Assessment - FTSE 100 Index in Dollar - 4/05/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
4/05/21
⇓ Δwk
12/14/20
prc diff
⇓ Δ16
∅-RS
FTSE
11,422.313
8/12/24
0.52
9,373.107
8,710.300
662.807
7.61
15.70
S
Entain
807.468
8/12/24
3.98
2,126.489
1,450.865
675.623
46.57
75.76
Ashtead
7,167.596
8/12/24
-0.43
6,222.954
4,464.612
1,758.342
39.38
67.95
Barclays
306.209
8/12/24
0.85
255.986
189.839
66.146
34.84
64.11
Antofagasta
2,614.809
8/12/24
1.79
2,354.650
1,888.259
466.391
24.70
64.26
L
NatWest
465.504
8/12/24
0.48
273.654
210.496
63.159
30.00
62.35
Glencore
570.750
8/12/24
1.27
397.404
314.643
82.761
26.30
62.09
L
Anglo American
3,105.912
8/12/24
0.29
4,032.469
3,207.106
825.362
25.74
55.77
L
Frasers
1,166.543
8/12/24
-0.42
685.596
601.682
83.914
13.95
52.90
S
RS Group
1,048.984
8/12/24
-0.40
1,414.877
1,154.825
260.052
22.52
49.11
Aviva
673.632
8/12/24
0.35
569.151
427.125
142.025
33.25
47.63
WPP Group
960.224
8/12/24
1.68
1,299.405
1,045.210
254.195
24.32
47.17
Next
13,275.078
8/12/24
0.23
11,288.408
8,995.899
2,292.508
25.48
46.92
Melrose
677.110
8/12/24
0.19
724.342
652.089
72.252
11.08
46.85
L
Airtel Africa
153.035
8/12/24
-0.63
114.428
122.950
-8.522
-6.93
46.29
Kingfisher
377.579
8/12/24
0.18
453.122
360.183
92.940
25.80
45.94
Weir Group
2,648.894
8/12/24
0.79
2,521.597
2,473.672
47.925
1.94
45.73
L
Barratt Developments
729.837
8/12/24
0.15
1,062.897
807.577
255.319
31.62
44.35
L
Lloyds Bank
79.022
8/12/24
-0.28
59.503
47.647
11.856
24.88
43.33
L
BT Group
196.858
8/12/24
8.43
217.657
179.091
38.566
21.53
41.79
Pearson
1,439.223
8/12/24
-0.72
1,072.635
883.054
189.581
21.47
41.39
S
Whitbread
3,914.910
8/12/24
-1.44
4,855.379
4,140.567
714.811
17.26
39.34
L
Taylor Wimpey
219.814
8/12/24
0.54
254.247
209.029
45.218
21.63
38.87
Centrica
177.103
8/12/24
3.29
77.909
55.274
22.634
40.95
39.07
L
St. James´s Place
961.337
8/12/24
-1.22
1,793.986
1,441.531
352.455
24.45
38.01
⇓ instrument
freshest
⇓ Δday
4/05/21
⇓ Δwk
12/14/20
prc diff
⇓ Δ16
∅-RS
DS Smith
617.704
8/12/24
1.19
575.411
496.335
79.076
15.93
37.43
Prudential
883.985
8/12/24
0.41
2,158.487
1,750.907
407.581
23.28
36.91
S
Flutter
20,430.154
8/12/24
-1.28
21,536.178
20,089.420
1,446.759
7.20
36.59
Int Cons Airlines
231.570
8/12/24
-0.06
291.531
209.295
82.236
39.29
34.87
Johnson Matthey
2,193.963
8/12/24
0.06
4,193.155
3,213.774
979.381
30.47
35.79
Pershing Square
4,916.593
8/12/24
-0.79
3,686.749
3,227.109
459.640
14.24
35.44
S
M&G
283.671
8/12/24
1.09
291.323
252.568
38.755
15.34
34.57
S
Legal & General
313.861
8/12/24
0.53
394.413
331.912
62.500
18.83
34.29
L
British Land
549.534
8/12/24
-0.40
708.969
643.021
65.947
10.26
33.37
Scottish Mortgage
1,147.205
