Assessment - FTSE 100 Index in Euro - 6/17/13 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
6/17/13
⇓ Δwk
2/25/13
prc diff
⇓ Δ16
∅-RS
FTSE
9,662.528
8/12/24
0.52
7,450.277
7,331.724
118.553
1.62
1.14
Ocado
443.333
8/12/24
0.72
362.246
141.954
220.291
155.19
221.67
Ashtead
6,063.317
8/12/24
-0.43
724.373
577.011
147.362
25.54
52.55
L
Barratt Developments
617.394
8/12/24
0.15
368.718
273.563
95.155
34.78
52.44
L
Persimmon
1,856.538
8/12/24
0.03
1,433.447
1,032.759
400.689
38.80
43.63
L
Taylor Wimpey
185.948
8/12/24
0.54
112.393
91.494
20.898
22.84
42.68
Smurfit Kappa
3,598.917
8/12/24
0.07
1,444.039
1,350.575
93.464
6.92
38.30
L
Lloyds Bank
66.847
8/12/24
-0.28
72.143
63.138
9.005
14.26
37.81
Int Cons Airlines
195.893
8/12/24
-0.06
308.344
256.322
52.022
20.30
33.89
L
Frasers
986.819
8/12/24
-0.42
619.630
494.828
124.803
25.22
33.74
L
3i Group
3,551.842
8/12/24
0.23
390.608
360.345
30.264
8.40
31.13
L
St. James´s Place
813.228
8/12/24
-1.22
664.941
555.287
109.653
19.75
30.12
S
Unite
1,099.212
8/12/24
-1.11
414.852
341.379
73.473
21.52
26.11
S
Entain
683.065
8/12/24
3.98
328.351
282.759
45.593
16.12
24.21
L
BT Group
166.529
8/12/24
8.43
367.188
312.299
54.890
17.58
23.86
L
Schroders
396.846
8/12/24
-0.12
436.154
399.402
36.752
9.20
23.15
Berkeley
5,966.812
8/12/24
1.00
2,474.991
2,167.816
307.175
14.17
21.55
L
Hargreaves Lansdown
1,296.928
8/12/24
1,068.024
972.414
95.610
9.83
21.37
Rolls-Royce
572.790
8/12/24
0.35
1,373.426
1,182.759
190.667
16.12
19.72
Kingfisher
319.407
8/12/24
0.18
416.265
322.069
94.196
29.25
19.91
Rightmove
632.223
8/12/24
0.04
241.497
201.034
40.463
20.13
19.77
Barclays
259.033
8/12/24
0.85
322.500
330.902
-8.403
-2.54
18.54
L
LSE Group
11,695.893
8/12/24
1.12
1,486.278
1,421.954
64.324
4.52
18.74
WPP Group
812.287
8/12/24
1.68
1,323.997
1,197.701
126.296
10.54
18.72
S
Whitbread
3,311.757
8/12/24
-1.44
3,442.392
2,945.977
496.415
16.85
18.50
⇓ instrument
freshest
⇓ Δday
6/17/13
⇓ Δwk
2/25/13
prc diff
⇓ Δ16
∅-RS
L
JD Sports Fashion
141.638
8/12/24
-4.07
10.568
9.195
1.373
14.93
17.62
Beazley
861.481
8/12/24
1.24
260.092
247.586
12.506
5.05
17.12
Next
11,229.846
8/12/24
0.23
5,396.022
4,800.000
596.022
12.42
16.70
Phoenix
633.165
8/12/24
0.47
587.301
574.037
13.265
2.31
16.58
DS Smith
522.537
8/12/24
1.19
279.157
271.494
7.663
2.82
16.08
Prudential
747.793
8/12/24
0.41
1,265.152
1,108.621
156.532
14.12
15.55
L
Abrdn
180.005
8/12/24
2.51
431.799
397.241
34.558
8.70
15.11
Reckitt Benckiser
4,919.383
8/12/24
5,506.650
5,035.632
471.017
