Assessment - FTSE 100 Index in Pound sterling - 25/10/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
25/10/21
⇓ Δwk
5/07/21
prc diff
Δ16
⇓ ∅-RS
FTSE
8,210.250
12/08/24
0.52
7,222.820
7,164.910
57.910
0.81
6.44
Rolls-Royce
486.700
12/08/24
0.35
132.540
104.980
27.560
26.25
21.72
S
Croda
3,829.000
12/08/24
-0.05
9,300.000
7,440.000
1,860.000
25.00
32.91
L
Airtel Africa
110.000
12/08/24
-0.63
98.750
82.600
16.150
19.55
21.42
Shell
2,799.000
12/08/24
0.83
1,775.800
1,490.000
285.800
19.18
27.32
L
Rentokil Initial
469.000
12/08/24
1.01
593.000
500.400
92.600
18.51
14.17
L
Tesco
333.500
12/08/24
0.91
273.700
231.500
42.200
18.23
9.35
Glencore
410.250
12/08/24
1.27
371.900
320.150
51.750
16.16
33.74
L
Experian
3,524.000
12/08/24
1.18
3,286.000
2,845.000
441.000
15.50
17.01
Endeavour Mining
1,567.000
12/08/24
1.89
1,875.000
1,623.500
251.500
15.49
-17.72
L
Segro
884.600
12/08/24
-0.96
1,288.000
1,118.000
170.000
15.21
25.02
S
Entain
580.400
12/08/24
3.98
2,137.000
1,855.500
281.500
15.17
44.06
Fresnillo
540.000
12/08/24
0.93
923.000
812.000
111.000
13.67
-0.17
Barclays
220.100
12/08/24
0.85
200.600
177.700
22.900
12.89
22.76
RELX
3,531.000
12/08/24
0.57
2,227.000
1,974.500
252.500
12.79
17.28
S
Spirax-Sarco
7,715.000
12/08/24
0.72
15,465.000
13,725.000
1,740.000
12.68
22.62
L
NatWest
334.600
12/08/24
0.48
232.000
206.900
25.100
12.13
26.09
Centrica
127.300
12/08/24
3.29
59.240
52.880
6.360
12.03
17.71
BP
439.600
12/08/24
1.35
360.650
324.250
36.400
11.23
24.70
Pershing Square
3,534.000
12/08/24
-0.79
2,970.000
2,685.000
285.000
10.61
16.19
Scottish Mortgage
824.600
12/08/24
-0.17
1,460.000
1,328.500
131.500
9.90
18.91
Beazley
732.000
12/08/24
1.24
370.200
337.100
33.100
9.82
5.33
L
3i Group
3,018.000
12/08/24
0.23
1,326.500
1,213.500
113.000
9.31
11.08
L
JD Sports Fashion
120.350
12/08/24
-4.07
212.900
195.520
17.380
8.89
20.24
BAE Systems
1,303.500
12/08/24
2.04
574.000
527.400
46.600
8.84
11.47
⇓ instrument
freshest
⇓ Δday
25/10/21
⇓ Δwk
5/07/21
prc diff
Δ16
⇓ ∅-RS
S
B&M
444.600
12/08/24
-2.22
617.400
571.400
46.000
8.05
13.59
Ashtead
5,152.000
12/08/24
-0.43
5,858.000
5,460.000
398.000
7.29
34.76
L
Halma
2,527.000
12/08/24
0.04
2,942.000
2,744.000
198.000
7.22
13.82
Rightmove
537.200
12/08/24
0.04
700.400
653.800
46.600
7.13
9.93
L
SSE
1,878.000
12/08/24
0.86
1,615.500
1,517.000
98.500
6.49
8.74
Standard Chartered
722.000
12/08/24
0.92
489.100
459.400
29.700
6.46
5.08
J Sainsbury
269.600
12/08/24
0.67
295.900
278.200
17.700
6.36
18.13
S
Legal & General
225.600
12/08/24
0.53
282.300
266.200
16.100
6.05
6.62
S
Bunzl
3,202.000
12/08/24
0.50
2,586.000
2,440.000
146.000
5.98
6.66
L
Frasers
838.500
12/08/24
-0.42
644.000
614.500
29.500
4.80
24.76
L
HSBC
643.900
