Assessment - FTSE 100 Index - 4/22/24 - RS = 24
⇐
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
11/06/23
prc diff
⇓ Δ24
∅-RS
L
FTSE
8,078.860
Thu
0.48
8,023.870
0.69
7,417.760
606.110
8.17
5.57
Rolls-Royce
405.700
Thu
-2.71
406.300
-0.15
224.100
182.200
81.30
84.29
L
Antofagasta
2,227.000
Thu
2.82
2,201.000
1.18
1,349.500
851.500
63.10
42.37
L
3i Group
2,843.000
Thu
-0.25
2,844.000
-0.04
1,981.000
863.000
43.56
33.85
CRH (L)
6,196.000
Thu
-0.86
6,208.000
-0.19
4,624.000
1,584.000
34.26
28.68
Pershing Square
3,838.000
Thu
-3.91
3,970.000
-3.32
2,940.000
1,030.000
35.03
25.10
InterContinental Hot
8,002.000
Thu
-1.45
7,878.000
1.57
5,778.000
2,100.000
36.34
25.01
L
ConvaTec
275.600
Thu
-3.30
282.400
-2.41
208.600
73.800
35.38
24.26
BAE Systems
1,320.000
Thu
-3.19
1,316.000
0.30
1,076.500
239.500
22.25
23.63
L
Barclays
204.000
Thu
6.73
189.180
7.83
136.300
52.880
38.80
23.61
L
Next
9,104.000
Thu
-1.04
9,056.000
0.53
7,206.000
1,850.000
25.67
21.39
L
NatWest
289.800
Thu
1.36
279.700
3.61
189.800
89.900
47.37
20.35
Melrose
625.200
Thu
-1.01
627.200
-0.32
507.000
120.200
23.71
19.39
L
Smurfit Kappa
3,402.000
Thu
-1.10
3,550.000
-4.17
2,768.000
782.000
28.25
18.74
Ass Brit Foods
2,686.000
Thu
-0.59
2,506.000
7.18
2,106.000
400.000
18.99
17.83
L
Beazley
658.500
Thu
-1.05
669.500
-1.64
530.000
139.500
26.32
17.68
L
Intertek
4,948.000
Thu
-0.04
4,984.000
-0.72
3,846.000
1,138.000
29.59
17.15
L
DS Smith
340.000
Thu
-1.73
354.800
-4.17
290.500
64.300
22.13
16.89
RELX
3,281.000
Thu
-0.73
3,348.000
-2.00
2,855.000
493.000
17.27
16.72
L
Shell
2,901.000
Thu
-0.21
2,907.000
-0.21
2,673.500
233.500
8.73
16.62
L
Lloyds Bank
51.200
Thu
-1.12
51.140
0.12
42.130
9.010
21.39
14.26
Admiral Group
2,692.000
Thu
-2.60
2,779.000
-3.13
2,480.000
299.000
12.06
14.07
Scottish Mortgage
822.600
Thu
-1.30
812.000
1.31
676.000
136.000
20.12
13.90
Mondi
1,492.500
Thu
-1.58
1,526.500
-2.23
1,351.500
175.000
12.95
13.65
L
Int Cons Airlines
176.150
Thu
-0.45
175.200
0.54
149.300
25.900
17.35
13.05
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
11/06/23
prc diff
⇓ Δ24
∅-RS
L
Aviva
458.500
Thu
-1.48
469.100
-2.26
406.700
62.400
15.34
12.93
Sage Group
1,160.500
Thu
-0.81
1,144.500
1.40
962.600
181.900
18.90
12.93
Pearson
991.600
Thu
-1.14
1,009.500
-1.77
954.000
55.500
5.82
11.66
DCC
5,450.000
Thu
-0.27
5,515.000
-1.18
4,568.000
947.000
20.73
11.53
L
British Land
388.400
Thu
0.05
386.800
0.41
314.500
72.300
22.99
11.42
GSK
1,640.500
Thu
0.28
1,639.500
0.06
1,405.000
234.500
16.69
11.10
L
Hiscox
1,203.000
Thu
0.08
1,186.000
1.43
966.500
219.500
22.71
10.75
Persimmon
1,282.500
Thu
-0.74
1,317.500
-2.66
1,081.500
236.000
21.82
9.45
Experian
3,225.000
Thu