9.35
13.21
Mondi
1,674.709
8/12/24
-0.42
943.274
971.839
-28.565
-2.94
12.75
RELX
4,155.584
8/12/24
0.57
877.369
798.276
79.093
9.91
12.78
Weir Group
2,240.791
8/12/24
0.79
2,596.211
2,483.908
112.302
4.52
12.50
S
Legal & General
265.505
8/12/24
0.53
200.777
183.333
17.443
9.51
12.53
S
Spirax-Sarco
9,079.675
8/12/24
0.72
3,274.532
2,988.149
286.383
9.58
10.86
GSK
1,850.065
8/12/24
0.42
1,998.835
1,708.460
290.375
17.00
10.85
BAE Systems
1,534.071
8/12/24
2.04
455.808
399.770
56.038
14.02
10.61
L
Smiths Group
2,051.312
8/12/24
0.52
1,537.013
1,436.782
100.232
6.98
10.18
Ass Brit Foods
2,865.717
8/12/24
-0.90
2,038.367
2,086.207
-47.840
-2.29
9.83
L
NatWest
393.786
8/12/24
0.48
371.896
407.816
-35.920
-8.81
9.92
L
Segro
1,041.073
8/12/24
-0.96
328.469
293.793
34.676
11.80
10.10
DCC
6,043.310
8/12/24
-0.29
3,009.297
3,080.460
-71.162
-2.31
9.16
Compass Group
2,770.390
8/12/24
0.90
986.819
920.690
66.129
7.18
8.80
L
Halma
2,973.991
8/12/24
0.04
595.504
570.345
25.159
4.41
8.24
S
Bunzl
3,768.389
8/12/24
0.50
1,495.822
1,408.046
87.776
6.23
8.24
Johnson Matthey
1,855.949
8/12/24
0.06
3,070.496
2,635.632
434.863
16.50
7.93
L
Experian
4,147.346
8/12/24
1.18
1,380.487
1,239.080
141.407
11.41
7.18
⇓ instrument
freshest
⇓ Δday
6/17/13
⇓ Δwk
2/25/13
prc diff
⇓ Δ16
∅-RS
Land Securities
724.373
8/12/24
-0.73
1,059.197
955.172
104.025
10.89
6.52
Smith and Nephew
1,360.480
8/12/24
-0.86
892.080
810.920
81.160
10.01
5.95
Admiral Group
3,175.238
8/12/24
0.86
1,537.013
1,451.724
85.289
5.88
5.87
Scottish Mortgage
970.460
8/12/24
-0.17
192.185
193.218
-1.033
-0.53
5.62
J Sainsbury
317.288
8/12/24
0.67
441.921
398.391
43.530
10.93
5.74
S
Flutter
17,282.571
8/12/24
-1.28
7,655.643
7,241.379
414.264
5.72
5.52
Centrica
149.818
8/12/24
3.29
437.684
401.379
36.305
9.04
5.54
L
Unilever Plc
5,547.841
8/12/24
-0.34
3,124.632
3,019.540
105.092
3.48
5.19
Informa
950.689
8/12/24
1.03
560.433
567.586
-7.153
-1.26
4.81
S
Burberry Group
789.691
8/12/24
-2.02
1,646.464
1,585.057
61.406
3.87
4.97
F&C Investment Trust
1,207.485
8/12/24
418.148
408.046
10.102
2.48
4.54
L
British Land
464.870
8/12/24
-0.40
702.601
651.724
50.877
7.81
4.29
S
Sage Group
1,183.359
8/12/24
1.03
397.670
391.609
6.061
1.55
4.18
L
HSBC
757.797
8/12/24
0.22
802.048
838.966
-36.918
-4.40
3.50
L
AstraZeneca
15,040.603
8/12/24
0.63
3,820.760
3,422.988
397.772
11.62
3.67
CRH (L)
7,550.901
8/12/24
-1.35
1,569.966
1,633.333
-63.367
-3.88
2.62
L
SSE
2,210.192
8/12/24
0.86
1,779.452
1,649.425
130.026
7.88
1.88
InterContinental Hot
