Assessment - FTSE 100 Index - 7/01/24 - RS = 15
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/18/24
prc diff
⇓ Δ15
∅-RS
FTSE
8,210.250
8/12/24
0.52
8,166.760
0.53
7,722.550
444.210
5.75
6.12
Rolls-Royce
486.700
8/12/24
0.35
452.800
7.49
390.000
62.800
16.10
78.66
L
Hargreaves Lansdown
1,102.000
8/12/24
1,127.000
-2.22
697.400
429.600
61.60
38.33
L
3i Group
3,018.000
8/12/24
0.23
2,986.000
1.07
2,527.000
459.000
18.16
34.55
L
NatWest
334.600
8/12/24
0.48
315.000
6.22
240.100
74.900
31.20
30.05
Barclays
220.100
8/12/24
0.85
213.200
3.24
176.520
36.680
20.78
28.79
Pershing Square
3,534.000
8/12/24
-0.79
4,180.000
-15.45
3,952.000
228.000
5.77
27.55
Antofagasta
1,879.500
8/12/24
1.79
2,113.000
-11.05
1,931.500
181.500
9.40
23.84
InterContinental Hot
7,228.000
8/12/24
-0.61
8,190.000
-11.75
8,028.000
162.000
2.02
21.86
L
British Land
395.000
8/12/24
-0.40
408.200
-3.23
372.500
35.700
9.58
21.54
L
Halma
2,527.000
8/12/24
0.04
2,706.000
-6.61
2,214.000
492.000
22.22
21.29
L
Experian
3,524.000
8/12/24
1.18
3,648.000
-3.40
3,362.000
286.000
8.51
20.75
L
Auto Trader
797.800
8/12/24
0.81
796.800
0.13
755.000
41.800
5.54
19.71
BAE Systems
1,303.500
8/12/24
2.04
1,272.000
2.48
1,305.000
-33.000
-2.53
19.62
Scottish Mortgage
824.600
8/12/24
-0.17
886.400
-6.97
833.000
53.400
6.41
19.54
L
Lloyds Bank
56.800
8/12/24
-0.28
55.620
2.12
49.390
6.230
12.61
19.38
L
BT Group
141.500
8/12/24
8.43
141.300
0.14
104.650
36.650
35.02
19.02
RELX
3,531.000
8/12/24
0.57
3,577.000
-1.29
3,389.000
188.000
5.55
18.92
L
Taylor Wimpey
158.000
8/12/24
0.54
143.800
9.87
139.300
4.500
3.23
17.61
CRH (L)
6,416.000
8/12/24
-1.35
5,770.000
11.20
6,602.000
-832.000
-12.60
17.55
Beazley
732.000
8/12/24
1.24
686.500
6.63
676.500
10.000
1.48
16.64
L
Persimmon
1,577.500
8/12/24
0.03
1,372.000
14.98
1,289.500
82.500
6.40
16.61
L
AstraZeneca
12,780.000
8/12/24
0.63
12,304.000
3.87
10,290.000
2,014.000
19.57
15.63
Smurfit Kappa
3,058.000
8/12/24
0.07
3,542.000
-13.66
3,540.000
2.000
0.06
15.36
Next
9,542.000
8/12/24
0.23
9,120.000
4.63
8,456.000
664.000
7.85
15.32
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/18/24
prc diff
⇓ Δ15
∅-RS
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
2,692.000
0.59
2,481.000
211.000
8.50
14.76
Berkeley
5,070.000
8/12/24
1.00
4,620.000
9.74
4,613.000
7.000
0.15
12.92
L
Anglo American
2,232.500
8/12/24
0.29
2,432.500
-8.22
1,828.600
603.900
33.03
12.89
L
Segro
884.600
8/12/24
-0.96
891.000
-0.72
848.800
42.200
4.97
12.77
DS Smith
444.000
8/12/24
