Assessment - FTSE 100 Index - 8/15/22 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
8/15/22
⇓ Δwk
4/25/22
prc diff
⇓ Δ16
∅-RS
FTSE
7,550.540
13:35
0.55
7,509.150
0.55
7,380.540
128.610
1.74
2.70
L
Pearson
880.400
Mon
-0.14
880.400
787.400
93.000
11.81
26.40
BAE Systems
781.800
Mon
0.49
781.800
732.200
49.600
6.77
21.40
L
Avast
686.000
Mon
0.47
686.000
555.000
131.000
23.60
21.33
L
Compass Group
1,945.500
Mon
0.54
1,945.500
1,699.500
246.000
14.47
19.27
Standard Chartered
597.600
Mon
-1.42
597.600
497.300
100.300
20.17
18.58
Shell
2,182.000
Mon
-1.49
2,182.000
2,074.500
107.500
5.18
17.98
AstraZeneca
10,972.000
08:02
0.09
10,962.000
0.09
10,234.000
728.000
7.11
17.93
BP
428.300
08:04
0.66
425.500
0.66
368.850
56.650
15.36
17.02
L
NatWest
260.700
Mon
-0.38
260.700
218.200
42.500
19.48
16.88
L
HSBC
551.400
08:04
0.80
547.000
0.80
501.600
45.400
9.05
15.92
L
Imperial Brands
1,885.000
Mon
0.27
1,885.000
1,622.500
262.500
16.18
13.85
Glencore
464.500
Mon
-1.67
464.500
449.350
15.150
3.37
13.70
L
LSE Group
8,440.000
Mon
3.13
8,440.000
8,068.000
372.000
4.61
13.60
Aviva
467.700
Mon
-0.04
467.700
428.800
38.900
9.07
13.58
Bunzl
3,150.000
Mon
1.03
3,150.000
3,038.000
112.000
3.69
13.18
BAT
3,399.500
08:03
1.15
3,361.000
1.15
3,277.000
84.000
2.56
12.06
Airtel Africa
143.500
Mon
-0.55
143.500
144.000
-0.500
-0.35
11.95
L
RS Group
1,143.000
Mon
5.06
1,143.000
1,037.000
106.000
10.22
10.19
National Grid
1,151.500
Mon
1.05
1,151.500
1,181.000
-29.500
-2.50
9.31
L
Informa
594.400
Mon
1.16
594.400
584.800
9.600
1.64
8.61
L
Reckitt Benckiser
6,544.000
08:05
-0.09
6,550.000
-0.09
6,316.000
234.000
3.70
8.43
SSE
1,806.500
Mon
1.03
1,806.500
1,827.500
-21.000
-1.15
8.27
L
Phoenix
684.200
Mon
0.50
684.200
611.000
73.200
11.98
7.62
L
Smiths Group
1,568.000
Mon
0.67
1,568.000
1,450.000
118.000
8.14
6.20
⇓ instrument
freshest
⇓ Δday
8/15/22
⇓ Δwk
4/25/22
prc diff
⇓ Δ16
∅-RS
L
M&G
217.600
Mon
-0.64
217.600
211.400
6.200
2.93
5.79
InterContinental Hot
5,082.000
Mon
0.87
5,082.000
5,068.000
14.000
0.28
5.78
United Utilities
1,126.500
Mon
0.54
1,126.500
1,132.500
-6.000
-0.53
5.77
L
Auto Trader
664.800
Mon
0.91
664.800
632.400
32.400
5.12
5.64
Melrose
155.600
Mon
1.83
155.600
120.300
35.300
29.34
5.51
RELX
2,373.000
08:04
-0.84
2,393.000
-0.84
2,405.000
-12.000
-0.50
5.21
L
Legal & General
284.300
Mon
0.57
284.300
252.500
31.800
12.59
5.03
Diageo
3,860.500
08:03
-0.14
3,866.000
-0.14
3,939.000
-73.000
-1.85
4.25
L
Flutter
10,685.000
Mon
-0.19
10,685.000
8,160.000
2,525.000
30.94
4.06
Severn Trent
2,979.000
Mon
0.20
2,979.000
3,053.000
-74.000
-2.42
3.87
Meggitt
794.000
Mon
0.25
794.000
772.600
21.400
2.77
3.84
L
Sage Group
743.800
Mon
0.98
743.800
725.800
18.000
2.48
