Wed, Apr 1st, 2026, 13:49UTC
Assessment - FTSE 100 Index - 4/03/06 - RS = 20
⇐
⇓ instrument
freshest
⇓ Δday
4/03/06
⇓ Δwk
11/14/05
prc diff
Δ20
⇓ ∅-RS
FTSE
8,210.250
8/12/24
0.52
6,026.100
5,498.900
527.200
9.59
12.16
L
LSE Group
9,938.000
8/12/24
1.12
967.203
554.529
412.674
74.42
81.55
Ashtead
5,152.000
8/12/24
-0.43
226.000
155.000
71.000
45.81
72.61
Admiral Group
2,698.000
8/12/24
0.86
656.000
454.500
201.500
44.33
54.00
Antofagasta
1,879.500
8/12/24
1.79
437.400
315.600
121.800
38.59
47.34
L
Schroders
337.200
8/12/24
-0.12
205.530
151.725
53.805
35.46
37.58
CRH (L)
6,416.000
8/12/24
-1.35
2,463.610
1,857.270
606.340
32.65
26.72
Rio Tinto
4,942.000
8/12/24
0.56
2,522.090
1,907.470
614.620
32.22
45.17
Prudential
635.400
8/12/24
0.41
672.500
510.000
162.500
31.86
27.87
Melrose
486.700
8/12/24
0.19
86.805
65.949
20.856
31.62
19.71
S
Entain
580.400
8/12/24
3.98
405.000
310.000
95.000
30.65
-14.47
S
Legal & General
225.600
8/12/24
0.53
143.000
110.750
32.250
29.12
23.40
L
Anglo American
2,232.500
8/12/24
0.29
2,289.000
1,777.000
512.000
28.81
45.69
Land Securities
615.500
8/12/24
-0.73
1,930.000
1,503.000
427.000
28.41
28.70
L
British Land
395.000
8/12/24
-0.40
1,245.000
970.500
274.500
28.28
31.62
S
Unite
934.000
8/12/24
-1.11
440.000
344.000
96.000
27.91
33.96
BAE Systems
1,303.500
8/12/24
2.04
423.750
333.750
90.000
26.97
29.38
L
Persimmon
1,577.500
8/12/24
0.03
1,323.000
1,042.000
281.000
26.97
44.58
L
St. James´s Place
691.000
8/12/24
-1.22
330.000
260.000
70.000
26.92
30.86
S
Whitbread
2,814.000
8/12/24
-1.44
1,177.000
938.000
239.000
25.48
21.33
DS Smith
444.000
8/12/24
1.19
124.687
100.060
24.627
24.61
14.92
L
Segro
884.600
8/12/24
-0.96
1,266.530
1,016.840
249.690
24.56
132.12
Rolls-Royce
486.700
8/12/24
0.35
451.750
364.750
87.000
23.85
32.20
L
Taylor Wimpey
158.000
8/12/24
0.54
307.232
248.404
58.828
23.68
19.32
Weir Group
1,904.000
8/12/24
0.79
445.000
361.750
83.250
23.01
23.09
⇓ instrument
freshest
⇓ Δday
4/03/06
⇓ Δwk
11/14/05
prc diff
Δ20
⇓ ∅-RS
L
Barratt Developments
524.600
8/12/24
0.15
689.513
566.234
123.279
21.77
34.59
Pearson
1,034.500
8/12/24
-0.72
796.000
654.000
142.000
21.71
18.05
Next
9,542.000
8/12/24
0.23
1,638.000
1,347.000
291.000
21.60
8.12
InterContinental Hot
7,228.000
8/12/24
-0.61
946.000
778.000
168.000
21.59
27.62
Beazley
732.000
8/12/24
1.24
119.000
98.000
21.000
21.43
25.74
Informa
807.800
8/12/24
1.03
476.250
392.500
83.750
21.34
15.91
S
Sage Group
1,005.500
8/12/24
1.03
272.000
227.750
44.250
19.43
16.83
WPP Group
690.200
8/12/24
1.68
690.000
578.500
111.500
19.27
15.31
Scottish Mortgage
824.600
8/12/24
-0.17
104.400
87.800
16.600
18.91
27.56
Standard Chartered
722.000
8/12/24
0.92
1,416.210
1,195.590
220.620
18.45
24.79
Aviva
484.200
8/12/24
0.35
810.000
687.000
