Assessment - FTSE 100 Index in Dollar - 5/02/22 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
5/02/22
⇓ Δwk
1/10/22
prc diff
⇓ Δ16
∅-RS
FTSE
10,244.901
8/12/24
0.52
9,414.228
10,101.186
-686.957
-6.80
-4.18
L
Airtel Africa
137.260
8/12/24
-0.63
182.930
182.616
0.314
0.17
26.19
Glencore
511.918
8/12/24
1.27
620.540
527.700
92.840
17.59
24.75
Shell
3,492.644
8/12/24
0.83
2,711.509
2,347.955
363.554
15.48
21.88
Centrica
158.847
8/12/24
3.29
99.152
100.398
-1.246
-1.24
18.96
BAE Systems
1,626.531
8/12/24
2.04
923.386
776.049
147.337
18.99
16.79
L
AstraZeneca
15,947.119
8/12/24
0.63
13,336.683
11,306.978
2,029.705
17.95
12.99
S
National Grid
1,220.866
8/12/24
-0.04
1,489.895
1,429.178
60.717
4.25
9.74
GSK
1,961.571
8/12/24
0.42
2,256.068
2,202.324
53.744
2.44
9.58
L
BAT
3,495.139
8/12/24
4,182.687
3,892.455
290.232
7.46
8.74
S
Bunzl
3,995.515
8/12/24
0.50
3,871.981
3,657.741
214.240
5.86
7.42
L
SSE
2,343.403
8/12/24
0.86
2,331.549
2,223.000
108.548
4.88
7.19
BP
548.541
8/12/24
1.35
488.583
492.560
-3.977
-0.81
6.72
Standard Chartered
900.925
8/12/24
0.92
688.546
668.189
20.357
3.05
6.59
L
Anglo American
2,785.755
8/12/24
0.29
4,474.677
4,398.515
76.162
1.73
5.14
S
Severn Trent
3,137.016
8/12/24
-0.63
3,925.637
3,882.958
42.679
1.10
4.41
L
HSBC
803.470
8/12/24
0.22
625.531
667.511
-41.979
-6.29
3.04
S
Diageo
3,059.027
8/12/24
1.03
5,014.358
5,221.371
-207.013
-3.96
1.61
Beazley
913.403
8/12/24
1.24
541.803
659.506
-117.703
-17.85
1.49
Pearson
1,290.868
8/12/24
-0.72
980.536
811.053
169.483
20.90
1.84
RELX
4,406.047
8/12/24
0.57
2,986.029
2,968.523
17.507
0.59
1.19
S
United Utilities
1,233.843
8/12/24
-0.12
1,436.239
1,431.349
4.890
0.34
0.66
Compass Group
2,937.365
8/12/24
0.90
2,123.787
2,305.082
-181.295
-7.87
-0.53
L
Segro
1,103.820
8/12/24
-0.96
1,675.196
1,780.028
-104.832
-5.89
-0.74
Hiscox
1,483.656
8/12/24
1.89
1,181.185
1,265.014
-83.829
-6.63
-0.98
⇓ instrument
freshest
⇓ Δday
5/02/22
⇓ Δwk
1/10/22
prc diff
⇓ Δ16
∅-RS
Informa
1,007.988
8/12/24
1.03
716.996
730.463
-13.466
-1.84
-2.07
Endeavour Mining
1,955.331
8/12/24
1.89
2,444.476
2,089.362
355.114
17.00
-2.10
InterContinental Hot
9,019.232
8/12/24
-0.61
6,453.717
6,694.100
-240.383
-3.59
-2.23
L
LSE Group
12,400.819
8/12/24
1.12
9,877.731
9,730.459
147.271
1.51
-2.57
L
Frasers
1,046.296
8/12/24
-0.42
856.003
1,067.067
-211.064
-19.78
-3.08
Aviva
604.194
8/12/24
0.35
540.680
588.685
-48.005
-8.15
-3.04
Antofagasta
2,345.275
8/12/24
1.79
1,935.366
1,825.479
109.888
6.02
-3.05
Rio Tinto
6,166.719
8/12/24
0.56
7,120.052
7,057.704
62.348
0.88
-3.11
L
Tesco
416.147
8/12/24
0.91
339.407
396.775
-57.369
-14.46
-4.05
L
Imperial Brands
2,662.845
8/12/24
0.38
2,078.865
2,257.597
-178.731
-7.92
-4.45
Reckitt Benckiser
5,215.881
8/12/24
7,786.387
8,575.883
-789.496
-9.21
-5.20
Land Securities
768.032