1.19
419.200
5.92
338.800
80.400
23.73
12.00
Ass Brit Foods
2,435.000
8/12/24
-0.90
2,496.000
-2.44
2,304.000
192.000
8.33
11.67
L
Unilever Plc
4,714.000
8/12/24
-0.34
4,345.000
8.49
3,811.500
533.500
14.00
11.64
Aviva
484.200
8/12/24
0.35
476.000
1.72
480.700
-4.700
-0.98
10.82
L
Imperial Brands
2,134.000
8/12/24
0.38
2,028.000
5.23
1,718.000
310.000
18.04
10.76
L
Tesco
333.500
8/12/24
0.91
307.300
8.53
287.800
19.500
6.78
10.30
Informa
807.800
8/12/24
1.03
845.200
-4.42
822.600
22.600
2.75
9.93
L
HSBC
643.900
8/12/24
0.22
690.900
-6.80
602.500
88.400
14.67
9.01
DCC
5,135.000
8/12/24
-0.29
5,575.000
-7.89
5,732.000
-157.000
-2.74
8.94
F&C Investment Trust
1,026.000
8/12/24
1,004.000
2.19
975.000
29.000
2.97
8.74
Intertek
4,680.000
8/12/24
0.60
4,734.000
-1.14
4,849.000
-115.000
-2.37
8.33
Weir Group
1,904.000
8/12/24
0.79
1,986.000
-4.13
2,000.000
-14.000
-0.70
8.04
L
LSE Group
9,938.000
8/12/24
1.12
9,304.000
6.81
9,400.000
-96.000
-1.02
7.86
L
Airtel Africa
110.000
8/12/24
-0.63
118.200
-6.94
94.450
23.750
25.15
6.78
Shell
2,799.000
8/12/24
0.83
2,857.500
-2.05
2,560.500
297.000
11.60
6.49
Kingfisher
271.400
8/12/24
0.18
251.400
7.96
225.500
25.900
11.49
6.04
GSK
1,572.000
8/12/24
0.42
1,526.000
3.01
1,660.800
-134.800
-8.12
5.65
Standard Chartered
722.000
8/12/24
0.92
732.200
-1.39
650.200
82.000
12.61
5.64
L
Frasers
838.500
8/12/24
-0.42
875.500
-4.23
795.500
80.000
10.06
5.54
Mondi
1,423.000
8/12/24
-0.42
1,526.500
-6.78
1,319.500
207.000
15.69
5.54
Hiscox
1,189.000
8/12/24
1.89
1,134.000
4.85
1,227.000
-93.000
-7.58
4.93
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/18/24
prc diff
⇓ Δ15
∅-RS
Melrose
486.700
8/12/24
0.19
553.600
-12.08
618.000
-64.400
-10.42
4.87
ConvaTec
231.600
8/12/24
-0.17
236.400
-2.03
288.000
-51.600
-17.92
4.59
Int Cons Airlines
166.450
8/12/24
-0.06
163.900
1.56
156.450
7.450
4.76
4.50
Ashtead
5,152.000
8/12/24
-0.43
5,218.000
-1.26
5,200.000
18.000
0.35
4.17
L
Barratt Developments
524.600
8/12/24
0.15
477.800
9.79
471.500
6.300
1.34
3.96
Compass Group
2,354.000
8/12/24
0.90
2,173.000
8.33
2,171.000
2.000
0.09
3.50
Admiral Group
2,698.000
8/12/24
0.86
2,574.000
4.82
2,763.000
-189.000
-6.84
3.43
Pearson
1,034.500
8/12/24
-0.72
983.600
5.17
1,017.500
-33.900
-3.33
2.82
L
SSE
1,878.000
8/12/24
0.86
1,799.000
4.39
1,609.000
190.000
11.81
2.64
L
Smiths Group
1,743.000
8/12/24
0.52
1,703.000
2.35
1,628.500
74.500
4.57
2.16
Glencore
410.250
8/12/24
1.27
461.700
-11.14
422.600
39.100
9.25
1.18
Rightmove
537.200
8/12/24
