Assessment - FTSE 100 Index - 12/20/21 - RS = 16
⇐
instrument
freshest
⇓ Δday
12/20/21
⇓ Δwk
8/30/21
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
7,198.030
7,148.010
50.020
0.70
3.50
L
3i Group
3,018.000
8/12/24
0.23
1,397.500
1,331.000
66.500
5.00
12.46
L
Abrdn
152.950
8/12/24
2.51
226.600
267.200
-40.600
-15.19
-18.11
Admiral Group
2,698.000
8/12/24
0.86
3,092.000
3,658.000
-566.000
-15.47
-0.56
L
Airtel Africa
110.000
8/12/24
-0.63
126.600
92.950
33.650
36.20
45.91
L
Anglo American
2,232.500
8/12/24
0.29
2,909.500
3,084.000
-174.500
-5.66
1.08
Antofagasta
1,879.500
8/12/24
1.79
1,294.000
1,462.000
-168.000
-11.49
-15.30
Ashtead
5,152.000
8/12/24
-0.43
5,908.000
5,614.000
294.000
5.24
21.56
Ass Brit Foods
2,435.000
8/12/24
-0.90
1,912.000
1,973.500
-61.500
-3.12
-10.19
L
AstraZeneca
12,780.000
8/12/24
0.63
8,491.000
8,565.000
-74.000
-0.86
6.17
L
Auto Trader
797.800
8/12/24
0.81
720.000
626.200
93.800
14.98
18.78
Aviva
484.200
8/12/24
0.35
398.000
411.100
-13.100
-3.19
2.39
S
B&M
444.600
8/12/24
-2.22
615.800
574.800
41.000
7.13
9.14
BAE Systems
1,303.500
8/12/24
2.04
528.800
571.000
-42.200
-7.39
0.13
Barclays
220.100
8/12/24
0.85
178.600
185.800
-7.200
-3.88
2.44
L
Barratt Developments
524.600
8/12/24
0.15
703.000
733.000
-30.000
-4.09
-0.75
Beazley
732.000
8/12/24
1.24
421.200
391.500
29.700
7.59
16.92
Berkeley
5,070.000
8/12/24
1.00
4,641.000
4,822.000
-181.000
-3.75
2.29
BP
439.600
8/12/24
1.35
323.300
302.500
20.800
6.88
5.42
L
BAT
2,801.000
8/12/24
2,771.000
2,699.000
72.000
2.67
2.67
L
British Land
395.000
8/12/24
-0.40
509.600
530.400
-20.800
-3.92
1.56
L
BT Group
141.500
8/12/24
8.43
164.950
169.950
-5.000
-2.94
5.62
S
Bunzl
3,202.000
8/12/24
0.50
2,863.000
2,680.000
183.000
6.83
15.60
S
Burberry Group
671.000
8/12/24
-2.02
1,736.000
1,851.000
-115.000
-6.21
-10.39
Centrica
127.300
8/12/24
3.29
66.900
51.200
15.700
30.66
24.59
instrument
freshest
⇓ Δday
12/20/21
⇓ Δwk
8/30/21
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,472.000
2,626.000
-154.000
-5.86
0.21
Compass Group
2,354.000
8/12/24
0.90
1,528.500
1,503.500
25.000
1.66
1.86
ConvaTec
231.600
8/12/24
-0.17
183.850
223.700
-39.850
-17.81
-13.81
CRH (L)
6,416.000
8/12/24
-1.35
3,723.000
3,887.000
-164.000
-4.22
6.60
S
Croda
3,829.000
8/12/24
-0.05
10,000.000
9,054.000
946.000
10.45
33.65
DCC
5,135.000
8/12/24
-0.29
5,932.000
6,158.000
-226.000
-3.67
-1.08
S
Diageo
2,451.500
8/12/24
1.03
3,984.000
3,487.500
496.500
14.24
19.96
DS Smith
444.000
8/12/24
1.19
372.200
440.700
-68.500
-15.54
-8.19
Endeavour Mining
1,567.000
8/12/24
1.89
1,560.000
1,765.000
-205.000
-11.61
-26.08
S
Entain
580.400
8/12/24
3.98
1,597.500
1,909.500
-312.000
-16.34
-3.71
L
Experian
3,524.000
8/12/24
1.18
3,491.000
3,201.000
290.000
9.06
21.00
