Assessment - FTSE 100 Index in Pound sterling - 20/06/22 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
20/06/22
⇓ Δwk
28/02/22
prc diff
Δ16
⇓ ∅-RS
FTSE
8,210.250
12/08/24
0.52
7,121.810
7,458.250
-336.440
-4.51
-2.14
ConvaTec
231.600
12/08/24
-0.17
214.800
180.250
34.550
19.17
3.71
Pearson
1,034.500
12/08/24
-0.72
772.000
648.000
124.000
19.14
10.22
Standard Chartered
722.000
12/08/24
0.92
604.000
532.800
71.200
13.36
24.87
L
AstraZeneca
12,780.000
12/08/24
0.63
10,054.000
9,059.000
995.000
10.98
12.13
L
Imperial Brands
2,134.000
12/08/24
0.38
1,814.500
1,639.000
175.500
10.71
12.14
Beazley
732.000
12/08/24
1.24
497.000
450.600
46.400
10.30
19.88
GSK
1,572.000
12/08/24
0.42
1,711.700
1,556.770
154.930
9.95
9.42
Fresnillo
540.000
12/08/24
0.93
789.400
718.600
70.800
9.85
-1.06
Johnson Matthey
1,577.000
12/08/24
0.06
2,040.000
1,883.000
157.000
8.34
-10.21
L
BAT
2,801.000
12/08/24
3,515.500
3,261.500
254.000
7.79
21.03
BP
439.600
12/08/24
1.35
391.500
363.550
27.950
7.69
12.22
L
LSE Group
9,938.000
12/08/24
1.12
7,078.000
6,574.000
504.000
7.67
-4.86
Shell
2,799.000
12/08/24
0.83
2,110.500
1,972.000
138.500
7.02
21.37
Glencore
410.250
12/08/24
1.27
472.750
442.150
30.600
6.92
22.46
BAE Systems
1,303.500
12/08/24
2.04
758.000
719.600
38.400
5.34
24.48
L
HSBC
643.900
12/08/24
0.22
537.500
514.600
22.900
4.45
18.61
Centrica
127.300
12/08/24
3.29
80.640
77.280
3.360
4.35
25.66
Hiscox
1,189.000
12/08/24
1.89
950.600
921.800
28.800
3.12
6.12
Melrose
486.700
12/08/24
0.19
457.050
444.750
12.300
2.77
3.03
S
Unite
934.000
12/08/24
-1.11
1,085.000
1,068.000
17.000
1.59
-1.41
L
BT Group
141.500
12/08/24
8.43
188.450
186.250
2.200
1.18
8.51
Phoenix
538.000
12/08/24
0.47
623.200
618.600
4.600
0.74
-3.51
Compass Group
2,354.000
12/08/24
0.90
1,694.500
1,694.000
0.500
0.03
6.73
Haleon
373.200
12/08/24
-1.01
-na-
⇓ instrument
freshest
⇓ Δday
20/06/22
⇓ Δwk
28/02/22
prc diff
Δ16
⇓ ∅-RS
Aviva
484.200
12/08/24
0.35
417.700
419.800
-2.100
-0.50
1.56
L
Frasers
838.500
12/08/24
-0.42
625.500
636.500
-11.000
-1.73
-5.89
L
Vodafone
74.440
12/08/24
0.87
127.760
131.440
-3.680
-2.80
6.33
S
Severn Trent
2,514.000
12/08/24
-0.63
2,794.000
2,876.000
-82.000
-2.85
-1.47
S
M&G
203.900
12/08/24
1.09
199.700
205.800
-6.100
-2.96
-4.64
Reckitt Benckiser
4,180.000
12/08/24
6,112.000
6,321.000
-209.000
-3.31
1.56
L
Airtel Africa
110.000
12/08/24
-0.63
136.600
142.100
-5.500
-3.87
17.78
L
Unilever Plc
4,714.000
12/08/24
-0.34
3,601.000
3,746.500
-145.500
-3.88
-6.25
L
NatWest
334.600
12/08/24
0.48
220.700
229.700
-9.000
-3.92
0.75
S
United Utilities
988.800
12/08/24
-0.12
1,030.000
1,074.500
-44.500
-4.14
-3.04
Berkeley
5,070.000
12/08/24
1.00
3,730.000
3,896.000
-166.000
-4.26
-13.81
L
Smiths Group
1,743.000
12/08/24
0.52
