Assessment - FTSE 100 Index in Pound sterling - 16/01/23 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
16/01/23
Δwk
26/09/22
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
12/08/24
0.52
7,860.070
7,020.950
839.120
11.95
6.80
Rolls-Royce
486.700
12/08/24
0.35
107.160
72.670
34.490
47.46
21.39
L
3i Group
3,018.000
12/08/24
0.23
1,440.500
1,123.000
317.500
28.27
15.68
CRH (L)
6,416.000
12/08/24
-1.35
3,727.500
2,958.500
769.000
25.99
17.01
BAE Systems
1,303.500
12/08/24
2.04
831.600
813.200
18.400
2.26
10.28
RELX
3,531.000
12/08/24
0.57
2,403.000
2,202.000
201.000
9.13
4.99
Next
9,542.000
12/08/24
0.23
6,634.000
5,394.000
1,240.000
22.99
10.11
L
Auto Trader
797.800
12/08/24
0.81
565.400
576.600
-11.200
-1.94
-4.64
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
1,945.000
1,948.000
-3.000
-0.15
2.84
L
Tesco
333.500
12/08/24
0.91
247.500
217.600
29.900
13.74
-1.86
L
Taylor Wimpey
158.000
12/08/24
0.54
117.350
95.840
21.510
22.44
0.33
InterContinental Hot
7,228.000
12/08/24
-0.61
5,424.000
4,370.000
1,054.000
24.12
13.45
Ass Brit Foods
2,435.000
12/08/24
-0.90
1,828.500
1,287.000
541.500
42.07
14.21
L
LSE Group
9,938.000
12/08/24
1.12
7,484.000
7,634.000
-150.000
-1.96
-1.45
Centrica
127.300
12/08/24
3.29
96.480
76.600
19.880
25.95
19.50
S
Sage Group
1,005.500
12/08/24
1.03
771.800
713.200
58.600
8.22
8.62
DS Smith
444.000
12/08/24
1.19
353.100
258.400
94.700
36.65
15.86
Admiral Group
2,698.000
12/08/24
0.86
2,161.000
2,030.000
131.000
6.45
-4.21
Informa
807.800
12/08/24
1.03
653.600
531.400
122.200
23.00
14.63
Compass Group
2,354.000
12/08/24
0.90
1,910.000
1,813.500
96.500
5.32
7.37
Barclays
220.100
12/08/24
0.85
182.500
160.820
21.680
13.48
13.13
L
Experian
3,524.000
12/08/24
1.18
2,955.000
2,676.000
279.000
10.43
6.77
L
Hargreaves Lansdown
1,102.000
12/08/24
929.600
869.600
60.000
6.90
2.01
S
Flutter
14,685.000
12/08/24
-1.28
12,425.000
10,020.000
2,405.000
24.00
27.49
Pershing Square
3,534.000
12/08/24
-0.79
3,025.000
2,770.000
255.000
9.21
11.18
⇓ instrument
freshest
⇓ Δday
16/01/23
Δwk
26/09/22
prc diff
⇓ Δ16
⇓ ∅-RS
L
Halma
2,527.000
12/08/24
0.04
2,166.000
2,104.000
62.000
2.95
-2.49
Beazley
732.000
12/08/24
1.24
633.500
570.500
63.000
11.04
22.54
Shell
2,799.000
12/08/24
0.83
2,425.500
2,211.500
214.000
9.68
11.19
Haleon
373.200
12/08/24
-1.01
324.000
286.350
37.650
13.15
-na-
L
Lloyds Bank
56.800
12/08/24
-0.28
49.750
44.710
5.040
11.27
9.68
DCC
5,135.000
12/08/24
-0.29
4,509.000
4,651.000
-142.000
-3.05
-12.99
Berkeley
5,070.000
12/08/24
1.00
4,457.000
3,315.000
1,142.000
34.45
15.67
L
Barratt Developments
524.600
12/08/24
0.15
463.200
385.200
78.000
20.25
0.28
L
NatWest
334.600
12/08/24
0.48
296.500
233.700
