Assessment - FTSE 100 Index in Euro - 7/09/12 - RS = 16
⇐
instrument
freshest
⇓ Δday
7/09/12
⇓ Δwk
3/19/12
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
10,352.099
8/12/24
0.52
7,137.725
7,085.137
52.588
0.74
8.65
L
3i Group
3,805.321
8/12/24
0.23
246.627
261.544
-14.917
-5.70
5.76
L
Abrdn
192.851
8/12/24
2.51
291.262
297.860
-6.597
-2.21
17.35
Admiral Group
3,401.841
8/12/24
0.86
1,455.050
1,451.419
3.631
0.25
10.65
L
Airtel Africa
138.696
8/12/24
-0.63
-na-
L
Anglo American
2,814.904
8/12/24
0.29
2,575.337
3,141.534
-566.197
-18.02
-9.12
Antofagasta
2,369.815
8/12/24
1.79
1,380.658
1,498.316
-117.658
-7.85
-0.89
Ashtead
6,496.028
8/12/24
-0.43
325.684
321.669
4.015
1.25
50.46
Ass Brit Foods
3,070.231
8/12/24
-0.90
1,611.398
1,433.381
178.017
12.42
19.84
L
AstraZeneca
16,113.983
8/12/24
0.63
3,681.125
3,436.748
244.376
7.11
8.68
L
Auto Trader
1,005.926
8/12/24
0.81
-na-
Aviva
610.516
8/12/24
0.35
356.197
453.343
-97.146
-21.43
-5.88
S
B&M
560.585
8/12/24
-2.22
-na-
BAE Systems
1,643.551
8/12/24
2.04
374.354
378.066
-3.713
-0.98
10.76
Barclays
277.519
8/12/24
0.85
190.315
279.145
-88.830
-31.82
-8.75
L
Barratt Developments
661.455
8/12/24
0.15
173.244
176.166
-2.922
-1.66
42.54
Beazley
922.961
8/12/24
1.24
179.044
168.350
10.694
6.35
15.70
Berkeley
6,392.636
8/12/24
1.00
1,740.008
1,641.414
98.593
6.01
17.61
BP
554.281
8/12/24
1.35
534.548
590.729
-56.181
-9.51
3.01
L
BAT
3,531.711
8/12/24
4,217.627
3,881.073
336.554
8.67
20.25
L
British Land
498.046
8/12/24
-0.40
647.459
611.472
35.987
5.89
9.76
L
BT Group
178.414
8/12/24
8.43
272.475
261.424
11.051
4.23
18.17
S
Bunzl
4,037.322
8/12/24
0.50
1,339.049
1,197.691
141.358
11.80
30.50
S
Burberry Group
846.047
8/12/24
-2.02
1,582.398
1,867.484
-285.086
-15.27
-1.04
Centrica
160.509
8/12/24
3.29
402.093
376.142
25.951
6.90
12.18
instrument
freshest
⇓ Δday
7/09/12
⇓ Δwk
3/19/12
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,414.450
8/12/24
0.89
-na-
Compass Group
2,968.100
8/12/24
0.90
844.156
799.663
44.493
5.56
19.82
ConvaTec
292.019
8/12/24
-0.17
-na-
CRH (L)
8,089.774
8/12/24
-1.35
1,475.224
1,658.249
-183.025
-11.04
8.48
S
Croda
4,827.891
8/12/24
-0.05
2,864.708
2,521.645
343.063
13.60
25.08
DCC
6,474.593
8/12/24
-0.29
2,328.836
2,334.055
-5.219
-0.22
5.23
S
Diageo
3,091.035
8/12/24
1.03
2,078.553
1,824.194
254.358
13.94
27.19
DS Smith
559.829
8/12/24
1.19
191.401
214.887
-23.486
-10.93
9.72
Endeavour Mining
1,975.791
8/12/24
1.89
-na-
S
Entain
731.812
8/12/24
3.98
203.001
173.761
29.239
16.83
31.76
L
Experian
4,443.324
8/12/24
1.18
1,205.397
1,181.457
23.939
2.03
21.70
F&C Investment Trust
1,293.658
8/12/24
383.558
381.674
1.884
0.49
10.32
S
Flutter
18,515.950
8/12/24
-1.28
6,762.073
