Assessment - FTSE 100 Index - 11/04/22 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
11/04/22
Δwk
20/12/21
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
12/08/24
0.52
7,618.310
7,198.030
420.280
5.84
5.95
Rolls-Royce
486.700
12/08/24
0.35
95.000
110.480
-15.480
-14.01
-15.55
L
3i Group
3,018.000
12/08/24
0.23
1,346.000
1,397.500
-51.500
-3.69
3.18
CRH (L)
6,416.000
12/08/24
-1.35
3,010.000
3,723.000
-713.000
-19.15
-16.18
Beazley
732.000
12/08/24
1.24
417.600
421.200
-3.600
-0.85
7.64
S
Flutter
14,685.000
12/08/24
-1.28
8,494.000
11,010.000
-2,516.000
-22.85
-30.12
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
1,588.500
2,472.000
-883.500
-35.74
-33.26
BAE Systems
1,303.500
12/08/24
2.04
765.000
528.800
236.200
44.67
34.63
Next
9,542.000
12/08/24
0.23
6,036.000
7,778.000
-1,742.000
-22.40
-21.18
Centrica
127.300
12/08/24
3.29
80.700
66.900
13.800
20.63
34.47
L
NatWest
334.600
12/08/24
0.48
219.000
217.300
1.700
0.78
1.68
Barclays
220.100
12/08/24
0.85
144.940
178.600
-33.660
-18.85
-20.64
Ass Brit Foods
2,435.000
12/08/24
-0.90
1,644.000
1,912.000
-268.000
-14.02
-17.73
InterContinental Hot
7,228.000
12/08/24
-0.61
4,912.000
4,438.000
474.000
10.68
1.03
RELX
3,531.000
12/08/24
0.57
2,434.000
2,348.000
86.000
3.66
13.85
DS Smith
444.000
12/08/24
1.19
308.300
372.200
-63.900
-17.17
-21.50
Compass Group
2,354.000
12/08/24
0.90
1,647.000
1,528.500
118.500
7.75
5.25
S
Sage Group
1,005.500
12/08/24
1.03
713.200
823.200
-110.000
-13.36
-0.02
Standard Chartered
722.000
12/08/24
0.92
514.600
426.100
88.500
20.77
8.47
Melrose
486.700
12/08/24
0.19
356.250
434.400
-78.150
-17.99
-24.46
L
Unilever Plc
4,714.000
12/08/24
-0.34
3,490.500
3,981.500
-491.000
-12.33
-11.90
Pearson
1,034.500
12/08/24
-0.72
778.200
593.600
184.600
31.10
9.50
Shell
2,799.000
12/08/24
0.83
2,135.000
1,573.600
561.400
35.68
33.92
Informa
807.800
12/08/24
1.03
617.600
475.400
142.200
29.91
15.00
Berkeley
5,070.000
12/08/24
1.00
3,974.000
4,641.000
-667.000
-14.37
-10.55
⇓ instrument
freshest
⇓ Δday
11/04/22
Δwk
20/12/21
prc diff
⇓ Δ16
⇓ ∅-RS
L
Frasers
838.500
12/08/24
-0.42
664.000
733.500
-69.500
-9.48
4.31
L
Imperial Brands
2,134.000
12/08/24
0.38
1,690.000
1,583.500
106.500
6.73
6.08
L
Lloyds Bank
56.800
12/08/24
-0.28
45.080
45.460
-0.380
-0.84
-4.53
L
Experian
3,524.000
12/08/24
1.18
2,798.000
3,491.000
-693.000
-19.85
-8.23
L
Auto Trader
797.800
12/08/24
0.81
634.200
720.000
-85.800
-11.92
0.02
Weir Group
1,904.000
12/08/24
0.79
1,539.500
1,615.500
-76.000
-4.70
-12.27
L
Smiths Group
1,743.000
12/08/24
0.52
1,425.500
1,515.500
-90.000
-5.94
-5.50
Int Cons Airlines
166.450
12/08/24
-0.06
136.480
130.940
5.540
4.23
-16.74
Pershing Square
3,534.000
12/08/24
-0.79
2,905.000
2,985.000
-80.000
-2.68
6.51
L
Tesco
333.500
12/08/24
0.91
275.200
287.600
-12.400
-4.31
6.99
Hiscox
