Assessment - FTSE 100 Index - 3/25/24 - RS = 16
⇐
instrument
freshest
⇓ Δday
3/25/24
⇓ Δwk
12/04/23
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
7,917.570
7,512.960
404.610
5.39
4.43
L
3i Group
3,018.000
8/12/24
0.23
2,791.000
2,252.000
539.000
23.93
36.67
L
Abrdn
152.950
8/12/24
2.51
144.550
165.350
-20.800
-12.58
-19.47
Admiral Group
2,698.000
8/12/24
0.86
2,830.000
2,718.000
112.000
4.12
18.53
L
Airtel Africa
110.000
8/12/24
-0.63
101.200
109.500
-8.300
-7.58
-10.68
L
Anglo American
2,232.500
8/12/24
0.29
1,931.200
2,224.500
-293.300
-13.18
-9.02
Antofagasta
1,879.500
8/12/24
1.79
1,978.000
1,456.000
522.000
35.85
30.65
Ashtead
5,152.000
8/12/24
-0.43
5,566.000
4,920.000
646.000
13.13
9.37
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,429.000
2,392.000
37.000
1.55
16.02
L
AstraZeneca
12,780.000
8/12/24
0.63
10,394.000
10,266.000
128.000
1.25
-3.61
L
Auto Trader
797.800
8/12/24
0.81
742.200
721.400
20.800
2.88
13.55
Aviva
484.200
8/12/24
0.35
495.000
421.700
73.300
17.38
20.56
S
B&M
444.600
8/12/24
-2.22
537.600
598.200
-60.600
-10.13
0.37
BAE Systems
1,303.500
8/12/24
2.04
1,360.000
1,047.000
313.000
29.89
30.42
Barclays
220.100
8/12/24
0.85
181.480
142.980
38.500
26.93
20.50
L
Barratt Developments
524.600
8/12/24
0.15
471.700
522.600
-50.900
-9.74
0.66
Beazley
732.000
8/12/24
1.24
682.000
532.000
150.000
28.20
21.10
Berkeley
5,070.000
8/12/24
1.00
4,727.000
4,727.000
0.000
0.00
9.89
BP
439.600
8/12/24
1.35
505.900
471.950
33.950
7.19
4.11
L
BAT
2,801.000
8/12/24
2,375.500
2,523.500
-148.000
-5.86
-6.33
L
British Land
395.000
8/12/24
-0.40
392.000
361.000
31.000
8.59
12.99
L
BT Group
141.500
8/12/24
8.43
107.950
126.100
-18.150
-14.39
-12.57
S
Bunzl
3,202.000
8/12/24
0.50
3,037.000
2,997.000
40.000
1.33
0.78
S
Burberry Group
671.000
8/12/24
-2.02
1,199.500
1,468.500
-269.000
-18.32
-32.58
Centrica
127.300
8/12/24
3.29
126.950
151.450
-24.500
-16.18
-5.05
instrument
freshest
⇓ Δday
3/25/24
⇓ Δwk
12/04/23
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,489.000
2,218.000
271.000
12.22
8.18
Compass Group
2,354.000
8/12/24
0.90
2,259.000
2,047.000
212.000
10.36
7.77
ConvaTec
231.600
8/12/24
-0.17
287.200
224.600
62.600
27.87
28.56
CRH (L)
6,416.000
8/12/24
-1.35
6,868.000
5,028.000
1,840.000
36.60
47.95
S
Croda
3,829.000
8/12/24
-0.05
4,940.000
4,469.000
471.000
10.54
-4.98
DCC
5,135.000
8/12/24
-0.29
5,680.000
5,490.000
190.000
3.46
16.50
S
Diageo
2,451.500
8/12/24
1.03
2,887.500
2,804.000
83.500
2.98
-8.14
DS Smith
444.000
8/12/24
1.19
351.000
300.100
50.900
16.96
17.27
Endeavour Mining
1,567.000
8/12/24
1.89
1,466.000
1,868.000
-402.000
-21.52
-13.44
S
Entain
580.400
8/12/24
