Assessment - FTSE 100 Index in Dollar - 10/18/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
10/18/21
⇓ Δwk
6/28/21
prc diff
⇓ Δ16
∅-RS
FTSE
11,278.215
8/12/24
0.52
9,895.721
9,825.628
70.093
0.71
6.88
S
Entain
797.281
8/12/24
3.98
2,917.686
2,469.267
448.418
18.16
46.06
Glencore
563.550
8/12/24
1.27
539.099
430.021
109.078
25.37
44.67
Ashtead
7,077.173
8/12/24
-0.43
8,151.387
7,465.453
685.934
9.19
39.19
Rolls-Royce
668.568
8/12/24
0.35
195.941
139.613
56.328
40.35
30.43
L
NatWest
459.632
8/12/24
0.48
320.341
283.115
37.226
13.15
29.36
Shell
3,844.916
8/12/24
0.83
2,428.932
2,006.532
422.400
21.05
28.82
S
Croda
5,259.801
8/12/24
-0.05
12,151.529
10,107.674
2,043.855
20.22
27.49
BP
603.868
8/12/24
1.35
496.515
437.800
58.715
13.41
26.91
L
Segro
1,215.153
8/12/24
-0.96
1,749.375
1,544.074
205.302
13.30
24.70
Barclays
302.346
8/12/24
0.85
273.993
238.272
35.721
14.99
24.45
L
Frasers
1,151.826
8/12/24
-0.42
866.789
834.897
31.892
3.82
24.24
L
Lloyds Bank
78.025
8/12/24
-0.28
67.688
64.604
3.084
4.77
22.53
L
Airtel Africa
151.104
8/12/24
-0.63
134.826
108.495
26.331
24.27
21.96
S
Spirax-Sarco
10,597.902
8/12/24
0.72
20,625.730
18,990.091
1,635.639
8.61
19.94
L
St. James´s Place
949.209
8/12/24
-1.22
2,100.349
2,053.903
46.446
2.26
19.24
J Sainsbury
370.343
8/12/24
0.67
404.822
375.079
29.743
7.93
18.92
Scottish Mortgage
1,132.732
8/12/24
-0.17
1,975.345
1,823.299
152.046
8.34
18.13
L
JD Sports Fashion
165.322
8/12/24
-4.07
284.213
257.887
26.326
10.21
17.71
Centrica
174.869
8/12/24
3.29
80.195
71.932
8.263
11.49
17.32
RELX
4,850.446
8/12/24
0.57
3,011.096
2,679.728
331.367
12.37
16.30
BAE Systems
1,790.585
8/12/24
2.04
815.688
730.153
85.535
11.71
16.04
L
Experian
4,840.831
8/12/24
1.18
4,435.596
3,896.650
538.947
13.83
15.19
S
RS Group
1,035.751
8/12/24
-0.40
1,506.921
1,440.580
66.342
4.61
15.13
L
Rentokil Initial
644.254
8/12/24
1.01
814.040
695.146
118.894
17.10
14.45
⇓ instrument
freshest
⇓ Δday
10/18/21
⇓ Δwk
6/28/21
prc diff
⇓ Δ16
∅-RS
S
Diageo
3,367.564
8/12/24
1.03
4,955.532
4,841.987
113.546
2.35
14.64
Pershing Square
4,854.567
8/12/24
-0.79
3,956.184
3,604.922
351.262
9.74
13.53
WPP Group
948.110
8/12/24
1.68
1,351.696
1,364.175
-12.479
-0.91
12.64
S
Sage Group
1,381.230
8/12/24
1.03
986.024
958.534
27.490
2.87
11.43
L
Halma
3,471.277
8/12/24
0.04
3,935.579
3,795.240
140.339
3.70
11.42
L
AstraZeneca
17,555.566
8/12/24
0.63
11,949.599
12,038.634
-89.035
-0.74
10.38
S
B&M
610.736
8/12/24
-2.22
819.260
785.165
34.095
4.34
10.34
L
3i Group
4,145.751
8/12/24
0.23
1,794.020
1,646.873
147.147
8.93
10.11
Rightmove
737.938
8/12/24
0.04
955.803
923.527
32.276
3.49
9.41
Beazley
1,005.530
8/12/24
1.24
518.700
470.515
48.184
10.24
7.88
L
Tesco
458.121
8/12/24
0.91
370.205
311.107
59.099
19.00
7.66
L
HSBC
884.509
8/12/24
