Assessment - FTSE 100 Index in Dollar - 11/04/22 - RS = 16
⇐
instrument
freshest
⇓ Δday
11/04/22
⇓ Δwk
20/12/21
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
10,702.212
12/08/24
0.52
9,930.608
9,514.981
415.626
4.37
1.13
L
3i Group
3,934.019
12/08/24
0.23
1,754.536
1,847.337
-92.801
-5.02
-1.54
L
Abrdn
199.373
12/08/24
2.51
268.134
299.540
-31.406
-10.48
-21.71
Admiral Group
3,516.893
12/08/24
0.86
3,305.723
4,087.274
-781.551
-19.12
-21.28
L
Airtel Africa
143.387
12/08/24
-0.63
187.967
167.351
20.616
12.32
33.90
L
Anglo American
2,910.105
12/08/24
0.29
5,305.972
3,846.030
1,459.942
37.96
25.41
Antofagasta
2,449.963
12/08/24
1.79
2,167.751
1,710.522
457.230
26.73
7.44
Ashtead
6,715.727
12/08/24
-0.43
5,928.402
7,809.708
-1,881.306
-24.09
-19.51
Ass Brit Foods
3,174.067
12/08/24
-0.90
2,142.984
2,527.448
-384.463
-15.21
-21.31
L
AstraZeneca
16,658.966
12/08/24
0.63
14,153.603
11,224.141
2,929.462
26.10
21.88
L
Auto Trader
1,039.947
12/08/24
0.81
826.691
951.759
-125.067
-13.14
-4.61
Aviva
631.164
12/08/24
0.35
558.558
526.111
32.447
6.17
0.11
S
B&M
579.544
12/08/24
-2.22
709.375
814.018
-104.643
-12.86
-10.13
BAE Systems
1,699.136
12/08/24
2.04
997.192
699.014
298.178
42.66
28.37
Barclays
286.904
12/08/24
0.85
188.932
236.089
-47.157
-19.97
-24.19
L
Barratt Developments
683.826
12/08/24
0.15
671.051
929.286
-258.235
-27.79
-27.31
Beazley
954.176
12/08/24
1.24
544.349
556.779
-12.429
-2.23
2.57
Berkeley
6,608.839
12/08/24
1.00
5,180.182
6,134.877
-954.695
-15.56
-14.49
BP
573.027
12/08/24
1.35
504.005
427.366
76.639
17.93
11.26
L
BAT
3,651.155
12/08/24
4,278.148
3,662.948
615.199
16.80
11.74
L
British Land
514.890
12/08/24
-0.40
695.036
673.634
21.402
3.18
-1.46
L
BT Group
184.448
12/08/24
8.43
250.927
218.045
32.882
15.08
7.61
S
Bunzl
4,173.866
12/08/24
0.50
4,000.498
3,784.562
215.936
5.71
11.89
S
Burberry Group
874.661
12/08/24
-2.02
2,052.390
2,294.796
-242.406
-10.56
-21.48
Centrica
165.938
12/08/24
3.29
105.194
88.434
16.760
18.95
28.05
instrument
freshest
⇓ Δday
11/04/22
⇓ Δwk
20/12/21
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,529.928
12/08/24
0.89
2,070.639
3,267.704
-1,197.065
-36.63
-36.11
Compass Group
3,068.482
12/08/24
0.90
2,146.895
2,020.504
126.391
6.26
0.47
ConvaTec
301.895
12/08/24
-0.17
285.992
243.029
42.963
17.68
0.63
CRH (L)
8,363.374
12/08/24
-1.35
3,923.591
4,921.385
-997.794
-20.27
-19.93
S
Croda
4,991.172
12/08/24
-0.05
10,065.769
13,218.868
-3,153.099
-23.85
-8.62
DCC
6,693.567
12/08/24
-0.29
7,510.873
7,841.433
-330.559
-4.22
-9.18
S
Diageo
3,195.575
12/08/24
1.03
5,217.333
5,266.397
-49.065
-0.93
6.64
DS Smith
578.762
12/08/24
1.19
401.875
492.006
-90.132
-18.32
-24.90
Endeavour Mining
2,042.613
12/08/24
1.89
2,587.484
2,062.143
525.341
25.48