62.800
26.87
26.06
Pearson
1,034.500
12/08/24
-0.72
922.600
863.200
59.400
6.88
15.63
L
SSE
1,878.000
12/08/24
0.86
1,682.500
1,671.000
11.500
0.69
-0.44
L
Unilever Plc
4,714.000
12/08/24
-0.34
4,230.000
4,100.000
130.000
3.17
10.80
J Sainsbury
269.600
12/08/24
0.67
243.300
191.450
51.850
27.08
7.85
L
Persimmon
1,577.500
12/08/24
0.03
1,438.500
1,260.500
178.000
14.12
-15.44
Hiscox
1,189.000
12/08/24
1.89
1,085.000
883.000
202.000
22.88
15.24
L
AstraZeneca
12,780.000
12/08/24
0.63
11,676.000
9,933.000
1,743.000
17.55
14.46
GSK
1,572.000
12/08/24
0.42
1,436.200
1,325.000
111.200
8.39
-7.37
Aviva
484.200
12/08/24
0.35
443.900
414.900
29.000
6.99
4.73
L
Frasers
838.500
12/08/24
-0.42
770.000
728.318
41.682
5.72
7.34
L
BT Group
141.500
12/08/24
8.43
130.300
127.700
2.600
2.04
-15.69
F&C Investment Trust
1,026.000
12/08/24
945.000
908.000
37.000
4.07
9.42
S
Bunzl
3,202.000
12/08/24
0.50
2,960.000
2,731.000
229.000
8.39
3.06
Antofagasta
1,879.500
12/08/24
1.79
1,740.000
1,050.000
690.000
65.71
31.99
L
HSBC
643.900
12/08/24
0.22
596.100
501.600
94.500
18.84
16.62
Melrose
486.700
12/08/24
0.19
453.000
303.300
149.700
49.36
15.41
⇓ instrument
freshest
⇓ Δday
16/01/23
Δwk
26/09/22
prc diff
⇓ Δ16
⇓ ∅-RS
Intertek
4,680.000
12/08/24
0.60
4,375.000
3,796.000
579.000
15.25
-0.52
Scottish Mortgage
824.600
12/08/24
-0.17
779.400
798.600
-19.200
-2.40
-6.06
Weir Group
1,904.000
12/08/24
0.79
1,810.000
1,485.000
325.000
21.89
13.93
Int Cons Airlines
166.450
12/08/24
-0.06
159.100
101.260
57.840
57.12
26.77
L
Smiths Group
1,743.000
12/08/24
0.52
1,669.000
1,535.500
133.500
8.69
9.80
L
Imperial Brands
2,134.000
12/08/24
0.38
2,050.000
1,893.500
156.500
8.27
11.70
L
Segro
884.600
12/08/24
-0.96
853.400
737.600
115.800
15.70
-13.96
Standard Chartered
722.000
12/08/24
0.92
701.800
581.600
120.200
20.67
24.02
Ashtead
5,152.000
12/08/24
-0.43
5,070.000
3,935.000
1,135.000
28.84
14.04
Kingfisher
271.400
12/08/24
0.18
270.400
234.000
36.400
15.56
6.74
Smith and Nephew
1,156.000
12/08/24
-0.86
1,152.000
1,009.000
143.000
14.17
0.92
S
B&M
444.600
12/08/24
-2.22
444.200
311.200
133.000
42.74
5.08
S
M&G
203.900
12/08/24
1.09
205.100
186.650
18.450
9.88
2.72
Rightmove
537.200
12/08/24
0.04
553.400
549.200
4.200
0.76
-4.83
S
United Utilities
988.800
12/08/24
-0.12
1,029.000
942.200
86.800
9.21
-1.24
S
National Grid
978.400
12/08/24
-0.04
1,022.000
988.200
33.800
3.42
-4.72
Mondi
1,423.000
12/08/24
-0.42
1,505.500
1,378.500
127.000
9.21
-0.86
ConvaTec
231.600
12/08/24
-0.17
247.800
211.400
36.400
17.22
17.39
S
Unite
934.000
12/08/24
-1.11
1,004.000
887.552
116.448
13.12
-1.50
L
Airtel Africa
110.000
12/08/24
-0.63
119.400
138.700
-19.300
-13.91
-12.65
S
Whitbread
2,814.000
