Assessment - FTSE 100 Index in Renminbi yuán - 2/22/21 - RS = 16
⇐
instrument
freshest
⇓ Δday
2/22/21
⇓ Δwk
11/02/20
prc diff
⇓ Δ16
⇓ ∅-RS
L
FTSE
59,690.933
13:55
1.17
60,170.771
-0.80
48,816.553
11,354.219
23.26
11.72
3i Group
10,378.444
09:23
3.03
10,328.395
0.48
8,287.204
2,041.191
24.63
26.58
Admiral Group
28,555.509
09:18
1.62
28,036.815
1.85
24,041.524
3,995.290
16.62
26.20
L
Anglo American
25,980.235
09:23
2.98
25,543.440
1.71
15,711.158
9,832.282
62.58
56.87
L
Antofagasta
16,470.832
09:24
1.54
17,012.277
-3.18
8,744.727
8,267.550
94.54
93.54
L
Ashtead
35,653.437
09:23
0.98
35,953.734
-0.84
24,939.305
11,014.429
44.16
56.89
L
Ass Brit Foods
22,021.776
09:23
2.20
21,903.477
0.54
14,865.172
7,038.305
47.35
26.27
AstraZeneca
64,090.647
09:24
1.41
65,482.933
-2.13
67,109.088
-1,626.155
-2.42
-6.83
L
Auto Trader
5,139.682
09:23
2.65
5,399.885
-4.82
4,851.467
548.418
11.30
15.98
Avast
4,309.716
09:23
2.51
4,318.816
-0.21
3,915.704
403.112
10.29
1.65
Aveva
31,330.981
09:23
1.41
32,923.465
-4.84
36,092.500
-3,169.036
-8.78
-4.20
L
Aviva
3,363.189
09:24
2.12
3,410.645
-1.39
2,264.306
1,146.339
50.63
34.84
L
B&M
4,983.109
09:22
0.22
5,110.508
-2.49
4,352.509
757.999
17.42
38.95
BAE Systems
4,426.195
09:24
0.52
4,293.336
3.09
3,564.361
728.975
20.45
-2.60
L
Barclays
1,479.645
09:24
1.88
1,403.752
5.41
924.023
479.728
51.92
38.90
L
Barratt Developments
6,328.076
09:23
4.67
6,218.877
1.76
4,272.226
1,946.650
45.57
28.54
S
Berkeley
38,510.808
09:24
4.42
38,856.604
-0.89
35,281.045
3,575.559
10.13
2.53
L
BHP
21,020.786
09:24
1.78
20,797.838
1.07
13,012.637
7,785.201
59.83
46.39
L
BP
2,712.682
09:24
2.18
2,547.519
6.48
1,771.390
776.129
43.81
4.10
BAT
23,063.715
09:24
1.97
23,436.811
-1.59
21,261.858
2,174.953
10.23
-4.62
L
British Land
4,557.234
09:24
2.29
4,326.096
5.34
3,031.735
1,294.360
42.69
22.86
L
BT Group
1,143.221
09:24
1.68
1,198.913
-4.65
877.926
320.987
36.56
16.70
Bunzl
20,056.196
09:24
-1.48
20,474.792
-2.04
21,020.148
-545.356
-2.59
9.35
L
Burberry Group
16,798.429
09:24
1.68
16,821.179
-0.14
11,917.172
4,904.007
41.15
25.58
L
Coca-Cola HBC
20,820.588
09:24
2.23
20,947.987
-0.61
15,214.789
5,733.198
37.68
15.33
instrument
freshest
⇓ Δday
2/22/21
⇓ Δwk
11/02/20
prc diff
⇓ Δ16
⇓ ∅-RS
L
Compass Group
13,558.862
09:24
2.41
13,522.462
0.27
9,184.985
4,337.478
47.22
21.99
CRH (L)
28,619.209
09:23
1.62
28,555.509
0.22
24,343.662
4,211.847
17.30
18.28
Croda
57,020.019
09:24
1.59
58,002.809
-1.69
52,623.746
5,379.063
10.22
18.97
L
DCC
53,543.855
09:24
1.98
54,890.641
-2.45
43,870.387
11,020.254
25.12
7.34
L
Diageo
26,184.983
09:24
2.31
26,803.777
-2.31
21,641.688
5,162.089
23.85
10.79
L
DS Smith
3,688.192
09:24
1.99
3,422.475
7.76
2,518.965
903.510
35.87
24.67
L
Entain
13,153.916
09:22
2.30
12,739.870
3.25
8,054.126
4,685.744
58.18
75.38
L
Evraz
5,347.106
09:24
2.91
5,159.647
3.63
3,107.702
2,051.946
66.03
79.66
S
Experian
21,102.685
09:24
2.02
22,012.676
-4.13