1.62
S
Entain
756.562
12/08/24
3.98
2,024.364
2,111.714
-87.350
-4.14
-15.74
L
Experian
4,593.599
12/08/24
1.18
3,647.245
4,614.707
-967.462
-20.96
-12.46
F&C Investment Trust
1,337.410
12/08/24
1,106.687
1,183.089
-76.402
-6.46
-6.73
S
Flutter
19,142.168
12/08/24
-1.28
11,072.086
14,553.974
-3,481.889
-23.92
-33.07
L
Frasers
1,093.000
12/08/24
-0.42
865.536
969.604
-104.068
-10.73
-0.53
Fresnillo
703.900
12/08/24
0.93
1,019.091
1,170.663
-151.572
-12.95
-8.58
Glencore
534.768
12/08/24
1.27
678.351
477.003
201.348
42.21
39.72
GSK
2,049.131
12/08/24
0.42
2,342.318
2,119.659
222.660
10.50
15.17
Haleon
486.473
12/08/24
-1.01
-na-
L
Halma
3,293.991
12/08/24
0.04
3,183.192
4,072.733
-889.541
-21.84
-14.83
L
Hargreaves Lansdown
1,436.477
12/08/24
1,296.479
1,748.856
-452.377
-25.87
-33.07
Hiscox
1,549.883
12/08/24
1.89
1,280.316
1,113.029
167.287
15.03
7.48
L
HSBC
839.336
12/08/24
0.22
695.166
584.010
111.157
19.03
15.29
L
Imperial Brands
2,781.708
12/08/24
0.38
2,202.946
2,093.208
109.738
5.24
1.28
Informa
1,052.982
12/08/24
1.03
805.053
628.425
176.628
28.11
9.81
InterContinental Hot
9,421.831
12/08/24
-0.61
6,402.883
5,866.534
536.349
9.14
-3.52
instrument
freshest
⇓ Δday
11/04/22
⇓ Δwk
20/12/21
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
216.971
12/08/24
-0.06
177.904
173.088
4.816
2.78
-20.28
Intertek
6,100.466
12/08/24
0.60
6,658.372
7,317.966
-659.593
-9.01
-9.22
J Sainsbury
351.429
12/08/24
0.67
327.313
360.479
-33.165
-9.20
-13.41
L
JD Sports Fashion
156.878
12/08/24
-4.07
188.033
263.320
-75.287
-28.59
-26.95
Johnson Matthey
2,055.649
12/08/24
0.06
2,433.669
2,552.564
-118.895
-4.66
-26.90
Kingfisher
353.775
12/08/24
0.18
336.960
441.510
-104.551
-23.68
-26.40
Land Securities
802.316
12/08/24
-0.73
1,024.044
978.725
45.319
4.63
2.96
S
Legal & General
294.074
12/08/24
0.53
352.993
375.019
-22.027
-5.87
-7.01
L
Lloyds Bank
74.040
12/08/24
-0.28
58.763
60.093
-1.330
-2.21
-8.84
L
LSE Group
12,954.366
12/08/24
1.12
10,962.590
8,917.449
2,045.141
22.93
8.16
S
M&G
265.787
12/08/24
1.09
277.389
247.854
29.535
11.92
-4.20
Melrose
634.422
12/08/24
0.19
464.378
574.228
-109.849
-19.13
-27.74
Mondi
1,854.907
12/08/24
-0.42
1,857.514
2,333.130
-475.617
-20.39
-25.56
S
National Grid
1,275.362
12/08/24
-0.04
1,589.641
1,420.764
168.877
11.89
18.47
L
NatWest
436.157
12/08/24
0.48
285.471
287.246
-1.775
-0.62
-2.97
Next
12,438.173
12/08/24
0.23
7,868.037
10,281.636
-2,413.599
-23.47
-24.64
Ocado
491.035
12/08/24
0.72
1,613.756
2,223.414
-609.658
-27.42
-28.88
Pearson
1,348.490
12/08/24
-0.72
1,014.398
784.672
229.726
29.28
4.75
Pershing Square
4,606.634
12/08/24
-0.79
3,786.721
3,945.832
-159.111
-4.03
1.62
L
Persimmon
2,056.300
12/08/24
0.03
2,811.689
3,561.163
-749.474
-21.05
-24.42
Phoenix
