Assessment - FTSE 100 Index in Dollar - 4/10/23 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
4/10/23
⇓ Δwk
12/19/22
prc diff
⇓ Δ16
∅-RS
FTSE
10,162.320
8/12/24
0.52
9,582.194
8,968.605
613.588
6.84
7.19
Rolls-Royce
602.418
8/12/24
0.35
183.127
108.238
74.889
69.19
67.81
S
Flutter
18,176.507
8/12/24
-1.28
18,244.583
13,937.852
4,306.732
30.90
46.23
S
Burberry Group
830.537
8/12/24
-2.02
3,063.456
2,476.893
586.563
23.68
34.71
L
3i Group
3,735.560
8/12/24
0.23
2,075.105
1,568.617
506.487
32.29
34.01
Centrica
157.567
8/12/24
3.29
137.825
112.063
25.761
22.99
33.49
L
JD Sports Fashion
148.964
8/12/24
-4.07
205.530
140.901
64.629
45.87
33.13
BAE Systems
1,613.420
8/12/24
2.04
1,252.613
1,028.038
224.575
21.84
28.02
J Sainsbury
333.700
8/12/24
0.67
338.032
268.157
69.875
26.06
26.02
Ass Brit Foods
3,013.946
8/12/24
-0.90
2,427.866
1,903.053
524.814
27.58
25.34
Endeavour Mining
1,939.570
8/12/24
1.89
2,624.051
2,072.403
551.649
26.62
24.64
Melrose
602.418
8/12/24
0.19
595.981
467.844
128.138
27.39
24.40
L
Coca-Cola HBC
3,351.854
8/12/24
0.89
2,838.184
2,389.172
449.012
18.79
23.27
BP
544.119
8/12/24
1.35
658.365
568.479
89.885
15.81
21.58
Int Cons Airlines
206.025
8/12/24
-0.06
184.612
158.458
26.154
16.51
21.56
CRH (L)
7,941.469
8/12/24
-1.35
4,719.579
3,939.514
780.065
19.80
20.08
S
B&M
550.308
8/12/24
-2.22
588.802
498.668
90.134
18.08
20.46
Hiscox
1,471.697
8/12/24
1.89
1,406.095
1,293.881
112.214
8.67
20.03
Informa
999.863
8/12/24
1.03
832.765
737.098
95.667
12.98
17.53
L
Rentokil Initial
580.509
8/12/24
1.01
728.793
627.203
101.590
16.20
17.12
L
Abrdn
189.315
8/12/24
2.51
249.656
227.343
22.313
9.81
17.01
RELX
4,370.531
8/12/24
0.57
3,252.833
2,798.535
454.298
16.23
15.73
Compass Group
2,913.687
8/12/24
0.90
2,536.170
2,319.117
217.053
9.36
14.56
Weir Group
2,356.695
8/12/24
0.79
2,218.685
2,041.944
176.741
8.66
14.31
S
Whitbread
3,483.057
8/12/24
-1.44
3,698.427
3,167.694
530.734
16.75
14.36
⇓ instrument
freshest
⇓ Δday
4/10/23
⇓ Δwk
12/19/22
prc diff
⇓ Δ16
∅-RS
Antofagasta
2,326.370
8/12/24
1.79
1,831.885
1,792.184
39.701
2.22
13.65
Prudential
786.473
8/12/24
0.41
1,394.956
1,285.353
109.603
8.53
13.38
L
Unilever Plc
5,834.801
8/12/24
-0.34
5,331.651
5,084.757
246.894
4.86
12.41
InterContinental Hot
8,946.530
8/12/24
-0.61
6,604.688
5,801.753
802.935
13.84
12.42
L
AstraZeneca
15,818.574
8/12/24
0.63
14,481.793
13,533.361
948.431
7.01
12.22
Beazley
906.040
8/12/24
1.24
745.750
790.705
-44.955
-5.69
10.97
L
NatWest
414.155
8/12/24
0.48
329.863
315.917
13.947
4.41
11.03
WPP Group
854.302
8/12/24
1.68
1,155.325
974.675
180.650
18.53
11.31
L
Lloyds Bank
70.305
8/12/24
-0.28
60.675
54.825
5.850
10.67
10.96
L
Tesco
412.793
8/12/24
0.91
326.892
272.543
54.349
19.94
10.88
S
National Grid
1,211.024
8/12/24
-0.04
