Assessment - FTSE 100 Index - 9/04/23 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
9/04/23
⇓ Δwk
5/15/23
prc diff
Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
7,452.760
7,777.700
-324.940
-4.18
-0.86
Ocado
376.700
8/12/24
0.72
878.800
431.000
447.800
103.90
54.96
Rolls-Royce
486.700
8/12/24
0.35
219.900
145.100
74.800
51.55
94.09
Centrica
127.300
8/12/24
3.29
153.000
117.550
35.450
30.16
52.62
S
Sage Group
1,005.500
8/12/24
1.03
973.000
812.400
160.600
19.77
22.42
Ashtead
5,152.000
8/12/24
-0.43
5,468.000
4,760.000
708.000
14.87
10.64
CRH (L)
6,416.000
8/12/24
-1.35
4,504.000
3,927.000
577.000
14.69
22.27
Standard Chartered
722.000
8/12/24
0.92
709.400
619.000
90.400
14.60
10.37
S
B&M
444.600
8/12/24
-2.22
567.000
495.400
71.600
14.45
28.38
InterContinental Hot
7,228.000
8/12/24
-0.61
5,982.000
5,300.000
682.000
12.87
15.65
Pershing Square
3,534.000
8/12/24
-0.79
3,020.000
2,720.000
300.000
11.03
5.85
Scottish Mortgage
824.600
8/12/24
-0.17
691.200
623.400
67.800
10.88
-2.38
Melrose
486.700
8/12/24
0.19
513.400
464.300
49.100
10.58
20.97
Smurfit Kappa
3,058.000
8/12/24
0.07
3,276.000
2,984.000
292.000
9.79
9.82
S
Whitbread
2,814.000
8/12/24
-1.44
3,485.000
3,262.000
223.000
6.84
18.75
L
3i Group
3,018.000
8/12/24
0.23
2,002.000
1,876.000
126.000
6.72
32.35
Admiral Group
2,698.000
8/12/24
0.86
2,371.000
2,247.000
124.000
5.52
11.15
Informa
807.800
8/12/24
1.03
737.400
700.800
36.600
5.22
13.71
Int Cons Airlines
166.450
8/12/24
-0.06
161.550
154.300
7.250
4.70
15.05
Ass Brit Foods
2,435.000
8/12/24
-0.90
1,989.500
1,905.500
84.000
4.41
14.74
RELX
3,531.000
8/12/24
0.57
2,584.000
2,475.000
109.000
4.40
6.17
Weir Group
1,904.000
8/12/24
0.79
1,864.000
1,787.500
76.500
4.28
7.82
ConvaTec
231.600
8/12/24
-0.17
230.000
220.600
9.400
4.26
4.06
BP
439.600
8/12/24
1.35
501.700
481.700
20.000
4.15
3.67
Pearson
1,034.500
8/12/24
-0.72
851.200
820.200
31.000
3.78
-3.03
⇓ instrument
freshest
⇓ Δday
9/04/23
⇓ Δwk
5/15/23
prc diff
Δ16
⇓ ∅-RS
Next
9,542.000
8/12/24
0.23
7,036.000
6,814.000
222.000
3.26
13.39
L
Frasers
838.500
8/12/24
-0.42
804.500
780.500
24.000
3.07
7.30
Antofagasta
1,879.500
8/12/24
1.79
1,461.000
1,419.000
42.000
2.96
2.38
BAE Systems
1,303.500
8/12/24
2.04
1,007.500
980.800
26.700
2.72
13.76
L
Experian
3,524.000
8/12/24
1.18
2,792.000
2,738.000
54.000
1.97
-0.93
Shell
2,799.000
8/12/24
0.83
2,444.500
2,412.000
32.500
1.35
3.20
Intertek
4,680.000
8/12/24
0.60
4,177.000
4,131.000
46.000
1.11
1.99
Mondi
1,423.000
8/12/24
-0.42
1,307.500
1,297.000
10.500
0.81
-4.60
Rio Tinto
4,942.000
8/12/24
0.56
5,000.000
4,963.000
37.000
0.75
-4.62
Rightmove
537.200
8/12/24
0.04
563.600
563.400
