Assessment - FTSE 100 Index in Dollar - 7/01/24 - RS = 15
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/18/24
prc diff
⇓ Δ15
∅-RS
FTSE
10,379.246
8/12/24
0.52
10,324.267
0.53
9,828.313
495.953
5.05
6.70
Rolls-Royce
615.277
8/12/24
0.35
572.421
7.49
496.344
76.077
15.33
72.11
L
Hargreaves Lansdown
1,393.128
8/12/24
1,424.733
-2.22
887.565
537.167
60.52
45.18
L
3i Group
3,815.300
8/12/24
0.23
3,774.846
1.07
3,216.055
558.791
17.38
31.18
L
NatWest
422.995
8/12/24
0.48
398.217
6.22
305.570
92.647
30.32
33.15
Barclays
278.246
8/12/24
0.85
269.523
3.24
224.653
44.871
19.97
33.89
Pershing Square
4,467.617
8/12/24
-0.79
5,284.279
-15.45
5,029.620
254.658
5.06
23.63
Antofagasta
2,376.029
8/12/24
1.79
2,671.215
-11.05
2,458.176
213.039
8.67
28.62
InterContinental Hot
9,137.504
8/12/24
-0.61
10,353.646
-11.75
10,217.053
136.594
1.34
22.20
L
British Land
499.352
8/12/24
-0.40
516.039
-3.23
474.072
41.967
8.85
15.98
L
Halma
3,194.587
8/12/24
0.04
3,420.875
-6.61
2,817.707
603.168
21.41
25.69
L
Experian
4,454.976
8/12/24
1.18
4,611.734
-3.40
4,278.741
332.993
7.78
19.38
L
Auto Trader
1,008.564
8/12/24
0.81
1,007.300
0.13
960.871
46.429
4.83
17.56
BAE Systems
1,647.861
8/12/24
2.04
1,608.039
2.48
1,660.844
-52.805
-3.18
13.47
Scottish Mortgage
1,042.444
8/12/24
-0.17
1,120.570
-6.97
1,060.140
60.430
5.70
18.93
L
Lloyds Bank
71.806
8/12/24
-0.28
70.314
2.12
62.858
7.456
11.86
21.83
L
BT Group
178.882
8/12/24
8.43
178.629
0.14
133.186
45.443
34.12
21.72
RELX
4,463.825
8/12/24
0.57
4,521.977
-1.29
4,313.103
208.874
4.84
18.95
L
Taylor Wimpey
199.741
8/12/24
0.54
181.789
9.87
177.284
4.505
2.54
13.53
CRH (L)
8,110.988
8/12/24
-1.35
7,294.327
11.20
8,402.215
-1,107.888
-13.19
10.57
Beazley
925.381
8/12/24
1.24
867.861
6.63
860.966
6.894
0.80
19.03
L
Persimmon
1,994.246
8/12/24
0.03
1,734.457
14.98
1,641.117
93.340
5.69
12.63
L
AstraZeneca
16,156.239
8/12/24
0.63
15,554.489
3.87
13,095.849
2,458.640
18.77
14.78
Smurfit Kappa
3,865.867
8/12/24
0.07
4,477.731
-13.66
4,505.277
-27.547
-0.61
14.73
Next
12,062.820
8/12/24
0.23
11,529.335
4.63
10,761.759
767.577
7.13
16.16
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/18/24
prc diff
⇓ Δ15
∅-RS
L
Coca-Cola HBC
3,423.403
8/12/24
0.89
3,403.177
0.59
3,157.512
245.664
7.78
15.11
Berkeley
6,409.400
8/12/24
1.00
5,840.518
9.74
5,870.860
-30.342
-0.52
3.63
L
Anglo American
2,822.285
8/12/24
0.29
3,075.121
-8.22
2,327.218
747.904
32.14
16.32
L
Segro
1,118.295
8/12/24
-0.96
1,126.386
-0.72
1,080.248
46.137
4.27
