Assessment - FTSE 100 Index - 1/07/24 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
11/03/24
prc diff
⇓ Δ16
∅-RS
FTSE
8,210.250
12/08
0.52
8,166.760
0.53
7,669.230
497.530
6.49
6.12
Rolls-Royce
486.700
12/08
0.35
452.800
7.49
383.200
69.600
18.16
78.66
L
Hargreaves Lansdown
1,102.000
12/08
1,127.000
-2.22
731.200
395.800
54.13
38.33
L
3i Group
3,018.000
12/08
0.23
2,986.000
1.07
2,519.000
467.000
18.54
34.55
L
NatWest
334.600
12/08
0.48
315.000
6.22
249.900
65.100
26.05
30.05
Barclays
220.100
12/08
0.85
213.200
3.24
173.800
39.400
22.67
28.79
Pershing Square
3,534.000
12/08
-0.79
4,180.000
-15.45
3,870.000
310.000
8.01
27.55
Antofagasta
1,879.500
12/08
1.79
2,113.000
-11.05
1,825.000
288.000
15.78
23.84
InterContinental Hot
7,228.000
12/08
-0.61
8,190.000
-11.75
8,168.000
22.000
0.27
21.86
L
British Land
395.000
12/08
-0.40
408.200
-3.23
366.400
41.800
11.41
21.54
L
Halma
2,527.000
12/08
0.04
2,706.000
-6.61
2,265.000
441.000
19.47
21.29
L
Experian
3,524.000
12/08
1.18
3,648.000
-3.40
3,346.000
302.000
9.03
20.75
L
Auto Trader
797.800
12/08
0.81
796.800
0.13
748.000
48.800
6.52
19.71
BAE Systems
1,303.500
12/08
2.04
1,272.000
2.48
1,260.000
12.000
0.95
19.62
Scottish Mortgage
824.600
12/08
-0.17
886.400
-6.97
784.000
102.400
13.06
19.54
L
Lloyds Bank
56.800
12/08
-0.28
55.620
2.12
49.050
6.570
13.39
19.38
L
BT Group
141.500
12/08
8.43
141.300
0.14
110.050
31.250
28.40
19.02
RELX
3,531.000
12/08
0.57
3,577.000
-1.29
3,360.000
217.000
6.46
18.92
L
Taylor Wimpey
158.000
12/08
0.54
143.800
9.87
139.400
4.400
3.16
17.61
CRH (L)
6,416.000
12/08
-1.35
5,770.000
11.20
6,368.000
-598.000
-9.39
17.55
Beazley
732.000
12/08
1.24
686.500
6.63
646.000
40.500
6.27
16.64
L
Persimmon
1,577.500
12/08
0.03
1,372.000
14.98
1,374.500
-2.500
-0.18
16.61
L
AstraZeneca
12,780.000
12/08
0.63
12,304.000
3.87
10,450.000
1,854.000
17.74
15.63
Smurfit Kappa
3,058.000
12/08
0.07
3,542.000
-13.66
3,340.000
202.000
6.05
15.36
Next
9,542.000
12/08
0.23
9,120.000
4.63
8,392.000
728.000
8.67
15.32
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
11/03/24
prc diff
⇓ Δ16
∅-RS
L
Coca-Cola HBC
2,708.000
12/08
0.89
2,692.000
0.59
2,441.000
251.000
10.28
14.76
Berkeley
5,070.000
12/08
1.00
4,620.000
9.74
4,607.000
13.000
0.28
12.92
L
Anglo American
2,232.500
12/08
0.29
2,432.500
-8.22
1,850.800
581.700
31.43
12.89
L
Segro
884.600
12/08
-0.96
891.000
-0.72
891.800
-0.800
-0.09
12.77
DS Smith
444.000
12/08
1.19
419.200
5.92
341.900
77.300
22.61
12.00
Ass Brit Foods
2,435.000
12/08
-0.90
2,496.000
-2.44
2,254.000
242.000
10.74
11.67
L
Unilever Plc
4,714.000
12/08
-0.34
4,345.000
8.49