3.98
787.400
796.800
-9.400
-1.18
-25.65
L
Experian
3,524.000
8/12/24
1.18
3,502.000
2,935.000
567.000
19.32
20.35
F&C Investment Trust
1,026.000
8/12/24
993.000
888.000
105.000
11.82
10.03
S
Flutter
14,685.000
8/12/24
-1.28
17,285.000
12,415.000
4,870.000
39.23
18.13
L
Frasers
838.500
8/12/24
-0.42
791.500
913.000
-121.500
-13.31
-0.17
Fresnillo
540.000
8/12/24
0.93
452.000
587.400
-135.400
-23.05
-21.67
Glencore
410.250
8/12/24
1.27
423.600
443.650
-20.050
-4.52
-3.56
GSK
1,572.000
8/12/24
0.42
1,694.600
1,455.400
239.200
16.44
15.86
Haleon
373.200
8/12/24
-1.01
330.150
329.550
0.600
0.18
0.41
L
Halma
2,527.000
8/12/24
0.04
2,327.000
2,120.000
207.000
9.76
7.42
L
Hargreaves Lansdown
1,102.000
8/12/24
718.200
710.000
8.200
1.15
-6.69
Hiscox
1,189.000
8/12/24
1.89
1,224.000
1,039.000
185.000
17.81
15.08
L
HSBC
643.900
8/12/24
0.22
624.600
604.100
20.500
3.39
2.80
L
Imperial Brands
2,134.000
8/12/24
0.38
1,733.500
1,873.000
-139.500
-7.45
-3.88
Informa
807.800
8/12/24
1.03
836.200
758.000
78.200
10.32
13.27
InterContinental Hot
7,228.000
8/12/24
-0.61
8,178.000
6,332.000
1,846.000
29.15
33.75
instrument
freshest
⇓ Δday
3/25/24
⇓ Δwk
12/04/23
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
162.500
158.250
4.250
2.69
6.01
Intertek
4,680.000
8/12/24
0.60
4,917.000
4,027.000
890.000
22.10
17.26
J Sainsbury
269.600
8/12/24
0.67
257.000
284.800
-27.800
-9.76
-5.18
L
JD Sports Fashion
120.350
8/12/24
-4.07
110.100
164.900
-54.800
-33.23
-21.84
Johnson Matthey
1,577.000
8/12/24
0.06
1,826.000
1,544.500
281.500
18.23
8.22
Kingfisher
271.400
8/12/24
0.18
239.600
224.800
14.800
6.58
3.78
Land Securities
615.500
8/12/24
-0.73
648.600
627.800
20.800
3.31
4.51
S
Legal & General
225.600
8/12/24
0.53
254.300
227.400
26.900
11.83
9.47
L
Lloyds Bank
56.800
8/12/24
-0.28
51.730
45.130
6.600
14.62
16.23
L
LSE Group
9,938.000
8/12/24
1.12
9,578.000
8,990.000
588.000
6.54
12.44
S
M&G
203.900
8/12/24
1.09
238.600
208.000
30.600
14.71
17.06
Melrose
486.700
8/12/24
0.19
667.600
527.400
140.200
26.58
29.86
Mondi
1,423.000
8/12/24
-0.42
1,370.000
1,435.500
-65.500
-4.56
2.59
S
National Grid
978.400
8/12/24
-0.04
1,069.500
1,036.000
33.500
3.23
3.38
L
NatWest
334.600
8/12/24
0.48
260.000
213.700
46.300
21.67
12.00
Next
9,542.000
8/12/24
0.23
9,210.000
8,098.000
1,112.000
13.73
26.52
Ocado
376.700
8/12/24
0.72
452.600
593.600
-141.000
-23.75
-18.38
Pearson
1,034.500
8/12/24
-0.72
1,034.500
933.600
100.900
10.81
16.14
Pershing Square
3,534.000
8/12/24
-0.79
4,144.000
3,134.000
1,010.000
32.23
34.19
L
Persimmon
1,577.500
8/12/24
0.03
1,302.000
1,281.500
20.500
1.60
8.51
Phoenix
538.000
8/12/24
0.47
527.400
473.900
53.500
