Assessment - FTSE 100 Index - 17/05/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
17/05/21
Δwk
25/01/21
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
12/08/24
0.52
7,032.850
6,638.850
394.000
5.93
10.88
Rolls-Royce
486.700
12/08/24
0.35
102.980
98.000
4.980
5.08
-27.18
BAE Systems
1,303.500
12/08/24
2.04
522.800
471.200
51.600
10.95
5.64
L
3i Group
3,018.000
12/08/24
0.23
1,222.000
1,134.500
87.500
7.71
19.39
Beazley
732.000
12/08/24
1.24
303.300
327.000
-23.700
-7.25
-16.89
Centrica
127.300
12/08/24
3.29
53.900
49.170
4.730
9.62
18.06
Shell
2,799.000
12/08/24
0.83
1,426.400
1,381.000
45.400
3.29
13.13
RELX
3,531.000
12/08/24
0.57
1,849.500
1,867.000
-17.500
-0.94
3.37
CRH (L)
6,416.000
12/08/24
-1.35
3,610.000
3,120.000
490.000
15.71
19.42
L
NatWest
334.600
12/08/24
0.48
193.400
151.550
41.850
27.61
39.94
L
AstraZeneca
12,780.000
12/08/24
0.63
7,895.000
7,897.000
-2.000
-0.03
-0.67
S
Sage Group
1,005.500
12/08/24
1.03
643.200
610.800
32.400
5.30
-0.54
Compass Group
2,354.000
12/08/24
0.90
1,515.500
1,321.500
194.000
14.68
16.19
InterContinental Hot
7,228.000
12/08/24
-0.61
4,876.000
4,562.000
314.000
6.88
10.77
Informa
807.800
12/08/24
1.03
548.600
492.800
55.800
11.32
13.86
Hiscox
1,189.000
12/08/24
1.89
807.800
957.200
-149.400
-15.61
-6.68
L
Auto Trader
797.800
12/08/24
0.81
547.600
579.800
-32.200
-5.55
-2.47
L
HSBC
643.900
12/08/24
0.22
443.400
398.100
45.300
11.38
17.82
Standard Chartered
722.000
12/08/24
0.92
498.200
454.900
43.300
9.52
14.10
L
Frasers
838.500
12/08/24
-0.42
581.500
429.000
152.500
35.55
51.79
L
Tesco
333.500
12/08/24
0.91
232.250
308.810
-76.560
-24.79
-13.49
Pershing Square
3,534.000
12/08/24
-0.79
2,530.000
2,650.000
-120.000
-4.53
12.96
BP
439.600
12/08/24
1.35
315.400
280.650
34.750
12.38
14.74
L
Airtel Africa
110.000
12/08/24
-0.63
78.950
74.600
4.350
5.83
19.47
L
LSE Group
9,938.000
12/08/24
1.12
7,178.000
9,032.000
-1,854.000
-20.53
-14.55
⇓ instrument
freshest
⇓ Δday
17/05/21
Δwk
25/01/21
prc diff
⇓ Δ16
⇓ ∅-RS
S
Bunzl
3,202.000
12/08/24
0.50
2,320.000
2,454.000
-134.000
-5.46
0.20
L
Imperial Brands
2,134.000
12/08/24
0.38
1,590.000
1,636.000
-46.000
-2.81
10.75
L
Experian
3,524.000
12/08/24
1.18
2,636.000
2,608.000
28.000
1.07
-3.82
Glencore
410.250
12/08/24
1.27
325.150
259.750
65.400
25.18
57.55
L
SSE
1,878.000
12/08/24
0.86
1,520.000
1,525.000
-5.000
-0.33
11.49
Barclays
220.100
12/08/24
0.85
179.220
137.120
42.100
30.70
38.46
F&C Investment Trust
1,026.000
12/08/24
838.000
777.000
61.000
7.85
13.25
Pearson
1,034.500
12/08/24
-0.72
863.000
718.000
145.000
20.19
38.93
Aviva
484.200
12/08/24
0.35
406.700
341.300
65.400
19.16
29.32
L
Lloyds Bank
56.800
12/08/24
-0.28
48.070
33.835
14.235
42.07
45.17
Next
9,542.000
12/08/24
0.23
8,082.000
7,882.000
200.000
2.54
27.22
S
Flutter
