Assessment - FTSE 100 Index - 10/04/23 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
10/04/23
Δwk
19/12/22
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
12/08/24
0.52
7,741.560
7,361.310
380.250
5.17
4.12
Rolls-Royce
486.700
12/08/24
0.35
147.950
88.840
59.110
66.54
62.55
L
3i Group
3,018.000
12/08/24
0.23
1,676.500
1,287.500
389.000
30.21
29.99
CRH (L)
6,416.000
12/08/24
-1.35
3,813.000
3,233.500
579.500
17.92
16.61
Next
9,542.000
12/08/24
0.23
6,378.000
5,530.000
848.000
15.33
5.96
Barclays
220.100
12/08/24
0.85
151.620
155.380
-3.760
-2.42
-4.37
DS Smith
444.000
12/08/24
1.19
314.200
317.300
-3.100
-0.98
3.83
L
Hargreaves Lansdown
1,102.000
12/08/24
785.200
850.800
-65.600
-7.71
-7.97
L
Taylor Wimpey
158.000
12/08/24
0.54
115.050
99.760
15.290
15.33
2.58
InterContinental Hot
7,228.000
12/08/24
-0.61
5,336.000
4,762.000
574.000
12.05
9.14
RELX
3,531.000
12/08/24
0.57
2,628.000
2,297.000
331.000
14.41
12.42
L
Auto Trader
797.800
12/08/24
0.81
598.800
521.800
77.000
14.76
3.15
L
Experian
3,524.000
12/08/24
1.18
2,680.000
2,833.000
-153.000
-5.40
-2.29
S
Sage Group
1,005.500
12/08/24
1.03
774.800
771.200
3.600
0.47
7.25
BAE Systems
1,303.500
12/08/24
2.04
1,012.000
843.800
168.200
19.93
24.47
Pershing Square
3,534.000
12/08/24
-0.79
2,750.000
2,840.000
-90.000
-3.17
-0.32
L
Persimmon
1,577.500
12/08/24
0.03
1,233.000
1,209.000
24.000
1.99
-18.49
Antofagasta
1,879.500
12/08/24
1.79
1,480.000
1,471.000
9.000
0.61
10.03
Scottish Mortgage
824.600
12/08/24
-0.17
652.000
728.800
-76.800
-10.54
-15.38
L
Tesco
333.500
12/08/24
0.91
264.100
223.700
40.400
18.06
7.54
L
NatWest
334.600
12/08/24
0.48
266.500
259.300
7.200
2.78
7.97
Ass Brit Foods
2,435.000
12/08/24
-0.90
1,961.500
1,562.000
399.500
25.58
21.44
L
LSE Group
9,938.000
12/08/24
1.12
8,022.000
7,134.000
888.000
12.45
4.92
Pearson
1,034.500
12/08/24
-0.72
842.600
924.200
-81.600
-8.83
-1.76
Berkeley
5,070.000
12/08/24
1.00
4,146.000
3,738.000
408.000
10.91
6.71
⇓ instrument
freshest
⇓ Δday
10/04/23
Δwk
19/12/22
prc diff
⇓ Δ16
⇓ ∅-RS
Beazley
732.000
12/08/24
1.24
602.500
649.000
-46.500
-7.16
8.19
Admiral Group
2,698.000
12/08/24
0.86
2,228.000
2,039.000
189.000
9.27
4.96
Informa
807.800
12/08/24
1.03
672.800
605.000
67.800
11.21
14.12
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
2,293.000
1,961.000
332.000
16.93
19.98
Intertek
4,680.000
12/08/24
0.60
3,983.000
3,937.000
46.000
1.17
-5.43
Standard Chartered
722.000
12/08/24
0.92
618.000
617.200
0.800
0.13
2.20
Aviva
484.200
12/08/24
0.35
417.100
438.400
-21.300
-4.86
-1.98
L
Halma
2,527.000
12/08/24
0.04
2,177.000
2,062.000
115.000
5.58
0.59
Ashtead
5,152.000
12/08/24
-0.43
