Assessment - FTSE 100 Index - 3/25/24 - RS = 15
⇐
⇓ instrument
freshest
⇓ Δday
3/25/24
⇓ Δwk
12/11/23
prc diff
⇓ Δ15
∅-RS
L
FTSE
7,952.620
Thu
0.26
7,917.570
0.44
7,544.890
372.680
4.94
4.43
L
Rolls-Royce
426.700
Thu
1.11
421.100
1.33
296.900
124.200
41.83
105.17
L
CRH (L)
6,828.000
Thu
-0.35
6,868.000
-0.58
5,202.000
1,666.000
32.03
47.95
3i Group
2,809.000
Thu
0.25
2,791.000
0.64
2,357.000
434.000
18.41
36.67
L
Pershing Square
4,078.000
Thu
0.69
4,144.000
-1.59
3,260.000
884.000
27.12
34.19
L
InterContinental Hot
8,242.000
Thu
-0.79
8,178.000
0.78
6,912.000
1,266.000
18.32
33.75
L
Antofagasta
2,039.000
Thu
2.72
1,978.000
3.08
1,536.000
442.000
28.78
30.65
L
BAE Systems
1,349.500
Thu
-0.30
1,360.000
-0.77
1,042.500
317.500
30.46
30.42
Sage Group
1,265.500
Thu
0.16
1,268.500
-0.24
1,188.000
80.500
6.78
29.87
Melrose
673.000
Thu
0.36
667.600
0.81
568.400
99.200
17.45
29.86
L
ConvaTec
286.400
Thu
-0.97
287.200
-0.28
228.200
59.000
25.85
28.56
Next
9,232.000
Thu
0.48
9,210.000
0.24
8,142.000
1,068.000
13.12
26.52
L
Scottish Mortgage
894.000
Thu
1.09
875.800
2.08
747.000
128.800
17.24
25.44
L
RELX
3,424.000
Thu
-0.09
3,428.000
-0.12
3,117.000
311.000
9.98
21.79
L
Smurfit Kappa
3,620.000
Thu
-0.22
3,588.000
0.89
3,024.000
564.000
18.65
21.72
L
Beazley
665.500
Thu
-0.89
682.000
-2.42
538.000
144.000
26.77
21.10
L
Aviva
496.600
Thu
0.08
495.000
0.32
429.100
65.900
15.36
20.56
L
Barclays
183.200
Thu
0.93
181.480
0.95
142.500
38.980
27.35
20.50
L
Experian
3,454.000
Thu
-0.52
3,502.000
-1.37
3,121.000
381.000
12.21
20.35
Admiral Group
2,837.000
Thu
0.28
2,830.000
0.25
2,798.000
32.000
1.14
18.53
L
Flutter
15,790.000
Thu
0.73
17,285.000
-8.65
13,220.000
4,065.000
30.75
18.13
L
DS Smith
396.700
Thu
0.03
351.000
13.02
303.000
48.000
15.84
17.27
L
Intertek
4,985.000
Thu
0.32
4,917.000
1.38
4,046.000
871.000
21.53
17.26
L
M&G
220.500
Thu
-6.09
238.600
-7.59
215.600
23.000
10.67
17.06
DCC
5,760.000
Thu
-0.14
5,680.000
1.41
5,588.000
92.000
1.65
16.50
⇓ instrument
freshest
⇓ Δday
3/25/24
⇓ Δwk
12/11/23
prc diff
⇓ Δ15
∅-RS
L
Lloyds Bank
51.760
Thu
0.17
51.730
0.06
46.115
5.615
12.18
16.23
L
Pearson
1,042.000
Thu
0.68
1,034.500
0.72
964.000
70.500
7.31
16.14
Ass Brit Foods
2,498.000
Thu
-0.64
2,429.000
2.84
2,455.000
-26.000
-1.06
16.02
L
GSK
1,708.600
Thu
0.20
1,694.600
0.83
1,447.400
247.200
17.08
15.86
L
Hiscox
1,240.000
Thu
0.32
1,224.000
1.31
1,042.000
182.000
