Assessment - FTSE 100 Index - 8/02/21 - RS = 16
⇐
instrument
freshest
⇓ Δday
8/02/21
⇓ Δwk
4/12/21
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
7,081.720
6,889.120
192.600
2.80
8.66
L
3i Group
3,018.000
8/12/24
0.23
1,293.000
1,238.000
55.000
4.44
16.31
L
Abrdn
152.950
8/12/24
2.51
288.000
296.200
-8.200
-2.77
5.79
Admiral Group
2,698.000
8/12/24
0.86
3,383.000
3,204.000
179.000
5.59
16.02
L
Airtel Africa
110.000
8/12/24
-0.63
86.850
84.100
2.750
3.27
18.86
L
Anglo American
2,232.500
8/12/24
0.29
3,300.000
3,029.000
271.000
8.95
34.33
Antofagasta
1,879.500
8/12/24
1.79
1,520.500
1,700.000
-179.500
-10.56
11.64
Ashtead
5,152.000
8/12/24
-0.43
5,368.000
4,542.000
826.000
18.19
46.52
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,030.000
2,463.000
-433.000
-17.58
-5.34
L
AstraZeneca
12,780.000
8/12/24
0.63
8,274.000
7,225.000
1,049.000
14.52
4.89
L
Auto Trader
797.800
8/12/24
0.81
658.400
570.600
87.800
15.39
13.98
Aviva
484.200
8/12/24
0.35
388.000
408.100
-20.100
-4.93
13.30
S
B&M
444.600
8/12/24
-2.22
560.000
535.600
24.400
4.56
7.32
BAE Systems
1,303.500
8/12/24
2.04
582.600
505.000
77.600
15.37
16.07
Barclays
220.100
8/12/24
0.85
175.900
188.080
-12.180
-6.48
24.82
L
Barratt Developments
524.600
8/12/24
0.15
711.000
780.800
-69.800
-8.94
11.30
Beazley
732.000
8/12/24
1.24
399.400
344.600
54.800
15.90
14.45
Berkeley
5,070.000
8/12/24
1.00
4,879.000
4,593.000
286.000
6.23
8.12
BP
439.600
8/12/24
1.35
289.750
298.400
-8.650
-2.90
5.63
L
BAT
2,801.000
8/12/24
2,704.000
2,788.500
-84.500
-3.03
-0.14
L
British Land
395.000
8/12/24
-0.40
519.600
508.200
11.400
2.24
16.08
L
BT Group
141.500
8/12/24
8.43
174.700
152.050
22.650
14.90
31.62
S
Bunzl
3,202.000
8/12/24
0.50
2,674.000
2,434.000
240.000
9.86
11.64
S
Burberry Group
671.000
8/12/24
-2.02
2,125.000
2,052.000
73.000
3.56
20.32
Centrica
127.300
8/12/24
3.29
45.950
58.040
-12.090
-20.83
-4.60
instrument
freshest
⇓ Δday
8/02/21
⇓ Δwk
4/12/21
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,737.000
2,441.000
296.000
12.13
20.37
Compass Group
2,354.000
8/12/24
0.90
1,519.000
1,573.000
-54.000
-3.43
9.52
ConvaTec
231.600
8/12/24
-0.17
224.700
198.400
26.300
13.26
9.83
CRH (L)
6,416.000
8/12/24
-1.35
3,617.000
3,509.000
108.000
3.08
13.16
S
Croda
3,829.000
8/12/24
-0.05
8,494.000
6,570.000
1,924.000
29.28
31.33
DCC
5,135.000
8/12/24
-0.29
6,020.000
6,272.000
-252.000
-4.02
1.45
S
Diageo
2,451.500
8/12/24
1.03
3,600.500
3,162.000
438.500
13.87
21.54
DS Smith
444.000
8/12/24
1.19
426.100
407.500
18.600
4.56
19.76
Endeavour Mining
1,567.000
8/12/24
1.89
1,745.000
2,746.000
-1,001.000
-36.45
-34.94
S
Entain
580.400
