Assessment - FTSE 100 Index - 11/07/22 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
11/07/22
Δwk
21/03/22
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
12/08/24
0.52
7,196.590
7,442.390
-245.800
-3.30
-1.19
Rolls-Royce
486.700
12/08/24
0.35
86.740
93.100
-6.360
-6.83
-18.27
L
3i Group
3,018.000
12/08/24
0.23
1,152.500
1,352.500
-200.000
-14.79
-11.53
CRH (L)
6,416.000
12/08/24
-1.35
2,899.000
3,385.000
-486.000
-14.36
-15.78
S
Flutter
14,685.000
12/08/24
-1.28
7,752.000
9,248.000
-1,496.000
-16.18
-27.70
Antofagasta
1,879.500
12/08/24
1.79
1,067.000
1,758.500
-691.500
-39.32
-25.33
Int Cons Airlines
166.450
12/08/24
-0.06
103.680
140.440
-36.760
-26.17
-29.53
BAE Systems
1,303.500
12/08/24
2.04
812.000
731.200
80.800
11.05
30.41
InterContinental Hot
7,228.000
12/08/24
-0.61
4,525.000
5,196.000
-671.000
-12.91
-5.70
DS Smith
444.000
12/08/24
1.19
281.700
332.100
-50.400
-15.18
-21.73
RELX
3,531.000
12/08/24
0.57
2,273.000
2,310.000
-37.000
-1.60
1.19
Centrica
127.300
12/08/24
3.29
82.820
80.400
2.420
3.01
25.73
Ass Brit Foods
2,435.000
12/08/24
-0.90
1,584.500
1,736.500
-152.000
-8.75
-13.54
L
NatWest
334.600
12/08/24
0.48
218.900
215.800
3.100
1.44
-0.54
S
Sage Group
1,005.500
12/08/24
1.03
662.800
692.800
-30.000
-4.33
-7.63
Next
9,542.000
12/08/24
0.23
6,296.000
6,408.000
-112.000
-1.75
-11.80
Informa
807.800
12/08/24
1.03
535.000
590.000
-55.000
-9.32
-0.94
Beazley
732.000
12/08/24
1.24
494.000
406.700
87.300
21.47
16.34
Barclays
220.100
12/08/24
0.85
151.000
168.500
-17.500
-10.39
-13.75
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
1,861.000
1,688.500
172.500
10.22
-12.73
Pershing Square
3,534.000
12/08/24
-0.79
2,480.000
2,805.000
-325.000
-11.59
-8.80
L
Taylor Wimpey
158.000
12/08/24
0.54
113.600
143.050
-29.450
-20.59
-23.11
Shell
2,799.000
12/08/24
0.83
2,030.500
2,020.500
10.000
0.49
14.17
Weir Group
1,904.000
12/08/24
0.79
1,387.500
1,897.000
-509.500
-26.86
-16.40
L
Hargreaves Lansdown
1,102.000
12/08/24
810.400
1,048.000
-237.600
-22.67
-31.80
⇓ instrument
freshest
⇓ Δday
11/07/22
Δwk
21/03/22
prc diff
⇓ Δ16
⇓ ∅-RS
Ashtead
5,152.000
12/08/24
-0.43
3,800.000
5,442.000
-1,642.000
-30.17
-24.66
L
Lloyds Bank
56.800
12/08/24
-0.28
42.015
48.630
-6.615
-13.60
-9.73
L
Auto Trader
797.800
12/08/24
0.81
590.200
676.400
-86.200
-12.74
-6.70
Pearson
1,034.500
12/08/24
-0.72
767.000
790.400
-23.400
-2.96
9.98
L
Experian
3,524.000
12/08/24
1.18
2,624.000
3,010.000
-386.000
-12.82
-12.63
Berkeley
5,070.000
12/08/24
1.00
3,813.000
4,046.000
-233.000
-5.76
-10.77
Compass Group
2,354.000
12/08/24
0.90
1,789.000
1,679.000
110.000
6.55
12.08
L
LSE Group
9,938.000
12/08/24
1.12
7,662.000
7,912.000
-250.000
-3.16
3.41
L
Tesco
333.500