3.80
L
Unilever Plc
3,922.810
08:07
-0.25
3,932.500
-0.25
3,606.500
326.000
9.04
3.79
L
Burberry Group
1,805.000
Mon
0.50
1,805.000
1,558.000
247.000
15.85
2.43
Pershing Square
2,750.000
Mon
1.10
2,750.000
2,800.000
-50.000
-1.79
1.01
L
Mondi
1,674.000
Mon
-1.82
1,674.000
1,485.500
188.500
12.69
0.42
Rentokil Initial
541.200
Mon
1.12
541.200
532.400
8.800
1.65
0.33
S
Vodafone
122.940
08:07
1.49
121.140
1.49
126.720
-5.580
-4.40
-0.02
Land Securities
735.400
Mon
1.41
735.400
753.600
-18.200
-2.42
-0.08
L
Rightmove
655.000
Mon
0.46
655.000
625.600
29.400
4.70
-0.29
Endeavour Mining
1,764.000
Mon
-1.07
1,764.000
1,945.000
-181.000
-9.31
-0.77
L
Lloyds Bank
45.865
Mon
0.46
45.865
45.400
0.465
1.02
-0.96
L
Experian
2,939.000
Mon
0.69
2,939.000
2,753.000
186.000
6.76
-1.14
L
Barclays
171.560
Mon
-0.02
171.560
144.180
27.380
18.99
-1.17
L
Coca-Cola HBC
2,043.000
Mon
1.04
2,043.000
1,638.500
404.500
24.69
-1.46
⇓ instrument
freshest
⇓ Δday
8/15/22
⇓ Δwk
4/25/22
prc diff
⇓ Δ16
∅-RS
Tesco
266.200
Mon
1.06
266.200
268.600
-2.400
-0.89
-1.73
L
Ferguson
10,350.000
Mon
0.68
10,350.000
10,205.000
145.000
1.42
-2.18
L
Berkeley
4,116.000
Mon
0.96
4,116.000
4,081.000
35.000
0.86
-2.24
3i Group
1,251.500
Mon
-0.60
1,251.500
1,318.500
-67.000
-5.08
-3.69
L
CRH (L)
3,259.500
Mon
0.73
3,259.500
3,164.000
95.500
3.02
-3.71
L
Ashtead
4,620.000
Mon
0.90
4,620.000
4,394.000
226.000
5.14
-5.76
Fresnillo
738.400
Mon
-1.52
738.400
747.400
-9.000
-1.20
-5.89
S
British Land
480.000
Mon
0.36
480.000
506.800
-26.800
-5.29
-6.01
Croda
7,386.000
Mon
1.37
7,386.000
7,560.000
-174.000
-2.30
-6.92
L
Schroders
2,992.000
Mon
-0.99
2,992.000
2,966.000
26.000
0.88
-6.98
L
Whitbread
2,687.000
Mon
0.41
2,687.000
2,790.000
-103.000
-3.69
-7.23
L
Ass Brit Foods
1,657.500
Mon
-0.15
1,657.500
1,630.000
27.500
1.69
-7.67
S
Anglo American
2,901.000
Mon
-2.09
2,901.000
3,223.500
-322.500
-10.00
-7.98
S
Rio Tinto
4,799.500
08:06
1.35
4,735.500
1.35
5,372.000
-636.500
-11.85
-8.57
S
BT Group
157.600
Mon
-0.19
157.600
188.200
-30.600
-16.26
-8.68
L
Next
6,406.000
Mon
0.03
6,406.000
6,128.000
278.000
4.54
-8.68
DCC
5,324.000
Mon
0.30
5,324.000
5,930.000
-606.000
-10.22
-9.01
Smurfit Kappa
3,180.000
Mon
-0.90
3,180.000
3,301.000
-121.000
-3.67
-9.24
L
Halma
2,298.000
Mon
1.01
2,298.000
2,477.000
-179.000
-7.23
-9.74
Entain
1,419.500
Mon
0.46
1,419.500
1,469.000
-49.500
-3.37
-10.69
L
St. James´s Place
1,258.000
Mon
0.32
1,258.000
1,316.500
-58.500
-4.44
-10.76
L
Aveva
2,494.000
Mon
1.71
2,494.000
2,381.000
113.000
4.75
-10.97
L
Spirax-Sarco
11,505.000
Mon
0.31
11,505.000
12,265.000
-760.000
-6.20
-11.11
Segro
1,082.500
Mon
0.65
1,082.500
1,362.500
-280.000
-20.55
-11.61
L
Scottish Mortgage
916.200
Mon