5,596.441
1,165.632
20.83
37.44
L
Frasers
1,057.244
8/12/24
-0.42
380.784
344.757
36.027
10.45
29.65
Fresnillo
680.873
8/12/24
0.93
1,858.530
2,135.642
-277.112
-12.98
-4.80
Glencore
517.274
8/12/24
1.27
389.295
505.592
-116.296
-23.00
-17.95
GSK
1,982.096
8/12/24
0.42
1,900.151
1,732.227
167.924
9.69
14.64
Haleon
470.559
8/12/24
-1.01
-na-
L
Halma
3,186.231
8/12/24
0.04
526.163
480.880
45.283
9.42
22.18
L
Hargreaves Lansdown
1,389.484
8/12/24
684.655
590.548
94.107
15.94
22.17
Hiscox
1,499.180
8/12/24
1.89
757.558
712.481
45.077
6.33
15.57
L
HSBC
811.877
8/12/24
0.22
707.477
694.805
12.672
1.82
12.13
L
Imperial Brands
2,690.707
8/12/24
0.38
3,230.362
3,042.328
188.034
6.18
18.44
Informa
1,018.535
8/12/24
1.03
477.998
529.582
-51.584
-9.74
7.57
InterContinental Hot
9,113.605
8/12/24
-0.61
1,951.835
1,754.449
197.385
11.25
34.26
instrument
freshest
⇓ Δday
7/09/12
⇓ Δwk
3/19/12
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
209.873
8/12/24
-0.06
201.488
211.159
-9.671
-4.58
3.72
Intertek
5,900.895
8/12/24
0.60
3,352.667
2,999.038
353.629
11.79
32.72
J Sainsbury
339.932
8/12/24
0.67
388.350
366.282
22.068
6.02
10.34
L
JD Sports Fashion
151.746
8/12/24
-4.07
9.040
9.193
-0.153
-1.66
-1.96
Johnson Matthey
1,988.400
8/12/24
0.06
2,766.360
2,840.308
-73.948
-2.60
18.74
Kingfisher
342.201
8/12/24
0.18
338.797
363.997
-25.200
-6.92
9.21
Land Securities
776.069
8/12/24
-0.73
955.743
888.047
67.696
7.62
14.66
S
Legal & General
284.453
8/12/24
0.53
158.870
162.097
-3.227
-1.99
21.91
L
Lloyds Bank
71.618
8/12/24
-0.28
38.066
44.871
-6.806
-15.17
3.84
L
LSE Group
12,530.576
8/12/24
1.12
1,152.157
1,118.755
33.402
2.99
16.24
S
M&G
257.092
8/12/24
1.09
-na-
Melrose
613.668
8/12/24
0.19
188.466
208.164
-19.698
-9.46
7.67
Mondi
1,794.225
8/12/24
-0.42
699.786
734.127
-34.341
-4.68
14.18
S
National Grid
1,233.640
8/12/24
-0.04
861.178
759.981
101.197
13.32
15.19
L
NatWest
421.889
8/12/24
0.48
259.362
350.770
-91.408
-26.06
-8.93
Next
12,031.270
8/12/24
0.23
3,996.974
3,494.468
502.505
14.38
26.30
Ocado
474.972
8/12/24
0.72
86.748
153.920
-67.172
-43.64
-25.30
Pearson
1,304.375
8/12/24
-0.72
1,568.529
1,473.064
95.465
6.48
14.42
Pershing Square
4,455.932
8/12/24
-0.79
-na-
L
Persimmon
1,989.030
8/12/24
0.03
795.612
807.480
-11.867
-1.47
30.97
Phoenix
678.351
8/12/24
0.47
443.733
509.264
-65.531
-12.87
-3.08
Prudential
801.160
8/12/24
0.41
919.808
952.381
-32.573
-3.42
17.50
Reckitt Benckiser
5,270.458
8/12/24
4,424.411
4,277.297
147.114
3.44
10.87
RELX
4,452.150
8/12/24
0.57
649.981
652.357
-2.376
-0.36
6.13
L
Rentokil Initial
591.350
8/12/24
1.01
95.259
103.235
-7.976
-7.73
7.24
instrument
freshest
⇓ Δday
7/09/12
⇓ Δwk
3/19/12
