Thu, Jun 8th, 2023, 14:19UTC
Assessment - FTSE 100 Index - 6/05/23 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
6/05/23
⇓ Δwk
2/13/23
prc diff
⇓ Δ16
∅-RS
FTSE
7,615.420
13:06
-0.12
7,599.990
0.20
7,947.600
-347.610
-4.37
1.61
Rolls-Royce
150.150
Wed
1.42
147.300
1.93
109.460
37.840
34.57
50.47
L
3i Group
1,982.000
Wed
-0.90
1,955.500
1.36
1,654.500
301.000
18.19
45.31
Flutter
15,500.000
Wed
-0.26
15,790.000
-1.84
12,545.000
3,245.000
25.87
39.76
L
Centrica
117.850
Wed
-1.17
120.500
-2.20
97.940
22.560
23.03
32.93
L
B&M
534.400
Wed
-1.00
533.600
0.15
475.800
57.800
12.15
30.69
Int Cons Airlines
159.700
Wed
1.46
157.250
1.56
162.260
-5.010
-3.09
22.12
L
Rentokil Initial
655.200
Wed
0.15
647.400
1.20
503.200
144.200
28.66
22.05
L
Whitbread
3,314.000
Wed
-1.31
3,341.000
-0.81
3,037.000
304.000
10.01
21.51
J Sainsbury
278.000
Wed
-0.43
276.200
0.65
260.200
16.000
6.15
20.92
Melrose
519.800
Wed
3.30
489.900
6.10
427.650
62.250
14.56
18.44
L
Endeavour Mining
2,082.000
Wed
-0.67
2,096.000
-0.67
1,857.000
239.000
12.87
18.35
L
Sage Group
865.600
Wed
-0.85
870.200
-0.53
763.800
106.400
13.93
17.69
Coca-Cola HBC
2,371.000
Wed
-0.63
2,382.000
-0.46
1,941.500
440.500
22.69
17.61
JD Sports Fashion
153.900
Wed
-0.61
155.000
-0.71
180.950
-25.950
-14.34
16.88
Abrdn
215.000
Wed
-1.60
210.000
2.38
211.000
-1.000
-0.47
16.82
Informa
717.200
Wed
1.27
704.200
1.85
666.200
38.000
5.70
15.99
L
Hiscox
1,154.000
Wed
1,162.000
-0.69
1,125.500
36.500
3.24
15.85
L
Compass Group
2,187.000
Wed
2,201.000
-0.64
1,893.000
308.000
16.27
15.77
CRH (L)
3,885.000
Wed
0.70
3,883.000
0.05
3,850.000
33.000
0.86
14.96
L
Halma
2,473.000
Wed
-0.24
2,463.000
0.41
2,247.000
216.000
9.61
13.82
HSBC
614.400
08:07
-0.28
606.100
1.37
613.700
-7.600
-1.24
12.81
L
Admiral Group
2,321.000
Wed
-2.97
2,364.000
-1.82
2,234.000
130.000
5.82
12.16
L
LSE Group
8,742.000
Wed
-0.36
8,662.000
0.92
7,632.000
1,030.000
13.50
12.08
Ashtead
5,286.000
Wed
2.52
5,124.000
3.16
5,632.000
-508.000
-9.02
12.03
⇓ instrument
freshest
⇓ Δday
6/05/23
⇓ Δwk
2/13/23
prc diff
⇓ Δ16
∅-RS
Ass Brit Foods
1,896.500
Wed
3.07
1,842.000
2.96
1,904.500
-62.500
-3.28
11.28
BAE Systems
930.600
Wed
-1.00
934.800
-0.45
863.600
71.200
8.24
10.29
L
Barratt Developments
471.900
Wed
-1.21
478.800
-1.44
459.900
18.900
4.11
9.43
RELX
2,570.550
08:04
0.06
2,581.000
-0.40
2,431.000
150.000
6.17
9.07
InterContinental Hot
5,440.000
Wed
-0.11
5,392.000
0.89
5,510.000
-118.000
-2.14
8.85
L
Smith and Nephew
1,207.500
Wed
-0.98
1,223.000
-1.27
1,150.500
72.500
6.30
8.68
Prudential
1,135.500
Wed
-0.87
1,137.000
-0.13
1,293.500
-156.500
-12.10
8.55
L
SSE
1,847.500
Wed
-1.75
1,863.000
-0.83
1,730.000
133.000
7.69
8.25
L
AstraZeneca
11,706.000
08:05
-0.41
11,794.000
-0.75
11,422.000
372.000
3.26
7.86
Antofagasta
1,447.000
Wed
0.07
1,441.500
0.38
1,712.000
-270.500
-15.80
7.47