24,671.697
-2,659.021
-10.78
-6.77
Ferguson
77,968.006
09:24
1.61
78,823.397
-1.09
67,765.158
11,058.239
16.32
29.21
Flutter
127,262.204
09:24
1.19
128,581.691
-1.03
113,344.781
15,236.910
13.44
32.77
Fresnillo
8,333.240
09:24
0.63
9,007.088
-7.48
10,441.014
-1,433.926
-13.73
8.95
S
GlaxoSmithKline
11,028.542
09:24
1.78
10,969.028
0.54
11,436.342
-467.313
-4.09
-16.48
L
Glencore
2,704.756
09:24
2.25
2,771.377
-2.40
1,353.922
1,417.455
104.69
78.87
Halma
21,048.086
09:24
2.03
22,003.576
-4.34
20,545.360
1,458.216
7.10
11.16
L
Hargreaves Lansdown
14,036.607
09:24
2.12
13,900.108
0.98
11,671.146
2,228.963
19.10
1.70
Hikma
20,656.790
09:23
1.52
21,175.484
-2.45
21,900.663
-725.179
-3.31
2.30
HomeServe
9,600.402
09:23
1.34
9,263.706
3.63
9,599.345
-335.639
-3.50
-9.92
L
HSBC
3,892.940
09:24
0.38
3,927.975
-0.89
2,871.603
1,056.372
36.79
17.50
Imperial Brands
12,398.624
09:24
2.21
12,639.771
-1.91
10,617.980
2,021.791
19.04
-0.77
L
Informa
4,972.189
09:24
-0.80
4,883.010
1.83
3,617.883
1,265.128
34.97
19.98
L
InterContinental Hot
46,445.927
09:24
2.04
48,338.708
-3.92
33,943.007
14,395.701
42.41
36.26
L
Intermediate Capital
16,043.137
09:22
1.85
17,362.623
-7.60
10,125.927
7,236.696
71.47
51.32
L
Int Cons Airlines
1,838.181
09:25
5.24
1,620.693
13.42
832.346
788.347
94.71
8.13
Intertek
50,031.291
09:24
2.65
50,486.286
-0.90
48,549.204
1,937.082
3.99
4.55
instrument
freshest
⇓ Δday
2/22/21
⇓ Δwk
11/02/20
prc diff
⇓ Δ16
⇓ ∅-RS
J Sainsbury
2,062.039
09:55
0.18
2,064.769
-0.13
1,788.655
276.114
15.44
15.18
L
JD Sports Fashion
7,716.721
09:55
2.12
7,640.282
1.00
5,965.060
1,675.222
28.08
30.68
L
Johnson Matthey
28,200.613
09:55
1.44
28,792.107
-2.05
18,715.269
10,076.838
53.84
43.25
S
Just Eat Takeaway
64,336.345
09:55
2.26
65,209.936
-1.34
75,638.002
-10,428.066
-13.79
-7.66
Kingfisher
2,455.155
09:53
1.66
2,448.785
0.26
2,560.401
-111.616
-4.36
25.31
Land Securities
6,241.626
09:56
3.14
5,711.102
9.29
4,391.355
1,319.747
30.05
6.58
L
Legal & General
2,427.855
09:55
2.89
2,417.845
0.41
1,584.065
833.781
52.64
26.07
L
Lloyds Bank
359.128
09:55
1.19
349.618
2.72
240.243
109.376
45.53
24.91
LSE Group
78,441.201
Fri
-0.58
78,441.201
70,786.535
7,654.666
10.81
8.01
L
M&G
1,731.257
09:55
3.45
1,722.612
0.50
1,249.987
472.626
37.81
21.89
Melrose
1,551.534
09:55
2.77
1,541.979
0.62
1,072.589
469.391
43.76
41.75
L
Mondi
16,139.778
09:55
2.85
16,220.585
-0.50
12,840.850
3,379.735
26.32
20.05
Morrisons
1,561.389
09:56
0.43
1,561.999
-0.04
1,410.983
151.016
10.70
-2.08
National Grid
7,441.904
09:55
1.41
7,520.163
-1.04
7,978.160
-457.997
-5.74
-5.30
L
NatWest
1,684.848
09:55
0.52
1,662.553
1.34
1,036.332
626.221
60.43
49.44
L
Next
70,360.484
09:55
2.28
69,614.291
1.07
49,585.104
20,029.187
40.39
40.98
Ocado
20,147.195
09:54
0.64
21,848.878
-7.79
21,227.328
621.550
2.93
25.51
L
Pearson
6,926.849
09:54
1.36
6,713.912
3.17
4,435.381
2,278.531
51.37
35.86
Pennon Group
8,319.135
09:56
4.60
7,896.900
