Assessment - FTSE 100 Index in Euro - 2/10/14 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
2/10/14
⇓ Δwk
10/21/13
prc diff
⇓ Δ16
∅-RS
FTSE
9,868.089
8/12/24
0.52
7,922.536
7,853.417
69.119
0.88
2.98
Ocado
452.764
8/12/24
0.72
673.077
525.788
147.289
28.01
119.15
L
JD Sports Fashion
144.651
8/12/24
-4.07
17.788
13.986
3.803
27.19
55.08
Int Cons Airlines
200.060
8/12/24
-0.06
509.014
430.072
78.942
18.36
43.52
Ass Brit Foods
2,926.683
8/12/24
-0.90
3,377.404
2,446.595
930.809
38.05
43.39
S
Whitbread
3,382.211
8/12/24
-1.44
4,771.635
3,979.700
791.934
19.90
33.08
L
St. James´s Place
830.529
8/12/24
-1.22
929.087
777.175
151.912
19.55
32.95
L
Barratt Developments
630.529
8/12/24
0.15
484.736
409.536
75.199
18.36
32.23
DS Smith
533.654
8/12/24
1.19
408.413
363.272
45.142
12.43
31.65
L
LSE Group
11,944.711
8/12/24
1.12
2,113.546
1,790.546
322.999
18.04
30.32
Next
11,468.750
8/12/24
0.23
7,493.990
6,125.339
1,368.651
22.34
30.35
L
Hargreaves Lansdown
1,324.519
8/12/24
1,567.308
1,347.811
219.497
16.29
29.55
L
Lloyds Bank
68.269
8/12/24
-0.28
99.603
90.759
8.844
9.75
29.27
Smurfit Kappa
3,675.481
8/12/24
0.07
2,161.058
2,197.569
-36.511
-1.66
28.31
S
Entain
697.596
8/12/24
3.98
465.745
375.310
90.435
24.10
28.06
Ashtead
6,192.308
8/12/24
-0.43
971.755
785.436
186.319
23.72
27.82
Rightmove
645.673
8/12/24
0.04
322.957
310.870
12.087
3.89
25.20
Beazley
879.808
8/12/24
1.24
332.812
264.251
68.561
25.95
24.66
L
Persimmon
1,896.034
8/12/24
0.03
1,674.279
1,475.274
199.004
13.49
24.62
Aviva
581.971
8/12/24
0.35
547.957
520.241
27.716
5.33
24.35
L
BT Group
170.072
8/12/24
8.43
471.154
433.613
37.541
8.66
23.20
S
RS Group
906.250
8/12/24
-0.40
308.774
246.076
62.698
25.48
22.68
L
Rentokil Initial
563.702
8/12/24
1.01
145.793
130.768
15.025
11.49
22.61
S
Unite
1,122.596
8/12/24
-1.11
522.837
475.628
47.208
9.93
21.79
L
Segro
1,063.221
8/12/24
-0.96
422.716
394.193
28.523
7.24
21.70
⇓ instrument
freshest
⇓ Δday
2/10/14
⇓ Δwk
10/21/13
prc diff
⇓ Δ16
∅-RS
S
Sage Group
1,208.534
8/12/24
1.03
504.808
392.423
112.385
28.64
21.48
L
Frasers
1,007.812
8/12/24
-0.42
823.317
849.758
-26.441
-3.11
21.58
L
Taylor Wimpey
189.904
8/12/24
0.54
142.548
133.365
9.183
6.89
21.48
Scottish Mortgage
991.106
8/12/24
-0.17
256.971
234.628
22.344
9.52
21.41
Berkeley
6,093.750
8/12/24
1.00
3,135.817
2,801.841
333.976
11.92
21.03
L
AstraZeneca
15,360.577
8/12/24
0.63
4,705.529
3,747.197
958.332
25.57
20.90
S
Legal & General
271.154
8/12/24
0.53
268.389
244.305
24.084
9.86
20.61
Smith and Nephew
1,389.423