701.293
12/08/24
0.47
817.567
826.444
-8.877
-1.07
-9.99
Prudential
828.256
12/08/24
0.41
1,380.426
1,608.736
-228.310
-14.19
-24.97
Reckitt Benckiser
5,448.707
12/08/24
7,677.724
8,278.977
-601.254
-7.26
-7.36
RELX
4,602.724
12/08/24
0.57
3,172.764
3,103.790
68.974
2.22
8.54
L
Rentokil Initial
611.350
12/08/24
1.01
683.304
753.211
-69.907
-9.28
-6.88
instrument
freshest
⇓ Δday
11/04/22
⇓ Δwk
20/12/21
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
700.250
12/08/24
0.04
827.995
1,016.795
-188.800
-18.57
-9.87
Rio Tinto
6,441.988
12/08/24
0.56
7,912.357
6,291.520
1,620.837
25.76
7.16
Rolls-Royce
634.422
12/08/24
0.35
123.834
146.042
-22.208
-15.21
-19.37
S
RS Group
982.853
12/08/24
-0.40
1,313.947
1,555.861
-241.914
-15.55
-10.37
S
Sage Group
1,310.688
12/08/24
1.03
929.669
1,088.177
-158.508
-14.57
-4.61
L
Schroders
439.546
12/08/24
-0.12
708.228
758.433
-50.205
-6.62
-12.71
Scottish Mortgage
1,074.881
12/08/24
-0.17
1,233.911
1,748.856
-514.946
-29.44
-26.61
L
Segro
1,153.092
12/08/24
-0.96
1,781.910
1,836.101
-54.191
-2.95
7.27
S
Severn Trent
3,277.045
12/08/24
-0.63
3,978.338
3,861.231
117.107
3.03
6.80
Shell
3,648.548
12/08/24
0.83
2,783.012
2,080.121
702.891
33.79
27.59
Smith and Nephew
1,506.867
12/08/24
-0.86
1,596.158
1,602.127
-5.969
-0.37
-13.02
L
Smiths Group
2,272.033
12/08/24
0.52
1,858.166
2,003.320
-145.154
-7.25
-9.72
Smurfit Kappa
3,986.159
12/08/24
0.07
4,080.013
5,093.230
-1,013.217
-19.89
-21.76
S
Spirax-Sarco
10,056.645
12/08/24
0.72
16,183.182
20,469.418
-4,286.236
-20.94
-14.67
L
SSE
2,448.008
12/08/24
0.86
2,341.771
2,144.761
197.009
9.19
8.36
L
St. James´s Place
900.731
12/08/24
-1.22
1,825.578
2,114.358
-288.780
-13.66
-11.00
Standard Chartered
941.140
12/08/24
0.92
670.791
563.256
107.535
19.09
3.60
L
Taylor Wimpey
205.956
12/08/24
0.54
171.869
216.789
-44.921
-20.72
-21.69
L
Tesco
434.723
12/08/24
0.91
358.728
380.175
-21.446
-5.64
1.98
L
Unilever Plc
6,144.786
12/08/24
-0.34
4,549.931
5,263.092
-713.161
-13.55
-15.77
S
Unite
1,217.486
12/08/24
-1.11
1,462.548
1,366.831
95.717
7.00
-3.35
S
United Utilities
1,288.919
12/08/24
-0.12
1,485.359
1,456.058
29.301
2.01
4.69
L
Vodafone
97.034
12/08/24
0.87
170.526
147.390
23.136
15.70
2.86
Weir Group
2,481.899
12/08/24
0.79
2,006.767
2,135.508
-128.742
-6.03
-16.17
S
Whitbread
3,668.101
12/08/24
-1.44
3,713.724
3,684.099
29.625
0.80
-11.79
instrument
freshest
⇓ Δday
11/04/22
⇓ Δwk
20/12/21
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
899.688
12/08/24
1.68
1,268.584
1,436.891
-168.307
-11.71
-9.22
FTSE - 99 out of 100 instruments rated - 11/04/22 / 20/12/21 - 38 did rise, Market-Ratio(16) in USD = 38.38 %
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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