Assessment - FTSE 100 Index - 5/13/24 - RS = 16
⇐
instrument
freshest
⇓ Δday
5/13/24
⇓ Δwk
1/22/24
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
8,414.990
7,487.710
927.280
12.38
10.51
L
3i Group
3,018.000
8/12/24
0.23
2,919.000
2,369.000
550.000
23.22
33.65
L
Abrdn
152.950
8/12/24
2.51
155.150
177.950
-22.800
-12.81
-9.19
Admiral Group
2,698.000
8/12/24
0.86
2,697.000
2,559.000
138.000
5.39
9.53
L
Airtel Africa
110.000
8/12/24
-0.63
118.000
127.400
-9.400
-7.38
4.64
L
Anglo American
2,232.500
8/12/24
0.29
2,707.000
1,751.200
955.800
54.58
29.70
Antofagasta
1,879.500
8/12/24
1.79
2,258.000
1,559.500
698.500
44.79
43.12
Ashtead
5,152.000
8/12/24
-0.43
5,924.000
4,852.000
1,072.000
22.09
13.38
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,687.000
2,268.000
419.000
18.47
24.46
L
AstraZeneca
12,780.000
8/12/24
0.63
12,318.000
10,590.000
1,728.000
16.32
14.97
L
Auto Trader
797.800
8/12/24
0.81
745.400
733.600
11.800
1.61
12.13
Aviva
484.200
8/12/24
0.35
488.200
439.300
48.900
11.13
16.82
S
B&M
444.600
8/12/24
-2.22
552.000
524.000
28.000
5.34
1.78
BAE Systems
1,303.500
8/12/24
2.04
1,349.000
1,167.500
181.500
15.55
24.80
Barclays
220.100
8/12/24
0.85
214.550
144.940
69.610
48.03
38.48
L
Barratt Developments
524.600
8/12/24
0.15
492.000
539.400
-47.400
-8.79
5.29
Beazley
732.000
8/12/24
1.24
670.500
525.000
145.500
27.71
17.20
Berkeley
5,070.000
8/12/24
1.00
5,210.000
4,870.000
340.000
6.98
19.59
BP
439.600
8/12/24
1.35
505.000
446.050
58.950
13.22
4.17
L
BAT
2,801.000
8/12/24
2,460.000
2,334.500
125.500
5.38
-0.45
L
British Land
395.000
8/12/24
-0.40
402.400
376.500
25.900
6.88
15.95
L
BT Group
141.500
8/12/24
8.43
108.950
115.050
-6.100
-5.30
-7.69
S
Bunzl
3,202.000
8/12/24
0.50
3,138.000
3,245.000
-107.000
-3.30
4.52
S
Burberry Group
671.000
8/12/24
-2.02
1,165.000
1,244.500
-79.500
-6.39
-27.42
Centrica
127.300
8/12/24
3.29
137.450
143.100
-5.650
-3.95
0.53
instrument
freshest
⇓ Δday
5/13/24
⇓ Δwk
1/22/24
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,724.000
2,332.000
392.000
16.81
17.44
Compass Group
2,354.000
8/12/24
0.90
2,307.000
2,165.000
142.000
6.56
8.84
ConvaTec
231.600
8/12/24
-0.17
260.000
247.600
12.400
5.01
13.19
CRH (L)
6,416.000
8/12/24
-1.35
6,578.000
5,544.000
1,034.000
18.65
32.69
S
Croda
3,829.000
8/12/24
-0.05
4,815.000
4,428.000
387.000
8.74
-3.46
DCC
5,135.000
8/12/24
-0.29
5,905.000
5,752.000
153.000
2.66
18.63
S
Diageo
2,451.500
8/12/24
1.03
2,831.500
2,700.500
131.000
4.85
-6.84
DS Smith
444.000
8/12/24
1.19
366.800
279.100
87.700
31.42
20.06
Endeavour Mining
1,567.000
8/12/24
1.89
1,693.000
1,337.000
356.000
