Assessment - FTSE 100 Index - 7/01/24 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/11/24
prc diff
⇓ Δ16
∅-RS
FTSE
8,182.960
7/15
-0.85
8,166.760
0.20
7,669.230
497.530
6.49
6.12
Rolls-Royce
449.500
7/15
-0.11
452.800
-0.73
383.200
69.600
18.16
78.66
L
Hargreaves Lansdown
1,112.000
7/15
0.72
1,127.000
-1.33
731.200
395.800
54.13
38.33
L
3i Group
3,067.000
7/15
1.69
2,986.000
2.71
2,519.000
467.000
18.54
34.55
L
NatWest
322.800
7/15
-0.25
315.000
2.48
249.900
65.100
26.05
30.05
Barclays
225.750
7/15
1.48
213.200
5.89
173.800
39.400
22.67
28.79
Pershing Square
4,162.000
7/15
-0.57
4,180.000
-0.43
3,870.000
310.000
8.01
27.55
Antofagasta
2,145.000
7/15
-3.60
2,113.000
1.51
1,825.000
288.000
15.78
23.84
InterContinental Hot
8,384.000
7/15
0.82
8,190.000
2.37
8,168.000
22.000
0.27
21.86
L
British Land
416.800
7/15
408.200
2.11
366.400
41.800
11.41
21.54
L
Halma
2,665.000
7/15
-0.22
2,706.000
-1.52
2,265.000
441.000
19.47
21.29
L
Experian
3,640.000
7/15
-1.83
3,648.000
-0.22
3,346.000
302.000
9.03
20.75
L
Auto Trader
825.600
7/15
0.41
796.800
3.61
748.000
48.800
6.52
19.71
BAE Systems
1,279.000
7/15
0.87
1,272.000
0.55
1,260.000
12.000
0.95
19.62
Scottish Mortgage
896.800
7/15
-0.36
886.400
1.17
784.000
102.400
13.06
19.54
L
Lloyds Bank
58.800
7/15
-0.51
55.620
5.72
49.050
6.570
13.39
19.38
L
BT Group
138.800
7/15
-1.70
141.300
-1.77
110.050
31.250
28.40
19.02
RELX
3,540.000
7/15
-1.01
3,577.000
-1.03
3,360.000
217.000
6.46
18.92
L
Taylor Wimpey
156.700
7/15
-0.22
143.800
8.97
139.400
4.400
3.16
17.61
CRH (L)
6,188.000
7/15
0.55
5,770.000
7.24
6,368.000
-598.000
-9.39
17.55
Beazley
667.000
7/15
-1.11
686.500
-2.84
646.000
40.500
6.27
16.64
L
Persimmon
1,493.500
7/15
-0.17
1,372.000
8.86
1,374.500
-2.500
-0.18
16.61
L
AstraZeneca
12,104.000
7/15
-1.27
12,304.000
-1.63
10,450.000
1,854.000
17.74
15.63
Smurfit Kappa
3,758.000
7/15
2.68
3,542.000
6.10
3,340.000
202.000
6.05
15.36
Next
9,020.000
7/15
-0.97
9,120.000
-1.10
8,392.000
728.000
8.67
15.32
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/11/24
prc diff
⇓ Δ16
∅-RS
L
Coca-Cola HBC
2,682.000
7/15
-1.47
2,692.000
-0.37
2,441.000
251.000
10.28
14.76
Berkeley
4,834.000
7/15
-0.33
4,620.000
4.63
4,607.000
13.000
0.28
12.92
L
Anglo American
2,364.500
7/15
-1.31
2,432.500
-2.80
1,850.800
581.700
31.43
12.89
L
Segro
943.200
7/15
0.49
891.000
5.86
891.800
-0.800
-0.09
12.77
DS Smith
423.400
7/15
0.62
419.200
1.00
341.900
77.300
22.61
12.00
Ass Brit Foods
2,471.000
7/15
-1.32
2,496.000
-1.00
2,254.000
242.000
10.74
11.67
L
Unilever Plc
4,406.000
7/15
-0.63
4,345.000
1.40
3,853.000
492.000
12.77
11.64
Aviva
486.000
7/15
-0.74
476.000
2.10
464.700
11.300
2.43
10.82
L
Imperial Brands
2,058.000
7/15
-1.29
2,028.000
1.48
1,740.500
287.500
16.52
10.76
L
Tesco
315.700
7/15
-0.82
307.300
2.73
282.200
25.100
8.89
10.30
