Assessment - FTSE 100 Index - 8/15/22 - RS = 20
⇐
⇓ instrument
freshest
⇓ Δday
8/15/22
⇓ Δwk
3/28/22
prc diff
⇓ Δ20
∅-RS
FTSE
7,550.540
13:35
0.55
7,509.150
0.55
7,473.140
36.010
0.48
2.70
L
Pearson
880.400
Mon
-0.14
880.400
790.000
90.400
11.44
26.40
BAE Systems
781.800
Mon
0.49
781.800
731.600
50.200
6.86
21.40
L
Avast
686.000
Mon
0.47
686.000
573.800
112.200
19.55
21.33
L
Compass Group
1,945.500
Mon
0.54
1,945.500
1,652.500
293.000
17.73
19.27
Standard Chartered
597.600
Mon
-1.42
597.600
502.000
95.600
19.04
18.58
Shell
2,182.000
Mon
-1.49
2,182.000
2,061.500
120.500
5.85
17.98
AstraZeneca
10,972.000
08:02
0.09
10,962.000
0.09
9,894.000
1,068.000
10.79
17.93
BP
428.300
08:04
0.66
425.500
0.66
380.900
44.600
11.71
17.02
L
NatWest
260.700
Mon
-0.38
260.700
219.800
40.900
18.61
16.88
L
HSBC
551.400
08:04
0.80
547.000
0.80
518.700
28.300
5.46
15.92
L
Imperial Brands
1,885.000
Mon
0.27
1,885.000
1,660.000
225.000
13.55
13.85
Glencore
464.500
Mon
-1.67
464.500
499.600
-35.100
-7.03
13.70
L
LSE Group
8,440.000
Mon
3.13
8,440.000
7,864.000
576.000
7.32
13.60
Aviva
467.700
Mon
-0.04
467.700
446.500
21.200
4.75
13.58
Bunzl
3,150.000
Mon
1.03
3,150.000
2,905.000
245.000
8.43
13.18
BAT
3,399.500
08:03
1.15
3,361.000
1.15
3,299.000
62.000
1.88
12.06
Airtel Africa
143.500
Mon
-0.55
143.500
139.500
4.000
2.87
11.95
L
RS Group
1,143.000
Mon
5.06
1,143.000
1,059.000
84.000
7.93
10.19
National Grid
1,151.500
Mon
1.05
1,151.500
1,132.600
18.900
1.67
9.31
L
Informa
594.400
Mon
1.16
594.400
593.400
1.000
0.17
8.61
L
Reckitt Benckiser
6,544.000
08:05
-0.09
6,550.000
-0.09
5,606.000
944.000
16.84
8.43
SSE
1,806.500
Mon
1.03
1,806.500
1,691.500
115.000
6.80
8.27
L
Phoenix
684.200
Mon
0.50
684.200
636.800
47.400
7.44
7.62
L
Smiths Group
1,568.000
Mon
0.67
1,568.000
1,480.000
88.000
5.95
6.20
⇓ instrument
freshest
⇓ Δday
8/15/22
⇓ Δwk
3/28/22
prc diff
⇓ Δ20
∅-RS
L
M&G
217.600
Mon
-0.64
217.600
221.700
-4.100
-1.85
5.79
InterContinental Hot
5,082.000
Mon
0.87
5,082.000
5,226.000
-144.000
-2.76
5.78
United Utilities
1,126.500
Mon
0.54
1,126.500
1,085.500
41.000
3.78
5.77
L
Auto Trader
664.800
Mon
0.91
664.800
643.200
21.600
3.36
5.64
Melrose
155.600
Mon
1.83
155.600
124.500
31.100
24.98
5.51
RELX
2,373.000
08:04
-0.84
2,393.000
-0.84
2,344.000
49.000
2.09
5.21
L
Legal & General
284.300
Mon
0.57
284.300
269.500
14.800
5.49
5.03
Diageo
3,860.500
08:03
-0.14
3,866.000
-0.14
3,822.000
44.000
1.15
4.25
L
Flutter
10,685.000
Mon
-0.19
10,685.000
8,756.000
1,929.000
22.03
4.06
Severn Trent
