Assessment - FTSE 100 Index - 4/22/24 - RS = 26
⇐
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
10/23/23
prc diff
⇓ Δ26
∅-RS
L
FTSE
8,044.810
Tue
0.26
8,023.870
0.26
7,374.830
649.040
8.80
5.57
Rolls-Royce
417.200
Tue
2.68
406.300
2.68
203.500
202.800
99.66
84.29
L
Antofagasta
2,155.000
Tue
-2.09
2,201.000
-2.09
1,297.000
904.000
69.70
42.37
L
3i Group
2,859.000
Tue
0.53
2,844.000
0.53
2,029.000
815.000
40.17
33.85
CRH (L)
6,294.000
Tue
1.39
6,208.000
1.39
4,483.000
1,725.000
38.48
28.68
Pershing Square
4,008.000
Tue
0.96
3,970.000
0.96
2,908.000
1,062.000
36.52
25.10
InterContinental Hot
7,998.000
Tue
1.52
7,878.000
1.52
5,762.000
2,116.000
36.72
25.01
L
ConvaTec
286.600
Tue
1.49
282.400
1.49
202.200
80.200
39.66
24.26
BAE Systems
1,340.000
Tue
1.82
1,316.000
1.82
1,068.000
248.000
23.22
23.63
L
Barclays
192.240
Tue
1.62
189.180
1.62
144.040
45.140
31.34
23.61
L
Next
9,190.000
Tue
1.48
9,056.000
1.48
6,958.000
2,098.000
30.15
21.39
L
NatWest
285.800
Tue
2.18
279.700
2.18
215.300
64.400
29.91
20.35
Melrose
635.800
Tue
1.37
627.200
1.37
458.600
168.600
36.76
19.39
L
Smurfit Kappa
3,466.000
Tue
-2.37
3,550.000
-2.37
2,554.000
996.000
39.00
18.74
Ass Brit Foods
2,731.000
Tue
8.98
2,506.000
8.98
1,949.000
557.000
28.58
17.83
L
Beazley
668.000
Tue
-0.22
669.500
-0.22
518.500
151.000
29.12
17.68
L
Intertek
4,990.000
Tue
0.12
4,984.000
0.12
4,039.000
945.000
23.40
17.15
L
DS Smith
349.800
Tue
-1.41
354.800
-1.41
265.500
89.300
33.63
16.89
RELX
3,364.000
Tue
0.48
3,348.000
0.48
2,853.000
495.000
17.35
16.72
L
Shell
2,895.000
Tue
-0.41
2,907.000
-0.41
2,730.500
176.500
6.46
16.62
L
Lloyds Bank
51.340
Tue
0.39
51.140
0.39
41.415
9.725
23.48
14.26
Admiral Group
2,799.000
Tue
0.72
2,779.000
0.72
2,435.000
344.000
14.13
14.07
Scottish Mortgage
827.200
Tue
1.87
812.000
1.87
649.600
162.400
25.00
13.90
Mondi
1,500.000
Tue
-1.74
1,526.500
-1.74
1,248.000
278.500
22.32
13.65
L
Int Cons Airlines
175.950
Tue
0.43
175.200
0.43
141.900
33.300
23.47
13.05
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
10/23/23
prc diff
⇓ Δ26
∅-RS
L
Aviva
470.700
Tue
0.34
469.100
0.34
396.700
72.400
18.25
12.93
Sage Group
1,165.500
Tue
1.83
1,144.500
1.83
952.400
192.100
20.17
12.93
Pearson
1,014.500
Tue
0.50
1,009.500
0.50
902.000
107.500
11.92
11.66
DCC
5,525.000
Tue
0.18
5,515.000
0.18
4,446.000
1,069.000
24.04
11.53
L
British Land
393.000
Tue
1.60
386.800
1.60
298.200
88.600
29.71
11.42
GSK
1,651.000
Tue
0.70
1,639.500
0.70
1,462.400
177.100
12.11
11.10
L
Hiscox
1,215.000
Tue
2.45
1,186.000
2.45
960.500
225.500
23.48
10.75
Persimmon
1,334.500
Tue
1.29
1,317.500
1.29
972.600
344.900
35.46
9.45
Experian
3,273.000
Tue
0.99
3,241.000
0.99
2,687.000
554.000
20.62
9.33
L
Coca-Cola HBC
2,536.000
Tue
0.71
2,518.000
0.71
2,124.000
394.000
18.55
8.82
L
Weir Group
2,012.000
Tue
0.85
1,995.000
0.85
1,738.500
256.500
14.75
8.63
L
HSBC
667.700
Tue
0.18
666.500
0.18
612.500
54.000
8.82
8.61
Segro
869.000
Tue
1.26
858.200
1.26
694.000