0.22
594.527
584.011
10.515
1.80
7.74
L
SSE
2,579.762
8/12/24
0.86
2,177.962
2,115.721
62.241
2.94
7.35
Standard Chartered
991.793
8/12/24
0.92
677.496
639.578
37.918
5.93
6.85
Aviva
665.133
8/12/24
0.35
540.541
572.203
-31.662
-5.53
6.97
F&C Investment Trust
1,409.391
8/12/24
1,190.976
1,178.025
12.952
1.10
6.67
S
Severn Trent
3,453.419
8/12/24
-0.63
3,600.402
3,500.734
99.669
2.85
6.20
S
Whitbread
3,865.521
8/12/24
-1.44
4,515.270
4,302.290
212.979
4.95
5.99
InterContinental Hot
9,928.923
8/12/24
-0.61
6,934.311
6,708.350
225.961
3.37
5.76
Int Cons Airlines
228.648
8/12/24
-0.06
241.382
245.051
-3.669
-1.50
5.99
S
Legal & General
309.901
8/12/24
0.53
379.546
362.159
17.387
4.80
5.59
Next
13,107.607
8/12/24
0.23
10,890.495
10,946.738
-56.243
-0.51
5.38
S
Bunzl
4,398.507
8/12/24
0.50
3,486.387
3,343.756
142.631
4.27
4.81
L
Schroders
463.203
8/12/24
-0.12
835.084
836.481
-1.396
-0.17
4.16
L
Anglo American
3,066.729
8/12/24
0.29
3,882.005
4,030.706
-148.700
-3.69
4.33
⇓ instrument
freshest
⇓ Δday
10/18/21
⇓ Δwk
6/28/21
prc diff
⇓ Δ16
∅-RS
Prudential
872.833
8/12/24
0.41
1,968.476
1,965.690
2.787
0.14
3.84
L
Imperial Brands
2,931.422
8/12/24
0.38
2,138.125
2,165.037
-26.912
-1.24
3.62
L
Coca-Cola HBC
3,719.912
8/12/24
0.89
3,392.977
3,704.943
-311.966
-8.42
3.58
Kingfisher
372.815
8/12/24
0.18
450.977
502.883
-51.906
-10.32
3.56
S
United Utilities
1,358.290
8/12/24
-0.12
1,355.817
1,385.846
-30.029
-2.17
3.16
Land Securities
845.497
8/12/24
-0.73
956.627
937.974
18.653
1.99
3.19
CRH (L)
8,813.499
8/12/24
-1.35
4,721.321
5,099.680
-378.359
-7.42
2.71
S
Flutter
20,172.417
8/12/24
-1.28
19,753.446
18,441.365
1,312.082
7.11
2.55
GSK
2,159.417
8/12/24
0.42
1,931.208
1,988.833
-57.625
-2.90
2.15
L
British Land
542.602
8/12/24
-0.40
682.304
692.089
-9.785
-1.41
2.24
Smurfit Kappa
4,200.698
8/12/24
0.07
5,048.256
5,409.467
-361.211
-6.68
1.50
DCC
7,053.821
8/12/24
-0.29
8,184.356
8,235.059
-50.704
-0.62
1.25
L
Auto Trader
1,095.918
8/12/24
0.81
818.161
897.966
-79.805
-8.89
1.11
S
National Grid
1,344.004
8/12/24
-0.04
1,244.412
1,285.686
-41.274
-3.21
0.66
S
Unite
1,283.012
8/12/24
-1.11
1,469.145
1,525.320
-56.174
-3.68
0.79
Antofagasta
2,581.822
8/12/24
1.79
2,019.302
1,994.168
25.134
1.26
0.88
Informa
1,109.655
8/12/24
1.03
732.169
701.536
30.633
4.37
0.27
Compass Group
3,233.631
8/12/24
0.90
2,001.444
2,096.273
-94.828
-4.52
0.33
Melrose
668.568
8/12/24
0.19
673.582
639.092
34.489
5.40
-0.56
L
Barratt Developments
720.630
8/12/24
0.15
931.077
976.594
-45.517
-4.66
-1.12
L
LSE Group
13,651.582
8/12/24
1.12
10,882.253
11,319.039
-436.785
-3.86
-1.70
S
Burberry Group
921.736
8/12/24
-2.02
2,522.754
2,854.765
-332.011
-11.63
-1.90
ConvaTec
318.143
8/12/24
-0.17
283.527
335.070
-51.544
-15.38
-2.33
L
Hargreaves Lansdown
1,513.790
8/12/24