3,853.000
492.000
12.77
11.64
Aviva
484.200
12/08
0.35
476.000
1.72
464.700
11.300
2.43
10.82
L
Imperial Brands
2,134.000
12/08
0.38
2,028.000
5.23
1,740.500
287.500
16.52
10.76
L
Tesco
333.500
12/08
0.91
307.300
8.53
282.200
25.100
8.89
10.30
Informa
807.800
12/08
1.03
845.200
-4.42
801.200
44.000
5.49
9.93
L
HSBC
643.900
12/08
0.22
690.900
-6.80
575.800
115.100
19.99
9.01
DCC
5,135.000
12/08
-0.29
5,575.000
-7.89
5,676.000
-101.000
-1.78
8.94
F&C Investment Trust
1,026.000
12/08
1,004.000
2.19
972.000
32.000
3.29
8.74
Intertek
4,680.000
12/08
0.60
4,734.000
-1.14
4,961.000
-227.000
-4.58
8.33
Weir Group
1,904.000
12/08
0.79
1,986.000
-4.13
1,893.500
92.500
4.89
8.04
L
LSE Group
9,938.000
12/08
1.12
9,304.000
6.81
9,318.000
-14.000
-0.15
7.86
L
Airtel Africa
110.000
12/08
-0.63
118.200
-6.94
93.850
24.350
25.95
6.78
Shell
2,799.000
12/08
0.83
2,857.500
-2.05
2,472.500
385.000
15.57
6.49
Kingfisher
271.400
12/08
0.18
251.400
7.96
226.100
25.300
11.19
6.04
GSK
1,572.000
12/08
0.42
1,526.000
3.01
1,675.000
-149.000
-8.90
5.65
Standard Chartered
722.000
12/08
0.92
732.200
-1.39
660.000
72.200
10.94
5.64
L
Frasers
838.500
12/08
-0.42
875.500
-4.23
802.500
73.000
9.10
5.54
Mondi
1,423.000
12/08
-0.42
1,526.500
-6.78
1,349.500
177.000
13.12
5.54
Hiscox
1,189.000
12/08
1.89
1,134.000
4.85
1,193.000
-59.000
-4.95
4.93
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
11/03/24
prc diff
⇓ Δ16
∅-RS
Melrose
486.700
12/08
0.19
553.600
-12.08
599.800
-46.200
-7.70
4.87
ConvaTec
231.600
12/08
-0.17
236.400
-2.03
280.800
-44.400
-15.81
4.59
Int Cons Airlines
166.450
12/08
-0.06
163.900
1.56
153.500
10.400
6.78
4.50
Ashtead
5,152.000
12/08
-0.43
5,218.000
-1.26
5,046.000
172.000
3.41
4.17
L
Barratt Developments
524.600
12/08
0.15
477.800
9.79
478.300
-0.500
-0.10
3.96
Compass Group
2,354.000
12/08
0.90
2,173.000
8.33
2,134.000
39.000
1.83
3.50
Admiral Group
2,698.000
12/08
0.86
2,574.000
4.82
2,698.000
-124.000
-4.60
3.43
Pearson
1,034.500
12/08
-0.72
983.600
5.17
997.400
-13.800
-1.38
2.82
L
SSE
1,878.000
12/08
0.86
1,799.000
4.39
1,613.000
186.000
11.53
2.64
L
Smiths Group
1,743.000
12/08
0.52
1,703.000
2.35
1,611.500
91.500
5.68
2.16
Glencore
410.250
12/08
1.27
461.700
-11.14
398.400
63.300
15.89
1.18
Rightmove
537.200
12/08
0.04
532.000
0.98
577.800
-45.800
-7.93
0.54
S
Sage Group
1,005.500
12/08
1.03
1,073.500
-6.33
1,229.500
-156.000
-12.69
-0.31
Endeavour Mining
1,567.000
12/08
1.89
1,722.000
-9.00
1,471.000
251.000
17.06
-0.44
S
United Utilities
988.800
12/08
-0.12
986.800
0.20
1,054.500
-67.700
-6.42
-0.72
Rio Tinto
4,942.000
12/08
0.56
5,234.000
-5.58
