Assessment - FTSE 100 Index - 6/10/24 - RS = 16
⇐
instrument
freshest
⇓ Δday
6/10/24
⇓ Δwk
2/19/24
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
8,228.480
7,728.500
499.980
6.47
7.41
L
3i Group
3,018.000
8/12/24
0.23
2,947.000
2,464.000
483.000
19.60
30.88
L
Abrdn
152.950
8/12/24
2.51
149.950
160.650
-10.700
-6.66
-10.38
Admiral Group
2,698.000
8/12/24
0.86
2,657.000
2,567.000
90.000
3.51
6.58
L
Airtel Africa
110.000
8/12/24
-0.63
119.300
95.900
23.400
24.40
5.63
L
Anglo American
2,232.500
8/12/24
0.29
2,373.000
1,778.000
595.000
33.46
12.95
Antofagasta
1,879.500
8/12/24
1.79
2,159.000
1,765.000
394.000
22.32
32.44
Ashtead
5,152.000
8/12/24
-0.43
5,642.000
5,376.000
266.000
4.95
6.75
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,546.000
2,291.000
255.000
11.13
14.82
L
AstraZeneca
12,780.000
8/12/24
0.63
12,600.000
10,418.000
2,182.000
20.94
17.36
L
Auto Trader
797.800
8/12/24
0.81
823.600
726.400
97.200
13.38
22.13
Aviva
484.200
8/12/24
0.35
470.000
430.300
39.700
9.23
11.05
S
B&M
444.600
8/12/24
-2.22
488.500
515.600
-27.100
-5.26
-10.70
BAE Systems
1,303.500
8/12/24
2.04
1,400.000
1,248.000
152.000
12.18
26.17
Barclays
220.100
8/12/24
0.85
214.750
149.000
65.750
44.13
35.72
L
Barratt Developments
524.600
8/12/24
0.15
501.800
477.800
24.000
5.02
7.12
Beazley
732.000
8/12/24
1.24
677.000
570.000
107.000
18.77
17.59
Berkeley
5,070.000
8/12/24
1.00
5,185.000
4,748.000
437.000
9.20
16.97
BP
439.600
8/12/24
1.35
470.850
474.800
-3.950
-0.83
-3.06
L
BAT
2,801.000
8/12/24
2,402.000
2,369.500
32.500
1.37
-2.18
L
British Land
395.000
8/12/24
-0.40
430.200
374.200
56.000
14.97
22.70
L
BT Group
141.500
8/12/24
8.43
129.650
106.750
22.900
21.45
11.11
S
Bunzl
3,202.000
8/12/24
0.50
2,948.000
3,226.000
-278.000
-8.62
-1.52
S
Burberry Group
671.000
8/12/24
-2.02
1,019.500
1,319.500
-300.000
-22.74
-32.60
Centrica
127.300
8/12/24
3.29
133.800
130.800
3.000
2.29
-3.55
instrument
freshest
⇓ Δday
6/10/24
⇓ Δwk
2/19/24
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,700.000
2,478.000
222.000
8.96
15.57
Compass Group
2,354.000
8/12/24
0.90
2,207.000
2,191.000
16.000
0.73
4.03
ConvaTec
231.600
8/12/24
-0.17
245.400
245.000
0.400
0.16
5.48
CRH (L)
6,416.000
8/12/24
-1.35
6,202.000
6,156.000
46.000
0.75
20.43
S
Croda
3,829.000
8/12/24
-0.05
4,232.000
4,985.000
-753.000
-15.11
-13.29
DCC
5,135.000
8/12/24
-0.29
5,620.000
5,760.000
-140.000
-2.43
11.30
S
Diageo
2,451.500
8/12/24
1.03
2,607.000
2,940.500
-333.500
-11.34
-12.67
DS Smith
444.000
8/12/24
1.19
361.000
327.400
33.600
10.26
16.77
Endeavour Mining
1,567.000
8/12/24
1.89
1,649.000
1,302.000
347.000
26.65
1.10
S
Entain
580.400