12/08/24
0.22
443.050
423.100
19.950
4.72
9.15
S
Sage Group
1,005.500
12/08/24
1.03
717.400
686.800
30.600
4.46
11.15
DCC
5,135.000
12/08/24
-0.29
6,214.000
5,960.000
254.000
4.26
5.04
S
Diageo
2,451.500
12/08/24
1.03
3,620.500
3,479.500
141.000
4.05
13.98
S
Severn Trent
2,514.000
12/08/24
-0.63
2,665.000
2,563.000
102.000
3.98
7.69
Prudential
635.400
12/08/24
0.41
1,464.000
1,408.500
55.500
3.94
5.09
S
Flutter
14,685.000
12/08/24
-1.28
14,130.000
13,675.000
455.000
3.33
0.39
L
AstraZeneca
12,780.000
12/08/24
0.63
8,942.000
8,678.000
264.000
3.04
13.16
S
RS Group
754.000
12/08/24
-0.40
1,100.000
1,075.000
25.000
2.33
13.97
L
Lloyds Bank
56.800
12/08/24
-0.28
48.775
47.710
1.065
2.23
19.15
L
Schroders
337.200
12/08/24
-0.12
605.880
600.610
5.270
0.88
2.98
L
St. James´s Place
691.000
12/08/24
-1.22
1,554.000
1,541.000
13.000
0.84
19.39
Antofagasta
1,879.500
12/08/24
1.79
1,481.000
1,471.500
9.500
0.65
0.37
F&C Investment Trust
1,026.000
12/08/24
876.000
875.000
1.000
0.11
7.07
S
United Utilities
988.800
12/08/24
-0.12
1,000.500
1,000.000
0.500
0.05
4.07
⇓ instrument
freshest
⇓ Δday
25/10/21
⇓ Δwk
5/07/21
prc diff
Δ16
⇓ ∅-RS
Haleon
373.200
12/08/24
-1.01
-na-
GSK
1,572.000
12/08/24
0.42
1,435.080
1,442.940
-7.860
-0.54
4.13
L
Imperial Brands
2,134.000
12/08/24
0.38
1,563.500
1,574.000
-10.500
-0.67
3.41
Next
9,542.000
12/08/24
0.23
7,856.000
7,940.000
-84.000
-1.06
3.51
Informa
807.800
12/08/24
1.03
517.800
523.400
-5.600
-1.07
-3.34
S
National Grid
978.400
12/08/24
-0.04
911.500
924.000
-12.500
-1.35
1.19
InterContinental Hot
7,228.000
12/08/24
-0.61
4,858.000
4,929.000
-71.000
-1.44
1.13
Melrose
486.700
12/08/24
0.19
479.400
487.800
-8.400
-1.72
-3.54
S
Whitbread
2,814.000
12/08/24
-1.44
3,155.000
3,240.000
-85.000
-2.62
0.53
Admiral Group
2,698.000
12/08/24
0.86
3,032.000
3,139.000
-107.000
-3.41
-1.62
L
Hargreaves Lansdown
1,102.000
12/08/24
1,558.500
1,614.500
-56.000
-3.47
0.32
S
Unite
934.000
12/08/24
-1.11
1,083.500
1,124.000
-40.500
-3.60
1.33
Phoenix
538.000
12/08/24
0.47
659.200
687.200
-28.000
-4.07
-5.62
Land Securities
615.500
12/08/24
-0.73
675.800
704.600
-28.800
-4.09
-0.72
Aviva
484.200
12/08/24
0.35
396.800
416.000
-19.200
-4.62
6.64
WPP Group
690.200
12/08/24
1.68
943.400
994.400
-51.000
-5.13
6.61
CRH (L)
6,416.000
12/08/24
-1.35
3,481.000
3,675.000
-194.000
-5.28
3.37
L
LSE Group
9,938.000
12/08/24
1.12
7,448.000
7,876.000
-428.000
-5.43
-7.48
Hiscox
1,189.000
12/08/24
1.89
805.400
854.200
-48.800
-5.71
-9.88
L
Anglo American
2,232.500
12/08/24
0.29
2,812.500
2,986.000
-173.500
-5.81
2.47
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
2,470.000
2,635.000
-165.000
-6.26
2.70
L
Auto Trader
797.800
12/08/24
0.81
600.600
642.400
-41.800
