Assessment - FTSE 100 Index - 4/05/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
4/05/21
⇓ Δwk
12/14/20
prc diff
Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
6,737.300
6,531.830
205.470
3.15
8.44
S
Entain
580.400
8/12/24
3.98
1,528.500
1,088.000
440.500
40.49
63.60
Centrica
127.300
8/12/24
3.29
56.000
41.450
14.550
35.10
29.94
Ashtead
5,152.000
8/12/24
-0.43
4,473.000
3,348.000
1,125.000
33.60
56.42
Int Cons Airlines
166.450
8/12/24
-0.06
209.550
156.950
52.600
33.51
26.88
Barclays
220.100
8/12/24
0.85
184.000
142.360
41.640
29.25
53.13
Aviva
484.200
8/12/24
0.35
409.100
320.300
88.800
27.72
37.86
L
Barratt Developments
524.600
8/12/24
0.15
764.000
605.600
158.400
26.16
34.83
Johnson Matthey
1,577.000
8/12/24
0.06
3,014.000
2,410.000
604.000
25.06
26.80
L
NatWest
334.600
8/12/24
0.48
196.700
157.850
38.850
24.61
51.44
Glencore
410.250
8/12/24
1.27
285.650
235.950
49.700
21.06
50.92
Kingfisher
271.400
8/12/24
0.18
325.700
270.100
55.600
20.58
35.97
L
Anglo American
2,232.500
8/12/24
0.29
2,898.500
2,405.000
493.500
20.52
45.07
Next
9,542.000
8/12/24
0.23
8,114.000
6,746.000
1,368.000
20.28
36.92
L
Lloyds Bank
56.800
8/12/24
-0.28
42.770
35.730
7.040
19.70
34.09
Antofagasta
1,879.500
8/12/24
1.79
1,692.500
1,416.000
276.500
19.53
52.78
L
St. James´s Place
691.000
8/12/24
-1.22
1,289.500
1,081.000
208.500
19.29
28.90
WPP Group
690.200
8/12/24
1.68
934.000
783.800
150.200
19.16
37.42
Prudential
635.400
8/12/24
0.41
1,551.500
1,313.000
238.500
18.16
28.06
S
RS Group
754.000
8/12/24
-0.40
1,017.000
866.000
151.000
17.44
39.04
L
Persimmon
1,577.500
8/12/24
0.03
3,024.000
2,584.000
440.000
17.03
19.97
L
Taylor Wimpey
158.000
8/12/24
0.54
182.750
156.750
26.000
16.59
30.02
L
BT Group
141.500
8/12/24
8.43
156.450
134.300
22.150
16.49
32.79
Pearson
1,034.500
8/12/24
-0.72
771.000
662.200
108.800
16.43
31.94
DCC
5,135.000
8/12/24
-0.29
6,282.000
5,498.000
784.000
14.26
5.15
⇓ instrument
freshest
⇓ Δday
4/05/21
⇓ Δwk
12/14/20
prc diff
Δ16
⇓ ∅-RS
S
Legal & General
225.600
8/12/24
0.53
283.500
248.900
34.600
13.90
25.54
S
Whitbread
2,814.000
8/12/24
-1.44
3,490.000
3,105.000
385.000
12.40
30.31
CRH (L)
6,416.000
8/12/24
-1.35
3,345.000
2,981.000
364.000
12.21
16.22
DS Smith
444.000
8/12/24
1.19
413.600
372.200
41.400
11.12
28.58
S
M&G
203.900
8/12/24
1.09
209.400
189.400
20.000
10.56
25.64
L
Schroders
337.200
8/12/24
-0.12
602.990
545.700
57.290
10.50
17.50
Pershing Square
3,534.000
8/12/24
-0.79
2,650.000
2,420.000
230.000
9.50
26.38
L
Hargreaves Lansdown
1,102.000
8/12/24
1,581.000
1,444.500
136.500
9.45
0.52
L
Frasers
838.500
8/12/24
-0.42
492.800
451.200
41.600
9.22
42.34
InterContinental Hot
7,228.000
8/12/24
-0.61
5,044.000
4,679.000
365.000
7.80
19.93
L
JD Sports Fashion
120.350
8/12/24
