Assessment - FTSE 100 Index in Euro - 1/27/14 - RS = 16
⇐
instrument
freshest
⇓ Δday
1/27/14
⇓ Δwk
10/07/13
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
9,953.025
8/12/24
0.52
7,941.157
7,630.726
310.431
4.07
3.50
L
3i Group
3,658.625
8/12/24
0.23
454.843
413.703
41.140
9.94
11.57
L
Abrdn
185.416
8/12/24
2.51
446.115
416.667
29.448
7.07
5.14
Admiral Group
3,270.700
8/12/24
0.86
1,725.058
1,435.515
289.543
20.17
13.93
L
Airtel Africa
133.350
8/12/24
-0.63
-na-
L
Anglo American
2,706.389
8/12/24
0.29
1,599.588
1,760.906
-161.318
-9.16
-10.21
Antofagasta
2,278.458
8/12/24
1.79
971.633
972.617
-0.984
-0.10
-8.20
Ashtead
6,245.606
8/12/24
-0.43
921.324
711.830
209.494
29.43
24.02
Ass Brit Foods
2,951.873
8/12/24
-0.90
3,269.487
2,258.179
1,011.308
44.78
41.19
L
AstraZeneca
15,492.788
8/12/24
0.63
4,673.900
3,758.298
915.602
24.36
21.24
L
Auto Trader
967.148
8/12/24
0.81
-na-
Aviva
586.980
8/12/24
0.35
539.459
500.948
38.511
7.69
23.47
S
B&M
538.974
8/12/24
-2.22
-na-
BAE Systems
1,580.192
8/12/24
2.04
524.064
533.428
-9.365
-1.76
8.89
Barclays
266.820
8/12/24
0.85
326.524
323.080
3.445
1.07
1.39
L
Barratt Developments
635.956
8/12/24
0.15
443.690
367.473
76.217
20.74
23.89
Beazley
887.380
8/12/24
1.24
307.310
244.784
62.526
25.54
16.61
Berkeley
6,146.200
8/12/24
1.00
3,042.793
2,483.405
559.389
22.53
19.10
BP
532.913
8/12/24
1.35
576.797
519.915
56.883
10.94
6.34
L
BAT
3,395.563
8/12/24
3,666.505
3,793.267
-126.762
-3.34
-8.42
L
British Land
478.846
8/12/24
-0.40
802.522
681.603
120.919
17.74
15.16
L
BT Group
171.536
8/12/24
8.43
456.540
411.332
45.208
10.99
21.44
S
Bunzl
3,881.683
8/12/24
0.50
1,698.388
1,567.093
131.294
8.38
9.04
S
Burberry Group
813.432
8/12/24
-2.02
1,744.454
1,906.117
-161.663
-8.48
1.75
Centrica
154.322
8/12/24
3.29
384.653
433.381
-48.728
-11.24
-10.01
instrument
freshest
⇓ Δday
1/27/14
⇓ Δwk
10/07/13
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,282.822
8/12/24
0.89
2,025.700
2,070.887
-45.187
-2.18
-na-
Compass Group
2,853.679
8/12/24
0.90
1,122.560
1,002.252
120.308
12.00
10.28
ConvaTec
280.761
8/12/24
-0.17
-na-
CRH (L)
7,777.913
8/12/24
-1.35
1,893.563
1,765.055
128.508
7.28
11.60
S
Croda
4,641.775
8/12/24
-0.05
2,860.953
3,129.445
-268.492
-8.58
-3.53
DCC
6,224.997
8/12/24
-0.29
3,320.403
2,993.125
327.278
10.93
8.52
S
Diageo
2,971.875
8/12/24
1.03
2,315.432
2,316.856
-1.424
-0.06
-0.73
DS Smith
538.247
8/12/24
1.19
389.865
328.710
61.155
18.60
27.70
Endeavour Mining
1,899.624
8/12/24
1.89
-na-
S
Entain
703.600
8/12/24
3.98
451.570
411.925
39.645
9.62
25.77
L
