Assessment - FTSE 100 Index in Euro - 3/31/14 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
3/31/14
⇓ Δwk
12/09/13
prc diff
⇓ Δ16
∅-RS
FTSE
9,933.757
8/12/24
0.52
7,983.509
7,843.453
140.056
1.79
2.70
L
JD Sports Fashion
145.614
8/12/24
-4.07
19.359
16.310
3.049
18.69
54.35
Ocado
455.777
8/12/24
0.72
557.290
471.242
86.047
18.26
45.89
Ashtead
6,233.515
8/12/24
-0.43
1,150.635
853.163
297.472
34.87
40.89
L
Frasers
1,014.519
8/12/24
-0.42
1,030.853
897.405
133.448
14.87
39.06
L
Hargreaves Lansdown
1,333.333
8/12/24
1,764.065
1,468.373
295.693
20.14
36.66
Ass Brit Foods
2,946.159
8/12/24
-0.90
3,364.791
2,708.358
656.433
24.24
34.70
L
St. James´s Place
836.056
8/12/24
-1.22
998.185
769.461
228.724
29.73
32.99
S
RS Group
912.281
8/12/24
-0.40
342.408
249.312
93.095
37.34
31.57
S
Whitbread
3,404.719
8/12/24
-1.44
5,035.693
4,214.995
820.698
19.47
31.21
Int Cons Airlines
201.391
8/12/24
-0.06
504.779
437.762
67.018
15.31
30.84
Next
11,545.070
8/12/24
0.23
7,985.481
6,516.800
1,468.681
22.54
30.29
L
LSE Group
12,024.198
8/12/24
1.12
2,195.596
1,782.148
413.448
23.20
28.06
L
Barratt Developments
634.725
8/12/24
0.15
499.093
404.759
94.334
23.31
25.09
Aviva
585.844
8/12/24
0.35
577.132
512.854
64.278
12.53
24.65
DCC
6,212.946
8/12/24
-0.29
3,944.344
3,454.502
489.842
14.18
23.86
DS Smith
537.205
8/12/24
1.19
392.619
373.311
19.308
5.17
20.09
L
Rentokil Initial
567.453
8/12/24
1.01
148.820
131.293
17.528
13.35
19.72
S
Bunzl
3,874.168
8/12/24
0.50
1,931.034
1,633.385
297.649
18.22
18.96
S
Sage Group
1,216.576
8/12/24
1.03
505.868
444.577
61.291
13.79
17.84
Smurfit Kappa
3,699.940
8/12/24
0.07
2,127.042
1,888.078
238.963
12.66
17.81
Kingfisher
328.373
8/12/24
0.18
509.861
436.925
72.936
16.69
17.61
S
Entain
702.238
8/12/24
3.98
451.906
430.468
21.438
4.98
16.70
Berkeley
6,134.301
8/12/24
1.00
3,169.994
3,064.690
105.304
3.44
16.46
Weir Group
2,303.690
8/12/24
0.79
3,068.361
2,477.580
590.781
23.85
16.08
⇓ instrument
freshest
⇓ Δday
3/31/14
⇓ Δwk
12/09/13
prc diff
⇓ Δ16
∅-RS
Johnson Matthey
1,908.046
8/12/24
0.06
3,957.653
3,765.395
192.258
5.11
16.15
Rightmove
649.970
8/12/24
0.04
319.177
297.142
22.035
7.42
16.02
CRH (L)
7,762.855
8/12/24
-1.35
2,026.618
1,757.742
268.876
15.30
15.81
L
AstraZeneca
15,462.795
8/12/24
0.63
4,690.260
4,154.610
535.651
12.89
15.73
S
Unite
1,130.067
8/12/24
-1.11
525.106
477.699
47.406
9.92
15.63
Beazley
885.662
8/12/24
1.24
319.419
294.751
24.669
8.37
15.27
Smith and Nephew
1,398.669
8/12/24
-0.86
1,099.819
1,016.382
83.437
8.21
15.12
