Assessment - FTSE 100 Index in Pound sterling - 5/02/22 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
5/02/22
⇓ Δwk
1/10/22
prc diff
⇓ Δ16
∅-RS
FTSE
8,210.250
8/12/24
0.52
7,544.550
7,445.250
99.300
1.33
4.43
L
Airtel Africa
110.000
8/12/24
-0.63
146.600
134.600
12.000
8.92
38.21
Glencore
410.250
8/12/24
1.27
497.300
388.950
108.350
27.86
36.32
Shell
2,799.000
8/12/24
0.83
2,173.000
1,730.600
442.400
25.56
33.16
Centrica
127.300
8/12/24
3.29
79.460
74.000
5.460
7.38
30.06
BAE Systems
1,303.500
8/12/24
2.04
740.000
572.000
168.000
29.37
27.50
L
AstraZeneca
12,780.000
8/12/24
0.63
10,688.000
8,334.000
2,354.000
28.25
23.26
S
National Grid
978.400
8/12/24
-0.04
1,194.000
1,053.400
140.600
13.35
19.78
GSK
1,572.000
8/12/24
0.42
1,808.010
1,623.260
184.750
11.38
19.57
L
BAT
2,801.000
8/12/24
3,352.000
2,869.000
483.000
16.84
18.59
S
Bunzl
3,202.000
8/12/24
0.50
3,103.000
2,696.000
407.000
15.10
17.26
L
SSE
1,878.000
8/12/24
0.86
1,868.500
1,638.500
230.000
14.04
16.89
BP
439.600
8/12/24
1.35
391.550
363.050
28.500
7.85
16.44
Standard Chartered
722.000
8/12/24
0.92
551.800
492.500
59.300
12.04
16.12
L
Anglo American
2,232.500
8/12/24
0.29
3,586.000
3,242.000
344.000
10.61
14.66
S
Severn Trent
2,514.000
8/12/24
-0.63
3,146.000
2,862.000
284.000
9.92
13.91
L
HSBC
643.900
8/12/24
0.22
501.300
492.000
9.300
1.89
12.41
S
Diageo
2,451.500
8/12/24
1.03
4,018.500
3,848.500
170.000
4.42
10.82
Beazley
732.000
8/12/24
1.24
434.200
486.100
-51.900
-10.68
10.81
Pearson
1,034.500
8/12/24
-0.72
785.800
597.800
188.000
31.45
10.80
RELX
3,531.000
8/12/24
0.57
2,393.000
2,188.000
205.000
9.37
10.44
S
United Utilities
988.800
8/12/24
-0.12
1,151.000
1,055.000
96.000
9.10
9.76
Compass Group
2,354.000
8/12/24
0.90
1,702.000
1,699.000
3.000
0.18
8.42
L
Segro
884.600
8/12/24
-0.96
1,342.500
1,312.000
30.500
2.32
8.35
Hiscox
1,189.000
8/12/24
1.89
946.600
932.400
14.200
1.52
7.96
⇓ instrument
freshest
⇓ Δday
5/02/22
⇓ Δwk
1/10/22
prc diff
⇓ Δ16
∅-RS
Informa
807.800
8/12/24
1.03
574.600
538.400
36.200
6.72
6.73
Endeavour Mining
1,567.000
8/12/24
1.89
1,959.000
1,540.000
419.000
27.21
6.55
InterContinental Hot
7,228.000
8/12/24
-0.61
5,172.000
4,934.000
238.000
4.82
6.52
L
LSE Group
9,938.000
8/12/24
1.12
7,916.000
7,172.000
744.000
10.37
6.13
L
Frasers
838.500
8/12/24
-0.42
686.000
786.500
-100.500
-12.78
5.73
Aviva
484.200
8/12/24
0.35
433.300
433.900
-0.600
-0.14
5.66
Antofagasta
1,879.500
8/12/24
1.79
1,551.000
1,345.500
205.500
15.27
5.61
Rio Tinto
4,942.000
8/12/24
0.56
5,706.000
5,202.000
504.000
9.69
5.48
L
Tesco
333.500
8/12/24
0.91
272.000
292.450
-20.450
-6.99
4.72
L
Imperial Brands
2,134.000
8/12/24
0.38
1,666.000
1,664.000
2.000
0.12
4.12