14,685.000
12/08/24
-1.28
12,460.000
14,120.000
-1,660.000
-11.76
-4.46
L
Smiths Group
1,743.000
12/08/24
0.52
1,540.000
1,475.500
64.500
4.37
5.78
GSK
1,572.000
12/08/24
0.42
1,389.750
1,415.340
-25.590
-1.81
-3.12
Antofagasta
1,879.500
12/08/24
1.79
1,702.000
1,474.500
227.500
15.43
39.73
L
Unilever Plc
4,714.000
12/08/24
-0.34
4,310.500
4,465.000
-154.500
-3.46
-1.01
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
2,493.000
2,233.000
260.000
11.64
15.40
Berkeley
5,070.000
12/08/24
1.00
4,669.000
4,423.000
246.000
5.56
5.45
Ass Brit Foods
2,435.000
12/08/24
-0.90
2,277.000
2,200.000
77.000
3.50
9.87
DS Smith
444.000
12/08/24
1.19
419.800
370.400
49.400
13.34
25.68
S
National Grid
978.400
12/08/24
-0.04
931.100
888.000
43.100
4.85
4.81
ConvaTec
231.600
12/08/24
-0.17
223.000
203.800
19.200
9.42
12.95
Weir Group
1,904.000
12/08/24
0.79
1,836.500
1,889.000
-52.500
-2.78
23.97
Ashtead
5,152.000
12/08/24
-0.43
4,976.000
3,748.000
1,228.000
32.76
57.21
J Sainsbury
269.600
12/08/24
0.67
264.500
249.100
15.400
6.18
24.95
⇓ instrument
freshest
⇓ Δday
17/05/21
Δwk
25/01/21
prc diff
⇓ Δ16
⇓ ∅-RS
L
Halma
2,527.000
12/08/24
0.04
2,480.000
2,597.000
-117.000
-4.51
5.02
S
United Utilities
988.800
12/08/24
-0.12
977.600
952.600
25.000
2.62
8.04
S
Severn Trent
2,514.000
12/08/24
-0.63
2,491.000
2,391.000
100.000
4.18
4.04
Melrose
486.700
12/08/24
0.19
484.350
497.100
-12.750
-2.56
18.15
L
Rentokil Initial
469.000
12/08/24
1.01
468.500
525.000
-56.500
-10.76
-9.04
Haleon
373.200
12/08/24
-1.01
-na-
L
BAT
2,801.000
12/08/24
2,816.500
2,740.000
76.500
2.79
2.35
Rightmove
537.200
12/08/24
0.04
569.200
623.400
-54.200
-8.69
-6.03
Admiral Group
2,698.000
12/08/24
0.86
2,948.000
2,945.000
3.000
0.10
8.15
S
Whitbread
2,814.000
12/08/24
-1.44
3,085.000
3,035.000
50.000
1.65
12.94
L
Taylor Wimpey
158.000
12/08/24
0.54
175.650
156.150
19.500
12.49
21.39
L
Segro
884.600
12/08/24
-0.96
999.000
988.200
10.800
1.09
7.30
Int Cons Airlines
166.450
12/08/24
-0.06
189.680
140.000
49.680
35.49
15.29
S
M&G
203.900
12/08/24
1.09
236.500
190.750
45.750
23.98
33.29
Land Securities
615.500
12/08/24
-0.73
715.000
613.100
101.900
16.62
16.04
L
BT Group
141.500
12/08/24
8.43
166.200
131.600
34.600
26.29
36.73
DCC
5,135.000
12/08/24
-0.29
6,096.000
5,734.000
362.000
6.31
0.34
S
Unite
934.000
12/08/24
-1.11
1,112.000
952.000
160.000
16.81
15.45
Smurfit Kappa
3,058.000
12/08/24
0.07
3,784.000
3,600.000
184.000
5.11
22.75
S
Legal & General
225.600
12/08/24
0.53
280.200
256.200
24.000
9.37
19.30
Intertek
4,680.000
12/08/24
0.60
5,838.000
5,630.000
208.000
3.69
1.98
Rio Tinto
4,942.000
12/08/24
0.56
6,275.000
5,877.000
398.000
6.77
22.77
S
B&M
444.600
12/08/24
-2.22
565.400
526.800
38.600
7.33
16.97
Smith and Nephew
1,156.000
12/08/24
-0.86
1,516.500
1,611.000
-94.500
