Assessment - FTSE 100 Index in Dollar - 6/13/22 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
6/13/22
⇓ Δwk
2/21/22
prc diff
⇓ Δ16
∅-RS
FTSE
9,997.543
8/12/24
0.52
8,774.446
10,190.701
-1,416.255
-13.90
-10.04
Shell
3,408.316
8/12/24
0.83
2,785.467
2,647.233
138.234
5.22
20.01
BAE Systems
1,587.260
8/12/24
2.04
931.533
805.798
125.735
15.60
14.54
Glencore
499.558
8/12/24
1.27
586.074
568.947
17.128
3.01
13.61
BP
535.297
8/12/24
1.35
519.101
528.847
-9.746
-1.84
11.25
L
Airtel Africa
133.946
8/12/24
-0.63
170.964
210.368
-39.404
-18.73
10.79
Centrica
155.012
8/12/24
3.29
94.956
104.108
-9.153
-8.79
10.73
Standard Chartered
879.173
8/12/24
0.92
705.530
778.838
-73.308
-9.41
8.96
L
BAT
3,410.751
8/12/24
4,225.995
4,583.163
-357.168
-7.79
8.75
Beazley
891.349
8/12/24
1.24
577.672
659.834
-82.161
-12.45
4.69
GSK
1,914.209
8/12/24
0.42
2,130.203
2,141.655
-11.452
-0.53
1.82
L
HSBC
784.071
8/12/24
0.22
612.377
744.526
-132.149
-17.75
0.87
L
Anglo American
2,718.494
8/12/24
0.29
4,284.444
4,866.376
-581.933
-11.96
0.79
L
Imperial Brands
2,598.551
8/12/24
0.38
2,174.186
2,379.405
-205.218
-8.62
0.40
L
AstraZeneca
15,562.084
8/12/24
0.63
11,905.360
12,458.686
-553.327
-4.44
-0.82
Pearson
1,259.701
8/12/24
-0.72
904.988
850.186
54.801
6.45
-3.79
S
National Grid
1,191.388
8/12/24
-0.04
1,312.670
1,469.716
-157.046
-10.69
-4.61
L
Vodafone
90.645
8/12/24
0.87
153.429
185.124
-31.695
-17.12
-4.78
Compass Group
2,866.443
8/12/24
0.90
2,024.410
2,337.195
-312.785
-13.38
-4.90
L
SSE
2,286.823
8/12/24
0.86
2,080.424
2,174.483
-94.059
-4.33
-5.12
Rio Tinto
6,017.826
8/12/24
0.56
6,794.713
7,752.979
-958.266
-12.36
-5.19
L
BT Group
172.303
8/12/24
8.43
218.575
262.313
-43.738
-16.67
-6.24
Melrose
592.650
8/12/24
0.19
557.824
620.483
-62.659
-10.10
-5.90
S
Severn Trent
3,061.274
8/12/24
-0.63
3,531.302
3,860.150
-328.848
-8.52
-6.93
Hiscox
1,447.834
8/12/24
1.89
1,106.394
1,263.297
-156.904
-12.42
-7.64
⇓ instrument
freshest
⇓ Δday
6/13/22
⇓ Δwk
2/21/22
prc diff
⇓ Δ16
∅-RS
Endeavour Mining
1,908.121
8/12/24
1.89
2,189.407
2,539.393
-349.986
-13.78
-7.96
Reckitt Benckiser
5,089.946
8/12/24
7,354.850
8,632.576
-1,277.726
-14.80
-8.96
L
Smiths Group
2,122.434
8/12/24
0.52
1,819.838
2,045.812
-225.973
-11.05
-8.95
L
NatWest
407.439
8/12/24
0.48
266.674
323.245
-56.571
-17.50
-9.02
S
United Utilities
1,204.052
8/12/24
-0.12
1,289.534
1,440.578
-151.044
-10.48
-9.41
L
Frasers
1,021.033
8/12/24
-0.42
804.285
923.168
-118.884
-12.88
-9.50
Land Securities
749.488
8/12/24
-0.73
886.479
1,081.659
-195.180
-18.04
-9.96
Fresnillo
657.553
8/12/24
0.93
961.975
948.766
13.209
1.39
-10.10
ConvaTec
282.017
8/12/24
-0.17
249.627
232.766
16.860
7.24
-10.27
Aviva
589.606
8/12/24
0.35
492.190
584.129
-91.938
