Assessment - FTSE 100 Index - 12/27/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
12/27/21
⇓ Δwk
9/06/21
prc diff
⇓ Δ16
∅-RS
FTSE
8,210.250
8/12/24
0.52
7,372.100
7,187.180
184.920
2.57
5.76
L
Airtel Africa
110.000
8/12/24
-0.63
129.800
95.150
34.650
36.42
48.12
L
Frasers
838.500
8/12/24
-0.42
770.000
676.000
94.000
13.91
37.06
S
Croda
3,829.000
8/12/24
-0.05
10,010.000
9,304.000
706.000
7.59
32.68
Beazley
732.000
8/12/24
1.24
463.500
403.700
59.800
14.81
28.22
Centrica
127.300
8/12/24
3.29
68.980
52.240
16.740
32.04
27.27
S
Sage Group
1,005.500
8/12/24
1.03
847.600
756.600
91.000
12.03
26.66
L
Segro
884.600
8/12/24
-0.96
1,392.500
1,286.500
106.000
8.24
26.33
L
Experian
3,524.000
8/12/24
1.18
3,572.000
3,313.000
259.000
7.82
23.31
Ashtead
5,152.000
8/12/24
-0.43
6,012.000
5,788.000
224.000
3.87
22.23
Rightmove
537.200
8/12/24
0.04
789.800
731.600
58.200
7.96
21.07
S
Diageo
2,451.500
8/12/24
1.03
4,015.000
3,561.500
453.500
12.73
20.19
Glencore
410.250
8/12/24
1.27
373.000
338.200
34.800
10.29
19.30
L
Auto Trader
797.800
8/12/24
0.81
724.400
642.800
81.600
12.69
19.03
L
St. James´s Place
691.000
8/12/24
-1.22
1,672.500
1,692.000
-19.500
-1.15
18.83
RELX
3,531.000
8/12/24
0.57
2,372.000
2,213.000
159.000
7.18
18.82
S
National Grid
978.400
8/12/24
-0.04
1,082.000
936.400
145.600
15.55
18.23
WPP Group
690.200
8/12/24
1.68
1,120.000
1,005.500
114.500
11.39
17.96
S
Spirax-Sarco
7,715.000
8/12/24
0.72
15,705.000
16,600.000
-895.000
-5.39
17.66
S
Bunzl
3,202.000
8/12/24
0.50
2,901.000
2,600.000
301.000
11.58
16.80
L
3i Group
3,018.000
8/12/24
0.23
1,454.500
1,339.000
115.500
8.63
16.57
L
Halma
2,527.000
8/12/24
0.04
3,142.000
3,057.000
85.000
2.78
16.33
S
Severn Trent
2,514.000
8/12/24
-0.63
2,954.000
2,813.000
141.000
5.01
16.21
GSK
1,572.000
8/12/24
0.42
1,629.300
1,499.150
130.150
8.68
16.03
S
RS Group
754.000
8/12/24
-0.40
1,205.000
1,100.000
105.000
9.55
16.00
⇓ instrument
freshest
⇓ Δday
12/27/21
⇓ Δwk
9/06/21
prc diff
⇓ Δ16
∅-RS
L
Tesco
333.500
8/12/24
0.91
287.900
257.400
30.500
11.85
15.10
Pershing Square
3,534.000
8/12/24
-0.79
3,050.000
2,565.000
485.000
18.91
14.13
L
NatWest
334.600
8/12/24
0.48
226.300
215.200
11.100
5.16
13.88
L
JD Sports Fashion
120.350
8/12/24
-4.07
211.400
209.800
1.600
0.76
12.73
Shell
2,799.000
8/12/24
0.83
1,644.000
1,443.200
200.800
13.91
11.37
CRH (L)
6,416.000
8/12/24
-1.35
3,885.000
3,824.000
61.000
1.60
10.83
S
B&M
444.600
8/12/24
-2.22
627.600
549.400
78.200
14.23
10.80
S
United Utilities
988.800
8/12/24
-0.12
1,093.000
1,061.000
32.000
3.02
10.33
Land Securities
615.500
8/12/24
-0.73
763.400
732.000
31.400
4.29
9.77
BP