-6.51
1.75
L
British Land
395.000
12/08/24
-0.40
484.900
522.200
-37.300
-7.14
-1.20
L
Abrdn
152.950
12/08/24
2.51
256.900
277.900
-21.000
-7.56
-7.76
S
Burberry Group
671.000
12/08/24
-2.02
1,889.500
2,047.000
-157.500
-7.69
0.15
⇓ instrument
freshest
⇓ Δday
25/10/21
⇓ Δwk
5/07/21
prc diff
Δ16
⇓ ∅-RS
Kingfisher
271.400
12/08/24
0.18
343.500
372.600
-29.100
-7.81
7.92
Mondi
1,423.000
12/08/24
-0.42
1,787.500
1,941.000
-153.500
-7.91
-3.03
Smurfit Kappa
3,058.000
12/08/24
0.07
3,669.000
3,986.000
-317.000
-7.95
0.73
Ocado
376.700
12/08/24
0.72
1,827.000
1,985.000
-158.000
-7.96
-11.74
L
BAT
2,801.000
12/08/24
2,583.000
2,828.500
-245.500
-8.68
-4.80
L
Unilever Plc
4,714.000
12/08/24
-0.34
3,879.500
4,264.500
-385.000
-9.03
-7.34
L
Taylor Wimpey
158.000
12/08/24
0.54
149.450
164.800
-15.350
-9.31
-8.77
L
Vodafone
74.440
12/08/24
0.87
110.720
122.160
-11.440
-9.36
-10.93
Weir Group
1,904.000
12/08/24
0.79
1,708.000
1,888.000
-180.000
-9.53
-5.47
Berkeley
5,070.000
12/08/24
1.00
4,262.000
4,733.000
-471.000
-9.95
-6.35
Compass Group
2,354.000
12/08/24
0.90
1,440.000
1,600.000
-160.000
-10.00
-1.57
L
Barratt Developments
524.600
12/08/24
0.15
646.000
723.200
-77.200
-10.67
-6.59
Intertek
4,680.000
12/08/24
0.60
4,906.000
5,554.000
-648.000
-11.67
-11.76
Johnson Matthey
1,577.000
12/08/24
0.06
2,717.000
3,091.000
-374.000
-12.10
-4.21
L
Smiths Group
1,743.000
12/08/24
0.52
1,390.000
1,611.500
-221.500
-13.74
-8.00
Int Cons Airlines
166.450
12/08/24
-0.06
156.340
181.920
-25.580
-14.06
-7.50
DS Smith
444.000
12/08/24
1.19
372.500
434.000
-61.500
-14.17
-5.41
L
Persimmon
1,577.500
12/08/24
0.03
2,629.000
3,063.000
-434.000
-14.17
-7.86
S
M&G
203.900
12/08/24
1.09
196.650
230.900
-34.250
-14.83
-4.36
Reckitt Benckiser
4,180.000
12/08/24
5,471.000
6,485.000
-1,014.000
-15.64
-12.56
ConvaTec
231.600
12/08/24
-0.17
202.600
244.600
-42.000
-17.17
-4.62
Smith and Nephew
1,156.000
12/08/24
-0.86
1,298.000
1,586.500
-288.500
-18.18
-10.80
Rio Tinto
4,942.000
12/08/24
0.56
4,766.500
6,040.000
-1,273.500
-21.08
-14.59
Pearson
1,034.500
12/08/24
-0.72
629.400
828.600
-199.200
-24.04
-14.68
Ass Brit Foods
2,435.000
12/08/24
-0.90
1,751.000
2,331.000
-580.000
-24.88
-18.53
⇓ instrument
freshest
⇓ Δday
25/10/21
⇓ Δwk
5/07/21
prc diff
Δ16
⇓ ∅-RS
L
BT Group
141.500
12/08/24
8.43
135.200
194.600
-59.400
-30.52
-8.75
FTSE - 99 out of 100 instruments rated - 25/10/21 / 5/07/21 - 49 did rise, Market-Ratio(16) in GBP = 49.49 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index in Pound sterling * 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 7324
days out of 7492 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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