Experian
4,272.033
8/12/24
1.18
1,285.004
1,370.318
-85.313
-6.23
-6.07
F&C Investment Trust
1,243.787
8/12/24
443.811
429.113
14.698
3.43
3.01
S
Flutter
17,802.158
8/12/24
-1.28
7,176.628
7,053.106
123.522
1.75
-2.12
L
Frasers
1,016.487
8/12/24
-0.42
841.920
799.550
42.371
5.30
27.28
Fresnillo
654.625
8/12/24
0.93
939.508
1,104.196
-164.688
-14.91
-23.51
Glencore
497.333
8/12/24
1.27
389.502
392.899
-3.398
-0.86
2.03
GSK
1,905.686
8/12/24
0.42
1,966.723
1,869.986
96.737
5.17
3.19
Haleon
452.418
8/12/24
-1.01
-na-
L
Halma
3,063.402
8/12/24
0.04
733.422
651.968
81.454
12.49
16.32
L
Hargreaves Lansdown
1,335.920
8/12/24
1,732.331
1,159.910
572.421
49.35
47.58
Hiscox
1,441.387
8/12/24
1.89
994.487
1,005.740
-11.253
-1.12
8.73
L
HSBC
780.579
8/12/24
0.22
769.912
797.060
-27.149
-3.41
-6.37
L
Imperial Brands
2,586.980
8/12/24
0.38
2,730.028
2,629.208
100.820
3.83
1.08
Informa
979.270
8/12/24
1.03
635.835
615.813
20.021
3.25
4.16
InterContinental Hot
8,762.275
8/12/24
-0.61
2,390.593
2,128.971
261.622
12.29
6.68
instrument
freshest
⇓ Δday
1/27/14
⇓ Δwk
10/07/13
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
201.782
8/12/24
-0.06
485.635
399.360
86.275
21.60
40.60
Intertek
5,673.415
8/12/24
0.60
3,476.785
3,813.419
-336.634
-8.83
-7.64
J Sainsbury
326.828
8/12/24
0.67
433.265
459.578
-26.313
-5.73
-2.28
L
JD Sports Fashion
145.896
8/12/24
-4.07
19.178
12.713
6.465
50.85
71.91
Johnson Matthey
1,911.747
8/12/24
0.06
3,932.598
3,321.479
611.119
18.40
23.45
Kingfisher
329.010
8/12/24
0.18
451.206
436.226
14.981
3.43
11.41
Land Securities
746.151
8/12/24
-0.73
1,278.943
1,084.045
194.898
17.98
19.66
S
Legal & General
273.488
8/12/24
0.53
260.032
231.626
28.405
12.26
18.75
L
Lloyds Bank
68.857
8/12/24
-0.28
97.466
88.110
9.356
10.62
28.85
L
LSE Group
12,047.521
8/12/24
1.12
2,033.471
1,678.284
355.187
21.16
27.47
S
M&G
247.181
8/12/24
1.09
-na-
Melrose
590.011
8/12/24
0.19
268.680
253.165
15.515
6.13
15.65
Mondi
1,725.058
8/12/24
-0.42
1,106.801
1,262.447
-155.646
-12.33
1.33
S
National Grid
1,186.083
8/12/24
-0.04
950.418
877.786
72.633
8.27
6.08
L
NatWest
405.625
8/12/24
0.48
402.715
442.864
-40.148
-9.07
5.26
Next
11,567.463
8/12/24
0.23
7,485.756
5,962.542
1,523.214
25.55
32.42
Ocado
456.661
8/12/24
0.72
583.950
508.179
75.770
14.91
105.08
Pearson
1,254.091
8/12/24
-0.72
1,365.014
1,469.891
-104.877
-7.14
-6.87
Pershing Square
4,284.156
8/12/24
-0.79
-na-
L
Persimmon
1,912.353
8/12/24
0.03
1,515.335
1,264.817
250.518
19.81
14.89
Phoenix
652.200
8/12/24
0.47
675.884
661.809
14.075
2.13
9.01
Prudential
770.275
