Assessment - FTSE 100 Index in Swiss Franc - 7/01/24 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
Δwk
3/11/24
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
9,378.982
8/12/24
0.52
9,329.302
0.53
8,627.210
702.092
8.14
8.73
Ocado
430.323
8/12/24
0.72
329.111
30.75
513.860
-184.749
-35.95
-43.62
L
St. James´s Place
789.364
8/12/24
-1.22
627.150
25.87
510.373
116.778
22.88
-11.34
Smith and Nephew
1,320.557
8/12/24
-0.86
1,114.477
18.49
1,227.279
-112.802
-9.19
-4.74
L
Persimmon
1,802.058
8/12/24
0.03
1,567.305
14.98
1,546.192
21.113
1.37
14.67
Haleon
426.325
8/12/24
-1.01
370.921
14.94
368.409
2.512
0.68
1.63
L
BAT
3,199.724
8/12/24
2,799.901
14.28
2,608.671
191.230
7.33
2.34
CRH (L)
7,329.320
8/12/24
-1.35
6,591.362
11.20
7,163.440
-572.079
-7.99
12.70
S
National Grid
1,117.676
8/12/24
-0.04
1,011.437
10.50
1,186.220
-174.783
-14.73
-10.43
L
Taylor Wimpey
180.491
8/12/24
0.54
164.270
9.87
156.813
7.457
4.76
15.62
L
Barratt Developments
599.277
8/12/24
0.15
545.815
9.79
538.045
7.770
1.44
3.90
S
RS Group
861.332
8/12/24
-0.40
784.795
9.75
813.986
-29.192
-3.59
-5.75
Berkeley
5,791.717
8/12/24
1.00
5,277.659
9.74
5,182.470
95.189
1.84
5.56
L
Tesco
380.974
8/12/24
0.91
351.044
8.53
317.450
33.594
10.58
12.54
L
Unilever Plc
5,385.040
8/12/24
-0.34
4,963.513
8.49
4,334.286
629.226
14.52
11.71
Compass Group
2,689.093
8/12/24
0.90
2,482.327
8.33
2,400.562
81.765
3.41
4.72
Kingfisher
310.034
8/12/24
0.18
287.187
7.96
254.343
32.844
12.91
10.87
Rolls-Royce
555.982
8/12/24
0.35
517.256
7.49
431.066
86.190
19.99
75.56
S
Bunzl
3,657.806
8/12/24
0.50
3,417.912
7.02
3,457.980
-40.067
-1.16
2.35
L
LSE Group
11,352.678
8/12/24
1.12
10,628.428
6.81
10,481.931
146.497
1.40
8.61
Beazley
836.201
8/12/24
1.24
784.224
6.63
726.693
57.530
7.92
21.39
L
NatWest
382.230
8/12/24
0.48
359.840
6.22
281.116
78.725
28.00
35.80
L
Vodafone
85.037
8/12/24
0.87
80.239
5.98
78.913
1.326
1.68
0.49
DS Smith
507.204
8/12/24
1.19
478.873
5.92
384.607
94.266
24.51
38.14
L
Imperial Brands
2,437.776
8/12/24
0.38
2,316.687
5.23
1,957.910
358.777
18.32
14.94
⇓ instrument
freshest
⇓ Δday
7/01/24
Δwk
3/11/24
prc diff
⇓ Δ16
⇓ ∅-RS
Pearson
1,181.762
8/12/24
-0.72
1,123.616
5.17
1,121.987
1.629
0.15
8.25
S
Severn Trent
2,871.869
8/12/24
-0.63
2,734.787
5.01
2,937.146
-202.359
-6.89
-2.40
S
Unite
1,066.955
8/12/24
-1.11
1,016.121
5.00
1,082.165
-66.045
-6.10
-3.83
Hiscox
1,358.255
8/12/24
1.89
1,295.425
4.85
1,342.020
-46.595
-3.47
8.29
Admiral Group
3,082.061
8/12/24
0.86
2,940.410
4.82
3,035.013
-94.603
-3.12
4.92
Next
10,900.308
8/12/24
0.23
10,418.236
4.63
9,440.263
977.973
10.36
18.38
J Sainsbury
307.978
8/12/24
0.67
294.498
4.58
279.541
14.957
5.35
-2.10
L
SSE
2,145.334
8/12/24
0.86
2,055.088
4.39
1,814.483
240.605
13.26
8.70
L
AstraZeneca
14,599.238
8/12/24
0.63
14,055.479
3.87
11,755.332
2,300.148
19.57
17.00
Barclays
251.431
8/12/24
0.85
243.549
3.24
195.510
48.039
24.57
36.57
GSK
1,795.775