123.000
17.90
21.98
Hiscox
1,189.000
8/12/24
1.89
338.571
288.359
50.212
17.41
21.42
L
Lloyds Bank
56.800
8/12/24
-0.28
552.000
471.250
80.750
17.14
14.18
Centrica
127.300
8/12/24
3.29
284.000
242.750
41.250
16.99
15.53
L
3i Group
3,018.000
8/12/24
0.23
590.954
505.642
85.312
16.87
23.66
S
Burberry Group
671.000
8/12/24
-2.02
460.000
395.500
64.500
16.31
10.70
S
Spirax-Sarco
7,715.000
8/12/24
0.72
1,029.540
887.385
142.155
16.02
19.08
L
Halma
2,527.000
8/12/24
0.04
186.750
161.750
25.000
15.46
16.70
Reckitt Benckiser
4,180.000
8/12/24
2,051.000
1,783.000
268.000
15.03
15.04
Johnson Matthey
1,577.000
8/12/24
0.06
1,397.000
1,217.000
180.000
14.79
19.54
Berkeley
5,070.000
8/12/24
1.00
1,167.000
1,019.000
148.000
14.52
24.97
DCC
5,135.000
8/12/24
-0.29
1,920.000
1,678.000
242.000
14.42
10.39
F&C Investment Trust
1,026.000
8/12/24
276.500
242.250
34.250
14.14
21.19
S
Bunzl
3,202.000
8/12/24
0.50
682.500
599.500
83.000
13.84
20.05
J Sainsbury
269.600
8/12/24
0.67
334.000
295.000
39.000
13.22
13.72
⇓ instrument
freshest
⇓ Δday
4/03/06
⇓ Δwk
11/14/05
prc diff
Δ20
⇓ ∅-RS
L
NatWest
334.600
8/12/24
0.48
5,373.050
4,766.510
606.540
12.73
11.51
S
Severn Trent
2,514.000
8/12/24
-0.63
1,126.000
1,000.000
126.000
12.60
10.00
L
AstraZeneca
12,780.000
8/12/24
0.63
2,907.000
2,587.000
320.000
12.37
14.47
Barclays
220.100
8/12/24
0.85
620.294
552.861
67.433
12.20
15.65
L
SSE
1,878.000
8/12/24
0.86
1,127.000
1,011.000
116.000
11.47
11.53
Compass Group
2,354.000
8/12/24
0.90
230.750
208.000
22.750
10.94
2.90
S
RS Group
754.000
8/12/24
-0.40
282.750
256.250
26.500
10.34
9.96
Kingfisher
271.400
8/12/24
0.18
238.000
216.250
21.750
10.06
-0.74
Intertek
4,680.000
8/12/24
0.60
828.000
763.000
65.000
8.52
12.99
L
JD Sports Fashion
120.350
8/12/24
-4.07
2.788
2.585
0.203
7.84
16.62
BP
439.600
8/12/24
1.35
674.500
628.000
46.500
7.40
9.25
S
United Utilities
988.800
8/12/24
-0.12
690.000
643.000
47.000
7.31
5.21
S
National Grid
978.400
8/12/24
-0.04
510.142
475.571
34.571
7.27
-na-
L
Tesco
333.500
8/12/24
0.91
418.000
390.450
27.550
7.06
3.50
L
BT Group
141.500
8/12/24
8.43
221.000
207.000
14.000
6.76
2.31
Smith and Nephew
1,156.000
8/12/24
-0.86
520.000
490.500
29.500
6.01
-0.61
S
Diageo
2,451.500
8/12/24
1.03
910.500
862.500
48.000
5.57
10.65
L
HSBC
643.900
8/12/24
0.22
797.829
756.118
41.711
5.52
7.31
Shell
2,799.000
8/12/24
0.83
1,822.000
1,736.000
86.000
4.95
-na-
L
Smiths Group
1,743.000
8/12/24
0.52
985.000
940.000
45.000
4.79
5.20
Ass Brit Foods
2,435.000
8/12/24
-0.90
847.000
811.000
36.000
4.44
3.32
L
BAT
2,801.000
8/12/24
1,385.000
1,328.000
57.000
4.29
18.76
L
Unilever Plc
4,714.000
8/12/24
-0.34
1,308.890
1,267.780
41.110
3.24
4.77
S
Croda
3,829.000
8/12/24
-0.05
480.220
466.750
13.470
2.89
12.79
L
Imperial Brands