8/12/24
3.98
1,819.500
1,573.000
246.500
15.67
50.77
L
Experian
3,524.000
8/12/24
1.18
3,213.000
2,648.000
565.000
21.34
16.89
F&C Investment Trust
1,026.000
8/12/24
858.000
841.000
17.000
2.02
10.83
S
Flutter
14,685.000
8/12/24
-1.28
12,460.000
15,085.000
-2,625.000
-17.40
-8.22
L
Frasers
838.500
8/12/24
-0.42
607.500
491.800
115.700
23.53
38.25
Fresnillo
540.000
8/12/24
0.93
822.800
886.800
-64.000
-7.22
-19.32
Glencore
410.250
8/12/24
1.27
326.800
286.200
40.600
14.19
39.19
GSK
1,572.000
8/12/24
0.42
1,438.100
1,307.150
130.950
10.02
3.47
Haleon
373.200
8/12/24
-1.01
-na-
L
Halma
2,527.000
8/12/24
0.04
2,922.000
2,535.000
387.000
15.27
19.43
L
Hargreaves Lansdown
1,102.000
8/12/24
1,637.000
1,677.000
-40.000
-2.39
2.95
Hiscox
1,189.000
8/12/24
1.89
865.600
866.200
-0.600
-0.07
-1.32
L
HSBC
643.900
8/12/24
0.22
396.150
432.550
-36.400
-8.42
3.18
L
Imperial Brands
2,134.000
8/12/24
0.38
1,557.000
1,553.500
3.500
0.23
7.10
Informa
807.800
8/12/24
1.03
495.500
576.000
-80.500
-13.98
-0.17
InterContinental Hot
7,228.000
8/12/24
-0.61
4,769.000
5,124.000
-355.000
-6.93
2.55
instrument
freshest
⇓ Δday
8/02/21
⇓ Δwk
4/12/21
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
173.460
206.350
-32.890
-15.94
8.94
Intertek
4,680.000
8/12/24
0.60
5,158.000
5,984.000
-826.000
-13.80
-10.61
J Sainsbury
269.600
8/12/24
0.67
285.200
245.100
40.100
16.36
26.08
L
JD Sports Fashion
120.350
8/12/24
-4.07
184.600
182.720
1.880
1.03
12.37
Johnson Matthey
1,577.000
8/12/24
0.06
2,962.000
3,152.000
-190.000
-6.03
8.71
Kingfisher
271.400
8/12/24
0.18
370.400
334.700
35.700
10.67
22.69
Land Securities
615.500
8/12/24
-0.73
721.800
710.000
11.800
1.66
12.66
S
Legal & General
225.600
8/12/24
0.53
265.000
296.200
-31.200
-10.53
7.64
L
Lloyds Bank
56.800
8/12/24
-0.28
46.235
44.390
1.845
4.16
28.59
L
LSE Group
9,938.000
8/12/24
1.12
7,500.000
7,500.000
0.000
0.00
-9.30
S
M&G
203.900
8/12/24
1.09
231.700
217.200
14.500
6.68
19.84
Melrose
486.700
8/12/24
0.19
505.200
514.800
-9.600
-1.86
13.70
Mondi
1,423.000
8/12/24
-0.42
2,004.000
1,894.500
109.500
5.78
14.82
S
National Grid
978.400
8/12/24
-0.04
928.100
899.400
28.700
3.19
4.23
L
NatWest
334.600
8/12/24
0.48
204.500
198.800
5.700
2.87
32.68
Next
9,542.000
8/12/24
0.23
7,972.000
8,100.000
-128.000
-1.58
12.77
Ocado
376.700
8/12/24
0.72
1,868.000
2,100.000
-232.000
-11.05
-16.05
Pearson
1,034.500
8/12/24
-0.72
827.000
796.800
30.200
3.79
20.89
Pershing Square
3,534.000
8/12/24
-0.79
2,550.000
2,775.000
-225.000
-8.11
6.25
L
Persimmon
1,577.500
8/12/24
0.03
2,912.000
3,137.000
-225.000
-7.17
4.43
Phoenix
538.000
8/12/24
0.47
684.600
736.800
-52.200
