Assessment - FTSE 100 Index - 9/26/22 - RS = 16
⇐
instrument
freshest
⇓ Δday
9/26/22
⇓ Δwk
6/06/22
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
7,020.950
7,608.220
-587.270
-7.72
-4.46
L
3i Group
3,018.000
8/12/24
0.23
1,123.000
1,250.000
-127.000
-10.16
-12.58
L
Abrdn
152.950
8/12/24
2.51
136.100
196.600
-60.500
-30.77
-31.67
Admiral Group
2,698.000
8/12/24
0.86
2,030.000
2,277.000
-247.000
-10.85
-20.29
L
Airtel Africa
110.000
8/12/24
-0.63
138.700
156.600
-17.900
-11.43
2.75
L
Anglo American
2,232.500
8/12/24
0.29
2,601.000
3,966.500
-1,365.500
-34.43
-17.13
Antofagasta
1,879.500
8/12/24
1.79
1,050.000
1,537.000
-487.000
-31.69
-22.11
Ashtead
5,152.000
8/12/24
-0.43
3,935.000
4,168.000
-233.000
-5.59
-17.36
Ass Brit Foods
2,435.000
8/12/24
-0.90
1,287.000
1,694.000
-407.000
-24.03
-25.87
L
AstraZeneca
12,780.000
8/12/24
0.63
9,933.000
10,072.000
-139.000
-1.38
3.89
L
Auto Trader
797.800
8/12/24
0.81
576.600
589.600
-13.000
-2.20
-8.71
Aviva
484.200
8/12/24
0.35
414.900
430.200
-15.300
-3.56
0.04
S
B&M
444.600
8/12/24
-2.22
311.200
382.900
-71.700
-18.73
-36.85
BAE Systems
1,303.500
8/12/24
2.04
813.200
794.200
19.000
2.39
21.58
Barclays
220.100
8/12/24
0.85
160.820
171.360
-10.540
-6.15
-6.48
L
Barratt Developments
524.600
8/12/24
0.15
385.200
510.400
-125.200
-24.53
-30.01
Beazley
732.000
8/12/24
1.24
570.500
492.400
78.100
15.86
25.22
Berkeley
5,070.000
8/12/24
1.00
3,315.000
4,302.000
-987.000
-22.94
-19.06
BP
439.600
8/12/24
1.35
429.950
440.450
-10.500
-2.38
12.80
L
BAT
2,801.000
8/12/24
3,400.000
3,532.500
-132.500
-3.75
10.09
L
British Land
395.000
8/12/24
-0.40
352.000
530.000
-178.000
-33.58
-29.49
L
BT Group
141.500
8/12/24
8.43
127.700
184.900
-57.200
-30.94
-24.98
S
Bunzl
3,202.000
8/12/24
0.50
2,731.000
2,779.000
-48.000
-1.73
-3.30
S
Burberry Group
671.000
8/12/24
-2.02
1,657.000
1,743.000
-86.000
-4.93
-5.12
Centrica
127.300
8/12/24
3.29
76.600
83.180
-6.580
-7.91
3.22
instrument
freshest
⇓ Δday
9/26/22
⇓ Δwk
6/06/22
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
1,948.000
1,775.500
172.500
9.72
-3.45
Compass Group
2,354.000
8/12/24
0.90
1,813.500
1,805.000
8.500
0.47
8.06
ConvaTec
231.600
8/12/24
-0.17
211.400
215.400
-4.000
-1.86
3.20
CRH (L)
6,416.000
8/12/24
-1.35
2,958.500
3,310.000
-351.500
-10.62
-10.92
S
Croda
3,829.000
8/12/24
-0.05
6,588.000
6,850.000
-262.000
-3.82
-14.28
DCC
5,135.000
8/12/24
-0.29
4,651.000
5,656.000
-1,005.000
-17.77
-18.46
S
Diageo
2,451.500
8/12/24
1.03
3,850.000
3,704.500
145.500
3.93
2.84
DS Smith
444.000
8/12/24
1.19
258.400
308.900
-50.500
-16.35
-21.18
Endeavour Mining
1,567.000
8/12/24
1.89
1,614.000
1,875.000
-261.000
-13.92
-9.18
S
Entain
580.400
8/12/24
3.98
1,120.000
1,437.000
-317.000
-22.06
-26.09
L
Experian
3,524.000
8/12/24
1.18
2,676.000
2,613.000
63.000
2.41
-8.27
F&C Investment Trust
1,026.000
8/12/24
908.000
836.000
72.000
8.61
5.24
S
Flutter
14,685.000
8/12/24
-1.28
10,020.000
9,192.000
828.000
9.01
0.46
L
Frasers
838.500
8/12/24
-0.42
728.318
701.000
27.318
3.90
3.14
Fresnillo
540.000
8/12/24
0.93
714.200
778.800
-64.600
-8.29
-7.54
Glencore
410.250
8/12/24
1.27
456.450
541.500
-85.050
-15.71
6.62
GSK
1,572.000
8/12/24
0.42
1,325.000
1,707.470