0.50
916.200
893.200
23.000
2.58
-11.82
⇓ instrument
freshest
⇓ Δday
8/15/22
⇓ Δwk
4/25/22
prc diff
⇓ Δ16
∅-RS
L
Intermediate Capital
1,562.000
Mon
-0.03
1,562.000
1,577.500
-15.500
-0.98
-11.87
L
Hargreaves Lansdown
983.000
Mon
0.37
983.000
978.800
4.200
0.43
-12.15
S
GlaxoSmithKline
1,447.050
08:05
2.92
1,406.000
2.92
1,752.000
-346.000
-19.75
-12.75
L
Dechra Pharm
3,630.000
Mon
1.74
3,630.000
3,764.000
-134.000
-3.56
-12.82
L
Taylor Wimpey
124.350
Mon
0.61
124.350
128.050
-3.700
-2.89
-13.39
Admiral Group
2,310.000
Mon
2.30
2,310.000
2,509.000
-199.000
-7.93
-13.74
Int Cons Airlines
120.580
Mon
2.10
120.580
147.500
-26.920
-18.25
-14.60
S
Smith and Nephew
1,064.500
Mon
1.00
1,064.500
1,266.500
-202.000
-15.95
-14.63
J Sainsbury
221.300
Mon
0.55
221.300
243.400
-22.100
-9.08
-14.90
Howdens Joinery
666.800
Mon
-0.86
666.800
766.800
-100.000
-13.04
-15.06
S
Intertek
4,235.000
Mon
0.12
4,235.000
5,066.000
-831.000
-16.40
-15.09
L
Kingfisher
250.600
Mon
0.68
250.600
255.900
-5.300
-2.07
-15.27
DS Smith
292.200
Mon
-0.88
292.200
327.200
-35.000
-10.70
-15.59
L
Prudential
990.200
08:05
-0.06
990.800
-0.06
989.200
1.600
0.16
-15.90
L
Barratt Developments
486.900
Mon
486.900
510.200
-23.300
-4.57
-16.41
WPP Group
824.600
Mon
1.58
824.600
1,000.500
-175.900
-17.58
-16.86
L
Abrdn
175.550
Mon
-0.03
175.550
191.550
-16.000
-8.35
-17.48
L
Rolls-Royce
85.750
Mon
0.87
85.750
86.830
-1.080
-1.24
-18.38
S
Antofagasta
1,130.500
Mon
-1.22
1,130.500
1,445.000
-314.500
-21.76
-18.45
B&M
419.100
Mon
1.60
419.100
512.400
-93.300
-18.21
-19.36
L
JD Sports Fashion
129.250
Mon
0.12
129.250
140.400
-11.150
-7.94
-20.53
L
ITV
71.400
Mon
-2.41
71.400
74.940
-3.540
-4.72
-20.97
Persimmon
1,855.500
Mon
0.46
1,855.500
2,194.000
-338.500
-15.43
-21.11
L
Ocado
944.800
Mon
1.77
944.800
1,036.000
-91.200
-8.80
-22.97
Hikma
1,554.500
Mon
1.44
1,554.500
2,039.000
-484.500
-23.76
-23.19
⇓ instrument
freshest
⇓ Δday
8/15/22
⇓ Δwk
4/25/22
prc diff
⇓ Δ16
∅-RS
Royal Mail
269.200
Mon
0.30
269.200
351.700
-82.500
-23.46
-29.22
FTSE - 100 out of 100 instruments rated - 8/15/22 / 4/25/22 - 49 did rise, Market-Ratio(16) = 49.00 %
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
8/15/22
161
Polymetal
100
243,833
1.726
2.210
1.241
-0.485
-28
302,597
-53
accum 6/19/06
8/15/22 5902
days out of 6070 invested (97%)
2,926
302,597
23
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
BP short 7/05/10 9/06/10 63 3.33 4.07 2.60 -0.73 -21.96 -21.96
Polymetal short 3/07/22 8/15/22 161 1.73 2.21 1.24 -0.48 -28.08 -28.08
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
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
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
write an annotation