12/08/24
-1.44
3,063.000
2,450.000
613.000
25.02
14.74
BP
439.600
12/08/24
1.35
481.000
429.950
51.050
11.87
14.68
S
Severn Trent
2,514.000
12/08/24
-0.63
2,753.000
2,444.000
309.000
12.64
-1.71
L
Rentokil Initial
469.000
12/08/24
1.01
522.600
494.100
28.500
5.77
1.86
L
British Land
395.000
12/08/24
-0.40
440.500
352.000
88.500
25.14
-2.44
⇓ instrument
freshest
⇓ Δday
16/01/23
Δwk
26/09/22
prc diff
⇓ Δ16
⇓ ∅-RS
L
BAT
2,801.000
12/08/24
3,139.000
3,400.000
-261.000
-7.68
-5.99
Smurfit Kappa
3,058.000
12/08/24
0.07
3,494.000
2,603.000
891.000
34.23
12.86
Land Securities
615.500
12/08/24
-0.73
704.800
514.200
190.600
37.07
3.89
S
Legal & General
225.600
12/08/24
0.53
258.600
242.300
16.300
6.73
1.09
Phoenix
538.000
12/08/24
0.47
628.400
570.200
58.200
10.21
3.08
S
RS Group
754.000
12/08/24
-0.40
911.000
1,000.000
-89.000
-8.90
-6.87
Rio Tinto
4,942.000
12/08/24
0.56
6,096.000
4,698.000
1,398.000
29.76
15.13
L
Vodafone
74.440
12/08/24
0.87
93.300
106.660
-13.360
-12.53
-17.90
Endeavour Mining
1,567.000
12/08/24
1.89
1,967.000
1,614.000
353.000
21.87
12.72
L
JD Sports Fashion
120.350
12/08/24
-4.07
161.750
102.850
58.900
57.27
26.85
Glencore
410.250
12/08/24
1.27
552.500
456.450
96.050
21.04
15.48
L
Abrdn
152.950
12/08/24
2.51
208.300
136.100
72.200
53.05
16.25
WPP Group
690.200
12/08/24
1.68
940.800
761.200
179.600
23.59
6.22
Johnson Matthey
1,577.000
12/08/24
0.06
2,190.000
1,855.000
335.000
18.06
9.67
L
Schroders
337.200
12/08/24
-0.12
472.100
414.800
57.300
13.81
-0.25
Reckitt Benckiser
4,180.000
12/08/24
5,992.000
6,172.000
-180.000
-2.92
-1.64
S
Diageo
2,451.500
12/08/24
1.03
3,701.500
3,850.000
-148.500
-3.86
-0.42
S
Spirax-Sarco
7,715.000
12/08/24
0.72
11,760.000
10,105.000
1,655.000
16.38
5.18
L
Anglo American
2,232.500
12/08/24
0.29
3,552.500
2,601.000
951.500
36.58
11.17
Fresnillo
540.000
12/08/24
0.93
954.400
714.200
240.200
33.63
26.09
L
St. James´s Place
691.000
12/08/24
-1.22
1,266.500
1,065.500
201.000
18.86
4.55
S
Croda
3,829.000
12/08/24
-0.05
7,064.000
6,588.000
476.000
7.23
1.23
Prudential
635.400
12/08/24
0.41
1,325.500
940.200
385.300
40.98
30.71
Ocado
376.700
12/08/24
0.72
808.000
556.200
251.800
45.27
0.91
S
Entain
580.400
12/08/24
3.98
1,457.000
1,120.000
337.000
30.09
7.42
⇓ instrument
freshest
⇓ Δday
16/01/23
Δwk
26/09/22
prc diff
⇓ Δ16
⇓ ∅-RS
S
Burberry Group
671.000
12/08/24
-2.02
2,273.000
1,657.000
616.000
37.18
27.80
FTSE - 100 out of 100 instruments rated - 16/01/23 / 26/09/22 - 89 did rise, Market-Ratio(16) in GBP = 89.00 %
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 7294
days out of 7462 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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