-382.470
-22.40
-17.09
Haleon
373.200
8/12/24
-1.01
286.350
-na-
L
Halma
2,527.000
8/12/24
0.04
2,104.000
2,223.000
-119.000
-5.35
-14.12
L
Hargreaves Lansdown
1,102.000
8/12/24
869.600
855.200
14.400
1.68
-17.62
Hiscox
1,189.000
8/12/24
1.89
883.000
939.600
-56.600
-6.02
-2.03
L
HSBC
643.900
8/12/24
0.22
501.600
533.500
-31.900
-5.98
2.18
L
Imperial Brands
2,134.000
8/12/24
0.38
1,893.500
1,806.500
87.000
4.82
11.71
Informa
807.800
8/12/24
1.03
531.400
554.000
-22.600
-4.08
-3.41
InterContinental Hot
7,228.000
8/12/24
-0.61
4,370.000
4,970.000
-600.000
-12.07
-9.56
instrument
freshest
⇓ Δday
9/26/22
⇓ Δwk
6/06/22
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
101.260
125.300
-24.040
-19.19
-24.91
Intertek
4,680.000
8/12/24
0.60
3,796.000
4,613.000
-817.000
-17.71
-21.36
J Sainsbury
269.600
8/12/24
0.67
191.450
227.800
-36.350
-15.96
-23.12
L
JD Sports Fashion
120.350
8/12/24
-4.07
102.850
123.250
-20.400
-16.55
-32.85
Johnson Matthey
1,577.000
8/12/24
0.06
1,855.000
2,078.000
-223.000
-10.73
-10.72
Kingfisher
271.400
8/12/24
0.18
234.000
266.800
-32.800
-12.29
-17.30
Land Securities
615.500
8/12/24
-0.73
514.200
769.200
-255.000
-33.15
-29.45
S
Legal & General
225.600
8/12/24
0.53
242.300
260.200
-17.900
-6.88
-10.12
L
Lloyds Bank
56.800
8/12/24
-0.28
44.710
45.595
-0.885
-1.94
-3.75
L
LSE Group
9,938.000
8/12/24
1.12
7,634.000
7,328.000
306.000
4.18
2.57
S
M&G
203.900
8/12/24
1.09
186.650
218.500
-31.850
-14.58
-8.98
Melrose
486.700
8/12/24
0.19
303.300
413.400
-110.100
-26.63
-29.33
Mondi
1,423.000
8/12/24
-0.42
1,378.500
1,560.500
-182.000
-11.66
-14.72
S
National Grid
978.400
8/12/24
-0.04
988.200
1,127.500
-139.300
-12.35
-7.91
L
NatWest
334.600
8/12/24
0.48
233.700
230.400
3.300
1.43
2.52
Next
9,542.000
8/12/24
0.23
5,394.000
6,500.000
-1,106.000
-17.02
-20.56
Ocado
376.700
8/12/24
0.72
556.200
951.400
-395.200
-41.54
-49.76
Pearson
1,034.500
8/12/24
-0.72
863.200
751.000
112.200
14.94
21.95
Pershing Square
3,534.000
8/12/24
-0.79
2,770.000
2,555.000
215.000
8.41
0.79
L
Persimmon
1,577.500
8/12/24
0.03
1,260.500
2,246.000
-985.500
-43.88
-42.16
Phoenix
538.000
8/12/24
0.47
570.200
644.800
-74.600
-11.57
-10.13
Prudential
635.400
8/12/24
0.41
940.200
1,063.500
-123.300
-11.59
-16.12
Reckitt Benckiser
4,180.000
8/12/24
6,172.000
6,222.000
-50.000
-0.80
0.55
RELX
3,531.000
8/12/24
0.57
2,202.000
2,243.000
-41.000
-1.83
-3.84
L
Rentokil Initial
469.000
8/12/24
1.01
494.100
506.200
-12.100
-2.39
-7.53
instrument
freshest
⇓ Δday
9/26/22
⇓ Δwk
6/06/22
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
549.200
593.800
-44.600
-7.51
-14.97
Rio Tinto
4,942.000
8/12/24
0.56
4,698.000
5,956.000
-1,258.000
-21.12
-8.43
Rolls-Royce
486.700
8/12/24
0.35
72.670
92.920
-20.250
-21.79
-27.62
S
RS Group
754.000
8/12/24
-0.40
1,000.000
962.500
37.500
3.90
-3.86
S
Sage Group
1,005.500
8/12/24
1.03
713.200
658.400
54.800
8.32
-0.35
L
Schroders
337.200
8/12/24
-0.12
414.800
499.800
-85.000
-17.01
-21.37
Scottish Mortgage
824.600
8/12/24
-0.17
798.600
798.200
0.400
0.05
-18.89
L
Segro
884.600
8/12/24
-0.96
737.600
1,105.500
-367.900
-33.28
-37.63
S
Severn Trent
2,514.000
8/12/24
-0.63
2,444.000
2,872.000
-428.000
-14.90
-14.89