11.29
1.91
Prudential
635.400
8/12/24
0.41
774.400
864.200
-89.800
-10.39
-18.13
Reckitt Benckiser
4,180.000
8/12/24
4,296.000
5,450.000
-1,154.000
-21.17
-25.57
RELX
3,531.000
8/12/24
0.57
3,428.000
3,047.000
381.000
12.50
21.79
L
Rentokil Initial
469.000
8/12/24
1.01
463.800
428.100
35.700
8.34
-10.78
instrument
freshest
⇓ Δday
3/25/24
⇓ Δwk
12/04/23
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
550.200
549.000
1.200
0.22
0.49
Rio Tinto
4,942.000
8/12/24
0.56
5,013.000
5,448.000
-435.000
-7.98
-3.05
Rolls-Royce
486.700
8/12/24
0.35
421.100
285.400
135.700
47.55
105.17
S
RS Group
754.000
8/12/24
-0.40
735.000
751.000
-16.000
-2.13
-4.84
S
Sage Group
1,005.500
8/12/24
1.03
1,268.500
1,130.000
138.500
12.26
29.87
L
Schroders
337.200
8/12/24
-0.12
376.700
401.800
-25.100
-6.25
-10.60
Scottish Mortgage
824.600
8/12/24
-0.17
875.800
712.800
163.000
22.87
25.44
L
Segro
884.600
8/12/24
-0.96
899.800
817.400
82.400
10.08
14.87
S
Severn Trent
2,514.000
8/12/24
-0.63
2,550.000
2,588.000
-38.000
-1.47
-1.73
Shell
2,799.000
8/12/24
0.83
2,650.500
2,536.500
114.000
4.49
7.47
Smith and Nephew
1,156.000
8/12/24
-0.86
1,018.500
1,033.500
-15.000
-1.45
-7.54
L
Smiths Group
1,743.000
8/12/24
0.52
1,654.000
1,640.000
14.000
0.85
0.37
Smurfit Kappa
3,058.000
8/12/24
0.07
3,588.000
3,030.000
558.000
18.42
21.72
S
Spirax-Sarco
7,715.000
8/12/24
0.72
10,120.000
9,224.000
896.000
9.71
0.31
L
SSE
1,878.000
8/12/24
0.86
1,622.500
1,850.000
-227.500
-12.30
-5.78
L
St. James´s Place
691.000
8/12/24
-1.22
470.000
660.800
-190.800
-28.87
-40.62
Standard Chartered
722.000
8/12/24
0.92
675.400
653.200
22.200
3.40
2.19
L
Taylor Wimpey
158.000
8/12/24
0.54
139.400
131.750
7.650
5.81
14.10
L
Tesco
333.500
8/12/24
0.91
293.700
281.200
12.500
4.45
8.16
L
Unilever Plc
4,714.000
8/12/24
-0.34
3,957.500
3,817.000
140.500
3.68
-1.21
S
Unite
934.000
8/12/24
-1.11
968.000
984.000
-16.000
-1.63
2.77
S
United Utilities
988.800
8/12/24
-0.12
1,052.000
1,073.000
-21.000
-1.96
2.78
L
Vodafone
74.440
8/12/24
0.87
68.380
71.300
-2.920
-4.10
-8.50
Weir Group
1,904.000
8/12/24
0.79
2,012.000
1,871.000
141.000
7.54
10.38
S
Whitbread
2,814.000
8/12/24
-1.44
3,282.000
3,180.000
102.000
3.21
-2.14
instrument
freshest
⇓ Δday
3/25/24
⇓ Δwk
12/04/23
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
739.000
723.000
16.000
2.21
-5.90
FTSE - 100 out of 100 instruments rated - 3/25/24 / 12/04/23 - 68 did rise, Market-Ratio(16) = 68.00 %
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 7121
days out of 7289 invested (98%)
743
84,327
12
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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