8/12/24
-0.86
1,102.163
941.225
160.938
17.10
19.91
Johnson Matthey
1,895.433
8/12/24
0.06
3,819.711
3,537.118
282.594
7.99
18.19
Land Securities
739.784
8/12/24
-0.73
1,259.615
1,154.845
104.771
9.07
16.51
L
British Land
474.760
8/12/24
-0.40
807.692
712.262
95.430
13.40
15.04
CRH (L)
7,711.538
8/12/24
-1.35
1,962.740
1,813.997
148.743
8.20
14.79
L
3i Group
3,627.404
8/12/24
0.23
469.832
437.271
32.560
7.45
13.33
Prudential
763.702
8/12/24
0.41
1,536.058
1,471.734
64.324
4.37
13.17
RELX
4,243.990
8/12/24
0.57
1,064.904
1,020.300
44.604
4.37
12.36
WPP Group
829.567
8/12/24
1.68
1,570.913
1,542.547
28.367
1.84
12.08
L
Halma
3,037.260
8/12/24
0.04
713.341
649.711
63.630
9.79
11.89
Admiral Group
3,242.788
8/12/24
0.86
1,705.529
1,437.507
268.021
18.64
11.81
L
Vodafone
89.471
8/12/24
0.87
266.827
268.972
-2.145
-0.80
11.85
Rio Tinto
5,939.904
8/12/24
0.56
4,064.904
3,826.272
238.632
6.24
11.51
Hiscox
1,429.087
8/12/24
1.89
1,021.297
1,033.747
-12.450
-1.20
10.67
L
Schroders
405.288
8/12/24
-0.12
517.560
523.864
-6.304
-1.20
9.30
DCC
6,171.875
8/12/24
-0.29
3,353.365
3,227.900
125.465
3.89
8.92
Phoenix
646.635
8/12/24
0.47
675.631
685.997
-10.366
-1.51
7.95
S
United Utilities
1,188.462
8/12/24
-0.12
887.620
835.005
52.615
6.30
6.94
⇓ instrument
freshest
⇓ Δday
2/10/14
⇓ Δwk
10/21/13
prc diff
⇓ Δ16
∅-RS
L
Abrdn
183.834
8/12/24
2.51
455.168
430.898
24.270
5.63
6.86
Kingfisher
326.202
8/12/24
0.18
438.822
445.533
-6.711
-1.51
6.86
S
National Grid
1,175.962
8/12/24
-0.04
962.139
904.048
58.091
6.43
6.70
BP
528.365
8/12/24
1.35
579.387
530.568
48.819
9.20
6.58
BAE Systems
1,566.707
8/12/24
2.04
517.788
535.702
-17.913
-3.34
6.38
L
NatWest
402.163
8/12/24
0.48
405.769
416.736
-10.966
-2.63
6.06
S
Bunzl
3,848.558
8/12/24
0.50
1,667.067
1,606.279
60.788
3.78
5.91
Rolls-Royce
584.976
8/12/24
0.35
1,429.087
1,325.387
103.700
7.82
5.36
Mondi
1,710.337
8/12/24
-0.42
1,162.260
1,310.044
-147.784
-11.28
5.29
L
Smiths Group
2,094.952
8/12/24
0.52
1,665.865
1,691.255
-25.389
-1.50
5.15
Reckitt Benckiser
5,024.038
8/12/24
5,740.384
5,310.988
429.397
8.09
4.95
S
Burberry Group
806.490
8/12/24
-2.02
1,795.673
1,829.340
-33.667
-1.84
4.46
F&C Investment Trust
1,233.173
8/12/24
451.683
443.645
8.038
1.81
4.39
InterContinental Hot
8,687.500
8/12/24
-0.61
2,344.952
2,194.028
150.924
6.88
4.30
Compass Group
2,829.327
8/12/24
0.90
1,070.913
1,053.936
16.977
1.61
4.29
Glencore
493.089
8/12/24
1.27
391.887
398.855
-6.968
-1.75
3.24
Informa
970.913
8/12/24
1.03
632.812
653.842
-21.029
-3.22
3.21
S
Severn Trent
