Assessment - FTSE 100 Index in Pound sterling - 1/31/22 - RS = 16
⇐
instrument
freshest
⇓ Δday
1/31/22
⇓ Δwk
10/11/21
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
7,464.370
7,146.850
317.520
4.44
5.96
L
3i Group
3,018.000
8/12/24
0.23
1,370.000
1,271.000
99.000
7.79
7.73
L
Abrdn
152.950
8/12/24
2.51
240.900
252.800
-11.900
-4.71
-10.71
Admiral Group
2,698.000
8/12/24
0.86
3,144.000
3,038.000
106.000
3.49
0.43
L
Airtel Africa
110.000
8/12/24
-0.63
152.500
94.650
57.850
61.12
65.37
L
Anglo American
2,232.500
8/12/24
0.29
3,228.000
2,831.000
397.000
14.02
9.50
Antofagasta
1,879.500
8/12/24
1.79
1,332.500
1,420.500
-88.000
-6.20
-11.73
Ashtead
5,152.000
8/12/24
-0.43
5,246.000
5,544.000
-298.000
-5.38
1.56
Ass Brit Foods
2,435.000
8/12/24
-0.90
1,941.000
1,783.000
158.000
8.86
-7.75
L
AstraZeneca
12,780.000
8/12/24
0.63
8,617.000
9,003.000
-386.000
-4.29
6.19
L
Auto Trader
797.800
8/12/24
0.81
667.600
579.000
88.600
15.30
7.88
Aviva
484.200
8/12/24
0.35
434.200
405.400
28.800
7.10
8.66
S
B&M
444.600
8/12/24
-2.22
566.200
565.000
1.200
0.21
-1.25
BAE Systems
1,303.500
8/12/24
2.04
577.200
585.800
-8.600
-1.47
7.54
Barclays
220.100
8/12/24
0.85
197.220
197.680
-0.460
-0.23
9.31
L
Barratt Developments
524.600
8/12/24
0.15
611.600
638.200
-26.600
-4.17
-13.92
Beazley
732.000
8/12/24
1.24
491.000
379.800
111.200
29.28
32.33
Berkeley
5,070.000
8/12/24
1.00
4,198.000
4,185.000
13.000
0.31
-7.48
BP
439.600
8/12/24
1.35
382.800
360.300
22.500
6.24
21.34
L
BAT
2,801.000
8/12/24
3,163.500
2,540.500
623.000
24.52
16.51
L
British Land
395.000
8/12/24
-0.40
550.200
488.700
61.500
12.58
7.88
L
BT Group
141.500
8/12/24
8.43
195.550
146.500
49.050
33.48
21.59
S
Bunzl
3,202.000
8/12/24
0.50
2,767.000
2,397.000
370.000
15.44
10.17
S
Burberry Group
671.000
8/12/24
-2.02
1,867.500
1,821.500
46.000
2.53
-3.76
Centrica
127.300
8/12/24
3.29
72.320
60.720
11.600
19.10
28.65
instrument
freshest
⇓ Δday
1/31/22
⇓ Δwk
10/11/21
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,441.000
2,378.000
63.000
2.65
-2.13
Compass Group
2,354.000
8/12/24
0.90
1,669.000
1,505.000
164.000
10.90
8.98
ConvaTec
231.600
8/12/24
-0.17
175.500
202.500
-27.000
-13.33
-16.63
CRH (L)
6,416.000
8/12/24
-1.35
3,713.000
3,410.000
303.000
8.89
4.10
S
Croda
3,829.000
8/12/24
-0.05
7,972.000
8,266.000
-294.000
-3.56
2.38
DCC
5,135.000
8/12/24
-0.29
6,206.000
6,028.000
178.000
2.95
2.19
S
Diageo
2,451.500
8/12/24
1.03
3,723.000
3,552.500
170.500
4.80
8.48
DS Smith
444.000
8/12/24
1.19
376.000
385.800
-9.800
-2.54
-7.21
Endeavour Mining
1,567.000
8/12/24
1.89
1,635.000
1,900.000
-265.000
-13.95
-17.01
S
Entain
580.400
8/12/24
3.98
1,591.000
2,108.000
-517.000
-24.53
