Assessment - FTSE 100 Index - 24/10/22 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
24/10/22
Δwk
4/07/22
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
12/08/24
0.52
7,013.990
7,232.650
-218.660
-3.02
-4.39
Rolls-Royce
486.700
12/08/24
0.35
73.500
86.540
-13.040
-15.07
-22.71
L
3i Group
3,018.000
12/08/24
0.23
1,115.500
1,085.000
30.500
2.81
-12.15
CRH (L)
6,416.000
12/08/24
-1.35
3,031.500
2,838.500
193.000
6.80
-7.47
Next
9,542.000
12/08/24
0.23
4,882.000
6,098.000
-1,216.000
-19.94
-25.12
Centrica
127.300
12/08/24
3.29
68.860
81.840
-12.980
-15.86
-9.00
Ass Brit Foods
2,435.000
12/08/24
-0.90
1,331.500
1,597.000
-265.500
-16.62
-20.92
L
Taylor Wimpey
158.000
12/08/24
0.54
91.200
118.450
-27.250
-23.01
-29.93
Antofagasta
1,879.500
12/08/24
1.79
1,122.500
1,107.000
15.500
1.40
-14.98
BAE Systems
1,303.500
12/08/24
2.04
813.000
836.000
-23.000
-2.75
18.44
InterContinental Hot
7,228.000
12/08/24
-0.61
4,528.000
4,303.000
225.000
5.23
-5.46
L
Auto Trader
797.800
12/08/24
0.81
502.000
559.600
-57.600
-10.29
-19.95
L
Tesco
333.500
12/08/24
0.91
210.800
257.500
-46.700
-18.14
-20.65
RELX
3,531.000
12/08/24
0.57
2,262.000
2,236.000
26.000
1.16
-1.41
DS Smith
444.000
12/08/24
1.19
286.100
277.600
8.500
3.06
-10.02
Melrose
486.700
12/08/24
0.19
319.350
459.750
-140.400
-30.54
-22.37
L
Hargreaves Lansdown
1,102.000
12/08/24
740.800
773.000
-32.200
-4.17
-27.05
Berkeley
5,070.000
12/08/24
1.00
3,429.000
3,754.000
-325.000
-8.66
-14.56
Barclays
220.100
12/08/24
0.85
148.940
155.520
-6.580
-4.23
-11.60
Int Cons Airlines
166.450
12/08/24
-0.06
112.780
107.600
5.180
4.81
-12.64
S
B&M
444.600
12/08/24
-2.22
305.800
365.600
-59.800
-16.36
-34.52
Informa
807.800
12/08/24
1.03
556.000
526.000
30.000
5.70
1.35
L
Barratt Developments
524.600
12/08/24
0.15
361.200
460.000
-98.800
-21.48
-30.84
J Sainsbury
269.600
12/08/24
0.67
187.250
208.400
-21.150
-10.15
-21.74
S
Sage Group
1,005.500
12/08/24
1.03
716.800
633.200
83.600
13.20
0.31
⇓ instrument
freshest
⇓ Δday
24/10/22
Δwk
4/07/22
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
1,931.000
1,851.000
80.000
4.32
-2.73
L
NatWest
334.600
12/08/24
0.48
240.500
222.000
18.500
8.33
5.38
Admiral Group
2,698.000
12/08/24
0.86
1,957.000
2,228.000
-271.000
-12.16
-20.26
Haleon
373.200
12/08/24
-1.01
273.700
-na-
S
Flutter
14,685.000
12/08/24
-1.28
10,775.000
8,346.000
2,429.000
29.10
10.51
L
HSBC
643.900
12/08/24
0.22
475.100
539.700
-64.600
-11.97
-4.48
Hiscox
1,189.000
12/08/24
1.89
879.000
948.000
-69.000
-7.28
-2.86
L
LSE Group
9,938.000
12/08/24
1.12
7,366.000
7,708.000
-342.000
-4.44
-0.95
L
Lloyds Bank
56.800
12/08/24
-0.28
42.540
42.665
-0.125
-0.29
-7.75
L
Frasers
