Assessment - FTSE 100 Index - 27/05/24 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
27/05/24
Δwk
5/02/24
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
12/08/24
0.52
8,317.590
7,612.860
704.730
9.26
8.92
L
St. James´s Place
691.000
12/08/24
-1.22
490.800
638.600
-147.800
-23.14
-26.34
DS Smith
444.000
12/08/24
1.19
369.600
270.700
98.900
36.53
20.29
Smith and Nephew
1,156.000
12/08/24
-0.86
978.800
1,115.000
-136.200
-12.22
-7.92
L
BAT
2,801.000
12/08/24
2,390.000
2,378.000
12.000
0.50
-2.97
Haleon
373.200
12/08/24
-1.01
323.000
329.050
-6.050
-1.84
-1.16
L
Rentokil Initial
469.000
12/08/24
1.01
408.100
398.900
9.200
2.31
-16.84
L
BT Group
141.500
12/08/24
8.43
127.100
109.800
17.300
15.76
8.54
L
Imperial Brands
2,134.000
12/08/24
0.38
1,936.000
1,882.000
54.000
2.87
8.28
S
National Grid
978.400
12/08/24
-0.04
889.400
1,047.000
-157.600
-15.05
-13.31
L
Unilever Plc
4,714.000
12/08/24
-0.34
4,296.000
3,918.000
378.000
9.65
8.51
Rolls-Royce
486.700
12/08/24
0.35
444.800
309.800
135.000
43.58
83.78
Pearson
1,034.500
12/08/24
-0.72
946.400
968.600
-22.200
-2.29
3.11
L
Halma
2,527.000
12/08/24
0.04
2,315.000
2,151.000
164.000
7.62
6.93
Beazley
732.000
12/08/24
1.24
672.500
551.000
121.500
22.05
17.22
L
NatWest
334.600
12/08/24
0.48
307.500
217.200
90.300
41.57
30.93
L
SSE
1,878.000
12/08/24
0.86
1,740.500
1,679.000
61.500
3.66
2.49
Phoenix
538.000
12/08/24
0.47
503.000
497.200
5.800
1.17
-1.31
L
Auto Trader
797.800
12/08/24
0.81
747.800
728.400
19.400
2.66
11.88
L
LSE Group
9,938.000
12/08/24
1.12
9,324.000
8,826.000
498.000
5.64
7.06
L
Persimmon
1,577.500
12/08/24
0.03
1,481.000
1,411.000
70.000
4.96
22.56
L
Taylor Wimpey
158.000
12/08/24
0.54
148.900
145.150
3.750
2.58
19.45
Compass Group
2,354.000
12/08/24
0.90
2,221.000
2,152.000
69.000
3.21
4.67
S
Bunzl
3,202.000
12/08/24
0.50
3,022.000
3,203.000
-181.000
-5.65
0.75
L
Tesco
333.500
12/08/24
0.91
315.000
289.800
25.200
8.70
14.23
⇓ instrument
freshest
⇓ Δday
27/05/24
Δwk
5/02/24
prc diff
⇓ Δ16
⇓ ∅-RS
L
AstraZeneca
12,780.000
12/08/24
0.63
12,296.000
10,360.000
1,936.000
18.69
14.70
L
Lloyds Bank
56.800
12/08/24
-0.28
54.800
41.890
12.910
30.82
21.20
Kingfisher
271.400
12/08/24
0.18
262.100
210.100
52.000
24.75
13.73
L
Barratt Developments
524.600
12/08/24
0.15
509.800
520.800
-11.000
-2.11
9.08
S
Severn Trent
2,514.000
12/08/24
-0.63
2,449.000
2,554.000
-105.000
-4.11
-3.28
L
3i Group
3,018.000
12/08/24
0.23
2,950.000
2,341.000
609.000
26.01
32.97
Hiscox
1,189.000
12/08/24
1.89
1,166.000
1,032.000
134.000
12.98
8.83
Next
9,542.000
12/08/24
0.23
9,366.000
8,244.000
1,122.000
13.61
22.08
Barclays
220.100
12/08/24
0.85
216.150
