Assessment - FTSE 100 Index in Renminbi yuán - 1/07/24 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
11/03/24
prc diff
⇓ Δ16
∅-RS
FTSE
75,587.291
12/08
0.52
75,186.902
0.53
70,532.643
4,654.259
6.60
7.61
Rolls-Royce
4,480.781
12/08
0.35
4,168.682
7.49
3,524.227
644.455
18.29
73.49
L
Hargreaves Lansdown
10,145.513
12/08
10,375.674
-2.22
6,724.726
3,650.948
54.29
46.43
L
3i Group
27,785.079
12/08
0.23
27,490.472
1.07
23,166.827
4,323.645
18.66
32.26
L
NatWest
3,080.480
12/08
0.48
2,900.033
6.22
2,298.289
601.744
26.18
34.30
Barclays
2,026.341
12/08
0.85
1,962.816
3.24
1,598.410
364.406
22.80
35.04
Pershing Square
32,535.609
12/08
-0.79
38,482.979
-15.45
35,591.752
2,891.227
8.12
24.65
Antofagasta
17,303.531
12/08
1.79
19,453.238
-11.05
16,784.224
2,669.014
15.90
29.68
InterContinental Hot
66,544.251
12/08
-0.61
75,400.860
-11.75
75,119.748
281.111
0.37
23.21
L
British Land
3,636.549
12/08
-0.40
3,758.075
-3.23
3,369.720
388.354
11.52
16.91
L
Halma
23,264.710
12/08
0.04
24,912.665
-6.61
20,830.831
4,081.834
19.60
26.72
L
Experian
32,443.545
12/08
1.18
33,585.145
-3.40
30,772.610
2,812.535
9.14
20.36
L
Auto Trader
7,344.909
12/08
0.81
7,335.703
0.13
6,879.233
456.470
6.64
18.53
BAE Systems
12,000.613
12/08
2.04
11,710.610
2.48
11,588.012
122.598
1.06
14.43
Scottish Mortgage
7,591.642
12/08
-0.17
8,160.601
-6.97
7,210.319
950.282
13.18
19.91
L
Lloyds Bank
522.927
12/08
-0.28
512.063
2.12
451.105
60.958
13.51
22.86
L
BT Group
1,302.713
12/08
8.43
1,300.872
0.14
1,012.112
288.760
28.53
22.75
RELX
32,507.990
12/08
0.57
32,931.487
-1.29
30,901.366
2,030.121
6.57
19.94
L
Taylor Wimpey
1,454.620
12/08
0.54
1,323.888
9.87
1,282.039
41.849
3.26
14.45
CRH (L)
59,068.610
12/08
-1.35
53,121.241
11.20
58,565.445
-5,444.205
-9.30
11.48
Beazley
6,739.124
12/08
1.24
6,320.231
6.63
5,941.155
379.075
6.38
20.05
L
Persimmon
14,523.181
12/08
0.03
12,631.255
14.98
12,641.050
-9.795
-0.08
13.52
L
AstraZeneca
117,658.485
12/08
0.63
113,276.212
3.87
96,106.926
17,169.286
17.86
15.78
Smurfit Kappa
28,153.337
12/08
0.07
32,609.261
-13.66
30,717.429
1,891.832
6.16
15.69
Next
87,847.986
12/08
0.23
83,962.862
4.63
77,179.839
6,783.023
8.79
17.12
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
11/03/24
prc diff
⇓ Δ16
∅-RS
L
Coca-Cola HBC
24,931.078
12/08
0.89
24,783.775
0.59
22,449.474
2,334.300
10.40
16.08
Berkeley
46,676.723
12/08
1.00
42,533.818
9.74
42,369.819
163.999
0.39
4.48
L
Anglo American
20,553.409
12/08
0.29
22,394.700
-8.22
17,021.502
5,373.198
31.57
17.35
L
Segro
8,144.029
12/08
-0.96
8,202.951
-0.72
8,201.737
1.213
0.01
12.00
DS Smith
4,087.666
12/08
1.19
3,859.346
5.92
3,144.398
714.948
22.74
36.63
Ass Brit Foods
22,417.716
12/08
-0.90
22,979.310
-2.44
20,729.666
2,249.644
10.85
12.71
L
Unilever Plc
43,399.225
12/08
