Assessment - FTSE 100 Index - 12/07/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
12/07/21
Δwk
22/03/21
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
12/08/24
0.52
7,125.420
6,726.100
399.320
5.94
10.11
Rolls-Royce
486.700
12/08/24
0.35
95.740
111.900
-16.160
-14.44
-23.22
L
3i Group
3,018.000
12/08/24
0.23
1,203.000
1,163.500
39.500
3.39
10.57
BAE Systems
1,303.500
12/08/24
2.04
536.200
488.300
47.900
9.81
7.50
Centrica
127.300
12/08/24
3.29
52.440
52.880
-0.440
-0.83
9.89
Beazley
732.000
12/08/24
1.24
355.800
345.600
10.200
2.95
1.10
Shell
2,799.000
12/08/24
0.83
1,456.400
1,484.800
-28.400
-1.91
14.58
CRH (L)
6,416.000
12/08/24
-1.35
3,601.000
3,227.000
374.000
11.59
13.73
RELX
3,531.000
12/08/24
0.57
2,029.000
1,775.000
254.000
14.31
13.31
L
NatWest
334.600
12/08/24
0.48
206.800
194.350
12.450
6.41
38.33
Informa
807.800
12/08/24
1.03
500.400
589.400
-89.000
-15.10
1.87
Standard Chartered
722.000
12/08/24
0.92
454.800
486.600
-31.800
-6.54
1.98
Compass Group
2,354.000
12/08/24
0.90
1,486.000
1,469.000
17.000
1.16
8.97
L
HSBC
643.900
12/08/24
0.22
412.850
425.000
-12.150
-2.86
8.06
InterContinental Hot
7,228.000
12/08/24
-0.61
4,712.000
4,972.000
-260.000
-5.23
2.73
L
AstraZeneca
12,780.000
12/08/24
0.63
8,762.000
7,344.000
1,418.000
19.31
10.81
S
Sage Group
1,005.500
12/08/24
1.03
703.600
587.600
116.000
19.74
8.92
BP
439.600
12/08/24
1.35
309.150
307.250
1.900
0.62
12.59
L
Tesco
333.500
12/08/24
0.91
236.000
229.600
6.400
2.79
-8.62
L
Frasers
838.500
12/08/24
-0.42
602.500
498.000
104.500
20.98
43.34
Hiscox
1,189.000
12/08/24
1.89
871.200
837.200
34.000
4.06
-0.21
L
Imperial Brands
2,134.000
12/08/24
0.38
1,588.500
1,474.000
114.500
7.77
9.96
Pershing Square
3,534.000
12/08/24
-0.79
2,635.000
2,610.000
25.000
0.96
11.70
Antofagasta
1,879.500
12/08/24
1.79
1,420.000
1,721.500
-301.500
-17.51
6.37
Glencore
410.250
12/08/24
1.27
317.050
279.450
37.600
13.46
39.23
⇓ instrument
freshest
⇓ Δday
12/07/21
Δwk
22/03/21
prc diff
⇓ Δ16
⇓ ∅-RS
L
Airtel Africa
110.000
12/08/24
-0.63
85.500
84.200
1.300
1.54
19.09
Barclays
220.100
12/08/24
0.85
172.720
180.960
-8.240
-4.55
25.23
Pearson
1,034.500
12/08/24
-0.72
824.600
790.000
34.600
4.38
23.59
L
LSE Group
9,938.000
12/08/24
1.12
7,942.000
7,250.000
692.000
9.54
-4.51
S
Bunzl
3,202.000
12/08/24
0.50
2,576.000
2,297.000
279.000
12.15
8.45
L
Auto Trader
797.800
12/08/24
0.81
648.400
581.200
67.200
11.56
13.57
L
SSE
1,878.000
12/08/24
0.86
1,538.500
1,426.500
112.000
7.85
10.06
Next
9,542.000
12/08/24
0.23
7,858.000
7,830.000
28.000
0.36
14.40
Aviva
484.200
12/08/24
0.35
401.800
397.500
4.300
1.08
19.52
L
Lloyds Bank
56.800
12/08/24
-0.28
