Assessment - FTSE 100 Index - 4/15/24 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
4/15/24
⇓ Δwk
12/25/23
prc diff
⇓ Δ16
∅-RS
L
FTSE
7,847.990
15:35
0.35
7,965.530
-1.48
7,697.510
268.020
3.48
4.83
L
Rolls-Royce
401.400
16:27
0.90
406.800
-1.33
302.400
104.400
34.52
87.78
L
Antofagasta
2,269.000
16:29
2.76
2,275.000
-0.26
1,701.500
573.500
33.71
47.95
CRH (L)
6,366.000
15:39
-0.62
6,554.000
-2.87
5,326.000
1,228.000
23.06
37.10
L
3i Group
2,840.000
15:46
1.39
2,851.000
-0.39
2,421.000
430.000
17.76
35.50
L
DS Smith
397.200
16:15
0.97
409.600
-3.03
311.700
97.900
31.41
35.45
Pershing Square
3,868.000
15:36
-0.57
4,004.000
-3.40
3,530.000
474.000
13.43
27.00
L
BAE Systems
1,320.000
15:35
-0.11
1,337.500
-1.31
1,090.000
247.500
22.71
26.23
InterContinental Hot
7,794.000
15:35
0.36
7,876.000
-1.04
7,106.000
770.000
10.84
25.78
L
ConvaTec
281.000
15:35
-0.64
284.000
-1.06
245.200
38.800
15.82
25.51
Melrose
627.200
15:48
-0.70
648.800
-3.33
566.600
82.200
14.51
24.12
L
Scottish Mortgage
827.400
15:53
-0.86
866.200
-4.48
786.000
80.200
10.20
22.10
L
Next
8,828.000
16:27
-0.11
8,950.000
-1.36
8,210.000
740.000
9.01
20.68
L
Barclays
179.940
16:14
0.82
183.140
-1.75
151.780
31.360
20.66
20.02
L
NatWest
272.400
16:15
1.34
276.800
-1.59
216.700
60.100
27.73
19.14
L
Beazley
651.500
15:35
0.62
673.500
-3.27
528.500
145.000
27.44
18.73
L
Smurfit Kappa
3,454.000
15:35
0.76
3,512.000
-1.65
3,186.000
326.000
10.23
17.77
RELX
3,305.000
15:35
3,354.000
-1.46
3,075.000
279.000
9.07
17.46
Sage Group
1,143.000
15:35
-1.72
1,178.000
-2.97
1,179.500
-1.500
-0.13
17.17
L
Shell
2,846.000
16:27
0.41
2,889.500
-1.51
2,566.500
323.000
12.59
16.25
L
Intertek
4,840.000
15:35
0.21
4,860.000
-0.41
4,188.000
672.000
16.05
14.60
L
Lloyds Bank
50.420
15:35
1.45
51.160
-1.45
48.045
3.115
6.48
14.41
Ass Brit Foods
2,394.000
16:15
1.06
2,408.000
-0.58
2,366.000
42.000
1.78
13.57
DCC
5,420.000
15:42
-0.28
5,585.000
-2.95
5,682.000
-97.000
-1.71
13.23
Experian
3,281.000
15:35
0.15
3,314.000
-1.00
3,185.000
129.000
4.05
12.21
⇓ instrument
freshest
⇓ Δday
4/15/24
⇓ Δwk
12/25/23
prc diff
⇓ Δ16
∅-RS
Admiral Group
2,689.000
15:35
-0.11
2,711.000
-0.81
2,685.000
26.000
0.97
11.73
L
Aviva
455.500
15:35
0.69
462.500
-1.51
431.100
31.400
7.28
11.55
GSK
1,590.000
16:01
-1.27
1,643.500
-3.26
1,449.600
193.900
13.38
11.54
L
Weir Group
2,010.000
15:35
0.10
2,046.000
-1.76
1,864.500
181.500
9.73
11.52
L
Hiscox
1,150.000
15:35
-1.63
1,192.000
-3.52
1,048.000
144.000
13.74
11.48
Pearson
990.400
15:35
0.39
1,004.500
-1.40
963.600
40.900
4.24
11.47
L
Ashtead
5,604.000
15:36
-0.92
5,700.000
-1.68
5,374.000
326.000
6.07
10.84
L
Glencore
472.850
16:27
1.34
481.650
-1.83
466.350
15.300
3.28
9.82
L
British Land
369.000
15:35
-1.13
379.800
-2.84
406.000
-26.200
-6.45
9.33
L
F&C Investment Trust
971.000
15:35
0.10
991.000
-2.02
957.000
34.000
3.55
9.19
Taylor Wimpey
131.000
15:38
-0.64
134.150
