Assessment - FTSE 100 Index - 7/05/21 - RS = 16
⇐
instrument
freshest
⇓ Δday
7/05/21
⇓ Δwk
3/15/21
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
7,164.910
6,749.700
415.210
6.15
10.99
L
3i Group
3,018.000
8/12/24
0.23
1,213.500
1,175.500
38.000
3.23
12.31
L
Abrdn
152.950
8/12/24
2.51
277.900
283.600
-5.700
-2.01
2.51
Admiral Group
2,698.000
8/12/24
0.86
3,139.000
2,912.000
227.000
7.80
10.60
L
Airtel Africa
110.000
8/12/24
-0.63
82.600
79.800
2.800
3.51
15.66
L
Anglo American
2,232.500
8/12/24
0.29
2,986.000
2,997.000
-11.000
-0.37
25.56
Antofagasta
1,879.500
8/12/24
1.79
1,471.500
1,736.500
-265.000
-15.26
11.26
Ashtead
5,152.000
8/12/24
-0.43
5,460.000
4,237.000
1,223.000
28.86
57.31
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,331.000
2,456.000
-125.000
-5.09
9.50
L
AstraZeneca
12,780.000
8/12/24
0.63
8,678.000
6,978.000
1,700.000
24.36
9.75
L
Auto Trader
797.800
8/12/24
0.81
642.400
563.000
79.400
14.10
12.93
Aviva
484.200
8/12/24
0.35
416.000
391.100
24.900
6.37
24.64
S
B&M
444.600
8/12/24
-2.22
571.400
533.600
37.800
7.08
11.70
BAE Systems
1,303.500
8/12/24
2.04
527.400
507.200
20.200
3.98
5.87
Barclays
220.100
8/12/24
0.85
177.700
180.280
-2.580
-1.43
29.83
L
Barratt Developments
524.600
8/12/24
0.15
723.200
748.600
-25.400
-3.39
15.69
Beazley
732.000
8/12/24
1.24
337.100
354.600
-17.500
-4.94
-4.63
Berkeley
5,070.000
8/12/24
1.00
4,733.000
4,347.000
386.000
8.88
5.40
BP
439.600
8/12/24
1.35
324.250
316.150
8.100
2.56
18.16
L
BAT
2,801.000
8/12/24
2,828.500
2,673.500
155.000
5.80
4.27
L
British Land
395.000
8/12/24
-0.40
522.200
508.600
13.600
2.67
19.46
L
BT Group
141.500
8/12/24
8.43
194.600
138.600
56.000
40.40
52.04
S
Bunzl
3,202.000
8/12/24
0.50
2,440.000
2,242.000
198.000
8.83
2.90
S
Burberry Group
671.000
8/12/24
-2.02
2,047.000
2,112.000
-65.000
-3.08
18.93
Centrica
127.300
8/12/24
3.29
52.880
54.980
-2.100
-3.82
11.42
instrument
freshest
⇓ Δday
7/05/21
⇓ Δwk
3/15/21
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,635.000
2,373.000
262.000
11.04
18.11
Compass Group
2,354.000
8/12/24
0.90
1,600.000
1,607.000
-7.000
-0.44
18.01
ConvaTec
231.600
8/12/24
-0.17
244.600
192.000
52.600
27.40
21.64
CRH (L)
6,416.000
8/12/24
-1.35
3,675.000
3,435.000
240.000
6.99
16.57
S
Croda
3,829.000
8/12/24
-0.05
7,440.000
6,184.000
1,256.000
20.31
17.85
DCC
5,135.000
8/12/24
-0.29
5,960.000
6,004.000
-44.000
-0.73
-0.74
S
Diageo
2,451.500
8/12/24
1.03
3,479.500
3,009.500
470.000
15.62
19.34
DS Smith
444.000
8/12/24
1.19
434.000
400.200
33.800
8.45
26.02
Endeavour Mining
1,567.000
8/12/24
1.89
1,623.500
2,447.000
-823.500
-33.65
-43.37
S
Entain
580.400
8/12/24
3.98