-5.87
0.19
L
British Land
395.000
12/08/24
-0.40
518.400
429.800
88.600
20.61
22.66
⇓ instrument
freshest
⇓ Δday
17/05/21
Δwk
25/01/21
prc diff
⇓ Δ16
⇓ ∅-RS
S
RS Group
754.000
12/08/24
-0.40
1,007.000
897.000
110.000
12.26
27.62
Scottish Mortgage
824.600
12/08/24
-0.17
1,118.000
1,306.000
-188.000
-14.40
9.92
Phoenix
538.000
12/08/24
0.47
729.600
691.000
38.600
5.59
4.89
Kingfisher
271.400
12/08/24
0.18
368.600
270.800
97.800
36.12
37.71
Mondi
1,423.000
12/08/24
-0.42
1,936.000
1,781.500
154.500
8.67
17.33
S
Diageo
2,451.500
12/08/24
1.03
3,361.000
2,895.000
466.000
16.10
18.19
WPP Group
690.200
12/08/24
1.68
971.600
768.800
202.800
26.38
34.68
L
Barratt Developments
524.600
12/08/24
0.15
759.400
687.000
72.400
10.54
27.61
L
Anglo American
2,232.500
12/08/24
0.29
3,297.500
2,515.000
782.500
31.11
49.80
L
JD Sports Fashion
120.350
12/08/24
-4.07
179.080
163.600
15.480
9.46
18.65
Reckitt Benckiser
4,180.000
12/08/24
6,362.000
6,554.000
-192.000
-2.93
-7.20
L
Hargreaves Lansdown
1,102.000
12/08/24
1,696.000
1,658.000
38.000
2.29
6.25
S
Spirax-Sarco
7,715.000
12/08/24
0.72
12,120.000
11,675.000
445.000
3.81
10.46
Fresnillo
540.000
12/08/24
0.93
915.800
1,082.000
-166.200
-15.36
-11.05
S
Croda
3,829.000
12/08/24
-0.05
6,554.000
6,474.000
80.000
1.24
8.35
L
Abrdn
152.950
12/08/24
2.51
267.900
302.900
-35.000
-11.55
0.13
L
Schroders
337.200
12/08/24
-0.12
600.950
588.200
12.750
2.17
12.73
Endeavour Mining
1,567.000
12/08/24
1.89
2,885.000
2,749.000
136.000
4.95
-4.59
L
Vodafone
74.440
12/08/24
0.87
141.700
128.400
13.300
10.36
14.84
L
St. James´s Place
691.000
12/08/24
-1.22
1,358.500
1,180.000
178.500
15.13
27.92
L
Persimmon
1,577.500
12/08/24
0.03
3,108.000
2,685.000
423.000
15.75
17.36
Johnson Matthey
1,577.000
12/08/24
0.06
3,205.000
2,893.000
312.000
10.78
27.22
Prudential
635.400
12/08/24
0.41
1,495.500
1,357.000
138.500
10.21
18.13
S
Entain
580.400
12/08/24
3.98
1,550.000
1,271.000
279.000
21.95
51.17
S
Burberry Group
671.000
12/08/24
-2.02
2,088.000
1,687.000
401.000
23.77
26.67
⇓ instrument
freshest
⇓ Δday
17/05/21
Δwk
25/01/21
prc diff
⇓ Δ16
⇓ ∅-RS
Ocado
376.700
12/08/24
0.72
1,966.000
2,754.000
-788.000
-28.61
-12.93
FTSE - 99 out of 100 instruments rated - 17/05/21 / 25/01/21 - 74 did rise, Market-Ratio(16) = 74.75 %
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
2/01/06
19/06/06
168
- cash -
short
19/06/06
4/09/06
77
Carnival
100
455
21.940
22.800
21.080
-0.860
-4
9,609
-17
long
4/09/06
30/07/07
329
LSE Group
100
869
11.054
12.288
1.234
11
10,681
12
short
30/07/07
16/02/09
567
Taylor Wimpey
100
4,690
2.277
0.133
39.040
36.763
1,614
183,097
523
long
16/02/09
5/07/10
504
Randgold Res
100
5,628
32.530
61.250
28.720
88
344,734
58
short
5/07/10
6/09/10
63
BP
100
103,430
3.333
4.065
2.601
-0.732
-22
269,023
-76
long
