Assessment - FTSE 100 Index in Pound sterling - 3/13/23 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
3/13/23
⇓ Δwk
11/21/22
prc diff
Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
7,548.630
7,376.850
171.780
2.33
1.64
Rolls-Royce
486.700
8/12/24
0.35
145.000
84.810
60.190
70.97
63.19
L
JD Sports Fashion
120.350
8/12/24
-4.07
166.350
120.100
46.250
38.51
30.06
Ass Brit Foods
2,435.000
8/12/24
-0.90
1,948.000
1,505.000
443.000
29.44
21.62
Prudential
635.400
8/12/24
0.41
1,159.000
955.600
203.400
21.29
13.03
CRH (L)
6,416.000
8/12/24
-1.35
4,028.500
3,344.500
684.000
20.45
25.12
S
Flutter
14,685.000
8/12/24
-1.28
13,725.000
11,400.000
2,325.000
20.39
36.79
Next
9,542.000
8/12/24
0.23
6,820.000
5,666.000
1,154.000
20.37
13.75
S
B&M
444.600
8/12/24
-2.22
480.400
400.900
79.500
19.83
16.44
Melrose
486.700
8/12/24
0.19
464.550
388.950
75.600
19.44
18.18
Standard Chartered
722.000
8/12/24
0.92
688.800
580.400
108.400
18.68
16.07
L
HSBC
643.900
8/12/24
0.22
568.100
483.500
84.600
17.50
8.76
J Sainsbury
269.600
8/12/24
0.67
254.300
216.700
37.600
17.35
13.85
BAE Systems
1,303.500
8/12/24
2.04
908.000
782.000
126.000
16.11
13.93
L
BT Group
141.500
8/12/24
8.43
142.400
123.750
18.650
15.07
-3.49
Antofagasta
1,879.500
8/12/24
1.79
1,500.500
1,307.500
193.000
14.76
10.85
L
3i Group
3,018.000
8/12/24
0.23
1,509.500
1,316.500
193.000
14.66
18.29
BP
439.600
8/12/24
1.35
522.500
458.150
64.350
14.05
19.11
Kingfisher
271.400
8/12/24
0.18
279.500
246.000
33.500
13.62
12.20
S
Whitbread
2,814.000
8/12/24
-1.44
2,852.000
2,518.000
334.000
13.26
6.25
Hiscox
1,189.000
8/12/24
1.89
1,113.500
994.600
118.900
11.95
15.31
InterContinental Hot
7,228.000
8/12/24
-0.61
5,322.000
4,763.000
559.000
11.74
9.08
L
Taylor Wimpey
158.000
8/12/24
0.54
114.450
102.750
11.700
11.39
0.85
Centrica
127.300
8/12/24
3.29
103.950
93.760
10.190
10.87
23.26
Informa
807.800
8/12/24
1.03
658.000
596.000
62.000
10.40
12.72
⇓ instrument
freshest
⇓ Δday
3/13/23
⇓ Δwk
11/21/22
prc diff
Δ16
⇓ ∅-RS
S
Burberry Group
671.000
8/12/24
-2.02
2,295.000
2,081.000
214.000
10.28
24.59
Smith and Nephew
1,156.000
8/12/24
-0.86
1,182.500
1,074.500
108.000
10.05
4.34
WPP Group
690.200
8/12/24
1.68
950.200
864.200
86.000
9.95
9.16
L
Tesco
333.500
8/12/24
0.91
255.000
232.000
23.000
9.91
3.21
S
M&G
203.900
8/12/24
1.09
206.600
191.100
15.500
8.11
3.46
Int Cons Airlines
166.450
8/12/24
-0.06
142.620
132.180
10.440
7.90
12.69
L
Barratt Developments
524.600
8/12/24
0.15
430.700
400.000
30.700
7.67
-3.16
Berkeley
5,070.000
8/12/24
1.00
4,020.000
3,737.000
283.000
7.57
3.77
RELX
3,531.000
8/12/24
0.57
2,505.000
2,332.000
173.000
7.42
8.03
Shell
2,799.000
8/12/24
0.83
2,438.000
2,272.500
165.500
7.28
7.49