-1.13
3,241.000
-0.49
2,611.000
630.000
24.13
9.33
L
Coca-Cola HBC
2,554.000
Thu
0.63
2,518.000
1.43
2,121.000
397.000
18.72
8.82
L
Weir Group
1,967.000
Thu
-1.16
1,995.000
-1.40
1,745.500
249.500
14.29
8.63
L
HSBC
661.900
Thu
-0.26
666.500
-0.69
609.300
57.200
9.39
8.61
Segro
843.400
Thu
-0.66
858.200
-1.72
758.000
100.200
13.22
8.34
L
Glencore
468.600
Thu
-1.16
474.900
-1.33
442.000
32.900
7.44
8.31
F&C Investment Trust
968.000
Thu
-1.43
981.000
-1.33
874.000
107.000
12.24
7.91
L
Kingfisher
247.100
Thu
-0.40
248.200
-0.44
218.800
29.400
13.44
7.81
L
Ashtead
5,760.000
Thu
0.45
5,562.000
3.56
4,899.000
663.000
13.53
7.80
L
BP
526.300
Thu
0.13
522.500
0.73
491.500
31.000
6.31
7.77
L
Legal & General
232.800
Thu
-6.36
250.400
-7.03
222.100
28.300
12.74
7.37
Taylor Wimpey
131.450
Thu
0.04
132.200
-0.57
113.150
19.050
16.84
7.09
Berkeley
4,652.000
Thu
0.13
4,624.000
0.61
4,189.000
435.000
10.38
6.61
Informa
794.400
Thu
-1.37
797.000
-0.33
715.600
81.400
11.38
6.43
Tesco
289.800
Thu
-0.55
291.100
-0.45
275.900
15.200
5.51
6.38
L
Johnson Matthey
1,742.000
Thu
-1.36
1,778.000
-2.02
1,533.500
244.500
15.94
6.00
L
Compass Group
2,232.000
Thu
-0.27
2,231.000
0.04
2,056.000
175.000
8.51
5.67
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
11/06/23
prc diff
⇓ Δ24
∅-RS
LSE Group
8,890.000
Thu
0.93
9,100.000
-2.31
8,314.000
786.000
9.45
5.37
L
AstraZeneca
12,026.000
Thu
5.94
11,250.000
6.90
10,276.000
974.000
9.48
4.92
L
Fresnillo
579.000
Thu
-0.26
587.000
-1.36
556.600
30.400
5.46
4.58
Rio Tinto
5,379.000
Thu
-1.30
5,386.000
-0.13
5,335.000
51.000
0.96
4.49
L
Anglo American
2,560.000
Thu
16.10
2,160.000
18.52
2,218.000
-58.000
-2.61
3.57
L
Endeavour Mining
1,687.000
Thu
-1.75
1,720.000
-1.92
1,734.000
-14.000
-0.81
3.22
Land Securities
640.000
Thu
0.39
640.500
-0.08
596.800
43.700
7.32
2.93
Auto Trader
688.600
Thu
-0.66
679.800
1.29
618.000
61.800
10.00
2.81
United Utilities
1,030.000
Thu
-0.72
1,046.500
-1.58
1,067.000
-20.500
-1.92
2.50
L
WPP Group
796.400
Thu
-0.92
789.200
0.91
723.800
65.400
9.04
2.18
Imperial Brands
1,827.500
Thu
1.27
1,819.000
0.47
1,795.000
24.000
1.34
1.54
National Grid
1,047.000
Thu
-0.81
1,046.000
0.10
983.200
62.800
6.39
1.49
Halma
2,178.000
Thu
-1.71
2,205.000
-1.22
1,873.000
332.000
17.73
1.43
Bunzl
3,034.000
Thu
-1.75
3,050.000
-0.52
2,875.000
175.000
6.09
1.39
L
Standard Chartered
682.800
Thu
0.53
671.400
1.70
632.000
39.400
6.23
0.85
Haleon
331.500
Thu
0.58
330.900
0.18
322.750
8.150
2.53
0.83
Frasers
790.500
Thu
-0.57
798.000
-0.94
809.000
-11.000
-1.36
0.37
Flutter
14,875.000
Thu
0.07
14,735.000
0.95
13,670.000
1,065.000
7.79
0.10
J Sainsbury
256.600
Thu
-4.25
269.000
-4.61
270.500
-1.500
-0.55
-0.47
S