8/12/24
0.42
1,743.227
3.01
1,884.228
-141.001
-7.48
2.75
BAE Systems
1,489.054
8/12/24
2.04
1,453.070
2.48
1,417.389
35.680
2.52
15.69
L
Abrdn
174.722
8/12/24
2.51
170.553
2.44
170.818
-0.265
-0.16
-7.54
L
Smiths Group
1,991.117
8/12/24
0.52
1,945.423
2.35
1,812.796
132.627
7.32
5.60
F&C Investment Trust
1,172.052
8/12/24
1,146.920
2.19
1,093.415
53.505
4.89
10.73
L
Lloyds Bank
64.886
8/12/24
-0.28
63.538
2.12
55.177
8.361
15.15
24.19
L
Rentokil Initial
535.762
8/12/24
1.01
525.938
1.87
556.719
-30.781
-5.53
-1.11
Aviva
553.126
8/12/24
0.35
543.759
1.72
522.747
21.012
4.02
14.32
Int Cons Airlines
190.144
8/12/24
-0.06
187.231
1.56
172.674
14.557
8.43
6.22
L
3i Group
3,447.614
8/12/24
0.23
3,411.058
1.07
2,833.654
577.405
20.38
33.73
Phoenix
614.585
8/12/24
0.47
608.302
1.03
572.805
35.496
6.20
7.81
Rightmove
613.671
8/12/24
0.04
607.730
0.98
649.974
-42.244
-6.50
-0.02
L
JD Sports Fashion
137.482
8/12/24
-4.07
136.340
0.84
128.465
7.875
6.13
-7.26
S
B&M
507.889
8/12/24
-2.22
504.919
0.59
618.702
-113.783
-18.39
-16.97
L
Coca-Cola HBC
3,093.485
8/12/24
0.89
3,075.207
0.59
2,745.910
329.297
11.99
17.30
⇓ instrument
freshest
⇓ Δday
7/01/24
Δwk
3/11/24
prc diff
⇓ Δ16
⇓ ∅-RS
S
Flutter
16,775.416
8/12/24
-1.28
16,735.434
0.24
19,067.260
-2,331.827
-12.23
2.50
S
United Utilities
1,129.556
8/12/24
-0.12
1,127.271
0.20
1,186.220
-58.948
-4.97
-0.92
L
BT Group
161.643
8/12/24
8.43
161.414
0.14
123.797
37.618
30.39
23.97
L
Auto Trader
911.367
8/12/24
0.81
910.225
0.13
841.434
68.791
8.18
19.75
Johnson Matthey
1,801.487
8/12/24
0.06
1,799.202
0.13
1,893.227
-94.025
-4.97
-3.00
S
M&G
232.925
8/12/24
1.09
233.611
-0.29
258.955
-25.344
-9.79
1.36
L
Segro
1,010.523
8/12/24
-0.96
1,017.834
-0.72
1,003.197
14.638
1.46
13.15
Intertek
5,346.200
8/12/24
0.60
5,407.887
-1.14
5,580.689
-172.802
-3.10
11.17
S
Diageo
2,800.472
8/12/24
1.03
2,833.029
-1.15
3,252.683
-419.654
-12.90
-14.24
Ashtead
5,885.389
8/12/24
-0.43
5,960.784
-1.26
5,676.307
284.478
5.01
0.90
RELX
4,033.639
8/12/24
0.57
4,086.187
-1.29
3,779.705
306.483
8.11
21.22
Standard Chartered
824.777
8/12/24
0.92
836.429
-1.39
742.442
93.987
12.66
9.84
S
Legal & General
257.714
8/12/24
0.53
261.484
-1.44
277.516
-16.032
-5.78
-0.28
S
Croda
4,374.060
8/12/24
-0.05
4,454.024
-1.80
5,332.083
-878.059
-16.47
-17.44
ConvaTec
264.568
8/12/24
-0.17
270.052
-2.03
315.875
-45.824
-14.51
3.22
Shell
3,197.439
8/12/24
0.83
3,264.266
-2.05
2,781.345
482.921
17.36
13.84
L
Hargreaves Lansdown
1,258.870
8/12/24
1,287.429
-2.22
822.536
464.893
56.52
47.96
Land Securities
703.117
8/12/24
-0.73
719.681
-2.30
705.095
14.586
2.07
2.79
Ass Brit Foods
2,781.623
8/12/24
-0.90
2,851.307
-2.44
2,535.552
315.755
12.45
13.92
Reckitt Benckiser
4,775.025
8/12/24
4,899.541
-2.54
5,815.796
-916.255
-15.75
-16.64
L
British Land
451.228
8/12/24
-0.40
466.307
-3.23
412.168
54.140
13.14
18.12
L
Experian
4,025.643
8/12/24
1.18
4,167.294
-3.40
3,763.956