-2.35
145.200
-11.050
-7.61
8.84
L
BP
516.800
15:35
0.23
527.300
-1.99
467.200
60.100
12.86
8.70
Segro
827.600
15:52
-2.04
857.200
-3.45
885.400
-28.200
-3.19
8.42
Informa
786.600
15:50
-0.28
807.600
-2.60
773.800
33.800
4.37
8.15
L
Kingfisher
243.400
15:37
-0.41
248.700
-2.13
246.800
1.900
0.77
7.94
Persimmon
1,268.500
15:36
-0.12
1,298.500
-2.31
1,388.500
-90.000
-6.48
7.90
LSE Group
9,130.000
16:15
-0.24
9,270.000
-1.51
9,284.000
-14.000
-0.15
7.68
L
Legal & General
243.000
15:35
-0.12
249.600
-2.64
250.100
-0.500
-0.20
7.03
L
Johnson Matthey
1,769.000
15:46
0.11
1,797.000
-1.56
1,690.000
107.000
6.33
6.97
HSBC
636.100
15:38
0.70
651.100
-2.30
627.800
23.300
3.71
6.34
L
Fresnillo
601.500
15:35
2.91
598.000
0.59
585.400
12.600
2.15
6.10
Berkeley
4,554.000
15:35
0.31
4,566.000
-0.26
4,774.000
-208.000
-4.36
5.37
Auto Trader
675.000
15:40
-0.18
693.200
-2.63
722.200
-29.000
-4.02
5.03
Rio Tinto
5,388.000
15:37
2.55
5,410.000
-0.41
5,839.000
-429.000
-7.35
4.91
Tesco
282.200
15:35
0.50
286.300
-1.43
286.700
-0.400
-0.14
4.72
⇓ instrument
freshest
⇓ Δday
4/15/24
⇓ Δwk
12/25/23
prc diff
⇓ Δ16
∅-RS
Mondi
1,363.500
15:35
-0.94
1,403.500
-2.85
1,528.000
-124.500
-8.15
4.63
Coca-Cola HBC
2,388.000
15:42
0.42
2,410.000
-0.91
2,289.000
121.000
5.29
4.22
L
Int Cons Airlines
160.700
15:37
1.84
160.600
0.06
157.750
2.850
1.81
3.76
L
Anglo American
2,168.500
16:50
3.51
2,169.000
-0.02
1,931.800
237.200
12.28
3.61
Compass Group
2,140.000
16:27
-0.09
2,174.000
-1.56
2,120.000
54.000
2.55
3.06
Halma
2,190.000
15:35
-0.64
2,239.000
-2.19
2,290.000
-51.000
-2.23
2.98
L
AstraZeneca
10,862.000
16:31
-0.15
11,024.000
-1.47
10,436.000
588.000
5.63
2.68
L
Endeavour Mining
1,728.000
15:35
1.23
1,712.000
0.93
1,786.000
-74.000
-4.14
2.36
Flutter
14,760.000
15:35
-1.60
14,985.000
-1.50
14,065.000
920.000
6.54
1.79
Land Securities
622.000
16:07
0.40
632.000
-1.58
719.000
-87.000
-12.10
1.51
L
Standard Chartered
643.200
15:38
1.26
664.800
-3.25
652.000
12.800
1.96
-0.07
Frasers
782.500
16:08
0.84
794.500
-1.51
922.500
-128.000
-13.88
-0.08
S
Unite
938.500
15:48
0.59
941.000
-0.27
1,055.000
-114.000
-10.81
-0.26
Smiths Group
1,580.000
15:48
-1.06
1,639.000
-3.60
1,766.500
-127.500
-7.22
-0.38
S
Bunzl
2,978.000
16:13
0.34
2,994.000
-0.53
3,201.000
-207.000
-6.47
-0.56
S
National Grid
1,013.000
16:27
0.65
1,025.000
-1.17
1,061.000
-36.000
-3.39
-0.71
L
WPP Group
762.200
15:36
0.93
764.400
-0.29
751.400
13.000
1.73
-1.42
S
Haleon
319.900
16:59
-0.68
323.700
-1.17
321.500
2.200
0.68
-1.48
S
United Utilities
1,002.500
15:35
0.15
1,006.500
-0.40
1,070.500
-64.000
-5.98
-1.54
L
Phoenix
476.000
16:11
-1.82
508.500
-6.39
522.400
-13.900
-2.66
-1.70
S
M&G
197.100
15:35
0.33
201.600
-2.23
223.700
-22.100
-9.88
-2.05
S
Barratt Developments
446.000
15:38
-0.36
458.300
-2.68
565.800
-107.500
-19.00
-2.40
L
Hargreaves Lansdown
721.800
15:37
-1.12
741.000
-2.59
715.000
26.000
3.64
-3.28