2,072.189
2,233.107
-160.918
-7.21
-2.51
Admiral Group
3,706.175
8/12/24
0.86
4,101.793
4,499.554
-397.761
-8.84
-2.71
⇓ instrument
freshest
⇓ Δday
10/18/21
⇓ Δwk
6/28/21
prc diff
⇓ Δ16
∅-RS
S
M&G
280.092
8/12/24
1.09
271.782
319.511
-47.730
-14.94
-3.06
Mondi
1,954.739
8/12/24
-0.42
2,432.092
2,615.131
-183.040
-7.00
-3.47
L
Taylor Wimpey
217.041
8/12/24
0.54
213.469
222.894
-9.425
-4.23
-4.15
DS Smith
609.912
8/12/24
1.19
514.167
578.871
-64.705
-11.18
-4.17
L
BAT
3,847.664
8/12/24
3,548.889
3,911.931
-363.042
-9.28
-4.61
Johnson Matthey
2,166.285
8/12/24
0.06
3,696.559
4,196.713
-500.153
-11.92
-4.48
Phoenix
739.037
8/12/24
0.47
910.197
932.418
-22.221
-2.38
-5.07
Berkeley
6,964.532
8/12/24
1.00
5,869.713
6,473.579
-603.866
-9.33
-5.92
L
BT Group
194.375
8/12/24
8.43
188.812
277.628
-88.816
-31.99
-6.02
L
Persimmon
2,166.972
8/12/24
0.03
3,649.854
4,077.243
-427.389
-10.48
-6.49
L
Smiths Group
2,394.315
8/12/24
0.52
1,925.892
2,200.461
-274.569
-12.48
-6.97
Hiscox
1,633.300
8/12/24
1.89
1,140.425
1,222.478
-82.053
-6.71
-7.17
Fresnillo
741.784
8/12/24
0.93
1,185.482
1,112.733
72.748
6.54
-7.39
L
Abrdn
210.104
8/12/24
2.51
353.034
387.303
-34.269
-8.85
-7.41
L
Unilever Plc
6,475.504
8/12/24
-0.34
5,272.851
5,951.247
-678.396
-11.40
-8.63
Rio Tinto
6,788.702
8/12/24
0.56
6,871.122
8,337.858
-1,466.736
-17.59
-9.89
Weir Group
2,615.477
8/12/24
0.79
2,204.748
2,592.904
-388.156
-14.97
-10.90
Intertek
6,428.799
8/12/24
0.60
6,791.449
7,718.284
-926.835
-12.01
-11.34
L
Vodafone
102.256
8/12/24
0.87
150.335
167.480
-17.145
-10.24
-11.73
Reckitt Benckiser
5,741.961
8/12/24
7,555.212
8,953.265
-1,398.053
-15.62
-12.46
Smith and Nephew
1,587.968
8/12/24
-0.86
1,732.204
2,163.648
-431.444
-19.94
-13.50
Ocado
517.463
8/12/24
0.72
2,467.120
2,804.754
-337.634
-12.04
-13.72
Ass Brit Foods
3,344.899
8/12/24
-0.90
2,491.160
3,100.650
-609.490
-19.66
-15.30
Pearson
1,421.067
8/12/24
-0.72
845.085
1,157.743
-312.658
-27.01
-15.93
Endeavour Mining
2,152.549
8/12/24
1.89
2,589.377
2,210.880
378.497
17.12
-18.17
⇓ instrument
freshest
⇓ Δday
10/18/21
⇓ Δwk
6/28/21
prc diff
⇓ Δ16
∅-RS
Haleon
512.656
8/12/24
-1.01
-na-
FTSE - 99 out of 100 instruments rated - 10/18/21 / 6/28/21 - 50 did rise, Market-Ratio(16) in USD = 50.51 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index in Dollar * 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
246
40.614
43.441
37.786
-2.827
-7
9,304
-29
long
9/04/06
7/30/07
329
LSE Group
100
441
21.061
24.870
3.809
18
10,984
20
short
7/30/07
2/16/09
567
Taylor Wimpey
100
2,383
4.609
0.191
111.500
106.891
2,319
265,706
678
long
2/16/09
7/05/10
504
Randgold Res
100
5,695
46.654
93.184
46.530
100
530,692
65
short
7/05/10
9/06/10
63
BP
100
104,657
5.071
6.281
3.861
-1.210
-24
404,064
-79
long
9/06/10
8/08/11
