Assessment - FTSE 100 Index in Dollar - 25/03/24 - RS = 16
⇐
instrument
freshest
⇓ Δday
25/03/24
⇓ Δwk
4/12/23
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
10,379.909
12/08/24
0.52
10,009.885
9,486.132
523.753
5.52
5.13
L
3i Group
3,815.543
12/08/24
0.23
3,528.556
2,843.456
685.100
24.09
37.66
L
Abrdn
193.369
12/08/24
2.51
182.749
208.777
-26.028
-12.47
-18.88
Admiral Group
3,410.979
12/08/24
0.86
3,577.862
3,431.844
146.018
4.25
19.32
L
Airtel Africa
139.069
12/08/24
-0.63
127.943
138.259
-10.315
-7.46
-10.11
L
Anglo American
2,822.465
12/08/24
0.29
2,441.543
2,808.733
-367.190
-13.07
-8.46
Antofagasta
2,376.181
12/08/24
1.79
2,500.711
1,838.398
662.313
36.03
31.62
Ashtead
6,513.479
12/08/24
-0.43
7,036.884
6,212.168
824.716
13.28
10.17
Ass Brit Foods
3,078.479
12/08/24
-0.90
3,070.893
3,020.225
50.668
1.68
16.84
L
AstraZeneca
16,157.271
12/08/24
0.63
13,140.742
12,962.218
178.523
1.38
-2.99
L
Auto Trader
1,008.628
12/08/24
0.81
938.335
910.865
27.470
3.02
14.36
Aviva
612.156
12/08/24
0.35
625.810
532.453
93.356
17.53
21.38
S
B&M
562.091
12/08/24
-2.22
679.667
755.309
-75.641
-10.01
1.06
BAE Systems
1,647.966
12/08/24
2.04
1,719.397
1,321.980
397.417
30.06
31.29
Barclays
278.264
12/08/24
0.85
229.438
180.532
48.907
27.09
21.34
L
Barratt Developments
663.232
12/08/24
0.15
596.352
659.853
-63.501
-9.62
1.37
Beazley
925.440
12/08/24
1.24
862.227
671.722
190.505
28.36
21.92
Berkeley
6,409.809
12/08/24
1.00
5,976.168
5,968.479
7.689
0.13
10.67
BP
555.770
12/08/24
1.35
639.590
595.901
43.689
7.33
4.74
L
BAT
3,541.198
12/08/24
3,003.255
3,186.261
-183.006
-5.74
-5.74
L
British Land
499.384
12/08/24
-0.40
495.591
455.811
39.779
8.73
13.78
L
BT Group
178.893
12/08/24
8.43
136.477
159.218
-22.741
-14.28
-12.02
S
Bunzl
4,048.168
12/08/24
0.50
3,839.564
3,784.119
55.445
1.47
1.45
S
Burberry Group
848.320
12/08/24
-2.02
1,516.483
1,854.181
-337.698
-18.21
-32.19
Centrica
160.941
12/08/24
3.29
160.498
191.226
-30.728
-16.07
-4.45
instrument
freshest
⇓ Δday
25/03/24
⇓ Δwk
4/12/23
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,423.622
12/08/24
0.89
3,146.749
2,800.526
346.223
12.36
8.95
Compass Group
2,976.073
12/08/24
0.90
2,855.968
2,584.615
271.353
10.50
8.51
ConvaTec
292.803
12/08/24
-0.17
363.096
283.588
79.508
28.04
29.48
CRH (L)
8,111.506
12/08/24
-1.35
8,682.953
6,348.532
2,334.421
36.77
49.05
S
Croda
4,840.860
12/08/24
-0.05
6,245.455
5,642.719
602.736
10.68
-4.32
DCC
6,491.987
12/08/24
-0.29
7,181.009
6,931.870
249.139
3.59
17.32
S
Diageo
3,099.339
12/08/24
1.03
3,650.557
3,540.431
110.127
3.11
-7.55
DS Smith
561.332
12/08/24
1.19
443.756
378.917
64.839
17.11
18.07
Endeavour Mining
1,981.099
12/08/24
1.89
1,853.408
2,358.604
-505.195
-21.42
-12.89
S
Entain
733.778
12/08/24
3.98
995.480
1,006.068
-10.588
-1.05
-25.13
L
Experian
4,455.260
12/08/24
1.18
4,427.446
3,705.836
