Assessment - FTSE 100 Index in Dollar - 25/10/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
25/10/21
⇓ Δwk
5/07/21
prc diff
Δ16
⇓ ∅-RS
FTSE
11,301.711
12/08/24
0.52
9,942.477
9,934.152
8.325
0.08
6.82
Rolls-Royce
669.960
12/08/24
0.35
182.446
145.555
36.891
25.35
22.01
S
Croda
5,270.759
12/08/24
-0.05
12,801.792
10,315.564
2,486.228
24.10
33.36
L
Airtel Africa
151.419
12/08/24
-0.63
135.933
114.525
21.408
18.69
21.81
Shell
3,852.926
12/08/24
0.83
2,444.454
2,065.886
378.568
18.32
27.85
L
Rentokil Initial
645.596
12/08/24
1.01
816.286
693.805
122.481
17.65
14.41
L
Tesco
459.075
12/08/24
0.91
376.758
320.975
55.783
17.38
9.45
Glencore
564.724
12/08/24
1.27
511.934
443.888
68.046
15.33
34.63
L
Experian
4,850.916
12/08/24
1.18
4,523.300
3,944.594
578.706
14.67
17.25
Endeavour Mining
2,157.033
12/08/24
1.89
2,581.006
2,250.984
330.023
14.66
-17.66
L
Segro
1,217.684
12/08/24
-0.96
1,772.979
1,550.108
222.872
14.38
25.46
S
Entain
798.942
12/08/24
3.98
2,941.659
2,572.652
369.007
14.34
45.01
Fresnillo
743.330
12/08/24
0.93
1,270.543
1,125.838
144.705
12.85
-0.09
Barclays
302.976
12/08/24
0.85
276.133
246.381
29.752
12.08
23.41
RELX
4,860.551
12/08/24
0.57
3,065.547
2,737.645
327.902
11.98
17.66
S
Spirax-Sarco
10,619.981
12/08/24
0.72
21,288.141
19,029.720
2,258.421
11.87
23.02
L
NatWest
460.589
12/08/24
0.48
319.357
286.867
32.490
11.33
26.77
Centrica
175.233
12/08/24
3.29
81.546
73.318
8.228
11.22
18.23
BP
605.126
12/08/24
1.35
496.448
449.573
46.875
10.43
25.28
Pershing Square
4,864.681
12/08/24
-0.79
4,088.314
3,722.754
365.560
9.82
16.59
Scottish Mortgage
1,135.092
12/08/24
-0.17
2,009.744
1,841.966
167.778
9.11
19.33
Beazley
1,007.625
12/08/24
1.24
509.594
467.389
42.205
9.03
5.59
L
3i Group
4,154.388
12/08/24
0.23
1,825.976
1,682.518
143.458
8.53
11.49
L
JD Sports Fashion
165.666
12/08/24
-4.07
293.065
271.089
21.976
8.11
20.68
BAE Systems
1,794.316
12/08/24
2.04
790.132
731.240
58.892
8.05
11.84
⇓ instrument
freshest
⇓ Δday
25/10/21
⇓ Δwk
5/07/21
prc diff
Δ16
⇓ ∅-RS
S
B&M
612.008
12/08/24
-2.22
849.874
792.246
57.627
7.27
13.99
Ashtead
7,091.917
12/08/24
-0.43
8,063.752
7,570.293
493.459
6.52
35.60
L
Halma
3,478.508
12/08/24
0.04
4,049.771
3,804.558
245.214
6.45
14.18
Rightmove
739.476
12/08/24
0.04
964.126
906.494
57.632
6.36
10.19
L
SSE
2,585.136
12/08/24
0.86
2,223.795
2,103.321
120.474
5.73
9.09
Standard Chartered
993.860
12/08/24
0.92
673.264
636.958
36.306
5.70
5.46
J Sainsbury
371.114
12/08/24
0.67
407.317
385.724
21.593
5.60
18.61
S
Legal & General
310.547
12/08/24
0.53
388.596
369.086
19.510
5.29
7.07
S
Bunzl
4,407.671
12/08/24
0.50
3,559.724
3,383.061
176.663
5.22
6.91
L
Frasers
1,154.226
12/08/24
-0.42
886.490
852.005
34.485
4.05
25.36
L
HSBC
886.352
12/08/24
0.22
609.875
586.628
23.246
3.96
9.57
S
Sage Group
1,384.108
12/08/24
