Assessment - FTSE 100 Index in Pound sterling - 3/07/22 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
3/07/22
⇓ Δwk
11/15/21
prc diff
Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
6,959.480
7,351.860
-392.380
-5.34
-2.42
L
Anglo American
2,232.500
8/12/24
0.29
3,855.500
2,850.000
1,005.500
35.28
27.71
Rio Tinto
4,942.000
8/12/24
0.56
6,019.000
4,514.000
1,505.000
33.34
11.54
Glencore
410.250
8/12/24
1.27
474.850
362.150
112.700
31.12
40.53
BAE Systems
1,303.500
8/12/24
2.04
740.800
570.800
170.000
29.78
34.87
Shell
2,799.000
8/12/24
0.83
1,981.000
1,676.400
304.600
18.17
27.65
L
BAT
2,801.000
8/12/24
2,979.000
2,619.000
360.000
13.75
7.65
S
National Grid
978.400
8/12/24
-0.04
1,112.400
981.600
130.800
13.33
16.46
Centrica
127.300
8/12/24
3.29
72.380
66.060
6.320
9.57
24.73
L
Vodafone
74.440
8/12/24
0.87
120.920
112.500
8.420
7.48
-0.99
L
HSBC
643.900
8/12/24
0.22
466.050
436.700
29.350
6.72
7.08
Antofagasta
1,879.500
8/12/24
1.79
1,545.500
1,460.000
85.500
5.86
4.18
BP
439.600
8/12/24
1.35
361.500
341.550
19.950
5.84
11.03
L
LSE Group
9,938.000
8/12/24
1.12
7,372.000
7,166.000
206.000
2.87
-0.17
S
Severn Trent
2,514.000
8/12/24
-0.63
2,887.000
2,822.000
65.000
2.30
8.78
Endeavour Mining
1,567.000
8/12/24
1.89
2,040.000
2,010.000
30.000
1.49
6.94
Compass Group
2,354.000
8/12/24
0.90
1,546.000
1,529.500
16.500
1.08
-0.55
S
Bunzl
3,202.000
8/12/24
0.50
2,830.000
2,810.000
20.000
0.71
10.80
Haleon
373.200
8/12/24
-1.01
-na-
L
BT Group
141.500
8/12/24
8.43
163.850
164.950
-1.100
-0.67
-2.12
S
United Utilities
988.800
8/12/24
-0.12
1,052.500
1,070.500
-18.000
-1.68
3.18
Informa
807.800
8/12/24
1.03
518.800
528.000
-9.200
-1.74
-3.44
Land Securities
615.500
8/12/24
-0.73
697.200
710.200
-13.000
-1.83
-3.36
S
B&M
444.600
8/12/24
-2.22
570.800
585.000
-14.200
-2.43
-0.68
Hiscox
1,189.000
8/12/24
1.89
827.200
848.200
-21.000
-2.48
-4.45
⇓ instrument
freshest
⇓ Δday
3/07/22
⇓ Δwk
11/15/21
prc diff
Δ16
⇓ ∅-RS
Intertek
4,680.000
8/12/24
0.60
4,961.000
5,126.000
-165.000
-3.22
-8.36
Pearson
1,034.500
8/12/24
-0.72
617.400
638.200
-20.800
-3.26
-13.66
L
AstraZeneca
12,780.000
8/12/24
0.63
8,651.000
8,968.000
-317.000
-3.53
4.64
L
SSE
1,878.000
8/12/24
0.86
1,593.000
1,656.500
-63.500
-3.83
2.40
L
Tesco
333.500
8/12/24
0.91
272.800
285.900
-13.100
-4.58
8.21
Standard Chartered
722.000
8/12/24
0.92
450.400
474.500
-24.100
-5.08
-5.19
L
Airtel Africa
110.000
8/12/24
-0.63
127.900
135.900
-8.000
-5.89
31.49
Beazley
732.000
8/12/24
1.24
386.800
411.600
-24.800
-6.03
1.22
RELX
3,531.000
8/12/24
0.57
2,213.000
2,358.000
-145.000
-6.15
6.16
GSK
1,572.000
8/12/24
0.42
1,494.920
1,599.080
-104.160
-6.51
2.60
Aviva
484.200
8/12/24
0.35
374.500
401.500
-27.000
-6.72
-7.94
L
