Assessment - FTSE 100 Index in Dollar - 11/07/22 - RS = 16
⇐
instrument
freshest
⇓ Δday
11/07/22
⇓ Δwk
21/03/22
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
9,758.797
12/08/24
0.52
8,553.949
9,811.061
-1,257.112
-12.81
-11.45
L
3i Group
3,587.229
12/08/24
0.23
1,369.875
1,782.957
-413.082
-23.17
-20.57
L
Abrdn
181.798
12/08/24
2.51
188.633
268.136
-79.503
-29.65
-36.33
Admiral Group
3,206.874
12/08/24
0.86
2,752.824
3,441.997
-689.173
-20.02
-26.46
L
Airtel Africa
130.747
12/08/24
-0.63
177.579
200.377
-22.798
-11.38
10.88
L
Anglo American
2,653.575
12/08/24
0.29
3,238.372
5,154.426
-1,916.054
-37.17
-23.50
Antofagasta
2,233.995
12/08/24
1.79
1,268.248
2,318.174
-1,049.925
-45.29
-33.01
Ashtead
6,123.726
12/08/24
-0.43
4,516.723
7,174.012
-2,657.289
-37.04
-32.02
Ass Brit Foods
2,894.269
12/08/24
-0.90
1,883.355
2,289.172
-405.817
-17.73
-22.26
L
AstraZeneca
15,190.454
12/08/24
0.63
13,257.772
12,693.599
564.174
4.44
9.95
L
Auto Trader
948.274
12/08/24
0.81
701.518
891.676
-190.158
-21.33
-16.20
Aviva
575.526
12/08/24
0.35
472.830
561.977
-89.148
-15.86
-13.28
S
B&M
528.457
12/08/24
-2.22
452.504
772.505
-320.000
-41.42
-36.16
BAE Systems
1,549.355
12/08/24
2.04
965.152
963.917
1.235
0.13
16.37
Barclays
261.613
12/08/24
0.85
179.480
222.128
-42.648
-19.20
-22.44
L
Barratt Developments
623.546
12/08/24
0.15
544.265
740.603
-196.338
-26.51
-31.62
Beazley
870.064
12/08/24
1.24
587.174
536.139
51.035
9.52
4.09
Berkeley
6,026.260
12/08/24
1.00
4,532.175
5,333.711
-801.535
-15.03
-19.83
BP
522.514
12/08/24
1.35
457.140
494.350
-37.210
-7.53
-2.71
L
BAT
3,329.301
12/08/24
4,028.204
4,170.999
-142.794
-3.42
2.96
L
British Land
469.502
12/08/24
-0.40
550.089
677.590
-127.500
-18.82
-19.29
L
BT Group
168.189
12/08/24
8.43
228.927
239.266
-10.339
-4.32
-0.44
S
Bunzl
3,805.934
12/08/24
0.50
3,413.692
3,780.791
-367.099
-9.71
-6.43
S
Burberry Group
797.558
12/08/24
-2.02
1,962.397
2,246.328
-283.930
-12.64
-17.17
Centrica
151.310
12/08/24
3.29
98.441
105.989
-7.548
-7.12
12.09
instrument
freshest
⇓ Δday
11/07/22
⇓ Δwk
21/03/22
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,218.760
12/08/24
0.89
2,212.006
2,225.895
-13.889
-0.62
-21.25
Compass Group
2,797.991
12/08/24
0.90
2,126.426
2,213.371
-86.945
-3.93
0.31
ConvaTec
275.282
12/08/24
-0.17
263.159
269.322
-6.163
-2.29
-3.75
CRH (L)
7,626.131
12/08/24
-1.35
3,445.785
4,462.336
-1,016.551
-22.78
-24.26
S
Croda
4,551.193
12/08/24
-0.05
8,089.690
9,913.372
-1,823.683
-18.40
-23.88
DCC
6,103.520
12/08/24
-0.29
6,218.815
7,843.692
-1,624.877
-20.72
-20.79
S
Diageo
2,913.881
12/08/24
1.03
4,240.371
4,894.068
-653.697
-13.36
-13.25
DS Smith
527.743
12/08/24
1.19
334.832
437.797
-102.965
-23.52
-29.47
Endeavour Mining
1,862.554
12/08/24
1.89
1,967.152
2,517.891
-550.739
-21.87
-16.82
S
Entain
689.870
12/08/24
3.98
1,278.352
2,196.234
-917.882
-41.79
-41.92
L
Experian
4,188.667