1.03
987.527
952.249
35.279
3.70
11.47
DCC
7,068.516
12/08/24
-0.29
8,553.799
8,263.543
290.256
3.51
5.41
S
Diageo
3,374.580
12/08/24
1.03
4,983.751
4,824.329
159.423
3.30
14.41
S
Severn Trent
3,460.613
12/08/24
-0.63
3,668.470
3,553.601
114.870
3.23
7.98
Prudential
874.651
12/08/24
0.41
2,015.250
1,952.886
62.364
3.19
5.56
S
Flutter
20,214.442
12/08/24
-1.28
19,450.464
18,960.395
490.069
2.58
0.65
L
AstraZeneca
17,592.140
12/08/24
0.63
12,308.992
12,032.052
276.940
2.30
13.43
S
RS Group
1,037.909
12/08/24
-0.40
1,514.190
1,490.488
23.702
1.59
14.51
L
Lloyds Bank
78.187
12/08/24
-0.28
67.141
66.150
0.991
1.50
19.78
L
Schroders
464.168
12/08/24
-0.12
834.016
832.746
1.270
0.15
3.39
L
St. James´s Place
951.187
12/08/24
-1.22
2,139.138
2,136.597
2.541
0.12
19.99
Antofagasta
2,587.201
12/08/24
1.79
2,038.651
2,040.236
-1.585
-0.08
0.90
F&C Investment Trust
1,412.327
12/08/24
1,205.846
1,213.188
-7.342
-0.61
7.44
S
United Utilities
1,361.120
12/08/24
-0.12
1,377.225
1,386.501
-9.276
-0.67
4.41
⇓ instrument
freshest
⇓ Δday
25/10/21
⇓ Δwk
5/07/21
prc diff
Δ16
⇓ ∅-RS
Haleon
513.724
12/08/24
-1.01
-na-
GSK
2,163.916
12/08/24
0.42
1,975.440
2,000.637
-25.197
-1.26
4.38
L
Imperial Brands
2,937.529
12/08/24
0.38
2,152.215
2,182.352
-30.137
-1.38
3.77
Next
13,134.914
12/08/24
0.23
10,814.073
11,008.815
-194.742
-1.77
3.95
Informa
1,111.966
12/08/24
1.03
712.771
725.694
-12.924
-1.78
-3.04
S
National Grid
1,346.804
12/08/24
-0.04
1,254.713
1,281.127
-26.413
-2.06
1.45
InterContinental Hot
9,949.608
12/08/24
-0.61
6,687.216
6,834.061
-146.846
-2.15
1.48
Melrose
669.960
12/08/24
0.19
659.912
676.335
-16.423
-2.43
-3.20
S
Whitbread
3,873.574
12/08/24
-1.44
4,342.973
4,492.262
-149.288
-3.32
0.94
Admiral Group
3,713.896
12/08/24
0.86
4,173.659
4,352.225
-178.566
-4.10
-1.30
L
Hargreaves Lansdown
1,516.944
12/08/24
2,145.333
2,238.505
-93.173
-4.16
0.66
S
Unite
1,285.685
12/08/24
-1.11
1,491.478
1,558.427
-66.949
-4.30
1.70
Phoenix
740.577
12/08/24
0.47
907.413
952.803
-45.390
-4.76
-5.37
Land Securities
847.258
12/08/24
-0.73
930.264
976.928
-46.665
-4.78
-0.37
Aviva
666.519
12/08/24
0.35
546.210
576.784
-30.574
-5.30
7.17
WPP Group
950.086
12/08/24
1.68
1,298.625
1,378.736
-80.111
-5.81
7.14
CRH (L)
8,831.860
12/08/24
-1.35
4,791.724
5,095.390
-303.665
-5.96
3.78
L
LSE Group
13,680.022
12/08/24
1.12
10,252.446
10,920.079
-667.633
-6.11
-7.30
Hiscox
1,636.702
12/08/24
1.89
1,108.663
1,184.349
-75.686
-6.39
-9.74
L
Anglo American
3,073.118
12/08/24
0.29
3,871.510
4,140.091
-268.581
-6.49
3.05
L
Coca-Cola HBC
3,727.662
12/08/24
0.89
3,400.046
3,653.429
-253.383
-6.94
3.11
L
Auto Trader
1,098.201
12/08/24
0.81
826.748
890.688
-63.940
-7.18
2.03
L
British Land
543.732
12/08/24
-0.40
667.483
724.031
-56.548
-7.81
-0.81
L
Abrdn
210.541
12/08/24
2.51
353.632
385.309
-31.676