2,134.000
8/12/24
0.38
1,702.000
1,686.000
16.000
0.95
7.28
⇓ instrument
freshest
⇓ Δday
4/03/06
⇓ Δwk
11/14/05
prc diff
Δ20
⇓ ∅-RS
L
Rentokil Initial
469.000
8/12/24
1.01
156.250
155.000
1.250
0.81
-1.66
L
Abrdn
152.950
8/12/24
2.51
-na-
L
Airtel Africa
110.000
8/12/24
-0.63
-na-
L
Auto Trader
797.800
8/12/24
0.81
-na-
S
B&M
444.600
8/12/24
-2.22
-na-
L
Coca-Cola HBC
2,708.000
8/12/24
0.89
-na-
ConvaTec
231.600
8/12/24
-0.17
-na-
Endeavour Mining
1,567.000
8/12/24
1.89
-na-
L
Experian
3,524.000
8/12/24
1.18
-na-
L
Frasers
838.500
8/12/24
-0.42
-na-
Fresnillo
540.000
8/12/24
0.93
-na-
Glencore
410.250
8/12/24
1.27
-na-
Haleon
373.200
8/12/24
-1.01
-na-
L
Hargreaves Lansdown
1,102.000
8/12/24
-na-
Int Cons Airlines
166.450
8/12/24
-0.06
-na-
S
M&G
203.900
8/12/24
1.09
-na-
Mondi
1,423.000
8/12/24
-0.42
-na-
Ocado
376.700
8/12/24
0.72
-na-
Pershing Square
3,534.000
8/12/24
-0.79
-na-
Phoenix
538.000
8/12/24
0.47
-na-
Rightmove
537.200
8/12/24
0.04
37.900
-na-
Smurfit Kappa
3,058.000
8/12/24
0.07
-na-
GSK
1,572.000
8/12/24
0.42
1,534.210
1,537.230
-3.020
-0.20
9.02
RELX
3,531.000
8/12/24
0.57
547.000
550.500
-3.500
-0.64
3.12
S
Flutter
14,685.000
8/12/24
-1.28
1,342.000
1,356.000
-14.000
-1.03
-0.77
⇓ instrument
freshest
⇓ Δday
4/03/06
⇓ Δwk
11/14/05
prc diff
Δ20
⇓ ∅-RS
L
Vodafone
74.440
8/12/24
0.87
121.500
145.000
-23.500
-16.21
-10.44
FTSE - 79 out of 100 instruments rated - 4/03/06 / 11/14/05 - 75 did rise, Market-Ratio(20) = 94.94 %
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
8/28/06
42
Entain
100
3,374
3.015
3.160
2.870
-0.145
-5
9,685
-35
8/28/06
9/11/06
14
- cash -
9/11/06
9/18/06
7
Ashtead
100
7,421
1.305
1.455
1.155
-0.150
-11
8,572
-100
9/18/06
8/13/07
329
- cash -
8/13/07
10/01/07
49
Segro
100
796
10.760
9.175
12.618
1.858
17
10,051
228
10/01/07
10/08/07
7
Taylor Wimpey
100
4,801
2.093
2.182
2.004
-0.089
-4
9,623
-90
10/08/07
10/15/07
7
Segro
100
1,052
9.138
9.231
9.046
-0.092
-1
9,525
-41
10/15/07
10/29/07
14
Barratt Developments
100
2,161
4.407
4.138
4.693
0.286
6
10,144
416
10/29/07
11/05/07
7
- cash -
11/05/07
12/24/07
49
Barratt Developments
100
2,561
3.961
2.925
5.364
1.403
35
13,738
857
12/24/07
1/07/08
14
- cash -
1/07/08
3/24/08
77
Barratt Developments
100
5,423
2.533
2.739
2.326
-0.207
-8
12,617
-33
3/24/08
4/07/08
14
Smurfit Kappa
100
1,705
7.400
8.230
6.570
-0.830
-11
11,202
-96
4/07/08
4/14/08
7
- cash -
4/14/08
4/28/08
14
Ashtead
100
19,067
0.588
0.620
0.555
-0.033
-6
10,582
-77
4/28/08
5/05/08
7
Barratt Developments
100
5,672
1.866
1.754
1.984
0.119
6
11,255
2,382
5/05/08
5/12/08
7
- cash -
5/12/08
6/09/08
28
Barratt Developments
100
6,229
1.807
0.792
4.122
2.315
128
25,677
> 999,999
6/09/08
6/16/08
7
- cash -
6/16/08
7/28/08
42
Barratt Developments
100
40,161
0.639
0.692