Informa
853.600
7/15
-0.35
845.200
0.99
801.200
44.000
5.49
9.93
L
HSBC
663.800
7/15
-1.09
690.900
-3.92
575.800
115.100
19.99
9.01
DCC
5,525.000
7/15
-2.21
5,575.000
-0.90
5,676.000
-101.000
-1.78
8.94
F&C Investment Trust
1,028.000
7/15
-0.39
1,004.000
2.39
972.000
32.000
3.29
8.74
Intertek
4,758.000
7/15
-2.10
4,734.000
0.51
4,961.000
-227.000
-4.58
8.33
Weir Group
1,967.000
7/15
-1.85
1,986.000
-0.96
1,893.500
92.500
4.89
8.04
L
LSE Group
9,482.000
7/15
0.57
9,304.000
1.91
9,318.000
-14.000
-0.15
7.86
L
Airtel Africa
116.000
7/15
-2.11
118.200
-1.86
93.850
24.350
25.95
6.78
Shell
2,807.500
7/15
-0.18
2,857.500
-1.75
2,472.500
385.000
15.57
6.49
Kingfisher
268.000
7/15
-1.87
251.400
6.60
226.100
25.300
11.19
6.04
GSK
1,498.000
7/15
-1.25
1,526.000
-1.83
1,675.000
-149.000
-8.90
5.65
Standard Chartered
727.400
7/15
0.55
732.200
-0.66
660.000
72.200
10.94
5.64
L
Frasers
843.500
7/15
-3.60
875.500
-3.66
802.500
73.000
9.10
5.54
Mondi
1,573.000
7/15
-0.82
1,526.500
3.05
1,349.500
177.000
13.12
5.54
Hiscox
1,255.000
7/15
-0.63
1,134.000
10.67
1,193.000
-59.000
-4.95
4.93
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/11/24
prc diff
⇓ Δ16
∅-RS
Melrose
584.200
7/15
-0.44
553.600
5.53
599.800
-46.200
-7.70
4.87
ConvaTec
242.600
7/15
-1.14
236.400
2.62
280.800
-44.400
-15.81
4.59
Int Cons Airlines
175.100
7/15
0.63
163.900
6.83
153.500
10.400
6.78
4.50
Ashtead
5,350.000
7/15
2.45
5,218.000
2.53
5,046.000
172.000
3.41
4.17
L
Barratt Developments
496.800
7/15
-0.20
477.800
3.98
478.300
-0.500
-0.10
3.96
Compass Group
2,173.000
7/15
-1.00
2,173.000
2,134.000
39.000
1.83
3.50
Admiral Group
2,580.000
7/15
-1.11
2,574.000
0.23
2,698.000
-124.000
-4.60
3.43
Pearson
1,012.000
7/15
-0.15
983.600
2.89
997.400
-13.800
-1.38
2.82
L
SSE
1,821.500
7/15
-2.54
1,799.000
1.25
1,613.000
186.000
11.53
2.64
L
Smiths Group
1,752.000
7/15
-1.57
1,703.000
2.88
1,611.500
91.500
5.68
2.16
Glencore
471.300
7/15
-1.47
461.700
2.08
398.400
63.300
15.89
1.18
Rightmove
574.800
7/15
-1.30
532.000
8.05
577.800
-45.800
-7.93
0.54
S
Sage Group
1,050.500
7/15
-1.22
1,073.500
-2.14
1,229.500
-156.000
-12.69
-0.31
Endeavour Mining
1,807.000
7/15
-0.22
1,722.000
4.94
1,471.000
251.000
17.06
-0.44
S
United Utilities
1,035.000
7/15
-2.08
986.800
4.88
1,054.500
-67.700
-6.42
-0.72
Rio Tinto
5,192.000
7/15
-1.29
5,234.000
-0.80
4,809.500
424.500
8.83
-0.91
S
Flutter
15,870.000
7/15
-0.35
14,650.000
8.33
16,950.000
-2,300.000
-13.57
-1.14
Haleon
332.500
7/15
-1.34
324.700
2.40
327.500
-2.800
-0.85
-1.14
Fresnillo
622.500
7/15
0.40
562.500
10.67
469.800
92.700
19.73
-1.21
Land Securities
650.000
7/15
0.46
630.000
3.17
626.800
3.200
0.51
-1.57
L
BAT
2,476.000
7/15
-1.24
2,451.000
1.02
2,319.000
132.000
5.69
-1.76
L
Vodafone
69.700
7/15
-1.16
70.240
-0.77
70.150
0.090
0.13
-2.49
S
M&G
207.000
7/15
-0.81