336
Croda
100
18,378
21.986
29.057
7.071
32
534,018
35
short
8/08/11
11/28/11
112
Lloyds Bank
100
991,444
0.539
0.366
0.793
0.255
47
786,414
253
long
11/28/11
6/04/12
189
Next
100
19,115
41.141
45.945
4.805
12
878,255
24
short
6/04/12
7/30/12
56
Aviva
100
211,581
4.151
4.708
3.593
-0.558
-13
760,299
-61
long
7/30/12
8/24/15
1120
Ashtead
100
185,200
4.105
13.931
9.825
239
2,579,973
49
short
8/24/15
5/09/16
259
Glencore
100
1,185,870
2.176
1.910
2.478
0.303
14
2,939,062
20
long
5/09/16
10/08/18
882
Fresnillo
100
196,329
14.970
10.191
-4.779
-32
2,000,768
-15
short
10/08/18
2/11/19
126
Fresnillo
100
196,329
10.191
12.524
7.858
-2.333
-23
1,542,717
-53
long
2/11/19
3/09/20
392
Micro Focus
100
71,093
21.700
7.775
-13.925
-64
552,744
-62
short
3/09/20
7/06/20
119
Micro Focus
100
71,093
7.775
5.482
11.026
3.251
42
783,879
192
long
7/06/20
3/07/22
609
Scottish Mortgage
100
69,849
11.222
11.231
0.008
0
784,466
0
short
3/07/22
1/09/23
308
Polymetal
100
346,517
2.264
3.843
0.685
-1.579
-70
237,296
-76
long
1/09/23
8/21/23
224
Antofagasta
100
11,266
21.063
17.738
-3.325
-16
199,839
-24
short
8/21/23
12/11/23
112
Fresnillo
100
30,705
6.508
7.225
5.791
-0.717
-11
177,817
-32
long
12/11/23
8/12/24
245
Rolls-Royce
100
47,744
3.724
6.153
2.428
65
293,758
111
accum 6/19/06
8/12/24 7254
days out of 7422 invested (98%)
2,838
293,758
19
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 4.61 0.19 111.50 106.89 2,319.27 2,319.27
Ashtead long 7/30/12 8/24/15 1120 4.11 13.93 9.83 239.34 239.34
Randgold Res long 2/16/09 7/05/10 504 46.65 93.18 46.53 99.73 99.73
Rolls-Royce long 12/11/23 8/12/24 245 3.72 6.15 2.43 65.20 65.20
Lloyds Bank short 8/08/11 11/28/11 112 0.54 0.37 0.79 0.25 47.26 47.26
Croda long 9/06/10 8/08/11 336 21.99 29.06 7.07 32.16 32.16
LSE Group long 9/04/06 7/30/07 329 21.06 24.87 3.81 18.09 18.09
Glencore short 8/24/15 5/09/16 259 2.18 1.91 2.48 0.30 13.92 13.92
Next long 11/28/11 6/04/12 189 41.14 45.95 4.80 11.68 11.68
Scottish Mortgage long 7/06/20 3/07/22 609 11.22 11.23 0.01 0.07 0.07
Carnival short 6/19/06 9/04/06 77 40.61 43.44 37.79 -2.83 -6.96 -6.96
Aviva short 6/04/12 7/30/12 56 4.15 4.71 3.59 -0.56 -13.43 -13.43
Antofagasta long 1/09/23 8/21/23 224 21.06 17.74 -3.32 -15.78 -15.78
BP short 7/05/10 9/06/10 63 5.07 6.28 3.86 -1.21 -23.86 -23.86
Micro Focus long 2/11/19 3/09/20 392 21.70 7.77 -13.93 -64.17
short 3/09/20 7/06/20 119 7.77 5.48 11.03 3.25 41.82 -49.19
Fresnillo long 5/09/16 10/08/18 882 14.97 10.19 -4.78 -31.92
short 10/08/18 2/11/19 126 10.19 12.52 7.86 -2.33 -22.89
short 8/21/23 12/11/23 112 6.51 7.23 5.79 -0.72 -11.02 -53.29
Polymetal short 3/07/22 1/09/23 308 2.26 3.84 0.68 -1.58 -69.75 -69.75
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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