17.47
15.08
L
Segro
903.800
Thu
1.32
899.800
0.44
843.000
56.800
6.74
14.87
Taylor Wimpey
137.050
Thu
-2.28
139.400
-1.69
137.700
1.700
1.23
14.10
Auto Trader
700.200
Thu
0.03
742.200
-5.66
742.600
-0.400
-0.05
13.55
L
Informa
831.200
Thu
-0.74
836.200
-0.60
785.400
50.800
6.47
13.27
L
British Land
395.200
Thu
0.51
392.000
0.82
387.900
4.100
1.06
12.99
LSE Group
9,490.000
Thu
-1.06
9,578.000
-0.92
9,150.000
428.000
4.68
12.44
L
NatWest
265.500
Thu
1.03
260.000
2.12
218.900
41.100
18.78
12.00
L
Weir Group
2,022.000
Thu
0.05
2,012.000
0.50
1,912.000
100.000
5.23
10.38
L
F&C Investment Trust
996.000
Thu
0.61
993.000
0.30
914.000
79.000
8.64
10.03
Berkeley
4,758.000
Thu
-0.08
4,727.000
0.66
4,718.000
9.000
0.19
9.89
L
Legal & General
254.400
Thu
-0.43
254.300
0.04
240.300
14.000
5.83
9.47
L
Ashtead
5,640.000
Thu
1.37
5,566.000
1.33
5,092.000
474.000
9.31
9.37
Persimmon
1,316.000
Thu
0.96
1,302.000
1.08
1,311.500
-9.500
-0.72
8.51
L
Johnson Matthey
1,789.000
Thu
-0.28
1,826.000
-2.03
1,627.500
198.500
12.20
8.22
L
Coca-Cola HBC
2,503.000
Thu
-0.60
2,489.000
0.56
2,270.000
219.000
9.65
8.18
Tesco
296.600
Thu
-0.54
293.700
0.99
290.500
3.200
1.10
8.16
L
Compass Group
2,323.000
Thu
0.82
2,259.000
2.83
2,065.000
194.000
9.39
7.77
Shell
2,625.000
Thu
0.46
2,650.500
-0.96
2,516.500
134.000
5.32
7.47
L
Halma
2,368.000
Thu
1.37
2,327.000
1.76
2,212.000
115.000
5.20
7.42
Int Cons Airlines
176.750
Thu
3.06
162.500
8.77
156.000
6.500
4.17
6.01
⇓ instrument
freshest
⇓ Δday
3/25/24
⇓ Δwk
12/11/23
prc diff
⇓ Δ15
∅-RS
Land Securities
658.200
Thu
0.06
648.600
1.48
654.000
-5.400
-0.83
4.51
L
BP
495.700
Thu
0.59
505.900
-2.02
467.250
38.650
8.27
4.11
L
Kingfisher
249.400
Thu
1.38
239.600
4.09
232.100
7.500
3.23
3.78
L
National Grid
1,066.000
Thu
0.42
1,069.500
-0.33
1,063.500
6.000
0.56
3.38
HSBC
619.000
Thu
0.65
624.600
-0.90
616.400
8.200
1.33
2.80
United Utilities
1,029.000
Thu
-1.58
1,052.000
-2.19
1,107.500
-55.500
-5.01
2.78
Unite
978.000
Thu
1.35
968.000
1.03
995.000
-27.000
-2.71
2.77
Mondi
1,395.500
Thu
-0.21
1,370.000
1.86
1,474.500
-104.500
-7.09
2.59
L
Standard Chartered
671.400
Thu
-1.15
675.400
-0.59
647.000
28.400
4.39
2.19
L
Phoenix
552.600
Thu
1.92
527.400
4.78
496.700
30.700
6.18
1.91
Bunzl
3,048.000
Thu
-0.26
3,037.000
0.36
3,101.000
-64.000
-2.06
0.78
Barratt Developments
475.600
Thu
0.04
471.700
0.83
541.800
-70.100
-12.94
0.66
Rightmove
549.600
Thu
1.29
