Assessment - FTSE 100 Index - 6/06/22 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
6/06/22
⇓ Δwk
2/14/22
prc diff
⇓ Δ16
∅-RS
L
FTSE
7,877.050
Thu
0.37
7,608.220
7,531.590
76.630
1.02
4.71
L
Glencore
476.500
09:16
0.32
541.500
422.100
119.400
28.29
42.52
L
Shell
2,841.500
Thu
-0.16
2,394.500
2,005.500
389.000
19.40
40.23
Airtel Africa
106.800
Thu
2.10
156.600
144.300
12.300
8.52
38.69
L
BAE Systems
1,287.000
Thu
-2.50
794.200
600.000
194.200
32.37
32.24
S
Centrica
130.750
Thu
-0.46
83.180
77.720
5.460
7.03
31.66
L
Standard Chartered
661.600
Thu
2.86
626.600
550.200
76.400
13.89
30.42
L
BP
509.600
09:16
-0.55
440.450
400.650
39.800
9.93
27.55
L
Anglo American
2,182.000
Thu
0.62
3,966.500
3,617.500
349.000
9.65
25.72
BAT
2,292.000
09:15
-0.04
3,532.500
3,409.000
123.500
3.62
22.65
L
Beazley
670.000
Thu
2.84
492.400
484.800
7.600
1.57
20.93
HSBC
636.100
09:16
-1.32
533.500
558.200
-24.700
-4.42
18.41
Compass Group
2,169.000
Thu
1.36
1,805.000
1,781.500
23.500
1.32
13.99
L
AstraZeneca
10,784.000
09:15
-1.19
10,072.000
8,381.000
1,691.000
20.18
13.15
S
Imperial Brands
1,748.500
Thu
0.78
1,806.500
1,781.000
25.500
1.43
12.11
SSE
1,647.500
Thu
1.73
1,820.000
1,525.000
295.000
19.34
11.74
Rio Tinto
5,338.000
09:17
-0.61
5,956.000
5,722.000
234.000
4.09
11.28
S
National Grid
1,033.500
09:16
0.34
1,127.500
1,075.000
52.500
4.88
10.53
GSK
1,576.500
09:16
-0.44
1,707.470
1,582.760
124.710
7.88
10.08
Pearson
993.800
Thu
0.34
751.000
625.200
125.800
20.12
6.77
BT Group
104.700
Thu
1.50
184.900
192.700
-7.800
-4.05
6.42
Frasers
786.500
Thu
0.51
701.000
687.500
13.500
1.96
6.19
L
Antofagasta
2,264.000
Thu
-0.22
1,537.000
1,389.500
147.500
10.62
6.13
L
NatWest
275.400
Thu
1.10
230.400
242.600
-12.200
-5.03
5.53
L
Hiscox
1,172.000
Thu
1.91
939.600
948.200
-8.600
-0.91
5.48
⇓ instrument
freshest
⇓ Δday
6/06/22
⇓ Δwk
2/14/22
prc diff
⇓ Δ16
∅-RS
L
Endeavour Mining
1,728.000
Thu
1,875.000
1,775.000
100.000
5.63
5.04
Land Securities
631.000
Thu
1.45
769.200
788.800
-19.600
-2.48
4.90
L
Vodafone
66.380
Thu
-0.15
126.000
136.540
-10.540
-7.72
4.78
L
Aviva
457.200
Thu
0.37
430.200
431.000
-0.800
-0.19
4.63
Smiths Group
1,590.000
Thu
0.63
1,560.000
1,540.500
19.500
1.27
4.57
S
M&G
199.150
Thu
1.04
218.500
212.200
6.300
2.97
3.76
L
ConvaTec
283.600
Thu
0.93
215.400
177.500
37.900
21.35
3.43
S
Unite
920.500
Thu
-1.92
1,140.000
990.400
149.600
15.11
3.36
S
Reckitt Benckiser
4,118.000
09:17
-0.51
6,222.000
5,905.000
317.000
5.37
3.15
Informa
787.200
Thu
0.08
554.000
608.400
-54.400
-8.94
2.78
L
British Land
379.400
Thu
2.82
530.000
538.400
-8.400
-1.56
2.76
S
Bunzl
2,974.000
Thu
-0.13
2,779.000
2,664.000
115.000
4.32
2.50