2,979.000
Mon
0.20
2,979.000
2,977.000
2.000
0.07
3.87
Meggitt
794.000
Mon
0.25
794.000
763.000
31.000
4.06
3.84
L
Sage Group
743.800
Mon
0.98
743.800
689.800
54.000
7.83
3.80
L
Unilever Plc
3,922.810
08:07
-0.25
3,932.500
-0.25
3,427.500
505.000
14.73
3.79
L
Burberry Group
1,805.000
Mon
0.50
1,805.000
1,691.000
114.000
6.74
2.43
Pershing Square
2,750.000
Mon
1.10
2,750.000
2,900.000
-150.000
-5.17
1.01
L
Mondi
1,674.000
Mon
-1.82
1,674.000
1,523.500
150.500
9.88
0.42
Rentokil Initial
541.200
Mon
1.12
541.200
523.800
17.400
3.32
0.33
S
Vodafone
122.940
08:07
1.49
121.140
1.49
125.580
-4.440
-3.54
-0.02
Land Securities
735.400
Mon
1.41
735.400
794.800
-59.400
-7.47
-0.08
L
Rightmove
655.000
Mon
0.46
655.000
642.800
12.200
1.90
-0.29
Endeavour Mining
1,764.000
Mon
-1.07
1,764.000
1,870.000
-106.000
-5.67
-0.77
L
Lloyds Bank
45.865
Mon
0.46
45.865
48.780
-2.915
-5.98
-0.96
L
Experian
2,939.000
Mon
0.69
2,939.000
3,022.000
-83.000
-2.75
-1.14
L
Barclays
171.560
Mon
-0.02
171.560
160.480
11.080
6.90
-1.17
L
Coca-Cola HBC
2,043.000
Mon
1.04
2,043.000
1,589.500
453.500
28.53
-1.46
⇓ instrument
freshest
⇓ Δday
8/15/22
⇓ Δwk
3/28/22
prc diff
⇓ Δ20
∅-RS
Tesco
266.200
Mon
1.06
266.200
280.250
-14.050
-5.01
-1.73
L
Ferguson
10,350.000
Mon
0.68
10,350.000
10,395.000
-45.000
-0.43
-2.18
L
Berkeley
4,116.000
Mon
0.96
4,116.000
3,814.000
302.000
7.92
-2.24
3i Group
1,251.500
Mon
-0.60
1,251.500
1,359.000
-107.500
-7.91
-3.69
L
CRH (L)
3,259.500
Mon
0.73
3,259.500
3,150.000
109.500
3.48
-3.71
L
Ashtead
4,620.000
Mon
0.90
4,620.000
5,114.000
-494.000
-9.66
-5.76
Fresnillo
738.400
Mon
-1.52
738.400
725.200
13.200
1.82
-5.89
S
British Land
480.000
Mon
0.36
480.000
533.600
-53.600
-10.04
-6.01
Croda
7,386.000
Mon
1.37
7,386.000
7,524.000
-138.000
-1.83
-6.92
L
Schroders
2,992.000
Mon
-0.99
2,992.000
3,196.000
-204.000
-6.38
-6.98
L
Whitbread
2,687.000
Mon
0.41
2,687.000
2,779.000
-92.000
-3.31
-7.23
L
Ass Brit Foods
1,657.500
Mon
-0.15
1,657.500
1,693.000
-35.500
-2.10
-7.67
S
Anglo American
2,901.000
Mon
-2.09
2,901.000
3,896.000
-995.000
-25.54
-7.98
S
Rio Tinto
4,799.500
08:06
1.35
4,735.500
1.35
5,863.000
-1,127.500
-19.23
-8.57
S
BT Group
157.600
Mon
-0.19
157.600
187.000
-29.400
-15.72
-8.68
L
Next
6,406.000
Mon
0.03
6,406.000
6,306.000
100.000
1.59
-8.68
DCC
5,324.000
Mon
0.30
5,324.000
5,820.000
-496.000
-8.52
-9.01
Smurfit Kappa
3,180.000
Mon
-0.90
3,180.000
3,389.000
-209.000
-6.17
-9.24
L
Halma
2,298.000
Mon
1.01
2,298.000
2,473.000
-175.000
-7.08
-9.74
Entain
1,419.500
Mon