8/12/24
-0.17
1,619.387
1,554.880
64.507
4.15
33.76
Informa
1,123.832
8/12/24
1.03
795.781
739.301
56.480
7.64
31.03
S
Burberry Group
933.513
8/12/24
-2.02
2,681.588
2,435.667
245.921
10.10
30.71
Ass Brit Foods
3,387.635
8/12/24
-0.90
3,409.895
3,045.751
364.144
11.96
30.12
L
3i Group
4,198.720
8/12/24
0.23
1,632.604
1,515.541
117.063
7.72
30.26
L
JD Sports Fashion
167.434
8/12/24
-4.07
236.508
210.856
25.653
12.17
29.72
L
Persimmon
2,194.659
8/12/24
0.03
4,207.067
3,445.806
761.262
22.09
28.29
InterContinental Hot
10,055.782
8/12/24
-0.61
7,017.344
6,239.522
777.822
12.47
28.37
Mondi
1,979.715
8/12/24
-0.42
2,621.765
2,380.326
241.439
10.14
27.45
S
B&M
618.539
8/12/24
-2.22
742.358
681.427
60.931
8.94
27.10
Smurfit Kappa
4,254.369
8/12/24
0.07
4,817.816
4,595.296
222.519
4.84
26.32
L
Schroders
469.121
8/12/24
-0.12
838.895
727.700
111.196
15.28
25.59
S
Unite
1,299.405
8/12/24
-1.11
1,510.871
1,369.521
141.350
10.32
25.50
Compass Group
3,274.946
8/12/24
0.90
2,079.883
1,932.265
147.618
7.64
25.15
Admiral Group
3,753.528
8/12/24
0.86
4,252.978
3,820.524
432.454
11.32
24.48
CRH (L)
8,926.106
8/12/24
-1.35
4,653.651
3,975.211
678.440
17.07
24.26
⇓ instrument
freshest
⇓ Δday
4/05/21
⇓ Δwk
12/14/20
prc diff
⇓ Δ16
∅-RS
Land Securities
856.300
8/12/24
-0.73
976.084
930.794
45.290
4.87
23.38
J Sainsbury
375.075
8/12/24
0.67
331.947
301.375
30.572
10.14
23.28
Standard Chartered
1,004.465
8/12/24
0.92
681.979
633.020
48.959
7.73
22.65
F&C Investment Trust
1,427.398
8/12/24
1,138.023
1,037.476
100.547
9.69
22.39
L
Abrdn
212.788
8/12/24
2.51
408.881
371.384
37.497
10.10
21.55
Rio Tinto
6,875.439
8/12/24
0.56
7,623.918
7,390.346
233.572
3.16
21.62
L
HSBC
895.810
8/12/24
0.22
588.767
537.940
50.826
9.45
20.49
Shell
3,894.042
8/12/24
0.83
1,964.689
1,813.849
150.841
8.32
19.57
L
Smiths Group
2,424.907
8/12/24
0.52
2,179.356
2,117.624
61.732
2.92
19.16
S
Croda
5,327.004
8/12/24
-0.05
8,928.888
8,539.837
389.051
4.56
18.60
L
Vodafone
103.563
8/12/24
0.87
185.951
174.904
11.047
6.32
18.08
L
Coca-Cola HBC
3,767.440
8/12/24
0.89
3,219.297
3,109.759
109.537
3.52
17.57
S
Spirax-Sarco
10,733.309
8/12/24
0.72
16,124.309
15,335.435
788.874
5.14
17.51
L
SSE
2,612.722
8/12/24
0.86
2,027.016
1,926.264
100.752
5.23
16.81
S
Diageo
3,410.591
8/12/24
1.03
4,183.417
3,992.547
190.869
4.78
14.89
S
Bunzl
4,454.706
8/12/24
0.50
3,283.293
3,305.786
-22.493
-0.68
14.22
L
Halma
3,515.628
8/12/24
0.04
3,391.809
3,151.098
240.710
7.64
12.99
Phoenix
748.480
8/12/24
0.47
991.666
943.329
48.337
5.12
12.80
DCC
7,143.946
8/12/24
-0.29
8,739.682
7,331.671
1,408.010
19.20
11.93
BP
611.583
8/12/24
1.35
403.177
359.716
43.461
12.08
11.57
L
Segro
1,230.679
8/12/24
-0.96