8,506.532
8/12/24
-0.61
2,139.579
2,206.897
-67.318
-3.05
1.70
L
Rentokil Initial
551.960
8/12/24
1.01
106.626
106.322
0.304
0.29
1.12
Melrose
572.790
8/12/24
0.19
210.247
209.562
0.685
0.33
0.90
S
Severn Trent
2,958.691
8/12/24
-0.63
2,065.435
1,851.724
213.711
11.54
0.95
S
National Grid
1,151.465
8/12/24
-0.04
876.192
824.713
51.479
6.24
0.60
S
Diageo
2,885.136
8/12/24
1.03
2,236.083
2,260.920
-24.836
-1.10
0.43
L
BAT
3,296.458
8/12/24
4,080.852
3,939.655
141.197
3.58
0.27
L
Vodafone
87.607
8/12/24
0.87
215.017
188.621
26.396
13.99
0.18
⇓ instrument
freshest
⇓ Δday
6/17/13
⇓ Δwk
2/25/13
prc diff
⇓ Δ16
∅-RS
Aviva
569.848
8/12/24
0.35
397.905
412.529
-14.624
-3.54
0.02
Intertek
5,507.826
8/12/24
0.60
3,649.523
3,839.080
-189.557
-4.94
-0.27
BP
517.359
8/12/24
1.35
539.249
518.563
20.686
3.99
-0.23
S
United Utilities
1,163.705
8/12/24
-0.12
852.654
845.402
7.252
0.86
-0.77
S
RS Group
887.372
8/12/24
-0.40
245.381
239.655
5.726
2.39
-3.16
Hiscox
1,399.317
8/12/24
1.89
801.671
848.406
-46.735
-5.51
-3.38
Pearson
1,217.489
8/12/24
-0.72
1,412.263
1,345.977
66.286
4.92
-3.22
L
Imperial Brands
2,511.475
8/12/24
0.38
2,784.512
2,704.598
79.915
2.95
-3.95
S
Croda
4,506.296
8/12/24
-0.05
2,811.581
2,989.655
-178.075
-5.96
-4.45
L
Tesco
392.491
8/12/24
0.91
501.624
544.448
-42.824
-7.87
-5.18
Shell
3,294.104
8/12/24
0.83
2,474.991
2,498.276
-23.285
-0.93
-6.02
Standard Chartered
849.712
8/12/24
0.92
1,699.423
2,034.483
-335.059
-16.47
-9.13
Glencore
482.817
8/12/24
1.27
367.247
439.023
-71.776
-16.35
-12.92
Rio Tinto
5,816.171
8/12/24
0.56
3,289.985
4,056.897
-766.912
-18.90
-13.35
Antofagasta
2,211.957
8/12/24
1.79
1,055.078
1,283.908
-228.830
-17.82
-22.47
L
Anglo American
2,627.398
8/12/24
0.29
1,655.879
2,277.586
-621.708
-27.30
-25.14
Fresnillo
635.518
8/12/24
0.93
1,291.044
1,727.586
-436.542
-25.27
-30.12
L
Airtel Africa
129.457
8/12/24
-0.63
-na-
L
Auto Trader
938.920
8/12/24
0.81
-na-
S
B&M
523.244
8/12/24
-2.22
-na-
L
Coca-Cola HBC
3,187.007
8/12/24
0.89
1,900.671
-na-
ConvaTec
272.567
8/12/24
-0.17
-na-
Endeavour Mining
1,844.180
8/12/24
1.89
-na-
Haleon
439.214
8/12/24
-1.01
-na-
S
M&G
239.967
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
6/17/13
⇓ Δwk
2/25/13
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,159.115
8/12/24
-0.79
-na-
FTSE - 91 out of 100 instruments rated - 6/17/13 / 2/25/13 - 68 did rise, Market-Ratio(16) in EUR = 74.73 %
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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