204.500
1.22
230.200
-25.700
-11.16
-2.54
S
Legal & General
232.400
7/15
228.900
1.53
246.700
-17.800
-7.22
-3.05
S
Bunzl
3,156.000
7/15
-1.00
2,992.000
5.48
3,074.000
-82.000
-2.67
-3.11
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/11/24
prc diff
⇓ Δ16
∅-RS
WPP Group
731.400
7/15
-0.41
719.200
1.70
710.200
9.000
1.27
-3.16
J Sainsbury
261.200
7/15
-1.51
257.800
1.32
248.500
9.300
3.74
-3.90
S
Unite
947.500
7/15
0.53
889.500
6.52
962.000
-72.500
-7.54
-4.49
S
Severn Trent
2,598.000
7/15
-2.29
2,394.000
8.52
2,611.000
-217.000
-8.31
-5.11
BP
449.400
7/15
-0.90
478.500
-6.08
471.700
6.800
1.44
-5.19
Phoenix
536.000
7/15
-1.02
532.500
0.66
509.200
23.300
4.58
-5.41
Centrica
136.400
7/15
-0.98
136.750
-0.26
130.200
6.550
5.03
-5.53
S
RS Group
782.500
7/15
-0.19
687.000
13.90
723.600
-36.600
-5.06
-5.62
Smith and Nephew
1,070.500
7/15
-2.68
975.600
9.73
1,091.000
-115.400
-10.58
-6.12
L
Rentokil Initial
456.600
7/15
-1.59
460.400
-0.83
494.900
-34.500
-6.97
-6.36
Johnson Matthey
1,682.000
7/15
-0.59
1,575.000
6.79
1,683.000
-108.000
-6.42
-7.23
L
Schroders
382.200
7/15
-0.52
363.400
5.17
390.000
-26.600
-6.82
-7.81
L
JD Sports Fashion
114.650
7/15
-0.95
119.350
-3.94
114.200
5.150
4.51
-8.74
S
Spirax-Sarco
8,850.000
7/15
-1.12
8,450.000
4.73
10,605.000
-2,155.000
-20.32
-11.93
L
Abrdn
163.900
7/15
-1.71
149.300
9.78
151.850
-2.550
-1.68
-12.95
S
Whitbread
2,937.000
7/15
0.14
2,956.000
-0.64
3,274.000
-318.000
-9.71
-12.99
S
B&M
446.600
7/15
-0.38
442.000
1.04
550.000
-108.000
-19.64
-13.10
S
Diageo
2,488.000
7/15
-2.03
2,480.000
0.32
2,891.500
-411.500
-14.23
-13.31
S
National Grid
929.400
7/15
-2.25
885.400
4.97
1,054.500
-169.100
-16.04
-13.65
S
Croda
3,973.000
7/15
-2.48
3,899.000
1.90
4,740.000
-841.000
-17.74
-16.43
Reckitt Benckiser
4,279.000
7/15
-1.93
4,289.000
-0.23
5,170.000
-881.000
-17.04
-16.63
L
St. James´s Place
562.000
7/15
-0.44
549.000
2.37
453.700
95.300
21.01
-17.14
Prudential
715.000
7/15
-2.32
714.200
0.11
788.200
-74.000
-9.39
-18.98
S
Entain
677.000
7/15
0.09
629.600
7.53
734.800
-105.200
-14.32
-28.26
Ocado
340.400
7/15
-10.42
288.100
18.15
456.800
-168.700
-36.93
-33.68
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/11/24
prc diff
⇓ Δ16
∅-RS
S
Burberry Group
744.000
7/15
-16.08
862.600
-13.75
1,247.500
-384.900
-30.85
-33.81
FTSE - 100 out of 100 instruments rated - 7/01/24 / 3/11/24 - 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
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
7/15/24
217
Rolls-Royce
100
17,326
2.969
4.495
1.526
51
77,882
101
accum 6/19/06
7/15/24 6613
days out of 6781 invested (98%)
679
77,882
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 7/15/24 217 2.97 4.50 1.53 51.40 51.40
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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