26.63
2.62
S
Entain
580.400
8/12/24
3.98
777.200
960.000
-182.800
-19.04
-21.59
L
Experian
3,524.000
8/12/24
1.18
3,432.000
3,223.000
209.000
6.48
14.73
F&C Investment Trust
1,026.000
8/12/24
1,040.000
949.000
91.000
9.59
13.74
S
Flutter
14,685.000
8/12/24
-1.28
16,190.000
15,645.000
545.000
3.48
10.23
L
Frasers
838.500
8/12/24
-0.42
817.500
791.000
26.500
3.35
2.57
Fresnillo
540.000
8/12/24
0.93
578.000
477.800
100.200
20.97
4.21
Glencore
410.250
8/12/24
1.27
475.400
397.900
77.500
19.48
8.40
GSK
1,572.000
8/12/24
0.42
1,810.000
1,555.800
254.200
16.34
21.71
Haleon
373.200
8/12/24
-1.01
328.400
324.000
4.400
1.36
0.35
L
Halma
2,527.000
8/12/24
0.04
2,308.000
2,186.000
122.000
5.58
6.41
L
Hargreaves Lansdown
1,102.000
8/12/24
861.000
738.400
122.600
16.60
12.67
Hiscox
1,189.000
8/12/24
1.89
1,163.000
1,061.000
102.000
9.61
8.53
L
HSBC
643.900
8/12/24
0.22
699.200
597.200
102.000
17.08
12.94
L
Imperial Brands
2,134.000
8/12/24
0.38
1,864.000
1,888.000
-24.000
-1.27
4.40
Informa
807.800
8/12/24
1.03
848.200
754.800
93.400
12.37
12.46
InterContinental Hot
7,228.000
8/12/24
-0.61
7,940.000
7,490.000
450.000
6.01
23.47
instrument
freshest
⇓ Δday
5/13/24
⇓ Δwk
1/22/24
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
186.450
145.000
41.450
28.59
19.23
Intertek
4,680.000
8/12/24
0.60
4,916.000
4,314.000
602.000
13.95
14.47
J Sainsbury
269.600
8/12/24
0.67
279.000
282.300
-3.300
-1.17
3.57
L
JD Sports Fashion
120.350
8/12/24
-4.07
123.100
114.700
8.400
7.32
-8.71
Johnson Matthey
1,577.000
8/12/24
0.06
1,850.000
1,577.500
272.500
17.27
10.80
Kingfisher
271.400
8/12/24
0.18
265.300
221.400
43.900
19.83
15.42
Land Securities
615.500
8/12/24
-0.73
666.000
648.000
18.000
2.78
7.10
S
Legal & General
225.600
8/12/24
0.53
246.300
250.600
-4.300
-1.72
5.51
L
Lloyds Bank
56.800
8/12/24
-0.28
54.300
43.420
10.880
25.06
20.79
L
LSE Group
9,938.000
8/12/24
1.12
9,094.000
9,206.000
-112.000
-1.22
4.76
S
M&G
203.900
8/12/24
1.09
206.000
222.400
-16.400
-7.37
0.10
Melrose
486.700
8/12/24
0.19
605.400
589.800
15.600
2.64
12.36
Mondi
1,423.000
8/12/24
-0.42
1,579.500
1,411.500
168.000
11.90
16.37
S
National Grid
978.400
8/12/24
-0.04
1,114.000
1,031.000
83.000
8.05
8.55
L
NatWest
334.600
8/12/24
0.48
320.000
213.600
106.400
49.81
36.97
Next
9,542.000
8/12/24
0.23
9,262.000
8,400.000
862.000
10.26
22.19
Ocado
376.700
8/12/24
0.72
342.000
561.600
-219.600
-39.10
-35.51
Pearson
1,034.500
8/12/24
-0.72
984.200
965.400
18.800
1.95
7.92
Pershing Square
3,534.000
8/12/24
-0.79
4,142.000
3,720.000
422.000
11.34
27.82
L
Persimmon
1,577.500
8/12/24
0.03
1,413.500
1,485.000
-71.500
-4.81