47.170
41.000
6.170
15.05
34.32
L
Experian
3,524.000
12/08/24
1.18
2,984.000
2,447.000
537.000
21.95
9.01
F&C Investment Trust
1,026.000
12/08/24
869.000
788.000
81.000
10.28
13.61
S
Flutter
14,685.000
12/08/24
-1.28
12,630.000
16,915.000
-4,285.000
-25.33
-6.43
Ass Brit Foods
2,435.000
12/08/24
-0.90
2,122.000
2,396.000
-274.000
-11.44
-0.58
L
Unilever Plc
4,714.000
12/08/24
-0.34
4,307.500
4,022.000
285.500
7.10
-0.89
GSK
1,572.000
12/08/24
0.42
1,449.390
1,311.580
137.810
10.51
3.59
L
Smiths Group
1,743.000
12/08/24
0.52
1,620.000
1,472.000
148.000
10.05
8.19
Berkeley
5,070.000
12/08/24
1.00
4,733.000
4,374.000
359.000
8.21
5.22
DS Smith
444.000
12/08/24
1.19
421.300
398.700
22.600
5.67
21.38
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
2,579.000
2,264.000
315.000
13.91
14.97
S
National Grid
978.400
12/08/24
-0.04
945.100
846.400
98.700
11.66
6.44
Melrose
486.700
12/08/24
0.19
471.000
513.000
-42.000
-8.19
8.29
Weir Group
1,904.000
12/08/24
0.79
1,881.500
1,781.500
100.000
5.61
14.43
L
BAT
2,801.000
12/08/24
2,772.500
2,829.000
-56.500
-2.00
2.39
Haleon
373.200
12/08/24
-1.01
-na-
⇓ instrument
freshest
⇓ Δday
12/07/21
Δwk
22/03/21
prc diff
⇓ Δ16
⇓ ∅-RS
L
Taylor Wimpey
158.000
12/08/24
0.54
161.350
180.450
-19.100
-10.58
9.48
Endeavour Mining
1,567.000
12/08/24
1.89
1,620.000
2,589.000
-969.000
-37.43
-42.54
J Sainsbury
269.600
12/08/24
0.67
283.300
243.000
40.300
16.58
27.94
S
United Utilities
988.800
12/08/24
-0.12
1,042.500
886.400
156.100
17.61
13.79
S
Severn Trent
2,514.000
12/08/24
-0.63
2,669.000
2,234.000
435.000
19.47
11.19
Int Cons Airlines
166.450
12/08/24
-0.06
177.000
195.950
-18.950
-9.67
10.19
S
Whitbread
2,814.000
12/08/24
-1.44
3,038.000
3,329.000
-291.000
-8.74
7.22
Ashtead
5,152.000
12/08/24
-0.43
5,600.000
4,305.000
1,295.000
30.08
59.42
L
Rentokil Initial
469.000
12/08/24
1.01
511.000
494.400
16.600
3.36
-0.40
L
Halma
2,527.000
12/08/24
0.04
2,802.000
2,293.000
509.000
22.20
15.87
ConvaTec
231.600
12/08/24
-0.17
258.100
194.100
64.000
32.97
27.88
S
M&G
203.900
12/08/24
1.09
228.200
200.300
27.900
13.93
19.76
Land Securities
615.500
12/08/24
-0.73
699.000
677.100
21.900
3.23
10.57
DCC
5,135.000
12/08/24
-0.29
5,906.000
6,452.000
-546.000
-8.46
-1.37
S
Legal & General
225.600
12/08/24
0.53
268.100
272.100
-4.000
-1.47
9.93
Admiral Group
2,698.000
12/08/24
0.86
3,244.000
2,986.000
258.000
8.64
13.56
Intertek
4,680.000
12/08/24
0.60
5,632.000
5,488.000
144.000
2.62
-2.35
Rightmove
537.200
12/08/24
0.04
656.000
587.000
69.000
11.75
6.43
Rio Tinto
4,942.000
12/08/24
0.56
6,100.000
5,386.000
714.000
13.26
13.69
S
Unite
934.000
12/08/24
-1.11
1,165.000
1,012.000
153.000
