Assessment - FTSE 100 Index - 9/05/22 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
9/05/22
Δwk
17/01/22
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
12/08/24
0.52
7,216.580
7,611.230
-394.650
-5.19
-0.26
Rolls-Royce
486.700
12/08/24
0.35
78.500
125.900
-47.400
-37.65
-29.14
L
3i Group
3,018.000
12/08/24
0.23
1,235.000
1,432.000
-197.000
-13.76
-5.76
CRH (L)
6,416.000
12/08/24
-1.35
3,099.500
3,942.000
-842.500
-21.37
-12.88
S
Flutter
14,685.000
12/08/24
-1.28
7,996.000
11,125.000
-3,129.000
-28.13
-30.91
Centrica
127.300
12/08/24
3.29
71.940
74.100
-2.160
-2.91
17.05
BAE Systems
1,303.500
12/08/24
2.04
744.200
590.400
153.800
26.05
27.33
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
1,567.000
2,663.000
-1,096.000
-41.16
-31.54
Beazley
732.000
12/08/24
1.24
441.800
489.100
-47.300
-9.67
12.16
L
NatWest
334.600
12/08/24
0.48
204.100
253.400
-49.300
-19.46
-5.98
Next
9,542.000
12/08/24
0.23
5,904.000
7,626.000
-1,722.000
-22.58
-21.11
Ass Brit Foods
2,435.000
12/08/24
-0.90
1,560.000
2,123.000
-563.000
-26.52
-19.59
RELX
3,531.000
12/08/24
0.57
2,299.000
2,249.000
50.000
2.22
5.59
InterContinental Hot
7,228.000
12/08/24
-0.61
4,741.000
4,902.000
-161.000
-3.28
-2.36
Barclays
220.100
12/08/24
0.85
145.980
214.800
-68.820
-32.04
-18.46
Melrose
486.700
12/08/24
0.19
322.800
508.200
-185.400
-36.48
-29.56
S
Sage Group
1,005.500
12/08/24
1.03
669.000
810.200
-141.200
-17.43
-7.12
Compass Group
2,354.000
12/08/24
0.90
1,576.500
1,737.000
-160.500
-9.24
0.28
Informa
807.800
12/08/24
1.03
543.600
576.600
-33.000
-5.72
0.94
DS Smith
444.000
12/08/24
1.19
310.800
395.500
-84.700
-21.42
-19.13
Pershing Square
3,534.000
12/08/24
-0.79
2,480.000
2,880.000
-400.000
-13.89
-9.41
L
Auto Trader
797.800
12/08/24
0.81
560.400
692.000
-131.600
-19.02
-12.37
L
LSE Group
9,938.000
12/08/24
1.12
7,050.000
7,432.000
-382.000
-5.14
-5.60
Antofagasta
1,879.500
12/08/24
1.79
1,362.000
1,436.500
-74.500
-5.19
-6.98
Pearson
1,034.500
12/08/24
-0.72
757.600
616.000
141.600
22.99
6.92
⇓ instrument
freshest
⇓ Δday
9/05/22
Δwk
17/01/22
prc diff
⇓ Δ16
⇓ ∅-RS
Ashtead
5,152.000
12/08/24
-0.43
3,800.000
5,740.000
-1,940.000
-33.80
-29.22
L
Lloyds Bank
56.800
12/08/24
-0.28
42.345
55.130
-12.785
-23.19
-10.52
L
Experian
3,524.000
12/08/24
1.18
2,630.000
3,094.000
-464.000
-15.00
-13.88
Weir Group
1,904.000
12/08/24
0.79
1,437.000
1,857.000
-420.000
-22.62
-16.75
Standard Chartered
722.000
12/08/24
0.92
547.000
527.000
20.000
3.80
14.99
Berkeley
5,070.000
12/08/24
1.00
3,857.000
4,467.000
-610.000
-13.66
-12.26
L
Taylor Wimpey
158.000
12/08/24
0.54
120.250
160.400
-40.150
-25.03
-23.18
L
HSBC
643.900
12/08/24
0.22
492.700
519.000
-26.300
-5.07
10.28
Int Cons Airlines
