Assessment - FTSE 100 Index - 11/27/23 - RS = 16
⇐
instrument
freshest
⇓ Δday
11/27/23
⇓ Δwk
8/07/23
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
7,460.700
7,554.490
-93.790
-1.24
-1.82
L
3i Group
3,018.000
8/12/24
0.23
2,190.000
1,925.500
264.500
13.74
26.36
L
Abrdn
152.950
8/12/24
2.51
166.050
218.500
-52.450
-24.00
-13.50
Admiral Group
2,698.000
8/12/24
0.86
2,709.000
2,118.000
591.000
27.90
22.10
L
Airtel Africa
110.000
8/12/24
-0.63
113.100
115.800
-2.700
-2.33
-2.17
L
Anglo American
2,232.500
8/12/24
0.29
2,205.000
2,200.500
4.500
0.20
-12.40
Antofagasta
1,879.500
8/12/24
1.79
1,412.500
1,611.000
-198.500
-12.32
-5.42
Ashtead
5,152.000
8/12/24
-0.43
4,752.000
5,740.000
-988.000
-17.21
-6.48
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,378.000
2,001.000
377.000
18.84
23.78
L
AstraZeneca
12,780.000
8/12/24
0.63
9,976.000
10,886.000
-910.000
-8.36
-9.82
L
Auto Trader
797.800
8/12/24
0.81
709.800
621.600
88.200
14.19
17.41
Aviva
484.200
8/12/24
0.35
428.200
384.500
43.700
11.37
4.01
S
B&M
444.600
8/12/24
-2.22
550.800
533.600
17.200
3.22
10.32
BAE Systems
1,303.500
8/12/24
2.04
1,049.500
1,023.000
26.500
2.59
10.91
Barclays
220.100
8/12/24
0.85
140.200
150.820
-10.620
-7.04
-9.48
L
Barratt Developments
524.600
8/12/24
0.15
501.400
457.300
44.100
9.64
13.24
Beazley
732.000
8/12/24
1.24
562.500
504.000
58.500
11.61
-3.80
Berkeley
5,070.000
8/12/24
1.00
4,596.000
4,288.000
308.000
7.18
12.38
BP
439.600
8/12/24
1.35
475.050
483.100
-8.050
-1.67
-4.23
L
BAT
2,801.000
8/12/24
2,549.000
2,556.500
-7.500
-0.29
-8.67
L
British Land
395.000
8/12/24
-0.40
348.500
332.000
16.500
4.97
-2.58
L
BT Group
141.500
8/12/24
8.43
123.500
113.400
10.100
8.91
-3.38
S
Bunzl
3,202.000
8/12/24
0.50
2,976.000
2,790.000
186.000
6.67
0.65
S
Burberry Group
671.000
8/12/24
-2.02
1,504.000
2,210.000
-706.000
-31.95
-30.22
Centrica
127.300
8/12/24
3.29
149.000
139.050
9.950
7.16
26.19
instrument
freshest
⇓ Δday
11/27/23
⇓ Δwk
8/07/23
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,181.000
2,258.000
-77.000
-3.41
-0.22
Compass Group
2,354.000
8/12/24
0.90
2,065.000
1,992.500
72.500
3.64
2.29
ConvaTec
231.600
8/12/24
-0.17
227.400
225.600
1.800
0.80
3.27
CRH (L)
6,416.000
8/12/24
-1.35
4,933.000
4,669.000
264.000
5.65
22.08
S
Croda
3,829.000
8/12/24
-0.05
4,532.000
5,630.000
-1,098.000
-19.50
-22.16
DCC
5,135.000
8/12/24
-0.29
5,384.000
4,412.000
972.000
22.03
19.39
S
Diageo
2,451.500
8/12/24
1.03
2,808.500
3,313.500
-505.000
-15.24
-17.56
DS Smith
444.000
8/12/24
1.19
280.600
305.400
-24.800
-8.12
-8.61
Endeavour Mining
1,567.000
8/12/24
1.89
1,760.000
1,709.000
51.000
2.98
-2.51
S
Entain
580.400