0.04
532.000
0.98
567.400
-35.400
-6.24
0.54
S
Sage Group
1,005.500
8/12/24
1.03
1,073.500
-6.33
1,220.500
-147.000
-12.04
-0.31
Endeavour Mining
1,567.000
8/12/24
1.89
1,722.000
-9.00
1,462.000
260.000
17.78
-0.44
S
United Utilities
988.800
8/12/24
-0.12
986.800
0.20
1,026.500
-39.700
-3.87
-0.72
Rio Tinto
4,942.000
8/12/24
0.56
5,234.000
-5.58
4,886.000
348.000
7.12
-0.91
S
Flutter
14,685.000
8/12/24
-1.28
14,650.000
0.24
16,840.000
-2,190.000
-13.00
-1.14
Haleon
373.200
8/12/24
-1.01
324.700
14.94
315.000
9.700
3.08
-1.14
Fresnillo
540.000
8/12/24
0.93
562.500
-4.00
461.200
101.300
21.96
-1.21
Land Securities
615.500
8/12/24
-0.73
630.000
-2.30
622.200
7.800
1.25
-1.57
L
BAT
2,801.000
8/12/24
2,451.000
14.28
2,399.000
52.000
2.17
-1.76
L
Vodafone
74.440
8/12/24
0.87
70.240
5.98
67.330
2.910
4.32
-2.49
S
M&G
203.900
8/12/24
1.09
204.500
-0.29
230.600
-26.100
-11.32
-2.54
S
Legal & General
225.600
8/12/24
0.53
228.900
-1.44
247.100
-18.200
-7.37
-3.05
S
Bunzl
3,202.000
8/12/24
0.50
2,992.000
7.02
3,011.000
-19.000
-0.63
-3.11
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/18/24
prc diff
⇓ Δ15
∅-RS
WPP Group
690.200
8/12/24
1.68
719.200
-4.03
705.000
14.200
2.01
-3.16
J Sainsbury
269.600
8/12/24
0.67
257.800
4.58
250.100
7.700
3.08
-3.90
S
Unite
934.000
8/12/24
-1.11
889.500
5.00
957.000
-67.500
-7.05
-4.49
S
Severn Trent
2,514.000
8/12/24
-0.63
2,394.000
5.01
2,513.000
-119.000
-4.74
-5.11
BP
439.600
8/12/24
1.35
478.500
-8.13
493.300
-14.800
-3.00
-5.19
Phoenix
538.000
8/12/24
0.47
532.500
1.03
481.700
50.800
10.55
-5.41
Centrica
127.300
8/12/24
3.29
136.750
-6.91
129.650
7.100
5.48
-5.53
S
RS Group
754.000
8/12/24
-0.40
687.000
9.75
735.800
-48.800
-6.63
-5.62
Smith and Nephew
1,156.000
8/12/24
-0.86
975.600
18.49
1,052.500
-76.900
-7.31
-6.12
L
Rentokil Initial
469.000
8/12/24
1.01
460.400
1.87
472.000
-11.600
-2.46
-6.36
Johnson Matthey
1,577.000
8/12/24
0.06
1,575.000
0.13
1,709.000
-134.000
-7.84
-7.23
L
Schroders
337.200
8/12/24
-0.12
363.400
-7.21
382.100
-18.700
-4.89
-7.81
L
JD Sports Fashion
120.350
8/12/24
-4.07
119.350
0.84
111.150
8.200
7.38
-8.74
S
Spirax-Sarco
7,715.000
8/12/24
0.72
8,450.000
-8.70
10,455.000
-2,005.000
-19.18
-11.93
L
Abrdn
152.950
8/12/24
2.51
149.300
2.44
138.450
10.850
7.84
-12.95
S
Whitbread
2,814.000
8/12/24
-1.44
2,956.000
-4.80
3,217.000
-261.000
-8.11
-12.99
S
B&M
444.600
8/12/24
-2.22
442.000
0.59
533.800
-91.800
-17.20
-13.10
S
Diageo
2,451.500
8/12/24
1.03
2,480.000
-1.15
2,868.500
-388.500
