Assessment - FTSE 100 Index in Pound sterling - 6/03/24 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
6/03/24
⇓ Δwk
2/12/24
prc diff
⇓ Δ16
∅-RS
FTSE
8,210.250
8/12/24
0.52
8,262.750
7,573.690
689.060
9.10
8.03
Rolls-Royce
486.700
8/12/24
0.35
460.900
309.100
151.800
49.11
86.48
Barclays
220.100
8/12/24
0.85
219.200
142.880
76.320
53.42
39.31
L
Hargreaves Lansdown
1,102.000
8/12/24
1,064.000
817.600
246.400
30.14
38.17
Antofagasta
1,879.500
8/12/24
1.79
2,215.000
1,679.000
536.000
31.92
36.91
L
NatWest
334.600
8/12/24
0.48
319.700
207.700
112.000
53.92
35.82
L
3i Group
3,018.000
8/12/24
0.23
2,926.000
2,409.000
517.000
21.46
30.90
L
British Land
395.000
8/12/24
-0.40
444.600
373.000
71.600
19.20
27.31
BAE Systems
1,303.500
8/12/24
2.04
1,395.500
1,224.000
171.500
14.01
26.71
Smurfit Kappa
3,058.000
8/12/24
0.07
3,862.000
3,202.000
660.000
20.61
26.17
DS Smith
444.000
8/12/24
1.19
382.400
319.500
62.900
19.69
24.10
Pershing Square
3,534.000
8/12/24
-0.79
4,094.000
4,004.000
90.000
2.25
23.51
L
Auto Trader
797.800
8/12/24
0.81
827.400
725.600
101.800
14.03
23.38
CRH (L)
6,416.000
8/12/24
-1.35
6,244.000
5,874.000
370.000
6.30
22.41
L
Lloyds Bank
56.800
8/12/24
-0.28
55.400
41.400
14.000
33.82
22.13
L
Persimmon
1,577.500
8/12/24
0.03
1,471.500
1,419.000
52.500
3.70
21.37
InterContinental Hot
7,228.000
8/12/24
-0.61
7,952.000
7,734.000
218.000
2.82
20.87
Next
9,542.000
8/12/24
0.23
9,322.000
8,348.000
974.000
11.67
20.61
L
Experian
3,524.000
8/12/24
1.18
3,630.000
3,380.000
250.000
7.40
19.67
L
Anglo American
2,232.500
8/12/24
0.29
2,503.000
1,751.600
751.400
42.90
19.21
Beazley
732.000
8/12/24
1.24
683.500
578.500
105.000
18.15
18.94
Berkeley
5,070.000
8/12/24
1.00
5,240.000
4,740.000
500.000
10.55
18.79
L
Taylor Wimpey
158.000
8/12/24
0.54
148.750
147.950
0.800
0.54
18.77
Scottish Mortgage
824.600
8/12/24
-0.17
872.600
806.800
65.800
8.16
18.29
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,561.000
2,265.000
296.000
13.07
16.25
⇓ instrument
freshest
⇓ Δday
6/03/24
⇓ Δwk
2/12/24
prc diff
⇓ Δ16
∅-RS
Kingfisher
271.400
8/12/24
0.18
267.900
220.800
47.100
21.33
15.98
L
Segro
884.600
8/12/24
-0.96
922.400
837.400
85.000
10.15
15.48
RELX
3,531.000
8/12/24
0.57
3,422.000
3,335.000
87.000
2.61
15.37
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,688.000
2,213.000
475.000
21.46
15.30
L
AstraZeneca
12,780.000
8/12/24
0.63
12,346.000
9,501.000
2,845.000
29.94
15.08
Standard Chartered
722.000
8/12/24
0.92
776.400
581.600
194.800
33.49
14.56
Aviva
484.200
8/12/24
0.35
479.900
421.500
58.400
13.86
13.74
DCC
5,135.000
8/12/24
-0.29
5,715.000
5,716.000
-1.000
-0.02
13.59
L
BT Group
141.500
8/12/24
8.43
132.700
104.500
28.200