164.200
23.66
8.34
L
Glencore
468.500
Tue
-1.35
474.900
-1.35
428.750
46.150
10.76
8.31
F&C Investment Trust
988.000
Tue
0.71
981.000
0.71
848.000
133.000
15.68
7.91
L
Kingfisher
249.300
Tue
0.44
248.200
0.44
204.000
44.200
21.67
7.81
L
Ashtead
5,724.000
Tue
2.91
5,562.000
2.91
4,707.000
855.000
18.16
7.80
L
BP
523.100
Tue
0.11
522.500
0.11
532.200
-9.700
-1.82
7.77
L
Legal & General
253.100
Tue
1.08
250.400
1.08
208.200
42.200
20.27
7.37
Taylor Wimpey
133.850
Tue
1.25
132.200
1.25
104.550
27.650
26.45
7.09
Berkeley
4,682.000
Tue
1.25
4,624.000
1.25
3,987.000
637.000
15.98
6.61
Informa
806.000
Tue
1.13
797.000
1.13
701.600
95.400
13.60
6.43
Tesco
293.000
Tue
0.65
291.100
0.65
272.000
19.100
7.02
6.38
L
Johnson Matthey
1,785.000
Tue
0.39
1,778.000
0.39
1,463.000
315.000
21.53
6.00
L
Compass Group
2,230.000
Tue
-0.04
2,231.000
-0.04
2,052.000
179.000
8.72
5.67
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
10/23/23
prc diff
⇓ Δ26
∅-RS
LSE Group
8,998.000
Tue
-1.12
9,100.000
-1.12
8,184.000
916.000
11.19
5.37
L
AstraZeneca
11,268.000
Tue
0.16
11,250.000
0.16
10,100.000
1,150.000
11.39
4.92
L
Fresnillo
578.500
Tue
-1.45
587.000
-1.45
525.800
61.200
11.64
4.58
Rio Tinto
5,317.000
Tue
-1.28
5,386.000
-1.28
4,890.500
495.500
10.13
4.49
L
Anglo American
2,111.000
Tue
-2.27
2,160.000
-2.27
2,031.500
128.500
6.33
3.57
L
Endeavour Mining
1,680.000
Tue
-2.33
1,720.000
-2.33
1,718.000
2.000
0.12
3.22
Land Securities
648.500
Tue
1.25
640.500
1.25
570.600
69.900
12.25
2.93
Auto Trader
695.000
Tue
2.24
679.800
2.24
604.400
75.400
12.48
2.81
United Utilities
1,042.500
Tue
-0.38
1,046.500
-0.38
1,012.000
34.500
3.41
2.50
L
WPP Group
796.600
Tue
0.94
789.200
0.94
696.200
93.000
13.36
2.18
Imperial Brands
1,805.500
Tue
-0.74
1,819.000
-0.74
1,716.000
103.000
6.00
1.54
National Grid
1,059.500
Tue
1.29
1,046.000
1.29
957.200
88.800
9.28
1.49
Halma
2,236.000
Tue
1.41
2,205.000
1.41
1,845.000
360.000
19.51
1.43
Bunzl
3,054.000
Tue
0.13
3,050.000
0.13
2,914.000
136.000
4.67
1.39
L
Standard Chartered
680.600
Tue
1.37
671.400
1.37
717.400
-46.000
-6.41
0.85
Haleon
332.800
Tue
0.57
330.900
0.57
336.050
-5.150
-1.53
0.83
Frasers
803.500
Tue
0.69
798.000
0.69
797.000
1.000
0.13
0.37
Flutter
15,095.000
Tue
2.44
14,735.000
2.44
12,955.000
1,780.000
13.74
0.10
J Sainsbury
269.000
Tue
269.000
255.100
13.900
5.45
-0.47
S
M&G
201.500
Tue
-0.89
203.300
-0.89
195.100
8.200
4.20
-1.28
S
Unite
932.500
Tue
0.21
930.500
0.21
869.000
61.500
7.08
-1.36
Smiths Group
1,635.000
Tue
1.62
1,609.000
1.62
1,549.500
59.500
3.84
-2.16
L
Croda
4,888.000
Tue
-1.71
4,973.000
-1.71
4,126.000
847.000
20.53
-2.19
L
Unilever Plc
3,861.000
Tue
-0.62
3,885.000
-0.62
3,988.000
-103.000
-2.58
-2.30
SSE
1,667.000
Tue
0.12
1,665.000
0.12
1,566.500
98.500
6.29
-2.60
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
10/23/23
prc diff
⇓ Δ26
∅-RS
S
Centrica
133.300
Tue
1.18
131.750
1.18
154.750
-23.000
-14.86
-2.81
B&M
524.200
Tue
-0.11
524.800
-0.11