-7.19
L
Experian
3,524.000
8/12/24
1.18
3,081.000
3,115.000
-34.000
-1.09
4.68
F&C Investment Trust
1,026.000
8/12/24
865.000
858.000
7.000
0.82
0.93
S
Flutter
14,685.000
8/12/24
-1.28
11,185.000
14,230.000
-3,045.000
-21.40
-15.78
L
Frasers
838.500
8/12/24
-0.42
732.000
614.000
118.000
19.22
23.65
Fresnillo
540.000
8/12/24
0.93
624.800
811.400
-186.600
-23.00
-28.19
Glencore
410.250
8/12/24
1.27
383.000
367.000
16.000
4.36
17.66
GSK
1,572.000
8/12/24
0.42
1,655.090
1,403.050
252.040
17.96
16.18
Haleon
373.200
8/12/24
-1.01
-na-
L
Halma
2,527.000
8/12/24
0.04
2,496.000
2,764.000
-268.000
-9.70
-8.59
L
Hargreaves Lansdown
1,102.000
8/12/24
1,341.000
1,461.000
-120.000
-8.21
-11.97
Hiscox
1,189.000
8/12/24
1.89
970.800
817.600
153.200
18.74
12.29
L
HSBC
643.900
8/12/24
0.22
527.600
430.800
96.800
22.47
24.24
L
Imperial Brands
2,134.000
8/12/24
0.38
1,751.500
1,527.000
224.500
14.70
12.87
Informa
807.800
8/12/24
1.03
555.000
575.800
-20.800
-3.61
4.22
InterContinental Hot
7,228.000
8/12/24
-0.61
4,861.000
4,948.000
-87.000
-1.76
-0.24
instrument
freshest
⇓ Δday
1/31/22
⇓ Δwk
10/11/21
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
156.000
182.000
-26.000
-14.29
-9.24
Intertek
4,680.000
8/12/24
0.60
5,344.000
4,973.000
371.000
7.46
-1.98
J Sainsbury
269.600
8/12/24
0.67
290.700
293.700
-3.000
-1.02
7.86
L
JD Sports Fashion
120.350
8/12/24
-4.07
188.050
205.200
-17.150
-8.36
-1.59
Johnson Matthey
1,577.000
8/12/24
0.06
1,940.000
2,648.000
-708.000
-26.74
-28.89
Kingfisher
271.400
8/12/24
0.18
331.100
325.900
5.200
1.60
-1.38
Land Securities
615.500
8/12/24
-0.73
790.200
690.800
99.400
14.39
11.80
S
Legal & General
225.600
8/12/24
0.53
287.400
284.200
3.200
1.13
3.19
L
Lloyds Bank
56.800
8/12/24
-0.28
51.050
47.930
3.120
6.51
12.70
L
LSE Group
9,938.000
8/12/24
1.12
7,220.000
7,624.000
-404.000
-5.30
-5.09
S
M&G
203.900
8/12/24
1.09
215.600
200.500
15.100
7.53
2.80
Melrose
486.700
8/12/24
0.19
447.000
495.450
-48.450
-9.78
-9.80
Mondi
1,423.000
8/12/24
-0.42
1,839.000
1,768.000
71.000
4.02
-2.13
S
National Grid
978.400
8/12/24
-0.04
1,079.600
886.900
192.700
21.73
15.81
L
NatWest
334.600
8/12/24
0.48
242.400
231.000
11.400
4.94
17.31
Next
9,542.000
8/12/24
0.23
7,498.000
7,622.000
-124.000
-1.63
-5.41
Ocado
376.700
8/12/24
0.72
1,504.000
1,565.500
-61.500
-3.93
-20.22
Pearson
1,034.500
8/12/24
-0.72
615.200
744.600
-129.400
-17.38
-15.61
Pershing Square
3,534.000
8/12/24
-0.79
2,770.000
2,800.000
-30.000
-1.07
2.80
L
Persimmon
1,577.500
8/12/24
0.03
2,394.000
2,557.000
-163.000
-6.37
-16.18
Phoenix
538.000
8/12/24
0.47
660.200
649.400
10.800
1.66
-3.23
Prudential
635.400
8/12/24
0.41
1,235.500
1,488.000
-252.500
-16.97
