Assessment - FTSE 100 Index in Pound sterling - 29/08/22 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
29/08/22
⇓ Δwk
9/05/22
prc diff
Δ16
⇓ ∅-RS
FTSE
8,210.250
12/08/24
0.52
7,427.310
7,216.580
210.730
2.92
1.38
S
Flutter
14,685.000
12/08/24
-1.28
10,685.000
7,996.000
2,689.000
33.63
4.94
Melrose
486.700
12/08/24
0.19
418.050
322.800
95.250
29.51
-5.06
Beazley
732.000
12/08/24
1.24
568.000
441.800
126.200
28.56
28.25
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
1,980.000
1,567.000
413.000
26.36
-3.63
L
Frasers
838.500
12/08/24
-0.42
808.500
647.000
161.500
24.96
16.09
L
NatWest
334.600
12/08/24
0.48
250.900
204.100
46.800
22.93
11.73
S
RS Group
754.000
12/08/24
-0.40
1,098.000
900.500
197.500
21.93
5.50
Compass Group
2,354.000
12/08/24
0.90
1,876.000
1,576.500
299.500
19.00
13.84
L
LSE Group
9,938.000
12/08/24
1.12
8,268.000
7,050.000
1,218.000
17.28
11.07
S
Burberry Group
671.000
12/08/24
-2.02
1,735.000
1,489.500
245.500
16.48
-1.17
L
Auto Trader
797.800
12/08/24
0.81
650.600
560.400
90.200
16.10
3.21
Pearson
1,034.500
12/08/24
-0.72
868.200
757.600
110.600
14.60
24.19
Centrica
127.300
12/08/24
3.29
81.960
71.940
10.020
13.93
14.88
L
Imperial Brands
2,134.000
12/08/24
0.38
1,877.000
1,652.500
224.500
13.59
12.58
Ashtead
5,152.000
12/08/24
-0.43
4,298.000
3,800.000
498.000
13.11
-11.61
BP
439.600
12/08/24
1.35
457.800
404.800
53.000
13.09
24.08
L
AstraZeneca
12,780.000
12/08/24
0.63
11,364.000
10,140.000
1,224.000
12.07
20.99
Rightmove
537.200
12/08/24
0.04
601.200
540.000
61.200
11.33
-8.14
Pershing Square
3,534.000
12/08/24
-0.79
2,755.000
2,480.000
275.000
11.09
0.94
Barclays
220.100
12/08/24
0.85
162.100
145.980
16.120
11.04
-6.31
F&C Investment Trust
1,026.000
12/08/24
898.000
811.000
87.000
10.73
4.06
BAE Systems
1,303.500
12/08/24
2.04
813.000
744.200
68.800
9.24
24.75
Glencore
410.250
12/08/24
1.27
498.900
458.550
40.350
8.80
20.29
S
Legal & General
225.600
12/08/24
0.53
255.500
235.200
20.300
8.63
-5.67
⇓ instrument
freshest
⇓ Δday
29/08/22
⇓ Δwk
9/05/22
prc diff
Δ16
⇓ ∅-RS
S
Sage Group
1,005.500
12/08/24
1.03
725.600
669.000
56.600
8.46
1.18
ConvaTec
231.600
12/08/24
-0.17
219.600
202.600
17.000
8.39
7.08
L
Unilever Plc
4,714.000
12/08/24
-0.34
3,935.000
3,636.000
299.000
8.22
4.00
Standard Chartered
722.000
12/08/24
0.92
589.600
547.000
42.600
7.79
15.83
Scottish Mortgage
824.600
12/08/24
-0.17
832.600
777.000
55.600
7.16
-18.54
L
HSBC
643.900
12/08/24
0.22
523.000
492.700
30.300
6.15
9.54
S
Unite
934.000
12/08/24
-1.11
1,066.000
1,007.000
59.000
5.86
-2.65
Phoenix
538.000
12/08/24
0.47
600.200
571.200
29.000
5.08
-5.66
Shell
2,799.000
12/08/24
0.83
2,334.000
2,225.000
109.000
4.90
24.05
L
BAT
2,801.000
12/08/24
