Assessment - FTSE 100 Index - 29/05/23 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
29/05/23
Δwk
6/02/23
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
12/08/24
0.52
7,627.200
7,836.710
-209.510
-2.67
1.98
Rolls-Royce
486.700
12/08/24
0.35
149.050
108.080
40.970
37.91
53.56
CRH (L)
6,416.000
12/08/24
-1.35
3,928.000
3,867.000
61.000
1.58
16.65
L
3i Group
3,018.000
12/08/24
0.23
1,938.000
1,634.500
303.500
18.57
44.97
Next
9,542.000
12/08/24
0.23
6,400.000
6,800.000
-400.000
-5.88
5.17
RELX
3,531.000
12/08/24
0.57
2,487.000
2,442.000
45.000
1.84
5.26
DS Smith
444.000
12/08/24
1.19
312.800
363.300
-50.500
-13.90
3.28
Barclays
220.100
12/08/24
0.85
157.320
186.540
-29.220
-15.66
-1.43
L
Hargreaves Lansdown
1,102.000
12/08/24
800.400
918.400
-118.000
-12.85
-4.41
BAE Systems
1,303.500
12/08/24
2.04
950.400
839.200
111.200
13.25
12.61
L
Taylor Wimpey
158.000
12/08/24
0.54
115.650
121.000
-5.350
-4.42
3.50
Antofagasta
1,879.500
12/08/24
1.79
1,389.500
1,704.500
-315.000
-18.48
3.43
InterContinental Hot
7,228.000
12/08/24
-0.61
5,352.000
5,748.000
-396.000
-6.89
8.18
Ass Brit Foods
2,435.000
12/08/24
-0.90
1,861.000
1,936.000
-75.000
-3.87
12.55
Pearson
1,034.500
12/08/24
-0.72
800.200
927.800
-127.600
-13.75
-7.89
L
Persimmon
1,577.500
12/08/24
0.03
1,226.000
1,450.000
-224.000
-15.45
-13.99
Berkeley
5,070.000
12/08/24
1.00
3,975.000
4,266.000
-291.000
-6.82
1.34
L
Auto Trader
797.800
12/08/24
0.81
626.400
622.400
4.000
0.64
7.24
L
Tesco
333.500
12/08/24
0.91
263.800
246.500
17.300
7.02
7.33
Pershing Square
3,534.000
12/08/24
-0.79
2,800.000
3,005.000
-205.000
-6.82
1.23
L
NatWest
334.600
12/08/24
0.48
267.500
300.200
-32.700
-10.89
5.11
L
Lloyds Bank
56.800
12/08/24
-0.28
45.505
52.830
-7.325
-13.87
-0.84
L
Frasers
838.500
12/08/24
-0.42
672.000
793.500
-121.500
-15.31
-10.90
L
Experian
3,524.000
12/08/24
1.18
2,828.000
3,073.000
-245.000
-7.97
2.84
Scottish Mortgage
824.600
12/08/24
-0.17
666.400
784.600
-118.200
-15.07
-10.04
⇓ instrument
freshest
⇓ Δday
29/05/23
Δwk
6/02/23
prc diff
⇓ Δ16
⇓ ∅-RS
L
Imperial Brands
2,134.000
12/08/24
0.38
1,735.500
2,043.000
-307.500
-15.05
-10.95
Aviva
484.200
12/08/24
0.35
401.300
445.800
-44.500
-9.98
-5.59
Beazley
732.000
12/08/24
1.24
609.000
657.000
-48.000
-7.31
4.11
Shell
2,799.000
12/08/24
0.83
2,352.500
2,398.500
-46.000
-1.92
1.34
Kingfisher
271.400
12/08/24
0.18
231.200
280.300
-49.100
-17.52
-6.95
S
Sage Group
1,005.500
12/08/24
1.03
857.400
794.600
62.800
7.90
16.47
L
LSE Group
9,938.000
12/08/24
1.12
8,484.000
7,628.000
856.000
11.22
10.01
Admiral Group
2,698.000
12/08/24
0.86
2,319.000
2,291.000
28.000
1.22
10.10
F&C Investment Trust
1,026.000
12/08/24
895.000