F&C Investment Trust
1,026.000
8/12/24
895.000
897.000
-2.000
-0.22
6.01
S
Flutter
14,685.000
8/12/24
-1.28
11,010.000
14,260.000
-3,250.000
-22.79
-20.00
L
Frasers
838.500
8/12/24
-0.42
733.500
669.000
64.500
9.64
31.96
Fresnillo
540.000
8/12/24
0.93
885.600
845.800
39.800
4.71
-1.41
Glencore
410.250
8/12/24
1.27
360.850
332.550
28.300
8.51
16.43
GSK
1,572.000
8/12/24
0.42
1,603.510
1,472.760
130.750
8.88
14.55
Haleon
373.200
8/12/24
-1.01
-na-
L
Halma
2,527.000
8/12/24
0.04
3,081.000
2,994.000
87.000
2.91
14.58
L
Hargreaves Lansdown
1,102.000
8/12/24
1,323.000
1,504.000
-181.000
-12.03
-14.73
Hiscox
1,189.000
8/12/24
1.89
842.000
932.200
-90.200
-9.68
-3.54
L
HSBC
643.900
8/12/24
0.22
441.800
394.950
46.850
11.86
6.22
L
Imperial Brands
2,134.000
8/12/24
0.38
1,583.500
1,529.500
54.000
3.53
2.56
Informa
807.800
8/12/24
1.03
475.400
533.600
-58.200
-10.91
-10.86
InterContinental Hot
7,228.000
8/12/24
-0.61
4,438.000
4,601.000
-163.000
-3.54
-8.74
instrument
freshest
⇓ Δday
12/20/21
⇓ Δwk
8/30/21
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
130.940
163.520
-32.580
-19.92
-24.01
Intertek
4,680.000
8/12/24
0.60
5,536.000
5,230.000
306.000
5.85
1.08
J Sainsbury
269.600
8/12/24
0.67
272.700
310.400
-37.700
-12.15
3.46
L
JD Sports Fashion
120.350
8/12/24
-4.07
199.200
202.500
-3.300
-1.63
6.73
Johnson Matthey
1,577.000
8/12/24
0.06
1,931.000
2,993.000
-1,062.000
-35.48
-31.96
Kingfisher
271.400
8/12/24
0.18
334.000
354.600
-20.600
-5.81
2.16
Land Securities
615.500
8/12/24
-0.73
740.400
715.000
25.400
3.55
6.71
S
Legal & General
225.600
8/12/24
0.53
283.700
270.000
13.700
5.07
3.21
L
Lloyds Bank
56.800
8/12/24
-0.28
45.460
44.090
1.370
3.11
4.54
L
LSE Group
9,938.000
8/12/24
1.12
6,746.000
8,024.000
-1,278.000
-15.93
-13.70
S
M&G
203.900
8/12/24
1.09
187.500
208.600
-21.100
-10.12
-10.26
Melrose
486.700
8/12/24
0.19
434.400
505.350
-70.950
-14.04
-13.39
Mondi
1,423.000
8/12/24
-0.42
1,765.000
2,030.000
-265.000
-13.05
-5.75
S
National Grid
978.400
8/12/24
-0.04
1,074.800
937.900
136.900
14.60
17.95
L
NatWest
334.600
8/12/24
0.48
217.300
218.700
-1.400
-0.64
10.15
Next
9,542.000
8/12/24
0.23
7,778.000
7,962.000
-184.000
-2.31
-1.19
Ocado
376.700
8/12/24
0.72
1,682.000
2,038.000
-356.000
-17.47
-15.35
Pearson
1,034.500
8/12/24
-0.72
593.600
767.000
-173.400
-22.61
-19.87
Pershing Square
3,534.000
8/12/24
-0.79
2,985.000
2,620.000
365.000
13.93
12.15
L
Persimmon
1,577.500
8/12/24
0.03
2,694.000
2,891.000
-197.000
-6.81
-6.04
Phoenix
538.000
8/12/24
0.47
625.200
629.000
-3.800
-0.60
-9.07
Prudential
635.400
8/12/24
0.41
1,217.000
1,527.000
-310.000
-20.30
-15.13
Reckitt Benckiser
4,180.000
8/12/24
6,263.000
5,541.000
722.000
13.03
1.60
RELX
3,531.000
8/12/24
0.57
2,348.000
2,177.000
171.000
7.85
18.23
L