Haleon
373.200
8/12/24
-1.01
309.750
289.150
20.600
7.12
-na-
L
NatWest
334.600
8/12/24
0.48
272.200
255.600
16.600
6.49
11.97
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,109.000
1,996.000
113.000
5.66
12.89
Rio Tinto
4,942.000
8/12/24
0.56
5,548.000
5,270.000
278.000
5.28
3.51
L
Abrdn
152.950
8/12/24
2.51
211.200
201.700
9.500
4.71
18.63
L
Smiths Group
1,743.000
8/12/24
0.52
1,681.000
1,612.000
69.000
4.28
8.41
Ashtead
5,152.000
8/12/24
-0.43
5,192.000
5,000.000
192.000
3.84
15.46
L
Lloyds Bank
56.800
8/12/24
-0.28
47.225
45.515
1.710
3.76
3.68
DS Smith
444.000
8/12/24
1.19
314.500
304.100
10.400
3.42
3.59
Compass Group
2,354.000
8/12/24
0.90
1,885.500
1,824.000
61.500
3.37
3.92
S
National Grid
978.400
8/12/24
-0.04
1,064.000
1,032.000
32.000
3.10
-0.15
Intertek
4,680.000
8/12/24
0.60
4,026.000
3,906.000
120.000
3.07
-6.11
Endeavour Mining
1,567.000
8/12/24
1.89
1,720.000
1,672.000
48.000
2.87
-2.13
S
Severn Trent
2,514.000
8/12/24
-0.63
2,824.000
2,758.000
66.000
2.39
1.17
Weir Group
1,904.000
8/12/24
0.79
1,802.500
1,768.500
34.000
1.92
11.65
⇓ instrument
freshest
⇓ Δday
3/13/23
⇓ Δwk
11/21/22
prc diff
Δ16
⇓ ∅-RS
L
SSE
1,878.000
8/12/24
0.86
1,723.500
1,695.500
28.000
1.65
0.53
S
United Utilities
988.800
8/12/24
-0.12
1,044.500
1,037.000
7.500
0.72
0.36
Johnson Matthey
1,577.000
8/12/24
0.06
2,037.000
2,024.000
13.000
0.64
-0.82
DCC
5,135.000
8/12/24
-0.29
4,372.000
4,360.000
12.000
0.28
-12.04
Phoenix
538.000
8/12/24
0.47
592.000
591.000
1.000
0.17
-2.58
L
Auto Trader
797.800
8/12/24
0.81
569.800
570.200
-0.400
-0.07
-2.55
F&C Investment Trust
1,026.000
8/12/24
917.000
920.000
-3.000
-0.33
4.28
L
British Land
395.000
8/12/24
-0.40
404.600
407.600
-3.000
-0.74
-8.19
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,056.000
4,112.500
-56.500
-1.37
4.52
GSK
1,572.000
8/12/24
0.42
1,376.600
1,398.000
-21.400
-1.53
-9.76
Land Securities
615.500
8/12/24
-0.73
617.800
628.400
-10.600
-1.69
-7.58
Rightmove
537.200
8/12/24
0.04
534.400
544.800
-10.400
-1.91
-6.50
L
St. James´s Place
691.000
8/12/24
-1.22
1,156.000
1,178.500
-22.500
-1.91
-2.44
L
Schroders
337.200
8/12/24
-0.12
446.300
455.900
-9.600
-2.11
-4.22
Reckitt Benckiser
4,180.000
8/12/24
5,760.000
5,900.000
-140.000
-2.37
-4.74
L
Vodafone
74.440
8/12/24
0.87
95.680
98.110
-2.430
-2.48
-11.81
Smurfit Kappa
3,058.000
8/12/24
0.07
2,956.000
3,047.000
-91.000
-2.99
-3.06
L
AstraZeneca
12,780.000
8/12/24
0.63
10,686.000
11,070.000
-384.000
-3.47
0.52
S
Unite
934.000
8/12/24
-1.11
914.000
950.000
-36.000
-3.79
-9.95
S
Entain
580.400
8/12/24
3.98
1,243.000
1,296.000
-53.000
-4.09
-6.94
S
Spirax-Sarco
7,715.000
8/12/24
0.72
10,880.000
11,375.000
-495.000
-4.35
-2.16
L
Airtel Africa
