Assessment - FTSE 100 Index - 9/08/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
9/08/21
Δwk
19/04/21
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
12/08/24
0.52
7,132.300
7,000.080
132.220
1.89
9.10
Rolls-Royce
486.700
12/08/24
0.35
109.080
105.180
3.900
3.71
-7.02
Centrica
127.300
12/08/24
3.29
47.590
56.780
-9.190
-16.19
-1.06
L
3i Group
3,018.000
12/08/24
0.23
1,308.000
1,244.000
64.000
5.14
16.85
BAE Systems
1,303.500
12/08/24
2.04
569.400
523.000
46.400
8.87
13.09
Shell
2,799.000
12/08/24
0.83
1,470.600
1,396.800
73.800
5.28
14.51
Beazley
732.000
12/08/24
1.24
414.400
336.600
77.800
23.11
18.88
CRH (L)
6,416.000
12/08/24
-1.35
3,655.000
3,475.000
180.000
5.18
13.85
RELX
3,531.000
12/08/24
0.57
2,139.000
1,925.000
214.000
11.12
18.00
Informa
807.800
12/08/24
1.03
508.000
591.200
-83.200
-14.07
1.78
L
HSBC
643.900
12/08/24
0.22
410.750
428.100
-17.350
-4.05
6.60
L
AstraZeneca
12,780.000
12/08/24
0.63
8,195.000
7,418.000
777.000
10.47
3.99
Compass Group
2,354.000
12/08/24
0.90
1,512.500
1,575.500
-63.000
-4.00
8.27
Standard Chartered
722.000
12/08/24
0.92
464.000
495.200
-31.200
-6.30
3.81
L
NatWest
334.600
12/08/24
0.48
217.000
198.800
18.200
9.15
39.07
InterContinental Hot
7,228.000
12/08/24
-0.61
4,735.000
5,156.000
-421.000
-8.17
1.21
BP
439.600
12/08/24
1.35
305.450
300.850
4.600
1.53
11.29
L
Tesco
333.500
12/08/24
0.91
233.650
234.500
-0.850
-0.36
-8.37
S
Sage Group
1,005.500
12/08/24
1.03
718.200
644.000
74.200
11.52
11.25
L
Frasers
838.500
12/08/24
-0.42
608.000
509.000
99.000
19.45
35.70
Pershing Square
3,534.000
12/08/24
-0.79
2,570.000
2,710.000
-140.000
-5.17
6.37
L
Imperial Brands
2,134.000
12/08/24
0.38
1,581.500
1,581.000
0.500
0.03
8.35
Pearson
1,034.500
12/08/24
-0.72
794.400
813.800
-19.400
-2.38
15.16
Hiscox
1,189.000
12/08/24
1.89
920.000
860.800
59.200
6.88
4.58
L
LSE Group
9,938.000
12/08/24
1.12
7,806.000
7,730.000
76.000
0.98
-5.32
⇓ instrument
freshest
⇓ Δday
9/08/21
Δwk
19/04/21
prc diff
⇓ Δ16
⇓ ∅-RS
Glencore
410.250
12/08/24
1.27
325.550
303.800
21.750
7.16
37.11
L
Auto Trader
797.800
12/08/24
0.81
639.800
579.400
60.400
10.42
10.38
Antofagasta
1,879.500
12/08/24
1.79
1,511.000
1,867.500
-356.500
-19.09
10.13
S
Bunzl
3,202.000
12/08/24
0.50
2,612.000
2,520.000
92.000
3.65
8.72
L
Lloyds Bank
56.800
12/08/24
-0.28
46.640
43.755
2.885
6.59
28.44
L
Smiths Group
1,743.000
12/08/24
0.52
1,436.000
1,640.000
-204.000
-12.44
-4.69
Aviva
484.200
12/08/24
0.35
400.300
408.600
-8.300
-2.03
16.07
Ass Brit Foods
2,435.000
12/08/24
-0.90
2,038.000
2,460.000
-422.000
-17.15
-5.24
Barclays
220.100
12/08/24
0.85
184.380
187.680
-3.300
-1.76
29.44
L
Airtel Africa
110.000
12/08/24