545.000
-20.200
-3.71
-2.82
Severn Trent
2,475.000
Tue
-0.44
2,486.000
-0.44
2,513.000
-27.000
-1.07
-3.03
Hargreaves Lansdown
749.800
Tue
1.08
741.800
1.08
695.200
46.600
6.70
-3.06
Airtel Africa
109.800
Tue
0.73
109.000
0.73
112.000
-3.000
-2.68
-3.58
S
Barratt Developments
457.100
Tue
1.17
451.800
1.17
398.100
53.700
13.49
-3.68
L
Vodafone
69.620
Tue
69.620
74.820
-5.200
-6.95
-4.94
L
BAT
2,360.000
Tue
2,360.000
2,449.000
-89.000
-3.63
-5.56
S
Rightmove
522.200
Tue
1.28
515.600
1.28
488.800
26.800
5.48
-5.56
Phoenix
492.000
Tue
0.94
487.400
0.94
445.600
41.800
9.38
-5.60
S
RS Group
714.000
Tue
1.13
706.000
1.13
664.600
41.400
6.23
-7.24
L
Diageo
2,819.000
Tue
-1.33
2,857.000
-1.33
3,085.000
-228.000
-7.39
-7.44
S
Spirax-Sarco
9,345.000
Tue
1.41
9,215.000
1.41
8,262.000
953.000
11.53
-7.59
S
Whitbread
3,128.000
Tue
0.84
3,102.000
0.84
3,292.000
-190.000
-5.77
-8.20
BT Group
107.000
Tue
-1.06
108.150
-1.06
110.700
-2.550
-2.30
-10.25
S
Schroders
373.600
Tue
0.32
372.400
0.32
371.000
1.400
0.38
-10.27
S
Smith and Nephew
984.800
Tue
1.03
974.800
1.03
923.800
51.000
5.52
-10.40
JD Sports Fashion
122.900
Tue
3.76
118.450
3.76
128.350
-9.900
-7.71
-13.83
Rentokil Initial
425.000
Tue
-0.35
426.500
-0.35
461.700
-35.200
-7.62
-16.41
Entain
846.800
Tue
-0.82
853.800
-0.82
935.000
-81.200
-8.68
-16.47
S
Prudential
742.600
Tue
0.98
735.400
0.98
830.600
-95.200
-11.46
-19.70
S
Abrdn
138.850
Tue
1.57
136.700
1.57
154.500
-17.800
-11.52
-21.61
S
Reckitt Benckiser
4,250.000
Tue
-0.38
4,266.000
-0.38
5,854.000
-1,588.000
-27.13
-23.74
L
Burberry Group
1,164.500
Tue
0.60
1,157.500
0.60
1,729.500
-572.000
-33.07
-31.04
S
Ocado
377.800
Tue
5.41
358.400
5.41
505.400
-147.000
-29.09
-34.10
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
10/23/23
prc diff
⇓ Δ26
∅-RS
S
St. James´s Place
444.200
Tue
2.97
431.400
2.97
636.800
-205.400
-32.26
-40.79
FTSE - 100 out of 100 instruments rated - 4/22/24 / 10/23/23 - 78 did rise, Market-Ratio(26) = 78.00 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index * 26 - 60/40 (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
8/06/07
581
- cash -
short
8/06/07
4/27/09
630
Hammerson
100
851
11.740
3.058
45.079
33.339
284
38,371
118
long
4/27/09
7/06/09
70
Taylor Wimpey
100
116,881
0.328
0.335
0.007
2
39,155
11
short
7/06/09
7/27/09
21
Land Securities
100
8,909
4.395
4.890
3.900
-0.495
-11
34,745
-87
long
7/27/09
7/05/10
343
Taylor Wimpey
100
93,906
0.370
0.251
-0.119
-32
23,533
-34
short
7/05/10
7/26/10
21
BP
100
7,060
3.333
4.170
2.497
-0.837
-25
17,627
-99
long
7/26/10
8/08/11
378
Croda
100
1,365
12.910
17.700
4.790
37
24,166
36
short
8/08/11
2/06/12
182
Lloyds Bank
100
73,653
0.328
0.353
0.303
-0.025
-8
22,332
-15
long
2/06/12
10/20/14
987
Ashtead
100
9,011
2.478
9.365
6.887
278
84,390
64
short
10/20/14
11/17/14
28
Tesco
100
37,158
2.271
2.441
2.101
-0.170
-7
78,081
-64
long
11/17/14
8/24/15
280
Hikma
100
4,070
19.180
22.440
3.260
17
91,349
23
short
8/24/15
7/11/16
322