0.587
-0.052
-8
23,571
-52
7/28/08
9/01/08
35
Taylor Wimpey
100
71,798
0.328
0.425
0.232
-0.097
-29
16,621
-97
9/01/08
9/08/08
7
- cash -
9/08/08
12/22/08
105
Taylor Wimpey
100
35,461
0.469
0.114
1.930
1.461
312
68,422
13,584
12/22/08
3/02/09
70
NatWest
100
16,527
4.140
2.260
7.584
3.444
83
125,339
2,249
3/02/09
3/09/09
7
Unite
100
315,319
0.398
0.460
0.335
-0.063
-16
105,632
-100
3/09/09
3/16/09
7
Lloyds Bank
100
241,720
0.437
0.472
0.402
-0.035
-8
97,172
-99
3/16/09
3/23/09
7
- cash -
3/23/09
3/30/09
7
Lloyds Bank
100
158,002
0.615
0.648
0.582
-0.033
-5
91,958
-94
3/30/09
4/06/09
7
NatWest
100
39,466
2.330
2.980
1.680
-0.650
-28
66,305
-100
4/06/09
5/24/10
413
- cash -
5/24/10
5/31/10
7
Aviva
100
21,590
3.071
3.286
2.856
-0.215
-7
61,663
-98
5/31/10
8/16/10
77
- cash -
8/16/10
9/06/10
21
Entain
100
66,304
0.930
0.925
0.935
0.005
1
61,994
10
9/06/10
8/08/11
336
- cash -
8/08/11
9/12/11
35
Lloyds Bank
100
188,950
0.328
0.306
0.352
0.024
7
66,567
110
9/12/11
9/26/11
14
NatWest
100
32,049
2.077
2.357
1.797
-0.280
-13
57,593
-98
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
9/26/11
11/21/11
56
Ocado
100
63,289
0.910
0.880
0.942
0.032
3
59,593
25
11/21/11
12/05/11
14
Lloyds Bank
100
254,454
0.234
0.270
0.198
-0.036
-15
50,484
-99
12/05/11
12/12/11
7
- cash -
12/12/11
12/26/11
14
Ocado
100
63,104
0.800
0.546
1.172
0.372
47
73,971
> 999,999
12/26/11
7/07/14
924
- cash -
7/07/14
7/14/14
7
Coca-Cola HBC
100
5,608
13.190
13.710
12.670
-0.520
-4
71,055
-88
7/14/14
7/28/14
14
Barclays
100
33,900
2.096
2.182
2.011
-0.086
-4
68,157
-66
7/28/14
8/11/14
14
Kingfisher
100
23,041
2.958
2.990
2.926
-0.032
-1
67,419
-25
8/11/14
9/29/14
49
- cash -
9/29/14
10/06/14
7
Tesco
100
28,341
2.379
2.239
2.528
0.149
6
71,636
2,266
10/06/14
10/13/14
7
- cash -
10/13/14
11/03/14
21
Ocado
100
32,123
2.230
2.743
1.717
-0.513
-23
55,157
-99
11/03/14
8/24/15
294
- cash -
8/24/15
10/26/15
63
Glencore
100
39,998
1.379
1.160
1.640
0.261
19
65,601
173
10/26/15
11/09/15
14
- cash -
11/09/15
11/16/15
7
Glencore
100
59,800
1.097
0.895
1.344
0.247
23
80,371
> 999,999
11/16/15
12/14/15
28
- cash -
12/14/15
12/28/15
14
Anglo American
100
28,622
2.808
3.281
2.336
-0.473
-17
66,847
-99
12/28/15
2/08/16
42
- cash -
2/08/16
2/15/16
7
Standard Chartered
100
15,655
4.270
4.531
4.010
-0.261
-6
62,769
-96
2/15/16
3/05/18
749
- cash -
3/05/18
3/12/18
7
United Utilities
100
9,307
6.744
7.016
6.472
-0.272
-4
60,238
-88
3/12/18
3/19/18
7
- cash -
3/19/18
4/16/18
28
Imperial Brands
100
2,495
24.140
24.400
23.880
-0.260
-1
59,589
-13
4/16/18
10/08/18
175
- cash -
10/08/18
10/15/18
7
Fresnillo
100
7,659
7.780
9.122
6.438
-1.342
-17
49,311
-100
10/15/18
10/29/18
14
ConvaTec
100
32,873
1.500
1.545
1.455
-0.045
-3
47,831
-55
10/29/18
11/26/18
28
WPP Group
