Assessment - FTSE 100 Index in Dollar - 15/11/21 - RS = 16
⇐
instrument
freshest
⇓ Δday
15/11/21
⇓ Δwk
26/07/21
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
11,032.276
12/08/24
0.52
9,878.840
9,718.010
160.830
1.65
4.41
L
3i Group
4,055.347
12/08/24
0.23
1,941.003
1,784.408
156.595
8.78
16.12
L
Abrdn
205.522
12/08/24
2.51
348.830
394.368
-45.538
-11.55
-9.51
Admiral Group
3,625.356
12/08/24
0.86
4,012.348
4,600.729
-588.382
-12.79
-5.74
L
Airtel Africa
147.809
12/08/24
-0.63
182.612
114.050
68.562
60.12
58.15
L
Anglo American
2,999.855
12/08/24
0.29
3,829.602
4,230.707
-401.105
-9.48
-1.05
Antofagasta
2,525.521
12/08/24
1.79
1,961.831
2,068.668
-106.837
-5.16
-5.48
Ashtead
6,922.845
12/08/24
-0.43
8,570.245
7,820.963
749.282
9.58
37.29
Ass Brit Foods
3,271.958
12/08/24
-0.90
2,717.002
2,828.771
-111.769
-3.95
-8.16
L
AstraZeneca
17,172.740
12/08/24
0.63
12,050.480
11,470.008
580.472
5.06
9.98
L
Auto Trader
1,072.020
12/08/24
0.81
969.360
902.163
67.196
7.45
18.97
Aviva
650.629
12/08/24
0.35
539.504
539.887
-0.384
-0.07
3.00
S
B&M
597.418
12/08/24
-2.22
786.076
779.330
6.746
0.87
3.64
BAE Systems
1,751.539
12/08/24
2.04
766.995
761.901
5.095
0.67
6.45
Barclays
295.753
12/08/24
0.85
263.369
234.380
28.989
12.37
13.14
L
Barratt Developments
704.915
12/08/24
0.15
920.448
983.776
-63.328
-6.44
-4.44
Beazley
983.603
12/08/24
1.24
553.075
543.345
9.730
1.79
12.57
Berkeley
6,812.660
12/08/24
1.00
5,786.058
6,711.587
-925.529
-13.79
-7.63
BP
590.699
12/08/24
1.35
458.948
404.258
54.689
13.53
11.65
L
BAT
3,763.759
12/08/24
3,519.202
3,826.103
-306.900
-8.02
-5.84
L
British Land
530.769
12/08/24
-0.40
695.241
703.804
-8.563
-1.22
1.33
L
BT Group
190.136
12/08/24
8.43
221.647
254.174
-32.528
-12.80
6.29
S
Bunzl
4,302.591
12/08/24
0.50
3,775.853
3,654.578
121.275
3.32
12.52
S
Burberry Group
901.636
12/08/24
-2.02
2,620.254
2,911.766
-291.513
-10.01
-0.96
Centrica
171.056
12/08/24
3.29
88.766
66.037
22.729
34.42
25.04
instrument
freshest
⇓ Δday
15/11/21
⇓ Δwk
26/07/21
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,638.793
12/08/24
0.89
3,457.391
3,732.041
-274.650
-7.36
2.66
Compass Group
3,163.117
12/08/24
0.90
2,055.220
2,060.369
-5.149
-0.25
0.30
ConvaTec
311.206
12/08/24
-0.17
294.678
360.201
-65.524
-18.19
0.06
CRH (L)
8,621.307
12/08/24
-1.35
5,056.418
4,927.179
129.239
2.62
7.54
S
Croda
5,145.103
12/08/24
-0.05
13,329.701
10,825.408
2,504.293
23.13
35.28
DCC
6,900.002
12/08/24
-0.29
8,185.941
8,307.871
-121.930
-1.47
-0.52
S
Diageo
3,294.129
12/08/24
1.03
5,128.979
4,788.161
340.817
7.12
15.10
DS Smith
596.612
12/08/24
1.19
525.932
582.492
-56.560
-9.71
-4.62
Endeavour Mining
2,105.609
12/08/24
1.89
2,700.877
2,361.920
338.957
14.35
-11.49
S
Entain
779.895
12/08/24
3.98