8/12/24
-0.73
939.108
1,050.108
-111.000
-10.57
-5.55
S
Sage Group
1,254.681
8/12/24
1.03
920.141
1,095.152
-175.010
-15.98
-5.82
L
BT Group
176.566
8/12/24
8.43
221.301
241.226
-19.926
-8.26
-5.83
L
Rentokil Initial
585.227
8/12/24
1.01
686.300
721.780
-35.480
-4.92
-6.24
ConvaTec
288.995
8/12/24
-0.17
264.538
255.404
9.133
3.58
-6.91
L
3i Group
3,765.916
8/12/24
0.23
1,653.359
1,918.415
-265.055
-13.82
-7.20
S
M&G
254.430
8/12/24
1.09
267.283
281.250
-13.967
-4.97
-7.19
Pershing Square
4,409.790
8/12/24
-0.79
3,443.979
3,907.379
-463.400
-11.86
-7.48
DCC
6,407.548
8/12/24
-0.29
7,584.240
8,349.309
-765.069
-9.16
-7.44
L
NatWest
417.520
8/12/24
0.48
272.024
335.112
-63.088
-18.83
-7.68
L
Vodafone
92.888
8/12/24
0.87
151.660
159.361
-7.702
-4.83
-7.98
L
British Land
492.888
8/12/24
-0.40
646.120
746.472
-100.352
-13.44
-8.03
S
Unite
1,165.462
8/12/24
-1.11
1,377.592
1,458.484
-80.892
-5.55
-8.62
L
Auto Trader
995.510
8/12/24
0.81
792.115
943.198
-151.083
-16.02
-8.79
⇓ instrument
freshest
⇓ Δday
5/02/22
⇓ Δwk
1/10/22
prc diff
⇓ Δ16
∅-RS
L
Smiths Group
2,174.948
8/12/24
0.52
1,843.652
2,161.269
-317.617
-14.70
-9.40
S
RS Group
940.855
8/12/24
-0.40
1,316.448
1,594.156
-277.708
-17.42
-9.67
WPP Group
861.244
8/12/24
1.68
1,254.058
1,567.022
-312.964
-19.97
-10.00
Smith and Nephew
1,442.478
8/12/24
-0.86
1,625.907
1,791.560
-165.653
-9.25
-10.22
L
Lloyds Bank
70.876
8/12/24
-0.28
57.250
71.649
-14.399
-20.10
-10.98
S
Croda
4,777.897
8/12/24
-0.05
9,737.975
12,256.689
-2,518.714
-20.55
-11.93
Fresnillo
673.822
8/12/24
0.93
967.558
1,090.539
-122.980
-11.28
-12.10
F&C Investment Trust
1,280.262
8/12/24
1,035.689
1,211.559
-175.870
-14.52
-12.28
L
Unilever Plc
5,882.216
8/12/24
-0.34
4,640.637
5,381.465
-740.828
-13.77
-12.87
Intertek
5,839.790
8/12/24
0.60
6,249.075
7,456.582
-1,207.507
-16.19
-13.60
Johnson Matthey
1,967.810
8/12/24
0.06
2,776.396
2,785.364
-8.968
-0.32
-13.56
Berkeley
6,326.439
8/12/24
1.00
5,091.099
6,227.386
-1,136.286
-18.25
-14.90
Phoenix
671.326
8/12/24
0.47
759.921
908.466
-148.544
-16.35
-15.13
S
Whitbread
3,511.361
8/12/24
-1.44
3,515.104
4,289.977
-774.872
-18.06
-15.23
Rightmove
670.328
8/12/24
0.04
771.651
993.668
-222.017
-22.34
-15.81
L
Experian
4,397.312
8/12/24
1.18
3,483.909
4,380.878
-896.968
-20.47
-16.13
S
Legal & General
281.508
8/12/24
0.53
314.575
414.345
-99.770
-24.08
-16.47
L
Halma
3,153.237
8/12/24
0.04
3,088.351
3,830.046
-741.695
-19.37
-16.81
CRH (L)
8,006.003
8/12/24
-1.35
4,014.856
5,231.547
-1,216.691
-23.26
-17.02
Weir Group
2,375.846
8/12/24
0.79
1,945.349
2,400.732
-455.383
-18.97
-17.35
Smurfit Kappa
3,815.829
8/12/24
0.07
4,258.804
5,532.740
-1,273.936
-23.03
-17.41
Int Cons Airlines
207.699
8/12/24
-0.06
179.636
220.794
-41.158
-18.64
-17.50
S
Spirax-Sarco
9,626.919
8/12/24
0.72
15,160.994
19,285.901