-4.07
170.000
158.120
11.880
7.51
21.07
BP
439.600
8/12/24
1.35
289.800
269.750
20.050
7.43
4.87
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,451.000
2,284.000
167.000
7.31
21.73
Admiral Group
2,698.000
8/12/24
0.86
3,057.000
2,865.000
192.000
6.70
16.38
S
Sage Group
1,005.500
8/12/24
1.03
625.000
586.000
39.000
6.66
-2.92
Melrose
486.700
8/12/24
0.19
520.650
489.000
31.650
6.47
36.78
S
Unite
934.000
8/12/24
-1.11
1,086.000
1,027.000
59.000
5.74
17.48
L
British Land
395.000
8/12/24
-0.40
509.600
482.200
27.400
5.68
24.74
J Sainsbury
269.600
8/12/24
0.67
238.600
226.000
12.600
5.58
15.44
Mondi
1,423.000
8/12/24
-0.42
1,884.500
1,785.000
99.500
5.57
19.21
L
Abrdn
152.950
8/12/24
2.51
293.900
278.500
15.400
5.53
13.66
S
Burberry Group
671.000
8/12/24
-2.02
1,927.500
1,826.500
101.000
5.53
22.26
F&C Investment Trust
1,026.000
8/12/24
818.000
778.000
40.000
5.14
14.57
L
HSBC
643.900
8/12/24
0.22
423.200
403.400
19.800
4.91
13.03
Berkeley
5,070.000
8/12/24
1.00
4,527.000
4,325.000
202.000
4.67
3.93
⇓ instrument
freshest
⇓ Δday
4/05/21
⇓ Δwk
12/14/20
prc diff
Δ16
⇓ ∅-RS
S
B&M
444.600
8/12/24
-2.22
533.600
511.000
22.600
4.42
18.56
L
Segro
884.600
8/12/24
-0.96
948.600
908.800
39.800
4.38
4.31
Shell
2,799.000
8/12/24
0.83
1,412.200
1,360.200
52.000
3.82
12.13
Standard Chartered
722.000
8/12/24
0.92
490.200
474.700
15.500
3.27
14.86
L
3i Group
3,018.000
8/12/24
0.23
1,173.500
1,136.500
37.000
3.26
21.59
Compass Group
2,354.000
8/12/24
0.90
1,495.000
1,449.000
46.000
3.17
17.12
L
Halma
2,527.000
8/12/24
0.04
2,438.000
2,363.000
75.000
3.17
5.90
Informa
807.800
8/12/24
1.03
572.000
554.400
17.600
3.17
22.60
S
Flutter
14,685.000
8/12/24
-1.28
15,480.000
15,065.000
415.000
2.75
27.40
RELX
3,531.000
8/12/24
0.57
1,835.000
1,795.000
40.000
2.23
2.94
L
Vodafone
74.440
8/12/24
0.87
133.660
131.160
2.500
1.91
10.74
BAE Systems
1,303.500
8/12/24
2.04
510.400
504.000
6.400
1.27
2.94
L
SSE
1,878.000
8/12/24
0.86
1,457.000
1,444.500
12.500
0.87
9.43
S
Spirax-Sarco
7,715.000
8/12/24
0.72
11,590.000
11,500.000
90.000
0.78
9.98
Phoenix
538.000
8/12/24
0.47
712.800
707.400
5.400
0.76
5.61
Land Securities
615.500
8/12/24
-0.73
701.600
698.000
3.600
0.52
15.60
Smurfit Kappa
3,058.000
8/12/24
0.07
3,463.000
3,446.000
17.000
0.49
17.98
S
Diageo
2,451.500
8/12/24
1.03
3,007.000
2,994.000
13.000
0.43
7.73
S
Croda
3,829.000
8/12/24
-0.05
6,418.000
6,404.000
14.000
0.22
10.91
Haleon
373.200
8/12/24
-1.01
-na-
S
Severn Trent
2,514.000
8/12/24
-0.63
2,307.000
2,310.000
-3.000
-0.13
-3.19
L
Rentokil Initial
469.000
8/12/24
1.01
500.000
500.800
-0.800
-0.16
-1.23
Scottish Mortgage
824.600
8/12/24
-0.17
1,164.000
1,166.000
-2.000
-0.17
24.56
S
United Utilities
988.800
8/12/24
-0.12
928.400
931.800
-3.400
-0.36
3.60