3,462.500
3,302.000
160.500
4.86
14.37
L
Smiths Group
1,743.000
12/08/24
0.52
1,515.000
1,448.500
66.500
4.59
2.31
Aviva
484.200
12/08/24
0.35
420.500
402.100
18.400
4.58
1.87
S
Bunzl
3,202.000
12/08/24
0.50
3,115.000
2,990.000
125.000
4.18
11.28
Reckitt Benckiser
4,180.000
12/08/24
6,580.000
6,320.000
260.000
4.11
8.22
Prudential
635.400
12/08/24
0.41
915.000
881.000
34.000
3.86
-21.04
CRH (L)
6,416.000
12/08/24
-1.35
3,215.500
3,099.500
116.000
3.74
-4.44
L
Lloyds Bank
56.800
12/08/24
-0.28
43.670
42.345
1.325
3.13
-5.70
L
Rentokil Initial
469.000
12/08/24
1.01
533.000
517.200
15.800
3.05
-1.01
S
Diageo
2,451.500
12/08/24
1.03
3,825.500
3,727.500
98.000
2.63
2.81
S
Croda
3,829.000
12/08/24
-0.05
6,842.000
6,692.000
150.000
2.24
-13.03
L
Experian
3,524.000
12/08/24
1.18
2,683.000
2,630.000
53.000
2.02
-9.43
Weir Group
1,904.000
12/08/24
0.79
1,460.000
1,437.000
23.000
1.60
-10.37
Informa
807.800
12/08/24
1.03
548.800
543.600
5.200
0.96
-0.02
S
United Utilities
988.800
12/08/24
-0.12
1,086.000
1,078.000
8.000
0.74
1.76
InterContinental Hot
7,228.000
12/08/24
-0.61
4,750.000
4,741.000
9.000
0.19
-1.49
⇓ instrument
freshest
⇓ Δday
29/08/22
⇓ Δwk
9/05/22
prc diff
Δ16
⇓ ∅-RS
RELX
3,531.000
12/08/24
0.57
2,303.000
2,299.000
4.000
0.17
0.85
Haleon
373.200
12/08/24
-1.01
259.200
-na-
Rolls-Royce
486.700
12/08/24
0.35
78.480
78.500
-0.020
-0.03
-24.37
L
SSE
1,878.000
12/08/24
0.86
1,802.500
1,804.500
-2.000
-0.11
7.52
S
Entain
580.400
12/08/24
3.98
1,246.500
1,248.500
-2.000
-0.16
-20.55
L
Hargreaves Lansdown
1,102.000
12/08/24
848.400
854.000
-5.600
-0.66
-22.91
L
Schroders
337.200
12/08/24
-0.12
462.740
467.840
-5.100
-1.09
-14.59
S
Whitbread
2,814.000
12/08/24
-1.44
2,507.000
2,561.000
-54.000
-2.11
-12.89
S
Spirax-Sarco
7,715.000
12/08/24
0.72
10,620.000
10,855.000
-235.000
-2.16
-16.86
Ass Brit Foods
2,435.000
12/08/24
-0.90
1,515.500
1,560.000
-44.500
-2.85
-14.84
Next
9,542.000
12/08/24
0.23
5,732.000
5,904.000
-172.000
-2.91
-17.49
L
Vodafone
74.440
12/08/24
0.87
115.080
118.720
-3.640
-3.07
-4.99
L
Halma
2,527.000
12/08/24
0.04
2,121.000
2,192.000
-71.000
-3.24
-15.84
L
3i Group
3,018.000
12/08/24
0.23
1,193.000
1,235.000
-42.000
-3.40
-7.96
S
National Grid
978.400
12/08/24
-0.04
1,137.500
1,179.000
-41.500
-3.52
7.17
S
Severn Trent
2,514.000
12/08/24
-0.63
2,850.000
2,958.000
-108.000
-3.65
-0.81
Berkeley
5,070.000
12/08/24
1.00
3,710.000
3,857.000
-147.000
-3.81
-11.24
Rio Tinto
4,942.000
12/08/24
0.56
4,980.000
5,188.000
-208.000
-4.01
-3.41
Admiral Group
2,698.000
12/08/24
0.86
2,192.000
2,300.000
-108.000
-4.70
-16.77
L
St. James´s Place
691.000
12/08/24
-1.22
1,125.500
1,181.500
-56.000
-4.74
-19.27
S
M&G
203.900
12/08/24
1.09
196.050