Reckitt Benckiser
4,180.000
8/12/24
6,240.000
6,321.000
-81.000
-1.28
3.25
Land Securities
615.500
8/12/24
-0.73
752.600
774.000
-21.400
-2.76
2.97
S
Sage Group
1,005.500
8/12/24
1.03
737.400
807.200
-69.800
-8.65
2.68
L
BT Group
141.500
8/12/24
8.43
177.350
177.800
-0.450
-0.25
2.62
L
Rentokil Initial
469.000
8/12/24
1.01
550.000
532.000
18.000
3.38
2.20
ConvaTec
231.600
8/12/24
-0.17
212.000
188.250
23.750
12.62
1.26
L
3i Group
3,018.000
8/12/24
0.23
1,325.000
1,414.000
-89.000
-6.29
1.17
S
M&G
203.900
8/12/24
1.09
214.200
207.300
6.900
3.33
1.01
Pershing Square
3,534.000
8/12/24
-0.79
2,760.000
2,880.000
-120.000
-4.17
0.89
DCC
5,135.000
8/12/24
-0.29
6,078.000
6,154.000
-76.000
-1.23
0.79
L
NatWest
334.600
8/12/24
0.48
218.000
247.000
-29.000
-11.74
0.63
L
Vodafone
74.440
8/12/24
0.87
121.540
117.460
4.080
3.47
0.23
L
British Land
395.000
8/12/24
-0.40
517.800
550.200
-32.400
-5.89
0.20
S
Unite
934.000
8/12/24
-1.11
1,104.000
1,075.000
29.000
2.70
-0.49
L
Auto Trader
797.800
8/12/24
0.81
634.800
695.200
-60.400
-8.69
-0.52
⇓ instrument
freshest
⇓ Δday
5/02/22
⇓ Δwk
1/10/22
prc diff
⇓ Δ16
∅-RS
L
Smiths Group
1,743.000
8/12/24
0.52
1,477.500
1,593.000
-115.500
-7.25
-1.34
S
RS Group
754.000
8/12/24
-0.40
1,055.000
1,175.000
-120.000
-10.21
-1.56
WPP Group
690.200
8/12/24
1.68
1,005.000
1,155.000
-150.000
-12.99
-1.89
Smith and Nephew
1,156.000
8/12/24
-0.86
1,303.000
1,320.500
-17.500
-1.33
-2.37
L
Lloyds Bank
56.800
8/12/24
-0.28
45.880
52.810
-6.930
-13.12
-3.04
S
Croda
3,829.000
8/12/24
-0.05
7,804.000
9,034.000
-1,230.000
-13.62
-3.98
Fresnillo
540.000
8/12/24
0.93
775.400
803.800
-28.400
-3.53
-4.31
F&C Investment Trust
1,026.000
8/12/24
830.000
893.000
-63.000
-7.05
-4.43
L
Unilever Plc
4,714.000
8/12/24
-0.34
3,719.000
3,966.500
-247.500
-6.24
-5.22
Intertek
4,680.000
8/12/24
0.60
5,008.000
5,496.000
-488.000
-8.88
-5.92
Johnson Matthey
1,577.000
8/12/24
0.06
2,225.000
2,053.000
172.000
8.38
-6.27
Berkeley
5,070.000
8/12/24
1.00
4,080.000
4,590.000
-510.000
-11.11
-7.41
Phoenix
538.000
8/12/24
0.47
609.000
669.600
-60.600
-9.05
-7.64
S
Whitbread
2,814.000
8/12/24
-1.44
2,817.000
3,162.000
-345.000
-10.91
-7.76
Rightmove
537.200
8/12/24
0.04
618.400
732.400
-114.000
-15.57
-8.24
L
Experian
3,524.000
8/12/24
1.18
2,792.000
3,229.000
-437.000
-13.53
-8.57
S
Legal & General
225.600
8/12/24
0.53
252.100
305.400
-53.300
-17.45
-9.02
L
Halma
2,527.000
8/12/24
0.04
2,475.000
2,823.000
-348.000
-12.33
-9.41
CRH (L)
6,416.000
8/12/24
-1.35
3,217.500
3,856.000
-638.500
-16.56
-9.68
Weir Group
1,904.000
8/12/24
0.79
1,559.000
1,769.500
-210.500
-11.90
-10.04
Smurfit Kappa
3,058.000
8/12/24
0.07
3,413.000
4,078.000
-665.000
-16.31
-10.13