550.200
-0.11
581.600
-31.400
-5.40
0.49
Haleon
333.100
Thu
0.94
330.150
0.89
327.550
2.600
0.79
0.41
B&M
545.800
Thu
0.04
537.600
1.53
606.800
-69.200
-11.40
0.37
Smiths Group
1,641.500
Thu
-0.73
1,654.000
-0.76
1,695.000
-41.000
-2.42
0.37
L
Spirax-Sarco
10,050.000
Thu
-0.50
10,120.000
-0.69
9,606.000
514.000
5.35
0.31
S
Frasers
811.000
Thu
1.37
791.500
2.46
922.500
-131.000
-14.20
-0.17
L
Unilever Plc
3,975.500
Thu
0.34
3,957.500
0.45
3,779.500
178.000
4.71
-1.21
Severn Trent
2,470.000
Thu
-2.76
2,550.000
-3.14
2,711.000
-161.000
-5.94
-1.73
S
Whitbread
3,314.000
Thu
0.94
3,282.000
0.98
3,354.000
-72.000
-2.15
-2.14
S
Rio Tinto
5,017.000
Thu
0.78
5,013.000
0.08
5,484.000
-471.000
-8.59
-3.05
Glencore
435.300
Thu
1.53
423.600
2.76
439.300
-15.700
-3.57
-3.56
L
AstraZeneca
10,678.000
Thu
-0.60
10,394.000
2.73
10,096.000
298.000
2.95
-3.61
S
Imperial Brands
1,770.000
Thu
0.80
1,733.500
2.11
1,817.000
-83.500
-4.60
-3.88
⇓ instrument
freshest
⇓ Δday
3/25/24
⇓ Δwk
12/11/23
prc diff
⇓ Δ15
∅-RS
S
RS Group
726.800
Thu
-0.33
735.000
-1.12
808.600
-73.600
-9.10
-4.84
L
Croda
4,902.000
Thu
1.01
4,940.000
-0.77
4,763.000
177.000
3.72
-4.98
S
Centrica
127.650
Thu
-1.05
126.950
0.55
143.750
-16.800
-11.69
-5.05
S
J Sainsbury
270.400
Thu
-0.55
257.000
5.21
298.900
-41.900
-14.02
-5.18
S
SSE
1,650.000
Thu
-0.48
1,622.500
1.69
1,850.000
-227.500
-12.30
-5.78
L
WPP Group
753.600
Thu
1.87
739.000
1.98
734.400
4.600
0.63
-5.90
L
BAT
2,406.000
Thu
0.71
2,375.500
1.28
2,292.500
83.000
3.62
-6.33
Hargreaves Lansdown
736.000
Thu
-0.27
718.200
2.48
765.200
-47.000
-6.14
-6.69
Smith and Nephew
991.600
Thu
-4.97
1,018.500
-2.64
1,049.000
-30.500
-2.91
-7.54
L
Diageo
2,925.500
Thu
-0.43
2,887.500
1.32
2,809.500
78.000
2.78
-8.14
L
Vodafone
70.460
Thu
1.50
68.380
3.04
68.550
-0.170
-0.25
-8.50
L
Anglo American
1,951.800
Thu
1.51
1,931.200
1.07
1,789.000
142.200
7.95
-9.02
S
Schroders
376.600
Thu
1.10
376.700
-0.03
423.100
-46.400
-10.97
-10.60
S
Airtel Africa
105.800
Thu
0.95
101.200
4.55
115.800
-14.600
-12.61
-10.68
L
Rentokil Initial
471.700
Thu
-0.17
463.800
1.70
418.000
45.800
10.96
-10.78
S
BT Group
109.650
Thu
0.37
107.950
1.57
131.350
-23.400
-17.81
-12.57
Endeavour Mining
1,609.000
Thu
1.77
1,466.000
9.75
1,700.000
-234.000
-13.76
-13.44
S
Prudential
743.000
Thu
-1.69
774.400
-4.05
896.600
-122.200
-13.63
-18.13
S
Ocado
455.100
Thu
-2.44
452.600
0.55
632.400
-179.800