166.450
12/08/24
-0.06
127.440
166.920
-39.480
-23.65
-20.17
L
Unilever Plc
4,714.000
12/08/24
-0.34
3,636.000
3,662.000
-26.000
-0.71
-7.11
L
Frasers
838.500
12/08/24
-0.42
647.000
777.000
-130.000
-16.73
-0.75
L
Imperial Brands
2,134.000
12/08/24
0.38
1,652.500
1,732.000
-79.500
-4.59
3.07
L
Hargreaves Lansdown
1,102.000
12/08/24
854.000
1,356.500
-502.500
-37.04
-37.07
F&C Investment Trust
1,026.000
12/08/24
811.000
899.000
-88.000
-9.79
-6.59
Hiscox
1,189.000
12/08/24
1.89
942.000
970.600
-28.600
-2.95
7.12
L
AstraZeneca
12,780.000
12/08/24
0.63
10,140.000
8,770.000
1,370.000
15.62
16.24
Shell
2,799.000
12/08/24
0.83
2,225.000
1,842.800
382.200
20.74
35.18
L
Tesco
333.500
12/08/24
0.91
275.500
289.450
-13.950
-4.82
5.62
Aviva
484.200
12/08/24
0.35
402.100
439.600
-37.500
-8.53
-2.09
L
Smiths Group
1,743.000
12/08/24
0.52
1,448.500
1,629.000
-180.500
-11.08
-3.11
Admiral Group
2,698.000
12/08/24
0.86
2,300.000
3,241.000
-941.000
-29.03
-23.83
J Sainsbury
269.600
12/08/24
0.67
233.000
292.600
-59.600
-20.37
-15.77
L
Halma
2,527.000
12/08/24
0.04
2,192.000
2,670.000
-478.000
-17.90
-19.69
ConvaTec
231.600
12/08/24
-0.17
202.600
178.000
24.600
13.82
-3.18
L
Barratt Developments
524.600
12/08/24
0.15
459.100
679.000
-219.900
-32.39
-29.81
⇓ instrument
freshest
⇓ Δday
9/05/22
Δwk
17/01/22
prc diff
⇓ Δ16
⇓ ∅-RS
Kingfisher
271.400
12/08/24
0.18
242.000
337.700
-95.700
-28.34
-25.97
S
Whitbread
2,814.000
12/08/24
-1.44
2,561.000
3,151.000
-590.000
-18.72
-15.91
BP
439.600
12/08/24
1.35
404.800
393.750
11.050
2.81
19.80
S
Bunzl
3,202.000
12/08/24
0.50
2,990.000
2,730.000
260.000
9.52
12.37
Scottish Mortgage
824.600
12/08/24
-0.17
777.000
1,149.500
-372.500
-32.41
-35.40
L
SSE
1,878.000
12/08/24
0.86
1,804.500
1,583.000
221.500
13.99
12.38
L
JD Sports Fashion
120.350
12/08/24
-4.07
117.550
196.000
-78.450
-40.03
-36.23
Haleon
373.200
12/08/24
-1.01
-na-
Rightmove
537.200
12/08/24
0.04
540.000
690.200
-150.200
-21.76
-19.88
S
M&G
203.900
12/08/24
1.09
206.000
213.900
-7.900
-3.69
-2.83
S
B&M
444.600
12/08/24
-2.22
460.100
563.800
-103.700
-18.39
-19.94
S
Legal & General
225.600
12/08/24
0.53
235.200
300.000
-64.800
-21.60
-14.98
Intertek
4,680.000
12/08/24
0.60
4,896.000
5,408.000
-512.000
-9.47
-7.68
Rio Tinto
4,942.000
12/08/24
0.56
5,188.000
5,393.000
-205.000
-3.80
-3.99
Smurfit Kappa
3,058.000
12/08/24
0.07
3,223.000
3,999.000
-776.000
-19.40
-14.98
Phoenix
538.000
12/08/24
0.47
571.200
686.000
-114.800
-16.73
-13.11
S
Unite
934.000
12/08/24
-1.11
1,007.000
1,065.500
-58.500
-5.49
-9.13
Smith and Nephew
1,156.000
12/08/24
-0.86
1,251.000
1,257.500
-6.500
-0.52
-5.95
S
United Utilities
988.800
12/08/24
-0.12
1,078.000
1,064.500
13.500
1.27
2.46