110.000
8/12/24
-0.63
113.900
119.800
-5.900
-4.92
-14.17
S
Bunzl
3,202.000
8/12/24
0.50
2,924.000
3,084.000
-160.000
-5.19
0.50
L
Persimmon
1,577.500
8/12/24
0.03
1,222.500
1,293.500
-71.000
-5.49
-22.62
ConvaTec
231.600
8/12/24
-0.17
220.600
233.600
-13.000
-5.57
-0.58
⇓ instrument
freshest
⇓ Δday
3/13/23
⇓ Δwk
11/21/22
prc diff
Δ16
⇓ ∅-RS
Pershing Square
3,534.000
8/12/24
-0.79
2,760.000
2,925.000
-165.000
-5.64
-0.09
Aviva
484.200
8/12/24
0.35
424.300
453.000
-28.700
-6.34
-0.63
Barclays
220.100
8/12/24
0.85
147.480
157.940
-10.460
-6.62
-7.91
S
RS Group
754.000
8/12/24
-0.40
905.000
970.500
-65.500
-6.75
-6.74
S
Diageo
2,451.500
8/12/24
1.03
3,464.500
3,726.000
-261.500
-7.02
-6.65
L
Hargreaves Lansdown
1,102.000
8/12/24
777.600
837.000
-59.400
-7.10
-10.70
L
Segro
884.600
8/12/24
-0.96
775.000
834.600
-59.600
-7.14
-16.94
S
Legal & General
225.600
8/12/24
0.53
241.300
260.500
-19.200
-7.37
-4.75
S
Sage Group
1,005.500
8/12/24
1.03
747.800
808.200
-60.400
-7.47
4.10
Glencore
410.250
8/12/24
1.27
458.700
496.850
-38.150
-7.68
-7.85
L
Frasers
838.500
8/12/24
-0.42
760.000
823.500
-63.500
-7.71
3.83
L
Rentokil Initial
469.000
8/12/24
1.01
505.000
547.400
-42.400
-7.75
-1.80
L
Halma
2,527.000
8/12/24
0.04
2,051.000
2,225.000
-174.000
-7.82
-6.37
Admiral Group
2,698.000
8/12/24
0.86
1,912.000
2,080.000
-168.000
-8.08
-11.67
S
Croda
3,829.000
8/12/24
-0.05
6,228.000
6,902.000
-674.000
-9.77
-9.60
L
Experian
3,524.000
8/12/24
1.18
2,624.000
2,916.000
-292.000
-10.01
-5.18
L
BAT
2,801.000
8/12/24
3,013.500
3,349.500
-336.000
-10.03
-9.43
L
Imperial Brands
2,134.000
8/12/24
0.38
1,920.500
2,141.000
-220.500
-10.30
1.70
L
LSE Group
9,938.000
8/12/24
1.12
7,294.000
8,166.000
-872.000
-10.68
-4.90
L
Anglo American
2,232.500
8/12/24
0.29
2,728.000
3,087.000
-359.000
-11.63
-13.85
Scottish Mortgage
824.600
8/12/24
-0.17
674.600
776.400
-101.800
-13.11
-14.97
Fresnillo
540.000
8/12/24
0.93
747.400
861.600
-114.200
-13.25
-3.71
Pearson
1,034.500
8/12/24
-0.72
842.000
986.600
-144.600
-14.66
-1.19
Mondi
1,423.000
8/12/24
-0.42
1,318.500
1,552.500
-234.000
-15.07
-11.24
Beazley
732.000
8/12/24
1.24
545.000
643.500
-98.500
-15.31
0.39
⇓ instrument
freshest
⇓ Δday
3/13/23
⇓ Δwk
11/21/22
prc diff
Δ16
⇓ ∅-RS
Ocado
376.700
8/12/24
0.72
423.800
645.200
-221.400
-34.31
-42.07
FTSE - 100 out of 100 instruments rated - 3/13/23 / 11/21/22 - 54 did rise, Market-Ratio(16) in GBP = 54.00 %
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
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 7303
days out of 7471 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 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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