Assessment - FTSE 100 Index in Euro - 12/30/13 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
12/30/13
⇓ Δwk
9/09/13
prc diff
⇓ Δ16
∅-RS
FTSE
9,820.873
8/12/24
0.52
8,051.758
7,732.346
319.412
4.13
5.67
Ocado
450.598
8/12/24
0.72
526.794
414.397
112.397
27.12
116.00
L
JD Sports Fashion
143.959
8/12/24
-4.07
17.356
11.544
5.813
50.35
63.78
Int Cons Airlines
199.103
8/12/24
-0.06
477.273
361.710
115.563
31.95
46.05
L
Hargreaves Lansdown
1,318.182
8/12/24
1,614.832
1,198.200
416.632
34.77
44.82
Smurfit Kappa
3,657.895
8/12/24
0.07
2,124.402
1,888.468
235.934
12.49
35.80
L
Frasers
1,002.990
8/12/24
-0.42
857.655
844.187
13.469
1.60
35.77
DS Smith
531.100
8/12/24
1.19
392.105
328.676
63.429
19.30
32.87
Ass Brit Foods
2,912.679
8/12/24
-0.90
2,954.545
2,152.498
802.047
37.26
32.29
Rightmove
642.584
8/12/24
0.04
318.541
281.672
36.869
13.09
31.59
S
Whitbread
3,366.029
8/12/24
-1.44
4,461.722
3,807.720
654.003
17.18
30.34
L
St. James´s Place
826.555
8/12/24
-1.22
857.057
722.235
134.822
18.67
30.17
Ashtead
6,162.679
8/12/24
-0.43
911.483
773.739
137.744
17.80
28.45
L
Lloyds Bank
67.943
8/12/24
-0.28
93.804
90.907
2.897
3.19
28.18
Beazley
875.598
8/12/24
1.24
325.598
242.245
83.353
34.41
27.01
Johnson Matthey
1,886.364
8/12/24
0.06
3,898.325
3,497.514
400.812
11.46
25.51
S
Legal & General
269.856
8/12/24
0.53
266.268
229.458
36.810
16.04
25.37
L
BT Group
169.258
8/12/24
8.43
451.316
406.109
45.206
11.13
24.34
Aviva
579.187
8/12/24
0.35
534.809
473.360
61.448
12.98
23.94
L
Vodafone
89.043
8/12/24
0.87
283.134
249.112
34.022
13.66
23.70
Prudential
760.048
8/12/24
0.41
1,602.871
1,346.199
256.671
19.07
23.12
L
LSE Group
11,887.559
8/12/24
1.12
1,898.481
1,758.098
140.382
7.98
23.04
S
Entain
694.258
8/12/24
3.98
425.239
372.958
52.282
14.02
22.74
WPP Group
825.598
8/12/24
1.68
1,647.129
1,482.358
164.771
11.12
22.44
Berkeley
6,064.593
8/12/24
1.00
3,033.493
2,572.815
460.677
17.91
22.14
⇓ instrument
freshest
⇓ Δday
12/30/13
⇓ Δwk
9/09/13
prc diff
⇓ Δ16
∅-RS
Scottish Mortgage
986.364
8/12/24
-0.17
246.651
211.935
34.716
16.38
20.22
L
Segro
1,058.134
8/12/24
-0.96
400.239
346.318
53.921
15.57
19.45
L
Barratt Developments
627.512
8/12/24
0.15
409.569
388.586
20.983
5.40
19.18
Next
11,413.875
8/12/24
0.23
6,525.119
6,008.761
516.358
8.59
19.14
S
Sage Group
1,202.751
8/12/24
1.03
480.383
407.767
72.616
17.81
19.08
L
Rentokil Initial
561.005
8/12/24
1.01
137.679
127.398
10.282
8.07
19.12
L
Taylor Wimpey
188.995
8/12/24
0.54
131.579
125.385
6.194
4.94
18.95
L
3i Group
3,610.048
8/12/24
0.23