17.30
Phoenix
538.000
8/12/24
0.47
508.500
516.400
-7.900
-1.53
-0.68
Prudential
635.400
8/12/24
0.41
790.400
796.400
-6.000
-0.75
-11.43
Reckitt Benckiser
4,180.000
8/12/24
4,599.000
5,536.000
-937.000
-16.93
-15.87
RELX
3,531.000
8/12/24
0.57
3,411.000
3,272.000
139.000
4.25
17.24
L
Rentokil Initial
469.000
8/12/24
1.01
419.000
405.700
13.300
3.28
-15.93
instrument
freshest
⇓ Δday
5/13/24
⇓ Δwk
1/22/24
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
535.200
540.200
-5.000
-0.93
-1.43
Rio Tinto
4,942.000
8/12/24
0.56
5,564.000
5,288.000
276.000
5.22
7.51
Rolls-Royce
486.700
8/12/24
0.35
420.700
308.900
111.800
36.19
80.76
S
RS Group
754.000
8/12/24
-0.40
814.500
760.200
54.300
7.14
8.15
S
Sage Group
1,005.500
8/12/24
1.03
1,195.500
1,152.500
43.000
3.73
15.39
L
Schroders
337.200
8/12/24
-0.12
369.400
417.500
-48.100
-11.52
-9.56
Scottish Mortgage
824.600
8/12/24
-0.17
878.200
758.000
120.200
15.86
21.17
L
Segro
884.600
8/12/24
-0.96
875.600
849.200
26.400
3.11
10.25
S
Severn Trent
2,514.000
8/12/24
-0.63
2,583.000
2,533.000
50.000
1.97
1.67
Shell
2,799.000
8/12/24
0.83
2,937.000
2,361.500
575.500
24.37
16.73
Smith and Nephew
1,156.000
8/12/24
-0.86
1,006.500
1,118.000
-111.500
-9.97
-6.11
L
Smiths Group
1,743.000
8/12/24
0.52
1,732.000
1,660.500
71.500
4.31
5.51
Smurfit Kappa
3,058.000
8/12/24
0.07
3,736.000
2,880.000
856.000
29.72
23.61
S
Spirax-Sarco
7,715.000
8/12/24
0.72
9,175.000
9,724.000
-549.000
-5.65
-6.74
L
SSE
1,878.000
8/12/24
0.86
1,800.000
1,745.500
54.500
3.12
5.84
L
St. James´s Place
691.000
8/12/24
-1.22
485.000
648.600
-163.600
-25.22
-29.46
Standard Chartered
722.000
8/12/24
0.92
776.000
580.600
195.400
33.65
15.75
L
Taylor Wimpey
158.000
8/12/24
0.54
143.200
146.700
-3.500
-2.39
15.50
L
Tesco
333.500
8/12/24
0.91
312.600
298.400
14.200
4.76
13.95
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,314.000
3,694.000
620.000
16.78
8.98
S
Unite
934.000
8/12/24
-1.11
957.500
1,007.000
-49.500
-4.92
1.57
S
United Utilities
988.800
8/12/24
-0.12
1,090.500
1,036.500
54.000
5.21
6.99
L
Vodafone
74.440
8/12/24
0.87
69.980
68.130
1.850
2.72
-2.95
Weir Group
1,904.000
8/12/24
0.79
2,088.000
1,795.500
292.500
16.29
13.18
S
Whitbread
2,814.000
8/12/24
-1.44
3,107.000
3,556.000
-449.000
-12.63
-7.76
instrument
freshest
⇓ Δday
5/13/24
⇓ Δwk
1/22/24
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
844.400
728.000
116.400
15.99
10.10
FTSE - 100 out of 100 instruments rated - 5/13/24 / 1/22/24 - 74 did rise, Market-Ratio(16) = 74.00 %
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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