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
677.342
8/12/24
0.04
202.497
165.584
36.912
22.29
30.17
Rio Tinto
6,231.244
8/12/24
0.56
3,824.864
4,346.441
-521.576
-12.00
-4.46
Rolls-Royce
613.668
8/12/24
0.35
1,115.874
1,007.095
108.780
10.80
30.70
S
RS Group
950.700
8/12/24
-0.40
262.892
250.721
12.171
4.85
6.43
S
Sage Group
1,267.810
8/12/24
1.03
356.828
359.307
-2.480
-0.69
9.09
L
Schroders
425.167
8/12/24
-0.12
281.869
327.489
-45.621
-13.93
0.26
Scottish Mortgage
1,039.718
8/12/24
-0.17
171.227
170.394
0.832
0.49
9.78
L
Segro
1,115.370
8/12/24
-0.96
287.227
306.277
-19.050
-6.22
5.15
S
Severn Trent
3,169.840
8/12/24
-0.63
2,132.140
1,884.319
247.820
13.15
16.65
Shell
3,529.189
8/12/24
0.83
2,715.925
2,715.248
0.677
0.02
6.50
Smith and Nephew
1,457.572
8/12/24
-0.86
810.112
763.588
46.524
6.09
13.79
L
Smiths Group
2,197.705
8/12/24
0.52
1,306.267
1,274.651
31.615
2.48
11.34
Smurfit Kappa
3,855.756
8/12/24
0.07
690.960
876.623
-185.664
-21.18
7.54
S
Spirax-Sarco
9,727.651
8/12/24
0.72
2,717.085
2,764.827
-47.742
-1.73
10.41
L
SSE
2,367.923
8/12/24
0.86
1,787.921
1,577.682
210.239
13.33
15.55
L
St. James´s Place
871.265
8/12/24
-1.22
416.089
447.691
-31.602
-7.06
4.42
Standard Chartered
910.352
8/12/24
0.92
1,794.856
1,978.716
-183.860
-9.29
5.40
L
Taylor Wimpey
199.218
8/12/24
0.54
59.362
62.530
-3.168
-5.07
26.79
L
Tesco
420.502
8/12/24
0.91
506.922
504.173
2.750
0.55
-3.98
L
Unilever Plc
5,943.765
8/12/24
-0.34
2,710.881
2,512.025
198.856
7.92
11.57
S
Unite
1,177.657
8/12/24
-1.11
253.751
250.421
3.330
1.33
17.83
S
United Utilities
1,246.753
8/12/24
-0.12
852.982
729.317
123.665
16.96
17.91
L
Vodafone
93.860
8/12/24
0.87
228.597
201.239
27.358
13.59
13.22
Weir Group
2,400.706
8/12/24
0.79
1,963.182
2,403.800
-440.617
-18.33
-7.69
S
Whitbread
3,548.102
8/12/24
-1.44
2,569.663
2,069.505
500.159
24.17
30.25
instrument
freshest
⇓ Δday
7/09/12
⇓ Δwk
3/19/12
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
870.256
8/12/24
1.68
1,002.396
1,040.164
-37.768
-3.63
19.49
FTSE - 91 out of 100 instruments rated - 7/09/12 / 3/19/12 - 49 did rise, Market-Ratio(16) in EUR = 53.85 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index in Euro * 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
311
32.118
33.843
30.394
-1.725
-5
9,464
-23
long
9/04/06
7/30/07
329
LSE Group
100
576
16.408
18.240
1.832
11
10,519
12
short
7/30/07
2/16/09
567
Taylor Wimpey
100
3,111
3.380
0.148
77.121
73.741
2,182
239,926
649
long
2/16/09
7/05/10
504
Randgold Res
100
6,612
36.282
74.162
37.880
104
490,389
68
short
7/05/10
9/06/10
63
BP
100
121,515
4.036
4.871
3.201
-0.835
-21
388,924
-74
long
9/06/10
8/08/11
336
Croda
100
22,810
17.050
20.310
3.260
19
463,279
21
short
8/08/11