-15.74
-10.76
L
British Land
480.988
8/12/24
-0.40
615.664
731.727
-116.062
-15.86
-10.96
S
Bunzl
3,899.045
8/12/24
0.50
3,220.791
3,717.182
-496.390
-13.35
-11.87
RELX
4,299.665
8/12/24
0.57
2,610.728
3,014.594
-403.865
-13.40
-12.52
Antofagasta
2,288.649
8/12/24
1.79
1,696.852
1,900.801
-203.949
-10.73
-12.56
S
M&G
248.287
8/12/24
1.09
245.973
289.750
-43.776
-15.11
-12.61
S
Diageo
2,985.168
8/12/24
1.03
4,286.879
4,950.796
-663.917
-13.41
-13.09
Informa
983.650
8/12/24
1.03
626.136
819.959
-193.822
-23.64
-13.41
S
Unite
1,137.323
8/12/24
-1.11
1,271.269
1,349.623
-78.354
-5.81
-13.91
Phoenix
655.117
8/12/24
0.47
743.522
873.333
-129.812
-14.86
-14.26
L
Unilever Plc
5,740.193
8/12/24
-0.34
4,418.390
5,242.179
-823.790
-15.71
-14.28
L
Tesco
406.100
8/12/24
0.91
299.674
391.598
-91.924
-23.47
-15.80
L
LSE Group
12,101.408
8/12/24
1.12
8,360.663
8,839.540
-478.877
-5.42
-16.30
Berkeley
6,173.691
8/12/24
1.00
4,834.231
5,341.577
-507.345
-9.50
-16.73
L
Lloyds Bank
69.165
8/12/24
-0.28
52.148
69.333
-17.185
-24.79
-16.93
F&C Investment Trust
1,249.350
8/12/24
961.975
1,142.387
-180.411
-15.79
-17.07
⇓ instrument
freshest
⇓ Δday
6/13/22
⇓ Δwk
2/21/22
prc diff
⇓ Δ16
∅-RS
Weir Group
2,318.483
8/12/24
0.79
1,854.543
2,157.463
-302.921
-14.04
-18.07
Smith and Nephew
1,407.650
8/12/24
-0.86
1,432.004
1,605.332
-173.328
-10.80
-18.23
InterContinental Hot
8,801.467
8/12/24
-0.61
5,248.246
6,655.525
-1,407.280
-21.14
-19.24
Johnson Matthey
1,920.298
8/12/24
0.06
2,471.912
2,414.126
57.786
2.39
-19.11
DCC
6,252.840
8/12/24
-0.29
6,463.501
8,251.327
-1,787.826
-21.67
-19.59
Barclays
268.014
8/12/24
0.85
190.057
260.666
-70.609
-27.09
-19.49
S
Burberry Group
817.070
8/12/24
-2.02
1,959.264
2,755.889
-796.625
-28.91
-19.77
S
Legal & General
274.711
8/12/24
0.53
293.220
369.948
-76.728
-20.74
-19.96
L
Rentokil Initial
571.097
8/12/24
1.01
575.237
656.566
-81.329
-12.39
-20.88
L
3i Group
3,674.990
8/12/24
0.23
1,367.466
1,767.363
-399.897
-22.63
-22.33
Pershing Square
4,303.318
8/12/24
-0.79
2,837.219
3,635.485
-798.267
-21.96
-22.55
S
Sage Group
1,224.388
8/12/24
1.03
747.905
924.802
-176.897
-19.13
-22.70
Ass Brit Foods
2,965.076
8/12/24
-0.90
1,934.910
2,623.813
-688.903
-26.26
-22.98
S
Whitbread
3,426.581
8/12/24
-1.44
3,075.886
4,140.641
-1,064.755
-25.71
-23.16
Next
11,619.202
8/12/24
0.23
7,410.864
9,321.548
-1,910.684
-20.50
-23.96
L
Auto Trader
971.473
8/12/24
0.81
649.029
851.548
-202.519
-23.78
-24.39
CRH (L)
7,812.702
8/12/24
-1.35
3,552.003
4,874.546
-1,322.543
-27.13
-24.42
L
Persimmon
1,920.907
8/12/24
0.03
2,579.068
3,278.745
-699.677
-21.34
-24.37
Mondi
1,732.774
8/12/24
-0.42
1,754.692
2,604.070
-849.378
-32.62
-24.89
Intertek
5,698.791
8/12/24
0.60
5,194.667
6,974.141
