Assessment - FTSE 100 Index - 1/08/22 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
1/08/22
Δwk
11/04/22
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
12/08/24
0.52
7,413.420
7,618.310
-204.890
-2.69
1.58
Rolls-Royce
486.700
12/08/24
0.35
89.040
95.000
-5.960
-6.27
-15.92
L
3i Group
3,018.000
12/08/24
0.23
1,260.500
1,346.000
-85.500
-6.35
-3.13
CRH (L)
6,416.000
12/08/24
-1.35
3,116.000
3,010.000
106.000
3.52
-8.45
S
Flutter
14,685.000
12/08/24
-1.28
8,278.000
8,494.000
-216.000
-2.54
-20.59
BAE Systems
1,303.500
12/08/24
2.04
787.000
765.000
22.000
2.88
23.63
Antofagasta
1,879.500
12/08/24
1.79
1,139.000
1,663.000
-524.000
-31.51
-18.71
DS Smith
444.000
12/08/24
1.19
288.300
308.300
-20.000
-6.49
-17.95
InterContinental Hot
7,228.000
12/08/24
-0.61
4,871.000
4,912.000
-41.000
-0.83
1.54
Ass Brit Foods
2,435.000
12/08/24
-0.90
1,664.500
1,644.000
20.500
1.25
-7.99
RELX
3,531.000
12/08/24
0.57
2,419.000
2,434.000
-15.000
-0.62
6.86
Centrica
127.300
12/08/24
3.29
88.800
80.700
8.100
10.04
30.44
Int Cons Airlines
166.450
12/08/24
-0.06
116.140
136.480
-20.340
-14.90
-18.90
S
Sage Group
1,005.500
12/08/24
1.03
706.800
713.200
-6.400
-0.90
-1.34
Admiral Group
2,698.000
12/08/24
0.86
1,909.500
2,536.000
-626.500
-24.70
-30.31
Next
9,542.000
12/08/24
0.23
6,770.000
6,036.000
734.000
12.16
-4.15
Barclays
220.100
12/08/24
0.85
159.800
144.940
14.860
10.25
-8.31
Beazley
732.000
12/08/24
1.24
531.500
417.600
113.900
27.27
22.84
Informa
807.800
12/08/24
1.03
593.800
617.600
-23.800
-3.85
9.20
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
1,995.500
1,588.500
407.000
25.62
-4.79
Hiscox
1,189.000
12/08/24
1.89
883.600
982.200
-98.600
-10.04
-2.13
Pershing Square
3,534.000
12/08/24
-0.79
2,645.000
2,905.000
-260.000
-8.95
-2.66
L
NatWest
334.600
12/08/24
0.48
251.700
219.000
32.700
14.93
13.61
Shell
2,799.000
12/08/24
0.83
2,136.000
2,135.000
1.000
0.05
17.29
L
Hargreaves Lansdown
1,102.000
12/08/24
846.600
994.600
-148.000
-14.88
-25.86
⇓ instrument
freshest
⇓ Δday
1/08/22
Δwk
11/04/22
prc diff
⇓ Δ16
⇓ ∅-RS
Standard Chartered
722.000
12/08/24
0.92
568.200
514.600
53.600
10.42
13.88
L
Lloyds Bank
56.800
12/08/24
-0.28
45.055
45.080
-0.025
-0.06
-2.82
L
Tesco
333.500
12/08/24
0.91
264.700
275.200
-10.500
-3.82
-1.79
Haleon
373.200
12/08/24
-1.01
297.600
-na-
L
LSE Group
9,938.000
12/08/24
1.12
7,988.000
8,410.000
-422.000
-5.02
7.76
L
Auto Trader
797.800
12/08/24
0.81
646.200
634.200
12.000
1.89
2.71
L
Taylor Wimpey
158.000
12/08/24
0.54
128.000
131.850
-3.850
-2.92
-11.84
Aviva
484.200
12/08/24
0.35
393.900
428.500
-34.600
-8.07
-4.27
L
Experian
3,524.000
12/08/24
1.18
2,869.000
2,798.000
71.000
2.54
-3.83