1,411.046
1,213.958
197.089
16.24
10.78
L
SSE
2,324.513
8/12/24
0.86
2,283.667
2,057.782
225.885
10.98
10.61
S
Sage Group
1,244.568
8/12/24
1.03
959.017
939.587
19.430
2.07
10.32
L
HSBC
796.994
8/12/24
0.22
696.735
603.994
92.741
15.35
10.29
Berkeley
6,275.444
8/12/24
1.00
5,131.753
4,554.169
577.585
12.68
10.02
S
Severn Trent
3,111.729
8/12/24
-0.63
3,662.532
3,271.253
391.279
11.96
9.69
Next
11,810.707
8/12/24
0.23
7,894.434
6,737.440
1,156.993
17.17
9.29
Shell
3,464.490
8/12/24
0.83
2,991.666
2,786.352
205.314
7.37
8.39
S
Bunzl
3,963.308
8/12/24
0.50
3,801.161
3,450.349
350.812
10.17
8.38
S
United Utilities
1,223.897
8/12/24
-0.12
1,349.777
1,244.538
105.239
8.46
8.33
L
Smiths Group
2,157.416
8/12/24
0.52
2,036.734
1,926.201
110.533
5.74
8.04
Admiral Group
3,339.477
8/12/24
0.86
2,757.729
2,484.203
273.527
11.01
8.12
L
LSE Group
12,300.860
8/12/24
1.12
9,929.311
8,691.664
1,237.648
14.24
7.92
S
Spirax-Sarco
9,549.319
8/12/24
0.72
14,215.674
13,078.919
1,136.755
8.69
7.13
DS Smith
549.565
8/12/24
1.19
388.904
386.580
2.324
0.60
7.02
⇓ instrument
freshest
⇓ Δday
4/10/23
⇓ Δwk
12/19/22
prc diff
⇓ Δ16
∅-RS
L
Barratt Developments
649.329
8/12/24
0.15
560.705
479.662
81.043
16.90
6.57
L
Auto Trader
987.485
8/12/24
0.81
741.171
635.732
105.439
16.59
6.20
L
BT Group
175.143
8/12/24
8.43
184.921
137.185
47.736
34.80
6.29
L
Frasers
1,037.862
8/12/24
-0.42
941.935
890.609
51.326
5.76
5.76
Reckitt Benckiser
5,173.837
8/12/24
7,711.245
7,003.039
708.206
10.11
5.70
L
Taylor Wimpey
195.566
8/12/24
0.54
142.404
121.542
20.862
17.16
5.88
Standard Chartered
893.663
8/12/24
0.92
764.936
751.962
12.974
1.73
5.16
L
St. James´s Place
855.292
8/12/24
-1.22
1,467.365
1,329.822
137.542
10.34
4.62
Fresnillo
668.390
8/12/24
0.93
975.107
1,052.893
-77.785
-7.39
4.48
Smith and Nephew
1,430.851
8/12/24
-0.86
1,412.284
1,313.984
98.301
7.48
4.28
GSK
1,945.759
8/12/24
0.42
1,885.109
1,731.023
154.086
8.90
4.10
F&C Investment Trust
1,269.942
8/12/24
1,101.606
1,086.763
14.844
1.37
3.47
L
Halma
3,127.820
8/12/24
0.04
2,694.604
2,512.225
182.379
7.26
3.57
Pershing Square
4,374.244
8/12/24
-0.79
3,403.840
3,460.096
-56.256
-1.63
2.52
S
Diageo
3,034.369
8/12/24
1.03
4,560.527
4,429.898
130.629
2.95
2.52
Rio Tinto
6,117.010
8/12/24
0.56
6,553.940
6,833.690
-279.750
-4.09
2.36
L
Imperial Brands
2,641.380
8/12/24
0.38
2,353.601
2,512.225
-158.624
-6.31
1.98
L
Schroders
417.373
8/12/24
-0.12
563.923
535.097
28.827
5.39
2.25
ConvaTec
286.665
8/12/24
-0.17
274.535
276.077
-1.541
-0.56
2.04
Ashtead
6,376.940
8/12/24
-0.43
5,500.606
5,793.224
-292.618
-5.05
1.94
Kingfisher
335.928
8/12/24
0.18
304.118
276.808
27.310
9.87
1.83
S
Entain
718.396
8/12/24
3.98
1,591.759
1,595.421
-3.662
-0.23
1.37
Pearson
1,280.463
8/12/24
-0.72
1,042.937
1,125.993
-83.057
-7.38
