Assessment - FTSE 100 Index in Euro - 5/05/14 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
5/05/14
⇓ Δwk
1/13/14
prc diff
⇓ Δ16
∅-RS
FTSE
9,982.067
8/12/24
0.52
8,294.736
8,099.185
195.551
2.41
6.00
L
JD Sports Fashion
146.322
8/12/24
-4.07
21.532
19.513
2.019
10.34
58.03
Ass Brit Foods
2,960.486
8/12/24
-0.90
3,602.432
3,188.302
414.130
12.99
39.01
L
AstraZeneca
15,537.994
8/12/24
0.63
5,686.930
4,391.106
1,295.824
29.51
37.72
S
RS Group
916.717
8/12/24
-0.40
356.839
340.525
16.314
4.79
33.14
Aviva
588.693
8/12/24
0.35
645.593
570.778
74.815
13.11
32.17
Ashtead
6,263.830
8/12/24
-0.43
1,068.085
963.083
105.002
10.90
25.65
Next
11,601.216
8/12/24
0.23
7,963.526
7,425.387
538.139
7.25
24.67
S
Whitbread
3,421.277
8/12/24
-1.44
4,960.486
4,663.790
296.696
6.36
22.71
Int Cons Airlines
202.371
8/12/24
-0.06
496.535
516.001
-19.466
-3.77
22.48
L
St. James´s Place
840.122
8/12/24
-1.22
961.094
903.152
57.942
6.42
22.17
S
Bunzl
3,893.009
8/12/24
0.50
2,024.316
1,698.430
325.886
19.19
21.75
Weir Group
2,314.894
8/12/24
0.79
3,268.085
2,520.676
747.409
29.65
21.64
S
Entain
705.654
8/12/24
3.98
485.106
477.047
8.060
1.69
21.19
L
Frasers
1,019.453
8/12/24
-0.42
950.760
895.961
54.799
6.12
19.59
S
Sage Group
1,222.492
8/12/24
1.03
519.635
481.481
38.154
7.92
18.62
CRH (L)
7,800.608
8/12/24
-1.35
2,115.502
1,971.713
143.789
7.29
18.21
InterContinental Hot
8,787.842
8/12/24
-0.61
2,656.535
2,388.829
267.706
11.21
17.39
L
Rentokil Initial
570.213
8/12/24
1.01
147.477
145.991
1.487
1.02
15.90
S
United Utilities
1,202.188
8/12/24
-0.12
977.508
790.483
187.025
23.66
15.09
Prudential
772.523
8/12/24
0.41
1,666.869
1,642.095
24.774
1.51
14.81
L
LSE Group
12,082.675
8/12/24
1.12
2,044.997
1,987.367
57.630
2.90
14.80
L
British Land
480.243
8/12/24
-0.40
843.769
773.703
70.066
9.06
14.73
L
Persimmon
1,917.933
8/12/24
0.03
1,675.380
1,613.329
62.051
3.85
14.54
Johnson Matthey
1,917.325
8/12/24
0.06
4,038.906
4,046.506
-7.600
-0.19
14.39
⇓ instrument
freshest
⇓ Δday
5/05/14
⇓ Δwk
1/13/14
prc diff
⇓ Δ16
∅-RS
Kingfisher
329.970
8/12/24
0.18
514.772
461.465
53.307
11.55
14.24
Smith and Nephew
1,405.471
8/12/24
-0.86
1,110.638
1,048.184
62.454
5.96
13.98
Land Securities
748.328
8/12/24
-0.73
1,302.128
1,193.216
108.912
9.13
13.45
S
Unite
1,135.562
8/12/24
-1.11
530.456
499.820
30.636
6.13
13.25
L
Barratt Developments
637.812
8/12/24
0.15
464.802
456.670
8.132
1.78
13.13
DCC
6,243.161
8/12/24
-0.29
3,725.228
3,463.982
261.246
7.54
13.10
L
Segro
1,075.502
8/12/24
-0.96
423.830
410.764