M&G
197.900
Thu
-0.55
203.300
-2.66
204.600
-1.300
-0.64
-1.28
S
Unite
917.000
Thu
-0.54
930.500
-1.45
911.500
19.000
2.08
-1.36
Smiths Group
1,603.000
Thu
-0.31
1,609.000
-0.37
1,612.000
-3.000
-0.19
-2.16
L
Croda
4,649.000
Thu
-0.11
4,973.000
-6.52
4,439.000
534.000
12.03
-2.19
L
Unilever Plc
4,082.000
Thu
5.67
3,885.000
5.07
3,854.500
30.500
0.79
-2.30
SSE
1,650.500
Thu
-0.27
1,665.000
-0.87
1,671.000
-6.000
-0.36
-2.60
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
11/06/23
prc diff
⇓ Δ24
∅-RS
S
Centrica
131.400
Thu
-0.19
131.750
-0.27
154.400
-22.650
-14.67
-2.81
B&M
518.200
Thu
0.39
524.800
-1.26
531.800
-7.000
-1.32
-2.82
Severn Trent
2,442.000
Thu
-0.25
2,486.000
-1.77
2,652.000
-166.000
-6.26
-3.03
Hargreaves Lansdown
736.200
Thu
-1.55
741.800
-0.75
730.800
11.000
1.51
-3.06
Airtel Africa
108.500
Thu
-0.46
109.000
-0.46
116.300
-7.300
-6.28
-3.58
S
Barratt Developments
448.800
Thu
-0.09
451.800
-0.66
439.800
12.000
2.73
-3.68
L
Vodafone
69.000
Thu
-0.49
69.620
-0.89
78.860
-9.240
-11.72
-4.94
L
BAT
2,337.000
Thu
-0.38
2,360.000
-0.97
2,513.500
-153.500
-6.11
-5.56
S
Rightmove
504.800
Thu
-1.98
515.600
-2.09
462.900
52.700
11.38
-5.56
Phoenix
481.800
Thu
-0.70
487.400
-1.15
470.100
17.300
3.68
-5.60
S
RS Group
708.000
Thu
-0.21
706.000
0.28
682.000
24.000
3.52
-7.24
L
Diageo
2,759.000
Thu
-1.88
2,857.000
-3.43
3,177.500
-320.500
-10.09
-7.44
S
Spirax-Sarco
8,850.000
Thu
-3.28
9,215.000
-3.96
8,386.000
829.000
9.89
-7.59
S
Whitbread
3,028.000
Thu
-2.70
3,102.000
-2.39
3,294.000
-192.000
-5.83
-8.20
BT Group
104.700
Thu
-0.52
108.150
-3.19
124.200
-16.050
-12.92
-10.25
S
Schroders
347.200
Thu
-5.45
372.400
-6.77
383.600
-11.200
-2.92
-10.27
S
Smith and Nephew
964.400
Thu
-1.93
974.800
-1.07
983.600
-8.800
-0.89
-10.40
JD Sports Fashion
116.300
Thu
-2.39
118.450
-1.82
132.000
-13.550
-10.27
-13.83
Rentokil Initial
410.500
Thu
-1.86
426.500
-3.75
439.900
-13.400
-3.05
-16.41
Entain
809.200
Thu
-1.17
853.800
-5.22
934.400
-80.600
-8.63
-16.47
S
Prudential
714.000
Thu
-2.88
735.400
-2.91
899.600
-164.200
-18.25
-19.70
S
Abrdn
141.150
Thu
1.58
136.700
3.26
163.700
-27.000
-16.49
-21.61
S
Reckitt Benckiser
4,356.000
Thu
-0.41
4,266.000
2.11
5,488.000
-1,222.000
-22.27
-23.74
L
Burberry Group
1,144.500
Thu
0.88
1,157.500
-1.12
1,696.500
-539.000
-31.77
-31.04
S
Ocado
362.300
Thu
-0.63
358.400
1.09
530.000
-171.600
-32.38
-34.10
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
11/06/23
prc diff
⇓ Δ24
∅-RS
S
St. James´s Place
421.000
Thu
-5.18
431.400
-2.41
657.800
-226.400
-34.42
-40.79
FTSE - 100 out of 100 instruments rated - 4/22/24 / 11/06/23 - 72 did rise, Market-Ratio(24) = 72.00 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index * L24 - 46 ex 2 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield long