11/28/11
112
Lloyds Bank
100
1,230,561
0.376
0.276
0.513
0.137
36
631,647
175
long
11/28/11
6/04/12
189
Next
100
20,337
31.059
36.987
5.928
19
752,208
40
short
6/04/12
7/30/12
56
Aviva
100
225,105
3.342
3.822
2.861
-0.480
-14
644,051
-64
long
7/30/12
8/24/15
1120
Ashtead
100
193,264
3.332
11.999
8.666
260
2,318,960
52
short
8/24/15
5/09/16
259
Glencore
100
1,237,507
1.874
1.678
2.093
0.219
12
2,589,608
17
long
5/09/16
10/08/18
882
Fresnillo
100
196,875
13.154
8.867
-4.286
-33
1,745,712
-15
short
10/08/18
2/11/19
126
Fresnillo
100
196,875
8.867
11.085
6.649
-2.218
-25
1,309,081
-57
long
2/11/19
3/09/20
392
Micro Focus
100
68,157
19.207
6.781
-12.426
-65
462,158
-62
short
3/09/20
7/06/20
119
Micro Focus
100
68,159
6.781
4.845
9.489
2.708
40
646,731
180
long
7/06/20
3/07/22
609
Scottish Mortgage
100
65,206
9.918
10.324
0.406
4
673,217
2
short
3/07/22
1/09/23
308
Polymetal
100
323,479
2.081
3.574
0.589
-1.492
-72
190,465
-78
long
1/09/23
8/21/23
224
Antofagasta
100
9,724
19.586
16.266
-3.321
-17
158,177
-26
short
8/21/23
12/11/23
112
Fresnillo
100
26,503
5.968
6.723
5.213
-0.755
-13
138,160
-36
long
12/11/23
8/12/24
245
Rolls-Royce
100
39,866
3.466
5.736
2.271
66
228,683
112
accum 6/19/06
8/12/24 7303
days out of 7471 invested (98%)
2,187
228,683
17
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 3.38 0.15 77.12 73.74 2,181.59 2,181.59
Ashtead long 7/30/12 8/24/15 1120 3.33 12.00 8.67 260.06 260.06
Randgold Res long 2/16/09 7/05/10 504 36.28 74.16 37.88 104.41 104.41
Rolls-Royce long 12/11/23 8/12/24 245 3.47 5.74 2.27 65.52 65.52
Lloyds Bank short 8/08/11 11/28/11 112 0.38 0.28 0.51 0.14 36.34 36.34
Croda long 9/06/10 8/08/11 336 17.05 20.31 3.26 19.12 19.12
Next long 11/28/11 6/04/12 189 31.06 36.99 5.93 19.09 19.09
Glencore short 8/24/15 5/09/16 259 1.87 1.68 2.09 0.22 11.67 11.67
LSE Group long 9/04/06 7/30/07 329 16.41 18.24 1.83 11.17 11.17
Scottish Mortgage long 7/06/20 3/07/22 609 9.92 10.32 0.41 4.10 4.10
Carnival short 6/19/06 9/04/06 77 32.12 33.84 30.39 -1.72 -5.37 -5.37
Aviva short 6/04/12 7/30/12 56 3.34 3.82 2.86 -0.48 -14.38 -14.38
Antofagasta long 1/09/23 8/21/23 224 19.59 16.27 -3.32 -16.95 -16.95
BP short 7/05/10 9/06/10 63 4.04 4.87 3.20 -0.83 -20.69 -20.69
Micro Focus long 2/11/19 3/09/20 392 19.21 6.78 -12.43 -64.70
short 3/09/20 7/06/20 119 6.78 4.85 9.49 2.71 39.94 -50.60
Fresnillo long 5/09/16 10/08/18 882 13.15 8.87 -4.29 -32.59
short 10/08/18 2/11/19 126 8.87 11.08 6.65 -2.22 -25.01
short 8/21/23 12/11/23 112 5.97 6.72 5.21 -0.76 -12.65 -55.85
Polymetal short 3/07/22 1/09/23 308 2.08 3.57 0.59 -1.49 -71.71 -71.71
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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