Assessment - FTSE 100 Index in Euro - 2/03/14 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
2/03/14
⇓ Δwk
10/14/13
prc diff
⇓ Δ16
∅-RS
FTSE
9,899.023
8/12/24
0.52
7,795.587
7,668.690
126.897
1.65
1.48
Ocado
454.184
8/12/24
0.72
631.179
517.323
113.856
22.01
113.83
L
JD Sports Fashion
145.105
8/12/24
-4.07
19.243
13.363
5.880
44.00
70.16
L
Hargreaves Lansdown
1,328.671
8/12/24
1,747.046
1,189.017
558.029
46.93
46.69
Int Cons Airlines
200.687
8/12/24
-0.06
499.638
403.724
95.914
23.76
42.92
Ass Brit Foods
2,935.857
8/12/24
-0.90
3,238.486
2,313.222
925.264
40.00
38.66
L
St. James´s Place
833.132
8/12/24
-1.22
916.928
737.686
179.242
24.30
32.62
Next
11,504.702
8/12/24
0.23
7,463.226
5,921.518
1,541.708
26.04
30.94
S
RS Group
909.091
8/12/24
-0.40
319.870
245.699
74.171
30.19
27.73
DS Smith
535.327
8/12/24
1.19
390.644
340.325
50.319
14.79
26.95
L
Lloyds Bank
68.483
8/12/24
-0.28
96.443
89.159
7.285
8.17
26.43
Ashtead
6,211.719
8/12/24
-0.43
947.673
741.221
206.452
27.85
26.14
S
Whitbread
3,392.814
8/12/24
-1.44
4,477.936
3,801.556
676.380
17.79
25.81
L
LSE Group
11,982.156
8/12/24
1.12
2,014.661
1,723.757
290.904
16.88
25.33
L
Barratt Developments
632.505
8/12/24
0.15
453.460
396.771
56.689
14.29
25.26
L
Frasers
1,010.972
8/12/24
-0.42
819.870
807.801
12.069
1.49
22.46
L
BT Group
170.605
8/12/24
8.43
463.950
416.568
47.381
11.37
22.35
L
Rentokil Initial
565.469
8/12/24
1.01
144.201
130.922
13.279
10.14
22.03
Smurfit Kappa
3,687.003
8/12/24
0.07
2,021.944
2,005.656
16.287
0.81
21.53
Johnson Matthey
1,901.374
8/12/24
0.06
3,891.970
3,519.915
372.055
10.57
21.40
Rightmove
647.697
8/12/24
0.04
309.742
283.879
25.863
9.11
21.20
L
AstraZeneca
15,408.729
8/12/24
0.63
4,668.435
3,755.008
913.427
24.33
20.59
Aviva
583.796
8/12/24
0.35
526.525
501.414
25.111
5.01
20.06
S
Sage Group
1,212.322
8/12/24
1.03
493.730
381.452
112.279
29.43
19.42
Berkeley
6,112.853
8/12/24
1.00
3,070.895
2,653.783
417.112
15.72
19.41
⇓ instrument
freshest
⇓ Δday
2/03/14
⇓ Δwk
10/14/13
prc diff
⇓ Δ16
∅-RS
L
Segro
1,066.554
8/12/24
-0.96
407.524
377.681
29.843
7.90
18.14
Scottish Mortgage
994.213
8/12/24
-0.17
248.131
222.955
25.176
11.29
17.86
L
Persimmon
1,901.977
8/12/24
0.03
1,567.398
1,408.202
159.196
11.30
17.85
S
Entain
699.783
8/12/24
3.98
425.006
380.038
44.968
11.83
17.60
S
Legal & General
272.004
8/12/24
0.53
258.380
234.033
24.347
10.40
17.10
Smith and Nephew
1,393.779
8/12/24
-0.86
1,068.242
926.231
142.011
15.33
16.77
L
Taylor Wimpey
190.499
8/12/24
0.54
134.193
129.154
5.039
3.90
15.56
Land Securities