13.066
3.18
12.89
Shell
3,403.040
8/12/24
0.83
2,852.888
2,624.955
227.932
8.68
12.64
L
Imperial Brands
2,594.529
8/12/24
0.38
3,060.182
2,665.708
394.475
14.80
11.47
DS Smith
539.818
8/12/24
1.19
376.900
405.010
-28.110
-6.94
10.61
S
National Grid
1,189.544
8/12/24
-0.04
1,021.277
931.320
89.957
9.66
10.13
L
Lloyds Bank
69.058
8/12/24
-0.28
95.441
100.719
-5.278
-5.24
9.94
L
BT Group
172.036
8/12/24
8.43
459.574
461.105
-1.531
-0.33
9.72
BP
534.468
8/12/24
1.35
609.119
594.271
14.848
2.50
9.42
L
Anglo American
2,714.286
8/12/24
0.29
1,875.380
1,525.830
349.550
22.91
9.22
Compass Group
2,862.006
8/12/24
0.90
1,154.407
1,148.867
5.540
0.48
8.64
L
Abrdn
185.957
8/12/24
2.51
471.733
451.876
19.857
4.39
8.40
Admiral Group
3,280.243
8/12/24
0.86
1,697.264
1,600.144
97.121
6.07
8.34
S
Legal & General
274.286
8/12/24
0.53
259.574
273.403
-13.828
-5.06
7.86
L
Vodafone
90.505
8/12/24
0.87
272.219
280.175
-7.956
-2.84
7.64
L
Schroders
409.970
8/12/24
-0.12
540.280
527.748
12.532
2.37
7.56
L
SSE
2,283.283
8/12/24
0.86
1,861.398
1,610.931
250.467
15.55
7.02
L
Hargreaves Lansdown
1,339.818
8/12/24
1,433.435
1,779.935
-346.501
-19.47
7.06
Hiscox
1,445.593
8/12/24
1.89
1,009.948
961.857
48.091
5.00
5.78
Rio Tinto
6,008.511
8/12/24
0.56
3,908.815
3,807.983
100.832
2.65
5.77
⇓ instrument
freshest
⇓ Δday
5/05/14
⇓ Δwk
1/13/14
prc diff
⇓ Δ16
∅-RS
S
Severn Trent
3,056.535
8/12/24
-0.63
2,233.435
1,983.699
249.736
12.59
5.63
RELX
4,293.009
8/12/24
0.57
1,056.535
1,087.139
-30.604
-2.82
5.62
Beazley
889.970
8/12/24
1.24
297.872
325.183
-27.310
-8.40
5.55
S
Croda
4,655.319
8/12/24
-0.05
3,118.541
2,819.130
299.411
10.62
5.35
L
Taylor Wimpey
192.097
8/12/24
0.54
134.347
143.234
-8.887
-6.20
5.38
Reckitt Benckiser
5,082.067
8/12/24
5,878.420
5,572.336
306.083
5.49
5.25
Berkeley
6,164.134
8/12/24
1.00
2,909.423
3,211.075
-301.653
-9.39
4.81
L
Unilever Plc
5,731.307
8/12/24
-0.34
3,151.368
2,879.060
272.307
9.46
4.61
Glencore
498.784
8/12/24
1.27
389.970
382.297
7.673
2.01
4.53
L
3i Group
3,669.301
8/12/24
0.23
458.967
472.252
-13.286
-2.81
4.02
WPP Group
839.149
8/12/24
1.68
1,535.562
1,628.910
-93.348
-5.73
4.00
L
Halma
3,072.340
8/12/24
0.04
693.617
740.141
-46.524
-6.29
4.00
Scottish Mortgage
1,002.553
8/12/24
-0.17
234.164
255.304
-21.140
-8.28
3.98
S
Spirax-Sarco
9,379.939
8/12/24
0.72
3,710.638
3,665.612
45.026
1.23
3.66
Smurfit Kappa
3,717.933
8/12/24
0.07
1,951.368
2,183.867
-232.499
-10.65
3.74
L
BAT
3,405.471
8/12/24
4,093.009
3,646.770
446.239
12.24
3.37
Rightmove
653.131
8/12/24