-0.63
93.050
75.000
18.050
24.07
26.12
Next
9,542.000
12/08/24
0.23
8,072.000
8,112.000
-40.000
-0.49
13.33
F&C Investment Trust
1,026.000
12/08/24
871.000
839.000
32.000
3.81
11.99
L
SSE
1,878.000
12/08/24
0.86
1,623.500
1,494.000
129.500
8.67
15.14
L
Unilever Plc
4,714.000
12/08/24
-0.34
4,124.500
4,132.000
-7.500
-0.18
-4.61
L
Experian
3,524.000
12/08/24
1.18
3,103.000
2,694.000
409.000
15.18
12.59
S
Flutter
14,685.000
12/08/24
-1.28
12,940.000
15,160.000
-2,220.000
-14.64
-4.79
Weir Group
1,904.000
12/08/24
0.79
1,689.500
1,945.000
-255.500
-13.14
-1.20
GSK
1,572.000
12/08/24
0.42
1,459.060
1,347.840
111.220
8.25
5.17
L
BAT
2,801.000
12/08/24
2,657.500
2,914.000
-256.500
-8.80
-2.00
DS Smith
444.000
12/08/24
1.19
425.200
420.800
4.400
1.05
18.41
Berkeley
5,070.000
12/08/24
1.00
4,896.000
4,603.000
293.000
6.37
8.36
S
National Grid
978.400
12/08/24
-0.04
945.100
907.500
37.600
4.14
6.12
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
2,664.000
2,505.000
159.000
6.35
16.50
ConvaTec
231.600
12/08/24
-0.17
229.200
206.000
23.200
11.26
11.84
Haleon
373.200
12/08/24
-1.01
-na-
⇓ instrument
freshest
⇓ Δday
9/08/21
Δwk
19/04/21
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
12/08/24
-0.06
167.720
210.150
-42.430
-20.19
5.22
Melrose
486.700
12/08/24
0.19
501.150
511.800
-10.650
-2.08
11.05
Endeavour Mining
1,567.000
12/08/24
1.89
1,645.000
2,875.000
-1,230.000
-42.78
-37.75
Ashtead
5,152.000
12/08/24
-0.43
5,510.000
4,600.000
910.000
19.78
48.18
S
United Utilities
988.800
12/08/24
-0.12
1,063.000
973.400
89.600
9.20
14.61
J Sainsbury
269.600
12/08/24
0.67
290.800
254.700
36.100
14.17
27.53
L
Taylor Wimpey
158.000
12/08/24
0.54
174.200
190.400
-16.200
-8.51
16.43
S
Severn Trent
2,514.000
12/08/24
-0.63
2,794.000
2,460.000
334.000
13.58
15.46
S
Whitbread
2,814.000
12/08/24
-1.44
3,193.000
3,519.000
-326.000
-9.26
9.99
Intertek
4,680.000
12/08/24
0.60
5,320.000
6,030.000
-710.000
-11.77
-7.64
L
Halma
2,527.000
12/08/24
0.04
2,900.000
2,544.000
356.000
13.99
17.95
Land Securities
615.500
12/08/24
-0.73
710.800
724.800
-14.000
-1.93
10.50
S
M&G
203.900
12/08/24
1.09
238.100
219.000
19.100
8.72
22.27
DCC
5,135.000
12/08/24
-0.29
6,100.000
6,454.000
-354.000
-5.48
3.09
L
Rentokil Initial
469.000
12/08/24
1.01
557.600
519.200
38.400
7.40
8.96
Smith and Nephew
1,156.000
12/08/24
-0.86
1,383.500
1,412.500
-29.000
-2.05
-7.56
S
Legal & General
225.600
12/08/24
0.53
276.600
277.100
-0.500
-0.18
11.95
Rio Tinto
4,942.000
12/08/24
0.56
6,090.000
6,089.000
1.000
0.02
11.58
L
BT Group
141.500
12/08/24
8.43
175.400
154.650
20.750
13.42
30.63
Admiral Group
2,698.000
12/08/24
0.86
3,410.000
3,194.000
216.000
6.76