100
5,502
8.692
8.790
8.594
-0.098
-1
47,292
-14
11/26/18
12/10/18
14
BAT
100
1,740
27.170
27.210
27.130
-0.040
0
47,223
-4
12/10/18
1/14/19
35
DS Smith
100
15,432
3.060
3.275
2.845
-0.215
-7
43,905
-53
1/14/19
2/04/19
21
BAT
100
1,756
25.000
26.805
23.195
-1.805
-7
40,735
-73
2/04/19
2/11/19
7
Entain
100
6,139
6.635
6.405
6.873
0.238
4
42,198
530
2/11/19
3/02/20
385
- cash -
3/02/20
3/09/20
7
BT Group
100
30,193
1.398
1.201
1.626
0.228
16
49,088
265,950
3/09/20
3/23/20
14
Shell
100
3,725
13.178
11.274
15.404
2.226
17
57,379
5,747
3/23/20
4/06/20
14
Int Cons Airlines
100
28,391
2.021
2.264
1.778
-0.243
-12
50,480
-96
4/06/20
5/04/20
28
Centrica
100
160,354
0.315
0.388
0.242
-0.073
-23
38,806
-97
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
5/04/20
7/27/20
84
Rolls-Royce
100
13,317
2.914
2.600
3.266
0.352
12
43,492
64
7/27/20
3/07/22
588
- cash -
3/07/22
3/14/22
7
Coca-Cola HBC
100
2,938
14.800
16.380
13.220
-1.580
-11
38,850
-100
3/14/22
4/04/22
21
- cash -
4/04/22
4/18/22
14
Coca-Cola HBC
100
2,454
15.825
15.830
15.820
-0.005
0
38,838
-1
4/18/22
5/09/22
21
- cash -
5/09/22
6/20/22
42
Ocado
100
4,957
7.834
8.776
6.892
-0.942
-12
34,168
-67
6/20/22
6/27/22
7
JD Sports Fashion
100
32,128
1.064
1.187
0.940
-0.124
-12
30,200
-100
6/27/22
7/25/22
28
Ocado
100
3,511
8.600
7.596
9.737
1.137
13
34,191
404
7/25/22
8/29/22
35
- cash -
8/29/22
9/12/22
14
Ocado
100
4,676
7.312
7.952
6.672
-0.640
-9
31,199
-91
9/12/22
9/19/22
7
- cash -
9/19/22
10/31/22
42
Ocado
100
4,649
6.710
4.724
9.531
2.821
42
44,313
2,011
10/31/22
1/02/23
63
- cash -
1/02/23
1/09/23
7
Persimmon
100
3,641
12.170
12.950
11.390
-0.780
-6
41,473
-97
1/09/23
6/19/23
161
- cash -
6/19/23
6/26/23
7
Ocado
100
9,536
4.349
5.306
3.392
-0.957
-22
32,347
-100
6/26/23
7/31/23
35
Vodafone
100
46,170
0.701
0.744
0.657
-0.044
-6
30,329
-49
7/31/23
8/21/23
21
- cash -
8/21/23
9/11/23
21
Fresnillo
100
5,946
5.100
5.800
4.400
-0.700
-14
26,167
-92
9/11/23
9/18/23
7
Anglo American
100
1,263
20.715
22.680
18.750
-1.965
-9
23,685
-99
9/18/23
10/09/23
21
St. James´s Place
100
2,834
8.356
7.956
8.776
0.420
5
24,876
135
10/09/23
10/16/23
7
Entain
100
2,699
9.214
9.600
8.828
-0.386
-4
23,834
-89
10/16/23
10/23/23
7
- cash -
10/23/23
11/13/23
21
St. James´s Place
100
3,742
6.368
6.522
6.214
-0.154
-2
23,258
-35
11/13/23
4/01/26
870
- cash -
accum 6/19/06
11/13/23 1512
days out of 7394 invested (20%)
133
23,258
23
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
1/07/08 3/24/08 77 2.53 2.74 2.33 -0.21 -8.16
4/28/08 5/05/08 7 1.87 1.75 1.98 0.12 6.35
5/12/08 6/09/08 28 1.81 0.79 4.12 2.32 128.16
6/16/08 7/28/08 42 0.64 0.69 0.59 -0.05 -8.20 195.06
Taylor Wimpey 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
9/08/08 12/22/08 105 0.47 0.11 1.93 1.46 311.65 177.91