12/08/24
0.91
259.900
277.350
-17.450
-6.29
-2.88
Hiscox
1,189.000
12/08/24
1.89
927.800
933.000
-5.200
-0.56
2.95
J Sainsbury
269.600
12/08/24
0.67
215.200
261.100
-45.900
-17.58
-19.45
F&C Investment Trust
1,026.000
12/08/24
828.000
848.000
-20.000
-2.36
-3.96
Standard Chartered
722.000
12/08/24
0.92
585.200
506.000
79.200
15.65
19.23
L
Smiths Group
1,743.000
12/08/24
0.52
1,418.500
1,529.500
-111.000
-7.26
-4.23
L
Unilever Plc
4,714.000
12/08/24
-0.34
3,852.000
3,405.500
446.500
13.11
1.08
L
HSBC
643.900
12/08/24
0.22
527.700
500.800
26.900
5.37
14.90
Aviva
484.200
12/08/24
0.35
397.800
426.300
-28.500
-6.69
-3.24
L
Frasers
838.500
12/08/24
-0.42
694.000
663.500
30.500
4.60
3.83
L
Imperial Brands
2,134.000
12/08/24
0.38
1,806.000
1,604.500
201.500
12.56
10.69
L
Halma
2,527.000
12/08/24
0.04
2,144.000
2,536.000
-392.000
-15.46
-17.89
S
B&M
444.600
12/08/24
-2.22
380.700
586.000
-205.300
-35.03
-29.19
Admiral Group
2,698.000
12/08/24
0.86
2,316.000
2,611.000
-295.000
-11.30
-18.46
L
AstraZeneca
12,780.000
12/08/24
0.63
11,154.000
9,629.000
1,525.000
15.84
23.00
L
Barratt Developments
524.600
12/08/24
0.15
457.900
561.800
-103.900
-18.49
-24.17
BP
439.600
12/08/24
1.35
384.600
375.000
9.600
2.56
8.90
⇓ instrument
freshest
⇓ Δday
11/07/22
Δwk
21/03/22
prc diff
⇓ Δ16
⇓ ∅-RS
Smurfit Kappa
3,058.000
12/08/24
0.07
2,710.000
3,499.000
-789.000
-22.55
-25.24
S
Whitbread
2,814.000
12/08/24
-1.44
2,510.000
2,775.000
-265.000
-9.55
-14.63
S
Bunzl
3,202.000
12/08/24
0.50
2,872.000
2,868.000
4.000
0.14
4.49
Kingfisher
271.400
12/08/24
0.18
247.300
291.300
-44.000
-15.10
-19.21
Intertek
4,680.000
12/08/24
0.60
4,270.000
5,170.000
-900.000
-17.41
-16.35
L
SSE
1,878.000
12/08/24
0.86
1,746.000
1,672.500
73.500
4.39
6.16
Scottish Mortgage
824.600
12/08/24
-0.17
775.600
1,011.500
-235.900
-23.32
-28.70
S
M&G
203.900
12/08/24
1.09
192.850
213.100
-20.250
-9.50
-7.04
Melrose
486.700
12/08/24
0.19
464.850
390.600
74.250
19.01
4.97
ConvaTec
231.600
12/08/24
-0.17
221.400
204.300
17.100
8.37
7.37
Rio Tinto
4,942.000
12/08/24
0.56
4,811.500
5,804.000
-992.500
-17.10
-9.02
Smith and Nephew
1,156.000
12/08/24
-0.86
1,134.000
1,247.000
-113.000
-9.06
-11.41
Haleon
373.200
12/08/24
-1.01
-na-
DCC
5,135.000
12/08/24
-0.29
5,232.000
5,950.000
-718.000
-12.07
-11.78
L
JD Sports Fashion
120.350
12/08/24
-4.07
123.450
148.900
-25.450
-17.09
-26.67
Mondi
1,423.000
12/08/24
-0.42
1,465.000
1,542.500
-77.500
-5.02
-14.46
L
Abrdn
152.950
12/08/24
2.51
158.700
203.400
-44.700
-21.98
-29.44
Glencore
410.250
12/08/24
1.27
426.200
497.550
-71.350
-14.34
7.91
S
United Utilities
988.800
12/08/24
-0.12
1,033.500
1,082.000
-48.500
-4.48
-2.84
Endeavour Mining
1,567.000
12/08/24
1.89
1,655.000