462.919
436.064
26.854
6.16
18.56
L
Halma
3,022.727
8/12/24
0.04
731.459
679.020
52.440
7.72
18.62
Mondi
1,702.153
8/12/24
-0.42
1,246.411
1,276.344
-29.932
-2.35
17.61
Hiscox
1,422.249
8/12/24
1.89
1,054.592
952.394
102.198
10.73
17.41
S
Unite
1,117.225
8/12/24
-1.11
480.622
421.501
59.121
14.03
17.18
DCC
6,142.344
8/12/24
-0.29
3,535.885
3,007.341
528.544
17.58
16.91
RELX
4,223.684
8/12/24
0.57
1,069.378
965.546
103.832
10.75
16.85
Kingfisher
324.641
8/12/24
0.18
460.646
489.226
-28.580
-5.84
16.51
L
Schroders
403.349
8/12/24
-0.12
526.471
487.497
38.974
7.99
15.71
Rolls-Royce
582.177
8/12/24
0.35
1,508.373
1,342.647
165.726
12.34
15.31
Melrose
582.177
8/12/24
0.19
261.667
258.918
2.750
1.06
14.77
Compass Group
2,815.789
8/12/24
0.90
1,145.933
1,003.434
142.499
14.20
14.74
Smith and Nephew
1,382.775
8/12/24
-0.86
1,026.316
905.162
121.154
13.38
14.52
L
Smiths Group
2,084.928
8/12/24
0.52
1,773.923
1,590.102
183.822
11.56
14.50
L
Persimmon
1,886.962
8/12/24
0.03
1,456.938
1,388.823
68.115
4.90
14.20
L
AstraZeneca
15,287.081
8/12/24
0.63
4,306.220
3,689.912
616.308
16.70
13.35
S
Bunzl
3,830.143
8/12/24
0.50
1,716.507
1,606.678
109.829
6.84
12.90
Informa
966.268
8/12/24
1.03
675.239
626.332
48.907
7.81
12.03
⇓ instrument
freshest
⇓ Δday
12/30/13
⇓ Δwk
9/09/13
prc diff
⇓ Δ16
∅-RS
Rio Tinto
5,911.483
8/12/24
0.56
4,077.751
3,706.488
371.263
10.02
10.98
Pearson
1,237.440
8/12/24
-0.72
1,602.871
1,517.878
84.993
5.60
10.10
BAE Systems
1,559.210
8/12/24
2.04
519.139
526.877
-7.738
-1.47
9.77
S
Spirax-Sarco
9,228.469
8/12/24
0.72
3,702.823
3,736.325
-33.502
-0.90
9.62
Phoenix
643.541
8/12/24
0.47
663.708
653.328
10.380
1.59
9.50
CRH (L)
7,674.641
8/12/24
-1.35
1,825.359
1,715.605
109.754
6.40
9.51
InterContinental Hot
8,645.933
8/12/24
-0.61
2,416.268
2,230.642
185.626
8.32
8.79
BP
525.837
8/12/24
1.35
581.041
525.811
55.230
10.50
7.79
L
British Land
472.488
8/12/24
-0.40
742.225
660.076
82.149
12.45
7.34
Land Securities
736.244
8/12/24
-0.73
1,131.579
1,057.897
73.682
6.96
7.25
Reckitt Benckiser
5,000.000
8/12/24
5,726.076
5,166.943
559.134
10.82
6.68
F&C Investment Trust
1,227.273
8/12/24
454.545
433.341
21.204
4.89
6.62
L
NatWest
400.239
8/12/24
0.48
406.340
402.557
3.782
0.94
6.26
S
Burberry Group
802.632
8/12/24
-2.02
1,800.239
1,935.828
-135.588
-7.00
6.09
S
National Grid
1,170.335
8/12/24
-0.04
940.789
872.602
68.187
7.81
5.93
Admiral Group
3,227.273
8/12/24
0.86
1,555.024
1,490.646
64.377
4.32
3.57
L
Imperial Brands
2,552.632
8/12/24
0.38
2,796.651
2,660.431
136.220
5.12
3.04
GSK
