Assessment - FTSE 100 Index in Dollar - 1/08/22 - RS = 16
⇐
instrument
freshest
⇓ Δday
1/08/22
⇓ Δwk
11/04/22
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
10,082.553
12/08/24
0.52
9,104.010
9,930.608
-826.597
-8.32
-5.14
L
3i Group
3,706.239
12/08/24
0.23
1,547.950
1,754.536
-206.586
-11.77
-9.32
L
Abrdn
187.829
12/08/24
2.51
203.794
268.134
-64.340
-24.00
-28.05
Admiral Group
3,313.264
12/08/24
0.86
2,344.951
3,305.723
-960.772
-29.06
-34.38
L
Airtel Africa
135.085
12/08/24
-0.63
196.242
187.967
8.274
4.40
18.46
L
Anglo American
2,741.610
12/08/24
0.29
3,478.436
5,305.972
-1,827.536
-34.44
-16.58
Antofagasta
2,308.110
12/08/24
1.79
1,398.743
2,167.751
-769.008
-35.47
-23.88
Ashtead
6,326.886
12/08/24
-0.43
5,558.130
5,928.402
-370.272
-6.25
-13.71
Ass Brit Foods
2,990.289
12/08/24
-0.90
2,044.080
2,142.984
-98.904
-4.62
-13.77
L
AstraZeneca
15,694.410
12/08/24
0.63
13,149.901
14,153.603
-1,003.702
-7.09
8.28
L
Auto Trader
979.734
12/08/24
0.81
793.562
826.691
-33.129
-4.01
-3.86
Aviva
594.619
12/08/24
0.35
483.727
558.558
-74.831
-13.40
-10.58
S
B&M
545.989
12/08/24
-2.22
527.936
709.375
-181.438
-25.58
-23.07
BAE Systems
1,600.756
12/08/24
2.04
966.471
997.192
-30.721
-3.08
14.84
Barclays
270.293
12/08/24
0.85
196.242
188.932
7.310
3.87
-14.02
L
Barratt Developments
644.232
12/08/24
0.15
620.899
671.051
-50.152
-7.47
-19.48
Beazley
898.929
12/08/24
1.24
652.706
544.349
108.356
19.91
14.45
Berkeley
6,226.186
12/08/24
1.00
5,278.136
5,180.182
97.953
1.89
-4.94
BP
539.848
12/08/24
1.35
481.823
504.005
-22.182
-4.40
1.70
L
BAT
3,439.753
12/08/24
3,966.584
4,278.148
-311.564
-7.28
0.93
L
British Land
485.078
12/08/24
-0.40
596.707
695.036
-98.329
-14.15
-11.29
L
BT Group
173.768
12/08/24
8.43
196.671
250.927
-54.256
-21.62
-13.81
S
Bunzl
3,932.199
12/08/24
0.50
3,770.097
4,000.498
-230.401
-5.76
3.48
S
Burberry Group
824.018
12/08/24
-2.02
2,191.446
2,052.390
139.056
6.78
-5.73
Centrica
156.330
12/08/24
3.29
109.050
105.194
3.856
3.67
21.09
instrument
freshest
⇓ Δday
1/08/22
⇓ Δwk
11/04/22
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,325.545
12/08/24
0.89
2,450.563
2,070.639
379.924
18.35
-10.49
Compass Group
2,890.817
12/08/24
0.90
2,391.617
2,146.895
244.722
11.40
12.26
ConvaTec
284.415
12/08/24
-0.17
278.521
285.992
-7.471
-2.61
3.44
CRH (L)
7,879.134
12/08/24
-1.35
3,826.587
3,923.591
-97.004
-2.47
-14.15
S
Croda
4,702.183
12/08/24
-0.05
9,107.179
10,065.769
-958.591
-9.52
-12.81
DCC
6,306.009
12/08/24
-0.29
6,469.339
7,510.873
-1,041.534
-13.87
-16.18
S
Diageo
3,010.551
12/08/24
1.03
4,796.128
5,217.333
-421.204
-8.07
-1.35
DS Smith
545.252
12/08/24
1.19
354.045
401.875
-47.829
-11.90
-22.89
Endeavour Mining
1,924.346
12/08/24
1.89
1,953.819
2,587.484
-633.665
-24.49
-16.47
S
Entain
712.757
12/08/24