-0.34
40,002.043
8.49
35,435.405
4,566.638
12.89
10.57
Aviva
4,457.765
12/08
0.35
4,382.272
1.72
4,273.769
108.503
2.54
13.11
L
Imperial Brands
19,646.573
12/08
0.38
18,670.689
5.23
16,007.091
2,663.598
16.64
13.81
L
Tesco
3,070.352
12/08
0.91
2,829.143
8.53
2,595.347
233.797
9.01
11.38
Informa
7,436.974
12/08
1.03
7,781.295
-4.42
7,368.504
412.791
5.60
11.25
L
HSBC
5,928.036
12/08
0.22
6,360.739
-6.80
5,295.538
1,065.202
20.12
11.40
DCC
47,275.142
12/08
-0.29
51,325.982
-7.89
52,201.236
-875.253
-1.68
10.95
F&C Investment Trust
9,445.822
12/08
9,243.280
2.19
8,939.324
303.956
3.40
9.59
Intertek
43,086.206
12/08
0.60
43,583.354
-1.14
45,625.499
-2,042.144
-4.48
10.00
Weir Group
17,529.089
12/08
0.79
18,284.018
-4.13
17,414.207
869.811
4.99
6.93
L
LSE Group
91,493.742
12/08
1.12
85,656.850
6.81
85,696.109
-39.259
-0.05
7.51
L
Airtel Africa
1,012.710
12/08
-0.63
1,088.203
-6.94
863.123
225.080
26.08
6.14
Shell
25,768.865
12/08
0.83
26,307.443
-2.05
22,739.175
3,568.268
15.69
12.62
Kingfisher
2,498.632
12/08
0.18
2,314.503
7.96
2,079.404
235.098
11.31
9.72
GSK
14,472.546
12/08
0.42
14,049.049
3.01
15,404.699
-1,355.650
-8.80
1.65
Standard Chartered
6,647.060
12/08
0.92
6,740.966
-1.39
6,069.911
671.055
11.06
8.68
L
Frasers
7,719.612
12/08
-0.42
8,060.251
-4.23
7,380.460
679.791
9.21
8.90
Mondi
13,100.784
12/08
-0.42
14,053.652
-6.78
12,411.129
1,642.523
13.23
11.34
Hiscox
10,946.474
12/08
1.89
10,440.119
4.85
10,971.824
-531.705
-4.85
7.16
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
11/03/24
prc diff
⇓ Δ16
∅-RS
Melrose
4,480.781
12/08
0.19
5,096.693
-12.08
5,516.262
-419.569
-7.61
1.46
ConvaTec
2,132.215
12/08
-0.17
2,176.406
-2.03
2,582.471
-406.066
-15.72
2.14
Int Cons Airlines
1,532.414
12/08
-0.06
1,508.938
1.56
1,411.714
97.224
6.89
5.10
Ashtead
47,431.652
12/08
-0.43
48,039.278
-1.26
46,407.229
1,632.048
3.52
-0.14
L
Barratt Developments
4,829.706
12/08
0.15
4,398.844
9.79
4,398.846
-0.002
-0.00
2.89
Compass Group
21,671.993
12/08
0.90
20,005.625
8.33
19,626.046
379.579
1.93
3.65
Admiral Group
24,839.013
12/08
0.86
23,697.413
4.82
24,813.061
-1,115.648
-4.50
3.83
Pearson
9,524.077
12/08
-0.72
9,055.468
5.17
9,172.923
-117.455
-1.28
7.14
L
SSE
17,289.721
12/08
0.86
16,562.411
4.39
14,834.495
1,727.916
11.65
7.63
L
Smiths Group
16,046.850
12/08
0.52
15,678.591
2.35
14,820.700
857.892
5.79
4.55
Glencore
3,776.948
12/08
1.27
4,250.620
-11.14
3,664.019
586.601
16.01
5.51
Rightmove
4,945.707
12/08
0.04
4,897.834
0.98
5,313.931
-416.098
-7.83
-1.00
S
Sage Group
9,257.090
12/08
1.03
9,883.129
-6.33
11,307.509
-1,424.380
-12.60
1.90
Endeavour Mining
14,426.514
12/08
1.89
15,853.514
-9.00
13,528.544
2,324.970
17.19
7.65
S
United Utilities
9,103.342
12/08
-0.12
9,084.929
0.20
9,698.063
-613.134
-6.32
-1.92