Imperial Brands
2,134.000
8/12/24
0.38
1,486.000
1,598.000
-112.000
-7.01
-5.93
L
Smiths Group
1,743.000
8/12/24
0.52
1,377.500
1,489.500
-112.000
-7.52
-9.08
Smith and Nephew
1,156.000
8/12/24
-0.86
1,200.000
1,309.500
-109.500
-8.36
-11.89
L
Segro
884.600
8/12/24
-0.96
1,233.500
1,349.000
-115.500
-8.56
5.39
DCC
5,135.000
8/12/24
-0.29
5,500.000
6,092.000
-592.000
-9.72
-9.89
S
Unite
934.000
8/12/24
-1.11
994.600
1,103.500
-108.900
-9.87
-9.71
InterContinental Hot
7,228.000
8/12/24
-0.61
4,505.000
5,016.000
-511.000
-10.19
-7.46
S
M&G
203.900
8/12/24
1.09
178.300
199.000
-20.700
-10.40
-15.91
L
British Land
395.000
8/12/24
-0.40
463.100
517.400
-54.300
-10.49
-10.42
Reckitt Benckiser
4,180.000
8/12/24
5,560.000
6,225.000
-665.000
-10.68
-9.43
Rightmove
537.200
8/12/24
0.04
652.000
735.200
-83.200
-11.32
-1.79
Phoenix
538.000
8/12/24
0.47
581.800
656.400
-74.600
-11.37
-13.98
S
Sage Group
1,005.500
8/12/24
1.03
660.600
749.200
-88.600
-11.83
-6.01
L
Auto Trader
797.800
8/12/24
0.81
634.400
721.400
-87.000
-12.06
1.50
⇓ instrument
freshest
⇓ Δday
3/07/22
⇓ Δwk
11/15/21
prc diff
Δ16
⇓ ∅-RS
L
NatWest
334.600
8/12/24
0.48
192.850
219.600
-26.750
-12.18
-9.57
S
Diageo
2,451.500
8/12/24
1.03
3,348.500
3,817.000
-468.500
-12.27
-4.60
Berkeley
5,070.000
8/12/24
1.00
3,750.000
4,306.000
-556.000
-12.91
-16.74
Weir Group
1,904.000
8/12/24
0.79
1,525.000
1,777.000
-252.000
-14.18
-13.46
L
Persimmon
1,577.500
8/12/24
0.03
2,310.000
2,695.000
-385.000
-14.29
-17.90
L
Unilever Plc
4,714.000
8/12/24
-0.34
3,328.000
3,907.500
-579.500
-14.83
-17.36
J Sainsbury
269.600
8/12/24
0.67
250.500
294.700
-44.200
-15.00
-8.83
F&C Investment Trust
1,026.000
8/12/24
794.000
941.000
-147.000
-15.62
-8.15
WPP Group
690.200
8/12/24
1.68
919.000
1,096.500
-177.500
-16.19
-9.36
L
Lloyds Bank
56.800
8/12/24
-0.28
41.250
49.630
-8.380
-16.88
-11.67
Ass Brit Foods
2,435.000
8/12/24
-0.90
1,673.500
2,022.000
-348.500
-17.24
-19.00
L
Taylor Wimpey
158.000
8/12/24
0.54
130.550
157.950
-27.400
-17.35
-21.19
Pershing Square
3,534.000
8/12/24
-0.79
2,470.000
2,995.000
-525.000
-17.53
-8.88
Admiral Group
2,698.000
8/12/24
0.86
2,443.000
2,986.000
-543.000
-18.18
-21.96
L
Frasers
838.500
8/12/24
-0.42
562.500
687.500
-125.000
-18.18
-8.90
S
Legal & General
225.600
8/12/24
0.53
238.900
293.500
-54.600
-18.60
-14.64
L
Experian
3,524.000
8/12/24
1.18
2,828.000
3,480.000
-652.000
-18.74
-5.48
S
Burberry Group
671.000
8/12/24
-2.02
1,580.500
1,950.000
-369.500
-18.95
-19.11
ConvaTec
231.600
8/12/24
-0.17
174.250
219.300
-45.050
-20.54
-16.30
CRH (L)
6,416.000
8/12/24
-1.35
2,989.000
3,763.000
-774.000
-20.57
-17.28
L
Barratt Developments
524.600
8/12/24
0.15
541.000
685.000
-144.000
-21.02
-22.84
L
3i Group