0.46
1,419.500
1,643.500
-224.000
-13.63
-10.69
L
St. James´s Place
1,258.000
Mon
0.32
1,258.000
1,463.500
-205.500
-14.04
-10.76
L
Aveva
2,494.000
Mon
1.71
2,494.000
2,429.000
65.000
2.68
-10.97
L
Spirax-Sarco
11,505.000
Mon
0.31
11,505.000
12,205.000
-700.000
-5.74
-11.11
Segro
1,082.500
Mon
0.65
1,082.500
1,332.500
-250.000
-18.76
-11.61
L
Scottish Mortgage
916.200
Mon
0.50
916.200
1,008.500
-92.300
-9.15
-11.82
⇓ instrument
freshest
⇓ Δday
8/15/22
⇓ Δwk
3/28/22
prc diff
⇓ Δ20
∅-RS
L
Intermediate Capital
1,562.000
Mon
-0.03
1,562.000
1,703.500
-141.500
-8.31
-11.87
L
Hargreaves Lansdown
983.000
Mon
0.37
983.000
1,033.500
-50.500
-4.89
-12.15
S
GlaxoSmithKline
1,447.050
08:05
2.92
1,406.000
2.92
1,652.070
-246.070
-14.89
-12.75
L
Dechra Pharm
3,630.000
Mon
1.74
3,630.000
3,950.000
-320.000
-8.10
-12.82
L
Taylor Wimpey
124.350
Mon
0.61
124.350
132.800
-8.450
-6.36
-13.39
Admiral Group
2,310.000
Mon
2.30
2,310.000
2,536.000
-226.000
-8.91
-13.74
Int Cons Airlines
120.580
Mon
2.10
120.580
139.920
-19.340
-13.82
-14.60
S
Smith and Nephew
1,064.500
Mon
1.00
1,064.500
1,233.500
-169.000
-13.70
-14.63
J Sainsbury
221.300
Mon
0.55
221.300
261.000
-39.700
-15.21
-14.90
Howdens Joinery
666.800
Mon
-0.86
666.800
771.400
-104.600
-13.56
-15.06
S
Intertek
4,235.000
Mon
0.12
4,235.000
5,110.000
-875.000
-17.12
-15.09
L
Kingfisher
250.600
Mon
0.68
250.600
263.900
-13.300
-5.04
-15.27
DS Smith
292.200
Mon
-0.88
292.200
323.700
-31.500
-9.73
-15.59
L
Prudential
990.200
08:05
-0.06
990.800
-0.06
1,075.500
-84.700
-7.88
-15.90
L
Barratt Developments
486.900
Mon
486.900
511.600
-24.700
-4.83
-16.41
WPP Group
824.600
Mon
1.58
824.600
1,046.500
-221.900
-21.20
-16.86
L
Abrdn
175.550
Mon
-0.03
175.550
207.100
-31.550
-15.23
-17.48
L
Rolls-Royce
85.750
Mon
0.87
85.750
98.380
-12.630
-12.84
-18.38
S
Antofagasta
1,130.500
Mon
-1.22
1,130.500
1,707.000
-576.500
-33.77
-18.45
B&M
419.100
Mon
1.60
419.100
559.000
-139.900
-25.03
-19.36
L
JD Sports Fashion
129.250
Mon
0.12
129.250
151.850
-22.600
-14.88
-20.53
L
ITV
71.400
Mon
-2.41
71.400
81.040
-9.640
-11.90
-20.97
Persimmon
1,855.500
Mon
0.46
1,855.500
2,093.000
-237.500
-11.35
-21.11
L
Ocado
944.800
Mon
1.77
944.800
1,089.500
-144.700
-13.28
-22.97
Hikma
1,554.500
Mon
1.44
1,554.500
2,043.000
-488.500
-23.91
-23.19
⇓ instrument
freshest
⇓ Δday
8/15/22
⇓ Δwk
3/28/22
prc diff
⇓ Δ20
∅-RS
Royal Mail
269.200
Mon
0.30
269.200
354.700
-85.500
-24.10
-29.22