0.200
0.04
3.39
S
Unite
934.000
8/12/24
-1.11
923.000
925.000
-2.000
-0.22
-0.73
Glencore
410.250
8/12/24
1.27
436.000
437.200
-1.200
-0.27
-9.63
L
Smiths Group
1,743.000
8/12/24
0.52
1,640.500
1,656.000
-15.500
-0.94
0.50
DS Smith
444.000
8/12/24
1.19
309.600
313.300
-3.700
-1.18
1.30
L
Airtel Africa
110.000
8/12/24
-0.63
114.000
116.000
-2.000
-1.72
-3.21
Barclays
220.100
8/12/24
0.85
150.800
155.020
-4.220
-2.72
-3.97
F&C Investment Trust
1,026.000
8/12/24
871.000
901.000
-30.000
-3.33
-3.35
L
LSE Group
9,938.000
8/12/24
1.12
8,168.000
8,456.000
-288.000
-3.41
3.85
L
Tesco
333.500
8/12/24
0.91
263.800
273.200
-9.400
-3.44
7.69
L
HSBC
643.900
8/12/24
0.22
585.800
611.000
-25.200
-4.12
5.33
L
BAT
2,801.000
8/12/24
2,581.500
2,715.000
-133.500
-4.92
-13.25
S
M&G
203.900
8/12/24
1.09
190.350
200.200
-9.850
-4.92
-1.29
L
Hargreaves Lansdown
1,102.000
8/12/24
766.400
806.400
-40.000
-4.96
-7.39
L
Auto Trader
797.800
8/12/24
0.81
603.200
635.000
-31.800
-5.01
2.40
L
Imperial Brands
2,134.000
8/12/24
0.38
1,768.000
1,873.000
-105.000
-5.61
-8.35
⇓ instrument
freshest
⇓ Δday
9/04/23
⇓ Δwk
5/15/23
prc diff
Δ16
⇓ ∅-RS
Land Securities
615.500
8/12/24
-0.73
582.800
620.000
-37.200
-6.00
-5.59
GSK
1,572.000
8/12/24
0.42
1,373.600
1,469.600
-96.000
-6.53
-2.12
J Sainsbury
269.600
8/12/24
0.67
268.600
287.500
-18.900
-6.57
11.21
S
Legal & General
225.600
8/12/24
0.53
216.300
232.700
-16.400
-7.05
-10.10
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,026.000
4,334.000
-308.000
-7.11
-2.14
Berkeley
5,070.000
8/12/24
1.00
4,020.000
4,334.000
-314.000
-7.25
2.18
Compass Group
2,354.000
8/12/24
0.90
2,010.000
2,167.000
-157.000
-7.25
2.13
Kingfisher
271.400
8/12/24
0.18
231.700
249.900
-18.200
-7.28
-4.99
DCC
5,135.000
8/12/24
-0.29
4,296.000
4,654.000
-358.000
-7.69
-5.53
Haleon
373.200
8/12/24
-1.01
315.700
345.550
-29.850
-8.64
1.52
L
Rentokil Initial
469.000
8/12/24
1.01
589.800
645.600
-55.800
-8.64
6.00
Johnson Matthey
1,577.000
8/12/24
0.06
1,752.000
1,928.500
-176.500
-9.15
-9.60
L
Lloyds Bank
56.800
8/12/24
-0.28
41.975
46.270
-4.295
-9.28
-8.48
L
Taylor Wimpey
158.000
8/12/24
0.54
114.050
125.900
-11.850
-9.41
4.59
Aviva
484.200
8/12/24
0.35
372.800
412.800
-40.000
-9.69
-10.79
S
Spirax-Sarco
7,715.000
8/12/24
0.72
10,015.000
11,090.000
-1,075.000
-9.69
-8.82
S
Diageo
2,451.500
8/12/24
1.03
3,182.000
3,538.000
-356.000
-10.06
-10.74
L
Anglo American
2,232.500
8/12/24
0.29
2,135.000
2,380.000
-245.000
-10.29
-20.53
Phoenix
538.000
8/12/24
0.47
515.800
576.800
-61.000
-10.58
-9.98
L
AstraZeneca
12,780.000
8/12/24
0.63
10,690.000
12,000.000
-1,310.000
-10.92
-2.71
Beazley
732.000
8/12/24
1.24
546.500
614.500