-12.97
Reckitt Benckiser
4,180.000
8/12/24
6,011.000
5,452.000
559.000
10.25
-2.19
RELX
3,531.000
8/12/24
0.57
2,270.000
2,155.000
115.000
5.34
11.37
L
Rentokil Initial
469.000
8/12/24
1.01
518.200
585.800
-67.600
-11.54
-3.19
instrument
freshest
⇓ Δday
1/31/22
⇓ Δwk
10/11/21
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
649.800
663.000
-13.200
-1.99
-1.71
Rio Tinto
4,942.000
8/12/24
0.56
5,185.000
5,101.000
84.000
1.65
-4.63
Rolls-Royce
486.700
8/12/24
0.35
114.500
145.480
-30.980
-21.30
1.23
S
RS Group
754.000
8/12/24
-0.40
1,111.000
1,073.000
38.000
3.54
4.37
S
Sage Group
1,005.500
8/12/24
1.03
720.800
708.000
12.800
1.81
4.34
L
Schroders
337.200
8/12/24
-0.12
574.260
591.770
-17.510
-2.96
-5.32
Scottish Mortgage
824.600
8/12/24
-0.17
1,079.000
1,378.000
-299.000
-21.70
-16.19
L
Segro
884.600
8/12/24
-0.96
1,302.000
1,200.000
102.000
8.50
14.52
S
Severn Trent
2,514.000
8/12/24
-0.63
2,873.000
2,613.000
260.000
9.95
10.68
Shell
2,799.000
8/12/24
0.83
1,895.200
1,736.800
158.400
9.12
25.86
Smith and Nephew
1,156.000
8/12/24
-0.86
1,253.500
1,257.500
-4.000
-0.32
-9.66
L
Smiths Group
1,743.000
8/12/24
0.52
1,550.500
1,435.000
115.500
8.05
2.60
Smurfit Kappa
3,058.000
8/12/24
0.07
3,886.000
3,773.000
113.000
2.99
2.11
S
Spirax-Sarco
7,715.000
8/12/24
0.72
13,255.000
14,445.000
-1,190.000
-8.24
-2.86
L
SSE
1,878.000
8/12/24
0.86
1,582.500
1,554.500
28.000
1.80
2.89
L
St. James´s Place
691.000
8/12/24
-1.22
1,518.000
1,441.000
77.000
5.34
4.28
Standard Chartered
722.000
8/12/24
0.92
536.800
491.700
45.100
9.17
14.50
L
Taylor Wimpey
158.000
8/12/24
0.54
150.800
149.850
0.950
0.63
-9.75
L
Tesco
333.500
8/12/24
0.91
297.000
270.350
26.650
9.86
19.21
L
Unilever Plc
4,714.000
8/12/24
-0.34
3,787.500
3,865.000
-77.500
-2.01
-6.32
S
Unite
934.000
8/12/24
-1.11
1,034.000
1,052.000
-18.000
-1.71
-5.67
S
United Utilities
988.800
8/12/24
-0.12
1,067.500
982.600
84.900
8.64
6.20
L
Vodafone
74.440
8/12/24
0.87
130.020
111.760
18.260
16.34
6.77
Weir Group
1,904.000
8/12/24
0.79
1,729.000
1,606.500
122.500
7.63
-3.53
S
Whitbread
2,814.000
8/12/24
-1.44
3,022.000
3,252.000
-230.000
-7.07
-5.20
instrument
freshest
⇓ Δday
1/31/22
⇓ Δwk
10/11/21
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
1,151.500
983.000
168.500
17.14
17.10
FTSE - 99 out of 100 instruments rated - 1/31/22 / 10/11/21 - 58 did rise, Market-Ratio(16) in GBP = 58.59 %
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
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 7290
days out of 7458 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 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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