Assessment - FTSE 100 Index in Dollar - 3/22/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
3/22/21
⇓ Δwk
11/30/20
prc diff
⇓ Δ16
∅-RS
FTSE
11,388.443
8/12/24
0.52
9,329.777
8,370.834
958.943
11.46
17.02
S
Entain
805.073
8/12/24
3.98
2,164.570
1,383.297
781.274
56.48
91.92
Antofagasta
2,607.056
8/12/24
1.79
2,387.894
1,674.517
713.377
42.60
74.14
Ashtead
7,146.342
8/12/24
-0.43
5,971.468
4,249.412
1,722.056
40.52
70.41
Barclays
305.301
8/12/24
0.85
251.010
179.755
71.255
39.64
66.14
Glencore
569.058
8/12/24
1.27
387.625
283.005
104.621
36.97
65.08
L
NatWest
464.124
8/12/24
0.48
269.583
206.526
63.057
30.53
63.57
L
Frasers
1,163.084
8/12/24
-0.42
690.776
563.471
127.305
22.59
60.74
S
Flutter
20,369.572
8/12/24
-1.28
23,462.806
18,308.140
5,154.666
28.16
56.46
L
Anglo American
3,096.702
8/12/24
0.29
3,857.527
2,956.955
900.572
30.46
55.53
L
Airtel Africa
152.581
8/12/24
-0.63
116.794
106.870
9.924
9.29
55.05
Kingfisher
376.459
8/12/24
0.18
449.421
365.495
83.926
22.96
50.99
S
RS Group
1,045.874
8/12/24
-0.40
1,380.165
1,081.389
298.776
27.63
50.78
Weir Group
2,641.040
8/12/24
0.79
2,471.120
2,237.587
233.532
10.44
50.47
WPP Group
957.377
8/12/24
1.68
1,279.184
969.310
309.875
31.97
49.24
Melrose
675.102
8/12/24
0.19
711.583
615.170
96.413
15.67
49.06
L
Barratt Developments
727.673
8/12/24
0.15
1,058.913
828.241
230.671
27.85
48.15
Pearson
1,434.956
8/12/24
-0.72
1,095.809
864.310
231.500
26.78
47.58
Aviva
671.634
8/12/24
0.35
551.372
429.082
122.290
28.50
46.72
Next
13,235.714
8/12/24
0.23
10,860.998
8,752.640
2,108.357
24.09
46.86
L
Taylor Wimpey
219.162
8/12/24
0.54
250.302
205.658
44.645
21.71
39.82
S
Burberry Group
930.744
8/12/24
-2.02
2,793.621
2,309.725
483.896
20.95
39.81
L
St. James´s Place
958.487
8/12/24
-1.22
1,758.844
1,362.591
396.253
29.08
39.49
L
Lloyds Bank
78.787
8/12/24
-0.28
56.871
47.584
9.287
19.52
38.91
Scottish Mortgage
1,143.803
8/12/24
-0.17
1,615.972
1,464.117
151.855
10.37
39.71
⇓ instrument
freshest
⇓ Δday
3/22/21
⇓ Δwk
11/30/20
prc diff
⇓ Δ16
∅-RS
Prudential
881.364
8/12/24
0.41
2,118.103
1,562.304
555.799
35.58
38.22
Pershing Square
4,902.013
8/12/24
-0.79
3,620.333
3,279.568
340.764
10.39
38.25
Informa
1,120.500
8/12/24
1.03
817.557
708.280
109.277
15.43
37.15
Johnson Matthey
2,187.458
8/12/24
0.06
4,115.527
2,970.982
1,144.546
38.52
36.75
L
British Land
547.905
8/12/24
-0.40
702.150
630.131
72.019
11.43
35.07
S
B&M
616.705
8/12/24
-2.22
762.073
638.414
123.659
19.37
35.44
DS Smith
615.873
8/12/24
1.19
553.037
443.510
109.527
24.70
34.83
S
Whitbread
3,903.301
8/12/24
-1.44
4,617.658
4,049.031
568.627
14.04
34.34
L
BT Group
196.275
8/12/24
8.43
202.101
156.030
46.071
29.53
33.37
Centrica
176.578
8/12/24
3.29
73.350
58.939
14.411
24.45
33.12
L
JD Sports Fashion
166.938