8/12/24
3.98
703.800
922.000
-218.200
-23.67
-25.43
L
Experian
3,524.000
8/12/24
1.18
3,650.000
3,405.000
245.000
7.20
19.87
F&C Investment Trust
1,026.000
8/12/24
991.000
990.000
1.000
0.10
7.32
S
Flutter
14,685.000
8/12/24
-1.28
14,790.000
16,865.000
-2,075.000
-12.30
0.87
L
Frasers
838.500
8/12/24
-0.42
872.000
839.500
32.500
3.87
8.11
Fresnillo
540.000
8/12/24
0.93
560.000
477.500
82.500
17.28
1.62
Glencore
410.250
8/12/24
1.27
475.800
395.400
80.400
20.33
7.54
GSK
1,572.000
8/12/24
0.42
1,621.000
1,669.200
-48.200
-2.89
7.39
Haleon
373.200
8/12/24
-1.01
323.300
322.950
0.350
0.11
-1.01
L
Halma
2,527.000
8/12/24
0.04
2,284.000
2,275.000
9.000
0.40
5.74
L
Hargreaves Lansdown
1,102.000
8/12/24
1,074.000
816.600
257.400
31.52
38.88
Hiscox
1,189.000
8/12/24
1.89
1,129.000
1,057.000
72.000
6.81
5.40
L
HSBC
643.900
8/12/24
0.22
693.600
638.200
55.400
8.68
10.98
L
Imperial Brands
2,134.000
8/12/24
0.38
1,980.000
1,842.000
138.000
7.49
10.29
Informa
807.800
8/12/24
1.03
836.400
819.600
16.800
2.05
9.42
InterContinental Hot
7,228.000
8/12/24
-0.61
7,982.000
7,910.000
72.000
0.91
20.41
instrument
freshest
⇓ Δday
6/10/24
⇓ Δwk
2/19/24
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
166.450
8/12/24
-0.06
168.150
146.650
21.500
14.66
6.55
Intertek
4,680.000
8/12/24
0.60
4,846.000
4,479.000
367.000
8.19
11.59
J Sainsbury
269.600
8/12/24
0.67
263.200
254.000
9.200
3.62
-2.32
L
JD Sports Fashion
120.350
8/12/24
-4.07
124.400
113.100
11.300
9.99
-6.11
Johnson Matthey
1,577.000
8/12/24
0.06
1,632.000
1,633.500
-1.500
-0.09
-2.07
Kingfisher
271.400
8/12/24
0.18
258.800
222.600
36.200
16.26
11.81
Land Securities
615.500
8/12/24
-0.73
645.000
645.200
-0.200
-0.03
3.18
S
Legal & General
225.600
8/12/24
0.53
246.000
238.700
7.300
3.06
4.83
L
Lloyds Bank
56.800
8/12/24
-0.28
54.220
42.880
11.340
26.45
19.08
L
LSE Group
9,938.000
8/12/24
1.12
9,400.000
8,864.000
536.000
6.05
7.63
S
M&G
203.900
8/12/24
1.09
203.000
224.300
-21.300
-9.50
-1.50
Melrose
486.700
8/12/24
0.19
619.400
618.600
0.800
0.13
12.72
Mondi
1,423.000
8/12/24
-0.42
1,490.000
1,379.500
110.500
8.01
8.09
S
National Grid
978.400
8/12/24
-0.04
872.400
1,021.500
-149.100
-14.60
-14.30
L
NatWest
334.600
8/12/24
0.48
310.900
225.000
85.900
38.18
31.64
Next
9,542.000
8/12/24
0.23
9,208.000
8,500.000
708.000
8.33
18.29
Ocado
376.700
8/12/24
0.72
355.400
534.600
-179.200
-33.52
-32.39
Pearson
1,034.500
8/12/24
-0.72
954.000
965.400
-11.400
-1.18
3.31
Pershing Square
3,534.000
8/12/24
-0.79
4,266.000
3,862.000
404.000
10.46
27.75
L
Persimmon
1,577.500
8/12/24
0.03
1,446.000
1,420.000
26.000
1.83
18.93
Phoenix
538.000
8/12/24
0.47
489.000