8/12/24
3.98
852.200
1,403.500
-551.300
-39.28
-30.59
L
Experian
3,524.000
8/12/24
1.18
2,919.000
2,869.000
50.000
1.74
3.80
F&C Investment Trust
1,026.000
8/12/24
892.000
864.000
28.000
3.24
-0.51
S
Flutter
14,685.000
8/12/24
-1.28
12,420.000
15,100.000
-2,680.000
-17.75
-10.21
L
Frasers
838.500
8/12/24
-0.42
880.500
812.000
68.500
8.44
14.29
Fresnillo
540.000
8/12/24
0.93
551.400
563.200
-11.800
-2.10
-17.60
Glencore
410.250
8/12/24
1.27
445.500
456.700
-11.200
-2.45
-5.56
GSK
1,572.000
8/12/24
0.42
1,414.200
1,352.200
62.000
4.59
-0.78
Haleon
373.200
8/12/24
-1.01
334.600
322.900
11.700
3.62
2.66
L
Halma
2,527.000
8/12/24
0.04
2,124.000
2,135.000
-11.000
-0.52
-0.80
L
Hargreaves Lansdown
1,102.000
8/12/24
707.600
806.600
-99.000
-12.27
-12.16
Hiscox
1,189.000
8/12/24
1.89
1,037.000
1,095.000
-58.000
-5.30
-2.91
L
HSBC
643.900
8/12/24
0.22
607.400
644.100
-36.700
-5.70
3.17
L
Imperial Brands
2,134.000
8/12/24
0.38
1,848.500
1,825.500
23.000
1.26
-0.98
Informa
807.800
8/12/24
1.03
746.400
749.400
-3.000
-0.40
7.82
InterContinental Hot
7,228.000
8/12/24
-0.61
6,148.000
5,658.000
490.000
8.66
11.66
instrument
freshest
⇓ Δday
11/27/23
⇓ Δwk
8/07/23
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
150.850
167.850
-17.000
-10.13
-0.27
Intertek
4,680.000
8/12/24
0.60
4,013.000
4,257.000
-244.000
-5.73
-3.13
J Sainsbury
269.600
8/12/24
0.67
276.200
270.400
5.800
2.14
6.31
L
JD Sports Fashion
120.350
8/12/24
-4.07
148.750
146.800
1.950
1.33
0.23
Johnson Matthey
1,577.000
8/12/24
0.06
1,590.500
1,764.500
-174.000
-9.86
-13.43
Kingfisher
271.400
8/12/24
0.18
218.700
240.500
-21.800
-9.06
-9.30
Land Securities
615.500
8/12/24
-0.73
631.200
635.400
-4.200
-0.66
1.50
S
Legal & General
225.600
8/12/24
0.53
228.100
228.800
-0.700
-0.31
-2.95
L
Lloyds Bank
56.800
8/12/24
-0.28
42.050
43.170
-1.120
-2.59
-7.59
L
LSE Group
9,938.000
8/12/24
1.12
8,898.000
8,206.000
692.000
8.43
11.32
S
M&G
203.900
8/12/24
1.09
204.500
198.200
6.300
3.18
4.10
Melrose
486.700
8/12/24
0.19
515.000
543.200
-28.200
-5.19
11.01
Mondi
1,423.000
8/12/24
-0.42
1,353.000
1,312.500
40.500
3.09
0.65
S
National Grid
978.400
8/12/24
-0.04
1,014.500
965.400
49.100
5.09
-1.56
L
NatWest
334.600
8/12/24
0.48
203.900
240.100
-36.200
-15.08
-18.18
Next
9,542.000
8/12/24
0.23
7,824.000
6,878.000
946.000
13.75
17.10
Ocado
376.700
8/12/24
0.72
574.600
852.800
-278.200
-32.62
0.78
Pearson
1,034.500
8/12/24
-0.72
969.600
843.600
126.000
14.94
10.96
Pershing Square
3,534.000
8/12/24
-0.79
3,190.000
2,968.000
222.000
7.48
10.21
L
Persimmon
1,577.500
8/12/24
0.03
1,261.500
1,142.500
119.000
10.42
6.49
Phoenix
538.000
8/12/24
0.47
473.400
539.800
