Assessment - FTSE 100 Index - 5/02/24 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
5/02/24
Δwk
16/10/23
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
12/08/24
0.52
7,612.860
7,630.630
-17.770
-0.23
0.18
DS Smith
444.000
12/08/24
1.19
270.700
281.900
-11.200
-3.97
-10.09
Rolls-Royce
486.700
12/08/24
0.35
309.800
213.500
96.300
45.11
71.62
L
NatWest
334.600
12/08/24
0.48
217.200
228.200
-11.000
-4.82
-8.85
Barclays
220.100
12/08/24
0.85
145.680
153.260
-7.580
-4.95
-3.77
L
Hargreaves Lansdown
1,102.000
12/08/24
776.600
761.800
14.800
1.94
-0.53
L
Lloyds Bank
56.800
12/08/24
-0.28
41.890
43.510
-1.620
-3.72
-7.19
Beazley
732.000
12/08/24
1.24
551.000
523.500
27.500
5.25
-2.24
Kingfisher
271.400
12/08/24
0.18
210.100
208.500
1.600
0.77
-11.56
L
3i Group
3,018.000
12/08/24
0.23
2,341.000
2,073.000
268.000
12.93
21.40
L
BT Group
141.500
12/08/24
8.43
109.800
119.950
-10.150
-8.46
-14.35
L
AstraZeneca
12,780.000
12/08/24
0.63
10,360.000
10,972.000
-612.000
-5.58
-4.91
L
Anglo American
2,232.500
12/08/24
0.29
1,810.000
2,282.000
-472.000
-20.68
-20.27
Standard Chartered
722.000
12/08/24
0.92
594.000
748.000
-154.000
-20.59
-11.71
L
Unilever Plc
4,714.000
12/08/24
-0.34
3,918.000
3,938.000
-20.000
-0.51
-2.94
L
BAT
2,801.000
12/08/24
2,378.000
2,486.000
-108.000
-4.34
-9.43
L
Rentokil Initial
469.000
12/08/24
1.01
398.900
605.800
-206.900
-34.15
-25.21
L
Halma
2,527.000
12/08/24
0.04
2,151.000
1,883.500
267.500
14.20
-0.25
Endeavour Mining
1,567.000
12/08/24
1.89
1,340.000
1,673.000
-333.000
-19.90
-24.12
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
2,325.000
2,117.000
208.000
9.83
3.14
Next
9,542.000
12/08/24
0.23
8,244.000
7,090.000
1,154.000
16.28
16.22
Hiscox
1,189.000
12/08/24
1.89
1,032.000
951.000
81.000
8.52
-2.94
L
Tesco
333.500
12/08/24
0.91
289.800
274.300
15.500
5.65
8.42
Aviva
484.200
12/08/24
0.35
425.800
412.100
13.700
3.32
3.95
Int Cons Airlines
166.450
12/08/24
-0.06
146.600
145.300
1.300
0.89
-4.77
⇓ instrument
freshest
⇓ Δday
5/02/24
Δwk
16/10/23
prc diff
⇓ Δ16
⇓ ∅-RS
Haleon
373.200
12/08/24
-1.01
329.050
333.700
-4.650
-1.39
0.07
L
Imperial Brands
2,134.000
12/08/24
0.38
1,882.000
1,725.000
157.000
9.10
2.90
Shell
2,799.000
12/08/24
0.83
2,471.000
2,750.500
-279.500
-10.16
0.35
L
LSE Group
9,938.000
12/08/24
1.12
8,826.000
8,222.000
604.000
7.35
6.25
L
JD Sports Fashion
120.350
12/08/24
-4.07
107.050
133.850
-26.800
-20.02
-28.70
L
Vodafone
74.440
12/08/24
0.87
66.330
77.460
-11.130
-14.37
-15.29
L
SSE
1,878.000
12/08/24
0.86
1,679.000
1,584.000
95.000
6.00
-3.55
L
Persimmon
1,577.500
12/08/24
0.03
1,411.000
1,032.000
379.000
36.72
17.91
CRH (L)
6,416.000
12/08/24