InterContinental Hot
7,838.000
Thu
0.56
4,970.000
5,052.000
-82.000
-1.62
2.50
S
Severn Trent
2,419.000
Thu
2.15
2,872.000
2,830.000
42.000
1.48
1.88
RELX
3,292.000
09:17
-1.11
2,243.000
2,239.000
4.000
0.18
1.24
Diageo
2,799.500
09:16
-0.83
3,704.500
3,632.000
72.500
2.00
0.88
L
Phoenix
479.400
Thu
0.71
644.800
657.200
-12.400
-1.89
-0.73
Berkeley
4,620.000
Thu
1.45
4,302.000
4,083.000
219.000
5.36
-1.02
Tesco
282.700
Thu
0.18
260.500
295.400
-34.900
-11.81
-1.51
S
United Utilities
1,018.500
Thu
1.60
1,044.500
1,044.500
0.000
0.00
-1.53
LSE Group
9,036.000
Thu
-1.03
7,328.000
6,874.000
454.000
6.60
-1.80
L
Fresnillo
610.000
Thu
1.41
778.800
665.800
113.000
16.97
-2.76
L
Lloyds Bank
51.000
Thu
1.15
45.595
51.710
-6.115
-11.83
-2.88
L
Barclays
183.980
Thu
2.25
171.360
195.560
-24.200
-12.37
-3.10
L
F&C Investment Trust
973.000
Thu
0.21
836.000
860.000
-24.000
-2.79
-3.53
⇓ instrument
freshest
⇓ Δday
6/06/22
⇓ Δwk
2/14/22
prc diff
⇓ Δ16
∅-RS
L
Weir Group
1,993.000
Thu
-0.85
1,634.000
1,674.500
-40.500
-2.42
-3.71
Unilever Plc
3,795.000
09:18
0.66
3,718.000
3,810.000
-92.000
-2.41
-3.76
S
Smith and Nephew
966.800
Thu
0.69
1,263.000
1,206.000
57.000
4.73
-3.81
L
3i Group
2,846.000
Thu
0.21
1,250.000
1,322.000
-72.000
-5.45
-4.86
Burberry Group
1,122.000
Thu
-2.09
1,743.000
1,963.000
-220.000
-11.21
-5.03
L
Legal & General
245.000
Thu
0.82
260.200
272.000
-11.800
-4.34
-5.06
DCC
5,445.000
Thu
0.46
5,656.000
6,358.000
-702.000
-11.04
-5.91
CRH (L)
6,266.000
Thu
-1.57
3,310.000
3,650.000
-340.000
-9.32
-6.00
Pershing Square
3,874.000
Thu
0.16
2,555.000
2,750.000
-195.000
-7.09
-6.53
L
Rentokil Initial
412.900
Thu
-7.61
506.200
498.400
7.800
1.57
-6.67
Melrose
630.600
Thu
0.54
413.400
456.000
-42.600
-9.34
-7.31
Auto Trader
676.600
Thu
0.24
589.600
638.200
-48.600
-7.62
-7.92
L
WPP Group
771.400
Thu
1.21
939.800
1,193.500
-253.700
-21.26
-8.14
Sage Group
1,145.000
Thu
0.17
658.400
682.400
-24.000
-3.52
-8.85
S
RS Group
701.000
Thu
1.15
962.500
1,029.000
-66.500
-6.46
-9.36
L
Johnson Matthey
1,753.000
Thu
-0.90
2,078.000
1,765.500
312.500
17.70
-9.88
Ass Brit Foods
2,442.000
Thu
2.01
1,694.000
1,878.000
-184.000
-9.80
-10.40
S
Whitbread
3,085.000
Thu
0.26
2,673.000
3,201.000
-528.000
-16.49
-11.05
Mondi
1,376.500
Thu
0.95
1,560.500
1,864.500
-304.000
-16.30
-11.14
L
Next
8,844.000
Thu
0.18
6,500.000
7,158.000
-658.000
-9.19
-11.32
S
Rightmove
511.000
Thu
-0.62
593.800
622.800
-29.000
-4.66
-11.59
L
Intertek
4,850.000
Thu
0.21
4,613.000
5,164.000
-551.000
-10.67
-11.78
Segro
840.400
Thu
1.55
1,105.500
1,235.000
-129.500
-10.49
-11.93
Persimmon
1,291.500
Thu
1.81
2,246.000
2,445.000
-199.000
-8.14
-12.62
S
Schroders
369.000
Thu