Mondi
1,423.000
12/08/24
-0.42
1,562.000
1,883.500
-321.500
-17.07
-12.62
L
Rentokil Initial
469.000
12/08/24
1.01
517.200
521.800
-4.600
-0.88
-4.07
GSK
1,572.000
12/08/24
0.42
1,749.580
1,720.370
29.210
1.70
15.06
Glencore
410.250
12/08/24
1.27
458.550
411.300
47.250
11.49
24.48
Land Securities
615.500
12/08/24
-0.73
698.800
813.000
-114.200
-14.05
-4.47
L
Abrdn
152.950
12/08/24
2.51
179.050
243.900
-64.850
-26.59
-26.61
⇓ instrument
freshest
⇓ Δday
9/05/22
Δwk
17/01/22
prc diff
⇓ Δ16
⇓ ∅-RS
S
Severn Trent
2,514.000
12/08/24
-0.63
2,958.000
2,893.000
65.000
2.25
6.61
DCC
5,135.000
12/08/24
-0.29
6,046.000
6,274.000
-228.000
-3.63
0.33
L
BAT
2,801.000
12/08/24
3,302.000
3,144.000
158.000
5.03
16.35
S
RS Group
754.000
12/08/24
-0.40
900.500
1,128.000
-227.500
-20.17
-15.97
S
National Grid
978.400
12/08/24
-0.04
1,179.000
1,080.600
98.400
9.11
17.68
L
Segro
884.600
12/08/24
-0.96
1,073.000
1,296.000
-223.000
-17.21
-13.92
L
British Land
395.000
12/08/24
-0.40
479.500
555.400
-75.900
-13.67
-7.21
L
BT Group
141.500
12/08/24
8.43
173.550
181.050
-7.500
-4.14
0.28
Endeavour Mining
1,567.000
12/08/24
1.89
1,956.000
1,600.000
356.000
22.25
6.86
L
Persimmon
1,577.500
12/08/24
0.03
2,032.000
2,578.000
-546.000
-21.18
-23.28
L
Airtel Africa
110.000
12/08/24
-0.63
144.100
144.300
-0.200
-0.14
34.14
WPP Group
690.200
12/08/24
1.68
952.200
1,217.500
-265.300
-21.79
-7.10
Prudential
635.400
12/08/24
0.41
881.000
1,312.500
-431.500
-32.88
-32.59
L
Schroders
337.200
12/08/24
-0.12
467.840
588.370
-120.530
-20.49
-20.23
S
Spirax-Sarco
7,715.000
12/08/24
0.72
10,855.000
13,510.000
-2,655.000
-19.65
-22.00
Fresnillo
540.000
12/08/24
0.93
767.800
804.200
-36.400
-4.53
-5.14
Johnson Matthey
1,577.000
12/08/24
0.06
2,278.000
1,950.000
328.000
16.82
-3.41
L
Anglo American
2,232.500
12/08/24
0.29
3,300.000
3,371.500
-71.500
-2.12
5.22
Reckitt Benckiser
4,180.000
12/08/24
6,320.000
6,397.000
-77.000
-1.20
4.64
S
Diageo
2,451.500
12/08/24
1.03
3,727.500
3,733.500
-6.000
-0.16
2.37
L
Vodafone
74.440
12/08/24
0.87
118.720
118.880
-0.160
-0.13
-1.89
L
St. James´s Place
691.000
12/08/24
-1.22
1,181.500
1,652.000
-470.500
-28.48
-21.40
S
Croda
3,829.000
12/08/24
-0.05
6,692.000
8,534.000
-1,842.000
-21.58
-17.91
Ocado
376.700
12/08/24
0.72
783.400
1,458.500
-675.100
-46.29
-50.20
S
Entain
580.400
12/08/24
3.98
1,248.500
1,728.000
-479.500
-27.75
-28.61
⇓ instrument
freshest
⇓ Δday
9/05/22
Δwk
17/01/22
prc diff
⇓ Δ16
⇓ ∅-RS
S
Burberry Group
671.000
12/08/24
-2.02
1,489.500
1,753.000
-263.500
-15.03
-20.65
FTSE - 99 out of 100 instruments rated - 9/05/22 / 17/01/22 - 18 did rise, Market-Ratio(16) = 18.18 %
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
write an annotation