978.000
-83.000
-8.49
0.09
Informa
807.800
12/08/24
1.03
705.600
675.000
30.600
4.53
16.75
L
British Land
395.000
12/08/24
-0.40
345.700
455.900
-110.200
-24.17
-16.88
Haleon
373.200
12/08/24
-1.01
330.000
330.650
-0.650
-0.20
-na-
L
Unilever Plc
4,714.000
12/08/24
-0.34
4,169.000
4,163.500
5.500
0.13
3.12
GSK
1,572.000
12/08/24
0.42
1,392.200
1,461.000
-68.800
-4.71
-5.51
L
Segro
884.600
12/08/24
-0.96
787.200
867.000
-79.800
-9.20
-7.64
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
2,422.000
1,964.500
457.500
23.29
20.29
ConvaTec
231.600
12/08/24
-0.17
207.200
241.200
-34.000
-14.10
-7.64
Standard Chartered
722.000
12/08/24
0.92
649.400
671.400
-22.000
-3.28
5.18
Mondi
1,423.000
12/08/24
-0.42
1,282.500
1,581.500
-299.000
-18.91
-10.77
L
Barratt Developments
524.600
12/08/24
0.15
473.800
466.100
7.700
1.65
8.14
Intertek
4,680.000
12/08/24
0.60
4,253.000
4,500.000
-247.000
-5.49
3.32
Weir Group
1,904.000
12/08/24
0.79
1,733.500
1,818.000
-84.500
-4.65
4.75
DCC
5,135.000
12/08/24
-0.29
4,710.000
4,692.000
18.000
0.38
-0.76
L
AstraZeneca
12,780.000
12/08/24
0.63
11,784.000
10,580.000
1,204.000
11.38
8.01
Centrica
127.300
12/08/24
3.29
118.400
96.960
21.440
22.11
31.64
⇓ instrument
freshest
⇓ Δday
29/05/23
Δwk
6/02/23
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
12/08/24
-0.06
156.600
169.880
-13.280
-7.82
21.93
Compass Group
2,354.000
12/08/24
0.90
2,216.000
1,927.500
288.500
14.97
17.00
L
Smiths Group
1,743.000
12/08/24
0.52
1,642.000
1,770.000
-128.000
-7.23
2.99
L
Halma
2,527.000
12/08/24
0.04
2,395.000
2,299.000
96.000
4.18
10.75
L
HSBC
643.900
12/08/24
0.22
610.800
596.000
14.800
2.48
13.98
S
Unite
934.000
12/08/24
-1.11
886.000
1,023.000
-137.000
-13.39
-9.61
L
BAT
2,801.000
12/08/24
2,670.000
3,112.000
-442.000
-14.20
-17.20
Ashtead
5,152.000
12/08/24
-0.43
4,921.000
5,674.000
-753.000
-13.27
7.90
Smurfit Kappa
3,058.000
12/08/24
0.07
2,966.000
3,556.000
-590.000
-16.59
-0.59
S
M&G
203.900
12/08/24
1.09
198.350
206.100
-7.750
-3.76
1.24
Land Securities
615.500
12/08/24
-0.73
599.000
721.200
-122.200
-16.94
-7.03
Melrose
486.700
12/08/24
0.19
475.000
444.600
30.400
6.84
15.16
L
SSE
1,878.000
12/08/24
0.86
1,833.500
1,753.500
80.000
4.56
6.61
Hiscox
1,189.000
12/08/24
1.89
1,170.000
1,123.000
47.000
4.19
17.12
Rightmove
537.200
12/08/24
0.04
529.200
601.200
-72.000
-11.98
-5.71
Rio Tinto
4,942.000
12/08/24
0.56
4,925.000
6,047.000
-1,122.000
-18.55
-6.52
S
Bunzl
3,202.000
12/08/24
0.50
3,194.000
3,082.000
112.000
3.63
8.81
S
Legal & General
225.600
12/08/24
0.53
228.100
256.700
-28.600
-11.14
-8.17
S
United Utilities
988.800
12/08/24
-0.12
1,004.500
1,072.000
-67.500
-6.30
-2.63
L
BT Group
141.500