0.27
499.800
549.270
-49.470
-9.01
-13.25
⇓ instrument
freshest
⇓ Δday
6/06/22
⇓ Δwk
2/14/22
prc diff
⇓ Δ16
∅-RS
L
Smurfit Kappa
3,484.000
Thu
0.87
3,237.000
3,932.000
-695.000
-17.68
-13.40
Taylor Wimpey
131.900
Thu
0.69
131.300
152.250
-20.950
-13.76
-13.91
L
Rolls-Royce
402.500
Thu
0.27
92.920
117.700
-24.780
-21.05
-14.20
Experian
3,206.000
Thu
-2.29
2,613.000
2,865.000
-252.000
-8.80
-14.28
S
St. James´s Place
417.600
Thu
1.61
1,259.000
1,502.500
-243.500
-16.21
-15.46
S
Prudential
722.800
Thu
4.42
1,063.500
1,177.000
-113.500
-9.64
-15.61
L
Kingfisher
248.200
Thu
1.97
266.800
318.100
-51.300
-16.13
-15.91
L
Croda
4,849.000
Thu
-1.18
6,850.000
7,324.000
-474.000
-6.47
-16.04
S
Entain
824.200
Thu
1.23
1,437.000
1,684.500
-247.500
-14.69
-16.67
J Sainsbury
262.600
Thu
1.16
227.800
277.300
-49.500
-17.85
-16.88
S
Abrdn
138.200
Thu
0.29
196.600
237.300
-40.700
-17.15
-16.98
Halma
2,200.000
Thu
0.46
2,223.000
2,330.000
-107.000
-4.59
-17.53
L
DS Smith
399.600
Thu
0.60
308.900
366.000
-57.100
-15.60
-17.53
Flutter
14,765.000
Thu
0.03
9,192.000
11,130.000
-1,938.000
-17.41
-18.05
L
Int Cons Airlines
169.800
Thu
5.66
125.300
164.800
-39.500
-23.97
-18.79
S
Barratt Developments
446.300
Thu
0.07
510.400
618.800
-108.400
-17.52
-19.04
Coca-Cola HBC
2,410.000
Thu
0.92
1,775.500
2,405.000
-629.500
-26.17
-19.82
L
Ashtead
5,588.000
Thu
-0.29
4,168.000
4,841.000
-673.000
-13.90
-20.66
Spirax-Sarco
9,180.000
Thu
-2.86
10,695.000
11,980.000
-1,285.000
-10.73
-22.22
Admiral Group
2,710.000
Thu
0.78
2,277.000
3,030.000
-753.000
-24.85
-22.77
JD Sports Fashion
120.300
Thu
1.05
123.250
168.500
-45.250
-26.85
-30.67
L
Scottish Mortgage
824.200
Thu
-0.39
798.200
1,052.500
-254.300
-24.16
-31.07
B&M
520.000
Thu
1.44
382.900
567.800
-184.900
-32.56
-32.01
L
Hargreaves Lansdown
734.200
Thu
1.72
855.200
1,305.000
-449.800
-34.47
-33.26
S
Ocado
350.000
Thu
0.52
951.400
1,300.500
-349.100
-26.84
-34.40
⇓ instrument
freshest
⇓ Δday
6/06/22
⇓ Δwk
2/14/22
prc diff
⇓ Δ16
∅-RS
S
Haleon
321.200
Thu
0.41
-na-
FTSE - 99 out of 100 instruments rated - 6/06/22 / 2/14/22 - 36 did rise, Market-Ratio(16) = 36.36 %
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
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
4/18/24
129
Rolls-Royce
100
17,326
2.969
4.025
1.056
36
69,739
137
accum 6/19/06
4/18/24 6514
days out of 6682 invested (97%)
597
69,739
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
Lloyds Bank short 8/08/11 11/28/11 112 0.33 0.24 0.45 0.13 38.59 38.59
Rolls-Royce long 12/11/23 4/18/24 129 2.97 4.03 1.06 35.57 35.57
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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