0.89
S
Unite
1,156.068
8/12/24
-1.11
1,211.767
1,094.073
117.694
10.76
1.06
Aviva
599.323
8/12/24
0.35
516.270
534.122
-17.852
-3.34
0.86
⇓ instrument
freshest
⇓ Δday
4/10/23
⇓ Δwk
12/19/22
prc diff
⇓ Δ16
∅-RS
Smurfit Kappa
3,785.070
8/12/24
0.07
3,653.868
3,737.878
-84.011
-2.25
0.94
L
Experian
4,361.866
8/12/24
1.18
3,317.197
3,451.568
-134.371
-3.89
0.51
Land Securities
761.841
8/12/24
-0.73
789.938
750.012
39.926
5.32
0.34
Rightmove
664.925
8/12/24
0.04
676.807
629.396
47.411
7.53
-0.19
S
Legal & General
279.239
8/12/24
0.53
299.538
301.053
-1.515
-0.50
-0.59
DCC
6,355.898
8/12/24
-0.29
5,805.095
4,928.200
876.895
17.79
-0.76
S
M&G
252.379
8/12/24
1.09
235.298
222.591
12.707
5.71
-0.79
S
Croda
4,739.383
8/12/24
-0.05
8,112.279
8,097.112
15.167
0.19
-0.93
Barclays
272.431
8/12/24
0.85
187.669
189.306
-1.637
-0.86
-1.62
Intertek
5,792.717
8/12/24
0.60
4,929.998
4,796.619
133.379
2.78
-2.47
Johnson Matthey
1,951.948
8/12/24
0.06
2,376.499
2,576.797
-200.298
-7.77
-4.13
Glencore
507.791
8/12/24
1.27
566.090
654.007
-87.917
-13.44
-4.75
Phoenix
665.915
8/12/24
0.47
686.462
729.057
-42.595
-5.84
-5.15
L
Hargreaves Lansdown
1,364.012
8/12/24
971.889
1,036.567
-64.678
-6.24
-5.26
L
British Land
488.915
8/12/24
-0.40
486.563
473.327
13.237
2.80
-5.92
Mondi
1,761.333
8/12/24
-0.42
1,595.473
1,717.255
-121.783
-7.09
-9.63
S
RS Group
933.271
8/12/24
-0.40
1,035.263
1,113.566
-78.304
-7.03
-10.42
L
Segro
1,094.923
8/12/24
-0.96
962.977
931.789
31.188
3.35
-10.38
L
Vodafone
92.139
8/12/24
0.87
113.218
102.694
10.524
10.25
-11.07
L
BAT
3,466.966
8/12/24
3,512.763
4,059.521
-546.758
-13.47
-11.71
Scottish Mortgage
1,020.657
8/12/24
-0.17
807.020
887.929
-80.909
-9.11
-12.91
L
Anglo American
2,763.299
8/12/24
0.29
3,218.795
3,792.704
-573.909
-15.13
-12.76
L
Airtel Africa
136.154
8/12/24
-0.63
132.069
137.673
-5.604
-4.07
-15.33
L
Persimmon
1,952.567
8/12/24
0.03
1,526.158
1,472.977
53.181
3.61
-15.81
Ocado
466.264
8/12/24
0.72
639.922
772.430
-132.508
-17.15
-21.38
⇓ instrument
freshest
⇓ Δday
4/10/23
⇓ Δwk
12/19/22
prc diff
⇓ Δ16
∅-RS
Haleon
461.932
8/12/24
-1.01
433.959
382.316
51.642
13.51
-na-
FTSE - 100 out of 100 instruments rated - 4/10/23 / 12/19/22 - 75 did rise, Market-Ratio(16) in USD = 75.00 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index in Dollar * 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
246
40.614
43.441
37.786
-2.827
-7
9,304
-29
long
9/04/06
7/30/07
329
LSE Group
100
441
21.061
24.870
3.809
18
10,984
20
short
7/30/07
2/16/09
567
Taylor Wimpey
100
2,383
4.609
0.191
111.500
106.891
2,319
265,706
678
long
2/16/09
7/05/10
504
Randgold Res
100
5,695
46.654
93.184
46.530
100
530,692
65
short
7/05/10
9/06/10
63
BP
100
104,657
5.071
6.281
3.861
-1.210
-24
404,064
-79
long
9/06/10
8/08/11
336