-4,124.907
-21.39
-19.80
S
Entain
724.234
8/12/24
3.98
1,894.812
2,260.989
-366.176
-16.20
-20.40
L
St. James´s Place
862.243
8/12/24
-1.22
1,619.668
2,239.281
-619.613
-27.67
-20.80
⇓ instrument
freshest
⇓ Δday
5/02/22
⇓ Δwk
1/10/22
prc diff
⇓ Δ16
∅-RS
DS Smith
554.031
8/12/24
1.19
412.903
539.842
-126.939
-23.51
-21.15
S
B&M
554.780
8/12/24
-2.22
611.681
815.394
-203.713
-24.98
-21.95
S
Burberry Group
837.286
8/12/24
-2.02
1,985.279
2,367.492
-382.213
-16.14
-22.44
J Sainsbury
336.412
8/12/24
0.67
291.116
378.663
-87.547
-23.12
-22.58
Mondi
1,775.646
8/12/24
-0.42
1,884.206
2,535.726
-651.520
-25.69
-22.70
Admiral Group
3,366.614
8/12/24
0.86
3,149.494
4,177.368
-1,027.875
-24.61
-23.49
Barclays
274.645
8/12/24
0.85
184.927
282.064
-97.137
-34.44
-24.21
Ass Brit Foods
3,038.438
8/12/24
-0.90
2,004.620
2,823.353
-818.732
-29.00
-24.37
L
Schroders
420.764
8/12/24
-0.12
602.447
811.175
-208.728
-25.73
-24.73
L
Taylor Wimpey
197.155
8/12/24
0.54
158.348
226.506
-68.158
-30.09
-25.97
Next
11,906.683
8/12/24
0.23
7,519.354
10,384.403
-2,865.049
-27.59
-26.35
L
Persimmon
1,968.434
8/12/24
0.03
2,620.419
3,595.332
-974.913
-27.12
-27.63
Ashtead
6,428.760
8/12/24
-0.43
5,214.633
7,733.355
-2,518.721
-32.57
-28.71
L
Abrdn
190.854
8/12/24
2.51
236.212
327.514
-91.302
-27.88
-29.15
Kingfisher
338.658
8/12/24
0.18
316.072
460.745
-144.673
-31.40
-29.22
Melrose
607.313
8/12/24
0.19
442.102
690.304
-248.202
-35.96
-29.35
Prudential
792.864
8/12/24
0.41
1,260.297
1,758.321
-498.024
-28.32
-29.47
Scottish Mortgage
1,028.951
8/12/24
-0.17
1,140.506
1,545.314
-404.808
-26.20
-30.59
L
Barratt Developments
654.606
8/12/24
0.15
617.046
949.168
-332.121
-34.99
-31.07
Rolls-Royce
607.313
8/12/24
0.35
103.931
173.200
-69.269
-39.99
-31.30
L
JD Sports Fashion
150.175
8/12/24
-4.07
166.459
288.712
-122.253
-42.34
-33.95
L
Coca-Cola HBC
3,379.092
8/12/24
0.89
2,043.303
3,623.823
-1,580.520
-43.61
-34.69
S
Flutter
18,324.213
8/12/24
-1.28
10,144.764
15,113.960
-4,969.196
-32.88
-36.07
L
Hargreaves Lansdown
1,375.096
8/12/24
1,144.499
1,887.210
-742.711
-39.35
-38.54
Ocado
470.053
8/12/24
0.72
1,152.984
2,099.538
-946.554
-45.08
-46.84
⇓ instrument
freshest
⇓ Δday
5/02/22
⇓ Δwk
1/10/22
prc diff
⇓ Δ16
∅-RS
Haleon
465.686
8/12/24
-1.01
-na-
FTSE - 99 out of 100 instruments rated - 5/02/22 / 1/10/22 - 21 did rise, Market-Ratio(16) in USD = 21.21 %
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
1/02/06
6/19/06
168
- cash -
short
6/19/06
9/04/06
77
Carnival
100
246
40.614
43.441
37.786
-2.827
-7
9,304
-29
long
9/04/06
7/30/07
329
LSE Group
100
441
21.061
24.870
3.809
18
10,984
20
short
7/30/07
2/16/09
567
Taylor Wimpey
100
2,383
4.609
0.191
111.500
106.891
2,319
265,706
678
long
2/16/09
7/05/10
504
Randgold Res
100
5,695
46.654
93.184
46.530
100
530,692
65
short
7/05/10
9/06/10
63