12/08/24
1.18
3,118.916
3,967.985
-849.069
-21.40
-21.38
F&C Investment Trust
1,219.515
12/08/24
984.170
1,117.891
-133.721
-11.96
-13.80
S
Flutter
17,454.759
12/08/24
-1.28
9,214.116
12,191.339
-2,977.223
-24.42
-34.74
L
Frasers
996.651
12/08/24
-0.42
824.896
874.671
-49.774
-5.69
-6.95
Fresnillo
641.850
12/08/24
0.93
789.238
986.064
-196.826
-19.96
-25.23
Glencore
487.628
12/08/24
1.27
506.586
655.904
-149.318
-22.77
-3.74
GSK
1,868.497
12/08/24
0.42
2,117.880
2,145.995
-28.115
-1.31
0.64
Haleon
443.590
12/08/24
-1.01
-na-
L
Halma
3,003.621
12/08/24
0.04
2,548.383
3,343.127
-794.744
-23.77
-26.04
L
Hargreaves Lansdown
1,309.850
12/08/24
963.251
1,381.544
-418.294
-30.28
-38.27
Hiscox
1,413.259
12/08/24
1.89
1,102.794
1,229.944
-127.150
-10.34
-7.79
L
HSBC
765.347
12/08/24
0.22
627.230
660.188
-32.958
-4.99
2.69
L
Imperial Brands
2,536.497
12/08/24
0.38
2,146.632
2,115.160
31.472
1.49
-0.92
Informa
960.160
12/08/24
1.03
635.907
777.778
-141.871
-18.24
-11.24
InterContinental Hot
8,591.284
12/08/24
-0.61
5,378.467
6,849.718
-1,471.252
-21.48
-15.42
instrument
freshest
⇓ Δday
11/07/22
⇓ Δwk
21/03/22
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
197.844
12/08/24
-0.06
123.235
185.137
-61.902
-33.44
-36.52
Intertek
5,562.702
12/08/24
0.60
5,075.371
6,815.443
-1,740.072
-25.53
-24.85
J Sainsbury
320.450
12/08/24
0.67
255.789
344.200
-88.410
-25.69
-27.47
L
JD Sports Fashion
143.049
12/08/24
-4.07
146.734
196.290
-49.556
-25.25
-33.70
Johnson Matthey
1,874.440
12/08/24
0.06
2,234.590
2,484.275
-249.686
-10.05
-23.85
Kingfisher
322.589
12/08/24
0.18
293.944
384.011
-90.068
-23.45
-27.18
Land Securities
731.590
12/08/24
-0.73
802.313
1,007.947
-205.635
-20.40
-17.72
S
Legal & General
268.151
12/08/24
0.53
290.734
359.228
-68.494
-19.07
-19.12
L
Lloyds Bank
67.513
12/08/24
-0.28
49.940
64.107
-14.168
-22.10
-18.98
L
LSE Group
11,812.421
12/08/24
1.12
9,107.141
10,430.133
-1,322.992
-12.68
-7.27
S
M&G
242.358
12/08/24
1.09
229.224
280.923
-51.699
-18.40
-16.63
Melrose
578.497
12/08/24
0.19
552.526
514.915
37.611
7.30
-5.55
Mondi
1,691.394
12/08/24
-0.42
1,741.316
2,033.428
-292.112
-14.37
-23.01
S
National Grid
1,162.937
12/08/24
-0.04
1,289.049
1,488.851
-199.802
-13.42
-6.38
L
NatWest
397.709
12/08/24
0.48
260.187
284.482
-24.295
-8.54
-10.82
Next
11,341.730
12/08/24
0.23
7,483.498
8,447.459
-963.961
-11.41
-20.61
Ocado
447.750
12/08/24
0.72
993.204
1,446.140
-452.936
-31.32
-43.06
Pearson
1,229.619
12/08/24
-0.72
911.665
1,041.959
-130.294
-12.50
-1.52
Pershing Square
4,200.553
12/08/24
-0.79
2,947.756
3,697.741
-749.984
-20.28
-18.17
L
Persimmon
1,875.035
12/08/24
0.03
2,119.889
2,984.558
-864.669
-28.97
-34.78
Phoenix
639.473
12/08/24
0.47
706.511
831.563
-125.053
-15.04
-16.84
Prudential
755.244
12/08/24
0.41
1,200.498
1,429.002
-228.504
-15.99
-25.09
Reckitt Benckiser
4,968.396
12/08/24
7,528.665
7,641.997