1,880.383
8/12/24
0.42
1,936.388
1,956.038
-19.651
-1.00
2.90
S
Flutter
17,565.789
8/12/24
-1.28
7,535.885
7,246.033
289.852
4.00
2.76
Shell
3,348.086
8/12/24
0.83
2,573.565
2,429.552
144.012
5.93
2.70
S
Diageo
2,932.416
8/12/24
1.03
2,376.196
2,334.833
41.363
1.77
2.55
L
Abrdn
182.955
8/12/24
2.51
429.306
403.505
25.802
6.39
1.64
S
RS Group
901.914
8/12/24
-0.40
249.402
246.862
2.539
1.03
1.54
Barclays
263.278
8/12/24
0.85
324.282
327.619
-3.337
-1.02
1.09
J Sainsbury
322.488
8/12/24
0.67
443.900
465.072
-21.173
-4.55
0.78
⇓ instrument
freshest
⇓ Δday
12/30/13
⇓ Δwk
9/09/13
prc diff
⇓ Δ16
∅-RS
S
Severn Trent
3,007.177
8/12/24
-0.63
2,049.043
1,999.763
49.280
2.46
0.39
Weir Group
2,277.512
8/12/24
0.79
2,564.593
2,698.319
-133.725
-4.96
-0.65
Intertek
5,598.086
8/12/24
0.60
3,739.234
3,965.191
-225.956
-5.70
-0.81
S
Croda
4,580.143
8/12/24
-0.05
2,930.622
3,125.740
-195.118
-6.24
-0.95
L
Experian
4,215.311
8/12/24
1.18
1,336.124
1,371.063
-34.939
-2.55
-1.69
Glencore
490.730
8/12/24
1.27
378.409
380.417
-2.008
-0.53
-2.07
Centrica
152.273
8/12/24
3.29
414.713
468.624
-53.911
-11.50
-3.09
L
Unilever Plc
5,638.756
8/12/24
-0.34
2,956.938
2,885.389
71.548
2.48
-3.11
S
United Utilities
1,182.775
8/12/24
-0.12
803.230
796.827
6.403
0.80
-3.40
L
BAT
3,350.478
8/12/24
3,852.273
3,916.647
-64.374
-1.64
-3.90
L
HSBC
770.215
8/12/24
0.22
788.397
830.097
-41.700
-5.02
-4.23
L
Tesco
398.923
8/12/24
0.91
509.617
550.770
-41.152
-7.47
-5.41
L
SSE
2,246.411
8/12/24
0.86
1,639.952
1,845.844
-205.892
-11.15
-6.14
Antofagasta
2,248.206
8/12/24
1.79
997.608
1,055.529
-57.922
-5.49
-8.74
Standard Chartered
863.636
8/12/24
0.92
1,622.010
1,723.301
-101.291
-5.88
-11.10
L
Anglo American
2,670.454
8/12/24
0.29
1,601.077
1,887.876
-286.799
-15.19
-12.70
Fresnillo
645.933
8/12/24
0.93
892.344
1,502.486
-610.142
-40.61
-31.90
L
Airtel Africa
131.579
8/12/24
-0.63
-na-
L
Auto Trader
954.306
8/12/24
0.81
-na-
S
B&M
531.818
8/12/24
-2.22
-na-
L
Coca-Cola HBC
3,239.234
8/12/24
0.89
2,089.713
2,231.826
-142.113
-6.37
-na-
ConvaTec
277.033
8/12/24
-0.17
-na-
Endeavour Mining
1,874.402
8/12/24
1.89
-na-
Haleon
446.411
8/12/24
-1.01
-na-
S
M&G
243.900
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
12/30/13
⇓ Δwk
9/09/13
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,227.273
8/12/24
-0.79
-na-
FTSE - 92 out of 100 instruments rated - 12/30/13 / 9/09/13 - 69 did rise, Market-Ratio(16) in EUR = 75.00 %
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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