Croda
100
18,378
21.986
29.057
7.071
32
534,018
35
short
8/08/11
11/28/11
112
Lloyds Bank
100
991,444
0.539
0.366
0.793
0.255
47
786,414
253
long
11/28/11
6/04/12
189
Next
100
19,115
41.141
45.945
4.805
12
878,255
24
short
6/04/12
7/30/12
56
Aviva
100
211,581
4.151
4.708
3.593
-0.558
-13
760,299
-61
long
7/30/12
8/24/15
1120
Ashtead
100
185,200
4.105
13.931
9.825
239
2,579,973
49
short
8/24/15
5/09/16
259
Glencore
100
1,185,870
2.176
1.910
2.478
0.303
14
2,939,062
20
long
5/09/16
10/08/18
882
Fresnillo
100
196,329
14.970
10.191
-4.779
-32
2,000,768
-15
short
10/08/18
2/11/19
126
Fresnillo
100
196,329
10.191
12.524
7.858
-2.333
-23
1,542,717
-53
long
2/11/19
3/09/20
392
Micro Focus
100
71,093
21.700
7.775
-13.925
-64
552,744
-62
short
3/09/20
7/06/20
119
Micro Focus
100
71,093
7.775
5.482
11.026
3.251
42
783,879
192
long
7/06/20
3/07/22
609
Scottish Mortgage
100
69,849
11.222
11.231
0.008
0
784,466
0
short
3/07/22
1/09/23
308
Polymetal
100
346,517
2.264
3.843
0.685
-1.579
-70
237,296
-76
long
1/09/23
8/21/23
224
Antofagasta
100
11,266
21.063
17.738
-3.325
-16
199,839
-24
short
8/21/23
12/11/23
112
Fresnillo
100
30,705
6.508
7.225
5.791
-0.717
-11
177,817
-32
long
12/11/23
8/12/24
245
Rolls-Royce
100
47,744
3.724
6.153
2.428
65
293,758
111
accum 6/19/06
8/12/24 7254
days out of 7422 invested (98%)
2,838
293,758
19
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 4.61 0.19 111.50 106.89 2,319.27 2,319.27
Ashtead long 7/30/12 8/24/15 1120 4.11 13.93 9.83 239.34 239.34
Randgold Res long 2/16/09 7/05/10 504 46.65 93.18 46.53 99.73 99.73
Rolls-Royce long 12/11/23 8/12/24 245 3.72 6.15 2.43 65.20 65.20
Lloyds Bank short 8/08/11 11/28/11 112 0.54 0.37 0.79 0.25 47.26 47.26
Croda long 9/06/10 8/08/11 336 21.99 29.06 7.07 32.16 32.16
LSE Group long 9/04/06 7/30/07 329 21.06 24.87 3.81 18.09 18.09
Glencore short 8/24/15 5/09/16 259 2.18 1.91 2.48 0.30 13.92 13.92
Next long 11/28/11 6/04/12 189 41.14 45.95 4.80 11.68 11.68
Scottish Mortgage long 7/06/20 3/07/22 609 11.22 11.23 0.01 0.07 0.07
Carnival short 6/19/06 9/04/06 77 40.61 43.44 37.79 -2.83 -6.96 -6.96
Aviva short 6/04/12 7/30/12 56 4.15 4.71 3.59 -0.56 -13.43 -13.43
Antofagasta long 1/09/23 8/21/23 224 21.06 17.74 -3.32 -15.78 -15.78
BP short 7/05/10 9/06/10 63 5.07 6.28 3.86 -1.21 -23.86 -23.86
Micro Focus long 2/11/19 3/09/20 392 21.70 7.77 -13.93 -64.17
short 3/09/20 7/06/20 119 7.77 5.48 11.03 3.25 41.82 -49.19
Fresnillo long 5/09/16 10/08/18 882 14.97 10.19 -4.78 -31.92
short 10/08/18 2/11/19 126 10.19 12.52 7.86 -2.33 -22.89
short 8/21/23 12/11/23 112 6.51 7.23 5.79 -0.72 -11.02 -53.29
Polymetal short 3/07/22 1/09/23 308 2.26 3.84 0.68 -1.58 -69.75 -69.75
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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