8/12/24
-4.07
232.423
207.381
25.042
12.08
32.83
L
3i Group
4,186.270
8/12/24
0.23
1,613.892
1,430.052
183.839
12.86
32.50
S
Legal & General
312.930
8/12/24
0.53
377.430
337.575
39.855
11.81
32.26
S
M&G
282.830
8/12/24
1.09
277.836
250.476
27.360
10.92
32.15
InterContinental Hot
10,025.963
8/12/24
-0.61
6,896.664
6,202.459
694.205
11.19
29.87
Ass Brit Foods
3,377.590
8/12/24
-0.90
3,323.493
2,818.692
504.801
17.91
29.30
Smurfit Kappa
4,241.754
8/12/24
0.07
4,785.497
4,248.076
537.421
12.65
29.06
L
Persimmon
2,188.151
8/12/24
0.03
4,076.689
3,548.079
528.610
14.90
28.20
Mondi
1,973.844
8/12/24
-0.42
2,568.910
2,214.878
354.033
15.98
27.67
Shell
3,882.495
8/12/24
0.83
2,059.567
1,698.162
361.405
21.28
26.88
L
Schroders
467.730
8/12/24
-0.12
830.277
731.030
99.247
13.58
27.09
Int Cons Airlines
230.883
8/12/24
-0.06
271.802
205.992
65.811
31.95
26.17
J Sainsbury
373.962
8/12/24
0.67
337.065
282.003
55.063
19.53
26.65
Compass Group
3,265.235
8/12/24
0.90
2,037.651
1,768.696
268.955
15.21
24.78
L
Abrdn
212.157
8/12/24
2.51
408.085
361.888
46.197
12.77
24.15
⇓ instrument
freshest
⇓ Δday
3/22/21
⇓ Δwk
11/30/20
prc diff
⇓ Δ16
∅-RS
Admiral Group
3,742.397
8/12/24
0.86
4,141.882
3,816.589
325.293
8.52
23.65
CRH (L)
8,899.637
8/12/24
-1.35
4,476.174
3,923.459
552.714
14.09
23.33
Standard Chartered
1,001.487
8/12/24
0.92
674.963
604.082
70.881
11.73
22.56
Rio Tinto
6,855.051
8/12/24
0.56
7,470.924
6,457.610
1,013.313
15.69
22.52
L
HSBC
893.154
8/12/24
0.22
589.518
518.653
70.865
13.66
20.74
F&C Investment Trust
1,423.165
8/12/24
1,093.035
1,001.905
91.130
9.10
20.53
Land Securities
853.760
8/12/24
-0.73
939.206
878.470
60.736
6.91
20.28
BP
609.769
8/12/24
1.35
426.187
330.829
95.358
28.82
18.85
S
Croda
5,311.208
8/12/24
-0.05
8,774.798
7,956.460
818.338
10.29
19.45
S
Unite
1,295.552
8/12/24
-1.11
1,403.746
1,321.846
81.899
6.20
18.87
L
Vodafone
103.256
8/12/24
0.87
184.013
165.221
18.792
11.37
18.27
DCC
7,122.761
8/12/24
-0.29
8,949.573
7,590.431
1,359.142
17.91
16.88
L
Coca-Cola HBC
3,756.268
8/12/24
0.89
3,140.396
2,888.158
252.238
8.73
17.05
S
Spirax-Sarco
10,701.481
8/12/24
0.72
15,667.301
14,874.947
792.354
5.33
16.67
S
Diageo
3,400.477
8/12/24
1.03
4,163.382
3,847.314
316.068
8.22
16.14
L
Auto Trader
1,106.629
8/12/24
0.81
806.183
748.890
57.292
7.65
16.36
L
SSE
2,604.975
8/12/24
0.86
1,978.699
1,791.406
187.293
10.46
15.70
Phoenix
746.260
8/12/24
0.47
990.390
957.554
32.836
3.43
14.91
L
Smiths Group
2,417.716
8/12/24
0.52
2,041.812
1,949.039
92.773
4.76
14.49
S
Bunzl
4,441.496
8/12/24
0.50
3,186.170
3,151.325
34.845
1.11
13.97
L
Imperial Brands
2,960.073
8/12/24
0.38
2,044.586
1,818.123
226.463
12.46
9.74
L
BAT
3,885.269
8/12/24
3,924.108
3,526.037
398.071
11.29
9.29
Berkeley
7,032.600
8/12/24
1.00
6,067.178
6,177.077