FTSE - 100 out of 100 instruments rated - 8/15/22 / 3/28/22 - 45 did rise, Market-Ratio(20) = 45.00 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index * S20 - 39 ex 2 (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
7/03/06
14
Entain
100
3,110
3.215
3.160
3.271
0.056
2
10,174
57
7/03/06
7/17/06
14
- cash -
7/17/06
9/04/06
49
Entain
100
3,374
3.015
3.140
2.890
-0.125
-4
9,752
-27
9/04/06
9/11/06
7
- cash -
9/11/06
9/18/06
7
Ashtead
100
7,473
1.305
1.455
1.155
-0.150
-11
8,631
-100
9/18/06
7/30/07
315
- cash -
7/30/07
8/06/07
7
Taylor Wimpey
100
3,790
2.277
2.579
1.976
-0.302
-13
7,488
-100
8/06/07
8/13/07
7
- cash -
8/13/07
10/01/07
49
Segro
100
695
10.760
9.175
12.618
1.858
17
8,779
228
10/01/07
10/08/07
7
Taylor Wimpey
100
4,194
2.093
2.182
2.004
-0.089
-4
8,405
-90
10/08/07
10/15/07
7
Segro
100
919
9.138
9.231
9.046
-0.092
-1
8,320
-41
10/15/07
10/29/07
14
Barratt Developments
100
1,888
4.407
4.138
4.693
0.286
6
8,861
416
10/29/07
11/05/07
7
- cash -
11/05/07
12/24/07
49
Barratt Developments
100
2,237
3.961
2.925
5.364
1.403
35
12,000
857
12/24/07
1/14/08
21
- cash -
1/14/08
3/17/08
63
Barratt Developments
100
5,083
2.361
2.387
2.334
-0.026
-1
11,866
-6
3/17/08
3/24/08
7
Rentokil Initial
100
16,572
0.716
0.855
0.577
-0.139
-19
9,563
-100
3/24/08
4/07/08
14
Smurfit Kappa
100
1,292
7.400
8.230
6.570
-0.830
-11
8,490
-96
4/07/08
4/14/08
7
- cash -
4/14/08
4/28/08
14
Ashtead
100
14,451
0.588
0.620
0.555
-0.033
-6
8,021
-77
4/28/08
6/09/08
42
Barratt Developments
100
4,299
1.866
0.792
4.396
2.530
136
18,897
171,512
6/09/08
6/16/08
7
- cash -
6/16/08
7/28/08
42
Barratt Developments
100
29,556
0.639
0.692
0.587
-0.052
-8
17,347
-52
7/28/08
9/01/08
35
Taylor Wimpey
100
52,840
0.328
0.425
0.232
-0.097
-29
12,233
-97
9/01/08
9/08/08
7
- cash -
9/08/08
10/13/08
35
Howdens Joinery
100
38,527
0.318
0.215
0.469
0.151
48
18,065
5,734
10/13/08
12/22/08
70
Taylor Wimpey
100
134,086
0.135
0.114
0.159
0.025
18
21,373
140
12/22/08
3/02/09
70
NatWest
100
5,162
4.140
2.260
7.584
3.444
83
39,151
2,249
3/02/09
3/16/09
14
Intermediate Capital
100
31,629
1.238
1.404
1.072
-0.166
-13
33,910
-98
3/16/09
3/23/09
7
- cash -
3/23/09
3/30/09
7
Lloyds Bank
100
55,137
0.615
0.648
0.582
-0.033
-5
32,090
-94
3/30/09
4/06/09
7
Intermediate Capital
100
20,790
1.544
1.973
1.114
-0.429
-28
23,164
-100
4/06/09
5/24/10
413
- cash -
5/24/10
5/31/10
7
Aviva
100
7,542
3.071
3.286
2.856
-0.215
-7
21,543
-98
5/31/10
8/16/10
77
- cash -
8/16/10
9/06/10
21
Entain
100
23,164
0.930
0.925
0.935
0.005
1
21,659
10
9/06/10
6/27/11
294
- cash -
6/27/11
7/04/11
7
Lloyds Bank
100