Shell
2,799.000
8/12/24
0.83
2,211.500
2,394.500
-183.000
-7.64
13.10
Smith and Nephew
1,156.000
8/12/24
-0.86
1,009.000
1,263.000
-254.000
-20.11
-16.52
L
Smiths Group
1,743.000
8/12/24
0.52
1,535.500
1,560.000
-24.500
-1.57
3.16
Smurfit Kappa
3,058.000
8/12/24
0.07
2,603.000
3,237.000
-634.000
-19.59
-22.65
S
Spirax-Sarco
7,715.000
8/12/24
0.72
10,105.000
10,695.000
-590.000
-5.52
-18.27
L
SSE
1,878.000
8/12/24
0.86
1,671.000
1,820.000
-149.000
-8.19
-0.89
L
St. James´s Place
691.000
8/12/24
-1.22
1,065.500
1,259.000
-193.500
-15.37
-21.26
Standard Chartered
722.000
8/12/24
0.92
581.600
626.600
-45.000
-7.18
11.57
L
Taylor Wimpey
158.000
8/12/24
0.54
95.840
131.300
-35.460
-27.01
-29.67
L
Tesco
333.500
8/12/24
0.91
217.600
260.500
-42.900
-16.47
-19.70
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,100.000
3,718.000
382.000
10.27
8.49
S
Unite
934.000
8/12/24
-1.11
887.552
1,140.000
-252.448
-22.14
-18.07
S
United Utilities
988.800
8/12/24
-0.12
942.200
1,044.500
-102.300
-9.79
-11.81
L
Vodafone
74.440
8/12/24
0.87
106.660
126.000
-19.340
-15.35
-11.49
Weir Group
1,904.000
8/12/24
0.79
1,485.000
1,634.000
-149.000
-9.12
-7.77
S
Whitbread
2,814.000
8/12/24
-1.44
2,450.000
2,673.000
-223.000
-8.34
-13.41
instrument
freshest
⇓ Δday
9/26/22
⇓ Δwk
6/06/22
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
761.200
939.800
-178.600
-19.00
-20.85
FTSE - 99 out of 100 instruments rated - 9/26/22 / 6/06/22 - 19 did rise, Market-Ratio(16) = 19.19 %
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
1/02/06
6/19/06
168
- cash -
short
6/19/06
9/04/06
77
Carnival
100
455
21.940
22.800
21.080
-0.860
-4
9,609
-17
long
9/04/06
7/30/07
329
LSE Group
100
869
11.054
12.288
1.234
11
10,681
12
short
7/30/07
2/16/09
567
Taylor Wimpey
100
4,690
2.277
0.133
39.040
36.763
1,614
183,097
523
long
2/16/09
7/05/10
504
Randgold Res
100
5,628
32.530
61.250
28.720
88
344,734
58
short
7/05/10
9/06/10
63
BP
100
103,430
3.333
4.065
2.601
-0.732
-22
269,023
-76
long
9/06/10
8/08/11
336
Croda
100
18,905
14.230
17.700
3.470
24
334,623
27
short
8/08/11
11/28/11
112
Lloyds Bank
100
1,019,881
0.328
0.237
0.455
0.127
39
463,740
190
long
11/28/11
6/04/12
189
Next
100
17,414
26.630
29.930
3.300
12
521,206
25
short
6/04/12
7/30/12
56
Aviva
100
192,753
2.704
2.990
2.418
-0.286
-11
466,079
-52
long
7/30/12
8/24/15
1120
Ashtead
100
178,779
2.607
8.830
6.223
239
1,578,621
49
short
8/24/15
5/09/16
259
Glencore
100
1,144,757
1.379
1.326
1.435
0.056
4
1,642,384
6
long
5/09/16
10/08/18
882
Fresnillo
100
158,073
10.390
7.780
-2.610
-25
1,229,813
-11
short
10/08/18
2/11/19
126
Fresnillo
100
158,073
7.780
9.696
5.864
-1.916
-25
926,945
-56
long
2/11/19
3/09/20
392
Micro Focus
100
55,175
16.800
5.924
-10.876
-65
326,862
-62
short
3/09/20
7/06/20
119
Micro Focus
100
55,175
5.924
4.387
8.000
2.076
35
441,378
151
long
7/06/20
3/07/22
609
Scottish Mortgage
100
49,151
8.980
8.560
-0.420
-5
420,734
-3
short
3/07/22
1/09/23
308
Polymetal
100
243,833
1.726
3.150
0.301
-1.425
-83
73,394
-87
long
1/09/23
8/21/23
224
Antofagasta
100
4,251
17.265
13.900
-3.365
-19
59,090
-30
short
8/21/23
12/11/23
112
Fresnillo
100
11,586
5.100
5.760
4.440
-0.660
-13
51,443
-36
long
12/11/23
8/12/24