Rentokil Initial
469.000
8/12/24
1.01
569.800
578.800
-9.000
-1.55
7.06
instrument
freshest
⇓ Δday
12/20/21
⇓ Δwk
8/30/21
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
769.200
700.200
69.000
9.85
18.26
Rio Tinto
4,942.000
8/12/24
0.56
4,759.500
5,404.000
-644.500
-11.93
-13.89
Rolls-Royce
486.700
8/12/24
0.35
110.480
116.740
-6.260
-5.36
-0.92
S
RS Group
754.000
8/12/24
-0.40
1,177.000
1,064.000
113.000
10.62
14.03
S
Sage Group
1,005.500
8/12/24
1.03
823.200
742.400
80.800
10.88
23.82
L
Schroders
337.200
8/12/24
-0.12
573.750
637.840
-64.090
-10.05
-5.29
Scottish Mortgage
824.600
8/12/24
-0.17
1,323.000
1,361.000
-38.000
-2.79
2.58
L
Segro
884.600
8/12/24
-0.96
1,389.000
1,282.000
107.000
8.35
27.01
S
Severn Trent
2,514.000
8/12/24
-0.63
2,921.000
2,768.000
153.000
5.53
15.44
Shell
2,799.000
8/12/24
0.83
1,573.600
1,453.800
119.800
8.24
6.98
Smith and Nephew
1,156.000
8/12/24
-0.86
1,212.000
1,401.000
-189.000
-13.49
-14.78
L
Smiths Group
1,743.000
8/12/24
0.52
1,515.500
1,424.500
91.000
6.39
0.65
Smurfit Kappa
3,058.000
8/12/24
0.07
3,853.000
4,220.000
-367.000
-8.70
2.57
S
Spirax-Sarco
7,715.000
8/12/24
0.72
15,485.000
16,100.000
-615.000
-3.82
16.71
L
SSE
1,878.000
8/12/24
0.86
1,622.500
1,620.000
2.500
0.15
6.13
L
St. James´s Place
691.000
8/12/24
-1.22
1,599.500
1,603.500
-4.000
-0.25
14.48
Standard Chartered
722.000
8/12/24
0.92
426.100
457.800
-31.700
-6.92
-9.25
L
Taylor Wimpey
158.000
8/12/24
0.54
164.000
181.200
-17.200
-9.49
-1.65
L
Tesco
333.500
8/12/24
0.91
287.600
254.850
32.750
12.85
15.04
L
Unilever Plc
4,714.000
8/12/24
-0.34
3,981.500
4,045.000
-63.500
-1.57
-2.80
S
Unite
934.000
8/12/24
-1.11
1,034.000
1,222.500
-188.500
-15.42
-4.89
S
United Utilities
988.800
8/12/24
-0.12
1,101.500
1,049.000
52.500
5.00
11.61
L
Vodafone
74.440
8/12/24
0.87
111.500
122.740
-11.240
-9.16
-9.28
Weir Group
1,904.000
8/12/24
0.79
1,615.500
1,687.500
-72.000
-4.27
-11.34
S
Whitbread
2,814.000
8/12/24
-1.44
2,787.000
3,208.000
-421.000
-13.12
-12.82
instrument
freshest
⇓ Δday
12/20/21
⇓ Δwk
8/30/21
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
1,087.000
980.600
106.400
10.85
15.22
FTSE - 99 out of 100 instruments rated - 12/20/21 / 8/30/21 - 40 did rise, Market-Ratio(16) = 40.40 %
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
1/02/06
6/19/06
168
- cash -
short
6/19/06
9/04/06
77
Carnival
100
455
21.940
22.800
21.080
-0.860
-4
9,609
-17
long
9/04/06
7/30/07
329
LSE Group
100
869
11.054
12.288
1.234
11
10,681
12
short
7/30/07
2/16/09
567
Taylor Wimpey
100
4,690
2.277
0.133
39.040
36.763
1,614
183,097
523
long
2/16/09
7/05/10
504
Randgold Res
100
5,628
32.530
61.250
28.720
88
344,734
58
short
7/05/10
9/06/10
63
BP
100
103,430
3.333
4.065
2.601
-0.732
-22
269,023
-76
long
9/06/10
8/08/11