1,189.000
12/08/24
1.89
982.200
842.000
140.200
16.65
12.63
F&C Investment Trust
1,026.000
12/08/24
849.000
895.000
-46.000
-5.14
-2.31
L
HSBC
643.900
12/08/24
0.22
533.300
441.800
91.500
20.71
20.85
L
Taylor Wimpey
158.000
12/08/24
0.54
131.850
164.000
-32.150
-19.60
-18.10
L
LSE Group
9,938.000
12/08/24
1.12
8,410.000
6,746.000
1,664.000
24.67
13.22
L
AstraZeneca
12,780.000
12/08/24
0.63
10,858.000
8,491.000
2,367.000
27.88
27.76
BP
439.600
12/08/24
1.35
386.650
323.300
63.350
19.59
16.66
Ashtead
5,152.000
12/08/24
-0.43
4,548.000
5,908.000
-1,360.000
-23.02
-15.67
Antofagasta
1,879.500
12/08/24
1.79
1,663.000
1,294.000
369.000
28.52
12.46
Aviva
484.200
12/08/24
0.35
428.500
398.000
30.500
7.66
4.85
L
Hargreaves Lansdown
1,102.000
12/08/24
994.600
1,323.000
-328.400
-24.82
-30.12
J Sainsbury
269.600
12/08/24
0.67
251.100
272.700
-21.600
-7.92
-9.32
Admiral Group
2,698.000
12/08/24
0.86
2,536.000
3,092.000
-556.000
-17.98
-17.64
ConvaTec
231.600
12/08/24
-0.17
219.400
183.850
35.550
19.34
5.21
Kingfisher
271.400
12/08/24
0.18
258.500
334.000
-75.500
-22.60
-23.04
⇓ instrument
freshest
⇓ Δday
11/04/22
Δwk
20/12/21
prc diff
⇓ Δ16
⇓ ∅-RS
L
SSE
1,878.000
12/08/24
0.86
1,796.500
1,622.500
174.000
10.72
13.55
S
Bunzl
3,202.000
12/08/24
0.50
3,069.000
2,863.000
206.000
7.20
17.36
L
Halma
2,527.000
12/08/24
0.04
2,442.000
3,081.000
-639.000
-20.74
-10.81
L
Barratt Developments
524.600
12/08/24
0.15
514.800
703.000
-188.200
-26.77
-24.00
Haleon
373.200
12/08/24
-1.01
-na-
Mondi
1,423.000
12/08/24
-0.42
1,425.000
1,765.000
-340.000
-19.26
-22.17
S
Whitbread
2,814.000
12/08/24
-1.44
2,849.000
2,787.000
62.000
2.22
-7.73
Smurfit Kappa
3,058.000
12/08/24
0.07
3,130.000
3,853.000
-723.000
-18.76
-18.11
S
M&G
203.900
12/08/24
1.09
212.800
187.500
25.300
13.49
0.22
Smith and Nephew
1,156.000
12/08/24
-0.86
1,224.500
1,212.000
12.500
1.03
-9.06
Intertek
4,680.000
12/08/24
0.60
5,108.000
5,536.000
-428.000
-7.73
-4.98
L
Rentokil Initial
469.000
12/08/24
1.01
524.200
569.800
-45.600
-8.00
-2.42
DCC
5,135.000
12/08/24
-0.29
5,762.000
5,932.000
-170.000
-2.87
-4.92
GSK
1,572.000
12/08/24
0.42
1,796.920
1,603.510
193.410
12.06
20.76
Scottish Mortgage
824.600
12/08/24
-0.17
946.600
1,323.000
-376.400
-28.45
-23.23
S
United Utilities
988.800
12/08/24
-0.12
1,139.500
1,101.500
38.000
3.45
9.71
Phoenix
538.000
12/08/24
0.47
627.200
625.200
2.000
0.32
-5.83
L
BAT
2,801.000
12/08/24
3,282.000
2,771.000
511.000
18.44
17.09
Rightmove
537.200
12/08/24
0.04
635.200
769.200
-134.000
-17.42
-5.53
Johnson Matthey
1,577.000
12/08/24
0.06
1,867.000
1,931.000
-64.000
-3.31
-23.76
L
JD Sports Fashion
120.350
12/08/24
-4.07
144.250
199.200
-54.950
-27.59
-23.55
S
Legal & General
225.600
12/08/24
0.53
270.800
283.700
-12.900
-4.55
-2.62
S
Unite
934.000
12/08/24
-1.11
1,122.000
1,034.000
88.000
8.51
1.16