8/12/24
0.41
1,502.000
1,394.026
107.975
7.75
12.01
Reckitt Benckiser
5,067.281
8/12/24
5,657.656
5,180.180
477.475
9.22
4.03
RELX
4,280.519
8/12/24
0.57
1,083.162
989.806
93.356
9.43
15.58
L
Rentokil Initial
568.554
8/12/24
1.01
143.048
127.667
15.381
12.05
21.71
instrument
freshest
⇓ Δday
1/27/14
⇓ Δwk
10/07/13
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
651.230
8/12/24
0.04
299.430
280.109
19.321
6.90
18.16
Rio Tinto
5,991.029
8/12/24
0.56
3,806.522
3,556.188
250.334
7.04
4.15
Rolls-Royce
590.011
8/12/24
0.35
1,435.326
1,326.458
108.867
8.21
6.89
S
RS Group
914.050
8/12/24
-0.40
326.585
247.155
79.430
32.14
31.05
S
Sage Group
1,218.936
8/12/24
1.03
503.697
384.424
119.274
31.03
22.45
L
Schroders
408.777
8/12/24
-0.12
506.971
516.690
-9.720
-1.88
8.29
Scottish Mortgage
999.636
8/12/24
-0.17
248.030
221.432
26.598
12.01
18.34
L
Segro
1,072.372
8/12/24
-0.96
402.352
370.555
31.797
8.58
17.38
S
Severn Trent
3,047.642
8/12/24
-0.63
2,060.856
2,099.336
-38.480
-1.83
0.51
Shell
3,393.139
8/12/24
0.83
2,587.586
2,392.129
195.457
8.17
3.28
Smith and Nephew
1,401.382
8/12/24
-0.86
1,072.857
902.086
170.771
18.93
17.78
L
Smiths Group
2,112.983
8/12/24
0.52
1,737.180
1,606.212
130.969
8.15
10.45
Smurfit Kappa
3,707.116
8/12/24
0.07
2,169.960
2,018.729
151.231
7.49
31.92
S
Spirax-Sarco
9,352.649
8/12/24
0.72
3,541.435
3,576.031
-34.596
-0.97
3.02
L
SSE
2,276.640
8/12/24
0.86
1,586.859
1,716.453
-129.594
-7.55
-8.66
L
St. James´s Place
837.677
8/12/24
-1.22
908.595
732.575
176.020
24.03
32.69
Standard Chartered
875.258
8/12/24
0.92
1,580.192
1,711.119
-130.927
-7.65
-11.90
L
Taylor Wimpey
191.538
8/12/24
0.54
134.804
116.762
18.043
15.45
17.21
L
Tesco
404.291
8/12/24
0.91
498.436
543.540
-45.103
-8.30
-7.09
L
Unilever Plc
5,714.632
8/12/24
-0.34
2,950.661
2,811.759
138.902
4.94
-3.38
S
Unite
1,132.258
8/12/24
-1.11
513.638
443.338
70.300
15.86
21.66
S
United Utilities
1,198.691
8/12/24
-0.12
864.953
824.443
40.510
4.91
4.27
L
Vodafone
90.241
8/12/24
0.87
271.003
259.365
11.638
4.49
14.98
Weir Group
2,308.159
8/12/24
0.79
2,554.249
2,651.731
-97.482
-3.68
-1.81
S
Whitbread
3,411.323
8/12/24
-1.44
4,556.916
3,525.368
1,031.549
29.26
29.01
instrument
freshest
⇓ Δday
1/27/14
⇓ Δwk
10/07/13
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
836.708
8/12/24
1.68
1,542.005
1,494.784
47.221
3.16
11.35
FTSE - 92 out of 100 instruments rated - 1/27/14 / 10/07/13 - 66 did rise, Market-Ratio(16) in EUR = 71.74 %
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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