4,809.500
424.500
8.83
-0.91
S
Flutter
14,685.000
12/08
-1.28
14,650.000
0.24
16,950.000
-2,300.000
-13.57
-1.14
Haleon
373.200
12/08
-1.01
324.700
14.94
327.500
-2.800
-0.85
-1.14
Fresnillo
540.000
12/08
0.93
562.500
-4.00
469.800
92.700
19.73
-1.21
Land Securities
615.500
12/08
-0.73
630.000
-2.30
626.800
3.200
0.51
-1.57
L
BAT
2,801.000
12/08
2,451.000
14.28
2,319.000
132.000
5.69
-1.76
L
Vodafone
74.440
12/08
0.87
70.240
5.98
70.150
0.090
0.13
-2.49
S
M&G
203.900
12/08
1.09
204.500
-0.29
230.200
-25.700
-11.16
-2.54
S
Legal & General
225.600
12/08
0.53
228.900
-1.44
246.700
-17.800
-7.22
-3.05
S
Bunzl
3,202.000
12/08
0.50
2,992.000
7.02
3,074.000
-82.000
-2.67
-3.11
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
11/03/24
prc diff
⇓ Δ16
∅-RS
WPP Group
690.200
12/08
1.68
719.200
-4.03
710.200
9.000
1.27
-3.16
J Sainsbury
269.600
12/08
0.67
257.800
4.58
248.500
9.300
3.74
-3.90
S
Unite
934.000
12/08
-1.11
889.500
5.00
962.000
-72.500
-7.54
-4.49
S
Severn Trent
2,514.000
12/08
-0.63
2,394.000
5.01
2,611.000
-217.000
-8.31
-5.11
BP
439.600
12/08
1.35
478.500
-8.13
471.700
6.800
1.44
-5.19
Phoenix
538.000
12/08
0.47
532.500
1.03
509.200
23.300
4.58
-5.41
Centrica
127.300
12/08
3.29
136.750
-6.91
130.200
6.550
5.03
-5.53
S
RS Group
754.000
12/08
-0.40
687.000
9.75
723.600
-36.600
-5.06
-5.62
Smith and Nephew
1,156.000
12/08
-0.86
975.600
18.49
1,091.000
-115.400
-10.58
-6.12
L
Rentokil Initial
469.000
12/08
1.01
460.400
1.87
494.900
-34.500
-6.97
-6.36
Johnson Matthey
1,577.000
12/08
0.06
1,575.000
0.13
1,683.000
-108.000
-6.42
-7.23
L
Schroders
337.200
12/08
-0.12
363.400
-7.21
390.000
-26.600
-6.82
-7.81
L
JD Sports Fashion
120.350
12/08
-4.07
119.350
0.84
114.200
5.150
4.51
-8.74
S
Spirax-Sarco
7,715.000
12/08
0.72
8,450.000
-8.70
10,605.000
-2,155.000
-20.32
-11.93
L
Abrdn
152.950
12/08
2.51
149.300
2.44
151.850
-2.550
-1.68
-12.95
S
Whitbread
2,814.000
12/08
-1.44
2,956.000
-4.80
3,274.000
-318.000
-9.71
-12.99
S
B&M
444.600
12/08
-2.22
442.000
0.59
550.000
-108.000
-19.64
-13.10
S
Diageo
2,451.500
12/08
1.03
2,480.000
-1.15
2,891.500
-411.500
-14.23
-13.31
S
National Grid
978.400
12/08
-0.04
885.400
10.50
1,054.500
-169.100
-16.04
-13.65
S
Croda
3,829.000
12/08
-0.05
3,899.000
-1.80
4,740.000
-841.000
-17.74
-16.43
Reckitt Benckiser
4,180.000
12/08
4,289.000
-2.54
5,170.000
-881.000
-17.04
-16.63
L
St. James´s Place
691.000
12/08
-1.22
549.000
25.87
453.700
95.300
21.01
-17.14
Prudential
635.400
12/08
0.41
714.200
-11.03
788.200
-74.000
-9.39
-18.98
S
Entain
580.400
12/08
3.98
629.600
-7.81
734.800
-105.200
-14.32
-28.26
Ocado
376.700
12/08
0.72