S
Centrica
131.350
16:27
0.31
130.500
0.65
141.900
-11.400
-8.03
-3.47
S
Imperial Brands
1,735.000
16:27
1.08
1,730.000
0.29
1,819.000
-89.000
-4.89
-3.61
⇓ instrument
freshest
⇓ Δday
4/15/24
⇓ Δwk
12/25/23
prc diff
⇓ Δ16
∅-RS
SSE
1,619.500
16:27
-0.25
1,650.000
-1.85
1,852.000
-202.000
-10.91
-3.66
J Sainsbury
259.600
15:35
1.01
260.400
-0.31
299.600
-39.200
-13.08
-3.78
S
Rightmove
514.200
15:40
0.47
524.200
-1.91
571.600
-47.400
-8.29
-4.18
Spirax-Sarco
9,450.000
15:35
-0.05
9,535.000
-0.89
10,365.000
-830.000
-8.01
-4.72
B&M
512.600
15:35
2.52
510.600
0.39
569.600
-59.000
-10.36
-5.40
Unilever Plc
3,738.000
16:15
-0.16
3,770.000
-0.85
3,787.000
-17.000
-0.45
-5.45
S
Whitbread
3,077.000
16:27
-0.68
3,176.000
-3.12
3,634.000
-458.000
-12.60
-5.97
L
Croda
4,907.000
15:35
1.59
4,769.000
2.89
5,054.000
-285.000
-5.64
-6.78
S
RS Group
693.000
15:45
-0.43
708.500
-2.19
825.800
-117.300
-14.20
-7.27
Airtel Africa
104.600
15:35
1.16
104.900
-0.29
129.500
-24.600
-19.00
-7.33
S
Severn Trent
2,368.000
16:29
0.64
2,380.000
-0.50
2,619.000
-239.000
-9.13
-7.51
BAT
2,276.000
17:09
0.40
2,287.000
-0.48
2,290.000
-3.000
-0.13
-8.86
L
Vodafone
66.480
16:29
0.64
67.140
-0.98
69.160
-2.020
-2.92
-8.86
S
Schroders
368.000
15:35
0.22
375.000
-1.87
438.100
-63.100
-14.40
-10.06
Diageo
2,799.000
15:35
1.93
2,770.000
1.05
2,841.500
-71.500
-2.52
-10.74
S
Smith and Nephew
960.200
15:36
-0.19
958.600
0.17
1,074.000
-115.400
-10.74
-12.28
L
Rentokil Initial
446.900
16:31
1.06
449.100
-0.49
433.300
15.800
3.65
-12.47
BT Group
103.150
15:35
0.68
105.000
-1.76
127.300
-22.300
-17.52
-13.52
JD Sports Fashion
119.050
15:35
1.84
119.600
-0.46
165.000
-45.400
-27.52
-13.54
S
Abrdn
137.800
15:35
0.73
141.050
-2.30
182.600
-41.550
-22.75
-19.70
S
Entain
814.200
15:35
0.99
817.200
-0.37
980.000
-162.800
-16.61
-20.77
S
Prudential
692.200
15:38
0.70
709.600
-2.45
862.000
-152.400
-17.68
-23.25
S
Reckitt Benckiser
4,110.000
15:35
-0.72
4,182.000
-1.72
5,442.000
-1,260.000
-23.15
-25.90
Burberry Group
1,146.000
15:36
0.97
1,165.500
-1.67
1,420.500
-255.000
-17.95
-31.62
S
Ocado
348.200
15:35
1.55
363.900
-4.31
725.000
-361.100
-49.81
-33.67
⇓ instrument
freshest
⇓ Δday
4/15/24
⇓ Δwk
12/25/23
prc diff
⇓ Δ16
∅-RS
S
St. James´s Place
411.000
15:35
2.24
415.200
-1.01
681.000
-265.800
-39.03
-44.28
FTSE - 100 out of 100 instruments rated - 4/15/24 / 12/25/23 - 48 did rise, Market-Ratio(16) = 48.00 %
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
4/17/24
128
Rolls-Royce
100
17,326
2.969
4.014
1.045
35
69,548
136
accum 6/19/06
4/17/24 6512
days out of 6680 invested (97%)
595
69,548
11
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
Lloyds Bank short 8/08/11 11/28/11 112 0.33 0.24 0.45 0.13 38.59 38.59
Rolls-Royce long 12/11/23 4/17/24 128 2.97 4.01 1.05 35.20 35.20
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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