Assessment - FTSE 100 Index - 6/27/22 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
6/27/22
⇓ Δwk
3/07/22
prc diff
⇓ Δ16
∅-RS
S
FTSE
7,258.320
Mon
0.69
7,258.320
6,959.480
298.840
4.29
-0.28
BAE Systems
798.600
Mon
1.99
798.600
740.800
57.800
7.80
30.33
L
Standard Chartered
605.800
Mon
2.78
605.800
450.400
155.400
34.50
24.70
L
BAT
3,603.000
08:05
0.88
3,571.500
0.88
2,979.000
592.500
19.89
22.47
Shell
2,112.500
Mon
1.20
2,112.500
1,981.000
131.500
6.64
20.56
L
AstraZeneca
10,788.000
08:05
-0.17
10,806.000
-0.17
8,651.000
2,155.000
24.91
20.11
L
HSBC
538.600
Mon
0.24
538.600
466.050
72.550
15.57
18.35
Airtel Africa
137.800
Mon
0.07
137.800
127.900
9.900
7.74
17.49
Glencore
452.750
Mon
1.46
452.750
474.850
-22.100
-4.65
16.23
L
Imperial Brands
1,840.500
Mon
0.11
1,840.500
1,486.000
354.500
23.86
13.47
GlaxoSmithKline
1,764.200
Mon
0.46
1,764.200
1,484.000
280.200
18.88
13.20
L
Pearson
789.200
Mon
1.08
789.200
617.400
171.800
27.83
12.87
BP
401.700
08:06
2.58
391.600
2.58
361.500
30.100
8.33
11.79
Meggitt
784.000
Mon
0.38
784.000
746.200
37.800
5.07
10.29
Compass Group
1,710.500
Mon
0.80
1,710.500
1,546.000
164.500
10.64
7.57
BT Group
184.950
Mon
-1.88
184.950
163.850
21.100
12.88
6.62
L
Vodafone
127.220
Mon
0.57
127.220
120.920
6.300
5.21
5.91
Melrose
153.450
Mon
1.05
153.450
113.200
40.250
35.56
3.85
LSE Group
7,664.000
Mon
0.84
7,664.000
7,372.000
292.000
3.96
3.28
L
Reckitt Benckiser
6,208.000
Mon
-0.61
6,208.000
5,560.000
648.000
11.65
3.26
National Grid
1,060.000
Mon
0.86
1,060.000
1,112.400
-52.400
-4.71
2.93
Informa
547.800
Mon
0.96
547.800
518.800
29.000
5.59
1.60
L
NatWest
221.400
Mon
-0.05
221.400
192.850
28.550
14.80
0.90
SSE
1,651.000
Mon
0.09
1,651.000
1,593.000
58.000
3.64
0.76
L
Fresnillo
802.600
Mon
1.98
802.600
739.400
63.200
8.55
0.68
⇓ instrument
freshest
⇓ Δday
6/27/22
⇓ Δwk
3/07/22
prc diff
⇓ Δ16
∅-RS
Severn Trent
2,853.000
Mon
2.29
2,853.000
2,887.000
-34.000
-1.18
0.39
Aviva
412.200
Mon
0.17
412.200
374.500
37.700
10.07
0.22
RELX
2,235.000
Mon
1.36
2,235.000
2,213.000
22.000
0.99
0.05
Diageo
3,682.000
08:06
0.72
3,655.500
0.72
3,348.500
307.000
9.17
-0.70
S
Anglo American
3,133.500
Mon
2.20
3,133.500
3,855.500
-722.000
-18.73
-1.61
S
Land Securities
723.000
Mon
0.95
723.000
697.200
25.800
3.70
-1.68
S
Endeavour Mining
1,745.000
Mon
0.11
1,745.000
2,040.000
-295.000
-14.46
-1.80
L
Unilever Plc
3,734.000
Mon
-0.08
3,734.000
3,328.000
406.000
12.20
-2.46
S
United Utilities
1,035.000
Mon
2.27
1,035.000
1,052.500
-17.500
-1.66
-2.57
S
Bunzl
2,665.000
Mon
0.79
2,665.000
2,830.000
-165.000
-5.83
-2.59
M&G
201.000
Mon
1.21
201.000
178.300
22.700
12.73
-3.68
L
Phoenix
620.400
Mon
-0.06
620.400
581.800
38.600
6.63
-3.73
Smiths Group
1,430.500
Mon
2.25