403.338
10.72
21.61
Fresnillo
616.869
8/12/24
0.93
642.572
-4.00
528.484
114.088
21.59
5.02
WPP Group
788.450
8/12/24
1.68
821.578
-4.03
798.913
22.666
2.84
-3.18
Weir Group
2,175.035
8/12/24
0.79
2,268.708
-4.13
2,130.021
138.687
6.51
8.07
⇓ instrument
freshest
⇓ Δday
7/01/24
Δwk
3/11/24
prc diff
⇓ Δ16
⇓ ∅-RS
L
Frasers
957.861
8/12/24
-0.42
1,000.128
-4.23
902.742
97.386
10.79
9.99
Informa
922.791
8/12/24
1.03
965.515
-4.42
901.280
64.235
7.13
12.41
S
Whitbread
3,214.574
8/12/24
-1.44
3,376.788
-4.80
3,682.962
-306.174
-8.31
-9.15
Rio Tinto
5,645.496
8/12/24
0.56
5,979.062
-5.58
5,410.265
568.797
10.51
2.35
S
Sage Group
1,148.633
8/12/24
1.03
1,226.313
-6.33
1,383.079
-156.766
-11.33
2.95
L
Halma
2,886.719
8/12/24
0.04
3,091.200
-6.61
2,547.926
543.274
21.32
28.01
Mondi
1,625.565
8/12/24
-0.42
1,743.798
-6.78
1,518.069
225.729
14.87
12.50
L
HSBC
735.559
8/12/24
0.22
789.250
-6.80
647.724
141.526
21.85
12.58
Centrica
145.421
8/12/24
3.29
156.216
-6.91
146.464
9.753
6.66
0.23
L
Airtel Africa
125.659
8/12/24
-0.63
135.026
-6.94
105.573
29.453
27.90
7.20
Scottish Mortgage
941.982
8/12/24
-0.17
1,012.579
-6.97
881.931
130.648
14.81
21.19
L
Schroders
385.201
8/12/24
-0.12
415.130
-7.21
438.716
-23.586
-5.38
-7.12
S
Entain
663.020
8/12/24
3.98
719.224
-7.81
826.585
-107.362
-12.99
-30.21
DCC
5,865.969
8/12/24
-0.29
6,368.604
-7.89
6,385.001
-16.398
-0.26
12.09
BP
502.177
8/12/24
1.35
546.615
-8.13
530.621
15.994
3.01
0.72
L
Anglo American
2,550.297
8/12/24
0.29
2,778.767
-8.22
2,081.987
696.780
33.47
18.66
S
Spirax-Sarco
8,813.233
8/12/24
0.72
9,652.861
-8.70
11,929.693
-2,276.832
-19.09
-10.08
Endeavour Mining
1,790.063
8/12/24
1.89
1,967.127
-9.00
1,654.746
312.382
18.88
8.77
Prudential
725.849
8/12/24
0.41
815.867
-11.03
886.656
-70.789
-7.98
-14.42
Antofagasta
2,147.048
8/12/24
1.79
2,413.786
-11.05
2,052.965
360.822
17.58
31.14
Glencore
468.649
8/12/24
1.27
527.423
-11.14
448.165
79.258
17.69
6.61
InterContinental Hot
8,256.909
8/12/24
-0.61
9,355.850
-11.75
9,188.282
167.568
1.82
24.53
Melrose
555.982
8/12/24
0.19
632.405
-12.08
674.722
-42.317
-6.27
2.52
Smurfit Kappa
3,493.308
8/12/24
0.07
4,046.205
-13.66
3,757.206
288.999
7.69
16.92
Pershing Square
4,037.066
8/12/24
-0.79
4,775.025
-15.45
4,353.410
421.615
9.68
25.99
⇓ instrument
freshest
⇓ Δday
7/01/24
Δwk
3/11/24
prc diff
⇓ Δ16
⇓ ∅-RS
S
Burberry Group
766.517
8/12/24
-2.02
985.391
-22.21
1,403.328
-417.936
-29.78
-39.89
FTSE - 100 out of 100 instruments rated - 7/01/24 / 3/11/24 - 66 did rise, Market-Ratio(16) in CHF = 66.00 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index in Swiss Franc * 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
199
50.008
53.445
46.572
-3.437
-7
9,316
-29
long
9/04/06
7/30/07
329
LSE Group
100
359
25.911
30.050
4.139
16
10,802
18
short
7/30/07
2/16/09
567
Taylor Wimpey
100
1,939
5.569
0.221
140.242
134.674
2,418
271,934
698
long
2/16/09
7/05/10
504
Randgold Res