3,021.635
8/12/24
-0.63
2,123.798
2,181.046
-57.248
-2.62
3.17
Antofagasta
2,259.014
8/12/24
1.79
1,078.726
1,051.576
27.150
2.58
3.08
Barclays
264.543
8/12/24
0.85
330.529
324.265
6.264
1.93
2.59
L
Anglo American
2,683.293
8/12/24
0.29
1,804.087
1,813.407
-9.321
-0.51
2.35
S
Spirax-Sarco
9,272.836
8/12/24
0.72
3,547.368
3,670.565
-123.198
-3.36
2.32
GSK
1,889.423
8/12/24
0.42
1,946.310
1,885.011
61.299
3.25
1.51
Weir Group
2,288.461
8/12/24
0.79
2,649.038
2,746.371
-97.332
-3.54
1.47
Shell
3,364.183
8/12/24
0.83
2,530.649
2,455.447
75.202
3.06
1.08
⇓ instrument
freshest
⇓ Δday
2/10/14
⇓ Δwk
10/21/13
prc diff
⇓ Δ16
∅-RS
L
Imperial Brands
2,564.904
8/12/24
0.38
2,694.711
2,690.901
3.811
0.14
-0.15
S
Croda
4,602.163
8/12/24
-0.05
2,914.663
3,021.362
-106.699
-3.53
-1.77
S
Flutter
17,650.240
8/12/24
-1.28
7,049.279
6,774.460
274.819
4.06
-3.85
J Sainsbury
324.038
8/12/24
0.67
428.125
468.901
-40.776
-8.70
-3.85
S
Diageo
2,946.514
8/12/24
1.03
2,198.317
2,371.061
-172.744
-7.29
-5.86
L
Experian
4,235.577
8/12/24
1.18
1,284.856
1,444.589
-159.733
-11.06
-6.13
L
Unilever Plc
5,665.865
8/12/24
-0.34
2,854.567
2,910.421
-55.854
-1.92
-6.43
L
SSE
2,257.211
8/12/24
0.86
1,623.798
1,713.679
-89.881
-5.24
-6.45
Melrose
584.976
8/12/24
0.19
219.984
262.766
-42.782
-16.28
-6.38
Intertek
5,625.000
8/12/24
0.60
3,467.548
3,865.219
-397.671
-10.29
-7.67
L
Tesco
400.841
8/12/24
0.91
492.812
556.414
-63.602
-11.43
-7.90
L
HSBC
773.918
8/12/24
0.22
750.120
809.277
-59.156
-7.31
-8.47
Pearson
1,243.389
8/12/24
-0.72
1,338.942
1,589.756
-250.813
-15.78
-8.57
L
BAT
3,366.586
8/12/24
3,565.505
3,937.212
-371.708
-9.44
-10.73
Centrica
153.005
8/12/24
3.29
371.274
428.420
-57.146
-13.34
-12.94
Fresnillo
649.038
8/12/24
0.93
1,036.659
1,154.255
-117.596
-10.19
-13.43
Standard Chartered
867.788
8/12/24
0.92
1,492.187
1,765.018
-272.831
-15.46
-16.04
L
Airtel Africa
132.212
8/12/24
-0.63
-na-
L
Auto Trader
958.894
8/12/24
0.81
-na-
S
B&M
534.375
8/12/24
-2.22
-na-
L
Coca-Cola HBC
3,254.808
8/12/24
0.89
1,924.279
2,081.907
-157.628
-7.57
-na-
ConvaTec
278.365
8/12/24
-0.17
-na-
Endeavour Mining
1,883.413
8/12/24
1.89
-na-
Haleon
448.558
8/12/24
-1.01
-na-
S
M&G
245.072
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
2/10/14
⇓ Δwk
10/21/13
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,247.596
8/12/24
-0.79
-na-
FTSE - 92 out of 100 instruments rated - 2/10/14 / 10/21/13 - 58 did rise, Market-Ratio(16) in EUR = 63.04 %
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
write an annotation