Assessment - FTSE 100 Index in Euro - 4/07/14 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
4/07/14
⇓ Δwk
12/16/13
prc diff
⇓ Δ16
∅-RS
FTSE
9,922.951
8/12/24
0.52
8,004.399
7,724.065
280.335
3.63
2.85
L
JD Sports Fashion
145.456
8/12/24
-4.07
19.640
16.829
2.811
16.71
53.98
L
Frasers
1,013.415
8/12/24
-0.42
1,079.889
831.952
247.937
29.80
43.53
Ashtead
6,226.734
8/12/24
-0.43
1,151.196
893.534
257.663
28.84
39.82
Int Cons Airlines
201.172
8/12/24
-0.06
519.821
452.392
67.429
14.90
33.49
Ass Brit Foods
2,942.954
8/12/24
-0.90
3,327.290
2,726.196
601.094
22.05
32.31
S
RS Group
911.288
8/12/24
-0.40
341.673
246.921
94.752
38.37
30.55
L
St. James´s Place
835.146
8/12/24
-1.22
985.618
787.541
198.076
25.15
30.08
S
Whitbread
3,401.015
8/12/24
-1.44
5,033.841
4,191.142
842.699
20.11
29.91
Ocado
455.282
8/12/24
0.72
510.031
512.909
-2.877
-0.56
30.09
Next
11,532.511
8/12/24
0.23
7,994.924
6,448.366
1,546.558
23.98
29.43
Aviva
585.207
8/12/24
0.35
593.788
497.868
95.919
19.27
27.03
DCC
6,206.188
8/12/24
-0.29
4,063.331
3,418.996
644.335
18.85
26.68
L
Hargreaves Lansdown
1,331.883
8/12/24
1,649.746
1,537.186
112.560
7.32
26.52
L
LSE Group
12,011.119
8/12/24
1.12
2,153.130
1,759.604
393.526
22.36
24.62
CRH (L)
7,754.411
8/12/24
-1.35
2,127.145
1,761.014
366.131
20.79
21.24
S
Bunzl
3,869.954
8/12/24
0.50
1,961.566
1,626.007
335.560
20.64
20.37
L
Rentokil Initial
566.836
8/12/24
1.01
149.988
130.862
19.126
14.62
20.17
Smurfit Kappa
3,695.915
8/12/24
0.07
2,171.864
1,918.522
253.342
13.21
19.50
Kingfisher
328.015
8/12/24
0.18
519.459
438.892
80.567
18.36
18.89
S
Entain
701.474
8/12/24
3.98
458.061
412.719
45.342
10.99
17.53
L
Barratt Developments
634.034
8/12/24
0.15
470.631
389.863
80.768
20.72
17.04
L
AstraZeneca
15,445.975
8/12/24
0.63
4,674.281
4,201.208
473.073
11.26
14.99
Weir Group
2,301.184
8/12/24
0.79
3,042.059
2,453.813
588.246
23.97
14.80
Smith and Nephew
1,397.148
8/12/24
-0.86
1,100.435
996.566
103.869
10.42
14.78
⇓ instrument
freshest
⇓ Δday
4/07/14
⇓ Δwk
12/16/13
prc diff
⇓ Δ16
∅-RS
DS Smith
536.621
8/12/24
1.19
378.052
386.073
-8.021
-2.08
14.67
S
Unite
1,128.837
8/12/24
-1.11
519.821
481.644
38.177
7.93
13.77
S
Sage Group
1,215.253
8/12/24
1.03
487.310
444.102
43.207
9.73
13.06
Johnson Matthey
1,905.970
8/12/24
0.06
3,878.414
3,784.936
93.478
2.47
12.96
S
United Utilities
1,195.069
8/12/24
-0.12
952.381
785.173
167.208
21.30
12.85
Beazley
884.699
8/12/24
1.24
314.116
297.016
17.101
5.76
12.89
Scottish Mortgage
996.616
8/12/24
-0.17
247.522
238.039
9.484