838.500
12/08/24
-0.42
628.500
668.000
-39.500
-5.91
-11.41
Kingfisher
271.400
12/08/24
0.18
206.800
245.400
-38.600
-15.73
-24.49
L
AstraZeneca
12,780.000
12/08/24
0.63
9,782.000
10,808.000
-1,026.000
-9.49
1.36
Standard Chartered
722.000
12/08/24
0.92
561.600
623.600
-62.000
-9.94
5.96
L
Experian
3,524.000
12/08/24
1.18
2,753.000
2,426.000
327.000
13.48
-4.48
Compass Group
2,354.000
12/08/24
0.90
1,841.500
1,729.500
112.000
6.48
8.17
Pershing Square
3,534.000
12/08/24
-0.79
2,770.000
2,460.000
310.000
12.60
0.97
Weir Group
1,904.000
12/08/24
0.79
1,506.500
1,414.000
92.500
6.54
-5.64
L
JD Sports Fashion
120.350
12/08/24
-4.07
95.540
114.700
-19.160
-16.70
-33.91
L
SSE
1,878.000
12/08/24
0.86
1,508.000
1,695.500
-187.500
-11.06
-10.42
Intertek
4,680.000
12/08/24
0.60
3,763.000
4,228.000
-465.000
-11.00
-20.16
L
Persimmon
1,577.500
12/08/24
0.03
1,273.000
1,892.500
-619.500
-32.73
-37.50
Beazley
732.000
12/08/24
1.24
595.500
489.600
105.900
21.63
26.59
L
Unilever Plc
4,714.000
12/08/24
-0.34
3,921.500
3,802.500
119.000
3.13
3.70
L
Halma
2,527.000
12/08/24
0.04
2,115.000
2,005.000
110.000
5.49
-11.58
Shell
2,799.000
12/08/24
0.83
2,345.000
2,203.000
142.000
6.45
17.18
⇓ instrument
freshest
⇓ Δday
24/10/22
Δwk
4/07/22
prc diff
⇓ Δ16
⇓ ∅-RS
Ashtead
5,152.000
12/08/24
-0.43
4,332.000
3,474.000
858.000
24.70
-6.88
L
Segro
884.600
12/08/24
-0.96
745.200
950.600
-205.400
-21.61
-33.99
Aviva
484.200
12/08/24
0.35
415.100
404.700
10.400
2.57
0.01
S
Bunzl
3,202.000
12/08/24
0.50
2,755.000
2,759.000
-4.000
-0.14
-3.31
F&C Investment Trust
1,026.000
12/08/24
893.000
810.000
83.000
10.25
3.24
Land Securities
615.500
12/08/24
-0.73
537.000
653.800
-116.800
-17.86
-24.29
Smith and Nephew
1,156.000
12/08/24
-0.86
1,010.000
1,140.000
-130.000
-11.40
-14.87
S
M&G
203.900
12/08/24
1.09
178.350
192.550
-14.200
-7.37
-11.98
Rightmove
537.200
12/08/24
0.04
471.800
566.200
-94.400
-16.67
-24.92
L
Smiths Group
1,743.000
12/08/24
0.52
1,537.000
1,417.000
120.000
8.47
2.57
GSK
1,572.000
12/08/24
0.42
1,387.400
1,815.860
-428.460
-23.60
-12.82
L
British Land
395.000
12/08/24
-0.40
350.000
443.000
-93.000
-20.99
-27.57
L
BT Group
141.500
12/08/24
8.43
125.900
190.400
-64.500
-33.88
-24.87
Scottish Mortgage
824.600
12/08/24
-0.17
734.400
722.400
12.000
1.66
-21.96
S
United Utilities
988.800
12/08/24
-0.12
912.200
1,025.500
-113.300
-11.05
-13.89
S
Unite
934.000
12/08/24
-1.11
865.500
1,046.000
-180.500
-17.26
-18.44
S
Whitbread
2,814.000
12/08/24
-1.44
2,611.000
2,454.000
157.000
6.40
-5.53
Pearson
1,034.500
12/08/24
-0.72
965.000
747.400
217.600
29.11
33.96
Smurfit Kappa
3,058.000
12/08/24
0.07
2,860.000
2,740.000
120.000
4.38
-12.43
