Assessment - FTSE 100 Index - 4/22/24 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
1/01/24
prc diff
⇓ Δ16
∅-RS
L
FTSE
8,139.830
Fri
0.75
8,023.870
1.45
7,733.240
290.630
3.76
5.57
Rolls-Royce
421.100
Fri
3.80
406.300
3.64
299.700
106.600
35.57
84.29
L
Antofagasta
2,255.000
Fri
1.26
2,201.000
2.45
1,679.500
521.500
31.05
42.37
L
3i Group
2,879.000
Fri
1.27
2,844.000
1.23
2,421.000
423.000
17.47
33.85
CRH (L)
6,302.000
Fri
1.71
6,208.000
1.51
5,410.000
798.000
14.75
28.68
Pershing Square
3,930.000
Fri
2.40
3,970.000
-1.01
3,584.000
386.000
10.77
25.10
InterContinental Hot
8,034.000
Fri
0.40
7,878.000
1.98
7,090.000
788.000
11.11
25.01
L
ConvaTec
257.800
Fri
-6.46
282.400
-8.71
244.200
38.200
15.64
24.26
BAE Systems
1,340.000
Fri
1.52
1,316.000
1.82
1,110.500
205.500
18.51
23.63
L
Barclays
204.350
Fri
0.17
189.180
8.02
153.780
35.400
23.02
23.61
L
Next
9,120.000
Fri
0.18
9,056.000
0.71
8,118.000
938.000
11.55
21.39
L
NatWest
307.400
Fri
6.07
279.700
9.90
219.400
60.300
27.48
20.35
Melrose
640.400
Fri
2.43
627.200
2.10
567.400
59.800
10.54
19.39
L
Smurfit Kappa
3,428.000
Fri
0.76
3,550.000
-3.44
3,120.000
430.000
13.78
18.74
Ass Brit Foods
2,635.000
Fri
-1.90
2,506.000
5.15
2,367.000
139.000
5.87
17.83
L
Beazley
638.000
Fri
-3.11
669.500
-4.71
522.000
147.500
28.26
17.68
L
Intertek
4,948.000
Fri
4,984.000
-0.72
4,246.000
738.000
17.38
17.15
L
DS Smith
340.000
Fri
354.800
-4.17
307.300
47.500
15.46
16.89
RELX
3,329.000
Fri
1.46
3,348.000
-0.57
3,110.000
238.000
7.65
16.72
L
Shell
2,903.500
Fri
0.09
2,907.000
-0.12
2,571.500
335.500
13.05
16.62
L
Lloyds Bank
52.300
Fri
2.15
51.140
2.27
47.710
3.430
7.19
14.26
Admiral Group
2,699.000
Fri
0.26
2,779.000
-2.88
2,684.000
95.000
3.54
14.07
Scottish Mortgage
834.400
Fri
1.43
812.000
2.76
808.000
4.000
0.50
13.90
Mondi
1,508.500
Fri
1.07
1,526.500
-1.18
1,537.500
-11.000
-0.72
13.65
L
Int Cons Airlines
176.300
Fri
0.09
175.200
0.63
155.000
20.200
13.03
13.05
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
1/01/24
prc diff
⇓ Δ16
∅-RS
L
Aviva
463.800
Fri
1.16
469.100
-1.13
434.700
34.400
7.91
12.93
Sage Group
1,173.000
Fri
1.08
1,144.500
2.49
1,172.500
-28.000
-2.39
12.93
Pearson
987.000
Fri
-0.46
1,009.500
-2.23
964.200
45.300
4.70
11.66
DCC
5,475.000
Fri
0.46
5,515.000
-0.73
5,778.000
-263.000
-4.55
11.53
L
British Land
392.800
Fri
1.13
386.800
1.55
399.600
-12.800
-3.20
11.42
GSK
1,653.000
Fri
0.76
1,639.500
0.82
1,450.200
189.300
13.05
11.10
L
Hiscox
1,209.000
Fri
0.50
1,186.000
1.94
1,054.000
132.000
12.52
10.75
Persimmon
1,318.000
Fri
2.77
1,317.500
0.04
1,389.000
-71.500
-5.15
9.45
Experian
3,272.000
Fri
1.46
3,241.000
0.96
3,202.000
39.000
1.22
9.33
L
Coca-Cola HBC
2,570.000
Fri
0.63
2,518.000
2.07
2,305.000
213.000
9.24
8.82
L
Weir Group
2,010.000
Fri
2.19
1,995.000
0.75
1,886.500
108.500
5.75
8.63
L
HSBC