Int Cons Airlines
166.450
8/12/24
-0.06
143.960
162.740
-18.780
-11.54
-10.37
S
Spirax-Sarco
7,715.000
8/12/24
0.72
12,150.000
14,215.000
-2,065.000
-14.53
-12.65
S
Entain
580.400
8/12/24
3.98
1,518.500
1,666.500
-148.000
-8.88
-13.37
L
St. James´s Place
691.000
8/12/24
-1.22
1,298.000
1,650.500
-352.500
-21.36
-13.74
⇓ instrument
freshest
⇓ Δday
5/02/22
⇓ Δwk
1/10/22
prc diff
⇓ Δ16
∅-RS
DS Smith
444.000
8/12/24
1.19
330.900
397.900
-67.000
-16.84
-14.31
S
B&M
444.600
8/12/24
-2.22
490.200
601.000
-110.800
-18.44
-14.96
S
Burberry Group
671.000
8/12/24
-2.02
1,591.000
1,745.000
-154.000
-8.83
-15.68
J Sainsbury
269.600
8/12/24
0.67
233.300
279.100
-45.800
-16.41
-15.70
Mondi
1,423.000
8/12/24
-0.42
1,510.000
1,869.000
-359.000
-19.21
-15.98
Admiral Group
2,698.000
8/12/24
0.86
2,524.000
3,079.000
-555.000
-18.03
-16.79
Barclays
220.100
8/12/24
0.85
148.200
207.900
-59.700
-28.72
-17.52
Ass Brit Foods
2,435.000
8/12/24
-0.90
1,606.500
2,081.000
-474.500
-22.80
-17.78
L
Schroders
337.200
8/12/24
-0.12
482.800
597.890
-115.090
-19.25
-18.09
L
Taylor Wimpey
158.000
8/12/24
0.54
126.900
166.950
-40.050
-23.99
-19.49
Next
9,542.000
8/12/24
0.23
6,026.000
7,654.000
-1,628.000
-21.27
-19.92
L
Persimmon
1,577.500
8/12/24
0.03
2,100.000
2,650.000
-550.000
-20.75
-21.35
Ashtead
5,152.000
8/12/24
-0.43
4,179.000
5,700.000
-1,521.000
-26.68
-22.35
L
Abrdn
152.950
8/12/24
2.51
189.300
241.400
-52.100
-21.58
-23.02
Kingfisher
271.400
8/12/24
0.18
253.300
339.600
-86.300
-25.41
-23.07
Melrose
486.700
8/12/24
0.19
354.300
508.800
-154.500
-30.37
-23.22
Prudential
635.400
8/12/24
0.41
1,010.000
1,296.000
-286.000
-22.07
-23.38
Scottish Mortgage
824.600
8/12/24
-0.17
914.000
1,139.000
-225.000
-19.75
-24.53
L
Barratt Developments
524.600
8/12/24
0.15
494.500
699.600
-205.100
-29.32
-25.08
Rolls-Royce
486.700
8/12/24
0.35
83.290
127.660
-44.370
-34.76
-25.21
L
JD Sports Fashion
120.350
8/12/24
-4.07
133.400
212.800
-79.400
-37.31
-28.16
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
1,637.500
2,671.000
-1,033.500
-38.69
-29.12
S
Flutter
14,685.000
8/12/24
-1.28
8,130.000
11,140.000
-3,010.000
-27.02
-30.62
L
Hargreaves Lansdown
1,102.000
8/12/24
917.200
1,391.000
-473.800
-34.06
-33.31
Ocado
376.700
8/12/24
0.72
924.000
1,547.500
-623.500
-40.29
-42.33
⇓ instrument
freshest
⇓ Δday
5/02/22
⇓ Δwk
1/10/22
prc diff
⇓ Δ16
∅-RS
Haleon
373.200
8/12/24
-1.01
-na-
FTSE - 99 out of 100 instruments rated - 5/02/22 / 1/10/22 - 36 did rise, Market-Ratio(16) in GBP = 36.36 %
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 7336
days out of 7504 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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