-1.35
5,748.000
4,780.000
968.000
20.25
30.79
BAE Systems
1,303.500
12/08/24
2.04
1,179.000
1,077.000
102.000
9.47
18.11
L
Auto Trader
797.800
12/08/24
0.81
728.400
637.200
91.200
14.31
14.59
Compass Group
2,354.000
12/08/24
0.90
2,152.000
2,057.000
95.000
4.62
4.42
Antofagasta
1,879.500
12/08/24
1.79
1,720.500
1,409.000
311.500
22.11
14.99
L
Taylor Wimpey
158.000
12/08/24
0.54
145.150
109.400
35.750
32.68
21.57
Ass Brit Foods
2,435.000
12/08/24
-0.90
2,246.000
1,971.000
275.000
13.95
9.46
Phoenix
538.000
12/08/24
0.47
497.200
468.100
29.100
6.22
-6.48
L
St. James´s Place
691.000
12/08/24
-1.22
638.600
672.200
-33.600
-5.00
-28.18
Weir Group
1,904.000
12/08/24
0.79
1,759.500
1,814.500
-55.000
-3.03
-3.40
L
Smiths Group
1,743.000
12/08/24
0.52
1,616.000
1,611.500
4.500
0.28
-2.87
Admiral Group
2,698.000
12/08/24
0.86
2,502.000
2,413.000
89.000
3.69
7.77
Berkeley
5,070.000
12/08/24
1.00
4,710.000
4,061.000
649.000
15.98
11.28
L
Experian
3,524.000
12/08/24
1.18
3,274.000
2,751.000
523.000
19.01
14.90
Fresnillo
540.000
12/08/24
0.93
504.800
554.400
-49.600
-8.95
-17.98
RELX
3,531.000
12/08/24
0.57
3,301.000
2,893.000
408.000
14.10
21.95
Scottish Mortgage
824.600
12/08/24
-0.17
771.000
678.000
93.000
13.72
11.89
⇓ instrument
freshest
⇓ Δday
5/02/24
Δwk
16/10/23
prc diff
⇓ Δ16
⇓ ∅-RS
Smurfit Kappa
3,058.000
12/08/24
0.07
2,862.000
2,746.000
116.000
4.22
-2.58
Pearson
1,034.500
12/08/24
-0.72
968.600
916.200
52.400
5.72
10.19
L
Frasers
838.500
12/08/24
-0.42
787.500
805.000
-17.500
-2.17
-0.07
Intertek
4,680.000
12/08/24
0.60
4,455.000
4,135.000
320.000
7.74
7.29
F&C Investment Trust
1,026.000
12/08/24
980.000
876.000
104.000
11.87
9.05
Mondi
1,423.000
12/08/24
-0.42
1,364.000
1,376.000
-12.000
-0.87
1.63
L
British Land
395.000
12/08/24
-0.40
378.900
311.400
67.500
21.68
7.07
L
HSBC
643.900
12/08/24
0.22
619.200
651.300
-32.100
-4.93
2.12
Smith and Nephew
1,156.000
12/08/24
-0.86
1,115.000
949.600
165.400
17.42
0.23
L
Airtel Africa
110.000
12/08/24
-0.63
106.500
116.500
-10.000
-8.58
-8.68
L
Segro
884.600
12/08/24
-0.96
856.400
731.400
125.000
17.09
10.07
Informa
807.800
12/08/24
1.03
785.600
718.600
67.000
9.32
9.14
Ashtead
5,152.000
12/08/24
-0.43
5,112.000
4,968.000
144.000
2.90
0.13
L
Barratt Developments
524.600
12/08/24
0.15
520.800
415.100
105.700
25.46
12.17
Glencore
410.250
12/08/24
1.27
409.400
462.750
-53.350
-11.53
-9.64
S
Bunzl
3,202.000
12/08/24
0.50
3,203.000
2,968.000
235.000
7.92
6.85
Johnson Matthey
1,577.000
12/08/24
0.06
1,585.500
1,519.500
66.000
4.34
-9.27
J Sainsbury
269.600
12/08/24
0.67
272.500
255.500
17.000
6.65
0.12
S
RS Group
754.000
12/08/24
-0.40
764.200
724.000
40.200
5.55
-3.94