1,910.000
-255.000
-13.35
-7.13
L
Rentokil Initial
469.000
12/08/24
1.01
503.000
507.200
-4.200
-0.83
-6.99
S
Legal & General
225.600
12/08/24
0.53
244.600
272.500
-27.900
-10.24
-9.93
Land Securities
615.500
12/08/24
-0.73
675.000
764.600
-89.600
-11.72
-8.20
Phoenix
538.000
12/08/24
0.47
594.400
630.800
-36.400
-5.77
-7.35
S
National Grid
978.400
12/08/24
-0.04
1,084.500
1,129.400
-44.900
-3.98
4.71
⇓ instrument
freshest
⇓ Δday
11/07/22
Δwk
21/03/22
prc diff
⇓ Δ16
⇓ ∅-RS
S
Severn Trent
2,514.000
12/08/24
-0.63
2,797.000
2,953.000
-156.000
-5.28
-1.99
Rightmove
537.200
12/08/24
0.04
600.200
671.800
-71.600
-10.66
-9.36
L
Segro
884.600
12/08/24
-0.96
999.200
1,310.500
-311.300
-23.75
-19.63
L
Persimmon
1,577.500
12/08/24
0.03
1,783.500
2,264.000
-480.500
-21.22
-27.60
GSK
1,572.000
12/08/24
0.42
1,781.810
1,627.890
153.920
9.46
12.55
WPP Group
690.200
12/08/24
1.68
785.200
1,078.500
-293.300
-27.20
-21.94
L
British Land
395.000
12/08/24
-0.40
462.800
514.000
-51.200
-9.96
-10.02
S
Unite
934.000
12/08/24
-1.11
1,110.000
1,128.500
-18.500
-1.64
1.03
Johnson Matthey
1,577.000
12/08/24
0.06
1,880.000
1,884.500
-4.500
-0.24
-15.34
S
RS Group
754.000
12/08/24
-0.40
909.000
1,031.000
-122.000
-11.83
-12.80
L
BAT
2,801.000
12/08/24
3,389.000
3,164.000
225.000
7.11
15.25
L
Anglo American
2,232.500
12/08/24
0.29
2,724.500
3,910.000
-1,185.500
-30.32
-14.50
Fresnillo
540.000
12/08/24
0.93
664.000
748.000
-84.000
-11.23
-16.65
L
Airtel Africa
110.000
12/08/24
-0.63
149.400
152.000
-2.600
-1.71
24.36
L
BT Group
141.500
12/08/24
8.43
192.600
181.500
11.100
6.12
11.22
L
Schroders
337.200
12/08/24
-0.12
459.000
554.540
-95.540
-17.23
-18.13
S
Spirax-Sarco
7,715.000
12/08/24
0.72
10,695.000
12,695.000
-2,000.000
-15.75
-19.47
S
Diageo
2,451.500
12/08/24
1.03
3,567.500
3,712.500
-145.000
-3.91
-3.19
Reckitt Benckiser
4,180.000
12/08/24
6,334.000
5,797.000
537.000
9.26
5.50
Prudential
635.400
12/08/24
0.41
1,010.000
1,084.000
-74.000
-6.83
-16.91
L
St. James´s Place
691.000
12/08/24
-1.22
1,140.500
1,465.000
-324.500
-22.15
-21.28
L
Vodafone
74.440
12/08/24
0.87
128.700
127.980
0.720
0.56
6.93
S
Croda
3,829.000
12/08/24
-0.05
6,806.000
7,520.000
-714.000
-9.49
-15.45
S
Entain
580.400
12/08/24
3.98
1,075.500
1,666.000
-590.500
-35.44
-35.56
Ocado
376.700
12/08/24
0.72
835.600
1,097.000
-261.400
-23.83
-37.25
⇓ instrument
freshest
⇓ Δday
11/07/22
Δwk
21/03/22
prc diff
⇓ Δ16
⇓ ∅-RS
S
Burberry Group
671.000
12/08/24
-2.02
1,651.000
1,704.000
-53.000
-3.11
-7.88
FTSE - 99 out of 100 instruments rated - 11/07/22 / 21/03/22 - 23 did rise, Market-Ratio(16) = 23.23 %
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
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