2,648.472
2,562.493
85.979
3.36
23.82
L
Experian
4,735.269
12/08/24
1.18
4,676.145
4,288.112
388.033
9.05
20.01
F&C Investment Trust
1,378.657
12/08/24
1,264.440
1,193.755
70.685
5.92
10.83
S
Flutter
19,732.526
12/08/24
-1.28
16,285.885
17,415.268
-1,129.383
-6.49
-16.18
L
Frasers
1,126.709
12/08/24
-0.42
923.807
821.658
102.150
12.43
26.09
Fresnillo
725.609
12/08/24
0.93
1,292.390
1,049.896
242.494
23.10
2.75
Glencore
551.261
12/08/24
1.27
486.628
451.220
35.408
7.85
20.69
GSK
2,112.328
12/08/24
0.42
2,148.716
1,950.538
198.178
10.16
12.59
Haleon
501.476
12/08/24
-1.01
-na-
L
Halma
3,395.580
12/08/24
0.04
4,224.655
3,921.548
303.108
7.73
17.39
L
Hargreaves Lansdown
1,480.779
12/08/24
2,071.344
2,259.558
-188.214
-8.33
-3.57
Hiscox
1,597.683
12/08/24
1.89
1,139.743
1,235.530
-95.786
-7.75
-7.11
L
HSBC
865.221
12/08/24
0.22
586.802
557.316
29.486
5.29
3.41
L
Imperial Brands
2,867.498
12/08/24
0.38
2,147.264
2,171.030
-23.765
-1.09
1.82
Informa
1,085.457
12/08/24
1.03
709.484
691.631
17.853
2.58
-4.52
InterContinental Hot
9,712.407
12/08/24
-0.61
6,740.099
6,587.093
153.005
2.32
0.75
instrument
freshest
⇓ Δday
15/11/21
⇓ Δwk
26/07/21
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
223.662
12/08/24
-0.06
218.516
243.731
-25.215
-10.35
-9.04
Intertek
6,288.609
12/08/24
0.60
6,887.908
7,566.443
-678.535
-8.97
-9.29
J Sainsbury
362.267
12/08/24
0.67
395.994
386.760
9.234
2.39
12.42
L
JD Sports Fashion
161.717
12/08/24
-4.07
310.937
257.397
53.539
20.80
25.04
Johnson Matthey
2,119.046
12/08/24
0.06
3,128.180
4,199.583
-1,071.403
-25.51
-20.73
Kingfisher
364.686
12/08/24
0.18
457.805
519.415
-61.610
-11.86
3.80
Land Securities
827.060
12/08/24
-0.73
954.310
966.900
-12.590
-1.30
0.55
S
Legal & General
303.143
12/08/24
0.53
394.382
367.533
26.849
7.31
5.64
L
Lloyds Bank
76.323
12/08/24
-0.28
66.689
64.398
2.291
3.56
14.51
L
LSE Group
13,353.888
12/08/24
1.12
9,629.097
10,269.337
-640.240
-6.23
-12.40
S
M&G
273.984
12/08/24
1.09
267.400
315.937
-48.537
-15.36
-6.81
Melrose
653.988
12/08/24
0.19
685.700
660.023
25.677
3.89
-1.10
Mondi
1,912.113
12/08/24
-0.42
2,483.866
2,756.149
-272.283
-9.88
-3.02
S
National Grid
1,314.696
12/08/24
-0.04
1,318.995
1,283.805
35.190
2.74
6.36
L
NatWest
449.609
12/08/24
0.48
295.081
279.004
16.077
5.76
12.32
Next
12,821.775
12/08/24
0.23
11,026.565
11,221.021
-194.456
-1.73
3.87
Ocado
506.179
12/08/24
0.72
2,440.195
2,556.960
-116.764
-4.57
-13.01
Pearson
1,390.078
12/08/24
-0.72
857.562
1,160.003
-302.441
-26.07
-16.27
Pershing Square
4,748.706
12/08/24
-0.79
4,024.441
3,582.648
441.793
12.33
12.38
L
Persimmon
2,119.718
12/08/24
0.03
3,621.325
4,005.927
-384.602
-9.60
-8.08
Phoenix
722.921
12/08/24
0.47
882.018
951.408
-69.390
-7.29
-7.97
Prudential