Scottish Mortgage
997.701
8/12/24
-0.17
252.632
239.149
13.483
5.64
15.09
L
Taylor Wimpey
191.168
8/12/24
0.54
142.529
129.379
13.149
10.16
14.26
L
Persimmon
1,908.651
8/12/24
0.03
1,628.554
1,414.564
213.990
15.13
13.87
L
BT Group
171.204
8/12/24
8.43
459.165
443.860
15.305
3.45
13.35
S
United Utilities
1,196.370
8/12/24
-0.12
953.418
773.048
180.370
23.33
13.23
RELX
4,272.232
8/12/24
0.57
1,108.288
1,039.101
69.187
6.66
12.75
L
3i Group
3,651.543
8/12/24
0.23
481.428
442.664
38.764
8.76
11.43
Mondi
1,721.718
8/12/24
-0.42
1,269.208
1,153.294
115.913
10.05
11.21
Admiral Group
3,264.368
8/12/24
0.86
1,727.768
1,452.828
274.940
18.92
11.03
Rio Tinto
5,979.431
8/12/24
0.56
4,038.113
3,934.593
103.520
2.63
10.63
L
Segro
1,070.296
8/12/24
-0.96
401.694
396.508
5.185
1.31
10.37
Land Securities
744.707
8/12/24
-0.73
1,235.330
1,132.967
102.363
9.03
10.00
L
British Land
477.919
8/12/24
-0.40
791.289
722.827
68.462
9.47
9.53
L
Lloyds Bank
68.724
8/12/24
-0.28
90.321
93.507
-3.186
-3.41
9.35
L
Schroders
407.985
8/12/24
-0.12
534.374
496.198
38.176
7.69
8.48
Prudential
768.784
8/12/24
0.41
1,534.785
1,513.811
20.974
1.39
8.21
S
National Grid
1,183.787
8/12/24
-0.04
994.555
897.405
97.150
10.83
7.86
L
Imperial Brands
2,581.972
8/12/24
0.38
2,931.639
2,720.316
211.324
7.77
7.84
⇓ instrument
freshest
⇓ Δday
3/31/14
⇓ Δwk
12/09/13
prc diff
⇓ Δ16
∅-RS
L
Anglo American
2,701.149
8/12/24
0.29
1,846.945
1,583.762
263.183
16.62
7.34
L
Vodafone
90.067
8/12/24
0.87
266.546
279.146
-12.601
-4.51
7.01
Reckitt Benckiser
5,057.471
8/12/24
5,912.886
5,716.848
196.038
3.43
6.55
L
Halma
3,057.471
8/12/24
0.04
696.915
682.769
14.145
2.07
6.35
L
Abrdn
185.057
8/12/24
2.51
456.745
407.988
48.758
11.95
5.98
Compass Group
2,848.155
8/12/24
0.90
1,107.078
1,101.877
5.201
0.47
5.47
Shell
3,386.570
8/12/24
0.83
2,650.938
2,478.178
172.760
6.97
5.39
S
Legal & General
272.958
8/12/24
0.53
247.671
246.921
0.750
0.30
5.45
BP
531.881
8/12/24
1.35
580.762
570.130
10.632
1.86
5.27
S
Severn Trent
3,041.742
8/12/24
-0.63
2,205.687
1,990.912
214.774
10.79
4.94
S
Croda
4,632.789
8/12/24
-0.05
3,080.460
2,752.601
327.859
11.91
4.17
Informa
977.374
8/12/24
1.03
639.443
651.680
-12.237
-1.88
3.44
WPP Group
835.088
8/12/24
1.68
1,496.673
1,575.989
-79.317
-5.03
3.47
InterContinental Hot
8,745.312
8/12/24
-0.61
2,331.518
2,271.912
59.607
2.62
3.35
F&C Investment Trust
1,241.379
8/12/24
449.849
447.806
2.043
0.46
2.64
L
Unilever Plc
5,703.569
8/12/24
-0.34
3,098.609
2,959.464
139.144
4.70
2.46
S
Spirax-Sarco
9,334.543