1,855.500
1,496.000
359.500
24.03
63.56
L
Experian
3,524.000
8/12/24
1.18
2,845.000
2,431.000
414.000
17.03
3.89
F&C Investment Trust
1,026.000
8/12/24
875.000
787.000
88.000
11.18
14.87
S
Flutter
14,685.000
8/12/24
-1.28
13,675.000
16,875.000
-3,200.000
-18.96
1.84
L
Frasers
838.500
8/12/24
-0.42
614.500
492.600
121.900
24.75
47.86
Fresnillo
540.000
8/12/24
0.93
812.000
951.800
-139.800
-14.69
-22.31
Glencore
410.250
8/12/24
1.27
320.150
285.100
35.050
12.29
42.18
GSK
1,572.000
8/12/24
0.42
1,442.940
1,275.310
167.630
13.14
2.87
Haleon
373.200
8/12/24
-1.01
-na-
L
Halma
2,527.000
8/12/24
0.04
2,744.000
2,289.000
455.000
19.88
13.81
L
Hargreaves Lansdown
1,102.000
8/12/24
1,614.500
1,510.000
104.500
6.92
1.48
Hiscox
1,189.000
8/12/24
1.89
854.200
840.400
13.800
1.64
-2.10
L
HSBC
643.900
8/12/24
0.22
423.100
424.000
-0.900
-0.21
10.81
L
Imperial Brands
2,134.000
8/12/24
0.38
1,574.000
1,420.500
153.500
10.81
9.03
Informa
807.800
8/12/24
1.03
523.400
563.400
-40.000
-7.10
6.76
InterContinental Hot
7,228.000
8/12/24
-0.61
4,929.000
5,178.000
-249.000
-4.81
8.01
instrument
freshest
⇓ Δday
7/05/21
⇓ Δwk
3/15/21
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
181.920
217.600
-35.680
-16.40
12.86
Intertek
4,680.000
8/12/24
0.60
5,554.000
5,342.000
212.000
3.97
-3.71
J Sainsbury
269.600
8/12/24
0.67
278.200
235.700
42.500
18.03
26.45
L
JD Sports Fashion
120.350
8/12/24
-4.07
195.520
167.240
28.280
16.91
22.75
Johnson Matthey
1,577.000
8/12/24
0.06
3,091.000
3,126.000
-35.000
-1.12
16.33
Kingfisher
271.400
8/12/24
0.18
372.600
308.300
64.300
20.86
27.97
Land Securities
615.500
8/12/24
-0.73
704.600
678.500
26.100
3.85
11.84
S
Legal & General
225.600
8/12/24
0.53
266.200
287.000
-20.800
-7.25
9.54
L
Lloyds Bank
56.800
8/12/24
-0.28
47.710
41.100
6.610
16.08
36.87
L
LSE Group
9,938.000
8/12/24
1.12
7,876.000
7,560.000
316.000
4.18
-5.44
S
M&G
203.900
8/12/24
1.09
230.900
219.100
11.800
5.39
21.86
Melrose
486.700
8/12/24
0.19
487.800
534.600
-46.800
-8.75
12.85
Mondi
1,423.000
8/12/24
-0.42
1,941.000
1,833.000
108.000
5.89
13.64
S
National Grid
978.400
8/12/24
-0.04
924.000
844.800
79.200
9.38
4.08
L
NatWest
334.600
8/12/24
0.48
206.900
188.450
18.450
9.79
39.66
Next
9,542.000
8/12/24
0.23
7,940.000
7,784.000
156.000
2.00
16.82
Ocado
376.700
8/12/24
0.72
1,985.000
2,114.000
-129.000
-6.10
-11.48
Pearson
1,034.500
8/12/24
-0.72
828.600
802.200
26.400
3.29
25.05
Pershing Square
3,534.000
8/12/24
-0.79
2,685.000
2,620.000
65.000
2.48
14.59
L
Persimmon
1,577.500
8/12/24
0.03
3,063.000
2,951.000
112.000
3.80
11.19
Phoenix
538.000
8/12/24
0.47
687.200
721.600
-34.400
-4.77
-2.95
Prudential
635.400