721.610
19.47
21.26
F&C Investment Trust
1,297.133
12/08/24
1,255.412
1,121.221
134.192
11.97
10.78
S
Flutter
18,565.691
12/08/24
-1.28
21,852.773
15,675.622
6,177.150
39.41
18.99
L
Frasers
1,060.084
12/08/24
-0.42
1,000.664
1,152.786
-152.123
-13.20
0.50
Fresnillo
682.702
12/08/24
0.93
571.447
741.672
-170.226
-22.95
-21.18
Glencore
518.664
12/08/24
1.27
535.541
560.168
-24.627
-4.40
-2.93
GSK
1,987.420
12/08/24
0.42
2,142.419
1,837.640
304.779
16.59
16.62
Haleon
471.823
12/08/24
-1.01
417.396
416.102
1.295
0.31
1.06
L
Halma
3,194.791
12/08/24
0.04
2,941.938
2,676.788
265.150
9.91
8.21
L
Hargreaves Lansdown
1,393.217
12/08/24
907.993
896.471
11.522
1.29
-6.05
Hiscox
1,503.208
12/08/24
1.89
1,547.457
1,311.879
235.578
17.96
15.89
L
HSBC
814.058
12/08/24
0.22
789.658
762.758
26.900
3.53
3.49
L
Imperial Brands
2,697.936
12/08/24
0.38
2,191.599
2,364.917
-173.318
-7.33
-3.23
Informa
1,021.271
12/08/24
1.03
1,057.176
957.078
100.098
10.46
14.07
InterContinental Hot
9,138.087
12/08/24
-0.61
10,339.136
7,995.009
2,344.127
29.32
34.72
instrument
freshest
⇓ Δday
25/03/24
⇓ Δwk
4/12/23
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
210.436
12/08/24
-0.06
205.443
199.812
5.631
2.82
6.76
Intertek
5,916.747
12/08/24
0.60
6,216.377
5,084.634
1,131.743
22.26
18.09
J Sainsbury
340.845
12/08/24
0.67
324.915
359.599
-34.683
-9.64
-4.52
L
JD Sports Fashion
152.154
12/08/24
-4.07
139.195
208.209
-69.013
-33.15
-21.34
Johnson Matthey
1,993.742
12/08/24
0.06
2,308.543
1,950.141
358.402
18.38
8.97
Kingfisher
343.121
12/08/24
0.18
302.917
283.841
19.077
6.72
4.50
Land Securities
778.153
12/08/24
-0.73
820.000
792.683
27.318
3.45
5.24
S
Legal & General
285.218
12/08/24
0.53
321.502
287.123
34.379
11.97
10.24
L
Lloyds Bank
71.810
12/08/24
-0.28
65.400
56.983
8.418
14.77
17.02
L
LSE Group
12,564.238
12/08/24
1.12
12,109.104
11,351.095
758.008
6.68
13.23
S
M&G
257.783
12/08/24
1.09
301.653
262.628
39.025
14.86
17.87
Melrose
615.316
12/08/24
0.19
844.021
665.914
178.107
26.75
30.84
Mondi
1,799.045
12/08/24
-0.42
1,732.039
1,812.514
-80.474
-4.44
3.27
S
National Grid
1,236.954
12/08/24
-0.04
1,352.128
1,308.091
44.038
3.37
4.09
L
NatWest
423.022
12/08/24
0.48
328.708
269.825
58.883
21.82
12.77
Next
12,063.590
12/08/24
0.23
11,643.855
10,224.824
1,419.031
13.88
27.42
Ocado
476.248
12/08/24
0.72
572.205
749.501
-177.295
-23.66
-17.74
Pearson
1,307.879
12/08/24
-0.72
1,307.879
1,178.797
129.083
10.95
16.93
Pershing Square
4,467.903
12/08/24
-0.79
5,239.103
3,957.100
1,282.002
32.40
35.18
L
Persimmon
1,994.374
12/08/24
0.03
1,646.069
1,618.068
28.002
1.73
9.29
Phoenix
680.173
12/08/24
0.47
666.772
598.363
68.409
11.43
2.62
Prudential
803.312
12/08/24
0.41
979.045
1,091.170
-112.125
-10.28
-17.58
Reckitt Benckiser
5,284.616
12/08/24
5,431.271
6,881.365
-1,450.094
-21.07
-25.10
RELX
4,464.110
12/08/24