3.98
1,493.302
2,024.364
-531.062
-26.23
-29.11
L
Experian
4,327.629
12/08/24
1.18
3,523.260
3,647.245
-123.985
-3.40
-9.79
F&C Investment Trust
1,259.974
12/08/24
1,070.855
1,106.687
-35.832
-3.24
-5.28
S
Flutter
18,033.835
12/08/24
-1.28
10,165.753
11,072.086
-906.333
-8.19
-25.22
L
Frasers
1,029.715
12/08/24
-0.42
1,105.854
865.536
240.318
27.77
23.81
Fresnillo
663.144
12/08/24
0.93
894.262
1,019.091
-124.829
-12.25
-13.51
Glencore
503.805
12/08/24
1.27
565.760
678.351
-112.591
-16.60
6.33
GSK
1,930.486
12/08/24
0.42
2,080.062
2,342.318
-262.256
-11.20
-1.54
Haleon
458.306
12/08/24
-1.01
365.466
-na-
L
Halma
3,103.269
12/08/24
0.04
2,823.275
3,183.192
-359.918
-11.31
-15.98
L
Hargreaves Lansdown
1,353.305
12/08/24
1,039.663
1,296.479
-256.817
-19.81
-30.01
Hiscox
1,460.145
12/08/24
1.89
1,085.100
1,280.316
-195.216
-15.25
-8.66
L
HSBC
790.738
12/08/24
0.22
669.530
695.166
-25.636
-3.69
8.80
L
Imperial Brands
2,620.647
12/08/24
0.38
2,225.217
2,202.946
22.271
1.01
2.60
Informa
992.014
12/08/24
1.03
729.213
805.053
-75.840
-9.42
1.96
InterContinental Hot
8,876.306
12/08/24
-0.61
5,981.805
6,402.883
-421.077
-6.58
-5.09
instrument
freshest
⇓ Δday
1/08/22
⇓ Δwk
11/04/22
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
204.408
12/08/24
-0.06
142.625
177.904
-35.279
-19.83
-23.78
Intertek
5,747.249
12/08/24
0.60
5,195.857
6,658.372
-1,462.516
-21.97
-21.24
J Sainsbury
331.081
12/08/24
0.67
270.784
327.313
-56.530
-17.27
-21.23
L
JD Sports Fashion
147.795
12/08/24
-4.07
160.567
188.033
-27.466
-14.61
-25.22
Johnson Matthey
1,936.626
12/08/24
0.06
2,621.875
2,433.669
188.206
7.73
-7.97
Kingfisher
333.291
12/08/24
0.18
318.064
336.960
-18.896
-5.61
-18.84
Land Securities
755.861
12/08/24
-0.73
886.157
1,024.044
-137.887
-13.46
-8.40
S
Legal & General
277.047
12/08/24
0.53
323.099
352.993
-29.894
-8.47
-9.05
L
Lloyds Bank
69.753
12/08/24
-0.28
55.330
58.763
-3.433
-5.84
-9.07
L
LSE Group
12,204.307
12/08/24
1.12
9,809.620
10,962.590
-1,152.970
-10.52
0.65
S
M&G
250.398
12/08/24
1.09
263.661
277.389
-13.728
-4.95
-2.78
Melrose
597.689
12/08/24
0.19
559.252
464.378
94.873
20.43
-3.92
Mondi
1,747.507
12/08/24
-0.42
1,919.434
1,857.514
61.920
3.33
-12.88
S
National Grid
1,201.519
12/08/24
-0.04
1,374.182
1,589.641
-215.459
-13.55
-0.32
L
NatWest
410.904
12/08/24
0.48
309.099
285.471
23.628
8.28
6.16
Next
11,718.001
12/08/24
0.23
8,313.862
7,868.037
445.825
5.67
-10.08
Ocado
462.604
12/08/24
0.72
1,075.767
1,613.756
-537.989
-33.34
-34.21
Pearson
1,270.412
12/08/24
-0.72
1,047.031
1,014.398
32.633
3.22
14.33
Pershing Square
4,339.910
12/08/24
-0.79
3,248.178
3,786.721
-538.543
-14.22
-8.95
L
Persimmon
1,937.240
12/08/24
0.03
2,338.197
2,811.689
-473.492
-16.84
-25.19
Phoenix
660.688
12/08/24
0.47
788.159
817.567
-29.408
-3.60