3.98
12.21
L
Segro
1,069.132
8/12/24
-0.96
410.684
382.520
28.164
7.36
12.19
RELX
4,267.585
8/12/24
0.57
1,105.269
1,017.290
87.979
8.65
12.11
Prudential
767.948
8/12/24
0.41
1,593.546
1,514.685
78.861
5.21
11.97
L
BT Group
171.018
8/12/24
8.43
453.227
440.550
12.677
2.88
11.17
L
British Land
477.399
8/12/24
-0.40
804.931
708.195
96.736
13.66
11.00
S
Legal & General
272.661
8/12/24
0.53
261.542
247.631
13.911
5.62
10.97
L
Schroders
407.542
8/12/24
-0.12
548.586
493.250
55.336
11.22
10.89
Mondi
1,719.845
8/12/24
-0.42
1,265.410
1,119.730
145.680
13.01
10.53
Rio Tinto
5,972.927
8/12/24
0.56
4,040.972
3,811.582
229.389
6.02
10.51
L
Abrdn
184.856
8/12/24
2.51
474.740
404.784
69.956
17.28
10.07
Berkeley
6,127.629
8/12/24
1.00
3,002.175
3,009.237
-7.062
-0.23
9.78
Land Securities
743.897
8/12/24
-0.73
1,237.612
1,103.150
134.462
12.19
9.74
L
Taylor Wimpey
190.960
8/12/24
0.54
137.298
125.059
12.238
9.79
9.53
L
Anglo American
2,698.211
8/12/24
0.29
1,878.173
1,531.857
346.316
22.61
9.29
L
Lloyds Bank
68.649
8/12/24
-0.28
91.105
90.751
0.354
0.39
9.25
L
3i Group
3,647.571
8/12/24
0.23
473.652
435.694
37.958
8.71
9.10
Admiral Group
3,260.817
8/12/24
0.86
1,695.673
1,493.368
202.305
13.55
8.85
L
Persimmon
1,906.575
8/12/24
0.03
1,561.518
1,354.808
206.710
15.26
8.67
⇓ instrument
freshest
⇓ Δday
4/07/14
⇓ Δwk
12/16/13
prc diff
⇓ Δ16
∅-RS
L
Halma
3,054.145
8/12/24
0.04
711.264
674.443
36.821
5.46
8.29
Rightmove
649.263
8/12/24
0.04
299.372
294.410
4.961
1.69
7.94
S
National Grid
1,182.499
8/12/24
-0.04
987.430
912.482
74.948
8.21
6.94
L
Imperial Brands
2,579.164
8/12/24
0.38
2,900.653
2,684.747
215.906
8.04
6.57
Shell
3,382.886
8/12/24
0.83
2,678.873
2,454.406
224.468
9.15
6.42
BP
531.303
8/12/24
1.35
585.992
560.398
25.594
4.57
6.10
L
Vodafone
89.969
8/12/24
0.87
262.992
269.659
-6.666
-2.47
5.26
S
Spirax-Sarco
9,324.389
8/12/24
0.72
3,723.761
3,487.909
235.852
6.76
5.05
Compass Group
2,845.057
8/12/24
0.90
1,104.061
1,086.570
17.491
1.61
5.00
Reckitt Benckiser
5,051.970
8/12/24
5,795.262
5,476.078
319.184
5.83
4.34
S
Severn Trent
3,038.434
8/12/24
-0.63
2,194.827
2,002.605
192.222
9.60
4.24
F&C Investment Trust
1,240.029
8/12/24
452.985
442.918
10.067
2.27
3.27
WPP Group
834.179
8/12/24
1.68
1,498.670
1,562.056
-63.385
-4.06
3.25
L
SSE
2,269.761
8/12/24
0.86
1,791.153
1,596.400
194.753
12.20
2.99
S
Croda
4,627.749
8/12/24
-0.05
3,032.391
2,738.039
294.352
10.75
2.65
Glencore
495.830
8/12/24
1.27
382.705
361.677
21.028
5.81
2.62
InterContinental Hot
8,735.799
8/12/24
-0.61