1/02/06
6/12/06
161
Segro
100
882
11.336
10.890
-0.446
-4
9,606
-9
6/12/06
7/03/06
21
- cash -
7/03/06
7/17/06
14
LSE Group
100
908
10.575
10.372
-0.203
-2
9,422
-40
7/17/06
7/24/06
7
- cash -
7/24/06
8/07/06
14
Segro
100
774
12.162
12.362
0.199
2
9,577
53
8/07/06
10/02/06
56
- cash -
10/02/06
3/05/07
154
Admiral Group
100
1,118
8.560
10.020
1.460
17
11,209
45
3/05/07
4/09/07
35
J Sainsbury
100
2,135
5.250
5.385
0.135
3
11,497
30
4/09/07
4/23/07
14
Admiral Group
100
966
11.890
10.880
-1.010
-8
10,522
-90
4/23/07
6/25/07
63
JD Sports Fashion
100
213,419
0.049
0.048
-0.001
-2
10,346
-9
6/25/07
7/30/07
35
Rightmove
100
17,100
0.605
0.557
-0.049
-8
9,516
-58
7/30/07
9/01/08
399
- cash -
9/01/08
9/08/08
7
Entain
100
4,943
1.925
1.730
-0.195
-10
8,552
-100
9/08/08
4/13/09
217
- cash -
4/13/09
4/20/09
7
Taylor Wimpey
100
22,311
0.383
0.343
-0.040
-10
7,663
-100
4/20/09
4/27/09
7
- cash -
4/27/09
6/22/09
56
Taylor Wimpey
100
23,343
0.328
0.328
-0.001
0
7,645
-2
6/22/09
6/29/09
7
- cash -
6/29/09
10/19/09
112
Taylor Wimpey
100
22,992
0.333
0.435
0.103
31
10,009
141
10/19/09
11/02/09
14
Smurfit Kappa
100
1,614
6.200
5.250
-0.950
-15
8,475
-99
11/02/09
11/09/09
7
Unite
100
3,269
2.593
2.660
0.067
3
8,696
282
11/09/09
3/15/10
126
Smurfit Kappa
100
1,470
5.915
6.100
0.185
3
8,968
9
3/15/10
4/26/10
42
Mondi
100
1,937
4.629
4.643
0.014
0
8,995
3
4/26/10
5/31/10
35
Ashtead
100
7,207
1.248
1.075
-0.173
-14
7,748
-79
5/31/10
6/07/10
7
JD Sports Fashion
100
98,702
0.079
0.078
-0.001
-1
7,649
-49
6/07/10
6/14/10
7
Rightmove
100
10,565
0.724
0.701
-0.024
-3
7,401
-82
6/14/10
7/05/10
21
Weir Group
100
694
10.660
10.490
-0.170
-2
7,283
-24
7/05/10
7/12/10
7
- cash -
7/12/10
8/30/10
49
Weir Group
100
627
11.610
12.070
0.460
4
7,572
34
8/30/10
9/06/10
7
- cash -
9/06/10
11/08/10
63
Croda
100
532
14.230
14.230
0.000
0
7,572
0
11/08/10
1/03/11
56
Weir Group
100
447
16.930
17.750
0.820
5
7,938
36
1/03/11
1/10/11
7
Fresnillo
100
471
16.820
15.210
-1.610
-10
7,180
-99
1/10/11
5/23/11
133
Ashtead
100
4,314
1.664
1.738
0.074
4
7,499
13
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
5/23/11
8/01/11
70
Frasers
100
3,530
2.124
2.550
0.426
20
9,003
159
8/01/11
1/16/12
168
- cash -
1/16/12
5/07/12
112
Ashtead
100
4,071
2.211
2.229
0.018
1
9,076
3
5/07/12
5/14/12
7
Entain
100
5,762
1.575
1.495
-0.080
-5
8,615
-93
5/14/12
5/21/12
7
Ashtead
100
3,747
2.299
2.141
-0.158
-7
8,023
-98
5/21/12
5/28/12
7
Flutter
100
160
50.010
51.220
1.210
2
8,217
248
5/28/12
6/04/12
7
Entain
100
4,876
1.685
1.590
-0.095
-6
7,754
-95
6/04/12
6/11/12
7
Flutter
100
150
51.670