145.680
70.470
48.37
38.09
S
RS Group
754.000
12/08/24
-0.40
740.500
764.200
-23.700
-3.10
-1.54
L
Vodafone
74.440
12/08/24
0.87
73.500
66.330
7.170
10.81
2.48
S
Unite
934.000
12/08/24
-1.11
922.500
995.500
-73.000
-7.33
-2.27
L
Hargreaves Lansdown
1,102.000
12/08/24
1,090.000
776.600
313.400
40.36
42.25
S
M&G
203.900
12/08/24
1.09
201.700
218.800
-17.100
-7.82
-2.09
L
Frasers
838.500
12/08/24
-0.42
829.500
787.500
42.000
5.33
3.81
Shell
2,799.000
12/08/24
0.83
2,772.000
2,471.000
301.000
12.18
9.46
Ocado
376.700
12/08/24
0.72
373.800
523.000
-149.200
-28.53
-28.83
RELX
3,531.000
12/08/24
0.57
3,520.000
3,301.000
219.000
6.63
19.47
CRH (L)
6,416.000
12/08/24
-1.35
6,406.000
5,748.000
658.000
11.45
26.80
L
Smiths Group
1,743.000
12/08/24
0.52
1,742.000
1,616.000
126.000
7.80
5.97
F&C Investment Trust
1,026.000
12/08/24
1,026.000
980.000
46.000
4.69
11.60
Aviva
484.200
12/08/24
0.35
488.100
425.800
62.300
14.63
16.10
L
JD Sports Fashion
120.350
12/08/24
-4.07
121.450
107.050
14.400
13.45
-8.95
Admiral Group
2,698.000
12/08/24
0.86
2,725.000
2,502.000
223.000
8.91
9.95
L
Segro
884.600
12/08/24
-0.96
897.200
856.400
40.800
4.76
12.60
⇓ instrument
freshest
⇓ Δday
27/05/24
Δwk
5/02/24
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
12/08/24
0.04
545.000
556.400
-11.400
-2.05
0.48
S
United Utilities
988.800
12/08/24
-0.12
1,007.500
1,049.500
-42.000
-4.00
-1.27
L
Coca-Cola HBC
2,708.000
12/08/24
0.89
2,782.000
2,325.000
457.000
19.66
19.62
J Sainsbury
269.600
12/08/24
0.67
277.200
272.500
4.700
1.72
2.92
L
British Land
395.000
12/08/24
-0.40
409.400
378.900
30.500
8.05
17.59
L
Abrdn
152.950
12/08/24
2.51
158.550
163.800
-5.250
-3.21
-6.16
Berkeley
5,070.000
12/08/24
1.00
5,260.000
4,710.000
550.000
11.68
19.86
Int Cons Airlines
166.450
12/08/24
-0.06
172.750
146.600
26.150
17.84
9.88
S
Whitbread
2,814.000
12/08/24
-1.44
2,925.000
3,520.000
-595.000
-16.90
-12.98
Informa
807.800
12/08/24
1.03
844.600
785.600
59.000
7.51
11.26
L
Experian
3,524.000
12/08/24
1.18
3,711.000
3,274.000
437.000
13.35
22.94
S
Sage Group
1,005.500
12/08/24
1.03
1,059.500
1,154.000
-94.500
-8.19
0.98
Land Securities
615.500
12/08/24
-0.73
649.500
659.000
-9.500
-1.44
4.20
Reckitt Benckiser
4,180.000
12/08/24
4,412.000
5,766.000
-1,354.000
-23.48
-18.18
BAE Systems
1,303.500
12/08/24
2.04
1,386.000
1,179.000
207.000
17.56
26.73
Endeavour Mining
1,567.000
12/08/24
1.89
1,681.000
1,340.000
341.000
25.45
2.42
Intertek
4,680.000
12/08/24
0.60
5,025.000
4,455.000
570.000
12.79
16.29
L
HSBC
643.900
12/08/24
0.22
693.400
619.200
74.200
11.98
11.48
Standard Chartered
722.000
12/08/24
0.92
777.800
594.000
183.800
30.94
15.14