S
Severn Trent
2,514.000
12/08/24
-0.63
3,052.000
2,921.000
131.000
4.48
11.98
S
B&M
444.600
12/08/24
-2.22
544.200
615.800
-71.600
-11.63
-5.84
⇓ instrument
freshest
⇓ Δday
11/04/22
Δwk
20/12/21
prc diff
⇓ Δ16
⇓ ∅-RS
Rio Tinto
4,942.000
12/08/24
0.56
6,070.000
4,759.500
1,310.500
27.53
12.09
S
National Grid
978.400
12/08/24
-0.04
1,219.500
1,074.800
144.700
13.46
24.24
Endeavour Mining
1,567.000
12/08/24
1.89
1,985.000
1,560.000
425.000
27.24
6.25
Glencore
410.250
12/08/24
1.27
520.400
360.850
159.550
44.22
46.66
Land Securities
615.500
12/08/24
-0.73
785.600
740.400
45.200
6.10
7.89
L
Airtel Africa
110.000
12/08/24
-0.63
144.200
126.600
17.600
13.90
40.88
S
RS Group
754.000
12/08/24
-0.40
1,008.000
1,177.000
-169.000
-14.36
-6.11
L
Abrdn
152.950
12/08/24
2.51
205.700
226.600
-20.900
-9.22
-18.19
L
British Land
395.000
12/08/24
-0.40
533.200
509.600
23.600
4.63
3.19
L
BT Group
141.500
12/08/24
8.43
192.500
164.950
27.550
16.70
12.71
L
Persimmon
1,577.500
12/08/24
0.03
2,157.000
2,694.000
-537.000
-19.93
-21.00
Reckitt Benckiser
4,180.000
12/08/24
5,890.000
6,263.000
-373.000
-5.96
-3.02
WPP Group
690.200
12/08/24
1.68
973.200
1,087.000
-113.800
-10.47
-4.86
Fresnillo
540.000
12/08/24
0.93
781.800
885.600
-103.800
-11.72
-4.34
L
Segro
884.600
12/08/24
-0.96
1,367.000
1,389.000
-22.000
-1.58
12.55
S
Spirax-Sarco
7,715.000
12/08/24
0.72
12,415.000
15,485.000
-3,070.000
-19.83
-10.61
L
Schroders
337.200
12/08/24
-0.12
543.320
573.750
-30.430
-5.30
-8.67
S
Diageo
2,451.500
12/08/24
1.03
4,002.500
3,984.000
18.500
0.46
11.78
Prudential
635.400
12/08/24
0.41
1,059.000
1,217.000
-158.000
-12.98
-21.59
L
Vodafone
74.440
12/08/24
0.87
130.820
111.500
19.320
17.33
7.67
L
Anglo American
2,232.500
12/08/24
0.29
4,070.500
2,909.500
1,161.000
39.90
31.41
S
Croda
3,829.000
12/08/24
-0.05
7,722.000
10,000.000
-2,278.000
-22.78
-4.19
L
St. James´s Place
691.000
12/08/24
-1.22
1,400.500
1,599.500
-199.000
-12.44
-6.77
S
Burberry Group
671.000
12/08/24
-2.02
1,574.500
1,736.000
-161.500
-9.30
-17.90
S
Entain
580.400
12/08/24
3.98
1,553.000
1,597.500
-44.500
-2.79
-11.81
⇓ instrument
freshest
⇓ Δday
11/04/22
Δwk
20/12/21
prc diff
⇓ Δ16
⇓ ∅-RS
Ocado
376.700
12/08/24
0.72
1,238.000
1,682.000
-444.000
-26.40
-25.76
FTSE - 99 out of 100 instruments rated - 11/04/22 / 20/12/21 - 42 did rise, Market-Ratio(16) = 42.42 %
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
2/01/06
19/06/06
168
- cash -
short
19/06/06
4/09/06
77
Carnival
100
455
21.940
22.800
21.080
-0.860
-4
9,609
-17
long
4/09/06
30/07/07
329
LSE Group
100
869
11.054
12.288
1.234
11
10,681
12
short
30/07/07
16/02/09
567
Taylor Wimpey
100
4,690
2.277
0.133
39.040
36.763
1,614
183,097
523
long
16/02/09
5/07/10
504
Randgold Res
100
5,628
32.530
61.250
28.720
88
344,734
58
short
5/07/10
6/09/10
63
BP
100
103,430
3.333
4.065