0.57
4,333.891
3,847.251
486.640
12.65
22.62
L
Rentokil Initial
592.939
12/08/24
1.01
586.365
540.534
45.830
8.48
-10.21
instrument
freshest
⇓ Δday
25/03/24
⇓ Δwk
4/12/23
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
679.162
12/08/24
0.04
695.597
693.187
2.410
0.35
1.18
Rio Tinto
6,247.984
12/08/24
0.56
6,337.747
6,878.839
-541.093
-7.87
-2.40
Rolls-Royce
615.316
12/08/24
0.35
532.381
360.356
172.025
47.74
106.69
S
RS Group
953.254
12/08/24
-0.40
929.233
948.239
-19.007
-2.00
-4.19
S
Sage Group
1,271.216
12/08/24
1.03
1,603.717
1,426.778
176.938
12.40
30.82
L
Schroders
426.309
12/08/24
-0.12
476.248
507.327
-31.079
-6.13
-9.98
Scottish Mortgage
1,042.511
12/08/24
-0.17
1,107.241
900.007
207.234
23.03
26.34
L
Segro
1,118.366
12/08/24
-0.96
1,137.583
1,032.078
105.505
10.22
15.69
S
Severn Trent
3,178.355
12/08/24
-0.63
3,223.869
3,267.701
-43.833
-1.34
-1.09
Shell
3,538.670
12/08/24
0.83
3,350.927
3,202.675
148.252
4.63
8.15
Smith and Nephew
1,461.487
12/08/24
-0.86
1,287.651
1,304.934
-17.283
-1.32
-6.87
L
Smiths Group
2,203.609
12/08/24
0.52
2,091.090
2,070.723
20.367
0.98
1.05
Smurfit Kappa
3,866.114
12/08/24
0.07
4,536.173
3,825.786
710.387
18.57
22.60
S
Spirax-Sarco
9,753.783
12/08/24
0.72
12,794.334
11,646.552
1,147.782
9.86
1.04
L
SSE
2,374.284
12/08/24
0.86
2,051.265
2,335.876
-284.611
-12.18
-5.13
L
St. James´s Place
873.605
12/08/24
-1.22
594.203
834.350
-240.146
-28.78
-40.25
Standard Chartered
912.797
12/08/24
0.92
853.883
824.754
29.129
3.53
2.87
L
Taylor Wimpey
199.753
12/08/24
0.54
176.238
166.352
9.886
5.94
14.90
L
Tesco
421.631
12/08/24
0.91
371.314
355.053
16.261
4.58
8.88
L
Unilever Plc
5,959.732
12/08/24
-0.34
5,003.318
4,819.481
183.837
3.81
-0.57
S
Unite
1,180.821
12/08/24
-1.11
1,223.806
1,242.434
-18.628
-1.50
3.49
S
United Utilities
1,250.102
12/08/24
-0.12
1,330.004
1,354.808
-24.804
-1.83
3.46
L
Vodafone
94.112
12/08/24
0.87
86.450
90.026
-3.576
-3.97
-7.96
Weir Group
2,407.155
12/08/24
0.79
2,543.696
2,362.391
181.304
7.67
11.13
S
Whitbread
3,557.634
12/08/24
-1.44
4,149.309
4,015.182
134.127
3.34
-1.45
instrument
freshest
⇓ Δday
25/03/24
⇓ Δwk
4/12/23
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
872.594
12/08/24
1.68
934.290
912.886
21.404
2.34
-5.26
FTSE - 100 out of 100 instruments rated - 25/03/24 / 4/12/23 - 69 did rise, Market-Ratio(16) in USD = 69.00 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index in Dollar * 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
246
40.614
43.441
37.786
-2.827
-7
9,304
-29
long
4/09/06
30/07/07
329
LSE Group
100
441
21.061
24.870
3.809
18
10,984
20
short
30/07/07
16/02/09
567
Taylor Wimpey
100
2,383
4.609
0.191
111.500
106.891
2,319
265,706
678
long
16/02/09
5/07/10
504
Randgold Res
100
5,695
46.654
93.184
46.530
100
530,692
65
short
5/07/10
6/09/10
63
BP
100
104,657
5.071
6.281
3.861