-8.22
-7.45
S
Burberry Group
923.656
12/08/24
-2.02
2,600.966
2,838.167
-237.200
-8.36
0.62
⇓ instrument
freshest
⇓ Δday
25/10/21
⇓ Δwk
5/07/21
prc diff
Δ16
⇓ ∅-RS
Kingfisher
373.592
12/08/24
0.18
472.840
516.610
-43.770
-8.47
8.36
Mondi
1,958.812
12/08/24
-0.42
2,460.559
2,691.198
-230.638
-8.57
-2.66
Smurfit Kappa
4,209.449
12/08/24
0.07
5,050.513
5,526.591
-476.078
-8.61
1.11
Ocado
518.541
12/08/24
0.72
2,514.933
2,752.204
-237.271
-8.62
-11.60
L
BAT
3,855.679
12/08/24
3,555.594
3,921.717
-366.122
-9.34
-4.53
L
Unilever Plc
6,488.994
12/08/24
-0.34
5,340.274
5,912.732
-572.457
-9.68
-7.16
L
Taylor Wimpey
217.493
12/08/24
0.54
205.723
228.495
-22.772
-9.97
-8.37
L
Vodafone
102.469
12/08/24
0.87
152.410
169.375
-16.965
-10.02
-10.63
Weir Group
2,620.926
12/08/24
0.79
2,351.125
2,617.713
-266.588
-10.18
-5.14
Berkeley
6,979.041
12/08/24
1.00
5,866.800
6,562.307
-695.508
-10.60
-6.08
Compass Group
3,240.368
12/08/24
0.90
1,982.213
2,218.401
-236.188
-10.65
-1.17
L
Barratt Developments
722.131
12/08/24
0.15
889.243
1,002.717
-113.474
-11.32
-6.17
Intertek
6,442.192
12/08/24
0.60
6,753.289
7,700.624
-947.335
-12.30
-11.55
Johnson Matthey
2,170.798
12/08/24
0.06
3,740.050
4,285.673
-545.623
-12.73
-3.74
L
Smiths Group
2,399.304
12/08/24
0.52
1,913.386
2,234.346
-320.960
-14.36
-7.72
Int Cons Airlines
229.125
12/08/24
-0.06
215.208
252.232
-37.024
-14.68
-6.97
DS Smith
611.182
12/08/24
1.19
512.760
601.741
-88.981
-14.79
-4.97
L
Persimmon
2,171.487
12/08/24
0.03
3,618.915
4,246.851
-627.936
-14.79
-7.52
S
M&G
280.676
12/08/24
1.09
270.696
320.143
-49.447
-15.45
-3.93
Reckitt Benckiser
5,753.924
12/08/24
7,531.033
8,991.456
-1,460.424
-16.24
-12.37
ConvaTec
318.806
12/08/24
-0.17
278.886
339.138
-60.252
-17.77
-4.29
Smith and Nephew
1,591.277
12/08/24
-0.86
1,786.745
2,199.683
-412.938
-18.77
-10.57
Rio Tinto
6,802.845
12/08/24
0.56
6,561.262
8,374.463
-1,813.201
-21.65
-14.22
Pearson
1,424.027
12/08/24
-0.72
866.392
1,148.854
-282.462
-24.59
-14.24
Ass Brit Foods
3,351.867
12/08/24
-0.90
2,410.316
3,231.933
-821.617
-25.42
-18.23
⇓ instrument
freshest
⇓ Δday
25/10/21
⇓ Δwk
5/07/21
prc diff
Δ16
⇓ ∅-RS
L
BT Group
194.780
12/08/24
8.43
186.108
269.813
-83.705
-31.02
-8.26
FTSE - 99 out of 100 instruments rated - 25/10/21 / 5/07/21 - 46 did rise, Market-Ratio(16) in USD = 46.46 %
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
2/01/06
19/06/06
168
- cash -
short
19/06/06
4/09/06
77
Carnival
100
246
40.614
43.441
37.786
-2.827
-7
9,304
-29
long
4/09/06
30/07/07
329
LSE Group
100
441
21.061
24.870
3.809
18
10,984
20
short
30/07/07
16/02/09
567
Taylor Wimpey
100
2,383
4.609
0.191
111.500
106.891
2,319
265,706
678
long
16/02/09
5/07/10
504
Randgold Res
100
5,695
46.654
93.184
46.530
100
530,692
65
short
5/07/10
6/09/10
63
BP
100
104,657
5.071
6.281
3.861