100
5,021
54.154
99.043
44.889
83
497,322
55
short
7/05/10
9/06/10
63
BP
100
92,275
5.390
6.385
4.394
-0.995
-18
405,476
-69
long
9/06/10
8/08/11
336
Croda
100
18,141
22.351
22.243
-0.108
0
403,524
-1
short
8/08/11
11/28/11
112
Lloyds Bank
100
978,670
0.412
0.340
0.500
0.087
21
488,944
87
long
11/28/11
6/04/12
189
Next
100
12,774
38.274
44.433
6.159
16
567,614
33
short
6/04/12
7/30/12
56
Aviva
100
141,400
4.014
4.591
3.438
-0.576
-14
486,107
-64
long
7/30/12
8/24/15
1120
Ashtead
100
121,446
4.003
12.968
8.966
224
1,574,965
47
short
8/24/15
5/09/16
259
Glencore
100
777,642
2.025
1.855
2.212
0.186
9
1,719,757
13
long
5/09/16
10/08/18
882
Fresnillo
100
118,288
14.539
10.107
-4.432
-30
1,195,516
-14
short
10/08/18
2/11/19
126
Fresnillo
100
118,289
10.107
12.581
7.633
-2.474
-24
902,854
-56
long
2/11/19
3/09/20
392
Micro Focus
100
41,418
21.799
7.194
-14.605
-67
297,950
-64
short
3/09/20
7/06/20
119
Micro Focus
100
41,418
7.194
5.160
10.029
2.835
39
415,380
177
long
7/06/20
3/07/22
609
Scottish Mortgage
100
39,327
10.562
10.400
-0.162
-2
409,003
-1
short
3/07/22
1/09/23
308
Polymetal
100
195,097
2.096
3.533
0.660
-1.436
-69
128,784
-75
long
1/09/23
8/21/23
224
Antofagasta
100
6,651
19.363
15.580
-3.783
-20
103,625
-30
short
8/21/23
12/11/23
112
Fresnillo
100
18,127
5.716
6.356
5.076
-0.640
-11
92,022
-32
long
12/11/23
8/12/24
245
Rolls-Royce
100
28,086
3.276
5.560
2.283
70
156,153
120
accum 6/19/06
8/12/24 7405
days out of 7573 invested (98%)
1,462
156,153
15
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 5.57 0.22 140.24 134.67 2,418.37 2,418.37
Ashtead long 7/30/12 8/24/15 1120 4.00 12.97 8.97 224.00 224.00
Randgold Res long 2/16/09 7/05/10 504 54.15 99.04 44.89 82.89 82.89
Rolls-Royce long 12/11/23 8/12/24 245 3.28 5.56 2.28 69.69 69.69
Lloyds Bank short 8/08/11 11/28/11 112 0.41 0.34 0.50 0.09 21.17 21.17
Next long 11/28/11 6/04/12 189 38.27 44.43 6.16 16.09 16.09
LSE Group long 9/04/06 7/30/07 329 25.91 30.05 4.14 15.97 15.97
Glencore short 8/24/15 5/09/16 259 2.03 1.85 2.21 0.19 9.19 9.19
Croda long 9/06/10 8/08/11 336 22.35 22.24 -0.11 -0.48 -0.48
Scottish Mortgage long 7/06/20 3/07/22 609 10.56 10.40 -0.16 -1.54 -1.54
Carnival short 6/19/06 9/04/06 77 50.01 53.44 46.57 -3.44 -6.87 -6.87
Aviva short 6/04/12 7/30/12 56 4.01 4.59 3.44 -0.58 -14.36 -14.36
BP short 7/05/10 9/06/10 63 5.39 6.38 4.39 -1.00 -18.47 -18.47
Antofagasta long 1/09/23 8/21/23 224 19.36 15.58 -3.78 -19.54 -19.54
Fresnillo long 5/09/16 10/08/18 882 14.54 10.11 -4.43 -30.48
short 10/08/18 2/11/19 126 10.11 12.58 7.63 -2.47 -24.48
short 8/21/23 12/11/23 112 5.72 6.36 5.08 -0.64 -11.20 -53.38
Micro Focus long 2/11/19 3/09/20 392 21.80 7.19 -14.60 -67.00
short 3/09/20 7/06/20 119 7.19 5.16 10.03 2.84 39.41 -53.99
Polymetal short 3/07/22 1/09/23 308 2.10 3.53 0.66 -1.44 -68.51 -68.51
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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