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
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
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
8/29/22 9/12/22 14 7.31 7.95 6.67 -0.64 -8.75
9/19/22 10/31/22 42 6.71 4.72 9.53 2.82 42.04
6/19/23 6/26/23 7 4.35 5.31 3.39 -0.96 -22.01 17.54
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
NatWest 12/22/08 3/02/09 70 4.14 2.26 7.58 3.44 83.19
3/30/09 4/06/09 7 2.33 2.98 1.68 -0.65 -27.90
9/12/11 9/26/11 14 2.08 2.36 1.80 -0.28 -13.48 14.28
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Rolls-Royce 5/04/20 7/27/20 84 2.91 2.60 3.27 0.35 12.08 12.08
Tesco 9/29/14 10/06/14 7 2.38 2.24 2.53 0.15 6.26 6.26
St. James´s Place 9/18/23 10/09/23 21 8.36 7.96 8.78 0.42 5.03
10/23/23 11/13/23 21 6.37 6.52 6.21 -0.15 -2.42 2.49
Imperial Brands 3/19/18 4/16/18 28 24.14 24.40 23.88 -0.26 -1.08 -1.08
Kingfisher 7/28/14 8/11/14 14 2.96 2.99 2.93 -0.03 -1.08 -1.08
WPP Group 10/29/18 11/26/18 28 8.69 8.79 8.59 -0.10 -1.13 -1.13
ConvaTec 10/15/18 10/29/18 14 1.50 1.55 1.46 -0.04 -3.00 -3.00
Entain 6/19/06 7/03/06 14 3.22 3.16 3.27 0.06 1.74
7/17/06 8/28/06 42 3.02 3.16 2.87 -0.15 -4.81
8/16/10 9/06/10 21 0.93 0.93 0.94 0.01 0.54
2/04/19 2/11/19 7 6.64 6.41 6.87 0.24 3.59
10/09/23 10/16/23 7 9.21 9.60 8.83 -0.39 -4.19 -3.36
United Utilities 3/05/18 3/12/18 7 6.74 7.02 6.47 -0.27 -4.03 -4.03
Barclays 7/14/14 7/28/14 14 2.10 2.18 2.01 -0.09 -4.08 -4.08
Standard Chartered 2/08/16 2/15/16 7 4.27 4.53 4.01 -0.26 -6.10 -6.10
Vodafone 6/26/23 7/31/23 35 0.70 0.74 0.66 -0.04 -6.24 -6.24
Persimmon 1/02/23 1/09/23 7 12.17 12.95 11.39 -0.78 -6.41 -6.41
Aviva 5/24/10 5/31/10 7 3.07 3.29 2.86 -0.22 -7.00 -7.00
DS Smith 12/10/18 1/14/19 35 3.06 3.28 2.85 -0.22 -7.03 -7.03
BAT 11/26/18 12/10/18 14 27.17 27.21 27.13 -0.04 -0.15
1/14/19 2/04/19 21 25.00 26.81 23.20 -1.81 -7.22 -7.36
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
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
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 4/18/22 14 15.83 15.83 15.82 -0.01 -0.03 -14.22
Unite 3/02/09 3/09/09 7 0.40 0.46 0.34 -0.06 -15.72 -15.72
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
Lloyds Bank 3/09/09 3/16/09 7 0.44 0.47 0.40 -0.04 -8.01
3/23/09 3/30/09 7 0.62 0.65 0.58 -0.03 -5.37
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 -20.81
Centrica 4/06/20 5/04/20 28 0.31 0.39 0.24 -0.07 -23.13 -23.13
Anglo American 12/14/15 12/28/15 14 2.81 3.28 2.34 -0.47 -16.83
9/11/23 9/18/23 7 20.72 22.68 18.75 -1.97 -9.49 -24.72
Fresnillo 10/08/18 10/15/18 7 7.78 9.12 6.44 -1.34 -17.25
8/21/23 9/11/23 21 5.10 5.80 4.40 -0.70 -13.73 -28.61
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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