11.09
DS Smith
561.297
8/12/24
1.19
529.945
5.92
431.183
98.762
22.90
35.49
Ass Brit Foods
3,078.282
8/12/24
-0.90
3,155.397
-2.44
2,932.248
223.149
7.61
11.79
L
Unilever Plc
5,959.352
8/12/24
-0.34
5,492.869
8.49
4,850.809
642.059
13.24
9.62
Aviva
612.117
8/12/24
0.35
601.750
1.72
611.776
-10.026
-1.64
12.17
L
Imperial Brands
2,697.763
8/12/24
0.38
2,563.760
5.23
2,186.459
377.301
17.26
12.86
L
Tesco
421.605
8/12/24
0.91
388.483
8.53
366.277
22.206
6.06
10.45
Informa
1,021.206
8/12/24
1.03
1,068.486
-4.42
1,046.904
21.582
2.06
10.32
L
HSBC
814.006
8/12/24
0.22
873.423
-6.80
766.788
106.635
13.91
10.46
DCC
6,491.572
8/12/24
-0.29
7,047.812
-7.89
7,294.986
-247.174
-3.39
10.06
F&C Investment Trust
1,297.050
8/12/24
1,269.238
2.19
1,240.860
28.378
2.29
8.68
Intertek
5,916.369
8/12/24
0.60
5,984.635
-1.14
6,171.212
-186.577
-3.02
9.07
Weir Group
2,407.002
8/12/24
0.79
2,510.664
-4.13
2,545.354
-34.690
-1.36
6.03
L
LSE Group
12,563.436
8/12/24
1.12
11,761.945
6.81
11,963.166
-201.221
-1.68
6.62
L
Airtel Africa
139.060
8/12/24
-0.63
149.426
-6.94
120.204
29.222
24.31
5.24
Shell
3,538.444
8/12/24
0.83
3,612.399
-2.05
3,258.690
353.709
10.85
11.65
Kingfisher
343.099
8/12/24
0.18
317.815
7.96
286.989
30.827
10.74
8.80
GSK
1,987.293
8/12/24
0.42
1,929.141
3.01
2,113.662
-184.521
-8.73
0.79
Standard Chartered
912.739
8/12/24
0.92
925.634
-1.39
827.495
98.139
11.86
7.73
L
Frasers
1,060.016
8/12/24
-0.42
1,106.791
-4.23
1,012.415
94.376
9.32
8.00
Mondi
1,798.930
8/12/24
-0.42
1,929.773
-6.78
1,679.298
250.475
14.92
10.42
Hiscox
1,503.112
8/12/24
1.89
1,433.582
4.85
1,561.575
-127.993
-8.20
6.27
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/18/24
prc diff
⇓ Δ15
∅-RS
Melrose
615.277
8/12/24
0.19
699.851
-12.08
786.515
-86.664
-11.02
0.64
ConvaTec
292.784
8/12/24
-0.17
298.853
-2.03
366.531
-67.679
-18.46
1.30
Int Cons Airlines
210.423
8/12/24
-0.06
207.199
1.56
199.110
8.089
4.06
4.22
Ashtead
6,513.063
8/12/24
-0.43
6,596.499
-1.26
6,617.922
-21.423
-0.32
-0.98
L
Barratt Developments
663.190
8/12/24
0.15
604.026
9.79
600.067
3.959
0.66
2.07
Compass Group
2,975.883
8/12/24
0.90
2,747.066
8.33
2,762.982
-15.916
-0.58
2.78
Admiral Group
3,410.762
8/12/24
0.86
3,254.003
4.82
3,516.407
-262.404
-7.46
2.97
Pearson
1,307.796
8/12/24
-0.72
1,243.449
5.17
1,294.949
-51.500
-3.98
6.25
L
SSE
2,374.133
8/12/24
0.86
2,274.263
4.39
2,047.738
226.525
11.06
6.74
L
Smiths Group
2,203.468
8/12/24
0.52
2,152.901
2.35
2,072.555
80.346
3.88
3.67
Glencore
518.630