3,018.000
8/12/24
0.23
1,138.500
1,444.500
-306.000
-21.18
-11.75
S
Whitbread
2,814.000
8/12/24
-1.44
2,473.000
3,160.000
-687.000
-21.74
-21.80
Barclays
220.100
8/12/24
0.85
151.620
196.000
-44.380
-22.64
-18.09
Fresnillo
540.000
8/12/24
0.93
739.400
961.800
-222.400
-23.12
-11.40
⇓ instrument
freshest
⇓ Δday
3/07/22
⇓ Δwk
11/15/21
prc diff
Δ16
⇓ ∅-RS
Kingfisher
271.400
8/12/24
0.18
261.600
340.700
-79.100
-23.22
-23.26
DS Smith
444.000
8/12/24
1.19
299.600
391.400
-91.800
-23.45
-25.59
L
Schroders
337.200
8/12/24
-0.12
478.890
632.060
-153.170
-24.23
-20.35
L
St. James´s Place
691.000
8/12/24
-1.22
1,200.000
1,584.000
-384.000
-24.24
-19.32
Johnson Matthey
1,577.000
8/12/24
0.06
1,760.000
2,328.000
-568.000
-24.40
-31.73
L
Rentokil Initial
469.000
8/12/24
1.01
471.300
623.600
-152.300
-24.42
-11.97
Smurfit Kappa
3,058.000
8/12/24
0.07
2,953.000
3,958.000
-1,005.000
-25.39
-23.04
L
Halma
2,527.000
8/12/24
0.04
2,307.000
3,144.000
-837.000
-26.62
-15.24
S
Entain
580.400
8/12/24
3.98
1,436.000
1,971.000
-535.000
-27.14
-17.96
Ashtead
5,152.000
8/12/24
-0.43
4,644.000
6,378.000
-1,734.000
-27.19
-12.33
Int Cons Airlines
166.450
8/12/24
-0.06
116.240
162.620
-46.380
-28.52
-31.94
S
Croda
3,829.000
8/12/24
-0.05
7,048.000
9,920.000
-2,872.000
-28.95
-10.97
Mondi
1,423.000
8/12/24
-0.42
1,309.000
1,848.500
-539.500
-29.19
-30.29
Next
9,542.000
8/12/24
0.23
5,770.000
8,206.000
-2,436.000
-29.69
-26.53
S
RS Group
754.000
8/12/24
-0.40
868.000
1,246.000
-378.000
-30.34
-19.07
L
Abrdn
152.950
8/12/24
2.51
179.150
259.600
-80.450
-30.99
-31.53
Prudential
635.400
8/12/24
0.41
1,019.000
1,504.000
-485.000
-32.25
-27.33
S
Flutter
14,685.000
8/12/24
-1.28
8,154.000
12,120.000
-3,966.000
-32.72
-36.91
Melrose
486.700
8/12/24
0.19
339.600
510.300
-170.700
-33.45
-30.52
S
Spirax-Sarco
7,715.000
8/12/24
0.72
11,360.000
17,135.000
-5,775.000
-33.70
-17.46
Ocado
376.700
8/12/24
0.72
1,180.500
1,816.000
-635.500
-34.99
-33.61
L
Hargreaves Lansdown
1,102.000
8/12/24
998.000
1,541.500
-543.500
-35.26
-32.97
Rolls-Royce
486.700
8/12/24
0.35
88.210
144.000
-55.790
-38.74
-22.99
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
1,480.000
2,573.000
-1,093.000
-42.48
-40.63
Scottish Mortgage
824.600
8/12/24
-0.17
856.000
1,497.000
-641.000
-42.82
-31.91
⇓ instrument
freshest
⇓ Δday
3/07/22
⇓ Δwk
11/15/21
prc diff
Δ16
⇓ ∅-RS
L
JD Sports Fashion
120.350
8/12/24
-4.07
131.850
231.400
-99.550
-43.02
-31.14
FTSE - 99 out of 100 instruments rated - 3/07/22 / 11/15/21 - 17 did rise, Market-Ratio(16) in GBP = 17.17 %
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 7303
days out of 7471 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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