-113.332
-1.48
-5.49
RELX
4,196.987
12/08/24
0.57
2,701.714
3,045.198
-343.484
-11.28
-9.34
L
Rentokil Initial
557.459
12/08/24
1.01
597.872
668.625
-70.754
-10.58
-16.46
instrument
freshest
⇓ Δday
11/07/22
⇓ Δwk
21/03/22
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
638.522
12/08/24
0.04
713.405
885.612
-172.208
-19.45
-18.49
Rio Tinto
5,874.118
12/08/24
0.56
5,719.004
7,651.225
-1,932.221
-25.25
-18.45
Rolls-Royce
578.497
12/08/24
0.35
103.100
122.731
-19.631
-15.99
-26.34
S
RS Group
896.213
12/08/24
-0.40
1,080.448
1,359.134
-278.686
-20.50
-21.61
S
Sage Group
1,195.149
12/08/24
1.03
787.812
913.296
-125.484
-13.74
-17.05
L
Schroders
400.800
12/08/24
-0.12
545.573
731.032
-185.459
-25.37
-26.30
Scottish Mortgage
980.129
12/08/24
-0.17
921.887
1,333.428
-411.541
-30.86
-35.49
L
Segro
1,051.446
12/08/24
-0.96
1,187.661
1,727.590
-539.929
-31.25
-27.78
S
Severn Trent
2,988.169
12/08/24
-0.63
3,324.546
3,892.844
-568.298
-14.60
-12.23
Shell
3,326.923
12/08/24
0.83
2,413.476
2,663.560
-250.084
-9.39
1.82
Smith and Nephew
1,374.035
12/08/24
-0.86
1,347.885
1,643.880
-295.994
-18.01
-20.46
L
Smiths Group
2,071.750
12/08/24
0.52
1,686.045
2,016.290
-330.245
-16.38
-14.14
Smurfit Kappa
3,634.774
12/08/24
0.07
3,221.137
4,612.618
-1,391.481
-30.17
-32.67
S
Spirax-Sarco
9,170.137
12/08/24
0.72
12,712.199
16,735.407
-4,023.207
-24.04
-27.38
L
SSE
2,232.212
12/08/24
0.86
2,075.316
2,204.803
-129.487
-5.87
-4.98
L
St. James´s Place
821.331
12/08/24
-1.22
1,355.611
1,931.262
-575.651
-29.81
-29.11
Standard Chartered
858.177
12/08/24
0.92
695.575
667.043
28.532
4.28
6.54
L
Taylor Wimpey
187.801
12/08/24
0.54
135.026
188.578
-53.552
-28.40
-30.75
L
Tesco
396.402
12/08/24
0.91
308.920
365.622
-56.701
-15.51
-12.96
L
Unilever Plc
5,603.114
12/08/24
-0.34
4,578.531
4,489.360
89.171
1.99
-9.24
S
Unite
1,110.163
12/08/24
-1.11
1,319.359
1,487.665
-168.306
-11.31
-9.37
S
United Utilities
1,175.299
12/08/24
-0.12
1,228.430
1,426.366
-197.936
-13.88
-12.93
L
Vodafone
88.480
12/08/24
0.87
152.974
168.712
-15.738
-9.33
-4.23
Weir Group
2,263.116
12/08/24
0.79
1,649.198
2,500.754
-851.555
-34.05
-24.90
S
Whitbread
3,344.753
12/08/24
-1.44
2,983.415
3,658.193
-674.778
-18.45
-23.24
instrument
freshest
⇓ Δday
11/07/22
⇓ Δwk
21/03/22
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
820.380
12/08/24
1.68
933.298
1,421.752
-488.454
-34.36
-29.89
FTSE - 99 out of 100 instruments rated - 11/07/22 / 21/03/22 - 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
2/01/06
19/06/06
168
- cash -
short
19/06/06
4/09/06
77
Carnival
100
246
40.614
43.441
37.786
-2.827
-7
9,304
-29
long
4/09/06
30/07/07
329
LSE Group
100
441
21.061
24.870
3.809
18
10,984
20
short
30/07/07
16/02/09
567
Taylor Wimpey
100
2,383
4.609
0.191
111.500
106.891
2,319
265,706
678
long
16/02/09
5/07/10
504
Randgold Res
100
5,695
46.654
93.184
46.530
100
530,692
65
short
5/07/10