439.600
8/12/24
1.35
337.850
298.450
39.400
13.20
9.66
Compass Group
2,354.000
8/12/24
0.90
1,646.500
1,482.500
164.000
11.06
9.51
F&C Investment Trust
1,026.000
8/12/24
926.000
898.000
28.000
3.12
9.33
Rolls-Royce
486.700
8/12/24
0.35
121.620
112.040
9.580
8.55
9.06
L
BT Group
141.500
8/12/24
8.43
170.650
164.800
5.850
3.55
8.78
L
Lloyds Bank
56.800
8/12/24
-0.28
47.440
43.775
3.665
8.37
8.39
L
Rentokil Initial
469.000
8/12/24
1.01
574.200
592.800
-18.600
-3.14
7.68
S
Legal & General
225.600
8/12/24
0.53
296.700
283.400
13.300
4.69
7.61
L
AstraZeneca
12,780.000
8/12/24
0.63
8,611.000
8,645.000
-34.000
-0.39
7.39
L
HSBC
643.900
8/12/24
0.22
447.700
387.250
60.450
15.61
7.33
Barclays
220.100
8/12/24
0.85
187.440
185.600
1.840
0.99
6.97
L
SSE
1,878.000
8/12/24
0.86
1,635.000
1,650.500
-15.500
-0.94
6.73
Smurfit Kappa
3,058.000
8/12/24
0.07
4,006.000
4,276.000
-270.000
-6.31
6.39
Berkeley
5,070.000
8/12/24
1.00
4,790.000
4,800.000
-10.000
-0.21
5.44
L
Anglo American
2,232.500
8/12/24
0.29
3,040.500
3,078.500
-38.000
-1.23
5.23
L
Taylor Wimpey
158.000
8/12/24
0.54
175.200
177.900
-2.700
-1.52
4.99
⇓ instrument
freshest
⇓ Δday
12/27/21
⇓ Δwk
9/06/21
prc diff
⇓ Δ16
∅-RS
Aviva
484.200
8/12/24
0.35
409.900
415.700
-5.800
-1.40
4.92
L
Smiths Group
1,743.000
8/12/24
0.52
1,579.000
1,455.000
124.000
8.52
4.87
L
British Land
395.000
8/12/24
-0.40
526.600
537.000
-10.400
-1.94
4.80
L
Imperial Brands
2,134.000
8/12/24
0.38
1,612.000
1,569.500
42.500
2.71
4.34
Scottish Mortgage
824.600
8/12/24
-0.17
1,348.500
1,394.500
-46.000
-3.30
4.31
Kingfisher
271.400
8/12/24
0.18
342.500
352.700
-10.200
-2.89
4.28
L
Barratt Developments
524.600
8/12/24
0.15
738.600
714.600
24.000
3.36
4.07
J Sainsbury
269.600
8/12/24
0.67
274.900
303.500
-28.600
-9.42
3.84
BAE Systems
1,303.500
8/12/24
2.04
545.200
564.400
-19.200
-3.40
3.08
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,538.000
2,635.000
-97.000
-3.68
2.77
Intertek
4,680.000
8/12/24
0.60
5,622.000
5,426.000
196.000
3.61
2.75
Reckitt Benckiser
4,180.000
8/12/24
6,274.000
5,720.000
554.000
9.69
1.86
L
BAT
2,801.000
8/12/24
2,750.000
2,738.000
12.000
0.44
1.85
DCC
5,135.000
8/12/24
-0.29
6,072.000
6,398.000
-326.000
-5.10
1.03
S
Entain
580.400
8/12/24
3.98
1,684.000
1,948.500
-264.500
-13.57
0.67
Next
9,542.000
8/12/24
0.23
7,944.000
7,924.000
20.000
0.25
0.57
Fresnillo
540.000
8/12/24
0.93
893.000
858.000
35.000
4.08
-0.12
L
Schroders
337.200
8/12/24
-0.12
605.200
651.780
-46.580
-7.15
-0.16
Admiral Group
2,698.000
8/12/24
0.86
3,095.000
3,510.000
-415.000
-11.82
-0.54
S
Unite
934.000
8/12/24
-1.11
1,082.000
1,222.500
-140.500
-11.49