288.100
30.75
456.800
-168.700
-36.93
-33.68
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
11/03/24
prc diff
⇓ Δ16
∅-RS
S
Burberry Group
671.000
12/08
-2.02
862.600
-22.21
1,247.500
-384.900
-30.85
-33.81
FTSE - 100 out of 100 instruments rated - 1/07/24 / 11/03/24 - 60 did rise, Market-Ratio(16) = 60.00 %
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
2/01/06
19/06/06
168
- cash -
short
19/06/06
4/09/06
77
Carnival
100
455
21.940
22.800
21.080
-0.860
-4
9,609
-17
long
4/09/06
30/07/07
329
LSE Group
100
869
11.054
12.288
1.234
11
10,681
12
short
30/07/07
16/02/09
567
Taylor Wimpey
100
4,690
2.277
0.133
39.040
36.763
1,614
183,097
523
long
16/02/09
5/07/10
504
Randgold Res
100
5,628
32.530
61.250
28.720
88
344,734
58
short
5/07/10
6/09/10
63
BP
100
103,430
3.333
4.065
2.601
-0.732
-22
269,023
-76
long
6/09/10
8/08/11
336
Croda
100
18,905
14.230
17.700
3.470
24
334,623
27
short
8/08/11
28/11/11
112
Lloyds Bank
100
1,019,881
0.328
0.237
0.455
0.127
39
463,740
190
long
28/11/11
4/06/12
189
Next
100
17,414
26.630
29.930
3.300
12
521,206
25
short
4/06/12
30/07/12
56
Aviva
100
192,753
2.704
2.990
2.418
-0.286
-11
466,079
-52
long
30/07/12
24/08/15
1120
Ashtead
100
178,779
2.607
8.830
6.223
239
1,578,621
49
short
24/08/15
9/05/16
259
Glencore
100
1,144,757
1.379
1.326
1.435
0.056
4
1,642,384
6
long
9/05/16
8/10/18
882
Fresnillo
100
158,073
10.390
7.780
-2.610
-25
1,229,813
-11
short
8/10/18
11/02/19
126
Fresnillo
100
158,073
7.780
9.696
5.864
-1.916
-25
926,945
-56
long
11/02/19
9/03/20
392
Micro Focus
100
55,175
16.800
5.924
-10.876
-65
326,862
-62
short
9/03/20
6/07/20
119
Micro Focus
100
55,175
5.924
4.387
8.000
2.076
35
441,378
151
long
6/07/20
7/03/22
609
Scottish Mortgage
100
49,151
8.980
8.560
-0.420
-5
420,734
-3
short
7/03/22
9/01/23
308
Polymetal
100
243,833
1.726
3.150
0.301
-1.425
-83
73,394
-87
long
9/01/23
21/08/23
224
Antofagasta
100
4,251
17.265
13.900
-3.365
-19
59,090
-30
short
21/08/23
11/12/23
112
Fresnillo
100
11,586
5.100
5.760
4.440
-0.660
-13
51,443
-36
long
11/12/23
12/08/24
245
Rolls-Royce
100
17,326
2.969
4.867
1.898
64
84,327
109
accum 19/06/06
12/08/24 6714
days out of 6882 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 30/07/07 16/02/09 567 2.28 0.13 39.04 36.76 1,614.37 1,614.37
Ashtead long 30/07/12 24/08/15 1120 2.61 8.83 6.22 238.70 238.70
Randgold Res long 16/02/09 5/07/10 504 32.53 61.25 28.72 88.29 88.29
Rolls-Royce long 11/12/23 12/08/24 245 2.97 4.87 1.90 63.93 63.93
Lloyds Bank short 8/08/11 28/11/11 112 0.33 0.24 0.45 0.13 38.59 38.59
Croda long 6/09/10 8/08/11 336 14.23 17.70 3.47 24.39 24.39