Rio Tinto
45,498.297
12/08
0.56
48,186.581
-5.58
44,232.178
3,954.403
8.94
1.32
S
Flutter
135,196.780
12/08
-1.28
134,874.554
0.24
155,886.353
-21,011.800
-13.48
1.45
Haleon
3,435.849
12/08
-1.01
2,989.336
14.94
3,011.963
-22.628
-0.75
0.61
Fresnillo
4,971.485
12/08
0.93
5,178.630
-4.00
4,320.673
857.957
19.86
3.95
Land Securities
5,666.573
12/08
-0.73
5,800.066
-2.30
5,764.576
35.490
0.62
1.78
L
BAT
25,787.278
12/08
22,565.019
14.28
21,327.460
1,237.559
5.80
1.31
L
Vodafone
685.328
12/08
0.87
646.661
5.98
645.158
1.503
0.23
-0.54
S
M&G
1,877.196
12/08
1.09
1,882.720
-0.29
2,117.111
-234.392
-11.07
0.37
S
Legal & General
2,076.976
12/08
0.53
2,107.357
-1.44
2,268.859
-161.502
-7.12
-1.28
S
Bunzl
29,479.066
12/08
0.50
27,545.711
7.02
28,271.071
-725.360
-2.57
1.33
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
11/03/24
prc diff
⇓ Δ16
∅-RS
WPP Group
6,354.295
12/08
1.68
6,621.282
-4.03
6,531.592
89.690
1.37
-4.16
J Sainsbury
2,482.060
12/08
0.67
2,373.424
4.58
2,285.414
88.010
3.85
-3.05
S
Unite
8,598.828
12/08
-1.11
8,189.141
5.00
8,847.355
-658.214
-7.44
-4.76
S
Severn Trent
23,145.026
12/08
-0.63
22,040.251
5.01
24,012.936
-1,972.685
-8.22
-3.36
BP
4,047.157
12/08
1.35
4,405.288
-8.13
4,338.147
67.141
1.55
-0.34
Phoenix
4,953.072
12/08
0.47
4,902.437
1.03
4,683.028
219.408
4.69
6.75
Centrica
1,171.982
12/08
3.29
1,258.983
-6.91
1,197.428
61.555
5.14
-0.75
S
RS Group
6,941.666
12/08
-0.40
6,324.834
9.75
6,654.830
-329.996
-4.96
-6.67
Smith and Nephew
10,642.661
12/08
-0.86
8,981.817
18.49
10,033.747
-1,051.930
-10.48
-5.64
L
Rentokil Initial
4,317.827
12/08
1.01
4,238.652
1.87
4,551.514
-312.862
-6.87
-2.08
Johnson Matthey
14,518.578
12/08
0.06
14,500.165
0.13
15,478.273
-978.108
-6.32
-4.00
L
Schroders
3,104.416
12/08
-0.12
3,345.625
-7.21
3,586.766
-241.140
-6.72
-7.99
L
JD Sports Fashion
1,107.997
12/08
-4.07
1,098.790
0.84
1,050.279
48.512
4.62
-8.15
S
Spirax-Sarco
71,027.794
12/08
0.72
77,794.538
-8.70
97,532.435
-19,737.897
-20.24
-10.93
L
Abrdn
1,408.127
12/08
2.51
1,374.524
2.44
1,396.539
-22.016
-1.58
-8.38
S
Whitbread
25,906.962
12/08
-1.44
27,214.279
-4.80
30,110.438
-2,896.159
-9.62
-10.00
S
B&M
4,093.190
12/08
-2.22
4,069.253
0.59
5,058.259
-989.007
-19.55
-17.79
S
Diageo
22,569.622
12/08
1.03
22,832.006
-1.15
26,592.648
-3,760.642
-14.14
-15.07
S
National Grid
9,007.595
12/08
-0.04
8,151.395
10.50
9,698.063
-1,546.668
-15.95
-11.32
S
Croda
35,251.513
12/08
-0.05
35,895.965
-1.80
43,592.998
-7,697.033
-17.66
-18.24
Reckitt Benckiser
38,482.979
12/08
39,486.482
-2.54
47,547.637
-8,061.155
-16.95
-17.38
L
St. James´s Place
6,361.660
12/08
-1.22
5,054.343
25.87
4,172.604
881.739
21.13
-12.03
Prudential
5,849.781
12/08
0.41
6,575.250
-11.03
7,248.945
-673.696
-9.29
-15.20
S
Entain
5,343.426
12/08
3.98