49,910
0.434
0.499
0.369
-0.065
-15
18,427
-100
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
7/04/11
8/08/11
35
- cash -
8/08/11
9/12/11
35
Lloyds Bank
100
56,163
0.328
0.306
0.352
0.024
7
19,786
110
9/12/11
9/26/11
14
NatWest
100
9,526
2.077
2.357
1.797
-0.280
-13
17,119
-98
9/26/11
11/21/11
56
Ocado
100
18,812
0.910
0.880
0.942
0.032
3
17,713
25
11/21/11
12/05/11
14
Lloyds Bank
100
75,633
0.234
0.270
0.198
-0.036
-15
15,006
-99
12/05/11
12/12/11
7
- cash -
12/12/11
12/26/11
14
Ocado
100
18,757
0.800
0.546
1.172
0.372
47
21,987
> 999,999
12/26/11
7/07/14
924
- cash -
7/07/14
7/14/14
7
Coca-Cola HBC
100
1,666
13.190
13.710
12.670
-0.520
-4
21,121
-88
7/14/14
7/28/14
14
Barclays
100
10,076
2.096
2.182
2.011
-0.086
-4
20,259
-66
7/28/14
8/11/14
14
Kingfisher
100
6,848
2.958
2.990
2.926
-0.032
-1
20,040
-25
8/11/14
9/29/14
49
- cash -
9/29/14
10/06/14
7
Tesco
100
8,424
2.379
2.239
2.528
0.149
6
21,294
2,266
10/06/14
10/13/14
7
- cash -
10/13/14
11/03/14
21
Ocado
100
9,548
2.230
2.743
1.717
-0.513
-23
16,396
-99
11/03/14
8/24/15
294
- cash -
8/24/15
10/26/15
63
Glencore
100
11,889
1.379
1.160
1.640
0.261
19
19,500
173
10/26/15
11/09/15
14
- cash -
11/09/15
11/16/15
7
Glencore
100
17,775
1.097
0.895
1.344
0.247
23
23,890
> 999,999
11/16/15
12/14/15
28
- cash -
12/14/15
12/28/15
14
Anglo American
100
8,507
2.808
3.281
2.336
-0.473
-17
19,871
-99
12/28/15
2/08/16
42
- cash -
2/08/16
2/15/16
7
Standard Chartered
100
4,653
4.270
4.531
4.010
-0.261
-6
18,659
-96
2/15/16
3/05/18
749
- cash -
3/05/18
3/12/18
7
Hikma
100
2,125
8.780
8.800
8.760
-0.020
0
18,616
-11
3/12/18
3/19/18
7
- cash -
3/19/18
4/09/18
21
Imperial Brands
100
771
24.140
25.370
22.910
-1.230
-5
17,668
-60
4/09/18
10/08/18
182
- cash -
10/08/18
10/15/18
7
Fresnillo
100
2,270
7.780
9.122
6.438
-1.342
-17
14,621
-100
10/15/18
10/22/18
7
Royal Mail
100
4,285
3.412
3.589
3.235
-0.177
-5
13,863
-94
10/22/18
11/05/18
14
Abrdn
100
5,285
2.623
2.704
2.542
-0.081
-3
13,435
-56
11/05/18
11/19/18
14
WPP Group
100
1,503
8.938
8.564
9.328
0.390
4
14,021
205
11/19/18
11/26/18
7
Royal Mail
100
4,542
3.087
3.329
2.845
-0.242
-8
12,922
-99
11/26/18
12/03/18
7
BAT
100
475
27.170
27.830
26.510
-0.660
-2
12,609
-72
12/03/18
1/28/19
56
Royal Mail
100
3,997
3.154
3.007
3.308
0.154
5
13,225
36
1/28/19
2/04/19
7
BAT
100
556
23.750
26.805
20.695
-3.055
-13
11,527
-100
2/04/19
2/11/19
7
Royal Mail
100
4,094
2.815
2.792
2.838
0.023
1
11,622
53
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
2/11/19
3/02/20
385
- cash -