26.99
13.56
Weir Group
1,904.000
8/12/24
0.79
2,106.000
1,814.000
292.000
16.10
12.97
Mondi
1,423.000
8/12/24
-0.42
1,550.500
1,360.500
190.000
13.97
12.93
L
Tesco
333.500
8/12/24
0.91
312.100
279.600
32.500
11.62
12.81
Melrose
486.700
8/12/24
0.19
614.200
594.000
20.200
3.40
12.26
L
Frasers
838.500
8/12/24
-0.42
897.500
822.500
75.000
9.12
11.83
Fresnillo
540.000
8/12/24
0.93
616.500
493.400
123.100
24.95
11.70
Informa
807.800
8/12/24
1.03
847.800
804.800
43.000
5.34
11.30
Int Cons Airlines
166.450
8/12/24
-0.06
175.200
146.000
29.200
20.00
11.24
L
HSBC
643.900
8/12/24
0.22
693.300
608.400
84.900
13.95
11.21
Intertek
4,680.000
8/12/24
0.60
4,786.000
4,416.000
370.000
8.38
10.42
L
Airtel Africa
110.000
8/12/24
-0.63
124.500
102.700
21.800
21.23
10.23
Admiral Group
2,698.000
8/12/24
0.86
2,736.000
2,547.000
189.000
7.42
10.05
Shell
2,799.000
8/12/24
0.83
2,782.500
2,495.500
287.000
11.50
9.53
F&C Investment Trust
1,026.000
8/12/24
1,006.000
995.000
11.000
1.11
9.15
Glencore
410.250
8/12/24
1.27
481.500
394.250
87.250
22.13
9.06
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,307.000
3,993.000
314.000
7.86
8.73
⇓ instrument
freshest
⇓ Δday
6/03/24
⇓ Δwk
2/12/24
prc diff
⇓ Δ16
∅-RS
L
Imperial Brands
2,134.000
8/12/24
0.38
1,937.500
1,896.000
41.500
2.19
8.14
L
Barratt Developments
524.600
8/12/24
0.15
504.800
488.500
16.300
3.34
7.87
S
Legal & General
225.600
8/12/24
0.53
251.900
235.500
16.400
6.96
7.49
Hiscox
1,189.000
8/12/24
1.89
1,151.000
1,060.000
91.000
8.58
7.44
Land Securities
615.500
8/12/24
-0.73
670.000
641.800
28.200
4.39
7.32
L
Vodafone
74.440
8/12/24
0.87
76.500
64.250
12.250
19.07
6.81
ConvaTec
231.600
8/12/24
-0.17
247.600
238.400
9.200
3.86
6.79
WPP Group
690.200
8/12/24
1.68
816.400
778.000
38.400
4.94
6.76
GSK
1,572.000
8/12/24
0.42
1,598.000
1,626.400
-28.400
-1.75
6.16
Endeavour Mining
1,567.000
8/12/24
1.89
1,728.000
1,323.000
405.000
30.61
5.61
L
Smiths Group
1,743.000
8/12/24
0.52
1,733.000
1,625.500
107.500
6.61
5.30
Johnson Matthey
1,577.000
8/12/24
0.06
1,752.000
1,607.000
145.000
9.02
5.08
L
LSE Group
9,938.000
8/12/24
1.12
9,150.000
8,884.000
266.000
2.99
4.88
L
SSE
1,878.000
8/12/24
0.86
1,777.500
1,564.000
213.500
13.65
4.76
Ashtead
5,152.000
8/12/24
-0.43
5,524.000
5,278.000
246.000
4.66
4.67
Rio Tinto
4,942.000
8/12/24
0.56
5,434.000
5,355.000
79.000
1.48
4.18
J Sainsbury
269.600
8/12/24
0.67
279.400
256.100
23.300
9.10
3.72
L
Halma
2,527.000
8/12/24
0.04
2,240.000
2,204.000
36.000
1.63
3.53
Compass Group
2,354.000
8/12/24
0.90
2,168.000
2,200.000
-32.000
-1.45
2.17
Centrica
127.300
8/12/24
3.29
141.200
134.450
6.750
5.02
2.12
Pearson
1,034.500
8/12/24
-0.72
932.200
953.600
-21.400
-2.24
1.22