5,796.384
-7.81
6,757.834
-961.451
-14.23
-30.81
Ocado
3,468.071
12/08
0.72
2,652.379
30.75
4,201.114
-1,548.735
-36.86
-44.01
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
11/03/24
prc diff
⇓ Δ16
∅-RS
S
Burberry Group
6,177.531
12/08
-2.02
7,941.487
-22.21
11,473.052
-3,531.564
-30.78
-40.41
FTSE - 100 out of 100 instruments rated - 1/07/24 / 11/03/24 - 61 did rise, Market-Ratio(16) in CNY = 61.00 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index in Renminbi yuán * 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
2/01/06
19/06/06
168
- cash -
short
19/06/06
4/09/06
77
Carnival
100
30
324.828
345.496
304.161
-20.668
-6
9,380
-27
long
4/09/06
30/07/07
329
LSE Group
100
55
167.502
188.013
20.511
12
10,508
14
short
30/07/07
16/02/09
567
Taylor Wimpey
100
301
34.842
1.303
931.669
896.827
2,574
280,453
729
long
16/02/09
5/07/10
504
Randgold Res
100
878
319.107
631.011
311.904
98
554,305
64
short
5/07/10
6/09/10
63
BP
100
16,142
34.337
42.728
25.946
-8.391
-24
418,857
-80
long
6/09/10
8/08/11
336
Croda
100
2,800
149.575
186.996
37.421
25
523,637
27
short
8/08/11
28/11/11
112
Lloyds Bank
100
151,064
3.466
2.336
5.145
1.678
48
777,152
262
long
28/11/11
4/06/12
189
Next
100
2,958
262.706
291.651
28.945
11
862,770
22
short
4/06/12
30/07/12
56
Aviva
100
32,743
26.349
29.751
22.947
-3.402
-13
751,380
-59
long
30/07/12
24/08/15
1120
Ashtead
100
28,966
25.940
89.212
63.272
244
2,584,113
50
short
24/08/15
9/05/16
259
Glencore
100
185,474
13.932
12.446
15.596
1.664
12
2,892,720
17
long
9/05/16
8/10/18
882
Fresnillo
100
29,651
97.559
70.589
-26.969
-28
2,093,051
-13
short
8/10/18
11/02/19
126
Fresnillo
100
29,651
70.589
84.733
56.445
-14.144
-20
1,673,665
-48
long
11/02/19
9/03/20
392
Micro Focus
100
11,399
146.815
53.997
-92.818
-63
615,634
-61
short
9/03/20
6/07/20
119
Micro Focus
100
11,401
53.997
38.449
75.833
21.836
40
864,585
183
long
6/07/20
7/03/22
609
Scottish Mortgage
100
10,985
78.703
70.935
-7.768
-10
779,251
-6
short
7/03/22
9/01/23
308
Polymetal
100
54,497
14.299
26.001
2.597
-11.702
-82
141,538
-87
long
9/01/23
21/08/23
224
Antofagasta
100
993
142.509
129.052
-13.457
-9
128,175
-15
short
21/08/23
11/12/23
112
Fresnillo
100
2,706
47.350
51.828
42.872
-4.478
-9
116,057
-28
long
11/12/23
12/08/24
245
Rolls-Royce
100
4,344
26.715
44.808
18.093
68
194,653
116
accum 19/06/06
12/08/24 6690
days out of 6858 invested (98%)
1,847
194,653
18
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Taylor Wimpey short 30/07/07 16/02/09 567 34.84 1.30 931.67 896.83 2,573.97 2,573.97
Ashtead long 30/07/12 24/08/15 1120 25.94 89.21 63.27 243.92 243.92
Randgold Res long 16/02/09 5/07/10 504 319.11 631.01 311.90 97.74 97.74
Rolls-Royce long 11/12/23 12/08/24 245 26.71 44.81 18.09 67.73 67.73