-109.899
-1.78
8.78
L
Segro
1,227.029
8/12/24
-0.96
1,258.100
1,218.316
39.784
3.27
7.96
L
Halma
3,505.203
8/12/24
0.04
3,180.622
2,960.295
220.327
7.44
7.95
⇓ instrument
freshest
⇓ Δday
3/22/21
⇓ Δwk
11/30/20
prc diff
⇓ Δ16
∅-RS
Rightmove
745.150
8/12/24
0.04
814.228
834.921
-20.693
-2.48
8.00
RELX
4,897.852
8/12/24
0.57
2,462.104
2,334.438
127.665
5.47
6.88
Intertek
6,491.631
8/12/24
0.60
7,612.408
7,376.691
235.717
3.20
6.77
ConvaTec
321.252
8/12/24
-0.17
269.236
276.259
-7.022
-2.54
6.21
L
Hargreaves Lansdown
1,528.585
8/12/24
2,144.458
1,910.298
234.159
12.26
6.03
S
United Utilities
1,371.565
8/12/24
-0.12
1,229.526
1,202.820
26.706
2.22
6.00
L
Rentokil Initial
650.550
8/12/24
1.01
685.783
664.330
21.453
3.23
5.89
BAE Systems
1,808.086
8/12/24
2.04
677.321
673.280
4.041
0.60
5.38
Ocado
522.521
8/12/24
0.72
2,857.427
2,948.272
-90.845
-3.08
4.82
Hiscox
1,649.263
8/12/24
1.89
1,161.281
1,446.751
-285.470
-19.73
3.85
Fresnillo
749.034
8/12/24
0.93
1,311.087
1,406.006
-94.919
-6.75
4.06
S
National Grid
1,357.139
8/12/24
-0.04
1,174.042
1,133.355
40.687
3.59
1.47
Reckitt Benckiser
5,798.080
8/12/24
8,999.509
8,795.388
204.120
2.32
1.36
S
Severn Trent
3,487.171
8/12/24
-0.63
3,098.783
3,191.401
-92.618
-2.90
0.32
Beazley
1,015.358
8/12/24
1.24
479.382
488.128
-8.746
-1.79
-0.26
L
Unilever Plc
6,538.792
8/12/24
-0.34
5,578.919
6,106.276
-527.357
-8.64
-1.26
L
AstraZeneca
17,727.145
8/12/24
0.63
10,186.867
10,426.489
-239.623
-2.30
-1.90
L
Experian
4,888.142
8/12/24
1.18
3,394.235
3,534.720
-140.485
-3.97
-2.09
S
Sage Group
1,394.730
8/12/24
1.03
815.060
808.203
6.857
0.85
-2.37
Smith and Nephew
1,603.488
8/12/24
-0.86
1,892.005
1,938.352
-46.347
-2.39
-4.28
GSK
2,180.522
8/12/24
0.42
1,819.293
1,843.612
-24.318
-1.32
-5.24
Endeavour Mining
2,173.587
8/12/24
1.89
3,591.203
3,859.204
-268.000
-6.94
-6.72
L
LSE Group
13,785.006
8/12/24
1.12
10,056.479
10,828.587
-772.108
-7.13
-7.37
L
Tesco
462.598
8/12/24
0.91
318.478
384.104
-65.625
-17.09
-12.36
Rolls-Royce
675.102
8/12/24
0.35
155.217
141.202
14.015
9.93
-27.81
⇓ instrument
freshest
⇓ Δday
3/22/21
⇓ Δwk
11/30/20
prc diff
⇓ Δ16
∅-RS
Haleon
517.666
8/12/24
-1.01
-na-
FTSE - 99 out of 100 instruments rated - 3/22/21 / 11/30/20 - 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
1/02/06
6/19/06
168
- cash -
short
6/19/06
9/04/06
77
Carnival
100
246
40.614
43.441
37.786
-2.827
-7
9,304
-29
long
9/04/06
7/30/07
329
LSE Group
100
441
21.061
24.870
3.809
18
10,984
20
short
7/30/07
2/16/09
567
Taylor Wimpey
100
2,383
4.609
0.191
111.500
106.891
2,319
265,706
678
long
2/16/09
7/05/10
504
Randgold Res
100
5,695
46.654
93.184
46.530
100
530,692
65
short
7/05/10
9/06/10
63
BP
100
104,657
5.071
6.281
3.861
-1.210
-24
404,064
-79
long
9/06/10
8/08/11
336
Croda
100