0.04
294.347
318.830
-24.484
-7.68
3.29
Mondi
1,730.091
8/12/24
-0.42
1,197.568
1,227.376
-29.808
-2.43
2.95
S
Burberry Group
815.805
8/12/24
-2.02
1,809.119
1,751.169
57.950
3.31
2.39
F&C Investment Trust
1,247.416
8/12/24
450.456
459.307
-8.851
-1.93
2.10
GSK
1,911.246
8/12/24
0.42
1,991.441
1,921.024
70.417
3.67
1.59
L
NatWest
406.809
8/12/24
0.48
395.380
441.088
-45.708
-10.36
1.21
L
Experian
4,284.499
8/12/24
1.18
1,378.723
1,355.628
23.096
1.70
1.13
S
Flutter
17,854.104
8/12/24
-1.28
7,196.353
7,574.014
-377.662
-4.99
0.15
L
Smiths Group
2,119.149
8/12/24
0.52
1,604.863
1,803.908
-199.044
-11.03
-0.61
⇓ instrument
freshest
⇓ Δday
5/05/14
⇓ Δwk
1/13/14
prc diff
⇓ Δ16
∅-RS
Intertek
5,689.970
8/12/24
0.60
3,641.337
3,678.533
-37.196
-1.01
-1.02
Phoenix
654.103
8/12/24
0.47
629.970
673.768
-43.799
-6.50
-2.17
BAE Systems
1,584.802
8/12/24
2.04
483.161
515.043
-31.881
-6.19
-4.02
S
Diageo
2,980.547
8/12/24
1.03
2,221.277
2,392.425
-171.148
-7.15
-4.05
Informa
982.128
8/12/24
1.03
590.638
664.030
-73.391
-11.05
-4.81
Barclays
267.599
8/12/24
0.85
297.872
349.634
-51.762
-14.80
-5.72
Centrica
154.772
8/12/24
3.29
394.164
390.986
3.178
0.81
-6.05
Pearson
1,257.751
8/12/24
-0.72
1,351.976
1,579.768
-227.792
-14.42
-6.07
Antofagasta
2,285.106
8/12/24
1.79
952.584
939.710
12.874
1.37
-6.27
Standard Chartered
877.812
8/12/24
0.92
1,556.839
1,548.604
8.235
0.53
-6.91
Rolls-Royce
591.733
8/12/24
0.35
1,263.222
1,492.269
-229.047
-15.35
-7.16
J Sainsbury
327.781
8/12/24
0.67
405.350
420.952
-15.602
-3.71
-7.52
L
HSBC
782.857
8/12/24
0.22
734.468
811.459
-76.991
-9.49
-8.13
Ocado
457.994
8/12/24
0.72
400.243
648.448
-248.205
-38.28
-8.45
Fresnillo
656.535
8/12/24
0.93
1,004.863
843.222
161.641
19.17
-9.39
Melrose
591.733
8/12/24
0.19
214.672
262.977
-48.305
-18.37
-9.38
L
Coca-Cola HBC
3,292.401
8/12/24
0.89
1,756.839
2,155.100
-398.261
-18.48
-11.84
L
Tesco
405.471
8/12/24
0.91
443.222
495.781
-52.559
-10.60
-13.81
L
Airtel Africa
133.739
8/12/24
-0.63
-na-
L
Auto Trader
969.970
8/12/24
0.81
-na-
S
B&M
540.547
8/12/24
-2.22
-na-
ConvaTec
281.581
8/12/24
-0.17
-na-
Endeavour Mining
1,905.167
8/12/24
1.89
-na-
Haleon
453.739
8/12/24
-1.01
-na-
S
M&G
247.903
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
5/05/14
⇓ Δwk
1/13/14
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,296.657
8/12/24
-0.79
-na-
FTSE - 92 out of 100 instruments rated - 5/05/14 / 1/13/14 - 55 did rise, Market-Ratio(16) in EUR = 59.78 %
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