663.600
Fri
0.26
666.500
-0.44
635.500
31.000
4.88
8.61
Segro
854.800
Fri
1.35
858.200
-0.40
886.400
-28.200
-3.18
8.34
L
Glencore
469.500
Fri
0.19
474.900
-1.14
472.100
2.800
0.59
8.31
F&C Investment Trust
992.000
Fri
2.48
981.000
1.12
962.000
19.000
1.98
7.91
L
Kingfisher
247.000
Fri
-0.04
248.200
-0.48
243.300
4.900
2.01
7.81
L
Ashtead
6,104.000
Fri
5.97
5,562.000
9.74
5,462.000
100.000
1.83
7.80
L
BP
524.800
Fri
-0.29
522.500
0.44
466.150
56.350
12.09
7.77
L
Legal & General
234.400
Fri
0.69
250.400
-6.39
251.100
-0.700
-0.28
7.37
Taylor Wimpey
134.300
Fri
2.17
132.200
1.59
147.050
-14.850
-10.10
7.09
Berkeley
4,702.000
Fri
1.07
4,624.000
1.69
4,688.000
-64.000
-1.37
6.61
Informa
800.800
Fri
0.81
797.000
0.48
781.200
15.800
2.02
6.43
Tesco
288.900
Fri
-0.31
291.100
-0.76
290.500
0.600
0.21
6.38
L
Johnson Matthey
1,747.000
Fri
0.29
1,778.000
-1.74
1,697.500
80.500
4.74
6.00
L
Compass Group
2,229.000
Fri
-0.13
2,231.000
-0.09
2,146.000
85.000
3.96
5.67
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
1/01/24
prc diff
⇓ Δ16
∅-RS
LSE Group
8,934.000
Fri
0.49
9,100.000
-1.82
9,274.000
-174.000
-1.88
5.37
L
AstraZeneca
11,988.000
Fri
-0.32
11,250.000
6.56
10,600.000
650.000
6.13
4.92
L
Fresnillo
584.000
Fri
0.86
587.000
-0.51
594.400
-7.400
-1.24
4.58
Rio Tinto
5,453.000
Fri
1.38
5,386.000
1.24
5,842.000
-456.000
-7.81
4.49
L
Anglo American
2,643.000
Fri
3.24
2,160.000
22.36
1,970.600
189.400
9.61
3.57
L
Endeavour Mining
1,705.000
Fri
1.07
1,720.000
-0.87
1,757.000
-37.000
-2.11
3.22
Land Securities
654.000
Fri
2.19
640.500
2.11
704.800
-64.300
-9.12
2.93
Auto Trader
695.400
Fri
0.99
679.800
2.29
721.400
-41.600
-5.77
2.81
United Utilities
1,038.500
Fri
0.83
1,046.500
-0.76
1,059.500
-13.000
-1.23
2.50
L
WPP Group
812.400
Fri
2.01
789.200
2.94
753.000
36.200
4.81
2.18
Imperial Brands
1,811.500
Fri
-0.88
1,819.000
-0.41
1,806.500
12.500
0.69
1.54
National Grid
1,048.500
Fri
0.14
1,046.000
0.24
1,058.000
-12.000
-1.13
1.49
Halma
2,219.000
Fri
1.88
2,205.000
0.63
2,284.000
-79.000
-3.46
1.43
Bunzl
3,070.000
Fri
1.19
3,050.000
0.66
3,190.000
-140.000
-4.39
1.39
L
Standard Chartered
681.400
Fri
-0.21
671.400
1.49
666.600
4.800
0.72
0.85
Haleon
334.400
Fri
0.87
330.900
1.06
321.650
9.250
2.88
0.83
Frasers
796.000
Fri
0.70
798.000
-0.25
910.500
-112.500
-12.36
0.37
Flutter
14,935.000
Fri
0.40
14,735.000
1.36
13,940.000
795.000
5.70
0.10
J Sainsbury
261.400
Fri
1.87
269.000
-2.83
302.600
-33.600
-11.10
-0.47
S
M&G
199.350
Fri
0.73
203.300
-1.94
222.400
-19.100
-8.59
-1.28
S
Unite
932.000
Fri
1.64
930.500
0.16
1,044.000
-113.500
-10.87
-1.36
Smiths Group
1,625.000
Fri
1.37
1,609.000
0.99
1,763.500
-154.500
-8.76
-2.16
L
Croda
4,703.000
Fri
1.16
4,973.000
-5.43
5,050.000
-77.000
-1.52
-2.19
L
Unilever Plc
4,133.000
Fri
1.25
3,885.000
6.38
3,800.000
85.000
2.24
-2.30
