Assessment - FTSE 100 Index in Pound sterling - 5/10/21 - RS = 16
⇐
instrument
freshest
⇓ Δday
5/10/21
⇓ Δwk
1/18/21
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
7,123.680
6,720.650
403.030
6.00
12.69
L
3i Group
3,018.000
8/12/24
0.23
1,233.500
1,145.000
88.500
7.73
21.82
L
Abrdn
152.950
8/12/24
2.51
276.500
301.500
-25.000
-8.29
3.90
Admiral Group
2,698.000
8/12/24
0.86
2,978.000
2,929.000
49.000
1.67
9.69
L
Airtel Africa
110.000
8/12/24
-0.63
78.000
78.700
-0.700
-0.89
19.88
L
Anglo American
2,232.500
8/12/24
0.29
3,408.500
2,675.000
733.500
27.42
57.51
Antofagasta
1,879.500
8/12/24
1.79
1,883.500
1,522.500
361.000
23.71
57.25
Ashtead
5,152.000
8/12/24
-0.43
4,813.000
3,655.000
1,158.000
31.68
54.22
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,369.000
2,270.000
99.000
4.36
15.03
L
AstraZeneca
12,780.000
8/12/24
0.63
7,717.000
7,662.000
55.000
0.72
-3.13
L
Auto Trader
797.800
8/12/24
0.81
559.400
567.000
-7.600
-1.34
-0.12
Aviva
484.200
8/12/24
0.35
413.200
350.900
62.300
17.75
32.74
S
B&M
444.600
8/12/24
-2.22
575.600
504.000
71.600
14.21
20.41
BAE Systems
1,303.500
8/12/24
2.04
513.200
488.000
25.200
5.16
3.74
Barclays
220.100
8/12/24
0.85
185.460
151.320
34.140
22.56
44.84
L
Barratt Developments
524.600
8/12/24
0.15
781.200
702.200
79.000
11.25
32.30
Beazley
732.000
8/12/24
1.24
335.000
342.400
-7.400
-2.16
-8.44
Berkeley
5,070.000
8/12/24
1.00
4,897.000
4,467.000
430.000
9.63
10.93
BP
439.600
8/12/24
1.35
315.700
300.350
15.350
5.11
14.86
L
BAT
2,801.000
8/12/24
2,825.000
2,750.000
75.000
2.73
2.52
L
British Land
395.000
8/12/24
-0.40
544.800
454.100
90.700
19.97
29.71
L
BT Group
141.500
8/12/24
8.43
170.850
138.700
32.150
23.18
41.71
S
Bunzl
3,202.000
8/12/24
0.50
2,316.000
2,435.000
-119.000
-4.89
0.66
S
Burberry Group
671.000
8/12/24
-2.02
2,190.000
1,738.500
451.500
25.97
34.01
Centrica
127.300
8/12/24
3.29
56.720
49.520
7.200
14.54
25.32
instrument
freshest
⇓ Δday
5/10/21
⇓ Δwk
1/18/21
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,568.000
2,317.000
251.000
10.83
19.62
Compass Group
2,354.000
8/12/24
0.90
1,600.500
1,408.500
192.000
13.63
23.20
ConvaTec
231.600
8/12/24
-0.17
227.700
197.100
30.600
15.53
15.40
CRH (L)
6,416.000
8/12/24
-1.35
3,629.000
3,257.000
372.000
11.42
21.14
S
Croda
3,829.000
8/12/24
-0.05
6,700.000
6,342.000
358.000
5.64
11.41
DCC
5,135.000
8/12/24
-0.29
6,128.000
5,722.000
406.000
7.10
0.93
S
Diageo
2,451.500
8/12/24
1.03
3,265.000
2,897.500
367.500
12.68
15.11
DS Smith
444.000
8/12/24
1.19
429.000
389.600
39.400
10.11
29.13
Endeavour Mining
1,567.000
8/12/24
1.89
2,681.000
2,754.040
-73.040
-2.65
-11.39
S
Entain
580.400
8/12/24
3.98
1,621.000
