FTSE 100 and FTSE 250 Quarterly Review – September 2016

After market close on 31 August 2016 FTSE Russell confirmed the following changes to the FTSE 100 and FTSE 250 indices. The changes will be implemented at the close Friday, 16 September 2016 and take effect from the start of trading on Monday, 19 September 2016.

FTSE 100

Joining: Polymetal International [POLY]

Leaving: Berkeley Group [BKG]

FTSE 250

Joining: Berkeley Group Holdings [BKG], GVC Holdings [GVC], Hunting [HTG]

Leaving: Polymetal International [POLY], Pendragon [PDG], Circassia Pharmaceuticals [CIR]

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Shares that like/dislike January

Shares that like January

The following table lists the five FTSE 350 shares that have the best returns in January over the last ten years. For example, Computacenter has an average return of 9.3% for the month of January. All stocks have risen in January for nine of the past ten years.

Company TIDM Avg(%)
Computacenter 9.3
CSR 8.1
Electra Private Equity 6.8
St James’s Place 5.6
Euromoney Institutional Investor 4.4

Shares that dislike January

The following table lists the five FTSE 350 shares that have the worst returns in January over the last ten years. For example, Unilever has an average return of -3.2% for the month of January. All five stocks have fallen in eight of the past ten years in January.

Company TIDM Avg(%)
Berkeley Group Holdings (The) -4.7
Tesco -4.3
GlaxoSmithKline -3.3
Unilever -3.2
Dairy Crest Group -3.2

An equally-weighted portfolio of the above strong January stocks would have out-performed every year an equally-weighted portfolio of the above weak January stocks by an average of 10.5 percentage points in January for the past ten years.

 

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Shares that like/dislike January

Shares that like January

The following table lists the five FTSE 350 shares that have the best returns in January over the last ten years. For example, Aveva Group has an average return of 6.3% for the month of January. Each stock has risen in every January in the past ten years.

Company TIDM Avg(%)
Electra Private Equity 7.2
Aveva Group 6.3
SIG 5.9
St James’s Place 5.6
Euromoney Institutional Investor 4.5

Shares that dislike January

The following table lists the five FTSE 350 shares that have the worst returns in January over the last ten years. For example, First Group has an average return of -9.7% for the month of January. All five stocks have fallen in every January in the past ten years.

Company TIDM Avg(%)
FirstGroup -9.7
Berkeley Group Holdings (The) -4.8
Tesco -4.6
GlaxoSmithKline -3.8
Pennon Group -2.5

An equally-weighted portfolio of the above strong January stocks would have out-performed every year an equally-weighted portfolio of the above weak January stocks by an average of 10.9 percentage points in January for the past ten years.

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Household Goods sector monthly seasonality analysis

The 2013 edition of the Almanac looks at the historic monthly performance of the FTSE 350 sectors. Here we look at the Household Goods sector.

The following chart plots the average out-performance of the FTSE 350 Household Goods sector over the FTSE 100 Index by month since 2006. For example, since 2006 on average the Household Goods sector has out-performed the FTSE 100 Index by 2.0 percentage points in February.

Observations:

  1. The strongest months have been February and August – the sector has under-performed the market only twice in february since 2006.
  2. The weakest months have been April and October – the sector has out-performed the market only twice in April in the last seven years.

The eight stocks in the FTSE 350 Household Goods sector [NMX3720] are-

Barratt Developments [BDEV] Persimmon [PSN]
Bellway [BWY] Reckitt Benckiser Group [RB.]
Berkeley Group Holdings (The) [BKG] Redrow [RDW]
Bovis Homes Group [BVS] Taylor Wimpey [TW.]
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