S
Severn Trent
2,514.000
12/08/24
-0.63
2,554.000
2,516.000
38.000
1.51
-2.98
ConvaTec
231.600
12/08/24
-0.17
236.600
202.000
34.600
17.13
7.27
BP
439.600
12/08/24
1.35
454.150
549.000
-94.850
-17.28
-7.93
Rightmove
537.200
12/08/24
0.04
556.400
582.800
-26.400
-4.53
1.47
InterContinental Hot
7,228.000
12/08/24
-0.61
7,516.000
6,026.000
1,490.000
24.73
28.61
Centrica
127.300
12/08/24
3.29
133.850
156.000
-22.150
-14.20
3.97
⇓ instrument
freshest
⇓ Δday
5/02/24
Δwk
16/10/23
prc diff
⇓ Δ16
⇓ ∅-RS
GSK
1,572.000
12/08/24
0.42
1,662.600
1,493.200
169.400
11.34
15.72
S
United Utilities
988.800
12/08/24
-0.12
1,049.500
1,019.000
30.500
2.99
2.33
S
Unite
934.000
12/08/24
-1.11
995.500
905.000
90.500
10.00
5.79
S
National Grid
978.400
12/08/24
-0.04
1,047.000
973.600
73.400
7.54
0.92
Land Securities
615.500
12/08/24
-0.73
659.000
596.200
62.800
10.53
5.36
L
Abrdn
152.950
12/08/24
2.51
163.800
164.200
-0.400
-0.24
-12.60
S
M&G
203.900
12/08/24
1.09
218.800
198.800
20.000
10.06
8.82
Rio Tinto
4,942.000
12/08/24
0.56
5,349.000
5,217.000
132.000
2.53
1.80
Pershing Square
3,534.000
12/08/24
-0.79
3,826.000
2,968.000
858.000
28.91
28.39
S
Legal & General
225.600
12/08/24
0.53
249.300
218.300
31.000
14.20
6.86
DCC
5,135.000
12/08/24
-0.29
5,720.000
4,622.000
1,098.000
23.76
20.74
WPP Group
690.200
12/08/24
1.68
773.000
725.000
48.000
6.62
-5.14
S
Flutter
14,685.000
12/08/24
-1.28
16,695.000
13,405.000
3,290.000
24.54
17.45
S
B&M
444.600
12/08/24
-2.22
505.800
573.200
-67.400
-11.76
-4.50
S
Sage Group
1,005.500
12/08/24
1.03
1,154.000
1,021.500
132.500
12.97
25.69
L
Schroders
337.200
12/08/24
-0.12
400.500
396.600
3.900
0.98
-7.49
Melrose
486.700
12/08/24
0.19
584.200
478.500
105.700
22.09
18.28
S
Diageo
2,451.500
12/08/24
1.03
2,984.000
3,084.000
-100.000
-3.24
-7.45
S
Whitbread
2,814.000
12/08/24
-1.44
3,520.000
3,294.000
226.000
6.86
6.60
S
Spirax-Sarco
7,715.000
12/08/24
0.72
9,766.000
8,468.000
1,298.000
15.33
-4.73
Prudential
635.400
12/08/24
0.41
817.800
898.600
-80.800
-8.99
-18.21
S
Croda
3,829.000
12/08/24
-0.05
4,943.000
4,320.000
623.000
14.42
-8.72
Reckitt Benckiser
4,180.000
12/08/24
5,766.000
5,854.000
-88.000
-1.50
-1.08
Ocado
376.700
12/08/24
0.72
523.000
500.000
23.000
4.60
-7.13
S
Entain
580.400
12/08/24
3.98
989.800
960.000
29.800
3.10
-11.91
⇓ instrument
freshest
⇓ Δday
5/02/24
Δwk
16/10/23
prc diff
⇓ Δ16
⇓ ∅-RS
S
Burberry Group
671.000
12/08/24
-2.02
1,290.500
1,750.500
-460.000
-26.28
-33.81
FTSE - 100 out of 100 instruments rated - 5/02/24 / 16/10/23 - 67 did rise, Market-Ratio(16) = 67.00 %
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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