15.12
16.46
S
B&M
444.600
12/08/24
-2.22
557.000
549.400
7.600
1.38
8.29
Phoenix
538.000
12/08/24
0.47
693.400
714.000
-20.600
-2.89
-2.17
Smurfit Kappa
3,058.000
12/08/24
0.07
3,985.000
3,450.000
535.000
15.51
21.95
L
British Land
395.000
12/08/24
-0.40
519.800
506.200
13.600
2.69
18.34
L
Anglo American
2,232.500
12/08/24
0.29
2,955.000
2,781.000
174.000
6.26
23.10
⇓ instrument
freshest
⇓ Δday
12/07/21
Δwk
22/03/21
prc diff
⇓ Δ16
⇓ ∅-RS
L
BT Group
141.500
12/08/24
8.43
187.300
145.700
41.600
28.55
44.90
L
Barratt Developments
524.600
12/08/24
0.15
696.800
763.400
-66.600
-8.72
10.79
L
Segro
884.600
12/08/24
-0.96
1,180.500
907.000
273.500
30.15
22.90
Smith and Nephew
1,156.000
12/08/24
-0.86
1,561.000
1,364.000
197.000
14.44
3.86
Kingfisher
271.400
12/08/24
0.18
368.700
324.000
44.700
13.80
25.40
Mondi
1,423.000
12/08/24
-0.42
1,970.000
1,852.000
118.000
6.37
14.78
WPP Group
690.200
12/08/24
1.68
967.000
922.200
44.800
4.86
25.58
S
Diageo
2,451.500
12/08/24
1.03
3,450.500
3,001.500
449.000
14.96
17.85
S
RS Group
754.000
12/08/24
-0.40
1,067.000
995.000
72.000
7.24
25.92
Fresnillo
540.000
12/08/24
0.93
790.400
945.200
-154.800
-16.38
-24.23
L
Hargreaves Lansdown
1,102.000
12/08/24
1,662.500
1,546.000
116.500
7.54
4.51
Reckitt Benckiser
4,180.000
12/08/24
6,489.000
6,488.000
1.000
0.02
-3.83
L
JD Sports Fashion
120.350
12/08/24
-4.07
188.440
167.560
20.880
12.46
17.47
Scottish Mortgage
824.600
12/08/24
-0.17
1,319.000
1,165.000
154.000
13.22
19.85
L
Vodafone
74.440
12/08/24
0.87
119.660
132.660
-13.000
-9.80
-2.82
S
Spirax-Sarco
7,715.000
12/08/24
0.72
14,110.000
11,295.000
2,815.000
24.92
23.27
L
Schroders
337.200
12/08/24
-0.12
618.290
598.570
19.720
3.29
12.78
L
Abrdn
152.950
12/08/24
2.51
283.200
294.200
-11.000
-3.74
4.42
L
Persimmon
1,577.500
12/08/24
0.03
2,977.000
2,939.000
38.000
1.29
7.55
Johnson Matthey
1,577.000
12/08/24
0.06
3,147.000
2,967.000
180.000
6.07
17.59
S
Croda
3,829.000
12/08/24
-0.05
7,710.000
6,326.000
1,384.000
21.88
21.36
Prudential
635.400
12/08/24
0.41
1,376.500
1,527.000
-150.500
-9.86
4.78
L
St. James´s Place
691.000
12/08/24
-1.22
1,526.500
1,268.000
258.500
20.39
34.60
S
Burberry Group
671.000
12/08/24
-2.02
2,044.000
2,014.000
30.000
1.49
18.27
S
Entain
580.400
12/08/24
3.98
1,865.000
1,560.500
304.500
19.51
61.79
⇓ instrument
freshest
⇓ Δday
12/07/21
Δwk
22/03/21
prc diff
⇓ Δ16
⇓ ∅-RS
Ocado
376.700
12/08/24
0.72
1,939.000
2,060.000
-121.000
-5.87
-13.49
FTSE - 99 out of 100 instruments rated - 12/07/21 / 22/03/21 - 73 did rise, Market-Ratio(16) = 73.74 %
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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