SSE
1,655.000
Fri
0.27
1,665.000
-0.60
1,856.000
-191.000
-10.29
-2.60
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
1/01/24
prc diff
⇓ Δ16
∅-RS
S
Centrica
133.700
Fri
1.75
131.750
1.48
140.650
-8.900
-6.33
-2.81
B&M
527.800
Fri
1.85
524.800
0.57
560.200
-35.400
-6.32
-2.82
Severn Trent
2,458.000
Fri
0.66
2,486.000
-1.13
2,579.000
-93.000
-3.61
-3.03
Hargreaves Lansdown
755.000
Fri
2.55
741.800
1.78
734.000
7.800
1.06
-3.06
Airtel Africa
109.800
Fri
1.20
109.000
0.73
130.200
-21.200
-16.28
-3.58
S
Barratt Developments
454.900
Fri
1.36
451.800
0.69
562.600
-110.800
-19.69
-3.68
L
Vodafone
69.080
Fri
0.12
69.620
-0.78
68.560
1.060
1.55
-4.94
L
BAT
2,326.000
Fri
-0.47
2,360.000
-1.44
2,295.500
64.500
2.81
-5.56
S
Rightmove
514.600
Fri
1.94
515.600
-0.19
575.600
-60.000
-10.42
-5.56
Phoenix
485.000
Fri
0.66
487.400
-0.49
535.200
-47.800
-8.93
-5.60
S
RS Group
732.500
Fri
3.46
706.000
3.75
819.600
-113.600
-13.86
-7.24
L
Diageo
2,776.000
Fri
0.62
2,857.000
-2.84
2,856.000
1.000
0.04
-7.44
S
Spirax-Sarco
8,980.000
Fri
1.47
9,215.000
-2.55
10,505.000
-1,290.000
-12.28
-7.59
S
Whitbread
3,043.000
Fri
0.50
3,102.000
-1.90
3,656.000
-554.000
-15.15
-8.20
BT Group
105.000
Fri
0.29
108.150
-2.91
123.600
-15.450
-12.50
-10.25
S
Schroders
353.400
Fri
1.79
372.400
-5.10
429.900
-57.500
-13.38
-10.27
S
Smith and Nephew
981.000
Fri
1.72
974.800
0.64
1,078.500
-103.700
-9.62
-10.40
JD Sports Fashion
120.150
Fri
3.31
118.450
1.44
165.950
-47.500
-28.62
-13.83
Rentokil Initial
412.200
Fri
0.41
426.500
-3.35
440.800
-14.300
-3.24
-16.41
Entain
784.200
Fri
-3.09
853.800
-8.15
994.200
-140.400
-14.12
-16.47
S
Prudential
723.800
Fri
1.37
735.400
-1.58
887.200
-151.800
-17.11
-19.70
S
Abrdn
146.050
Fri
3.47
136.700
6.84
178.650
-41.950
-23.48
-21.61
S
Reckitt Benckiser
4,423.000
Fri
1.54
4,266.000
3.68
5,420.000
-1,154.000
-21.29
-23.74
L
Burberry Group
1,152.000
Fri
0.66
1,157.500
-0.48
1,416.000
-258.500
-18.26
-31.04
S
Ocado
353.100
Fri
-2.54
358.400
-1.48
758.400
-400.000
-52.74
-34.10
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
1/01/24
prc diff
⇓ Δ16
∅-RS
S
St. James´s Place
435.400
Fri
3.42
431.400
0.93
683.600
-252.200
-36.89
-40.79
FTSE - 100 out of 100 instruments rated - 4/22/24 / 1/01/24 - 52 did rise, Market-Ratio(16) = 52.00 %
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
4/26/24
137
Rolls-Royce
100
17,326
2.969
4.211
1.242
42
72,962
154
accum 6/19/06
4/26/24 6522
days out of 6690 invested (97%)
630
72,962
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 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
Rolls-Royce long 12/11/23 4/26/24 137 2.97 4.21 1.24 41.83 41.83
Lloyds Bank short 8/08/11 11/28/11 112 0.33 0.24 0.45 0.13 38.59 38.59
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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