4,444.000
4,755.000
-311.000
-6.54
-0.94
L
Lloyds Bank
56.800
12/08/24
-0.28
49.020
45.000
4.020
8.93
7.79
L
Barratt Developments
524.600
12/08/24
0.15
453.000
393.700
59.300
15.06
3.26
Shell
2,799.000
12/08/24
0.83
2,417.000
2,287.000
130.000
5.68
5.40
F&C Investment Trust
1,026.000
12/08/24
890.000
892.000
-2.000
-0.22
0.65
Compass Group
2,354.000
12/08/24
0.90
2,049.000
1,903.500
145.500
7.64
11.42
L
HSBC
643.900
12/08/24
0.22
562.900
495.750
67.150
13.55
7.09
Centrica
127.300
12/08/24
3.29
111.350
91.980
19.370
21.06
29.54
L
Segro
884.600
12/08/24
-0.96
778.000
764.800
13.200
1.73
-13.19
L
Imperial Brands
2,134.000
12/08/24
0.38
1,901.500
2,062.000
-160.500
-7.78
-0.73
Int Cons Airlines
166.450
12/08/24
-0.06
149.150
130.060
19.090
14.68
17.77
Kingfisher
271.400
12/08/24
0.18
245.700
227.200
18.500
8.14
-1.18
Mondi
1,423.000
12/08/24
-0.42
1,289.000
1,409.500
-120.500
-8.55
-12.17
L
Frasers
838.500
12/08/24
-0.42
761.000
731.000
30.000
4.10
2.81
DCC
5,135.000
12/08/24
-0.29
4,690.000
4,045.000
645.000
15.95
-3.65
L
Unilever Plc
4,714.000
12/08/24
-0.34
4,307.500
4,173.500
134.000
3.21
9.36
L
AstraZeneca
12,780.000
12/08/24
0.63
11,700.000
11,108.000
592.000
5.33
9.02
⇓ instrument
freshest
⇓ Δday
10/04/23
Δwk
19/12/22
prc diff
⇓ Δ16
⇓ ∅-RS
S
M&G
203.900
12/08/24
1.09
190.100
182.700
7.400
4.05
-3.72
Haleon
373.200
12/08/24
-1.01
350.600
313.800
36.800
11.73
-na-
Weir Group
1,904.000
12/08/24
0.79
1,792.500
1,676.000
116.500
6.95
11.02
L
Smiths Group
1,743.000
12/08/24
0.52
1,645.500
1,581.000
64.500
4.08
5.04
Hiscox
1,189.000
12/08/24
1.89
1,136.000
1,062.000
74.000
6.97
16.53
ConvaTec
231.600
12/08/24
-0.17
221.800
226.600
-4.800
-2.12
-0.85
S
Bunzl
3,202.000
12/08/24
0.50
3,071.000
2,832.000
239.000
8.44
5.28
Smurfit Kappa
3,058.000
12/08/24
0.07
2,952.000
3,068.000
-116.000
-3.78
-2.06
GSK
1,572.000
12/08/24
0.42
1,523.000
1,420.800
102.200
7.19
0.93
L
Airtel Africa
110.000
12/08/24
-0.63
106.700
113.000
-6.300
-5.58
-17.72
L
SSE
1,878.000
12/08/24
0.86
1,845.000
1,689.000
156.000
9.24
7.38
Smith and Nephew
1,156.000
12/08/24
-0.86
1,141.000
1,078.500
62.500
5.80
1.16
Melrose
486.700
12/08/24
0.19
481.500
384.000
97.500
25.39
20.62
L
British Land
395.000
12/08/24
-0.40
393.100
388.500
4.600
1.18
-8.87
S
Flutter
14,685.000
12/08/24
-1.28
14,740.000
11,440.000
3,300.000
28.85
42.32
J Sainsbury
269.600
12/08/24
0.67
273.100
220.100
53.000
24.08
22.14
L
BAT
2,801.000
12/08/24
2,838.000
3,332.000
-494.000
-14.83
-14.13
Rightmove
537.200
12/08/24
0.04
546.800
516.600
30.200
5.85
-3.13
Phoenix
538.000
12/08/24
0.47
554.600
598.400
-43.800
-7.32
-7.91
Land Securities
615.500
12/08/24
-0.73