245
Rolls-Royce
100
17,326
2.969
4.867
1.898
64
84,327
109
accum 6/19/06
8/12/24 7121
days out of 7289 invested (98%)
743
84,327
12
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Taylor Wimpey short 7/30/07 2/16/09 567 2.28 0.13 39.04 36.76 1,614.37 1,614.37
Ashtead long 7/30/12 8/24/15 1120 2.61 8.83 6.22 238.70 238.70
Randgold Res long 2/16/09 7/05/10 504 32.53 61.25 28.72 88.29 88.29
Rolls-Royce long 12/11/23 8/12/24 245 2.97 4.87 1.90 63.93 63.93
Lloyds Bank short 8/08/11 11/28/11 112 0.33 0.24 0.45 0.13 38.59 38.59
Croda long 9/06/10 8/08/11 336 14.23 17.70 3.47 24.39 24.39
Next long 11/28/11 6/04/12 189 26.63 29.93 3.30 12.39 12.39
LSE Group long 9/04/06 7/30/07 329 11.05 12.29 1.23 11.17 11.17
Glencore short 8/24/15 5/09/16 259 1.38 1.33 1.43 0.06 4.04 4.04
Carnival short 6/19/06 9/04/06 77 21.94 22.80 21.08 -0.86 -3.92 -3.92
Scottish Mortgage long 7/06/20 3/07/22 609 8.98 8.56 -0.42 -4.68 -4.68
Aviva short 6/04/12 7/30/12 56 2.70 2.99 2.42 -0.29 -10.58 -10.58
Antofagasta long 1/09/23 8/21/23 224 17.27 13.90 -3.37 -19.49 -19.49
BP short 7/05/10 9/06/10 63 3.33 4.07 2.60 -0.73 -21.96 -21.96
Fresnillo long 5/09/16 10/08/18 882 10.39 7.78 -2.61 -25.12
short 10/08/18 2/11/19 126 7.78 9.70 5.86 -1.92 -24.63
short 8/21/23 12/11/23 112 5.10 5.76 4.44 -0.66 -12.94 -50.86
Micro Focus long 2/11/19 3/09/20 392 16.80 5.92 -10.88 -64.74
short 3/09/20 7/06/20 119 5.92 4.39 8.00 2.08 35.04 -52.38
Polymetal short 3/07/22 1/09/23 308 1.73 3.15 0.30 -1.42 -82.56 -82.56
Annotations
4/20/23 Melrose reverse split 3:1 (one for three)
9/26/22 Schroders split 1:5 (five for one) + 3 bonus shares for 17 (is equivalent to a 17:20 split)
7/18/22 GlaxoSmithKline demergers OTC business -> Haleon
11/30/21 JD Sports stock split 1:5 (five for one)
5/28/21 FTSE Royal Mail returns for RSA Insurance (acquired by Tryg and Intact)
2/12/21 Tesco Stock split 19:15 (fifteen for nineteen) after 50.93 special dividend for proceeds from the sale of the Asia
business
8/31/18 Rightmove stock split 1:10 (ten for one)
7/02/18 FTSE Ocado replaces Old Mutual (spin off Quilter)
5/21/18 FTSE Melrose and Royal Mail replace GKN (acquired by Melrose) and Hammerson
1/19/18 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
8/14/17 Standard Life merger with Aberdeen Asset Management completed
3/20/17 FTSE Rentokil Initial and Scottish Mortgage replace Capita and Dixons Carphone
2/14/17 FTSE machine learning processed for all techniques
12/19/16 FTSE ConvaTec and Smurfit Kappa replace Polymetal and Travis Perkins
10/04/16 SAB Miller acquired by AB InBev - deletion
9/19/16 FTSE Polymetal replaces Berkeley
9/05/16 FTSE Micro Focus ersetzt Arm Holdings (acquisition by Softbank)
7/11/16 FTSE Informa, Mediclinic, Paddy Power Betfair and Wm Morrison
replace Aberdeen Asset, Inmarsat, Rexam and Sports Direct
2/18/16 FTSE index changes applied:
Berkeley, DCC, Provident Financial, Rexam and Worldpay replace
G4S, Meggit, Morrison, BG and Weir
DCC recording started
8/26/15 FTSE complete analysis
6/22/15 FTSE Inmarsat replaces Aggreko
4/21/15 FTSE Merlin replaces Friends Life (acquiried by Aviva)
FTSE Hikma replaces Tullow
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