-1,779.474
-25.52
-25.56
WPP Group
840.450
8/12/24
1.68
1,017.259
1,608.736
-591.478
-36.77
-25.68
Rightmove
654.143
8/12/24
0.04
664.372
831.124
-166.752
-20.06
-25.98
S
RS Group
918.139
8/12/24
-0.40
1,040.516
1,364.328
-323.812
-23.73
-26.67
L
Taylor Wimpey
192.395
8/12/24
0.54
148.741
202.198
-53.457
-26.44
-26.59
Rolls-Royce
592.650
8/12/24
0.35
104.928
156.203
-51.275
-32.83
-27.20
⇓ instrument
freshest
⇓ Δday
6/13/22
⇓ Δwk
2/21/22
prc diff
⇓ Δ16
∅-RS
L
Schroders
410.605
8/12/24
-0.12
546.085
746.037
-199.952
-26.80
-28.78
S
Entain
706.748
8/12/24
3.98
1,632.923
2,234.394
-601.471
-26.92
-28.79
L
Experian
4,291.141
8/12/24
1.18
2,895.668
3,794.793
-899.125
-23.69
-28.96
Prudential
773.721
8/12/24
0.41
1,189.197
1,561.761
-372.564
-23.86
-28.79
L
Segro
1,077.169
8/12/24
-0.96
1,192.362
1,674.093
-481.731
-28.78
-29.17
Kingfisher
330.481
8/12/24
0.18
299.065
441.296
-142.231
-32.23
-28.99
DS Smith
540.655
8/12/24
1.19
349.964
494.399
-144.435
-29.21
-29.55
L
Coca-Cola HBC
3,297.506
8/12/24
0.89
2,062.159
3,152.116
-1,089.957
-34.58
-29.55
Smurfit Kappa
3,723.697
8/12/24
0.07
3,492.336
5,406.934
-1,914.597
-35.41
-29.87
L
St. James´s Place
841.424
8/12/24
-1.22
1,382.688
2,053.981
-671.294
-32.68
-30.34
L
Barratt Developments
638.800
8/12/24
0.15
579.255
814.512
-235.257
-28.88
-30.59
S
Croda
4,662.537
8/12/24
-0.05
7,539.939
9,493.110
-1,953.171
-20.57
-30.87
Int Cons Airlines
202.685
8/12/24
-0.06
140.059
216.250
-76.191
-35.23
-31.43
J Sainsbury
328.289
8/12/24
0.67
249.505
372.127
-122.622
-32.95
-31.66
L
Halma
3,077.104
8/12/24
0.04
2,437.816
3,058.165
-620.349
-20.28
-32.07
S
Flutter
17,881.784
8/12/24
-1.28
10,004.545
14,126.652
-4,122.107
-29.18
-32.56
Admiral Group
3,285.329
8/12/24
0.86
2,607.075
4,026.266
-1,419.191
-35.25
-33.30
Ashtead
6,273.541
8/12/24
-0.43
4,632.095
6,301.508
-1,669.414
-26.49
-33.63
L
Abrdn
186.246
8/12/24
2.51
206.703
318.071
-111.368
-35.01
-34.11
S
Spirax-Sarco
9,394.482
8/12/24
0.72
11,631.379
15,583.570
-3,952.190
-25.36
-36.38
L
JD Sports Fashion
146.549
8/12/24
-4.07
139.974
219.967
-79.994
-36.37
-40.35
S
B&M
541.385
8/12/24
-2.22
433.254
806.343
-373.088
-46.27
-41.97
L
Hargreaves Lansdown
1,341.895
8/12/24
953.939
1,767.363
-813.425
-46.02
-43.26
Ocado
458.704
8/12/24
0.72
1,071.568
1,770.087
-698.519
-39.46
-43.52
Scottish Mortgage
1,004.108
8/12/24
-0.17
847.269
1,319.395
-472.126
-35.78
-44.51
⇓ instrument
freshest
⇓ Δday
6/13/22
⇓ Δwk
2/21/22
prc diff
⇓ Δ16
∅-RS
Haleon
454.442
8/12/24
-1.01
-na-
FTSE - 99 out of 100 instruments rated - 6/13/22 / 2/21/22 - 7 did rise, Market-Ratio(16) in USD = 7.07 %
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 7275
days out of 7443 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