638.200
615.600
22.600
3.67
-2.81
S
Unite
934.000
12/08/24
-1.11
979.000
898.000
81.000
9.02
-1.96
L
BT Group
141.500
12/08/24
8.43
149.400
112.600
36.800
32.68
3.00
S
Whitbread
2,814.000
12/08/24
-1.44
2,988.000
2,600.000
388.000
14.92
11.02
S
B&M
444.600
12/08/24
-2.22
475.700
409.300
66.400
16.22
16.55
Rio Tinto
4,942.000
12/08/24
0.56
5,295.000
5,609.000
-314.000
-5.60
-0.71
⇓ instrument
freshest
⇓ Δday
10/04/23
Δwk
19/12/22
prc diff
⇓ Δ16
⇓ ∅-RS
S
Legal & General
225.600
12/08/24
0.53
242.000
247.100
-5.100
-2.06
-3.45
S
United Utilities
988.800
12/08/24
-0.12
1,090.500
1,021.500
69.000
6.75
5.12
S
RS Group
754.000
12/08/24
-0.40
836.400
914.000
-77.600
-8.49
-12.88
Glencore
410.250
12/08/24
1.27
457.350
536.800
-79.450
-14.80
-7.44
L
Anglo American
2,232.500
12/08/24
0.29
2,600.500
3,113.000
-512.500
-16.46
-15.45
S
National Grid
978.400
12/08/24
-0.04
1,140.000
996.400
143.600
14.41
7.48
S
Severn Trent
2,514.000
12/08/24
-0.63
2,959.000
2,685.000
274.000
10.20
6.39
BP
439.600
12/08/24
1.35
531.900
466.600
65.300
13.99
18.30
Johnson Matthey
1,577.000
12/08/24
0.06
1,920.000
2,115.000
-195.000
-9.22
-6.88
L
Vodafone
74.440
12/08/24
0.87
91.470
84.290
7.180
8.52
-13.63
L
Rentokil Initial
469.000
12/08/24
1.01
588.800
514.800
74.000
14.37
13.81
L
Abrdn
152.950
12/08/24
2.51
201.700
186.600
15.100
8.09
13.29
L
Schroders
337.200
12/08/24
-0.12
455.600
439.200
16.400
3.73
-0.84
WPP Group
690.200
12/08/24
1.68
933.400
800.000
133.400
16.68
7.91
Endeavour Mining
1,567.000
12/08/24
1.89
2,120.000
1,701.000
419.000
24.63
20.90
Ocado
376.700
12/08/24
0.72
517.000
634.000
-117.000
-18.45
-23.98
L
JD Sports Fashion
120.350
12/08/24
-4.07
166.050
115.650
50.400
43.58
28.93
Fresnillo
540.000
12/08/24
0.93
787.800
864.200
-76.400
-8.84
1.46
S
Spirax-Sarco
7,715.000
12/08/24
0.72
11,485.000
10,735.000
750.000
6.99
4.03
Reckitt Benckiser
4,180.000
12/08/24
6,230.000
5,748.000
482.000
8.39
2.74
S
Diageo
2,451.500
12/08/24
1.03
3,684.500
3,636.000
48.500
1.33
-0.35
S
Croda
3,829.000
12/08/24
-0.05
6,554.000
6,646.000
-92.000
-1.38
-3.76
L
St. James´s Place
691.000
12/08/24
-1.22
1,185.500
1,091.500
94.000
8.61
1.47
Prudential
635.400
12/08/24
0.41
1,127.000
1,055.000
72.000
6.82
9.97
S
Entain
580.400
12/08/24
3.98
1,286.000
1,309.500
-23.500
-1.79
-1.70
⇓ instrument
freshest
⇓ Δday
10/04/23
Δwk
19/12/22
prc diff
⇓ Δ16
⇓ ∅-RS
S
Burberry Group
671.000
12/08/24
-2.02
2,475.000
2,033.000
442.000
21.74
30.97
FTSE - 100 out of 100 instruments rated - 10/04/23 / 19/12/22 - 72 did rise, Market-Ratio(16) = 72.00 %
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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