18,378
21.986
29.057
7.071
32
534,018
35
short
8/08/11
11/28/11
112
Lloyds Bank
100
991,444
0.539
0.366
0.793
0.255
47
786,414
253
long
11/28/11
6/04/12
189
Next
100
19,115
41.141
45.945
4.805
12
878,255
24
short
6/04/12
7/30/12
56
Aviva
100
211,581
4.151
4.708
3.593
-0.558
-13
760,299
-61
long
7/30/12
8/24/15
1120
Ashtead
100
185,200
4.105
13.931
9.825
239
2,579,973
49
short
8/24/15
5/09/16
259
Glencore
100
1,185,870
2.176
1.910
2.478
0.303
14
2,939,062
20
long
5/09/16
10/08/18
882
Fresnillo
100
196,329
14.970
10.191
-4.779
-32
2,000,768
-15
short
10/08/18
2/11/19
126
Fresnillo
100
196,329
10.191
12.524
7.858
-2.333
-23
1,542,717
-53
long
2/11/19
3/09/20
392
Micro Focus
100
71,093
21.700
7.775
-13.925
-64
552,744
-62
short
3/09/20
7/06/20
119
Micro Focus
100
71,093
7.775
5.482
11.026
3.251
42
783,879
192
long
7/06/20
3/07/22
609
Scottish Mortgage
100
69,849
11.222
11.231
0.008
0
784,466
0
short
3/07/22
1/09/23
308
Polymetal
100
346,517
2.264
3.843
0.685
-1.579
-70
237,296
-76
long
1/09/23
8/21/23
224
Antofagasta
100
11,266
21.063
17.738
-3.325
-16
199,839
-24
short
8/21/23
12/11/23
112
Fresnillo
100
30,705
6.508
7.225
5.791
-0.717
-11
177,817
-32
long
12/11/23
8/12/24
245
Rolls-Royce
100
47,744
3.724
6.153
2.428
65
293,758
111
accum 6/19/06
8/12/24 7254
days out of 7422 invested (98%)
2,838
293,758
19
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 4.61 0.19 111.50 106.89 2,319.27 2,319.27
Ashtead long 7/30/12 8/24/15 1120 4.11 13.93 9.83 239.34 239.34
Randgold Res long 2/16/09 7/05/10 504 46.65 93.18 46.53 99.73 99.73
Rolls-Royce long 12/11/23 8/12/24 245 3.72 6.15 2.43 65.20 65.20
Lloyds Bank short 8/08/11 11/28/11 112 0.54 0.37 0.79 0.25 47.26 47.26
Croda long 9/06/10 8/08/11 336 21.99 29.06 7.07 32.16 32.16
LSE Group long 9/04/06 7/30/07 329 21.06 24.87 3.81 18.09 18.09
Glencore short 8/24/15 5/09/16 259 2.18 1.91 2.48 0.30 13.92 13.92
Next long 11/28/11 6/04/12 189 41.14 45.95 4.80 11.68 11.68
Scottish Mortgage long 7/06/20 3/07/22 609 11.22 11.23 0.01 0.07 0.07
Carnival short 6/19/06 9/04/06 77 40.61 43.44 37.79 -2.83 -6.96 -6.96
Aviva short 6/04/12 7/30/12 56 4.15 4.71 3.59 -0.56 -13.43 -13.43
Antofagasta long 1/09/23 8/21/23 224 21.06 17.74 -3.32 -15.78 -15.78
BP short 7/05/10 9/06/10 63 5.07 6.28 3.86 -1.21 -23.86 -23.86
Micro Focus long 2/11/19 3/09/20 392 21.70 7.77 -13.93 -64.17
short 3/09/20 7/06/20 119 7.77 5.48 11.03 3.25 41.82 -49.19
Fresnillo long 5/09/16 10/08/18 882 14.97 10.19 -4.78 -31.92
short 10/08/18 2/11/19 126 10.19 12.52 7.86 -2.33 -22.89
short 8/21/23 12/11/23 112 6.51 7.23 5.79 -0.72 -11.02 -53.29
Polymetal short 3/07/22 1/09/23 308 2.26 3.84 0.68 -1.58 -69.75 -69.75
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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