J Sainsbury
269.600
12/08/24
0.67
220.500
251.100
-30.600
-12.19
-16.13
Pearson
1,034.500
12/08/24
-0.72
852.600
778.200
74.400
9.56
22.67
Compass Group
2,354.000
12/08/24
0.90
1,947.500
1,647.000
300.500
18.25
20.45
L
AstraZeneca
12,780.000
12/08/24
0.63
10,708.000
10,858.000
-150.000
-1.38
16.36
L
Unilever Plc
4,714.000
12/08/24
-0.34
3,989.000
3,490.500
498.500
14.28
5.16
L
HSBC
643.900
12/08/24
0.22
545.200
533.300
11.900
2.23
16.89
Berkeley
5,070.000
12/08/24
1.00
4,298.000
3,974.000
324.000
8.15
1.54
L
Imperial Brands
2,134.000
12/08/24
0.38
1,812.000
1,690.000
122.000
7.22
10.06
F&C Investment Trust
1,026.000
12/08/24
872.000
849.000
23.000
2.71
1.28
Weir Group
1,904.000
12/08/24
0.79
1,653.000
1,539.500
113.500
7.37
1.13
L
Smiths Group
1,743.000
12/08/24
0.52
1,516.500
1,425.500
91.000
6.38
2.78
Ashtead
5,152.000
12/08/24
-0.43
4,526.000
4,548.000
-22.000
-0.48
-8.32
BP
439.600
12/08/24
1.35
392.350
386.650
5.700
1.47
9.24
Smith and Nephew
1,156.000
12/08/24
-0.86
1,040.000
1,224.500
-184.500
-15.07
-17.52
Intertek
4,680.000
12/08/24
0.60
4,231.000
5,108.000
-877.000
-17.17
-15.92
L
Halma
2,527.000
12/08/24
0.04
2,299.000
2,442.000
-143.000
-5.86
-10.54
⇓ instrument
freshest
⇓ Δday
1/08/22
Δwk
11/04/22
prc diff
⇓ Δ16
⇓ ∅-RS
S
Whitbread
2,814.000
12/08/24
-1.44
2,616.000
2,849.000
-233.000
-8.18
-10.29
Melrose
486.700
12/08/24
0.19
455.400
356.250
99.150
27.83
2.56
L
SSE
1,878.000
12/08/24
0.86
1,783.500
1,796.500
-13.000
-0.72
7.50
Kingfisher
271.400
12/08/24
0.18
259.000
258.500
0.500
0.19
-13.62
S
Bunzl
3,202.000
12/08/24
0.50
3,070.000
3,069.000
1.000
0.03
10.93
L
Barratt Developments
524.600
12/08/24
0.15
505.600
514.800
-9.200
-1.79
-14.38
S
B&M
444.600
12/08/24
-2.22
429.900
544.200
-114.300
-21.00
-18.23
Smurfit Kappa
3,058.000
12/08/24
0.07
2,976.000
3,130.000
-154.000
-4.92
-16.01
ConvaTec
231.600
12/08/24
-0.17
226.800
219.400
7.400
3.37
10.86
Rio Tinto
4,942.000
12/08/24
0.56
4,864.500
6,070.000
-1,205.500
-19.86
-6.84
Endeavour Mining
1,567.000
12/08/24
1.89
1,591.000
1,985.000
-394.000
-19.85
-10.56
DCC
5,135.000
12/08/24
-0.29
5,268.000
5,762.000
-494.000
-8.57
-10.47
S
M&G
203.900
12/08/24
1.09
214.700
212.800
1.900
0.89
4.06
Scottish Mortgage
824.600
12/08/24
-0.17
875.000
946.600
-71.600
-7.56
-17.05
L
Frasers
838.500
12/08/24
-0.42
900.500
664.000
236.500
35.62
32.65
GSK
1,572.000
12/08/24
0.42
1,693.800
1,796.920
-103.120
-5.74
5.72
L
Abrdn
152.950
12/08/24
2.51
165.950
205.700
-39.750
-19.32
-23.58
L
JD Sports Fashion
120.350
12/08/24
-4.07
130.750
144.250
-13.500
-9.36
-20.71
Mondi
1,423.000
12/08/24
-0.42
1,563.000
1,425.000
138.000
9.68
-7.15
S
United Utilities
988.800
12/08/24
-0.12
1,097.000