742.103
8/12/24
-0.73
1,239.450
1,122.437
117.013
10.42
15.31
S
Unite
1,126.115
8/12/24
-1.11
489.028
456.045
32.983
7.23
14.87
Beazley
882.566
8/12/24
1.24
304.196
255.715
48.480
18.96
14.74
Admiral Group
3,252.954
8/12/24
0.86
1,731.372
1,448.268
283.104
19.55
13.96
RELX
4,257.294
8/12/24
0.57
1,071.859
990.455
81.404
8.22
13.74
L
British Land
476.248
8/12/24
-0.40
794.550
702.922
91.628
13.04
13.61
L
Vodafone
89.752
8/12/24
0.87
267.784
261.077
6.707
2.57
12.95
Melrose
586.810
8/12/24
0.19
262.795
254.558
8.237
3.24
12.49
L
Halma
3,046.781
8/12/24
0.04
710.152
629.272
80.880
12.85
12.00
CRH (L)
7,735.713
8/12/24
-1.35
1,886.906
1,814.754
72.152
3.98
10.84
WPP Group
832.168
8/12/24
1.68
1,525.199
1,463.587
61.612
4.21
9.46
DCC
6,191.223
8/12/24
-0.29
3,343.381
3,026.161
317.220
10.48
8.94
L
3i Group
3,638.775
8/12/24
0.23
447.673
419.868
27.805
6.62
8.88
Phoenix
648.662
8/12/24
0.47
673.140
675.933
-2.794
-0.41
7.96
L
Smiths Group
2,101.519
8/12/24
0.52
1,701.230
1,645.063
56.167
3.41
7.81
Kingfisher
327.224
8/12/24
0.18
439.595
440.490
-0.895
-0.20
7.81
Prudential
766.096
8/12/24
0.41
1,451.652
1,394.061
57.591
4.13
7.62
S
Bunzl
3,860.622
8/12/24
0.50
1,677.116
1,566.109
111.007
7.09
7.10
⇓ instrument
freshest
⇓ Δday
2/03/14
⇓ Δwk
10/14/13
prc diff
⇓ Δ16
∅-RS
Compass Group
2,838.196
8/12/24
0.90
1,093.562
1,015.791
77.771
7.66
6.94
Rio Tinto
5,958.524
8/12/24
0.56
3,881.119
3,634.221
246.898
6.79
6.34
S
National Grid
1,179.648
8/12/24
-0.04
954.907
884.398
70.509
7.97
6.28
InterContinental Hot
8,714.734
8/12/24
-0.61
2,371.594
2,130.568
241.026
11.31
5.65
BAE Systems
1,571.618
8/12/24
2.04
510.972
522.979
-12.007
-2.30
5.64
Hiscox
1,433.566
8/12/24
1.89
969.079
994.548
-25.469
-2.56
5.45
L
Schroders
406.559
8/12/24
-0.12
495.611
530.874
-35.263
-6.64
5.29
BP
530.022
8/12/24
1.35
571.015
522.508
48.508
9.28
5.18
L
NatWest
403.424
8/12/24
0.48
401.857
438.016
-36.159
-8.26
5.16
S
United Utilities
1,192.187
8/12/24
-0.12
871.112
824.299
46.813
5.68
5.03
Rolls-Royce
586.810
8/12/24
0.35
1,404.630
1,325.713
78.917
5.95
4.04
S
Spirax-Sarco
9,301.905
8/12/24
0.72
3,584.748
3,543.967
40.781
1.15
3.89
S
Severn Trent
3,031.107
8/12/24
-0.63
2,124.427
2,130.568
-6.141
-0.29
3.47
Reckitt Benckiser
5,039.788
8/12/24
5,624.548
5,119.020
505.528
9.88
3.16
L
Abrdn
184.410
8/12/24
2.51
435.254
419.986
15.269
3.64
2.42
F&C Investment Trust
1,237.039
8/12/24
441.283
433.655
7.627
1.76
2.22
Shell
3,374.729
8/12/24
0.83
2,525.922
2,382.748
143.174
6.01
0.89
Mondi
1,715.698
8/12/24
-0.42