5.35
8,645.453
-748.553
-8.66
-13.68
L
Persimmon
25,070.245
09:56
6.37
25,188.544
-0.47
20,096.470
5,092.074
25.34
17.60
L
Phoenix
6,521.276
09:55
0.93
6,460.934
0.93
5,844.205
616.729
10.55
10.98
Polymetal
13,181.216
09:56
1.90
14,027.507
-6.03
14,584.616
-557.109
-3.82
-1.64
L
Prudential
13,112.966
09:55
2.31
12,981.018
1.02
8,268.213
4,712.805
57.00
27.35
S
Reckitt Benckiser
54,945.240
09:56
0.63
53,270.858
3.14
59,581.544
-6,310.687
-10.59
-11.01
RELX
15,615.441
09:55
1.39
15,824.739
-1.32
13,540.083
2,284.656
16.87
1.01
instrument
freshest
⇓ Δday
2/22/21
⇓ Δwk
11/02/20
prc diff
⇓ Δ16
⇓ ∅-RS
S
Rentokil Initial
4,318.816
09:56
1.69
4,404.355
-1.94
4,556.236
-151.881
-3.33
0.22
Rightmove
5,383.505
09:55
4.71
5,643.763
-4.61
5,258.922
384.841
7.32
9.88
L
Rio Tinto
57,127.398
09:56
1.47
57,511.414
-0.67
38,220.413
19,291.002
50.47
44.06
L
Rolls-Royce
996.194
09:55
1.65
959.585
3.82
660.905
298.681
45.19
-38.97
L
Royal Dutch Shell A
13,351.384
09:55
1.55
13,016.507
2.57
8,756.812
4,259.695
48.64
18.59
L
Royal Dutch Shell B
12,834.964
09:56
1.65
12,501.453
2.67
8,394.247
4,107.206
48.93
18.10
RSA Insurance
6,151.537
09:55
0.09
6,146.077
0.09
3,690.396
2,455.682
66.54
48.32
Sage Group
5,176.027
09:55
1.83
5,287.046
-2.10
5,397.042
-109.995
-2.04
-7.53
L
Schroders
32,222.772
09:54
1.08
32,313.771
-0.28
22,755.281
9,558.490
42.01
26.42
Scottish Mortgage
10,801.863
09:56
4.58
11,529.583
-6.31
8,667.034
2,862.548
33.03
54.76
L
Segro
8,422.874
09:56
1.74
8,674.032
-2.90
7,826.228
847.803
10.83
10.63
Severn Trent
20,274.594
09:55
1.74
20,010.696
1.32
20,951.088
-940.392
-4.49
-5.35
Smith and Nephew
12,812.670
09:55
1.62
12,876.369
-0.49
11,537.342
1,339.027
11.61
-4.92
Smiths Group
13,668.061
09:56
2.60
13,454.213
1.59
11,472.598
1,981.615
17.27
12.12
Smurfit Kappa
31,594.878
09:54
2.24
31,867.875
-0.86
26,087.428
5,780.448
22.16
29.34
Spirax-Sarco
99,143.490
09:56
1.73
99,689.485
-0.55
97,719.948
1,969.537
2.02
11.23
SSE
12,325.824
09:56
2.27
12,598.822
-2.17
10,851.058
1,747.764
16.11
7.66
L
St. James´s Place
10,783.026
09:55
0.93
11,088.237
-2.75
7,644.946
3,443.291
45.04
31.68
L
Standard Chartered
4,366.136
09:56
3.83
4,555.414
-4.16
3,099.069
1,456.345
46.99
21.54
L
Standard Life Aberdn
2,885.581
09:55
2.03
2,968.390
-2.79
1,942.313
1,026.076
52.83
34.70
L
Taylor Wimpey
1,518.775
09:56
5.90
1,478.280
2.74
937.490
540.790
57.68
21.20
Tesco
2,058.263
09:56
0.62
2,030.189
1.38
2,300.649
-270.459
-11.76
-19.56
S
Unilever Plc
34,434.049
09:56
1.37
34,843.545
-1.18
38,664.987
-3,821.441
-9.88
-9.65
United Utilities
7,976.979
09:55
2.03
8,128.037
-1.86
7,341.082
786.956
10.72
2.76
L
Vodafone
1,129.480
09:56
1.72
1,186.810
-4.83
915.045
271.764
29.70
12.63
instrument
freshest
⇓ Δday
2/22/21
⇓ Δwk
11/02/20
prc diff
⇓ Δ16
⇓ ∅-RS
L
Whitbread
31,549.379
09:56
2.12
32,159.073
-1.90
18,542.619
13,616.453
73.43
37.89