-66.400
-12.30
-14.10
Prudential
635.400
8/12/24
0.41
908.800
1,026.500
-117.700
-11.47
-14.15
Reckitt Benckiser
4,180.000
8/12/24
5,390.000
5,660.000
-270.000
-4.77
-8.68
RELX
3,531.000
8/12/24
0.57
3,072.000
2,572.000
500.000
19.44
19.95
L
Rentokil Initial
469.000
8/12/24
1.01
448.700
607.200
-158.500
-26.10
-19.67
instrument
freshest
⇓ Δday
11/27/23
⇓ Δwk
8/07/23
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
533.600
569.800
-36.200
-6.35
-2.18
Rio Tinto
4,942.000
8/12/24
0.56
5,462.000
4,966.500
495.500
9.98
2.98
Rolls-Royce
486.700
8/12/24
0.35
243.200
209.500
33.700
16.09
67.14
S
RS Group
754.000
8/12/24
-0.40
767.400
781.400
-14.000
-1.79
-6.41
S
Sage Group
1,005.500
8/12/24
1.03
1,119.000
936.000
183.000
19.55
31.17
L
Schroders
337.200
8/12/24
-0.12
397.400
443.300
-45.900
-10.35
-9.69
Scottish Mortgage
824.600
8/12/24
-0.17
712.200
693.600
18.600
2.68
3.56
L
Segro
884.600
8/12/24
-0.96
819.000
741.200
77.800
10.50
6.59
S
Severn Trent
2,514.000
8/12/24
-0.63
2,705.000
2,476.000
229.000
9.25
1.93
Shell
2,799.000
8/12/24
0.83
2,570.500
2,376.500
194.000
8.16
5.64
Smith and Nephew
1,156.000
8/12/24
-0.86
1,021.500
1,120.500
-99.000
-8.84
-9.07
L
Smiths Group
1,743.000
8/12/24
0.52
1,645.000
1,677.500
-32.500
-1.94
-0.43
Smurfit Kappa
3,058.000
8/12/24
0.07
2,706.000
3,212.000
-506.000
-15.75
-8.89
S
Spirax-Sarco
7,715.000
8/12/24
0.72
9,202.000
10,870.000
-1,668.000
-15.34
-12.48
L
SSE
1,878.000
8/12/24
0.86
1,825.500
1,627.000
198.500
12.20
6.09
L
St. James´s Place
691.000
8/12/24
-1.22
645.800
916.400
-270.600
-29.53
-35.38
Standard Chartered
722.000
8/12/24
0.92
667.400
747.000
-79.600
-10.66
-0.94
L
Taylor Wimpey
158.000
8/12/24
0.54
127.600
118.350
9.250
7.82
12.58
L
Tesco
333.500
8/12/24
0.91
284.600
251.800
32.800
13.03
11.01
L
Unilever Plc
4,714.000
8/12/24
-0.34
3,801.500
4,090.500
-289.000
-7.07
-7.55
S
Unite
934.000
8/12/24
-1.11
979.500
947.500
32.000
3.38
5.52
S
United Utilities
988.800
8/12/24
-0.12
1,107.500
973.400
134.100
13.78
8.80
L
Vodafone
74.440
8/12/24
0.87
71.040
72.680
-1.640
-2.26
-13.63
Weir Group
1,904.000
8/12/24
0.79
1,868.000
1,830.500
37.500
2.05
3.90
S
Whitbread
2,814.000
8/12/24
-1.44
3,205.000
3,480.000
-275.000
-7.90
1.80
instrument
freshest
⇓ Δday
11/27/23
⇓ Δwk
8/07/23
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
707.400
808.600
-101.200
-12.52
-15.79
FTSE - 100 out of 100 instruments rated - 11/27/23 / 8/07/23 - 51 did rise, Market-Ratio(16) = 51.00 %
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 7345
days out of 7513 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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