Reckitt Benckiser
4,180.000
8/12/24
6,498.000
6,544.000
-46.000
-0.70
-5.18
⇓ instrument
freshest
⇓ Δday
4/05/21
⇓ Δwk
12/14/20
prc diff
Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,314.000
2,332.000
-18.000
-0.77
10.09
Beazley
732.000
8/12/24
1.24
347.800
350.800
-3.000
-0.86
-5.76
Rio Tinto
4,942.000
8/12/24
0.56
5,480.000
5,542.000
-62.000
-1.12
13.59
Intertek
4,680.000
8/12/24
0.60
5,720.000
5,790.000
-70.000
-1.21
2.89
L
Smiths Group
1,743.000
8/12/24
0.52
1,566.500
1,588.000
-21.500
-1.35
11.55
S
National Grid
978.400
8/12/24
-0.04
863.500
880.800
-17.300
-1.96
-2.95
Weir Group
1,904.000
8/12/24
0.79
1,812.500
1,855.000
-42.500
-2.29
35.36
L
Auto Trader
797.800
8/12/24
0.81
560.000
574.000
-14.000
-2.44
2.98
S
Bunzl
3,202.000
8/12/24
0.50
2,360.000
2,479.000
-119.000
-4.80
6.84
L
Imperial Brands
2,134.000
8/12/24
0.38
1,488.500
1,564.000
-75.500
-4.83
3.23
L
BAT
2,801.000
8/12/24
2,715.500
2,885.500
-170.000
-5.89
-2.14
L
AstraZeneca
12,780.000
8/12/24
0.63
7,172.000
7,692.000
-520.000
-6.76
-10.41
ConvaTec
231.600
8/12/24
-0.17
193.800
208.800
-15.000
-7.18
-1.17
GSK
1,572.000
8/12/24
0.42
1,299.290
1,403.050
-103.760
-7.40
-11.52
L
Experian
3,524.000
8/12/24
1.18
2,546.000
2,751.000
-205.000
-7.45
-5.49
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,022.000
4,363.000
-341.000
-7.82
-7.63
Ocado
376.700
8/12/24
0.72
2,092.000
2,275.000
-183.000
-8.04
-3.50
Rolls-Royce
486.700
8/12/24
0.35
108.920
118.750
-9.830
-8.28
-30.60
Rightmove
537.200
8/12/24
0.04
595.600
653.000
-57.400
-8.79
0.94
L
Airtel Africa
110.000
8/12/24
-0.63
82.250
92.200
-9.950
-10.79
36.10
Smith and Nephew
1,156.000
8/12/24
-0.86
1,359.500
1,528.000
-168.500
-11.03
-10.80
Hiscox
1,189.000
8/12/24
1.89
867.800
1,000.000
-132.200
-13.22
1.00
Endeavour Mining
1,567.000
8/12/24
1.89
2,539.000
2,946.830
-407.830
-13.84
-15.27
L
LSE Group
9,938.000
8/12/24
1.12
7,234.000
8,710.000
-1,476.000
-16.95
-13.91
Fresnillo
540.000
8/12/24
0.93
894.800
1,117.500
-222.700
-19.93
-9.85
⇓ instrument
freshest
⇓ Δday
4/05/21
⇓ Δwk
12/14/20
prc diff
Δ16
⇓ ∅-RS
L
Tesco
333.500
8/12/24
0.91
227.950
286.650
-58.700
-20.48
-17.71
FTSE - 99 out of 100 instruments rated - 4/05/21 / 12/14/20 - 68 did rise, Market-Ratio(16) = 68.69 %
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
1/02/06
6/19/06
168
- cash -
short
6/19/06
9/04/06
77
Carnival
100
455
21.940
22.800
21.080
-0.860
-4
9,609
-17
long
9/04/06
7/30/07
329
LSE Group
100
869
11.054
12.288
1.234
11
10,681
12
short
7/30/07
2/16/09
567
Taylor Wimpey
100
4,690
2.277
0.133
39.040
36.763
1,614
183,097
523
long
2/16/09
7/05/10
504
Randgold Res
100
5,628
32.530
61.250
28.720
88
344,734
58
short
7/05/10
9/06/10
63
BP
100
103,430
3.333
4.065
2.601
-0.732
-22
269,023
-76
long
9/06/10