3/02/20
3/09/20
7
BT Group
100
8,315
1.398
1.201
1.626
0.228
16
13,519
265,950
3/09/20
3/23/20
14
Shell
100
1,025
13.178
11.274
15.404
2.226
17
15,800
5,747
3/23/20
4/06/20
14
Int Cons Airlines
100
7,818
2.021
2.264
1.778
-0.243
-12
13,900
-96
4/06/20
7/27/20
112
Rolls-Royce
100
4,669
2.977
2.600
3.409
0.432
15
15,916
55
7/27/20
1/24/22
546
- cash -
1/24/22
1/31/22
7
Ocado
100
1,171
13.585
15.040
12.130
-1.455
-11
14,212
-100
1/31/22
3/07/22
35
- cash -
3/07/22
3/14/22
7
Coca-Cola HBC
100
960
14.800
16.380
13.220
-1.580
-11
12,695
-100
3/14/22
3/28/22
14
- cash -
3/28/22
4/04/22
7
Ocado
100
1,165
10.895
12.120
9.670
-1.225
-11
11,268
-100
4/04/22
4/25/22
21
Coca-Cola HBC
100
712
15.825
16.385
15.265
-0.560
-4
10,870
-47
4/25/22
5/02/22
7
Ocado
100
1,049
10.360
9.240
11.616
1.256
12
12,187
38,889
5/02/22
5/09/22
7
- cash -
5/09/22
6/20/22
42
Ocado
100
1,555
7.834
8.776
6.892
-0.942
-12
10,722
-67
6/20/22
6/27/22
7
JD Sports Fashion
100
10,081
1.064
1.187
0.940
-0.124
-12
9,477
-100
6/27/22
7/25/22
28
Ocado
100
1,101
8.600
7.596
9.737
1.137
13
10,729
404
7/25/22
8/01/22
7
- cash -
8/01/22
8/15/22
14
Ocado
100
1,224
8.760
9.448
8.072
-0.688
-8
9,887
-88
accum 6/19/06
8/15/22 1387
days out of 6070 invested (23%)
-1
9,887
0
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Barratt Developments short 10/15/07 10/29/07 14 4.41 4.14 4.69 0.29 6.50
11/05/07 12/24/07 49 3.96 2.92 5.36 1.40 35.43
1/14/08 3/17/08 63 2.36 2.39 2.33 -0.03 -1.11
4/28/08 6/09/08 42 1.87 0.79 4.40 2.53 135.61
6/16/08 7/28/08 42 0.64 0.69 0.59 -0.05 -8.20 208.47
NatWest 12/22/08 3/02/09 70 4.14 2.26 7.58 3.44 83.19
9/12/11 9/26/11 14 2.08 2.36 1.80 -0.28 -13.48 58.49
Howdens Joinery 9/08/08 10/13/08 35 0.32 0.22 0.47 0.15 47.69 47.69
Glencore 8/24/15 10/26/15 63 1.38 1.16 1.64 0.26 18.93
11/09/15 11/16/15 7 1.10 0.90 1.34 0.25 22.52 45.71
Shell 3/09/20 3/23/20 14 13.18 11.27 15.40 2.23 16.89 16.89
BT Group 3/02/20 3/09/20 7 1.40 1.20 1.63 0.23 16.33 16.33
Segro 8/13/07 10/01/07 49 10.76 9.18 12.62 1.86 17.27
10/08/07 10/15/07 7 9.14 9.23 9.05 -0.09 -1.01 16.08
Rolls-Royce 4/06/20 7/27/20 112 2.98 2.60 3.41 0.43 14.50 14.50
Tesco 9/29/14 10/06/14 7 2.38 2.24 2.53 0.15 6.26 6.26
WPP Group 11/05/18 11/19/18 14 8.94 8.56 9.33 0.39 4.37 4.37
Hikma 3/05/18 3/12/18 7 8.78 8.80 8.76 -0.02 -0.23 -0.23
Kingfisher 7/28/14 8/11/14 14 2.96 2.99 2.93 -0.03 -1.08 -1.08
Entain 6/19/06 7/03/06 14 3.22 3.16 3.27 0.06 1.74
7/17/06 9/04/06 49 3.02 3.14 2.89 -0.13 -4.15
8/16/10 9/06/10 21 0.93 0.93 0.94 0.01 0.54 -1.95