16.22
S
B&M
444.600
12/08/24
-2.22
564.800
568.600
-3.800
-0.67
7.90
S
Unite
934.000
12/08/24
-1.11
1,202.500
1,130.000
72.500
6.42
18.32
Phoenix
538.000
12/08/24
0.47
694.200
749.000
-54.800
-7.32
-2.27
L
British Land
395.000
12/08/24
-0.40
515.800
521.400
-5.600
-1.07
14.42
Rightmove
537.200
12/08/24
0.04
705.800
610.800
95.000
15.55
13.05
⇓ instrument
freshest
⇓ Δday
9/08/21
Δwk
19/04/21
prc diff
⇓ Δ16
⇓ ∅-RS
L
Hargreaves Lansdown
1,102.000
12/08/24
1,454.500
1,683.500
-229.000
-13.60
-8.35
Smurfit Kappa
3,058.000
12/08/24
0.07
4,050.000
3,569.000
481.000
13.48
19.44
Kingfisher
271.400
12/08/24
0.18
362.600
360.700
1.900
0.53
19.17
S
RS Group
754.000
12/08/24
-0.40
1,014.000
1,086.000
-72.000
-6.63
15.54
Reckitt Benckiser
4,180.000
12/08/24
5,630.000
6,705.000
-1,075.000
-16.03
-15.12
L
Barratt Developments
524.600
12/08/24
0.15
710.600
778.000
-67.400
-8.66
10.55
WPP Group
690.200
12/08/24
1.68
968.000
975.200
-7.200
-0.74
21.14
L
Segro
884.600
12/08/24
-0.96
1,243.000
988.600
254.400
25.73
27.28
Mondi
1,423.000
12/08/24
-0.42
2,012.000
1,969.000
43.000
2.18
14.46
Fresnillo
540.000
12/08/24
0.93
783.200
919.600
-136.400
-14.83
-22.55
S
Diageo
2,451.500
12/08/24
1.03
3,591.500
3,221.000
370.500
11.50
20.76
L
Anglo American
2,232.500
12/08/24
0.29
3,313.000
3,186.500
126.500
3.97
33.45
L
JD Sports Fashion
120.350
12/08/24
-4.07
187.400
182.640
4.760
2.61
13.09
L
Vodafone
74.440
12/08/24
0.87
119.380
135.280
-15.900
-11.75
-2.65
Scottish Mortgage
824.600
12/08/24
-0.17
1,375.000
1,216.000
159.000
13.08
21.34
L
Persimmon
1,577.500
12/08/24
0.03
2,864.000
3,185.000
-321.000
-10.08
2.38
Johnson Matthey
1,577.000
12/08/24
0.06
2,937.000
3,198.000
-261.000
-8.16
7.25
L
Schroders
337.200
12/08/24
-0.12
633.420
619.140
14.280
2.31
13.83
L
Abrdn
152.950
12/08/24
2.51
297.700
284.200
13.500
4.75
9.13
S
Spirax-Sarco
7,715.000
12/08/24
0.72
15,075.000
12,185.000
2,890.000
23.72
28.62
Prudential
635.400
12/08/24
0.41
1,423.000
1,554.000
-131.000
-8.43
7.23
S
Croda
3,829.000
12/08/24
-0.05
8,722.000
6,704.000
2,018.000
30.10
33.95
L
St. James´s Place
691.000
12/08/24
-1.22
1,622.500
1,330.000
292.500
21.99
38.25
S
Burberry Group
671.000
12/08/24
-2.02
2,164.000
2,067.000
97.000
4.69
21.24
S
Entain
580.400
12/08/24
3.98
1,933.000
1,644.500
288.500
17.54
56.84
⇓ instrument
freshest
⇓ Δday
9/08/21
Δwk
19/04/21
prc diff
⇓ Δ16
⇓ ∅-RS
Ocado
376.700
12/08/24
0.72
1,792.000
2,226.000
-434.000
-19.50
-19.23
FTSE - 99 out of 100 instruments rated - 9/08/21 / 19/04/21 - 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
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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