-28.43
-18.38
S
Abrdn
141.100
Thu
-1.16
144.550
-2.39
181.000
-36.450
-20.14
-19.47
S
Fresnillo
469.900
Thu
2.82
452.000
3.96
576.000
-124.000
-21.53
-21.67
S
JD Sports Fashion
134.500
Thu
15.65
110.100
22.16
172.600
-62.500
-36.21
-21.84
S
Reckitt Benckiser
4,512.000
Thu
1.67
4,296.000
5.03
5,382.000
-1,086.000
-20.18
-25.57
Entain
797.400
Thu
1.58
787.400
1.27
813.000
-25.600
-3.15
-25.65
Burberry Group
1,213.000
Thu
-1.50
1,199.500
1.13
1,497.500
-298.000
-19.90
-32.58
⇓ instrument
freshest
⇓ Δday
3/25/24
⇓ Δwk
12/11/23
prc diff
⇓ Δ15
∅-RS
S
St. James´s Place
464.500
Thu
2.70
470.000
-1.17
692.600
-222.600
-32.14
-40.62
FTSE - 100 out of 100 instruments rated - 3/25/24 / 12/11/23 - 62 did rise, Market-Ratio(15) = 62.00 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index * S15 - 16/45 (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
1/21/08
749
- cash -
short
1/21/08
5/05/08
105
Barratt Developments
100
3,812
2.623
1.754
3.922
1.299
50
14,953
305
5/05/08
7/21/08
77
- cash -
7/21/08
1/26/09
189
Taylor Wimpey
100
40,616
0.368
0.104
1.299
0.930
253
52,740
1,041
1/26/09
8/08/11
924
- cash -
8/08/11
11/21/11
105
Lloyds Bank
100
160,744
0.328
0.234
0.460
0.132
40
73,878
223
11/21/11
8/24/15
1372
- cash -
8/24/15
10/19/15
56
Glencore
100
53,573
1.379
1.100
1.729
0.350
25
92,618
336
10/19/15
2/08/16
112
- cash -
2/08/16
2/29/16
21
Standard Chartered
100
21,690
4.270
4.305
4.236
-0.035
-1
91,870
-13
2/29/16
10/15/18
959
- cash -
10/15/18
1/28/19
105
Royal Mail
100
26,925
3.412
3.007
3.872
0.460
13
104,242
55
1/28/19
3/09/20
406
- cash -
3/09/20
6/22/20
105
Micro Focus
100
17,596
5.924
4.785
7.334
1.410
24
129,054
110
6/22/20
3/29/24
1376
- cash -
accum 1/21/08
6/22/20 686
days out of 6661 invested (10%)
1,191
129,054
290
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Taylor Wimpey short 7/21/08 1/26/09 189 0.37 0.10 1.30 0.93 252.72 252.72
Barratt Developments 1/21/08 5/05/08 105 2.62 1.75 3.92 1.30 49.53 49.53
Lloyds Bank 8/08/11 11/21/11 105 0.33 0.23 0.46 0.13 40.08 40.08
Glencore 8/24/15 10/19/15 56 1.38 1.10 1.73 0.35 25.37 25.37
Micro Focus 3/09/20 6/22/20 105 5.92 4.79 7.33 1.41 23.80 23.80
Royal Mail 10/15/18 1/28/19 105 3.41 3.01 3.87 0.46 13.47 13.47
Standard Chartered 2/08/16 2/29/16 21 4.27 4.30 4.24 -0.03 -0.81 -0.81
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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