1,413.500
207.500
14.68
60.18
L
Experian
3,524.000
8/12/24
1.18
2,722.000
2,681.000
41.000
1.53
-0.56
F&C Investment Trust
1,026.000
8/12/24
850.000
784.000
66.000
8.42
15.46
S
Flutter
14,685.000
8/12/24
-1.28
14,040.000
14,790.000
-750.000
-5.07
8.47
L
Frasers
838.500
8/12/24
-0.42
577.000
441.000
136.000
30.84
53.23
Fresnillo
540.000
8/12/24
0.93
920.200
1,088.000
-167.800
-15.42
-9.97
Glencore
410.250
8/12/24
1.27
331.250
276.850
54.400
19.65
62.88
GSK
1,572.000
8/12/24
0.42
1,361.750
1,410.300
-48.550
-3.44
-5.44
Haleon
373.200
8/12/24
-1.01
-na-
L
Halma
2,527.000
8/12/24
0.04
2,561.000
2,535.000
26.000
1.03
8.74
L
Hargreaves Lansdown
1,102.000
8/12/24
1,772.000
1,557.000
215.000
13.81
11.24
Hiscox
1,189.000
8/12/24
1.89
850.000
1,001.000
-151.000
-15.08
-1.64
L
HSBC
643.900
8/12/24
0.22
454.400
403.000
51.400
12.75
20.94
L
Imperial Brands
2,134.000
8/12/24
0.38
1,613.500
1,619.500
-6.000
-0.37
12.39
Informa
807.800
8/12/24
1.03
568.400
534.000
34.400
6.44
18.58
InterContinental Hot
7,228.000
8/12/24
-0.61
4,980.000
4,788.000
192.000
4.01
13.93
instrument
freshest
⇓ Δday
5/10/21
⇓ Δwk
1/18/21
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
209.850
160.900
48.950
30.42
27.81
Intertek
4,680.000
8/12/24
0.60
5,984.000
5,548.000
436.000
7.86
5.02
J Sainsbury
269.600
8/12/24
0.67
256.100
238.900
17.200
7.20
21.64
L
JD Sports Fashion
120.350
8/12/24
-4.07
183.200
167.960
15.240
9.07
22.72
Johnson Matthey
1,577.000
8/12/24
0.06
3,240.000
2,762.000
478.000
17.31
29.85
Kingfisher
271.400
8/12/24
0.18
370.300
268.700
101.600
37.81
40.81
Land Securities
615.500
8/12/24
-0.73
750.600
664.000
86.600
13.04
22.18
S
Legal & General
225.600
8/12/24
0.53
288.400
272.700
15.700
5.76
23.59
L
Lloyds Bank
56.800
8/12/24
-0.28
47.850
36.175
11.675
32.27
45.61
L
LSE Group
9,938.000
8/12/24
1.12
7,076.000
9,212.000
-2,136.000
-23.19
-15.97
S
M&G
203.900
8/12/24
1.09
221.600
193.200
28.400
14.70
26.28
Melrose
486.700
8/12/24
0.19
499.500
550.500
-51.000
-9.26
23.33
Mondi
1,423.000
8/12/24
-0.42
1,960.000
1,830.500
129.500
7.07
19.62
S
National Grid
978.400
8/12/24
-0.04
930.000
872.600
57.400
6.58
4.69
L
NatWest
334.600
8/12/24
0.48
197.050
160.750
36.300
22.58
44.09
Next
9,542.000
8/12/24
0.23
8,320.000
8,100.000
220.000
2.72
32.38
Ocado
376.700
8/12/24
0.72
1,971.500
2,577.000
-605.500
-23.50
-12.63
Pearson
1,034.500
8/12/24
-0.72
842.200
666.600
175.600
26.34
37.22
Pershing Square
3,534.000
8/12/24
-0.79
2,615.000
2,640.000
-25.000
-0.95
17.78
L
Persimmon
1,577.500
8/12/24
0.03
3,181.000
2,715.000
466.000
17.16
20.96
Phoenix
538.000
8/12/24
0.47
732.000
688.800
43.200
6.27
5.68
Prudential
635.400
8/12/24
0.41
1,585.500