2.601
-0.732
-22
269,023
-76
long
6/09/10
8/08/11
336
Croda
100
18,905
14.230
17.700
3.470
24
334,623
27
short
8/08/11
28/11/11
112
Lloyds Bank
100
1,019,881
0.328
0.237
0.455
0.127
39
463,740
190
long
28/11/11
4/06/12
189
Next
100
17,414
26.630
29.930
3.300
12
521,206
25
short
4/06/12
30/07/12
56
Aviva
100
192,753
2.704
2.990
2.418
-0.286
-11
466,079
-52
long
30/07/12
24/08/15
1120
Ashtead
100
178,779
2.607
8.830
6.223
239
1,578,621
49
short
24/08/15
9/05/16
259
Glencore
100
1,144,757
1.379
1.326
1.435
0.056
4
1,642,384
6
long
9/05/16
8/10/18
882
Fresnillo
100
158,073
10.390
7.780
-2.610
-25
1,229,813
-11
short
8/10/18
11/02/19
126
Fresnillo
100
158,073
7.780
9.696
5.864
-1.916
-25
926,945
-56
long
11/02/19
9/03/20
392
Micro Focus
100
55,175
16.800
5.924
-10.876
-65
326,862
-62
short
9/03/20
6/07/20
119
Micro Focus
100
55,175
5.924
4.387
8.000
2.076
35
441,378
151
long
6/07/20
7/03/22
609
Scottish Mortgage
100
49,151
8.980
8.560
-0.420
-5
420,734
-3
short
7/03/22
9/01/23
308
Polymetal
100
243,833
1.726
3.150
0.301
-1.425
-83
73,394
-87
long
9/01/23
21/08/23
224
Antofagasta
100
4,251
17.265
13.900
-3.365
-19
59,090
-30
short
21/08/23
11/12/23
112
Fresnillo
100
11,586
5.100
5.760
4.440
-0.660
-13
51,443
-36
long
11/12/23
12/08/24
245
Rolls-Royce
100
17,326
2.969
4.867
1.898
64
84,327
109
accum 19/06/06
12/08/24 7268
days out of 7436 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 30/07/07 16/02/09 567 2.28 0.13 39.04 36.76 1,614.37 1,614.37
Ashtead long 30/07/12 24/08/15 1120 2.61 8.83 6.22 238.70 238.70
Randgold Res long 16/02/09 5/07/10 504 32.53 61.25 28.72 88.29 88.29
Rolls-Royce long 11/12/23 12/08/24 245 2.97 4.87 1.90 63.93 63.93
Lloyds Bank short 8/08/11 28/11/11 112 0.33 0.24 0.45 0.13 38.59 38.59
Croda long 6/09/10 8/08/11 336 14.23 17.70 3.47 24.39 24.39
Next long 28/11/11 4/06/12 189 26.63 29.93 3.30 12.39 12.39
LSE Group long 4/09/06 30/07/07 329 11.05 12.29 1.23 11.17 11.17
Glencore short 24/08/15 9/05/16 259 1.38 1.33 1.43 0.06 4.04 4.04
Carnival short 19/06/06 4/09/06 77 21.94 22.80 21.08 -0.86 -3.92 -3.92
Scottish Mortgage long 6/07/20 7/03/22 609 8.98 8.56 -0.42 -4.68 -4.68
Aviva short 4/06/12 30/07/12 56 2.70 2.99 2.42 -0.29 -10.58 -10.58
Antofagasta long 9/01/23 21/08/23 224 17.27 13.90 -3.37 -19.49 -19.49
BP short 5/07/10 6/09/10 63 3.33 4.07 2.60 -0.73 -21.96 -21.96
Fresnillo long 9/05/16 8/10/18 882 10.39 7.78 -2.61 -25.12
short 8/10/18 11/02/19 126 7.78 9.70 5.86 -1.92 -24.63
short 21/08/23 11/12/23 112 5.10 5.76 4.44 -0.66 -12.94 -50.86
Micro Focus long 11/02/19 9/03/20 392 16.80 5.92 -10.88 -64.74
short 9/03/20 6/07/20 119 5.92 4.39 8.00 2.08 35.04 -52.38
Polymetal short 7/03/22 9/01/23 308 1.73 3.15 0.30 -1.42 -82.56 -82.56
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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