1,462.500
1,529.000
-66.500
-4.35
-1.85
L
British Land
395.000
12/08/24
-0.40
505.800
529.600
-23.800
-4.49
-1.96
L
SSE
1,878.000
12/08/24
0.86
1,619.000
1,704.500
-85.500
-5.02
-1.06
S
Diageo
2,451.500
12/08/24
1.03
3,537.500
3,725.000
-187.500
-5.03
-3.88
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
1,806.500
1,904.000
-97.500
-5.12
-17.07
Weir Group
1,904.000
12/08/24
0.79
1,499.500
1,582.500
-83.000
-5.24
-11.02
F&C Investment Trust
1,026.000
12/08/24
790.000
834.000
-44.000
-5.28
-8.66
Mondi
1,423.000
12/08/24
-0.42
1,460.500
1,571.500
-111.000
-7.06
-15.99
S
National Grid
978.400
12/08/24
-0.04
1,038.000
1,130.800
-92.800
-8.21
1.03
RELX
3,531.000
12/08/24
0.57
2,091.000
2,281.000
-190.000
-8.33
-6.24
Pershing Square
3,534.000
12/08/24
-0.79
2,480.000
2,710.000
-230.000
-8.49
-9.13
Informa
807.800
12/08/24
1.03
542.800
594.400
-51.600
-8.68
0.71
Land Securities
615.500
12/08/24
-0.73
722.200
794.200
-72.000
-9.07
-1.67
S
Whitbread
2,814.000
12/08/24
-1.44
2,658.000
2,924.000
-266.000
-9.10
-10.77
⇓ instrument
freshest
⇓ Δday
20/06/22
⇓ Δwk
28/02/22
prc diff
Δ16
⇓ ∅-RS
L
Lloyds Bank
56.800
12/08/24
-0.28
43.745
48.435
-4.690
-9.68
-6.49
Endeavour Mining
1,567.000
12/08/24
1.89
1,786.000
1,990.000
-204.000
-10.25
0.62
S
Legal & General
225.600
12/08/24
0.53
246.900
277.200
-30.300
-10.93
-9.53
S
Sage Group
1,005.500
12/08/24
1.03
624.600
702.800
-78.200
-11.13
-13.38
Rio Tinto
4,942.000
12/08/24
0.56
5,125.000
5,791.000
-666.000
-11.50
-4.03
Rolls-Royce
486.700
12/08/24
0.35
91.500
103.500
-12.000
-11.59
-14.85
L
Schroders
337.200
12/08/24
-0.12
457.980
520.880
-62.900
-12.08
-19.68
L
Anglo American
2,232.500
12/08/24
0.29
3,353.500
3,823.000
-469.500
-12.28
5.70
L
Rentokil Initial
469.000
12/08/24
1.01
445.000
507.800
-62.800
-12.37
-17.98
Barclays
220.100
12/08/24
0.85
160.120
182.880
-22.760
-12.45
-9.07
S
Bunzl
3,202.000
12/08/24
0.50
2,590.000
2,969.000
-379.000
-12.77
-5.16
L
Tesco
333.500
12/08/24
0.91
251.900
289.750
-37.850
-13.06
-5.18
Next
9,542.000
12/08/24
0.23
5,954.000
6,862.000
-908.000
-13.23
-17.94
DCC
5,135.000
12/08/24
-0.29
5,084.000
5,860.000
-776.000
-13.24
-15.07
Ass Brit Foods
2,435.000
12/08/24
-0.90
1,647.000
1,920.000
-273.000
-14.22
-11.78
Smith and Nephew
1,156.000
12/08/24
-0.86
1,143.000
1,337.000
-194.000
-14.51
-12.22
Prudential
635.400
12/08/24
0.41
969.800
1,136.500
-166.700
-14.67
-21.90
Antofagasta
1,879.500
12/08/24
1.79
1,291.000
1,521.000
-230.000
-15.12
-10.67
S
Burberry Group
671.000
12/08/24
-2.02
1,640.500
1,940.000
-299.500
-15.44
-9.71
CRH (L)
6,416.000
12/08/24
-1.35
2,832.000
3,386.000
-554.000
-16.36
-19.03
S
RS Group
754.000
12/08/24
-0.40
820.500
989.500
-169.000
-17.08
-22.31
InterContinental Hot
7,228.000
12/08/24
-0.61
4,341.000