-1.210
-24
404,064
-79
long
6/09/10
8/08/11
336
Croda
100
18,378
21.986
29.057
7.071
32
534,018
35
short
8/08/11
28/11/11
112
Lloyds Bank
100
991,444
0.539
0.366
0.793
0.255
47
786,414
253
long
28/11/11
4/06/12
189
Next
100
19,115
41.141
45.945
4.805
12
878,255
24
short
4/06/12
30/07/12
56
Aviva
100
211,581
4.151
4.708
3.593
-0.558
-13
760,299
-61
long
30/07/12
24/08/15
1120
Ashtead
100
185,200
4.105
13.931
9.825
239
2,579,973
49
short
24/08/15
9/05/16
259
Glencore
100
1,185,870
2.176
1.910
2.478
0.303
14
2,939,062
20
long
9/05/16
8/10/18
882
Fresnillo
100
196,329
14.970
10.191
-4.779
-32
2,000,768
-15
short
8/10/18
11/02/19
126
Fresnillo
100
196,329
10.191
12.524
7.858
-2.333
-23
1,542,717
-53
long
11/02/19
9/03/20
392
Micro Focus
100
71,093
21.700
7.775
-13.925
-64
552,744
-62
short
9/03/20
6/07/20
119
Micro Focus
100
71,093
7.775
5.482
11.026
3.251
42
783,879
192
long
6/07/20
7/03/22
609
Scottish Mortgage
100
69,849
11.222
11.231
0.008
0
784,466
0
short
7/03/22
9/01/23
308
Polymetal
100
346,517
2.264
3.843
0.685
-1.579
-70
237,296
-76
long
9/01/23
21/08/23
224
Antofagasta
100
11,266
21.063
17.738
-3.325
-16
199,839
-24
short
21/08/23
11/12/23
112
Fresnillo
100
30,705
6.508
7.225
5.791
-0.717
-11
177,817
-32
long
11/12/23
12/08/24
245
Rolls-Royce
100
47,744
3.724
6.153
2.428
65
293,758
111
accum 19/06/06
12/08/24 7385
days out of 7553 invested (98%)
2,838
293,758
18
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 4.61 0.19 111.50 106.89 2,319.27 2,319.27
Ashtead long 30/07/12 24/08/15 1120 4.11 13.93 9.83 239.34 239.34
Randgold Res long 16/02/09 5/07/10 504 46.65 93.18 46.53 99.73 99.73
Rolls-Royce long 11/12/23 12/08/24 245 3.72 6.15 2.43 65.20 65.20
Lloyds Bank short 8/08/11 28/11/11 112 0.54 0.37 0.79 0.25 47.26 47.26
Croda long 6/09/10 8/08/11 336 21.99 29.06 7.07 32.16 32.16
LSE Group long 4/09/06 30/07/07 329 21.06 24.87 3.81 18.09 18.09
Glencore short 24/08/15 9/05/16 259 2.18 1.91 2.48 0.30 13.92 13.92
Next long 28/11/11 4/06/12 189 41.14 45.95 4.80 11.68 11.68
Scottish Mortgage long 6/07/20 7/03/22 609 11.22 11.23 0.01 0.07 0.07
Carnival short 19/06/06 4/09/06 77 40.61 43.44 37.79 -2.83 -6.96 -6.96
Aviva short 4/06/12 30/07/12 56 4.15 4.71 3.59 -0.56 -13.43 -13.43
Antofagasta long 9/01/23 21/08/23 224 21.06 17.74 -3.32 -15.78 -15.78
BP short 5/07/10 6/09/10 63 5.07 6.28 3.86 -1.21 -23.86 -23.86
Micro Focus long 11/02/19 9/03/20 392 21.70 7.77 -13.93 -64.17
short 9/03/20 6/07/20 119 7.77 5.48 11.03 3.25 41.82 -49.19
Fresnillo long 9/05/16 8/10/18 882 14.97 10.19 -4.78 -31.92
short 8/10/18 11/02/19 126 10.19 12.52 7.86 -2.33 -22.89
short 21/08/23 11/12/23 112 6.51 7.23 5.79 -0.72 -11.02 -53.29
Polymetal short 7/03/22 9/01/23 308 2.26 3.84 0.68 -1.58 -69.75 -69.75
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
write an annotation