-13.54
-13.31
S
National Grid
978.400
8/12/24
-0.04
885.400
10.50
1,044.500
-159.100
-15.23
-13.65
S
Croda
3,829.000
8/12/24
-0.05
3,899.000
-1.80
4,731.000
-832.000
-17.59
-16.43
Reckitt Benckiser
4,180.000
8/12/24
4,289.000
-2.54
4,575.000
-286.000
-6.25
-16.63
L
St. James´s Place
691.000
8/12/24
-1.22
549.000
25.87
415.300
133.700
32.19
-17.14
Prudential
635.400
8/12/24
0.41
714.200
-11.03
788.200
-74.000
-9.39
-18.98
S
Entain
580.400
8/12/24
3.98
629.600
-7.81
775.000
-145.400
-18.76
-28.26
Ocado
376.700
8/12/24
0.72
288.100
30.75
462.200
-174.100
-37.67
-33.68
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/18/24
prc diff
⇓ Δ15
∅-RS
S
Burberry Group
671.000
8/12/24
-2.02
862.600
-22.21
1,256.000
-393.400
-31.32
-33.81
FTSE - 100 out of 100 instruments rated - 7/01/24 / 3/18/24 - 61 did rise, Market-Ratio(15) = 61.00 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index * S15 - 16/45 (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
1/21/08
749
- cash -
short
1/21/08
5/05/08
105
Barratt Developments
100
3,812
2.623
1.754
3.922
1.299
50
14,953
305
5/05/08
7/21/08
77
- cash -
7/21/08
1/26/09
189
Taylor Wimpey
100
40,616
0.368
0.104
1.299
0.930
253
52,740
1,041
1/26/09
8/08/11
924
- cash -
8/08/11
11/21/11
105
Lloyds Bank
100
160,744
0.328
0.234
0.460
0.132
40
73,878
223
11/21/11
8/24/15
1372
- cash -
8/24/15
10/19/15
56
Glencore
100
53,573
1.379
1.100
1.729
0.350
25
92,618
336
10/19/15
2/08/16
112
- cash -
2/08/16
2/29/16
21
Standard Chartered
100
21,690
4.270
4.305
4.236
-0.035
-1
91,870
-13
2/29/16
10/15/18
959
- cash -
10/15/18
1/28/19
105
Royal Mail
100
26,925
3.412
3.007
3.872
0.460
13
104,242
55
1/28/19
3/09/20
406
- cash -
3/09/20
6/22/20
105
Micro Focus
100
17,596
5.924
4.785
7.334
1.410
24
129,054
110
6/22/20
1/29/25
1682
- cash -
accum 1/21/08
6/22/20 686
days out of 6967 invested (10%)
1,191
129,054
290
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Taylor Wimpey short 7/21/08 1/26/09 189 0.37 0.10 1.30 0.93 252.72 252.72
Barratt Developments 1/21/08 5/05/08 105 2.62 1.75 3.92 1.30 49.53 49.53
Lloyds Bank 8/08/11 11/21/11 105 0.33 0.23 0.46 0.13 40.08 40.08
Glencore 8/24/15 10/19/15 56 1.38 1.10 1.73 0.35 25.37 25.37
Micro Focus 3/09/20 6/22/20 105 5.92 4.79 7.33 1.41 23.80 23.80
Royal Mail 10/15/18 1/28/19 105 3.41 3.01 3.87 0.46 13.47 13.47
Standard Chartered 2/08/16 2/29/16 21 4.27 4.30 4.24 -0.03 -0.81 -0.81
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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