8/12/24
1.27
583.673
-11.14
537.833
45.839
8.52
4.61
Rightmove
679.118
8/12/24
0.04
672.545
0.98
722.117
-49.573
-6.86
-1.82
S
Sage Group
1,271.134
8/12/24
1.03
1,357.099
-6.33
1,553.303
-196.204
-12.63
1.07
Endeavour Mining
1,980.972
8/12/24
1.89
2,176.921
-9.00
1,860.654
316.266
17.00
6.74
S
United Utilities
1,250.023
8/12/24
-0.12
1,247.494
0.20
1,306.403
-58.909
-4.51
-2.74
Rio Tinto
6,247.585
8/12/24
0.56
6,616.726
-5.58
6,218.301
398.425
6.41
0.48
S
Flutter
18,564.505
8/12/24
-1.28
18,520.259
0.24
21,431.884
-2,911.626
-13.59
0.61
Haleon
471.793
8/12/24
-1.01
410.480
14.94
400.893
9.586
2.39
-0.24
Fresnillo
682.658
8/12/24
0.93
711.102
-4.00
586.959
124.143
21.15
3.07
Land Securities
778.104
8/12/24
-0.73
796.434
-2.30
791.860
4.575
0.58
0.95
L
BAT
3,540.972
8/12/24
3,098.509
14.28
3,053.153
45.356
1.49
0.44
L
Vodafone
94.106
8/12/24
0.87
88.796
5.98
85.689
3.107
3.63
-1.40
S
M&G
257.767
8/12/24
1.09
258.525
-0.29
293.479
-34.954
-11.91
-0.46
S
Legal & General
285.199
8/12/24
0.53
289.371
-1.44
314.479
-25.107
-7.98
-2.09
S
Bunzl
4,047.909
8/12/24
0.50
3,782.431
7.02
3,832.031
-49.600
-1.29
0.49
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/18/24
prc diff
⇓ Δ15
∅-RS
WPP Group
872.538
8/12/24
1.68
909.199
-4.03
897.237
11.962
1.33
-4.96
J Sainsbury
340.823
8/12/24
0.67
325.906
4.58
318.297
7.609
2.39
-3.85
S
Unite
1,180.746
8/12/24
-1.11
1,124.489
5.00
1,217.952
-93.463
-7.67
-5.54
S
Severn Trent
3,178.152
8/12/24
-0.63
3,026.450
5.01
3,198.238
-171.787
-5.37
-4.17
BP
555.734
8/12/24
1.35
604.911
-8.13
627.812
-22.901
-3.65
-1.21
Phoenix
680.130
8/12/24
0.47
673.177
1.03
613.049
60.128
9.81
5.86
Centrica
160.930
8/12/24
3.29
172.877
-6.91
165.003
7.874
4.77
-1.62
S
RS Group
953.193
8/12/24
-0.40
868.493
9.75
936.436
-67.943
-7.26
-7.44
Smith and Nephew
1,461.394
8/12/24
-0.86
1,233.335
18.49
1,339.493
-106.157
-7.93
-6.42
L
Rentokil Initial
592.901
8/12/24
1.01
582.029
1.87
600.704
-18.674
-3.11
-2.94
Johnson Matthey
1,993.614
8/12/24
0.06
1,991.086
0.13
2,175.005
-183.920
-8.46
-4.80
L
Schroders
426.282
8/12/24
-0.12
459.404
-7.21
486.290
-26.886
-5.53
-8.76
L
JD Sports Fashion
152.144
8/12/24
-4.07
150.880
0.84
141.458
9.422
6.66
-8.92
S
Spirax-Sarco
9,753.160
8/12/24
0.72
10,682.334
-8.70
13,305.840
-2,623.507
-19.72
-11.66
L
Abrdn
193.357
8/12/24
2.51
188.742
2.44
176.202
12.540
7.12
-9.12
S
Whitbread
3,557.407
8/12/24
-1.44
3,736.920
-4.80
4,094.203
-357.282
-8.73
-10.76
S
B&M
562.055
8/12/24
-2.22
558.768
0.59
679.355
-120.587
