
271.802
205.992
65.811
31.95
26.17
Intertek
6,491.631
12/08/24
0.60
7,612.408
7,376.691
235.717
3.20
6.77
J Sainsbury
373.962
12/08/24
0.67
337.065
282.003
55.063
19.53
26.65
L
JD Sports Fashion
166.938
12/08/24
-4.07
232.423
207.381
25.042
12.08
32.83
Johnson Matthey
2,187.458
12/08/24
0.06
4,115.527
2,970.982
1,144.546
38.52
36.75
Kingfisher
376.459
12/08/24
0.18
449.421
365.495
83.926
22.96
50.99
Land Securities
853.760
12/08/24
-0.73
939.206
878.470
60.736
6.91
20.28
S
Legal & General
312.930
12/08/24
0.53
377.430
337.575
39.855
11.81
32.26
L
Lloyds Bank
78.787
12/08/24
-0.28
56.871
47.584
9.287
19.52
38.91
L
LSE Group
13,785.006
12/08/24
1.12
10,056.479
10,828.587
-772.108
-7.13
-7.37
S
M&G
282.830
12/08/24
1.09
277.836
250.476
27.360
10.92
32.15
Melrose
675.102
12/08/24
0.19
711.583
615.170
96.413
15.67
49.06
Mondi
1,973.844
12/08/24
-0.42
2,568.910
2,214.878
354.033
15.98
27.67
S
National Grid
1,357.139
12/08/24
-0.04
1,174.042
1,133.355
40.687
3.59
1.47
L
NatWest
464.124
12/08/24
0.48
269.583
206.526
63.057
30.53
63.57
Next
13,235.714
12/08/24
0.23
10,860.998
8,752.640
2,108.357
24.09
46.86
Ocado
522.521
12/08/24
0.72
2,857.427
2,948.272
-90.845
-3.08
4.82
Pearson
1,434.956
12/08/24
-0.72
1,095.809
864.310
231.500
26.78
47.58
Pershing Square
4,902.013
12/08/24
-0.79
3,620.333
3,279.568
340.764
10.39
38.25
L
Persimmon
2,188.151
12/08/24
0.03
4,076.689
3,548.079
528.610
14.90
28.20
Phoenix
746.260
12/08/24
0.47
990.390
957.554
32.836
3.43
14.91
Prudential
881.364
12/08/24
0.41
2,118.103
1,562.304
555.799
35.58
38.22
Reckitt Benckiser
5,798.080
12/08/24
8,999.509
8,795.388
204.120
2.32
1.36
RELX
4,897.852
12/08/24
0.57
2,462.104
2,334.438
127.665
5.47
6.88
L
Rentokil Initial
650.550
12/08/24
1.01
685.783
664.330
21.453
3.23
5.89
instrument
freshest
⇓ Δday
22/03/21
⇓ Δwk
30/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
745.150
12/08/24
0.04
814.228
834.921
-20.693
-2.48
8.00
Rio Tinto
6,855.051
12/08/24
0.56
7,470.924
6,457.610
1,013.313
15.69
22.52
Rolls-Royce
675.102
12/08/24
0.35
155.217
141.202
14.015
9.93
-27.81
S
RS Group
1,045.874
12/08/24
-0.40
1,380.165
1,081.389
298.776
27.63
50.78
S
Sage Group
1,394.730
12/08/24
1.03
815.060
808.203
6.857
0.85
-2.37
L
Schroders
467.730
12/08/24
-0.12
830.277
731.030
99.247
13.58
27.09
Scottish Mortgage
1,143.803
12/08/24
-0.17
1,615.972
1,464.117
151.855
10.37
39.71
L
Segro
1,227.029
12/08/24
-0.96
1,258.100
1,218.316
39.784
3.27
7.96
S
Severn Trent
3,487.171
12/08/24
-0.63
3,098.783
3,191.401
-92.618
-2.90
0.32
Shell
3,882.495
12/08/24
0.83
2,059.567
1,698.162
361.405
21.28
26.88
Smith and Nephew
1,603.488
12/08/24
-0.86
1,892.005
1,938.352
-46.347
-2.39
-4.28
L
Smiths Group
2,417.716
12/08/24
0.52
2,041.812
1,949.039
92.773
4.76
14.49
Smurfit Kappa
4,241.754
12/08/24
0.07
4,785.497
4,248.076
537.421
12.65
29.06
S
Spirax-Sarco
10,701.481
12/08/24
0.72
15,667.301
14,874.947
792.354
5.33
16.67
L
SSE
2,604.975
12/08/24
0.86
1,978.699
1,791.406
187.293
10.46
15.70
L
St. James´s Place
958.487
12/08/24
-1.22
1,758.844
1,362.591
396.253
29.08
39.49
Standard Chartered
1,001.487
12/08/24
0.92
674.963
604.082
70.881
11.73
22.56
L
Taylor Wimpey
219.162
12/08/24
0.54
250.302
205.658
44.645
21.71
39.82
L
Tesco
462.598
12/08/24
0.91
318.478
384.104
-65.625
-17.09
-12.36
L
Unilever Plc
6,538.792
12/08/24
-0.34
5,578.919
6,106.276
-527.357
-8.64
-1.26
S
Unite
1,295.552
12/08/24
-1.11
1,403.746
1,321.846
81.899
6.20
18.87
S
United Utilities
1,371.565
12/08/24
-0.12
1,229.526
1,202.820
26.706
2.22
6.00
L
Vodafone
103.256
12/08/24
0.87
184.013
165.221
18.792
11.37
18.27
Weir Group
2,641.040
12/08/24
0.79
2,471.120
2,237.587
233.532
10.44
50.47
S
Whitbread
3,903.301
12/08/24
-1.44
4,617.658
4,049.031
568.627
14.04
34.34
instrument
freshest
⇓ Δday
22/03/21
⇓ Δwk
30/11/20
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
957.377
12/08/24
1.68
1,279.184
969.310
309.875
31.97
49.24
FTSE - 99 out of 100 instruments rated - 22/03/21 / 30/11/20 - 83 did rise, Market-Ratio(16) in USD = 83.84 %
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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