Burberry Group
2,231.000
Wed
1.04
2,171.000
2.76
2,419.000
-248.000
-10.25
7.35
Tesco
263.100
Wed
263.100
242.900
20.200
8.32
7.01
Weir Group
1,810.500
Wed
1.37
1,769.500
2.32
1,834.000
-64.500
-3.52
6.78
Standard Chartered
674.000
Wed
0.36
658.800
2.31
729.800
-71.000
-9.73
6.63
Experian
2,941.000
Wed
0.14
2,926.000
0.51
2,979.000
-53.000
-1.78
6.30
L
Bunzl
3,122.000
Wed
3,124.000
-0.06
3,022.000
102.000
3.38
6.21
Next
6,526.000
Wed
0.68
6,450.000
1.18
6,750.000
-300.000
-4.44
6.06
Taylor Wimpey
116.800
Wed
-0.72
117.900
-0.93
118.100
-0.200
-0.17
5.76
L
Intertek
4,380.000
Wed
0.25
4,303.000
1.79
4,432.000
-129.000
-2.91
4.74
Beazley
606.000
Wed
-1.06
614.500
-1.38
661.000
-46.500
-7.03
4.55
Auto Trader
619.000
Wed
0.29
610.600
1.38
607.600
3.000
0.49
4.43
DS Smith
314.800
Wed
-0.79
315.700
-0.29
346.700
-31.000
-8.94
4.23
L
Reckitt Benckiser
6,096.000
08:07
-2.09
6,298.000
-3.21
5,790.000
508.000
8.77
3.33
L
M&G
204.000
Wed
0.29
201.800
1.09
199.500
2.300
1.15
3.21
Berkeley
3,999.000
Wed
-0.97
4,035.000
-0.89
4,217.000
-182.000
-4.32
3.02
⇓ instrument
freshest
⇓ Δday
6/05/23
⇓ Δwk
2/13/23
prc diff
⇓ Δ16
∅-RS
BT Group
149.450
Wed
3.75
145.150
2.96
134.100
11.050
8.24
2.56
United Utilities
1,062.000
Wed
-0.61
1,052.000
0.95
1,075.500
-23.500
-2.19
2.06
Smiths Group
1,650.500
Wed
1.76
1,626.000
1.51
1,778.500
-152.500
-8.57
1.91
WPP Group
886.600
Wed
0.70
873.200
1.53
983.600
-110.400
-11.22
1.83
Spirax-Sarco
11,265.000
Wed
-0.40
11,215.000
0.45
11,995.000
-780.000
-6.50
1.80
BP
477.850
08:05
0.87
472.950
1.04
557.400
-84.450
-15.15
1.45
F&C Investment Trust
908.000
Wed
-0.33
907.000
0.11
972.000
-65.000
-6.69
1.30
NatWest
260.100
Wed
-0.23
258.500
0.62
303.800
-45.300
-14.91
1.26
National Grid
1,054.500
08:07
-0.05
1,062.000
-0.71
1,054.000
8.000
0.76
0.92
Schroders
461.300
Wed
-0.43
458.600
0.59
495.600
-37.000
-7.47
0.74
Pershing Square
2,798.000
Wed
-0.43
2,782.000
0.58
2,990.000
-208.000
-6.96
0.44
Unilever Plc
3,993.760
08:08
-0.78
4,071.000
-1.90
4,262.000
-191.000
-4.48
0.33
Entain
1,279.000
Wed
-1.99
1,306.500
-2.10
1,329.000
-22.500
-1.69
0.21
Smurfit Kappa
3,010.000
Wed
-0.33
2,982.000
0.94
3,252.000
-270.000
-8.30
0.14
L
Airtel Africa
126.800
Wed
0.56
124.700
1.68
123.800
0.900
0.73
-0.29
L
DCC
4,720.000
Wed
-0.23
4,718.000
0.04
4,606.000
112.000
2.43
-0.29
S
St. James´s Place
1,159.000
Wed
-0.30
1,147.000
1.05
1,253.000
-106.000
-8.46
-0.37
Severn Trent
2,780.000
Wed
-0.39
2,745.000
1.28
2,848.000
-103.000
-3.62
-0.50
S
Shell
2,294.500
Wed
0.92
2,285.000
0.42
2,545.000
-260.000
-10.22
-1.55
Barclays
158.240
Wed
0.03
155.780
1.58
186.320
-30.540
-16.39
-2.24
S
Lloyds Bank
45.510
Wed
0.75
44.730
1.74
53.070
-8.340
-15.72
-2.54
Hargreaves Lansdown
831.800
Wed
0.41
814.200
2.16
935.800
-121.600
-12.99
-2.62
Land Securities
625.200
Wed
-0.95
623.800
0.22
711.400
-87.600