6/09/10
63
BP
100
104,657
5.071
6.281
3.861
-1.210
-24
404,064
-79
long
6/09/10
8/08/11
336
Croda
100
18,378
21.986
29.057
7.071
32
534,018
35
short
8/08/11
28/11/11
112
Lloyds Bank
100
991,444
0.539
0.366
0.793
0.255
47
786,414
253
long
28/11/11
4/06/12
189
Next
100
19,115
41.141
45.945
4.805
12
878,255
24
short
4/06/12
30/07/12
56
Aviva
100
211,581
4.151
4.708
3.593
-0.558
-13
760,299
-61
long
30/07/12
24/08/15
1120
Ashtead
100
185,200
4.105
13.931
9.825
239
2,579,973
49
short
24/08/15
9/05/16
259
Glencore
100
1,185,870
2.176
1.910
2.478
0.303
14
2,939,062
20
long
9/05/16
8/10/18
882
Fresnillo
100
196,329
14.970
10.191
-4.779
-32
2,000,768
-15
short
8/10/18
11/02/19
126
Fresnillo
100
196,329
10.191
12.524
7.858
-2.333
-23
1,542,717
-53
long
11/02/19
9/03/20
392
Micro Focus
100
71,093
21.700
7.775
-13.925
-64
552,744
-62
short
9/03/20
6/07/20
119
Micro Focus
100
71,093
7.775
5.482
11.026
3.251
42
783,879
192
long
6/07/20
7/03/22
609
Scottish Mortgage
100
69,849
11.222
11.231
0.008
0
784,466
0
short
7/03/22
9/01/23
308
Polymetal
100
346,517
2.264
3.843
0.685
-1.579
-70
237,296
-76
long
9/01/23
21/08/23
224
Antofagasta
100
11,266
21.063
17.738
-3.325
-16
199,839
-24
short
21/08/23
11/12/23
112
Fresnillo
100
30,705
6.508
7.225
5.791
-0.717
-11
177,817
-32
long
11/12/23
12/08/24
245
Rolls-Royce
100
47,744
3.724
6.153
2.428
65
293,758
111
accum 19/06/06
12/08/24 7348
days out of 7516 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 30/07/07 16/02/09 567 4.61 0.19 111.50 106.89 2,319.27 2,319.27
Ashtead long 30/07/12 24/08/15 1120 4.11 13.93 9.83 239.34 239.34
Randgold Res long 16/02/09 5/07/10 504 46.65 93.18 46.53 99.73 99.73
Rolls-Royce long 11/12/23 12/08/24 245 3.72 6.15 2.43 65.20 65.20
Lloyds Bank short 8/08/11 28/11/11 112 0.54 0.37 0.79 0.25 47.26 47.26
Croda long 6/09/10 8/08/11 336 21.99 29.06 7.07 32.16 32.16
LSE Group long 4/09/06 30/07/07 329 21.06 24.87 3.81 18.09 18.09
Glencore short 24/08/15 9/05/16 259 2.18 1.91 2.48 0.30 13.92 13.92
Next long 28/11/11 4/06/12 189 41.14 45.95 4.80 11.68 11.68
Scottish Mortgage long 6/07/20 7/03/22 609 11.22 11.23 0.01 0.07 0.07
Carnival short 19/06/06 4/09/06 77 40.61 43.44 37.79 -2.83 -6.96 -6.96
Aviva short 4/06/12 30/07/12 56 4.15 4.71 3.59 -0.56 -13.43 -13.43
Antofagasta long 9/01/23 21/08/23 224 21.06 17.74 -3.32 -15.78 -15.78
BP short 5/07/10 6/09/10 63 5.07 6.28 3.86 -1.21 -23.86 -23.86
Micro Focus long 11/02/19 9/03/20 392 21.70 7.77 -13.93 -64.17
short 9/03/20 6/07/20 119 7.77 5.48 11.03 3.25 41.82 -49.19
Fresnillo long 9/05/16 8/10/18 882 14.97 10.19 -4.78 -31.92
short 8/10/18 11/02/19 126 10.19 12.52 7.86 -2.33 -22.89
short 21/08/23 11/12/23 112 6.51 7.23 5.79 -0.72 -11.02 -53.29
Polymetal short 7/03/22 9/01/23 308 2.26 3.84 0.68 -1.58 -69.75 -69.75
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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