Glencore
100
66,243
1.379
1.778
0.980
-0.399
-29
64,918
-32
long
7/11/16
3/26/18
623
Fresnillo
100
3,272
19.840
12.630
-7.210
-36
41,327
-23
short
3/26/18
5/14/18
49
Micro Focus
100
4,467
9.250
12.780
5.720
-3.530
-38
25,559
-97
long
5/14/18
10/15/18
154
Evraz
100
5,089
5.022
5.368
0.346
7
27,319
17
short
10/15/18
4/15/19
182
Royal Mail
100
8,006
3.412
2.643
4.405
0.993
29
35,267
67
long
4/15/19
10/14/19
182
Ocado
100
2,506
14.070
13.025
-1.045
-7
32,648
-14
short
10/14/19
11/25/19
42
Centrica
100
48,353
0.675
0.831
0.520
-0.155
-23
25,134
-90
long
11/25/19
3/02/20
98
Flutter
100
285
88.060
85.020
-3.040
-3
24,268
-12
short
3/02/20
6/29/20
119
NMC Health
100
2,586
9.384
9.384
9.384
0.000
0
24,268
0
6/29/20
9/14/20
77
- cash -
long
9/14/20
2/14/22
518
Fresnillo
100
1,861
13.035
6.658
-6.377
-49
12,400
-38
short
2/14/22
3/28/22
42
Evraz
100
3,930
3.155
0.810
12.289
9.134
290
48,296
> 999,999
3/28/22
12/12/22
259
- cash -
long
12/12/22
7/10/23
210
Flutter
100
402
119.850
151.550
31.700
26
61,040
50
short
7/10/23
12/25/23
168
Persimmon
100
6,145
9.932
13.885
5.979
-3.953
-40
36,749
-67
long
12/25/23
4/23/24
120
Rolls-Royce
100
12,152
3.024
4.172
1.148
38
50,699
166
accum 8/06/07
4/23/24 5770
days out of 6687 invested (86%)
407
50,699
11
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Evraz long 5/14/18 10/15/18 154 5.02 5.37 0.35 6.89
short 2/14/22 3/28/22 42 3.16 0.81 12.29 9.13 289.51 316.34
Hammerson short 8/06/07 4/27/09 630 11.74 3.06 45.08 33.34 283.97 283.97
Ashtead long 2/06/12 10/20/14 987 2.48 9.37 6.89 277.93 277.93
Rolls-Royce long 12/25/23 4/23/24 120 3.02 4.17 1.15 37.96 37.96
Croda long 7/26/10 8/08/11 378 12.91 17.70 4.79 37.10 37.10
Royal Mail short 10/15/18 4/15/19 182 3.41 2.64 4.40 0.99 29.09 29.09
Flutter long 11/25/19 3/02/20 98 88.06 85.02 -3.04 -3.45
long 12/12/22 7/10/23 210 119.85 151.55 31.70 26.45 22.08
Hikma long 11/17/14 8/24/15 280 19.18 22.44 3.26 17.00 17.00
NMC Health short 3/02/20 6/29/20 119 9.38 9.38 9.38 0.00 0.00 0.00
Ocado long 4/15/19 10/14/19 182 14.07 13.03 -1.05 -7.43 -7.43
Tesco short 10/20/14 11/17/14 28 2.27 2.44 2.10 -0.17 -7.48 -7.48
Lloyds Bank short 8/08/11 2/06/12 182 0.33 0.35 0.30 -0.02 -7.59 -7.59
Land Securities short 7/06/09 7/27/09 21 4.40 4.89 3.90 -0.50 -11.26 -11.26
Centrica short 10/14/19 11/25/19 42 0.68 0.83 0.52 -0.16 -23.02 -23.02
BP short 7/05/10 7/26/10 21 3.33 4.17 2.50 -0.84 -25.10 -25.10
Glencore short 8/24/15 7/11/16 322 1.38 1.78 0.98 -0.40 -28.93 -28.93
Taylor Wimpey long 4/27/09 7/06/09 70 0.33 0.34 0.01 2.04
long 7/27/09 7/05/10 343 0.37 0.25 -0.12 -32.27 -30.89
Micro Focus short 3/26/18 5/14/18 49 9.25 12.78 5.72 -3.53 -38.16 -38.16
Persimmon short 7/10/23 12/25/23 168 9.93 13.89 5.98 -3.95 -39.80 -39.80
Fresnillo long 7/11/16 3/26/18 623 19.84 12.63 -7.21 -36.34
long 9/14/20 2/14/22 518 13.04 6.66 -6.38 -48.92 -67.48
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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