12/08/24
8.43
144.050
130.350
13.700
10.51
1.36
J Sainsbury
269.600
12/08/24
0.67
275.000
266.600
8.400
3.15
20.76
Glencore
410.250
12/08/24
1.27
422.600
545.900
-123.300
-22.59
-13.68
Phoenix
538.000
12/08/24
0.47
556.000
635.200
-79.200
-12.47
-6.82
L
Anglo American
2,232.500
12/08/24
0.29
2,318.500
3,352.000
-1,033.500
-30.83
-20.78
S
B&M
444.600
12/08/24
-2.22
462.000
483.200
-21.200
-4.39
13.17
⇓ instrument
freshest
⇓ Δday
29/05/23
Δwk
6/02/23
prc diff
⇓ Δ16
⇓ ∅-RS
Smith and Nephew
1,156.000
12/08/24
-0.86
1,225.500
1,176.500
49.000
4.16
8.76
S
RS Group
754.000
12/08/24
-0.40
803.200
1,026.000
-222.800
-21.72
-15.00
L
Vodafone
74.440
12/08/24
0.87
79.470
90.660
-11.190
-12.34
-21.73
Ocado
376.700
12/08/24
0.72
407.000
713.800
-306.800
-42.98
-34.59
L
Airtel Africa
110.000
12/08/24
-0.63
118.900
117.400
1.500
1.28
-5.34
S
Severn Trent
2,514.000
12/08/24
-0.63
2,726.000
2,841.000
-115.000
-4.05
-1.34
BP
439.600
12/08/24
1.35
476.900
478.350
-1.450
-0.30
2.49
S
Flutter
14,685.000
12/08/24
-1.28
16,085.000
12,960.000
3,125.000
24.11
43.63
S
National Grid
978.400
12/08/24
-0.04
1,089.500
1,040.000
49.500
4.76
3.41
Johnson Matthey
1,577.000
12/08/24
0.06
1,790.500
2,346.000
-555.500
-23.68
-12.28
S
Whitbread
2,814.000
12/08/24
-1.44
3,257.000
3,108.000
149.000
4.79
18.81
Fresnillo
540.000
12/08/24
0.93
656.000
827.400
-171.400
-20.72
-14.71
L
JD Sports Fashion
120.350
12/08/24
-4.07
151.000
182.150
-31.150
-17.10
14.27
WPP Group
690.200
12/08/24
1.68
873.000
1,014.500
-141.500
-13.95
1.68
Endeavour Mining
1,567.000
12/08/24
1.89
2,010.000
1,932.000
78.000
4.04
13.71
L
Abrdn
152.950
12/08/24
2.51
201.800
212.400
-10.600
-4.99
12.29
L
Rentokil Initial
469.000
12/08/24
1.01
632.800
504.800
128.000
25.36
19.74
L
Schroders
337.200
12/08/24
-0.12
456.800
498.500
-41.700
-8.37
0.16
S
Diageo
2,451.500
12/08/24
1.03
3,498.000
3,561.500
-63.500
-1.78
-4.61
S
Spirax-Sarco
7,715.000
12/08/24
0.72
11,095.000
12,055.000
-960.000
-7.96
0.77
Reckitt Benckiser
4,180.000
12/08/24
6,416.000
5,784.000
632.000
10.93
5.36
L
St. James´s Place
691.000
12/08/24
-1.22
1,112.500
1,260.000
-147.500
-11.71
-3.63
S
Croda
3,829.000
12/08/24
-0.05
6,238.000
7,162.000
-924.000
-12.90
-7.59
Prudential
635.400
12/08/24
0.41
1,125.000
1,289.500
-164.500
-12.76
7.54
S
Entain
580.400
12/08/24
3.98
1,402.000
1,557.000
-155.000
-9.96
7.45
⇓ instrument
freshest
⇓ Δday
29/05/23
Δwk
6/02/23
prc diff
⇓ Δ16
⇓ ∅-RS
S
Burberry Group
671.000
12/08/24
-2.02
2,215.000
2,433.000
-218.000
-8.96
10.10
FTSE - 100 out of 100 instruments rated - 29/05/23 / 6/02/23 - 34 did rise, Market-Ratio(16) = 34.00 %
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
write an annotation