8/12/24
0.41
1,408.500
1,545.000
-136.500
-8.83
7.44
Reckitt Benckiser
4,180.000
8/12/24
6,485.000
6,242.000
243.000
3.89
-4.17
RELX
3,531.000
8/12/24
0.57
1,974.500
1,734.500
240.000
13.84
10.36
L
Rentokil Initial
469.000
8/12/24
1.01
500.400
475.000
25.400
5.35
-2.55
instrument
freshest
⇓ Δday
7/05/21
⇓ Δwk
3/15/21
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
653.800
559.600
94.200
16.83
6.35
Rio Tinto
4,942.000
8/12/24
0.56
6,040.000
5,597.000
443.000
7.91
13.20
Rolls-Royce
486.700
8/12/24
0.35
104.980
118.000
-13.020
-11.03
-17.02
S
RS Group
754.000
8/12/24
-0.40
1,075.000
974.500
100.500
10.31
27.97
S
Sage Group
1,005.500
8/12/24
1.03
686.800
587.800
99.000
16.84
6.33
L
Schroders
337.200
8/12/24
-0.12
600.610
574.770
25.840
4.50
9.88
Scottish Mortgage
824.600
8/12/24
-0.17
1,328.500
1,158.000
170.500
14.72
21.63
L
Segro
884.600
8/12/24
-0.96
1,118.000
912.400
205.600
22.53
16.79
S
Severn Trent
2,514.000
8/12/24
-0.63
2,563.000
2,246.000
317.000
14.11
6.85
Shell
2,799.000
8/12/24
0.83
1,490.000
1,550.400
-60.400
-3.90
17.47
Smith and Nephew
1,156.000
8/12/24
-0.86
1,586.500
1,395.500
191.000
13.69
5.54
L
Smiths Group
1,743.000
8/12/24
0.52
1,611.500
1,524.000
87.500
5.74
7.86
Smurfit Kappa
3,058.000
8/12/24
0.07
3,986.000
3,318.000
668.000
20.13
22.97
S
Spirax-Sarco
7,715.000
8/12/24
0.72
13,725.000
11,435.000
2,290.000
20.03
20.61
L
SSE
1,878.000
8/12/24
0.86
1,517.000
1,390.500
126.500
9.10
8.73
L
St. James´s Place
691.000
8/12/24
-1.22
1,541.000
1,243.500
297.500
23.92
36.97
Standard Chartered
722.000
8/12/24
0.92
459.400
492.600
-33.200
-6.74
3.02
L
Taylor Wimpey
158.000
8/12/24
0.54
164.800
181.800
-17.000
-9.35
12.09
L
Tesco
333.500
8/12/24
0.91
231.500
222.300
9.200
4.14
-10.68
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,264.500
3,973.000
291.500
7.34
-1.92
S
Unite
934.000
8/12/24
-1.11
1,124.000
998.000
126.000
12.63
12.75
S
United Utilities
988.800
8/12/24
-0.12
1,000.000
893.200
106.800
11.96
9.37
L
Vodafone
74.440
8/12/24
0.87
122.160
133.060
-10.900
-8.19
-0.91
Weir Group
1,904.000
8/12/24
0.79
1,888.000
1,823.500
64.500
3.54
16.15
S
Whitbread
2,814.000
8/12/24
-1.44
3,240.000
3,463.000
-223.000
-6.44
14.98
instrument
freshest
⇓ Δday
7/05/21
⇓ Δwk
3/15/21
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
994.400
904.800
89.600
9.90
30.24
FTSE - 99 out of 100 instruments rated - 7/05/21 / 3/15/21 - 69 did rise, Market-Ratio(16) = 69.70 %
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 7122
days out of 7290 invested (98%)
743
84,327
12
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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