1,430.500
1,377.500
53.000
3.85
-3.84
British Land
495.700
Mon
0.34
495.700
463.100
32.600
7.04
-3.96
S
Tesco
254.400
Mon
-0.39
254.400
272.800
-18.400
-6.74
-4.46
S
Rio Tinto
5,051.000
Mon
1.45
5,051.000
6,019.000
-968.000
-16.08
-5.19
Lloyds Bank
43.310
Mon
-0.20
43.310
41.250
2.060
4.99
-7.29
S
InterContinental Hot
4,453.000
Mon
1.11
4,453.000
4,505.000
-52.000
-1.15
-7.60
S
Avast
523.400
Mon
-0.65
523.400
638.000
-114.600
-17.96
-7.86
L
Burberry Group
1,664.000
Mon
-2.00
1,664.000
1,580.500
83.500
5.28
-7.91
S
Pershing Square
2,510.000
Mon
1.83
2,510.000
2,470.000
40.000
1.62
-7.93
Legal & General
246.700
Mon
0.86
246.700
238.900
7.800
3.26
-9.43
S
Rentokil Initial
488.900
Mon
1.28
488.900
471.300
17.600
3.73
-9.70
L
Barclays
158.640
Mon
-0.19
158.640
151.620
7.020
4.63
-9.77
S
Smith and Nephew
1,165.000
Mon
1,165.000
1,200.000
-35.000
-2.92
-10.03
⇓ instrument
freshest
⇓ Δday
6/27/22
⇓ Δwk
3/07/22
prc diff
⇓ Δ16
∅-RS
S
Sage Group
641.600
Mon
-0.74
641.600
660.600
-19.000
-2.88
-10.87
L
Ass Brit Foods
1,646.500
Mon
0.64
1,646.500
1,673.500
-27.000
-1.61
-11.28
Berkeley
3,812.000
Mon
2.03
3,812.000
3,750.000
62.000
1.65
-11.55
S
Ferguson
9,322.000
Mon
1.33
9,322.000
10,840.000
-1,518.000
-14.00
-12.58
Whitbread
2,579.000
Mon
0.90
2,579.000
2,473.000
106.000
4.29
-13.09
S
Rightmove
578.200
Mon
0.03
578.200
652.000
-73.800
-11.32
-13.19
S
Auto Trader
551.600
Mon
0.29
551.600
634.400
-82.800
-13.05
-13.33
L
Mondi
1,493.000
Mon
1.12
1,493.000
1,309.000
184.000
14.06
-13.68
S
3i Group
1,123.500
Mon
0.09
1,123.500
1,138.500
-15.000
-1.32
-14.07
S
DCC
5,080.000
Mon
1.56
5,080.000
5,500.000
-420.000
-7.64
-14.87
S
Intertek
4,381.000
Mon
1.29
4,381.000
4,961.000
-580.000
-11.69
-15.06
S
Antofagasta
1,223.000
Mon
3.25
1,223.000
1,545.500
-322.500
-20.87
-15.22
L
Coca-Cola HBC
1,825.500
Mon
0.58
1,825.500
1,480.000
345.500
23.34
-15.57
L
Next
5,986.000
Mon
0.07
5,986.000
5,770.000
216.000
3.74
-17.04
Schroders
2,760.000
Mon
-0.29
2,760.000
2,817.000
-57.000
-2.02
-17.23
S
Segro
1,033.500
Mon
0.63
1,033.500
1,233.500
-200.000
-16.21
-17.32
S
RS Group
862.500
Mon
1.11
862.500
868.000
-5.500
-0.63
-17.98
L
Prudential
1,009.000
Mon
2.31
1,009.000
1,019.000
-10.000
-0.98
-18.08
L
Aveva
2,449.000
Mon
-0.57
2,449.000
2,425.000
24.000
0.99
-18.17
S
WPP Group
827.400
Mon
2.15
827.400
919.000
-91.600
-9.97
-18.43
S
CRH (L)
2,836.500
Mon
-0.33
2,836.500
2,989.000
-152.500
-5.10
-18.47
S
Dechra Pharm
3,502.000
Mon
2.16
3,502.000
3,936.000
-434.000
-11.03
-19.02
S
DS Smith
293.400
Mon
0.96
293.400
299.600
-6.200
-2.07
-19.78
L
Flutter
8,730.000
Mon
-0.68
8,730.000
8,154.000
576.000
7.06
-20.02
Kingfisher
248.700
Mon
2.22
248.700
261.600
-12.900
-4.93
-20.02
⇓ instrument
freshest
⇓ Δday
6/27/22
⇓ Δwk