Lloyds Bank short 8/08/11 28/11/11 112 3.47 2.34 5.14 1.68 48.41 48.41
Croda long 6/09/10 8/08/11 336 149.58 187.00 37.42 25.02 25.02
LSE Group long 4/09/06 30/07/07 329 167.50 188.01 20.51 12.25 12.25
Glencore short 24/08/15 9/05/16 259 13.93 12.45 15.60 1.66 11.94 11.94
Next long 28/11/11 4/06/12 189 262.71 291.65 28.94 11.02 11.02
Carnival short 19/06/06 4/09/06 77 324.83 345.50 304.16 -20.67 -6.36 -6.36
Antofagasta long 9/01/23 21/08/23 224 142.51 129.05 -13.46 -9.44 -9.44
Scottish Mortgage long 6/07/20 7/03/22 609 78.70 70.94 -7.77 -9.87 -9.87
Aviva short 4/06/12 30/07/12 56 26.35 29.75 22.95 -3.40 -12.91 -12.91
BP short 5/07/10 6/09/10 63 34.34 42.73 25.95 -8.39 -24.44 -24.44
Fresnillo long 9/05/16 8/10/18 882 97.56 70.59 -26.97 -27.64
short 8/10/18 11/02/19 126 70.59 84.73 56.45 -14.14 -20.04
short 21/08/23 11/12/23 112 47.35 51.83 42.87 -4.48 -9.46 -47.61
Micro Focus long 11/02/19 9/03/20 392 146.82 54.00 -92.82 -63.22
short 9/03/20 6/07/20 119 54.00 38.45 75.83 21.84 40.44 -48.35
Polymetal short 7/03/22 9/01/23 308 14.30 26.00 2.60 -11.70 -81.84 -81.84
Annotations
20/04/23 Melrose reverse split 3:1 (one for three)
26/09/22 Schroders split 1:5 (five for one) + 3 bonus shares for 17 (is equivalent to a 17:20 split)
18/07/22 GlaxoSmithKline demergers OTC business -> Haleon
30/11/21 JD Sports stock split 1:5 (five for one)
28/05/21 FTSE Royal Mail returns for RSA Insurance (acquired by Tryg and Intact)
12/02/21 Tesco Stock split 19:15 (fifteen for nineteen) after 50.93 special dividend for proceeds from the sale of the Asia
business
31/08/18 Rightmove stock split 1:10 (ten for one)
2/07/18 FTSE Ocado replaces Old Mutual (spin off Quilter)
21/05/18 FTSE Melrose and Royal Mail replace GKN (acquired by Melrose) and Hammerson
19/01/18 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
14/08/17 Standard Life merger with Aberdeen Asset Management completed
20/03/17 FTSE Rentokil Initial and Scottish Mortgage replace Capita and Dixons Carphone
14/02/17 FTSE machine learning processed for all techniques
19/12/16 FTSE ConvaTec and Smurfit Kappa replace Polymetal and Travis Perkins
4/10/16 SAB Miller acquired by AB InBev - deletion
19/09/16 FTSE Polymetal replaces Berkeley
5/09/16 FTSE Micro Focus ersetzt Arm Holdings (acquisition by Softbank)
11/07/16 FTSE Informa, Mediclinic, Paddy Power Betfair and Wm Morrison
replace Aberdeen Asset, Inmarsat, Rexam and Sports Direct
18/02/16 FTSE index changes applied:
Berkeley, DCC, Provident Financial, Rexam and Worldpay replace
G4S, Meggit, Morrison, BG and Weir
DCC recording started
26/08/15 FTSE complete analysis
22/06/15 FTSE Inmarsat replaces Aggreko
21/04/15 FTSE Merlin replaces Friends Life (acquiried by Aviva)
FTSE Hikma replaces Tullow
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