-17.75
-18.49
S
Diageo
3,099.141
8/12/24
1.03
3,135.170
-1.15
3,650.675
-515.505
-14.12
-15.80
S
National Grid
1,236.875
8/12/24
-0.04
1,119.306
10.50
1,329.311
-210.005
-15.80
-12.05
S
Croda
4,840.551
8/12/24
-0.05
4,929.044
-1.80
6,021.036
-1,091.992
-18.14
-18.92
Reckitt Benckiser
5,284.279
8/12/24
5,422.074
-2.54
5,822.498
-400.424
-6.88
-18.08
L
St. James´s Place
873.549
8/12/24
-1.22
694.036
25.87
528.543
165.493
31.31
-12.78
Prudential
803.261
8/12/24
0.41
902.878
-11.03
1,003.124
-100.246
-9.99
-15.92
S
Entain
733.731
8/12/24
3.98
795.929
-7.81
986.325
-190.396
-19.30
-31.39
Ocado
476.217
8/12/24
0.72
364.211
30.75
588.231
-224.021
-38.08
-44.47
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
3/18/24
prc diff
⇓ Δ15
∅-RS
S
Burberry Group
848.266
8/12/24
-2.02
1,090.483
-22.21
1,598.483
-508.000
-31.78
-40.94
FTSE - 100 out of 100 instruments rated - 7/01/24 / 3/18/24 - 57 did rise, Market-Ratio(15) in USD = 57.00 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index in Dollar * 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
1,949
5.129
3.458
7.608
2.478
48
14,830
294
5/05/08
7/21/08
77
- cash -
7/21/08
1/26/09
189
Taylor Wimpey
100
20,153
0.736
0.144
3.758
3.022
411
75,738
2,231
1/26/09
8/08/11
924
- cash -
8/08/11
11/21/11
105
Lloyds Bank
100
140,612
0.539
0.370
0.784
0.245
46
110,226
269
11/21/11
8/24/15
1372
- cash -
8/24/15
10/19/15
56
Glencore
100
50,664
2.176
1.701
2.783
0.608
28
141,015
398
10/19/15
2/08/16
112
- cash -
2/08/16
2/29/16
21
Standard Chartered
100
22,878
6.164
5.991
6.341
0.177
3
145,068
64
2/29/16
10/15/18
959
- cash -
10/15/18
1/28/19
105
Royal Mail
100
32,284
4.493
3.961
5.097
0.604
13
164,555
55
1/28/19
3/09/20
406
- cash -
3/09/20
6/22/20
105
Micro Focus
100
21,164
7.775
5.967
10.131
2.356
30
214,417
151
6/22/20
5/20/26
2158
- cash -
accum 1/21/08
6/22/20 686
days out of 7443 invested (9%)
2,044
214,417
411
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 0.74 0.14 3.76 3.02 410.71 410.71
Barratt Developments 1/21/08 5/05/08 105 5.13 3.46 7.61 2.48 48.32 48.32
Lloyds Bank 8/08/11 11/21/11 105 0.54 0.37 0.78 0.25 45.54 45.54
Micro Focus 3/09/20 6/22/20 105 7.77 5.97 10.13 2.36 30.30 30.30
Glencore 8/24/15 10/19/15 56 2.18 1.70 2.78 0.61 27.93 27.93
Royal Mail 10/15/18 1/28/19 105 4.49 3.96 5.10 0.60 13.43 13.43
Standard Chartered 2/08/16 2/29/16 21 6.16 5.99 6.34 0.18 2.87 2.87
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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