Next long 28/11/11 4/06/12 189 26.63 29.93 3.30 12.39 12.39
LSE Group long 4/09/06 30/07/07 329 11.05 12.29 1.23 11.17 11.17
Glencore short 24/08/15 9/05/16 259 1.38 1.33 1.43 0.06 4.04 4.04
Carnival short 19/06/06 4/09/06 77 21.94 22.80 21.08 -0.86 -3.92 -3.92
Scottish Mortgage long 6/07/20 7/03/22 609 8.98 8.56 -0.42 -4.68 -4.68
Aviva short 4/06/12 30/07/12 56 2.70 2.99 2.42 -0.29 -10.58 -10.58
Antofagasta long 9/01/23 21/08/23 224 17.27 13.90 -3.37 -19.49 -19.49
BP short 5/07/10 6/09/10 63 3.33 4.07 2.60 -0.73 -21.96 -21.96
Fresnillo long 9/05/16 8/10/18 882 10.39 7.78 -2.61 -25.12
short 8/10/18 11/02/19 126 7.78 9.70 5.86 -1.92 -24.63
short 21/08/23 11/12/23 112 5.10 5.76 4.44 -0.66 -12.94 -50.86
Micro Focus long 11/02/19 9/03/20 392 16.80 5.92 -10.88 -64.74
short 9/03/20 6/07/20 119 5.92 4.39 8.00 2.08 35.04 -52.38
Polymetal short 7/03/22 9/01/23 308 1.73 3.15 0.30 -1.42 -82.56 -82.56
Annotations
20/04/23 Melrose reverse split 3:1 (one for three)
26/09/22 Schroders split 1:5 (five for one) + 3 bonus shares for 17 (is equivalent to a 17:20 split)
18/07/22 GlaxoSmithKline demergers OTC business -> Haleon
30/11/21 JD Sports stock split 1:5 (five for one)
28/05/21 FTSE Royal Mail returns for RSA Insurance (acquired by Tryg and Intact)
12/02/21 Tesco Stock split 19:15 (fifteen for nineteen) after 50.93 special dividend for proceeds from the sale of the Asia
business
31/08/18 Rightmove stock split 1:10 (ten for one)
2/07/18 FTSE Ocado replaces Old Mutual (spin off Quilter)
21/05/18 FTSE Melrose and Royal Mail replace GKN (acquired by Melrose) and Hammerson
19/01/18 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
14/08/17 Standard Life merger with Aberdeen Asset Management completed
20/03/17 FTSE Rentokil Initial and Scottish Mortgage replace Capita and Dixons Carphone
14/02/17 FTSE machine learning processed for all techniques
19/12/16 FTSE ConvaTec and Smurfit Kappa replace Polymetal and Travis Perkins
4/10/16 SAB Miller acquired by AB InBev - deletion
19/09/16 FTSE Polymetal replaces Berkeley
5/09/16 FTSE Micro Focus ersetzt Arm Holdings (acquisition by Softbank)
11/07/16 FTSE Informa, Mediclinic, Paddy Power Betfair and Wm Morrison
replace Aberdeen Asset, Inmarsat, Rexam and Sports Direct
18/02/16 FTSE index changes applied:
Berkeley, DCC, Provident Financial, Rexam and Worldpay replace
G4S, Meggit, Morrison, BG and Weir
DCC recording started
26/08/15 FTSE complete analysis
22/06/15 FTSE Inmarsat replaces Aggreko
21/04/15 FTSE Merlin replaces Friends Life (acquiried by Aviva)
FTSE Hikma replaces Tullow
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