ConvaTec
231.600
12/08/24
-0.17
251.000
236.600
14.400
6.09
8.67
S
Flutter
14,685.000
12/08/24
-1.28
15,990.000
16,695.000
-705.000
-4.22
8.91
Scottish Mortgage
824.600
12/08/24
-0.17
901.000
771.000
130.000
16.86
22.81
InterContinental Hot
7,228.000
12/08/24
-0.61
7,936.000
7,516.000
420.000
5.59
21.55
S
Diageo
2,451.500
12/08/24
1.03
2,693.000
2,984.000
-291.000
-9.75
-10.64
BP
439.600
12/08/24
1.35
483.000
454.150
28.850
6.35
-0.50
⇓ instrument
freshest
⇓ Δday
27/05/24
Δwk
5/02/24
prc diff
⇓ Δ16
⇓ ∅-RS
S
Legal & General
225.600
12/08/24
0.53
247.900
249.300
-1.400
-0.56
5.95
L
Airtel Africa
110.000
12/08/24
-0.63
121.000
106.500
14.500
13.62
7.17
Fresnillo
540.000
12/08/24
0.93
596.000
504.800
91.200
18.07
7.81
Centrica
127.300
12/08/24
3.29
141.150
133.850
7.300
5.45
2.45
Ashtead
5,152.000
12/08/24
-0.43
5,714.000
5,112.000
602.000
11.78
8.58
DCC
5,135.000
12/08/24
-0.29
5,710.000
5,720.000
-10.000
-0.17
13.90
Mondi
1,423.000
12/08/24
-0.42
1,589.000
1,364.000
225.000
16.50
16.19
Ass Brit Foods
2,435.000
12/08/24
-0.90
2,722.000
2,246.000
476.000
21.19
24.44
GSK
1,572.000
12/08/24
0.42
1,774.500
1,662.600
111.900
6.73
18.42
Johnson Matthey
1,577.000
12/08/24
0.06
1,784.000
1,585.500
198.500
12.52
6.99
Weir Group
1,904.000
12/08/24
0.79
2,154.000
1,759.500
394.500
22.42
16.01
Rio Tinto
4,942.000
12/08/24
0.56
5,655.000
5,349.000
306.000
5.72
8.70
Pershing Square
3,534.000
12/08/24
-0.79
4,110.000
3,826.000
284.000
7.42
24.89
L
Anglo American
2,232.500
12/08/24
0.29
2,615.000
1,810.000
805.000
44.48
24.79
L
Schroders
337.200
12/08/24
-0.12
395.000
400.500
-5.500
-1.37
-2.42
Glencore
410.250
12/08/24
1.27
483.950
409.400
74.550
18.21
9.90
WPP Group
690.200
12/08/24
1.68
823.400
773.000
50.400
6.52
7.56
S
Spirax-Sarco
7,715.000
12/08/24
0.72
9,205.000
9,766.000
-561.000
-5.74
-5.78
Antofagasta
1,879.500
12/08/24
1.79
2,246.000
1,720.500
525.500
30.54
40.01
Prudential
635.400
12/08/24
0.41
765.800
817.800
-52.000
-6.36
-13.00
S
Croda
3,829.000
12/08/24
-0.05
4,629.000
4,943.000
-314.000
-6.35
-6.17
S
Entain
580.400
12/08/24
3.98
707.200
989.800
-282.600
-28.55
-26.91
S
B&M
444.600
12/08/24
-2.22
548.600
505.800
42.800
8.46
0.71
Smurfit Kappa
3,058.000
12/08/24
0.07
3,882.000
2,862.000
1,020.000
35.64
27.42
Melrose
486.700
12/08/24
0.19
624.000
584.200
39.800
6.81
14.65
⇓ instrument
freshest
⇓ Δday
27/05/24
Δwk
5/02/24
prc diff
⇓ Δ16
⇓ ∅-RS
S
Burberry Group
671.000
12/08/24
-2.02
1,035.500
1,290.500
-255.000
-19.76
-33.55
FTSE - 100 out of 100 instruments rated - 27/05/24 / 5/02/24 - 71 did rise, Market-Ratio(16) = 71.00 %
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
write an annotation