ConvaTec
231.600
12/08/24
-0.17
217.400
226.400
-9.000
-3.98
6.10
S
National Grid
978.400
12/08/24
-0.04
921.000
1,076.500
-155.500
-14.44
-14.42
DCC
5,135.000
12/08/24
-0.29
4,839.000
5,162.000
-323.000
-6.26
-13.36
Rio Tinto
4,942.000
12/08/24
0.56
4,750.000
4,835.000
-85.000
-1.76
-7.36
S
Severn Trent
2,514.000
12/08/24
-0.63
2,421.000
2,785.000
-364.000
-13.07
-14.94
L
Imperial Brands
2,134.000
12/08/24
0.38
2,079.000
1,839.500
239.500
13.02
20.55
⇓ instrument
freshest
⇓ Δday
24/10/22
Δwk
4/07/22
prc diff
⇓ Δ16
⇓ ∅-RS
Endeavour Mining
1,567.000
12/08/24
1.89
1,530.000
1,703.000
-173.000
-10.16
-12.94
L
Abrdn
152.950
12/08/24
2.51
152.600
154.550
-1.950
-1.26
-19.50
Phoenix
538.000
12/08/24
0.47
542.800
587.400
-44.600
-7.59
-13.16
S
Legal & General
225.600
12/08/24
0.53
232.300
244.000
-11.700
-4.80
-12.38
Mondi
1,423.000
12/08/24
-0.42
1,487.000
1,479.500
7.500
0.51
-6.23
BP
439.600
12/08/24
1.35
470.000
401.450
68.550
17.08
21.05
L
Rentokil Initial
469.000
12/08/24
1.01
512.800
486.400
26.400
5.43
-2.64
WPP Group
690.200
12/08/24
1.68
759.400
805.200
-45.800
-5.69
-19.23
L
Airtel Africa
110.000
12/08/24
-0.63
125.000
139.800
-14.800
-10.59
-9.97
L
Schroders
337.200
12/08/24
-0.12
386.400
450.160
-63.760
-14.16
-24.11
L
Anglo American
2,232.500
12/08/24
0.29
2,686.500
2,840.000
-153.500
-5.40
-14.41
L
BAT
2,801.000
12/08/24
3,379.500
3,560.500
-181.000
-5.08
7.24
Glencore
410.250
12/08/24
1.27
501.900
434.750
67.150
15.45
14.60
Johnson Matthey
1,577.000
12/08/24
0.06
1,950.000
1,902.000
48.000
2.52
-3.76
Prudential
635.400
12/08/24
0.41
804.200
1,018.500
-214.300
-21.04
-25.70
Ocado
376.700
12/08/24
0.72
479.400
784.800
-305.400
-38.91
-51.20
S
RS Group
754.000
12/08/24
-0.40
964.000
858.500
105.500
12.29
-6.59
Fresnillo
540.000
12/08/24
0.93
698.400
779.200
-80.800
-10.37
-9.01
L
Vodafone
74.440
12/08/24
0.87
99.580
128.660
-29.080
-22.60
-16.72
S
Spirax-Sarco
7,715.000
12/08/24
0.72
10,595.000
10,130.000
465.000
4.59
-11.98
Reckitt Benckiser
4,180.000
12/08/24
5,950.000
6,232.000
-282.000
-4.53
-3.56
S
Diageo
2,451.500
12/08/24
1.03
3,608.500
3,495.000
113.500
3.25
-3.98
L
St. James´s Place
691.000
12/08/24
-1.22
1,027.000
1,081.000
-54.000
-5.00
-21.62
S
Croda
3,829.000
12/08/24
-0.05
6,650.000
6,576.000
74.000
1.13
-11.72
S
Entain
580.400
12/08/24
3.98
1,198.000
1,212.500
-14.500
-1.20
-17.05
⇓ instrument
freshest
⇓ Δday
24/10/22
Δwk
4/07/22
prc diff
⇓ Δ16
⇓ ∅-RS
S
Burberry Group
671.000
12/08/24
-2.02
1,828.000
1,638.500
189.500
11.57
4.80
FTSE - 99 out of 100 instruments rated - 24/10/22 / 4/07/22 - 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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