Abrdn 10/22/18 11/05/18 14 2.62 2.70 2.54 -0.08 -3.09 -3.09
Barclays 7/14/14 7/28/14 14 2.10 2.18 2.01 -0.09 -4.08 -4.08
Ocado 9/26/11 11/21/11 56 0.91 0.88 0.94 0.03 3.47
12/12/11 12/26/11 14 0.80 0.55 1.17 0.37 46.53
10/13/14 11/03/14 21 2.23 2.74 1.72 -0.51 -23.00
1/24/22 1/31/22 7 13.59 15.04 12.13 -1.46 -10.71
3/28/22 4/04/22 7 10.90 12.12 9.67 -1.23 -11.24
4/25/22 5/02/22 7 10.36 9.24 11.62 1.26 12.12
5/09/22 6/20/22 42 7.83 8.78 6.89 -0.94 -12.02
6/27/22 7/25/22 28 8.60 7.60 9.74 1.14 13.22
8/01/22 8/15/22 14 8.76 9.45 8.07 -0.69 -7.85 -4.80
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Imperial Brands 3/19/18 4/09/18 21 24.14 25.37 22.91 -1.23 -5.10 -5.10
Standard Chartered 2/08/16 2/15/16 7 4.27 4.53 4.01 -0.26 -6.10 -6.10
Aviva 5/24/10 5/31/10 7 3.07 3.29 2.86 -0.22 -7.00 -7.00
Royal Mail 10/15/18 10/22/18 7 3.41 3.59 3.24 -0.18 -5.19
11/19/18 11/26/18 7 3.09 3.33 2.85 -0.24 -7.84
12/03/18 1/28/19 56 3.15 3.01 3.31 0.15 4.89
2/04/19 2/11/19 7 2.82 2.79 2.84 0.02 0.82 -7.59
Smurfit Kappa 3/24/08 4/07/08 14 7.40 8.23 6.57 -0.83 -11.22 -11.22
JD Sports Fashion 6/20/22 6/27/22 7 1.06 1.19 0.94 -0.12 -11.61 -11.61
Int Cons Airlines 3/23/20 4/06/20 14 2.02 2.26 1.78 -0.24 -12.02 -12.02
BAT 11/26/18 12/03/18 7 27.17 27.83 26.51 -0.66 -2.43
1/28/19 2/04/19 7 23.75 26.81 20.70 -3.06 -12.86 -14.98
Ashtead 9/11/06 9/18/06 7 1.31 1.46 1.16 -0.15 -11.49
4/14/08 4/28/08 14 0.59 0.62 0.56 -0.03 -5.53 -16.39
Anglo American 12/14/15 12/28/15 14 2.81 3.28 2.34 -0.47 -16.83 -16.83
Coca-Cola HBC 7/07/14 7/14/14 7 13.19 13.71 12.67 -0.52 -3.94
3/07/22 3/14/22 7 14.80 16.38 13.22 -1.58 -10.68
4/04/22 4/25/22 21 15.83 16.39 15.27 -0.56 -3.54 -17.23
Fresnillo 10/08/18 10/15/18 7 7.78 9.12 6.44 -1.34 -17.25 -17.25
Rentokil Initial 3/17/08 3/24/08 7 0.72 0.86 0.58 -0.14 -19.41 -19.41
Lloyds Bank 3/23/09 3/30/09 7 0.62 0.65 0.58 -0.03 -5.37
6/27/11 7/04/11 7 0.43 0.50 0.37 -0.06 -14.92
8/08/11 9/12/11 35 0.33 0.31 0.35 0.02 7.38
11/21/11 12/05/11 14 0.23 0.27 0.20 -0.04 -15.29 -26.76
Taylor Wimpey 7/30/07 8/06/07 7 2.28 2.58 1.98 -0.30 -13.25
10/01/07 10/08/07 7 2.09 2.18 2.00 -0.09 -4.26
7/28/08 9/01/08 35 0.33 0.43 0.23 -0.10 -29.48
10/13/08 12/22/08 70 0.13 0.11 0.16 0.02 18.31 -30.71
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Intermediate Capital 3/02/09 3/16/09 14 1.24 1.40 1.07 -0.17 -13.39
3/30/09 4/06/09 7 1.54 1.97 1.11 -0.43 -27.81 -37.48
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
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