3/07/22
prc diff
⇓ Δ16
∅-RS
Taylor Wimpey
119.300
Mon
0.76
119.300
130.550
-11.250
-8.62
-20.29
S
Experian
2,405.000
Mon
0.63
2,405.000
2,828.000
-423.000
-14.96
-20.48
S
Croda
6,380.000
Mon
1.21
6,380.000
7,048.000
-668.000
-9.48
-21.19
S
Entain
1,335.500
Mon
-0.04
1,335.500
1,436.000
-100.500
-7.00
-21.20
S
St. James´s Place
1,152.500
Mon
0.30
1,152.500
1,200.000
-47.500
-3.96
-21.49
S
Admiral Group
2,257.000
Mon
1.71
2,257.000
2,443.000
-186.000
-7.61
-21.68
S
J Sainsbury
211.600
Mon
0.38
211.600
250.500
-38.900
-15.53
-21.71
Hikma
1,666.000
Mon
1.77
1,666.000
1,825.000
-159.000
-8.71
-22.25
Barratt Developments
476.000
Mon
0.83
476.000
541.000
-65.000
-12.01
-22.52
Int Cons Airlines
116.080
Mon
1.22
116.080
116.240
-0.160
-0.14
-22.60
Smurfit Kappa
2,847.000
Mon
0.42
2,847.000
2,953.000
-106.000
-3.59
-22.60
S
Halma
2,036.000
Mon
1.98
2,036.000
2,307.000
-271.000
-11.75
-23.04
Rolls-Royce
81.810
Mon
1.07
81.810
88.210
-6.400
-7.26
-23.59
S
Howdens Joinery
622.200
Mon
1.47
622.200
760.200
-138.000
-18.15
-24.32
S
Persimmon
1,894.500
Mon
1.23
1,894.500
2,310.000
-415.500
-17.99
-24.51
Intermediate Capital
1,417.500
Mon
-0.11
1,417.500
1,385.000
32.500
2.35
-24.77
S
Spirax-Sarco
9,772.000
Mon
0.74
9,772.000
11,360.000
-1,588.000
-13.98
-27.46
S
Abrdn
166.850
Mon
-2.40
166.850
179.150
-12.300
-6.87
-27.51
S
B&M
387.300
Mon
0.49
387.300
570.800
-183.500
-32.15
-29.30
ITV
67.760
Mon
-1.91
67.760
73.440
-5.680
-7.73
-30.72
S
Ashtead
3,559.000
Mon
0.23
3,559.000
4,644.000
-1,085.000
-23.36
-30.80
S
JD Sports Fashion
118.700
Mon
-0.34
118.700
131.850
-13.150
-9.97
-31.01
S
Royal Mail
280.900
Mon
-0.18
280.900
339.500
-58.600
-17.26
-32.73
S
Scottish Mortgage
749.000
Mon
2.18
749.000
856.000
-107.000
-12.50
-32.88
S
Hargreaves Lansdown
810.800
Mon
0.77
810.800
998.000
-187.200
-18.76
-33.77
⇓ instrument
freshest
⇓ Δday
6/27/22
⇓ Δwk
3/07/22
prc diff
⇓ Δ16
∅-RS
Ocado
860.000
Mon
-1.22
860.000
1,180.500
-320.500
-27.15
-37.79
FTSE - 100 out of 100 instruments rated - 6/27/22 / 3/07/22 - 45 did rise, Market-Ratio(16) = 45.00 %
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
6/27/22
112
Polymetal
100
243,833
1.726
1.950
1.501
-0.225
-13
365,994
-37
accum 6/19/06
6/27/22 5853
days out of 6021 invested (97%)
3,560
365,994
25
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
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
Polymetal short 3/07/22 6/27/22 112 1.73 1.95 1.50 -0.22 -13.01 -13.01
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 -43.56
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
Annotations
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
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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