-68.000
-11.07
-8.87
S
Bunzl
3,202.000
8/12/24
0.50
2,824.000
3,176.000
-352.000
-11.08
-3.93
S
RS Group
754.000
8/12/24
-0.40
762.200
857.400
-95.200
-11.10
-13.84
L
Barratt Developments
524.600
8/12/24
0.15
448.300
504.600
-56.300
-11.16
4.44
S
Flutter
14,685.000
8/12/24
-1.28
14,345.000
16,185.000
-1,840.000
-11.37
10.01
⇓ instrument
freshest
⇓ Δday
9/04/23
⇓ Δwk
5/15/23
prc diff
Δ16
⇓ ∅-RS
L
NatWest
334.600
8/12/24
0.48
233.000
264.900
-31.900
-12.04
-9.51
L
Schroders
337.200
8/12/24
-0.12
411.900
468.500
-56.600
-12.08
-7.68
L
Segro
884.600
8/12/24
-0.96
720.200
820.600
-100.400
-12.23
-8.31
Reckitt Benckiser
4,180.000
8/12/24
5,698.000
6,510.000
-812.000
-12.47
-4.54
S
Burberry Group
671.000
8/12/24
-2.02
2,200.000
2,525.000
-325.000
-12.87
1.94
L
Halma
2,527.000
8/12/24
0.04
2,143.000
2,460.000
-317.000
-12.89
-1.86
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,228.000
2,560.000
-332.000
-12.97
4.58
S
United Utilities
988.800
8/12/24
-0.12
932.000
1,076.000
-144.000
-13.38
-7.61
WPP Group
690.200
8/12/24
1.68
772.400
893.400
-121.000
-13.54
-9.78
Hiscox
1,189.000
8/12/24
1.89
995.000
1,170.000
-175.000
-14.96
-4.91
L
SSE
1,878.000
8/12/24
0.86
1,609.000
1,894.500
-285.500
-15.07
-6.35
S
National Grid
978.400
8/12/24
-0.04
978.200
1,160.500
-182.300
-15.71
-5.03
Prudential
635.400
8/12/24
0.41
969.600
1,171.000
-201.400
-17.20
-8.90
Fresnillo
540.000
8/12/24
0.93
562.600
680.200
-117.600
-17.29
-22.28
L
British Land
395.000
8/12/24
-0.40
310.100
375.100
-65.000
-17.33
-17.12
Smith and Nephew
1,156.000
8/12/24
-0.86
1,055.000
1,284.500
-229.500
-17.87
-7.22
L
JD Sports Fashion
120.350
8/12/24
-4.07
142.550
174.600
-32.050
-18.36
2.21
S
Severn Trent
2,514.000
8/12/24
-0.63
2,381.000
2,921.000
-540.000
-18.49
-10.84
S
Croda
3,829.000
8/12/24
-0.05
5,468.000
6,786.000
-1,318.000
-19.42
-14.46
L
Vodafone
74.440
8/12/24
0.87
72.450
90.030
-17.580
-19.53
-17.68
S
Entain
580.400
8/12/24
3.98
1,186.000
1,476.500
-290.500
-19.67
-9.09
L
Abrdn
152.950
8/12/24
2.51
163.900
206.500
-42.600
-20.63
-13.82
L
Persimmon
1,577.500
8/12/24
0.03
1,054.500
1,336.500
-282.000
-21.10
-15.50
L
St. James´s Place
691.000
8/12/24
-1.22
877.000
1,132.500
-255.500
-22.56
-20.97
Endeavour Mining
1,567.000
8/12/24
1.89
1,593.000
2,076.000
-483.000
-23.27
-11.49
⇓ instrument
freshest
⇓ Δday
9/04/23
⇓ Δwk
5/15/23
prc diff
Δ16
⇓ ∅-RS
L
BT Group
141.500
8/12/24
8.43
114.550
153.750
-39.200
-25.50
-12.51
FTSE - 100 out of 100 instruments rated - 9/04/23 / 5/15/23 - 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
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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