BP
100
104,657
5.071
6.281
3.861
-1.210
-24
404,064
-79
long
9/06/10
8/08/11
336
Croda
100
18,378
21.986
29.057
7.071
32
534,018
35
short
8/08/11
11/28/11
112
Lloyds Bank
100
991,444
0.539
0.366
0.793
0.255
47
786,414
253
long
11/28/11
6/04/12
189
Next
100
19,115
41.141
45.945
4.805
12
878,255
24
short
6/04/12
7/30/12
56
Aviva
100
211,581
4.151
4.708
3.593
-0.558
-13
760,299
-61
long
7/30/12
8/24/15
1120
Ashtead
100
185,200
4.105
13.931
9.825
239
2,579,973
49
short
8/24/15
5/09/16
259
Glencore
100
1,185,870
2.176
1.910
2.478
0.303
14
2,939,062
20
long
5/09/16
10/08/18
882
Fresnillo
100
196,329
14.970
10.191
-4.779
-32
2,000,768
-15
short
10/08/18
2/11/19
126
Fresnillo
100
196,329
10.191
12.524
7.858
-2.333
-23
1,542,717
-53
long
2/11/19
3/09/20
392
Micro Focus
100
71,093
21.700
7.775
-13.925
-64
552,744
-62
short
3/09/20
7/06/20
119
Micro Focus
100
71,093
7.775
5.482
11.026
3.251
42
783,879
192
long
7/06/20
3/07/22
609
Scottish Mortgage
100
69,849
11.222
11.231
0.008
0
784,466
0
short
3/07/22
1/09/23
308
Polymetal
100
346,517
2.264
3.843
0.685
-1.579
-70
237,296
-76
long
1/09/23
8/21/23
224
Antofagasta
100
11,266
21.063
17.738
-3.325
-16
199,839
-24
short
8/21/23
12/11/23
112
Fresnillo
100
30,705
6.508
7.225
5.791
-0.717
-11
177,817
-32
long
12/11/23
8/12/24
245
Rolls-Royce
100
47,744
3.724
6.153
2.428
65
293,758
111
accum 6/19/06
8/12/24 7372
days out of 7540 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 7/30/07 2/16/09 567 4.61 0.19 111.50 106.89 2,319.27 2,319.27
Ashtead long 7/30/12 8/24/15 1120 4.11 13.93 9.83 239.34 239.34
Randgold Res long 2/16/09 7/05/10 504 46.65 93.18 46.53 99.73 99.73
Rolls-Royce long 12/11/23 8/12/24 245 3.72 6.15 2.43 65.20 65.20
Lloyds Bank short 8/08/11 11/28/11 112 0.54 0.37 0.79 0.25 47.26 47.26
Croda long 9/06/10 8/08/11 336 21.99 29.06 7.07 32.16 32.16
LSE Group long 9/04/06 7/30/07 329 21.06 24.87 3.81 18.09 18.09
Glencore short 8/24/15 5/09/16 259 2.18 1.91 2.48 0.30 13.92 13.92
Next long 11/28/11 6/04/12 189 41.14 45.95 4.80 11.68 11.68
Scottish Mortgage long 7/06/20 3/07/22 609 11.22 11.23 0.01 0.07 0.07
Carnival short 6/19/06 9/04/06 77 40.61 43.44 37.79 -2.83 -6.96 -6.96
Aviva short 6/04/12 7/30/12 56 4.15 4.71 3.59 -0.56 -13.43 -13.43
Antofagasta long 1/09/23 8/21/23 224 21.06 17.74 -3.32 -15.78 -15.78
BP short 7/05/10 9/06/10 63 5.07 6.28 3.86 -1.21 -23.86 -23.86
Micro Focus long 2/11/19 3/09/20 392 21.70 7.77 -13.93 -64.17
short 3/09/20 7/06/20 119 7.77 5.48 11.03 3.25 41.82 -49.19
Fresnillo long 5/09/16 10/08/18 882 14.97 10.19 -4.78 -31.92
short 10/08/18 2/11/19 126 10.19 12.52 7.86 -2.33 -22.89
short 8/21/23 12/11/23 112 6.51 7.23 5.79 -0.72 -11.02 -53.29
Polymetal short 3/07/22 1/09/23 308 2.26 3.84 0.68 -1.58 -69.75 -69.75
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
write an annotation