1,139.500
-42.500
-3.73
3.10
Glencore
410.250
12/08/24
1.27
460.700
520.400
-59.700
-11.47
14.38
L
BT Group
141.500
12/08/24
8.43
160.150
192.500
-32.350
-16.81
-7.54
S
National Grid
978.400
12/08/24
-0.04
1,119.000
1,219.500
-100.500
-8.24
7.01
L
Rentokil Initial
469.000
12/08/24
1.01
538.000
524.200
13.800
2.63
-0.41
L
BAT
2,801.000
12/08/24
3,230.000
3,282.000
-52.000
-1.58
8.50
⇓ instrument
freshest
⇓ Δday
1/08/22
Δwk
11/04/22
prc diff
⇓ Δ16
⇓ ∅-RS
S
Legal & General
225.600
12/08/24
0.53
263.100
270.800
-7.700
-2.84
-2.85
Land Securities
615.500
12/08/24
-0.73
721.600
785.600
-64.000
-8.15
-1.96
S
Severn Trent
2,514.000
12/08/24
-0.63
2,951.000
3,052.000
-101.000
-3.31
3.10
Phoenix
538.000
12/08/24
0.47
641.800
627.200
14.600
2.33
0.76
L
Persimmon
1,577.500
12/08/24
0.03
1,904.000
2,157.000
-253.000
-11.73
-20.40
Rightmove
537.200
12/08/24
0.04
654.600
635.200
19.400
3.05
-0.66
L
Segro
884.600
12/08/24
-0.96
1,078.500
1,367.000
-288.500
-21.10
-12.45
L
British Land
395.000
12/08/24
-0.40
485.900
533.200
-47.300
-8.87
-5.14
S
Unite
934.000
12/08/24
-1.11
1,151.000
1,122.000
29.000
2.58
4.69
L
Anglo American
2,232.500
12/08/24
0.29
2,832.500
4,070.500
-1,238.000
-30.41
-10.63
WPP Group
690.200
12/08/24
1.68
880.000
973.200
-93.200
-9.58
-11.71
Fresnillo
540.000
12/08/24
0.93
728.200
781.800
-53.600
-6.86
-7.57
Johnson Matthey
1,577.000
12/08/24
0.06
2,135.000
1,867.000
268.000
14.35
-1.78
S
RS Group
754.000
12/08/24
-0.40
1,022.000
1,008.000
14.000
1.39
-1.42
L
Airtel Africa
110.000
12/08/24
-0.63
159.800
144.200
15.600
10.82
27.57
L
Schroders
337.200
12/08/24
-0.12
501.500
543.320
-41.820
-7.70
-9.07
Prudential
635.400
12/08/24
0.41
973.600
1,059.000
-85.400
-8.06
-18.46
S
Spirax-Sarco
7,715.000
12/08/24
0.72
11,975.000
12,415.000
-440.000
-3.54
-8.34
S
Diageo
2,451.500
12/08/24
1.03
3,905.500
4,002.500
-97.000
-2.42
5.63
Reckitt Benckiser
4,180.000
12/08/24
6,708.000
5,890.000
818.000
13.89
11.77
L
Vodafone
74.440
12/08/24
0.87
120.500
130.820
-10.320
-7.89
-0.46
L
St. James´s Place
691.000
12/08/24
-1.22
1,221.000
1,400.500
-179.500
-12.82
-14.32
S
Croda
3,829.000
12/08/24
-0.05
7,416.000
7,722.000
-306.000
-3.96
-7.14
S
Entain
580.400
12/08/24
3.98
1,216.000
1,553.000
-337.000
-21.70
-24.69
Ocado
376.700
12/08/24
0.72
876.000
1,238.000
-362.000
-29.24
-30.55
⇓ instrument
freshest
⇓ Δday
1/08/22
Δwk
11/04/22
prc diff
⇓ Δ16
⇓ ∅-RS
S
Burberry Group
671.000
12/08/24
-2.02
1,784.500
1,574.500
210.000
13.34
0.63
FTSE - 99 out of 100 instruments rated - 1/08/22 / 11/04/22 - 39 did rise, Market-Ratio(16) = 39.39 %
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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