6/09/10
8/08/11
336
Croda
100
18,905
14.230
17.700
3.470
24
334,623
27
short
8/08/11
28/11/11
112
Lloyds Bank
100
1,019,881
0.328
0.237
0.455
0.127
39
463,740
190
long
28/11/11
4/06/12
189
Next
100
17,414
26.630
29.930
3.300
12
521,206
25
short
4/06/12
30/07/12
56
Aviva
100
192,753
2.704
2.990
2.418
-0.286
-11
466,079
-52
long
30/07/12
24/08/15
1120
Ashtead
100
178,779
2.607
8.830
6.223
239
1,578,621
49
short
24/08/15
9/05/16
259
Glencore
100
1,144,757
1.379
1.326
1.435
0.056
4
1,642,384
6
long
9/05/16
8/10/18
882
Fresnillo
100
158,073
10.390
7.780
-2.610
-25
1,229,813
-11
short
8/10/18
11/02/19
126
Fresnillo
100
158,073
7.780
9.696
5.864
-1.916
-25
926,945
-56
long
11/02/19
9/03/20
392
Micro Focus
100
55,175
16.800
5.924
-10.876
-65
326,862
-62
short
9/03/20
6/07/20
119
Micro Focus
100
55,175
5.924
4.387
8.000
2.076
35
441,378
151
long
6/07/20
7/03/22
609
Scottish Mortgage
100
49,151
8.980
8.560
-0.420
-5
420,734
-3
short
7/03/22
9/01/23
308
Polymetal
100
243,833
1.726
3.150
0.301
-1.425
-83
73,394
-87
long
9/01/23
21/08/23
224
Antofagasta
100
4,251
17.265
13.900
-3.365
-19
59,090
-30
short
21/08/23
11/12/23
112
Fresnillo
100
11,586
5.100
5.760
4.440
-0.660
-13
51,443
-36
long
11/12/23
12/08/24
245
Rolls-Royce
100
17,326
2.969
4.867
1.898
64
84,327
109
accum 19/06/06
12/08/24 7268
days out of 7436 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 30/07/07 16/02/09 567 2.28 0.13 39.04 36.76 1,614.37 1,614.37
Ashtead long 30/07/12 24/08/15 1120 2.61 8.83 6.22 238.70 238.70
Randgold Res long 16/02/09 5/07/10 504 32.53 61.25 28.72 88.29 88.29
Rolls-Royce long 11/12/23 12/08/24 245 2.97 4.87 1.90 63.93 63.93
Lloyds Bank short 8/08/11 28/11/11 112 0.33 0.24 0.45 0.13 38.59 38.59
Croda long 6/09/10 8/08/11 336 14.23 17.70 3.47 24.39 24.39
Next long 28/11/11 4/06/12 189 26.63 29.93 3.30 12.39 12.39
LSE Group long 4/09/06 30/07/07 329 11.05 12.29 1.23 11.17 11.17
Glencore short 24/08/15 9/05/16 259 1.38 1.33 1.43 0.06 4.04 4.04
Carnival short 19/06/06 4/09/06 77 21.94 22.80 21.08 -0.86 -3.92 -3.92
Scottish Mortgage long 6/07/20 7/03/22 609 8.98 8.56 -0.42 -4.68 -4.68
Aviva short 4/06/12 30/07/12 56 2.70 2.99 2.42 -0.29 -10.58 -10.58
Antofagasta long 9/01/23 21/08/23 224 17.27 13.90 -3.37 -19.49 -19.49
BP short 5/07/10 6/09/10 63 3.33 4.07 2.60 -0.73 -21.96 -21.96
Fresnillo long 9/05/16 8/10/18 882 10.39 7.78 -2.61 -25.12
short 8/10/18 11/02/19 126 7.78 9.70 5.86 -1.92 -24.63
short 21/08/23 11/12/23 112 5.10 5.76 4.44 -0.66 -12.94 -50.86
Micro Focus long 11/02/19 9/03/20 392 16.80 5.92 -10.88 -64.74
short 9/03/20 6/07/20 119 5.92 4.39 8.00 2.08 35.04 -52.38
Polymetal short 7/03/22 9/01/23 308 1.73 3.15 0.30 -1.42 -82.56 -82.56
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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