-1.210
-24
404,064
-79
long
6/09/10
8/08/11
336
Croda
100
18,378
21.986
29.057
7.071
32
534,018
35
short
8/08/11
28/11/11
112
Lloyds Bank
100
991,444
0.539
0.366
0.793
0.255
47
786,414
253
long
28/11/11
4/06/12
189
Next
100
19,115
41.141
45.945
4.805
12
878,255
24
short
4/06/12
30/07/12
56
Aviva
100
211,581
4.151
4.708
3.593
-0.558
-13
760,299
-61
long
30/07/12
24/08/15
1120
Ashtead
100
185,200
4.105
13.931
9.825
239
2,579,973
49
short
24/08/15
9/05/16
259
Glencore
100
1,185,870
2.176
1.910
2.478
0.303
14
2,939,062
20
long
9/05/16
8/10/18
882
Fresnillo
100
196,329
14.970
10.191
-4.779
-32
2,000,768
-15
short
8/10/18
11/02/19
126
Fresnillo
100
196,329
10.191
12.524
7.858
-2.333
-23
1,542,717
-53
long
11/02/19
9/03/20
392
Micro Focus
100
71,093
21.700
7.775
-13.925
-64
552,744
-62
short
9/03/20
6/07/20
119
Micro Focus
100
71,093
7.775
5.482
11.026
3.251
42
783,879
192
long
6/07/20
7/03/22
609
Scottish Mortgage
100
69,849
11.222
11.231
0.008
0
784,466
0
short
7/03/22
9/01/23
308
Polymetal
100
346,517
2.264
3.843
0.685
-1.579
-70
237,296
-76
long
9/01/23
21/08/23
224
Antofagasta
100
11,266
21.063
17.738
-3.325
-16
199,839
-24
short
21/08/23
11/12/23
112
Fresnillo
100
30,705
6.508
7.225
5.791
-0.717
-11
177,817
-32
long
11/12/23
12/08/24
245
Rolls-Royce
100
47,744
3.724
6.153
2.428
65
293,758
111
accum 19/06/06
12/08/24 7324
days out of 7492 invested (98%)
2,838
293,758
18
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 4.61 0.19 111.50 106.89 2,319.27 2,319.27
Ashtead long 30/07/12 24/08/15 1120 4.11 13.93 9.83 239.34 239.34
Randgold Res long 16/02/09 5/07/10 504 46.65 93.18 46.53 99.73 99.73
Rolls-Royce long 11/12/23 12/08/24 245 3.72 6.15 2.43 65.20 65.20
Lloyds Bank short 8/08/11 28/11/11 112 0.54 0.37 0.79 0.25 47.26 47.26
Croda long 6/09/10 8/08/11 336 21.99 29.06 7.07 32.16 32.16
LSE Group long 4/09/06 30/07/07 329 21.06 24.87 3.81 18.09 18.09
Glencore short 24/08/15 9/05/16 259 2.18 1.91 2.48 0.30 13.92 13.92
Next long 28/11/11 4/06/12 189 41.14 45.95 4.80 11.68 11.68
Scottish Mortgage long 6/07/20 7/03/22 609 11.22 11.23 0.01 0.07 0.07
Carnival short 19/06/06 4/09/06 77 40.61 43.44 37.79 -2.83 -6.96 -6.96
Aviva short 4/06/12 30/07/12 56 4.15 4.71 3.59 -0.56 -13.43 -13.43
Antofagasta long 9/01/23 21/08/23 224 21.06 17.74 -3.32 -15.78 -15.78
BP short 5/07/10 6/09/10 63 5.07 6.28 3.86 -1.21 -23.86 -23.86
Micro Focus long 11/02/19 9/03/20 392 21.70 7.77 -13.93 -64.17
short 9/03/20 6/07/20 119 7.77 5.48 11.03 3.25 41.82 -49.19
Fresnillo long 9/05/16 8/10/18 882 14.97 10.19 -4.78 -31.92
short 8/10/18 11/02/19 126 10.19 12.52 7.86 -2.33 -22.89
short 21/08/23 11/12/23 112 6.51 7.23 5.79 -0.72 -11.02 -53.29
Polymetal short 7/03/22 9/01/23 308 2.26 3.84 0.68 -1.58 -69.75 -69.75
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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