853.800
12/08/24
0.41
2,020.955
1,890.227
130.727
6.92
3.25
Reckitt Benckiser
5,616.749
12/08/24
8,364.656
8,610.806
-246.149
-2.86
-2.00
RELX
4,744.675
12/08/24
0.57
3,168.491
2,810.788
357.703
12.73
19.04
L
Rentokil Initial
630.205
12/08/24
1.01
837.944
724.276
113.668
15.69
16.50
instrument
freshest
⇓ Δday
15/11/21
⇓ Δwk
26/07/21
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
721.846
12/08/24
0.04
987.903
924.296
63.607
6.88
12.05
Rio Tinto
6,640.664
12/08/24
0.56
6,065.551
8,451.731
-2,386.179
-28.23
-21.09
Rolls-Royce
653.988
12/08/24
0.35
193.496
134.204
59.292
44.18
27.55
S
RS Group
1,013.165
12/08/24
-0.40
1,674.275
1,442.742
231.533
16.05
22.49
S
Sage Group
1,351.110
12/08/24
1.03
1,006.715
968.837
37.878
3.91
12.71
L
Schroders
453.102
12/08/24
-0.12
849.312
859.725
-10.413
-1.21
3.12
Scottish Mortgage
1,108.031
12/08/24
-0.17
2,011.549
1,847.346
164.202
8.89
16.51
L
Segro
1,188.655
12/08/24
-0.96
1,812.678
1,646.773
165.905
10.07
25.37
S
Severn Trent
3,378.112
12/08/24
-0.63
3,791.977
3,779.072
12.906
0.34
10.71
Shell
3,761.072
12/08/24
0.83
2,252.612
1,936.567
316.045
16.32
13.62
Smith and Nephew
1,553.340
12/08/24
-0.86
1,759.601
2,101.175
-341.574
-16.26
-11.65
L
Smiths Group
2,342.104
12/08/24
0.52
2,001.471
2,201.461
-199.991
-9.08
-3.77
Smurfit Kappa
4,109.095
12/08/24
0.07
5,318.443
5,545.497
-227.054
-4.09
4.72
S
Spirax-Sarco
10,366.799
12/08/24
0.72
23,024.640
20,223.290
2,801.350
13.85
30.26
L
SSE
2,523.506
12/08/24
0.86
2,225.872
2,108.091
117.781
5.59
7.41
L
St. James´s Place
928.510
12/08/24
-1.22
2,128.452
2,110.858
17.595
0.83
15.19
Standard Chartered
970.166
12/08/24
0.92
637.595
599.644
37.951
6.33
-1.76
L
Taylor Wimpey
212.308
12/08/24
0.54
212.241
227.962
-15.721
-6.90
-7.32
L
Tesco
448.131
12/08/24
0.91
384.170
321.470
62.699
19.50
11.25
L
Unilever Plc
6,334.295
12/08/24
-0.34
5,250.585
5,575.929
-325.344
-5.83
-8.07
S
Unite
1,255.034
12/08/24
-1.11
1,482.795
1,578.994
-96.199
-6.09
-0.51
S
United Utilities
1,328.670
12/08/24
-0.12
1,438.452
1,444.125
-5.673
-0.39
7.60
L
Vodafone
100.027
12/08/24
0.87
151.168
162.672
-11.503
-7.07
-11.71
Weir Group
2,558.443
12/08/24
0.79
2,387.790
2,651.022
-263.231
-9.93
-4.79
S
Whitbread
3,781.228
12/08/24
-1.44
4,246.155
4,270.130
-23.975
-0.56
-3.88
instrument
freshest
⇓ Δday
15/11/21
⇓ Δwk
26/07/21
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
927.435
12/08/24
1.68
1,473.389
1,321.568
151.820
11.49
17.75
FTSE - 99 out of 100 instruments rated - 15/11/21 / 26/07/21 - 52 did rise, Market-Ratio(16) in USD = 52.53 %
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 7324
days out of 7492 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
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