51.800
0.130
0
7,773
14
6/11/12
10/15/12
126
Ashtead
100
3,278
2.371
3.440
1.069
45
11,277
194
10/15/12
12/03/12
49
Entain
100
4,829
2.335
2.335
0.000
0
11,277
0
12/03/12
4/29/13
147
Ashtead
100
2,929
3.850
5.965
2.115
55
17,472
197
4/29/13
4/07/14
343
Ocado
100
10,449
1.672
4.220
2.548
152
44,096
168
4/07/14
6/23/14
77
JD Sports Fashion
100
271,360
0.163
0.161
-0.002
-1
43,689
-4
6/23/14
7/14/14
21
- cash -
7/14/14
8/04/14
21
InterContinental Hot
100
1,776
24.590
23.650
-0.940
-4
42,020
-49
8/04/14
8/25/14
21
- cash -
8/25/14
10/13/14
49
Ashtead
100
4,318
9.730
9.150
-0.580
-6
39,515
-37
10/13/14
11/03/14
21
- cash -
11/03/14
11/10/14
7
Ashtead
100
3,825
10.330
10.640
0.310
3
40,701
367
11/10/14
11/17/14
7
- cash -
11/17/14
11/24/14
7
Ashtead
100
3,821
10.650
10.590
-0.060
-1
40,472
-26
11/24/14
12/15/14
21
LSE Group
100
1,863
21.720
20.560
-1.160
-5
38,311
-61
12/15/14
1/19/15
35
Ashtead
100
3,435
11.150
10.410
-0.740
-7
35,769
-51
1/19/15
4/20/15
91
Int Cons Airlines
100
7,225
4.950
5.715
0.765
15
41,296
78
4/20/15
6/01/15
42
Smurfit Kappa
100
1,441
28.640
27.200
-1.440
-5
39,221
-36
6/01/15
7/06/15
35
Taylor Wimpey
100
21,166
1.853
1.912
0.059
3
40,470
39
7/06/15
8/24/15
49
JD Sports Fashion
100
142,498
0.284
0.322
0.038
13
45,913
156
8/24/15
10/19/15
56
- cash -
10/19/15
10/26/15
7
JD Sports Fashion
100
122,044
0.376
0.382
0.006
2
46,670
135
10/26/15
11/02/15
7
- cash -
11/02/15
11/09/15
7
JD Sports Fashion
100
120,843
0.386
0.385
-0.001
0
46,525
-15
11/09/15
11/23/15
14
- cash -
11/23/15
12/14/15
21
JD Sports Fashion
100
120,780
0.385
0.407
0.022
6
49,182
163
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
12/14/15
12/21/15
7
- cash -
12/21/15
1/04/16
14
JD Sports Fashion
100
120,307
0.409
0.410
0.002
0
49,374
11
1/04/16
2/22/16
49
- cash -
2/22/16
4/11/16
49
JD Sports Fashion
100
112,623
0.438
0.457
0.019
4
51,492
37
4/11/16
4/18/16
7
- cash -
4/18/16
5/09/16
21
Fresnillo
100
5,088
10.120
10.390
0.270
3
52,865
58
5/09/16
5/23/16
14
- cash -
5/23/16
6/13/16
21
Fresnillo
100
4,908
10.770
12.329
1.559
14
60,518
949
6/13/16
6/20/16
7
- cash -
6/20/16
10/03/16
105
Fresnillo
100
4,945
12.238
18.335
6.097
50
90,670
308
10/03/16
7/10/17
280
Melrose
100
17,344
5.228
7.119
1.892
36
123,476
50
7/10/17
9/04/17
56
RS Group
100
20,341
6.070
6.320
0.250
4
128,561
30
9/04/17
9/18/17
14
Antofagasta
100
12,118
10.609
9.535
-1.074
-10
115,546
-94
9/18/17
10/09/17
21
Frasers
100
27,956
4.133
3.881
-0.252
-6
108,501
-66
10/09/17
11/06/17
28
RS Group
100
15,634
6.940
7.010
0.070
1
109,596
14
11/06/17
12/11/17
35
Intertek
100
2,044
53.600
50.300
-3.300
-6
102,851
-48
12/11/17
2/12/18
63
Ocado
100
29,436
3.494
4.718
1.224
35
138,880
470