S
Flutter
14,685.000
8/12/24
-1.28
14,830.000
16,760.000
-1,930.000
-11.52
1.02
S
B&M
444.600
8/12/24
-2.22
551.600
497.900
53.700
10.79
0.90
L
JD Sports Fashion
120.350
8/12/24
-4.07
133.950
105.650
28.300
26.79
0.84
Rightmove
537.200
8/12/24
0.04
544.600
551.800
-7.200
-1.30
0.35
⇓ instrument
freshest
⇓ Δday
6/03/24
⇓ Δwk
2/12/24
prc diff
⇓ Δ16
∅-RS
Haleon
373.200
8/12/24
-1.01
326.400
319.650
6.750
2.11
-0.08
S
Unite
934.000
8/12/24
-1.11
943.500
1,006.000
-62.500
-6.21
-0.13
S
Bunzl
3,202.000
8/12/24
0.50
2,970.000
3,198.000
-228.000
-7.13
-0.88
BP
439.600
8/12/24
1.35
481.200
479.450
1.750
0.37
-0.89
L
BAT
2,801.000
8/12/24
2,435.000
2,435.000
0.000
0.00
-0.93
S
M&G
203.900
8/12/24
1.09
203.300
221.300
-18.000
-8.13
-1.34
S
United Utilities
988.800
8/12/24
-0.12
1,006.000
1,032.000
-26.000
-2.52
-1.42
L
Schroders
337.200
8/12/24
-0.12
396.000
404.700
-8.700
-2.15
-1.91
Phoenix
538.000
8/12/24
0.47
498.200
496.700
1.500
0.30
-2.07
S
Sage Group
1,005.500
8/12/24
1.03
1,020.000
1,175.000
-155.000
-13.19
-3.22
S
RS Group
754.000
8/12/24
-0.40
705.000
790.400
-85.400
-10.80
-6.12
S
Severn Trent
2,514.000
8/12/24
-0.63
2,357.000
2,495.000
-138.000
-5.53
-6.73
S
Croda
3,829.000
8/12/24
-0.05
4,574.000
4,927.000
-353.000
-7.16
-6.79
Smith and Nephew
1,156.000
8/12/24
-0.86
984.200
1,098.000
-113.800
-10.36
-7.03
L
Abrdn
152.950
8/12/24
2.51
156.200
165.350
-9.150
-5.53
-7.14
S
Spirax-Sarco
7,715.000
8/12/24
0.72
8,855.000
10,160.000
-1,305.000
-12.84
-9.05
S
Whitbread
2,814.000
8/12/24
-1.44
2,954.000
3,507.000
-553.000
-15.77
-11.92
S
Diageo
2,451.500
8/12/24
1.03
2,639.000
2,890.500
-251.500
-8.70
-12.00
S
National Grid
978.400
8/12/24
-0.04
886.000
1,002.000
-116.000
-11.58
-13.29
Prudential
635.400
8/12/24
0.41
755.200
812.400
-57.200
-7.04
-13.60
L
Rentokil Initial
469.000
8/12/24
1.01
419.600
399.800
19.800
4.95
-13.79
Reckitt Benckiser
4,180.000
8/12/24
4,487.000
5,756.000
-1,269.000
-22.05
-16.18
L
St. James´s Place
691.000
8/12/24
-1.22
523.000
641.200
-118.200
-18.43
-20.36
S
Entain
580.400
8/12/24
3.98
705.400
1,017.000
-311.600
-30.64
-26.15
Ocado
376.700
8/12/24
0.72
382.700
536.800
-154.100
-28.71
-26.97
⇓ instrument
freshest
⇓ Δday
6/03/24
⇓ Δwk
2/12/24
prc diff
⇓ Δ16
∅-RS
S
Burberry Group
671.000
8/12/24
-2.02
1,045.500
1,335.500
-290.000
-21.71
-31.88
FTSE - 100 out of 100 instruments rated - 6/03/24 / 2/12/24 - 72 did rise, Market-Ratio(16) in GBP = 72.00 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index in Pound sterling * 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 7336
days out of 7504 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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