1,319.717
1,211.899
107.818
8.90
11.30
Berkeley
7,053.516
8/12/24
1.00
6,298.080
5,767.457
530.623
9.20
10.84
S
United Utilities
1,375.644
8/12/24
-0.12
1,291.614
1,242.570
49.044
3.95
10.38
L
Imperial Brands
2,968.876
8/12/24
0.38
2,070.840
2,085.619
-14.779
-0.71
9.90
L
Auto Trader
1,109.920
8/12/24
0.81
779.087
765.438
13.648
1.78
9.98
⇓ instrument
freshest
⇓ Δday
4/05/21
⇓ Δwk
12/14/20
prc diff
⇓ Δ16
∅-RS
BAE Systems
1,813.463
8/12/24
2.04
710.082
672.092
37.990
5.65
9.62
RELX
4,912.419
8/12/24
0.57
2,552.900
2,393.661
159.238
6.65
9.60
Intertek
6,510.938
8/12/24
0.60
7,957.813
7,721.058
236.755
3.07
9.78
Hiscox
1,654.168
8/12/24
1.89
1,207.306
1,333.516
-126.210
-9.46
7.88
Rightmove
747.367
8/12/24
0.04
828.614
870.786
-42.172
-4.84
7.76
L
Hargreaves Lansdown
1,533.131
8/12/24
2,199.528
1,926.264
273.264
14.19
7.05
ConvaTec
322.208
8/12/24
-0.17
269.620
278.438
-8.819
-3.17
5.27
L
Rentokil Initial
652.485
8/12/24
1.01
695.613
667.825
27.788
4.16
5.30
L
BAT
3,896.824
8/12/24
3,777.874
3,847.861
-69.986
-1.82
4.07
S
Sage Group
1,398.878
8/12/24
1.03
869.516
781.440
88.076
11.27
3.25
S
National Grid
1,361.176
8/12/24
-0.04
1,201.324
1,174.561
26.763
2.28
3.27
S
Severn Trent
3,497.542
8/12/24
-0.63
3,209.558
3,080.422
129.136
4.19
3.05
Ocado
524.075
8/12/24
0.72
2,910.445
3,033.749
-123.304
-4.06
3.19
Reckitt Benckiser
5,815.325
8/12/24
9,040.187
8,726.529
313.657
3.59
0.84
L
Experian
4,902.680
8/12/24
1.18
3,542.061
3,668.503
-126.441
-3.45
0.66
Beazley
1,018.377
8/12/24
1.24
483.868
467.797
16.071
3.44
0.26
L
Unilever Plc
6,558.239
8/12/24
-0.34
5,595.511
5,818.131
-222.620
-3.83
-1.67
Fresnillo
751.262
8/12/24
0.93
1,244.869
1,490.204
-245.335
-16.46
-3.53
L
AstraZeneca
17,779.868
8/12/24
0.63
9,977.873
10,257.406
-279.533
-2.73
-4.76
Smith and Nephew
1,608.257
8/12/24
-0.86
1,891.372
2,037.613
-146.241
-7.18
-5.09
GSK
2,187.007
8/12/24
0.42
1,807.606
1,870.990
-63.384
-3.39
-6.08
L
LSE Group
13,826.004
8/12/24
1.12
10,064.129
11,614.925
-1,550.796
-13.35
-8.18
Endeavour Mining
2,180.051
8/12/24
1.89
3,532.323
3,929.645
-397.322
-10.11
-9.87
L
Tesco
463.974
8/12/24
0.91
317.130
382.252
-65.122
-17.04
-12.51
Rolls-Royce
677.110
8/12/24
0.35
151.532
158.355
-6.823
-4.31
-27.14
⇓ instrument
freshest
⇓ Δday
4/05/21
⇓ Δwk
12/14/20
prc diff
⇓ Δ16
∅-RS
Haleon
519.206
8/12/24
-1.01
-na-
FTSE - 99 out of 100 instruments rated - 4/05/21 / 12/14/20 - 81 did rise, Market-Ratio(16) in USD = 81.82 %
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 7372
days out of 7540 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 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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