2/12/18
2/19/18
7
- cash -
2/19/18
3/19/18
28
Ocado
100
28,459
4.880
5.722
0.842
17
162,843
696
3/19/18
4/23/18
35
- cash -
4/23/18
10/08/18
168
Ocado
100
30,632
5.316
7.900
2.584
49
241,996
136
10/08/18
3/25/19
168
- cash -
3/25/19
5/20/19
56
Ocado
100
19,274
12.555
12.375
-0.180
-1
238,526
-9
5/20/19
6/24/19
35
JD Sports Fashion
100
190,516
1.252
1.180
-0.072
-6
224,809
-46
6/24/19
7/29/19
35
Halma
100
10,855
20.710
20.090
-0.620
-3
218,079
-27
7/29/19
10/07/19
70
LSE Group
100
3,333
65.420
74.520
9.100
14
248,409
97
10/07/19
10/21/19
14
- cash -
10/21/19
1/06/20
77
JD Sports Fashion
100
161,179
1.541
1.633
0.092
6
263,173
31
1/06/20
3/02/20
56
Frasers
100
56,018
4.698
3.700
-0.998
-21
207,268
-79
3/02/20
8/24/20
175
- cash -
8/24/20
11/09/20
77
Fresnillo
100
17,003
12.190
11.090
-1.100
-9
188,564
-36
11/09/20
12/07/20
28
Scottish Mortgage
100
17,379
10.850
11.210
0.360
3
194,821
53
12/07/20
12/21/20
14
Airtel Africa
100
208,364
0.935
0.723
-0.212
-23
150,647
-100
12/21/20
1/25/21
35
Weir Group
100
7,757
19.420
18.890
-0.530
-3
146,536
-25
1/25/21
2/22/21
28
Scottish Mortgage
100
11,220
13.060
12.670
-0.390
-3
142,160
-33
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
2/22/21
3/29/21
35
Antofagasta
100
7,604
18.695
16.525
-2.170
-12
125,660
-72
3/29/21
5/17/21
49
Entain
100
8,321
15.100
15.500
0.400
3
128,988
22
5/17/21
5/24/21
7
Glencore
100
39,670
3.252
3.104
-0.148
-5
123,117
-91
5/24/21
6/14/21
21
Ashtead
100
2,424
50.780
50.860
0.080
0
123,311
3
6/14/21
8/23/21
70
Entain
100
6,807
18.115
18.635
0.520
3
126,851
16
8/23/21
8/30/21
7
J Sainsbury
100
37,309
3.400
3.104
-0.296
-9
115,807
-99
8/30/21
10/04/21
35
Entain
100
6,064
19.095
21.210
2.115
11
128,633
199
10/04/21
10/11/21
7
- cash -
10/11/21
11/08/21
28
Entain
100
6,102
21.080
20.110
-0.970
-5
122,714
-46
11/08/21
12/20/21
42
Airtel Africa
100
100,174
1.225
1.266
0.041
3
126,821
33
12/20/21
12/27/21
7
- cash -
12/27/21
1/24/22
28
Airtel Africa
100
97,704
1.298
1.442
0.144
11
140,890
294
1/24/22
1/31/22
7
- cash -
1/31/22
2/14/22
14
Airtel Africa
100
92,386
1.525
1.443
-0.082
-5
133,314
-76
2/14/22
2/28/22
14
- cash -
2/28/22
3/07/22
7
Airtel Africa
100
93,817
1.421
1.279
-0.142
-10
119,992
-100
3/07/22
3/21/22
14
- cash -
3/21/22
3/28/22
7
Airtel Africa
100
78,942
1.520
1.395
-0.125
-8
110,125
-99
3/28/22
4/18/22
21
Glencore
100
22,042
4.996
5.268
0.272
5
116,120
151
4/18/22
8/15/22
119
- cash -
8/15/22
8/29/22
14
Beazley
100
19,434
5.975
5.680
-0.295
-5
110,387
-73
8/29/22
11/28/22
91
- cash -
11/28/22
12/05/22
7
Pearson
100
11,147
9.902
9.382
-0.520
-5
104,591
-94
12/05/22
1/16/23
42
Beazley
100
16,140
6.480
6.335
-0.145
-2
102,250
-18
1/16/23
2/06/23
21