-0.59
L
Persimmon
1,577.500
8/12/24
0.03
2,831.000
2,878.000
-47.000
-1.63
-1.28
InterContinental Hot
7,228.000
8/12/24
-0.61
4,768.000
4,607.000
161.000
3.49
-1.88
Hiscox
1,189.000
8/12/24
1.89
849.600
932.200
-82.600
-8.86
-2.42
Mondi
1,423.000
8/12/24
-0.42
1,813.500
2,050.000
-236.500
-11.54
-3.24
Informa
807.800
8/12/24
1.03
514.400
554.600
-40.200
-7.25
-3.36
⇓ instrument
freshest
⇓ Δday
12/27/21
⇓ Δwk
9/06/21
prc diff
⇓ Δ16
∅-RS
L
Unilever Plc
4,714.000
8/12/24
-0.34
3,952.500
4,002.000
-49.500
-1.24
-3.37
S
M&G
203.900
8/12/24
1.09
198.900
203.600
-4.700
-2.31
-4.75
Melrose
486.700
8/12/24
0.19
475.350
572.400
-97.050
-16.95
-4.97
DS Smith
444.000
8/12/24
1.19
385.200
449.700
-64.500
-14.34
-4.97
Phoenix
538.000
8/12/24
0.47
649.200
630.000
19.200
3.05
-5.39
Weir Group
1,904.000
8/12/24
0.79
1,709.500
1,785.500
-76.000
-4.26
-5.84
Standard Chartered
722.000
8/12/24
0.92
441.300
459.300
-18.000
-3.92
-5.86
S
Whitbread
2,814.000
8/12/24
-1.44
2,999.000
3,184.000
-185.000
-5.81
-6.04
Ass Brit Foods
2,435.000
8/12/24
-0.90
1,990.000
1,961.500
28.500
1.45
-6.28
S
Burberry Group
671.000
8/12/24
-2.02
1,781.500
1,935.000
-153.500
-7.93
-8.01
L
Vodafone
74.440
8/12/24
0.87
112.540
121.600
-9.060
-7.45
-8.27
Smith and Nephew
1,156.000
8/12/24
-0.86
1,279.000
1,395.500
-116.500
-8.35
-9.66
L
LSE Group
9,938.000
8/12/24
1.12
6,984.000
8,202.000
-1,218.000
-14.85
-10.19
Prudential
635.400
8/12/24
0.41
1,275.000
1,553.500
-278.500
-17.93
-10.94
Rio Tinto
4,942.000
8/12/24
0.56
4,866.500
5,337.000
-470.500
-8.82
-11.66
ConvaTec
231.600
8/12/24
-0.17
187.900
229.400
-41.500
-18.09
-11.73
L
Abrdn
152.950
8/12/24
2.51
242.000
265.800
-23.800
-8.95
-12.16
L
Hargreaves Lansdown
1,102.000
8/12/24
1,356.000
1,499.500
-143.500
-9.57
-12.37
Antofagasta
1,879.500
8/12/24
1.79
1,320.000
1,434.500
-114.500
-7.98
-13.42
Int Cons Airlines
166.450
8/12/24
-0.06
146.640
156.420
-9.780
-6.25
-14.70
Ocado
376.700
8/12/24
0.72
1,658.000
2,017.000
-359.000
-17.80
-16.03
S
Flutter
14,685.000
8/12/24
-1.28
11,405.000
14,600.000
-3,195.000
-21.88
-16.62
Pearson
1,034.500
8/12/24
-0.72
603.800
760.800
-157.000
-20.64
-18.27
Endeavour Mining
1,567.000
8/12/24
1.89
1,595.000
1,835.000
-240.000
-13.08
-23.45
Johnson Matthey
1,577.000
8/12/24
0.06
2,047.000
2,937.000
-890.000
-30.30
-27.42
⇓ instrument
freshest
⇓ Δday
12/27/21
⇓ Δwk
9/06/21
prc diff
⇓ Δ16
∅-RS
Haleon
373.200
8/12/24
-1.01
-na-
FTSE - 99 out of 100 instruments rated - 12/27/21 / 9/06/21 - 51 did rise, Market-Ratio(16) = 51.52 %
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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