-5.76
Prudential
780.300
12/08/24
0.41
1,195.624
1,380.426
-184.802
-13.39
-23.35
Reckitt Benckiser
5,133.226
12/08/24
8,237.723
7,677.724
559.999
7.29
4.27
RELX
4,336.225
12/08/24
0.57
2,970.640
3,172.764
-202.124
-6.37
-0.22
L
Rentokil Initial
575.953
12/08/24
1.01
660.688
683.304
-22.616
-3.31
-6.75
instrument
freshest
⇓ Δday
1/08/22
⇓ Δwk
11/04/22
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
659.706
12/08/24
0.04
803.878
827.995
-24.117
-2.91
-6.88
Rio Tinto
6,068.996
12/08/24
0.56
5,973.823
7,912.357
-1,938.534
-24.50
-12.99
Rolls-Royce
597.689
12/08/24
0.35
109.345
123.834
-14.489
-11.70
-20.95
S
RS Group
925.946
12/08/24
-0.40
1,255.062
1,313.947
-58.885
-4.48
-7.61
S
Sage Group
1,234.799
12/08/24
1.03
867.982
929.669
-61.687
-6.64
-7.66
L
Schroders
414.097
12/08/24
-0.12
615.864
708.228
-92.363
-13.04
-14.64
Scottish Mortgage
1,012.646
12/08/24
-0.17
1,074.539
1,233.911
-159.372
-12.92
-21.71
L
Segro
1,086.328
12/08/24
-0.96
1,324.446
1,781.910
-457.464
-25.67
-17.92
S
Severn Trent
3,087.304
12/08/24
-0.63
3,623.960
3,978.338
-354.379
-8.91
-3.77
Shell
3,437.297
12/08/24
0.83
2,623.103
2,783.012
-159.909
-5.75
8.97
Smith and Nephew
1,419.620
12/08/24
-0.86
1,277.166
1,596.158
-318.992
-19.98
-22.83
L
Smiths Group
2,140.482
12/08/24
0.52
1,862.330
1,858.166
4.164
0.22
-4.00
Smurfit Kappa
3,755.360
12/08/24
0.07
3,654.661
4,080.013
-425.352
-10.43
-21.08
S
Spirax-Sarco
9,474.364
12/08/24
0.72
14,705.834
16,183.182
-1,477.348
-9.13
-13.81
L
SSE
2,306.268
12/08/24
0.86
2,190.218
2,341.771
-151.553
-6.47
0.24
L
St. James´s Place
848.579
12/08/24
-1.22
1,499.442
1,825.578
-326.135
-17.86
-19.51
Standard Chartered
886.648
12/08/24
0.92
697.775
670.791
26.984
4.02
5.96
L
Taylor Wimpey
194.031
12/08/24
0.54
157.190
171.869
-14.679
-8.54
-17.20
L
Tesco
409.553
12/08/24
0.91
325.063
358.728
-33.665
-9.38
-8.24
L
Unilever Plc
5,789.002
12/08/24
-0.34
4,898.670
4,549.931
348.739
7.66
-1.67
S
Unite
1,146.994
12/08/24
-1.11
1,413.479
1,462.548
-49.068
-3.35
-2.18
S
United Utilities
1,214.290
12/08/24
-0.12
1,347.165
1,485.359
-138.194
-9.30
-3.73
L
Vodafone
91.416
12/08/24
0.87
147.979
170.526
-22.547
-13.22
-7.14
Weir Group
2,338.197
12/08/24
0.79
2,029.958
2,006.767
23.191
1.16
-5.28
S
Whitbread
3,455.717
12/08/24
-1.44
3,212.565
3,713.724
-501.159
-13.49
-15.90
instrument
freshest
⇓ Δday
1/08/22
⇓ Δwk
11/04/22
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
847.596
12/08/24
1.68
1,080.679
1,268.584
-187.905
-14.81
-17.25
FTSE - 99 out of 100 instruments rated - 1/08/22 / 11/04/22 - 21 did rise, Market-Ratio(16) in USD = 21.21 %
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 7324
days out of 7492 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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