2,306.019
2,259.593
46.426
2.05
2.28
L
Unilever Plc
5,697.365
8/12/24
-0.34
3,066.231
2,857.650
208.581
7.30
1.53
L
BAT
3,385.303
8/12/24
4,022.843
3,756.514
266.329
7.09
1.52
Informa
976.311
8/12/24
1.03
626.058
633.586
-7.528
-1.19
1.23
Antofagasta
2,271.574
8/12/24
1.79
1,029.127
909.522
119.606
13.15
0.63
Hiscox
1,437.032
8/12/24
1.89
945.596
1,015.372
-69.776
-6.87
0.34
BAE Systems
1,575.417
8/12/24
2.04
490.210
517.409
-27.199
-5.26
-2.08
L
NatWest
404.399
8/12/24
0.48
377.085
379.678
-2.593
-0.68
-2.60
S
Burberry Group
810.974
8/12/24
-2.02
1,699.299
1,740.881
-41.582
-2.39
-2.72
⇓ instrument
freshest
⇓ Δday
4/07/14
⇓ Δwk
12/16/13
prc diff
⇓ Δ16
∅-RS
GSK
1,899.927
8/12/24
0.42
1,891.987
1,895.654
-3.667
-0.19
-3.39
S
Diageo
2,962.896
8/12/24
1.03
2,242.567
2,295.713
-53.146
-2.32
-3.40
Centrica
153.855
8/12/24
3.29
404.641
385.599
19.042
4.94
-4.17
Intertek
5,656.272
8/12/24
0.60
3,552.091
3,512.553
39.537
1.13
-4.22
Fresnillo
652.647
8/12/24
0.93
1,076.867
862.743
214.124
24.82
-4.60
S
Flutter
17,748.368
8/12/24
-1.28
6,889.050
6,867.598
21.451
0.31
-5.07
Rolls-Royce
588.228
8/12/24
0.35
1,293.208
1,463.761
-170.554
-11.65
-5.23
L
Experian
4,259.125
8/12/24
1.18
1,285.956
1,267.172
18.784
1.48
-5.79
Melrose
588.228
8/12/24
0.19
220.399
242.181
-21.783
-8.99
-6.81
Barclays
266.014
8/12/24
0.85
292.301
302.049
-9.748
-3.23
-7.91
L
Smiths Group
2,106.599
8/12/24
0.52
1,480.541
1,653.245
-172.704
-10.45
-7.92
Phoenix
650.230
8/12/24
0.47
586.491
625.857
-39.366
-6.29
-8.44
L
HSBC
778.221
8/12/24
0.22
732.656
773.922
-41.266
-5.33
-8.98
Standard Chartered
872.613
8/12/24
0.92
1,516.800
1,546.660
-29.861
-1.93
-10.62
Pearson
1,250.302
8/12/24
-0.72
1,238.820
1,525.343
-286.523
-18.78
-14.23
J Sainsbury
325.840
8/12/24
0.67
374.668
468.380
-93.712
-20.01
-15.47
L
Tesco
403.070
8/12/24
0.91
433.708
496.530
-62.822
-12.65
-17.11
L
Airtel Africa
132.947
8/12/24
-0.63
-na-
L
Auto Trader
964.225
8/12/24
0.81
-na-
S
B&M
537.346
8/12/24
-2.22
-na-
L
Coca-Cola HBC
3,272.903
8/12/24
0.89
1,811.699
1,948.129
-136.430
-7.00
-na-
ConvaTec
279.913
8/12/24
-0.17
-na-
Endeavour Mining
1,893.884
8/12/24
1.89
-na-
Haleon
451.051
8/12/24
-1.01
-na-
S
M&G
246.435
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
4/07/14
⇓ Δwk
12/16/13
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,271.211
8/12/24
-0.79
-na-
FTSE - 92 out of 100 instruments rated - 4/07/14 / 12/16/13 - 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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