5,236.000
-895.000
-17.09
-10.20
DS Smith
444.000
12/08/24
1.19
282.300
344.600
-62.300
-18.08
-23.48
Rightmove
537.200
12/08/24
0.04
550.200
672.600
-122.400
-18.20
-17.70
Int Cons Airlines
166.450
12/08/24
-0.06
120.580
148.560
-27.980
-18.83
-20.36
⇓ instrument
freshest
⇓ Δday
20/06/22
⇓ Δwk
28/02/22
prc diff
Δ16
⇓ ∅-RS
S
Croda
3,829.000
12/08/24
-0.05
6,040.000
7,484.000
-1,444.000
-19.29
-25.69
L
3i Group
3,018.000
12/08/24
0.23
1,066.500
1,335.500
-269.000
-20.14
-18.65
L
Halma
2,527.000
12/08/24
0.04
1,919.500
2,411.000
-491.500
-20.39
-28.00
L
St. James´s Place
691.000
12/08/24
-1.22
1,116.000
1,403.500
-287.500
-20.48
-24.45
L
Auto Trader
797.800
12/08/24
0.81
526.200
663.000
-136.800
-20.63
-17.63
L
Abrdn
152.950
12/08/24
2.51
163.850
206.700
-42.850
-20.73
-29.59
WPP Group
690.200
12/08/24
1.68
835.400
1,057.500
-222.100
-21.00
-17.93
Kingfisher
271.400
12/08/24
0.18
241.200
306.200
-65.000
-21.23
-23.04
L
Experian
3,524.000
12/08/24
1.18
2,296.000
2,933.000
-637.000
-21.72
-24.43
Intertek
4,680.000
12/08/24
0.60
4,206.000
5,384.000
-1,178.000
-21.88
-18.93
S
Flutter
14,685.000
12/08/24
-1.28
8,412.000
10,795.000
-2,383.000
-22.08
-23.67
S
Entain
580.400
12/08/24
3.98
1,311.500
1,684.000
-372.500
-22.12
-23.16
L
Taylor Wimpey
158.000
12/08/24
0.54
116.950
150.250
-33.300
-22.16
-22.42
S
Spirax-Sarco
7,715.000
12/08/24
0.72
9,280.000
11,945.000
-2,665.000
-22.31
-31.70
Smurfit Kappa
3,058.000
12/08/24
0.07
2,857.000
3,706.000
-849.000
-22.91
-22.81
L
Persimmon
1,577.500
12/08/24
0.03
1,851.000
2,413.000
-562.000
-23.29
-27.00
J Sainsbury
269.600
12/08/24
0.67
208.400
275.700
-67.300
-24.41
-23.33
L
Segro
884.600
12/08/24
-0.96
981.200
1,301.500
-320.300
-24.61
-21.70
L
Barratt Developments
524.600
12/08/24
0.15
454.400
611.000
-156.600
-25.63
-26.72
Admiral Group
2,698.000
12/08/24
0.86
2,157.000
2,977.000
-820.000
-27.54
-25.77
L
JD Sports Fashion
120.350
12/08/24
-4.07
106.350
151.000
-44.650
-29.57
-38.95
Scottish Mortgage
824.600
12/08/24
-0.17
705.000
1,009.500
-304.500
-30.16
-37.66
Ashtead
5,152.000
12/08/24
-0.43
3,404.000
4,876.000
-1,472.000
-30.19
-34.46
L
Hargreaves Lansdown
1,102.000
12/08/24
782.000
1,134.500
-352.500
-31.07
-37.12
Ocado
376.700
12/08/24
0.72
877.600
1,373.000
-495.400
-36.08
-37.58
⇓ instrument
freshest
⇓ Δday
20/06/22
⇓ Δwk
28/02/22
prc diff
Δ16
⇓ ∅-RS
S
B&M
444.600
12/08/24
-2.22
373.800
605.400
-231.600
-38.26
-32.37
FTSE - 99 out of 100 instruments rated - 20/06/22 / 28/02/22 - 23 did rise, Market-Ratio(16) in GBP = 23.23 %
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
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 7348
days out of 7516 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
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