FTSE - 100 out of 100 instruments rated - 2/22/21 / 11/02/20 - 81 did rise, Market-Ratio(16) in CNY = 81.00 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index in Renminbi yuán * 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
30
324.828
345.496
304.161
-20.668
-6
9,380
-27
long
9/04/06
7/30/07
329
LSE Group
100
55
167.502
188.013
20.511
12
10,508
14
short
7/30/07
2/16/09
567
Taylor Wimpey
100
301
34.842
1.303
931.669
896.827
2,574
280,453
729
long
2/16/09
7/05/10
504
Randgold Res
100
878
319.107
631.011
311.904
98
554,305
64
short
7/05/10
9/06/10
63
BP
100
16,142
34.337
42.728
25.946
-8.391
-24
418,857
-80
long
9/06/10
8/08/11
336
Croda
100
2,800
149.575
186.996
37.421
25
523,637
27
short
8/08/11
11/28/11
112
Lloyds Bank
100
151,064
3.466
2.336
5.145
1.678
48
777,152
262
long
11/28/11
6/04/12
189
Next
100
2,958
262.706
291.651
28.945
11
862,770
22
short
6/04/12
7/30/12
56
Aviva
100
32,743
26.349
29.751
22.947
-3.402
-13
751,380
-59
long
7/30/12
8/24/15
1120
Ashtead
100
28,966
25.940
89.212
63.272
244
2,584,113
50
short
8/24/15
5/09/16
259
Glencore
100
185,474
13.932
12.446
15.596
1.664
12
2,892,720
17
long
5/09/16
10/08/18
882
Fresnillo
100
29,651
97.559
70.589
-26.969
-28
2,093,051
-13
short
10/08/18
2/11/19
126
Fresnillo
100
29,651
70.589
84.733
56.445
-14.144
-20
1,673,665
-48
long
2/11/19
3/09/20
392
Micro Focus
100
11,399
146.815
53.997
-92.818
-63
615,634
-61
short
3/09/20
7/06/20
119
Micro Focus
100
11,401
53.997
38.449
75.833
21.836
40
864,585
183
long
7/06/20
3/01/21
238
Scottish Mortgage
100
10,985
78.703
108.019
29.315
37
1,186,613
63
accum 6/19/06
3/01/21 5369
days out of 5537 invested (97%)
11,766
1,186,613
38
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 34.84 1.30 931.67 896.83 2,573.97 2,573.97
Ashtead long 7/30/12 8/24/15 1120 25.94 89.21 63.27 243.92 243.92
Randgold Res long 2/16/09 7/05/10 504 319.11 631.01 311.90 97.74 97.74
Lloyds Bank short 8/08/11 11/28/11 112 3.47 2.34 5.14 1.68 48.41 48.41
Scottish Mortgage long 7/06/20 3/01/21 238 78.70 108.02 29.32 37.25 37.25
Croda long 9/06/10 8/08/11 336 149.58 187.00 37.42 25.02 25.02
LSE Group long 9/04/06 7/30/07 329 167.50 188.01 20.51 12.25 12.25
Glencore short 8/24/15 5/09/16 259 13.93 12.45 15.60 1.66 11.94 11.94
Next long 11/28/11 6/04/12 189 262.71 291.65 28.94 11.02 11.02
Carnival short 6/19/06 9/04/06 77 324.83 345.50 304.16 -20.67 -6.36 -6.36
Aviva short 6/04/12 7/30/12 56 26.35 29.75 22.95 -3.40 -12.91 -12.91
BP short 7/05/10 9/06/10 63 34.34 42.73 25.95 -8.39 -24.44 -24.44
Fresnillo long 5/09/16 10/08/18 882 97.56 70.59 -26.97 -27.64
short 10/08/18 2/11/19 126 70.59 84.73 56.45 -14.14 -20.04 -42.14
Micro Focus long 2/11/19 3/09/20 392 146.82 54.00 -92.82 -63.22
short 3/09/20 7/06/20 119 54.00 38.45 75.83 21.84 40.44 -48.35
Annotations
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
8/01/17 Wolseley renames to Ferguson
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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