Antofagasta
100
5,876
17.400
17.045
-0.355
-2
100,164
-30
2/06/23
3/13/23
35
JD Sports Fashion
100
54,990
1.822
1.664
-0.158
-9
91,476
-61
3/13/23
6/26/23
105
Rolls-Royce
100
63,086
1.450
1.548
0.098
7
97,658
26
6/26/23
9/04/23
70
- cash -
9/04/23
9/18/23
14
Rolls-Royce
100
44,410
2.199
2.244
0.045
2
99,657
70
9/18/23
11/20/23
63
- cash -
11/20/23
4/25/24
157
Rolls-Royce
100
40,593
2.455
4.057
1.602
65
164,687
221
accum 1/02/06
4/25/24 4771
days out of 6689 invested (71%)
1,547
164,687
24
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Ocado long 4/29/13 4/07/14 343 1.67 4.22 2.55 152.39
12/11/17 2/12/18 63 3.49 4.72 1.22 35.03
2/19/18 3/19/18 28 4.88 5.72 0.84 17.25
4/23/18 10/08/18 168 5.32 7.90 2.58 48.61
3/25/19 5/20/19 56 12.56 12.38 -0.18 -1.43 485.34
Rolls-Royce 3/13/23 6/26/23 105 1.45 1.55 0.10 6.76
9/04/23 9/18/23 14 2.20 2.24 0.04 2.05
11/20/23 4/25/24 157 2.46 4.06 1.60 65.25 80.03
Ashtead 4/26/10 5/31/10 35 1.25 1.08 -0.17 -13.86
1/10/11 5/23/11 133 1.66 1.74 0.07 4.45
1/16/12 5/07/12 112 2.21 2.23 0.02 0.81
5/14/12 5/21/12 7 2.30 2.14 -0.16 -6.87
6/11/12 10/15/12 126 2.37 3.44 1.07 45.09
12/03/12 4/29/13 147 3.85 5.97 2.12 54.94
8/25/14 10/13/14 49 9.73 9.15 -0.58 -5.96
11/03/14 11/10/14 7 10.33 10.64 0.31 3.00
11/17/14 11/24/14 7 10.65 10.59 -0.06 -0.56
12/15/14 1/19/15 35 11.15 10.41 -0.74 -6.64
5/24/21 6/14/21 21 50.78 50.86 0.08 0.16 71.01
Fresnillo 1/03/11 1/10/11 7 16.82 15.21 -1.61 -9.57
4/18/16 5/09/16 21 10.12 10.39 0.27 2.67
5/23/16 6/13/16 21 10.77 12.33 1.56 14.48
6/20/16 10/03/16 105 12.24 18.34 6.10 49.82
8/24/20 11/09/20 77 12.19 11.09 -1.10 -9.02 44.87
Melrose 10/03/16 7/10/17 280 5.23 7.12 1.89 36.18 36.18
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Taylor Wimpey 4/13/09 4/20/09 7 0.38 0.34 -0.04 -10.40
4/27/09 6/22/09 56 0.33 0.33 -0.00 -0.24
6/29/09 10/19/09 112 0.33 0.44 0.10 30.92
6/01/15 7/06/15 35 1.85 1.91 0.06 3.18 20.75
Int Cons Airlines 1/19/15 4/20/15 91 4.95 5.72 0.77 15.45 15.45
JD Sports Fashion 4/23/07 6/25/07 63 0.05 0.05 -0.00 -1.67
5/31/10 6/07/10 7 0.08 0.08 -0.00 -1.27
4/07/14 6/23/14 77 0.16 0.16 -0.00 -0.92
7/06/15 8/24/15 49 0.28 0.32 0.04 13.45
10/19/15 10/26/15 7 0.38 0.38 0.01 1.65
11/02/15 11/09/15 7 0.39 0.39 -0.00 -0.31
11/23/15 12/14/15 21 0.39 0.41 0.02 5.71
12/21/15 1/04/16 14 0.41 0.41 0.00 0.39
2/22/16 4/11/16 49 0.44 0.46 0.02 4.29
5/20/19 6/24/19 35 1.25 1.18 -0.07 -5.75
10/21/19 1/06/20 77 1.54 1.63 0.09 5.94
2/06/23 3/13/23 35 1.82 1.66 -0.16 -8.67 11.59
Admiral Group 10/02/06 3/05/07 154 8.56 10.02 1.46 17.06
4/09/07 4/23/07 14 11.89 10.88 -1.01 -8.49 7.11
LSE Group 7/03/06 7/17/06 14 10.57 10.37 -0.20 -1.92
11/24/14 12/15/14 21 21.72 20.56 -1.16 -5.34