502.600
-13.600
-2.71
-3.66
Prudential
635.400
8/12/24
0.41
720.800
821.200
-100.400
-12.23
-16.92
Reckitt Benckiser
4,180.000
8/12/24
4,420.000
5,770.000
-1,350.000
-23.40
-16.89
RELX
3,531.000
8/12/24
0.57
3,503.000
3,412.000
91.000
2.67
17.46
L
Rentokil Initial
469.000
8/12/24
1.01
409.300
421.000
-11.700
-2.78
-15.25
instrument
freshest
⇓ Δday
6/10/24
⇓ Δwk
2/19/24
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
537.200
8/12/24
0.04
553.800
550.400
3.400
0.62
1.98
Rio Tinto
4,942.000
8/12/24
0.56
5,357.000
5,428.000
-71.000
-1.31
2.56
Rolls-Royce
486.700
8/12/24
0.35
465.000
334.200
130.800
39.14
84.00
S
RS Group
754.000
8/12/24
-0.40
701.500
783.800
-82.300
-10.50
-6.36
S
Sage Group
1,005.500
8/12/24
1.03
1,044.000
1,184.500
-140.500
-11.86
-1.28
L
Schroders
337.200
8/12/24
-0.12
381.400
404.400
-23.000
-5.69
-5.28
Scottish Mortgage
824.600
8/12/24
-0.17
893.400
797.000
96.400
12.10
20.58
L
Segro
884.600
8/12/24
-0.96
905.600
864.800
40.800
4.72
13.15
S
Severn Trent
2,514.000
8/12/24
-0.63
2,406.000
2,543.000
-137.000
-5.39
-4.51
Shell
2,799.000
8/12/24
0.83
2,757.500
2,508.000
249.500
9.95
8.13
Smith and Nephew
1,156.000
8/12/24
-0.86
1,027.000
1,132.500
-105.500
-9.32
-2.59
L
Smiths Group
1,743.000
8/12/24
0.52
1,715.000
1,644.500
70.500
4.29
4.08
Smurfit Kappa
3,058.000
8/12/24
0.07
3,622.000
3,280.000
342.000
10.43
17.80
S
Spirax-Sarco
7,715.000
8/12/24
0.72
8,695.000
10,425.000
-1,730.000
-16.59
-10.29
L
SSE
1,878.000
8/12/24
0.86
1,789.500
1,598.000
191.500
11.98
5.56
L
St. James´s Place
691.000
8/12/24
-1.22
513.500
656.800
-143.300
-21.82
-20.78
Standard Chartered
722.000
8/12/24
0.92
753.200
599.600
153.600
25.62
10.80
L
Taylor Wimpey
158.000
8/12/24
0.54
149.600
146.150
3.450
2.36
18.95
L
Tesco
333.500
8/12/24
0.91
305.800
281.100
24.700
8.79
10.18
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,369.000
4,046.000
323.000
7.98
10.18
S
Unite
934.000
8/12/24
-1.11
910.000
1,003.000
-93.000
-9.27
-3.75
S
United Utilities
988.800
8/12/24
-0.12
1,010.500
1,041.500
-31.000
-2.98
-0.90
L
Vodafone
74.440
8/12/24
0.87
70.880
67.100
3.780
5.63
-1.00
Weir Group
1,904.000
8/12/24
0.79
2,092.000
1,860.000
232.000
12.47
11.85
S
Whitbread
2,814.000
8/12/24
-1.44
2,997.000
3,514.000
-517.000
-14.71
-10.41
instrument
freshest
⇓ Δday
6/10/24
⇓ Δwk
2/19/24
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
690.200
8/12/24
1.68
768.000
783.000
-15.000
-1.92
0.55
FTSE - 100 out of 100 instruments rated - 6/10/24 / 2/19/24 - 67 did rise, Market-Ratio(16) = 67.00 %
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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