-7.08
-3.59
Prudential
635.400
8/12/24
0.41
1,363.500
1,552.500
-189.000
-12.17
3.10
Reckitt Benckiser
4,180.000
8/12/24
5,615.000
6,634.000
-1,019.000
-15.36
-15.90
RELX
3,531.000
8/12/24
0.57
2,116.000
1,911.000
205.000
10.73
17.25
L
Rentokil Initial
469.000
8/12/24
1.01
567.800
513.000
54.800
10.68
11.01
instrument
freshest
⇓ Δday
8/02/21
⇓ Δwk
4/12/21
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
719.000
600.600
118.400
19.71
15.70
Rio Tinto
4,942.000
8/12/24
0.56
6,216.000
5,645.000
571.000
10.12
14.45
Rolls-Royce
486.700
8/12/24
0.35
103.480
108.220
-4.740
-4.38
-12.86
S
RS Group
754.000
8/12/24
-0.40
1,020.000
1,020.000
0.000
0.00
17.23
S
Sage Group
1,005.500
8/12/24
1.03
713.600
647.000
66.600
10.29
10.44
L
Schroders
337.200
8/12/24
-0.12
627.640
619.310
8.330
1.35
13.20
Scottish Mortgage
824.600
8/12/24
-0.17
1,329.500
1,181.000
148.500
12.57
18.26
L
Segro
884.600
8/12/24
-0.96
1,228.500
966.000
262.500
27.17
26.29
S
Severn Trent
2,514.000
8/12/24
-0.63
2,817.000
2,432.000
385.000
15.83
16.68
Shell
2,799.000
8/12/24
0.83
1,453.400
1,402.600
50.800
3.62
13.69
Smith and Nephew
1,156.000
8/12/24
-0.86
1,439.000
1,400.500
38.500
2.75
-3.98
L
Smiths Group
1,743.000
8/12/24
0.52
1,572.000
1,592.500
-20.500
-1.29
4.56
Smurfit Kappa
3,058.000
8/12/24
0.07
4,046.000
3,444.000
602.000
17.48
20.31
S
Spirax-Sarco
7,715.000
8/12/24
0.72
15,195.000
12,020.000
3,175.000
26.41
30.52
L
SSE
1,878.000
8/12/24
0.86
1,464.000
1,533.000
-69.000
-4.50
4.06
L
St. James´s Place
691.000
8/12/24
-1.22
1,622.000
1,334.000
288.000
21.59
39.53
Standard Chartered
722.000
8/12/24
0.92
436.700
496.900
-60.200
-12.12
-2.08
L
Taylor Wimpey
158.000
8/12/24
0.54
165.850
184.850
-19.000
-10.28
11.61
L
Tesco
333.500
8/12/24
0.91
233.600
232.000
1.600
0.69
-8.69
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,133.000
4,135.500
-2.500
-0.06
-4.64
S
Unite
934.000
8/12/24
-1.11
1,184.500
1,090.500
94.000
8.62
17.07
S
United Utilities
988.800
8/12/24
-0.12
1,081.500
969.600
111.900
11.54
16.97
L
Vodafone
74.440
8/12/24
0.87
116.800
134.820
-18.020
-13.37
-4.76
Weir Group
1,904.000
8/12/24
0.79
1,732.000
1,843.500
-111.500
-6.05
2.06
S
Whitbread
2,814.000
8/12/24
-1.44
3,083.000
3,446.000
-363.000
-10.53
6.95
instrument
freshest
⇓ Δday
8/02/21
⇓ Δwk
4/12/21
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
935.000
939.600
-4.600
-0.49
18.12
FTSE - 99 out of 100 instruments rated - 8/02/21 / 4/12/21 - 56 did rise, Market-Ratio(16) = 56.57 %
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 7345
days out of 7513 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
write an annotation