8/08/11
336
Croda
100
18,905
14.230
17.700
3.470
24
334,623
27
short
8/08/11
11/28/11
112
Lloyds Bank
100
1,019,881
0.328
0.237
0.455
0.127
39
463,740
190
long
11/28/11
6/04/12
189
Next
100
17,414
26.630
29.930
3.300
12
521,206
25
short
6/04/12
7/30/12
56
Aviva
100
192,753
2.704
2.990
2.418
-0.286
-11
466,079
-52
long
7/30/12
8/24/15
1120
Ashtead
100
178,779
2.607
8.830
6.223
239
1,578,621
49
short
8/24/15
5/09/16
259
Glencore
100
1,144,757
1.379
1.326
1.435
0.056
4
1,642,384
6
long
5/09/16
10/08/18
882
Fresnillo
100
158,073
10.390
7.780
-2.610
-25
1,229,813
-11
short
10/08/18
2/11/19
126
Fresnillo
100
158,073
7.780
9.696
5.864
-1.916
-25
926,945
-56
long
2/11/19
3/09/20
392
Micro Focus
100
55,175
16.800
5.924
-10.876
-65
326,862
-62
short
3/09/20
7/06/20
119
Micro Focus
100
55,175
5.924
4.387
8.000
2.076
35
441,378
151
long
7/06/20
3/07/22
609
Scottish Mortgage
100
49,151
8.980
8.560
-0.420
-5
420,734
-3
short
3/07/22
1/09/23
308
Polymetal
100
243,833
1.726
3.150
0.301
-1.425
-83
73,394
-87
long
1/09/23
8/21/23
224
Antofagasta
100
4,251
17.265
13.900
-3.365
-19
59,090
-30
short
8/21/23
12/11/23
112
Fresnillo
100
11,586
5.100
5.760
4.440
-0.660
-13
51,443
-36
long
12/11/23
8/12/24
245
Rolls-Royce
100
17,326
2.969
4.867
1.898
64
84,327
109
accum 6/19/06
8/12/24 7303
days out of 7471 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 7/30/07 2/16/09 567 2.28 0.13 39.04 36.76 1,614.37 1,614.37
Ashtead long 7/30/12 8/24/15 1120 2.61 8.83 6.22 238.70 238.70
Randgold Res long 2/16/09 7/05/10 504 32.53 61.25 28.72 88.29 88.29
Rolls-Royce long 12/11/23 8/12/24 245 2.97 4.87 1.90 63.93 63.93
Lloyds Bank short 8/08/11 11/28/11 112 0.33 0.24 0.45 0.13 38.59 38.59
Croda long 9/06/10 8/08/11 336 14.23 17.70 3.47 24.39 24.39
Next long 11/28/11 6/04/12 189 26.63 29.93 3.30 12.39 12.39
LSE Group long 9/04/06 7/30/07 329 11.05 12.29 1.23 11.17 11.17
Glencore short 8/24/15 5/09/16 259 1.38 1.33 1.43 0.06 4.04 4.04
Carnival short 6/19/06 9/04/06 77 21.94 22.80 21.08 -0.86 -3.92 -3.92
Scottish Mortgage long 7/06/20 3/07/22 609 8.98 8.56 -0.42 -4.68 -4.68
Aviva short 6/04/12 7/30/12 56 2.70 2.99 2.42 -0.29 -10.58 -10.58
Antofagasta long 1/09/23 8/21/23 224 17.27 13.90 -3.37 -19.49 -19.49
BP short 7/05/10 9/06/10 63 3.33 4.07 2.60 -0.73 -21.96 -21.96
Fresnillo long 5/09/16 10/08/18 882 10.39 7.78 -2.61 -25.12
short 10/08/18 2/11/19 126 7.78 9.70 5.86 -1.92 -24.63
short 8/21/23 12/11/23 112 5.10 5.76 4.44 -0.66 -12.94 -50.86
Micro Focus long 2/11/19 3/09/20 392 16.80 5.92 -10.88 -64.74
short 3/09/20 7/06/20 119 5.92 4.39 8.00 2.08 35.04 -52.38
Polymetal short 3/07/22 1/09/23 308 1.73 3.15 0.30 -1.42 -82.56 -82.56
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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