7/29/19 10/07/19 70 65.42 74.52 9.10 13.91 5.76
RS Group 7/10/17 9/04/17 56 6.07 6.32 0.25 4.12
10/09/17 11/06/17 28 6.94 7.01 0.07 1.01 5.17
Weir Group 6/14/10 7/05/10 21 10.66 10.49 -0.17 -1.59
7/12/10 8/30/10 49 11.61 12.07 0.46 3.96
11/08/10 1/03/11 56 16.93 17.75 0.82 4.84
12/21/20 1/25/21 35 19.42 18.89 -0.53 -2.73 4.33
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Flutter 5/21/12 5/28/12 7 50.01 51.22 1.21 2.42
6/04/12 6/11/12 7 51.67 51.80 0.13 0.25 2.68
Unite 11/02/09 11/09/09 7 2.59 2.66 0.07 2.60 2.60
Glencore 5/17/21 5/24/21 7 3.25 3.10 -0.15 -4.55
3/28/22 4/18/22 21 5.00 5.27 0.27 5.44 0.64
Mondi 3/15/10 4/26/10 42 4.63 4.64 0.01 0.30 0.30
Scottish Mortgage 11/09/20 12/07/20 28 10.85 11.21 0.36 3.32
1/25/21 2/22/21 28 13.06 12.67 -0.39 -2.99 0.23
Croda 9/06/10 11/08/10 63 14.23 14.23 0.00 0.00 0.00
Segro 1/02/06 6/12/06 161 11.34 10.89 -0.45 -3.94
7/24/06 8/07/06 14 12.16 12.36 0.20 1.64 -2.36
Halma 6/24/19 7/29/19 35 20.71 20.09 -0.62 -2.99 -2.99
InterContinental Hot 7/14/14 8/04/14 21 24.59 23.65 -0.94 -3.82 -3.82
Pearson 11/28/22 12/05/22 7 9.90 9.38 -0.52 -5.25 -5.25
Intertek 11/06/17 12/11/17 35 53.60 50.30 -3.30 -6.16 -6.16
J Sainsbury 3/05/07 4/09/07 35 5.25 5.39 0.14 2.57
8/23/21 8/30/21 7 3.40 3.10 -0.30 -8.71 -6.36
Beazley 8/15/22 8/29/22 14 5.98 5.68 -0.30 -4.94
12/05/22 1/16/23 42 6.48 6.34 -0.15 -2.24 -7.06
Entain 9/01/08 9/08/08 7 1.93 1.73 -0.20 -10.13
5/07/12 5/14/12 7 1.58 1.50 -0.08 -5.08
5/28/12 6/04/12 7 1.69 1.59 -0.10 -5.64
10/15/12 12/03/12 49 2.34 2.34 0.00 0.00
3/29/21 5/17/21 49 15.10 15.50 0.40 2.65
6/14/21 8/23/21 70 18.12 18.64 0.52 2.87
8/30/21 10/04/21 35 19.10 21.21 2.12 11.08
10/11/21 11/08/21 28 21.08 20.11 -0.97 -4.60 -9.93
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Rightmove 6/25/07 7/30/07 35 0.61 0.56 -0.05 -8.02
6/07/10 6/14/10 7 0.72 0.70 -0.02 -3.25 -11.00
Frasers 5/23/11 8/01/11 70 2.12 2.55 0.43 20.06
9/18/17 10/09/17 21 4.13 3.88 -0.25 -6.10
1/06/20 3/02/20 56 4.70 3.70 -1.00 -21.24 -11.21
Smurfit Kappa 10/19/09 11/02/09 14 6.20 5.25 -0.95 -15.32
11/09/09 3/15/10 126 5.92 6.10 0.19 3.13
4/20/15 6/01/15 42 28.64 27.20 -1.44 -5.03 -17.06
Antofagasta 9/04/17 9/18/17 14 10.61 9.54 -1.07 -10.12
2/22/21 3/29/21 35 18.70 16.53 -2.17 -11.61
1/16/23 2/06/23 21 17.40 17.05 -0.36 -2.04 -22.18
Airtel Africa 12/07/20 12/21/20 14 0.94 0.72 -0.21 -22.67
11/08/21 12/20/21 42 1.23 1.27 0.04 3.35
12/27/21 1/24/22 28 1.30 1.44 0.14 11.09
1/31/22 2/14/22 14 1.53 1.44 -0.08 -5.38
2/28/22 3/07/22 7 1.42 1.28 -0.14 -9.99
3/21/22 3/28/22 7 1.52 1.40 -0.13 -8.22 -30.61
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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