-12.31
-2.73
L
Segro
811.000
Wed
-2.29
823.200
-1.48
836.800
-13.600
-1.63
-2.81
S
Rio Tinto
5,164.000
08:08
1.20
5,055.000
2.16
5,977.000
-922.000
-15.43
-3.78
⇓ instrument
freshest
⇓ Δday
6/05/23
⇓ Δwk
2/13/23
prc diff
⇓ Δ16
∅-RS
S
Kingfisher
239.500
Wed
0.17
238.100
0.59
277.600
-39.500
-14.23
-3.92
S
Aviva
406.600
Wed
-0.27
405.400
0.30
442.200
-36.800
-8.32
-4.48
S
Legal & General
238.900
Wed
-0.58
234.400
1.92
254.900
-20.500
-8.04
-5.36
S
Phoenix
563.600
Wed
-0.39
561.400
0.39
625.800
-64.400
-10.29
-5.63
GSK
1,372.200
08:06
-0.29
1,382.000
-0.71
1,487.600
-105.600
-7.10
-5.82
S
Pearson
823.800
Wed
0.66
818.000
0.71
906.200
-88.200
-9.73
-5.97
S
Rightmove
526.800
Wed
-0.57
526.000
0.15
584.600
-58.600
-10.02
-6.06
Scottish Mortgage
696.000
Wed
-0.57
688.200
1.13
748.000
-59.800
-7.99
-6.73
S
Unite
915.500
Wed
907.000
0.94
1,014.000
-107.000
-10.55
-7.03
S
ConvaTec
203.000
Wed
-1.74
208.200
-2.50
233.200
-25.000
-10.72
-7.08
S
Croda
6,118.000
Wed
-1.96
6,212.000
-1.51
6,842.000
-630.000
-9.21
-7.77
S
Frasers
699.500
Wed
0.50
694.500
0.72
761.500
-67.000
-8.80
-7.85
S
Diageo
3,314.500
08:05
-0.57
3,332.000
-0.53
3,537.500
-205.500
-5.81
-9.05
S
Imperial Brands
1,728.500
Wed
-0.66
1,733.500
-0.29
2,035.000
-301.500
-14.82
-11.01
S
Fresnillo
676.800
Wed
-0.79
681.000
-0.62
794.400
-113.400
-14.27
-11.09
S
Johnson Matthey
1,797.000
Wed
0.25
1,804.500
-0.42
2,234.000
-429.500
-19.23
-11.28
L
Persimmon
1,227.500
Wed
-1.84
1,247.500
-1.60
1,436.000
-188.500
-13.13
-11.59
S
Glencore
437.050
Wed
1.34
430.100
1.62
515.800
-85.700
-16.61
-11.76
S
Mondi
1,257.500
Wed
-1.06
1,259.500
-0.16
1,477.000
-217.500
-14.73
-12.03
S
British Land
352.500
Wed
-1.09
352.500
452.400
-99.900
-22.08
-14.57
S
RS Group
800.800
Wed
0.65
798.200
0.33
983.000
-184.800
-18.80
-15.20
S
Anglo American
2,456.000
Wed
0.06
2,414.500
1.72
3,235.500
-821.000
-25.37
-16.70
S
BAT
2,596.500
08:06
0.37
2,570.500
1.01
3,101.500
-531.000
-17.12
-19.86
S
Vodafone
78.480
Wed
2.03
77.920
0.72
94.000
-16.080
-17.11
-22.53
S
Ocado
371.300
Wed
3.60
343.400
8.12
618.600
-275.200
-44.49
-43.89
⇓ instrument
freshest
⇓ Δday
6/05/23
⇓ Δwk
2/13/23
prc diff
⇓ Δ16
∅-RS
Haleon
326.200
Wed
-0.41
330.200
-1.21
331.650
-1.450
-0.44
-na-
FTSE - 100 out of 100 instruments rated - 6/05/23 / 2/13/23 - 34 did rise, Market-Ratio(16) = 34.00 %
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
6/07/23
149
Antofagasta
100
4,251
17.265
14.470
-2.795
-16
61,513
-35
accum 6/19/06
6/07/23 6198
days out of 6366 invested (97%)
515
61,513
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
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 6/07/23 149 17.27 14.47 -2.80 -16.19 -16.19
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
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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