8/12/24
0.72
3,626.183
3,573.765
52.417
1.47
2.38
L
SSE
2,272.232
8/12/24
0.86
1,777.374
1,554.466
222.908
14.34
2.19
L
BAT
3,388.990
8/12/24
4,035.693
3,804.257
231.436
6.08
1.74
BAE Systems
1,577.132
8/12/24
2.04
501.149
497.788
3.362
0.68
0.24
Intertek
5,662.432
8/12/24
0.60
3,716.878
3,535.812
181.066
5.12
0.06
Glencore
496.370
8/12/24
1.27
373.624
368.169
5.454
1.48
-0.05
Hiscox
1,438.596
8/12/24
1.89
937.689
1,016.046
-78.357
-7.71
-0.33
GSK
1,901.996
8/12/24
0.42
1,939.758
1,926.665
13.093
0.68
-0.86
Antofagasta
2,274.047
8/12/24
1.79
1,010.889
910.558
100.331
11.02
-1.38
⇓ instrument
freshest
⇓ Δday
3/31/14
⇓ Δwk
12/09/13
prc diff
⇓ Δ16
∅-RS
L
NatWest
404.840
8/12/24
0.48
376.286
402.726
-26.441
-6.57
-2.57
S
Diageo
2,966.122
8/12/24
1.03
2,251.664
2,301.806
-50.142
-2.18
-3.18
S
Burberry Group
811.857
8/12/24
-2.02
1,687.840
1,788.832
-100.991
-5.65
-3.23
S
Flutter
17,767.695
8/12/24
-1.28
6,993.345
6,955.638
37.708
0.54
-3.94
L
Experian
4,263.763
8/12/24
1.18
1,307.925
1,330.862
-22.937
-1.72
-4.29
L
Smiths Group
2,108.893
8/12/24
0.52
1,539.020
1,647.734
-108.714
-6.60
-4.23
Phoenix
650.938
8/12/24
0.47
610.264
624.604
-14.340
-2.30
-4.77
Rolls-Royce
588.869
8/12/24
0.35
1,299.456
1,442.066
-142.611
-9.89
-4.84
Centrica
154.023
8/12/24
3.29
398.911
391.606
7.305
1.87
-5.72
Melrose
588.869
8/12/24
0.19
218.868
248.918
-30.050
-12.07
-7.53
L
HSBC
779.068
8/12/24
0.22
735.027
786.440
-51.413
-6.54
-8.93
Fresnillo
653.358
8/12/24
0.93
1,020.569
887.241
133.327
15.03
-10.30
Standard Chartered
873.563
8/12/24
0.92
1,516.636
1,571.206
-54.570
-3.47
-11.14
Pearson
1,251.664
8/12/24
-0.72
1,286.146
1,537.726
-251.579
-16.36
-11.11
Barclays
266.304
8/12/24
0.85
282.396
317.888
-35.493
-11.17
-11.29
L
Tesco
403.509
8/12/24
0.91
452.716
505.345
-52.629
-10.41
-13.90
J Sainsbury
326.195
8/12/24
0.67
382.456
461.676
-79.220
-17.16
-14.03
L
Airtel Africa
133.091
8/12/24
-0.63
-na-
L
Auto Trader
965.275
8/12/24
0.81
-na-
S
B&M
537.931
8/12/24
-2.22
-na-
L
Coca-Cola HBC
3,276.467
8/12/24
0.89
1,807.623
2,019.610
-211.988
-10.50
-na-
ConvaTec
280.218
8/12/24
-0.17
-na-
Endeavour Mining
1,895.947
8/12/24
1.89
-na-
Haleon
451.543
8/12/24
-1.01
-na-
S
M&G
246.703
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
3/31/14
⇓ Δwk
12/09/13
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,275.862
8/12/24
-0.79
-na-
FTSE - 92 out of 100 instruments rated - 3/31/14 / 12/09/13 - 72 did rise, Market-Ratio(16) in EUR = 78.26 %
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