336
Croda
100
18,905
14.230
17.700
3.470
24
334,623
27
short
8/08/11
11/28/11
112
Lloyds Bank
100
1,019,881
0.328
0.237
0.455
0.127
39
463,740
190
long
11/28/11
6/04/12
189
Next
100
17,414
26.630
29.930
3.300
12
521,206
25
short
6/04/12
7/30/12
56
Aviva
100
192,753
2.704
2.990
2.418
-0.286
-11
466,079
-52
long
7/30/12
8/24/15
1120
Ashtead
100
178,779
2.607
8.830
6.223
239
1,578,621
49
short
8/24/15
5/09/16
259
Glencore
100
1,144,757
1.379
1.326
1.435
0.056
4
1,642,384
6
long
5/09/16
10/08/18
882
Fresnillo
100
158,073
10.390
7.780
-2.610
-25
1,229,813
-11
short
10/08/18
2/11/19
126
Fresnillo
100
158,073
7.780
9.696
5.864
-1.916
-25
926,945
-56
long
2/11/19
3/09/20
392
Micro Focus
100
55,175
16.800
5.924
-10.876
-65
326,862
-62
short
3/09/20
7/06/20
119
Micro Focus
100
55,175
5.924
4.387
8.000
2.076
35
441,378
151
long
7/06/20
3/07/22
609
Scottish Mortgage
100
49,151
8.980
8.560
-0.420
-5
420,734
-3
short
3/07/22
1/09/23
308
Polymetal
100
243,833
1.726
3.150
0.301
-1.425
-83
73,394
-87
long
1/09/23
8/21/23
224
Antofagasta
100
4,251
17.265
13.900
-3.365
-19
59,090
-30
short
8/21/23
12/11/23
112
Fresnillo
100
11,586
5.100
5.760
4.440
-0.660
-13
51,443
-36
long
12/11/23
8/12/24
245
Rolls-Royce
100
17,326
2.969
4.867
1.898
64
84,327
109
accum 6/19/06
8/12/24 7121
days out of 7289 invested (98%)
743
84,327
12
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 2.28 0.13 39.04 36.76 1,614.37 1,614.37
Ashtead long 7/30/12 8/24/15 1120 2.61 8.83 6.22 238.70 238.70
Randgold Res long 2/16/09 7/05/10 504 32.53 61.25 28.72 88.29 88.29
Rolls-Royce long 12/11/23 8/12/24 245 2.97 4.87 1.90 63.93 63.93
Lloyds Bank short 8/08/11 11/28/11 112 0.33 0.24 0.45 0.13 38.59 38.59
Croda long 9/06/10 8/08/11 336 14.23 17.70 3.47 24.39 24.39
Next long 11/28/11 6/04/12 189 26.63 29.93 3.30 12.39 12.39
LSE Group long 9/04/06 7/30/07 329 11.05 12.29 1.23 11.17 11.17
Glencore short 8/24/15 5/09/16 259 1.38 1.33 1.43 0.06 4.04 4.04
Carnival short 6/19/06 9/04/06 77 21.94 22.80 21.08 -0.86 -3.92 -3.92
Scottish Mortgage long 7/06/20 3/07/22 609 8.98 8.56 -0.42 -4.68 -4.68
Aviva short 6/04/12 7/30/12 56 2.70 2.99 2.42 -0.29 -10.58 -10.58
Antofagasta long 1/09/23 8/21/23 224 17.27 13.90 -3.37 -19.49 -19.49
BP short 7/05/10 9/06/10 63 3.33 4.07 2.60 -0.73 -21.96 -21.96
Fresnillo long 5/09/16 10/08/18 882 10.39 7.78 -2.61 -25.12
short 10/08/18 2/11/19 126 7.78 9.70 5.86 -1.92 -24.63
short 8/21/23 12/11/23 112 5.10 5.76 4.44 -0.66 -12.94 -50.86
Micro Focus long 2/11/19 3/09/20 392 16.80 5.92 -10.88 -64.74
short 3/09/20 7/06/20 119 5.92 4.39 8.00 2.08 35.04 -52.38
Polymetal short 3/07/22 1/09/23 308 1.73 3.15 0.30 -1.42 -82.56 -82.56
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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