206.000
-9.950
-4.83
-4.57
Kingfisher
271.400
12/08/24
0.18
230.200
242.000
-11.800
-4.88
-20.98
Fresnillo
540.000
12/08/24
0.93
728.200
767.800
-39.600
-5.16
-6.78
L
Airtel Africa
110.000
12/08/24
-0.63
135.500
144.100
-8.600
-5.97
3.82
L
Barratt Developments
524.600
12/08/24
0.15
429.900
459.100
-29.200
-6.36
-24.97
⇓ instrument
freshest
⇓ Δday
29/08/22
⇓ Δwk
9/05/22
prc diff
Δ16
⇓ ∅-RS
Hiscox
1,189.000
12/08/24
1.89
881.800
942.000
-60.200
-6.39
-2.21
Mondi
1,423.000
12/08/24
-0.42
1,460.000
1,562.000
-102.000
-6.53
-11.66
Ocado
376.700
12/08/24
0.72
731.200
783.400
-52.200
-6.66
-38.72
L
JD Sports Fashion
120.350
12/08/24
-4.07
109.650
117.550
-7.900
-6.72
-31.33
Land Securities
615.500
12/08/24
-0.73
650.800
698.800
-48.000
-6.87
-11.56
L
Tesco
333.500
12/08/24
0.91
252.700
275.500
-22.800
-8.28
-7.03
Endeavour Mining
1,567.000
12/08/24
1.89
1,782.000
1,956.000
-174.000
-8.90
0.11
L
Taylor Wimpey
158.000
12/08/24
0.54
109.500
120.250
-10.750
-8.94
-22.61
L
Segro
884.600
12/08/24
-0.96
966.600
1,073.000
-106.400
-9.92
-20.44
Johnson Matthey
1,577.000
12/08/24
0.06
2,051.000
2,278.000
-227.000
-9.96
-3.61
L
British Land
395.000
12/08/24
-0.40
431.700
479.500
-47.800
-9.97
-15.09
L
Anglo American
2,232.500
12/08/24
0.29
2,922.500
3,300.000
-377.500
-11.44
-6.98
L
BT Group
141.500
12/08/24
8.43
151.450
173.550
-22.100
-12.73
-11.90
J Sainsbury
269.600
12/08/24
0.67
202.700
233.000
-30.300
-13.00
-20.94
Smurfit Kappa
3,058.000
12/08/24
0.07
2,802.000
3,223.000
-421.000
-13.06
-19.08
Antofagasta
1,879.500
12/08/24
1.79
1,174.000
1,362.000
-188.000
-13.80
-14.36
DS Smith
444.000
12/08/24
1.19
260.700
310.800
-50.100
-16.12
-23.42
DCC
5,135.000
12/08/24
-0.29
5,066.000
6,046.000
-980.000
-16.21
-12.86
Int Cons Airlines
166.450
12/08/24
-0.06
105.620
127.440
-21.820
-17.12
-24.11
L
Abrdn
152.950
12/08/24
2.51
147.050
179.050
-32.000
-17.87
-29.45
Intertek
4,680.000
12/08/24
0.60
4,021.000
4,896.000
-875.000
-17.87
-18.67
Smith and Nephew
1,156.000
12/08/24
-0.86
1,008.000
1,251.000
-243.000
-19.42
-18.21
S
B&M
444.600
12/08/24
-2.22
369.800
460.100
-90.300
-19.63
-27.89
GSK
1,572.000
12/08/24
0.42
1,394.800
1,749.580
-354.780
-20.28
-13.21
WPP Group
690.200
12/08/24
1.68
743.600
952.200
-208.600
-21.91
-24.38
⇓ instrument
freshest
⇓ Δday
29/08/22
⇓ Δwk
9/05/22
prc diff
Δ16
⇓ ∅-RS
L
Persimmon
1,577.500
12/08/24
0.03
1,497.500
2,032.000
-534.500
-26.30
-35.02
FTSE - 99 out of 100 instruments rated - 29/08/22 / 9/05/22 - 50 did rise, Market-Ratio(16) in GBP = 50.51 %
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 7324
days out of 7492 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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