1,421.000
164.500
11.58
26.03
Reckitt Benckiser
4,180.000
8/12/24
6,350.000
6,212.000
138.000
2.22
-7.52
RELX
3,531.000
8/12/24
0.57
1,872.500
1,814.000
58.500
3.22
4.67
L
Rentokil Initial
469.000
8/12/24
1.01
475.600
523.600
-48.000
-9.17
-7.68
instrument
freshest
⇓ Δday
5/10/21
⇓ Δwk
1/18/21
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
588.200
605.600
-17.400
-2.87
-2.65
Rio Tinto
4,942.000
8/12/24
0.56
6,658.000
5,974.000
684.000
11.45
31.82
Rolls-Royce
486.700
8/12/24
0.35
109.680
104.250
5.430
5.21
-23.62
S
RS Group
754.000
8/12/24
-0.40
1,041.000
907.500
133.500
14.71
33.44
S
Sage Group
1,005.500
8/12/24
1.03
631.600
560.000
71.600
12.79
-2.37
L
Schroders
337.200
8/12/24
-0.12
611.660
583.950
27.710
4.75
15.31
Scottish Mortgage
824.600
8/12/24
-0.17
1,139.500
1,222.000
-82.500
-6.75
13.25
L
Segro
884.600
8/12/24
-0.96
1,018.500
968.000
50.500
5.22
9.81
S
Severn Trent
2,514.000
8/12/24
-0.63
2,498.000
2,326.000
172.000
7.39
4.38
Shell
2,799.000
8/12/24
0.83
1,421.600
1,469.600
-48.000
-3.27
12.90
Smith and Nephew
1,156.000
8/12/24
-0.86
1,545.000
1,569.500
-24.500
-1.56
2.00
L
Smiths Group
1,743.000
8/12/24
0.52
1,590.500
1,494.500
96.000
6.42
9.76
Smurfit Kappa
3,058.000
8/12/24
0.07
3,825.000
3,612.000
213.000
5.90
25.07
S
Spirax-Sarco
7,715.000
8/12/24
0.72
11,800.000
11,450.000
350.000
3.06
8.06
L
SSE
1,878.000
8/12/24
0.86
1,478.500
1,529.000
-50.500
-3.30
8.82
L
St. James´s Place
691.000
8/12/24
-1.22
1,383.500
1,176.000
207.500
17.64
31.50
Standard Chartered
722.000
8/12/24
0.92
521.400
490.900
30.500
6.21
19.97
L
Taylor Wimpey
158.000
8/12/24
0.54
181.050
163.450
17.600
10.77
25.51
L
Tesco
333.500
8/12/24
0.91
230.000
307.670
-77.670
-25.24
-14.78
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,278.500
4,362.000
-83.500
-1.91
-1.70
S
Unite
934.000
8/12/24
-1.11
1,178.000
993.500
184.500
18.57
23.25
S
United Utilities
988.800
8/12/24
-0.12
988.000
923.800
64.200
6.95
9.36
L
Vodafone
74.440
8/12/24
0.87
142.420
126.380
16.040
12.69
15.93
Weir Group
1,904.000
8/12/24
0.79
1,937.500
1,980.000
-42.500
-2.15
32.86
S
Whitbread
2,814.000
8/12/24
-1.44
3,188.000
3,141.000
47.000
1.50
16.94
instrument
freshest
⇓ Δday
5/10/21
⇓ Δwk
1/18/21
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
991.400
818.800
172.600
21.08
38.74
FTSE - 99 out of 100 instruments rated - 5/10/21 / 1/18/21 - 75 did rise, Market-Ratio(16) in GBP = 75.76 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index in Pound sterling * 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 7290
days out of 7458 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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