1,105.619
1,256.187
-150.568
-11.99
0.67
Informa
973.957
8/12/24
1.03
613.094
618.666
-5.572
-0.90
0.19
L
Imperial Brands
2,572.944
8/12/24
0.38
2,699.542
2,605.468
94.074
3.61
0.03
GSK
1,895.346
8/12/24
0.42
1,908.681
1,861.937
46.744
2.51
-0.18
Glencore
494.635
8/12/24
1.27
379.672
390.290
-10.618
-2.72
-0.26
Barclays
265.373
8/12/24
0.85
320.352
326.243
-5.891
-1.81
-0.50
S
Burberry Group
809.019
8/12/24
-2.02
1,696.407
1,867.782
-171.375
-9.18
-1.20
S
Croda
4,616.590
8/12/24
-0.05
2,914.155
2,957.813
-43.658
-1.48
-1.72
⇓ instrument
freshest
⇓ Δday
2/03/14
⇓ Δwk
10/14/13
prc diff
⇓ Δ16
∅-RS
Weir Group
2,295.635
8/12/24
0.79
2,559.682
2,764.553
-204.872
-7.41
-1.74
Antofagasta
2,266.096
8/12/24
1.79
1,022.426
1,021.683
0.743
0.07
-2.71
S
Flutter
17,705.570
8/12/24
-1.28
7,036.412
6,712.232
324.180
4.83
-4.03
L
Anglo American
2,691.705
8/12/24
0.29
1,684.350
1,795.310
-110.960
-6.18
-4.90
J Sainsbury
325.054
8/12/24
0.67
416.566
459.581
-43.014
-9.36
-6.26
L
Experian
4,248.855
8/12/24
1.18
1,269.592
1,388.169
-118.576
-8.54
-7.22
S
Diageo
2,955.751
8/12/24
1.03
2,161.201
2,302.027
-140.826
-6.12
-7.46
L
SSE
2,264.287
8/12/24
0.86
1,605.980
1,699.269
-93.289
-5.49
-7.50
L
Unilever Plc
5,683.627
8/12/24
-0.34
2,820.111
2,808.155
11.956
0.43
-7.63
L
HSBC
776.344
8/12/24
0.22
749.337
812.868
-63.531
-7.82
-8.72
Pearson
1,247.287
8/12/24
-0.72
1,334.700
1,539.005
-204.306
-13.28
-8.91
L
Tesco
402.098
8/12/24
0.91
487.099
539.665
-52.566
-9.74
-9.09
Intertek
5,642.633
8/12/24
0.60
3,415.722
3,848.692
-432.970
-11.25
-9.16
Centrica
153.484
8/12/24
3.29
378.346
422.696
-44.350
-10.49
-11.39
L
BAT
3,377.140
8/12/24
3,516.397
3,808.626
-292.229
-7.67
-12.09
Standard Chartered
870.509
8/12/24
0.92
1,479.986
1,731.676
-251.690
-14.53
-17.14
Fresnillo
651.073
8/12/24
0.93
942.850
1,104.172
-161.321
-14.61
-22.24
L
Airtel Africa
132.626
8/12/24
-0.63
-na-
L
Auto Trader
961.900
8/12/24
0.81
-na-
S
B&M
536.050
8/12/24
-2.22
-na-
L
Coca-Cola HBC
3,265.011
8/12/24
0.89
1,911.020
2,037.474
-126.454
-6.21
-na-
ConvaTec
279.238
8/12/24
-0.17
-na-
Endeavour Mining
1,889.318
8/12/24
1.89
-na-
Haleon
449.964
8/12/24
-1.01
-na-
S
M&G
245.840
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
2/03/14
⇓ Δwk
10/14/13
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,260.911
8/12/24
-0.79
-na-
FTSE - 92 out of 100 instruments rated - 2/03/14 / 10/14/13 - 64 did rise, Market-Ratio(16) in EUR = 69.57 %
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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