Assessment - FTSE 100 Index in Euro - 9/08/14 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
9/08/14
⇓ Δwk
5/19/14
prc diff
⇓ Δ16
∅-RS
FTSE
10,250.000
8/12/24
0.52
8,532.797
8,462.661
70.136
0.83
5.11
Ashtead
6,431.960
8/12/24
-0.43
1,275.905
1,010.138
265.767
26.31
31.95
L
AstraZeneca
15,955.056
8/12/24
0.63
5,707.865
5,301.063
406.802
7.67
22.78
Smith and Nephew
1,443.196
8/12/24
-0.86
1,328.340
1,135.633
192.707
16.97
21.55
Next
11,912.609
8/12/24
0.23
8,888.889
8,011.870
877.019
10.95
20.86
DCC
6,410.737
8/12/24
-0.29
4,428.215
3,750.000
678.215
18.09
20.33
S
Entain
724.594
8/12/24
3.98
552.434
514.342
38.092
7.41
19.25
Scottish Mortgage
1,029.463
8/12/24
-0.17
291.386
233.927
57.459
24.56
17.95
S
Whitbread
3,513.109
8/12/24
-1.44
5,490.637
4,873.887
616.749
12.65
17.77
L
LSE Group
12,406.991
8/12/24
1.12
2,358.639
2,009.026
349.613
17.40
17.17
S
United Utilities
1,234.457
8/12/24
-0.12
1,081.149
1,048.467
32.682
3.12
17.18
S
National Grid
1,221.473
8/12/24
-0.04
1,141.698
1,099.777
41.920
3.81
15.99
InterContinental Hot
9,023.720
8/12/24
-0.61
2,852.684
2,701.533
151.151
5.60
15.75
Glencore
512.172
8/12/24
1.27
460.424
405.045
55.380
13.67
15.42
Aviva
604.494
8/12/24
0.35
656.055
633.037
23.018
3.64
15.09
Weir Group
2,377.029
8/12/24
0.79
3,344.569
3,119.436
225.133
7.22
14.92
L
British Land
493.134
8/12/24
-0.40
908.864
869.189
39.675
4.56
14.23
L
JD Sports Fashion
150.250
8/12/24
-4.07
19.840
21.068
-1.228
-5.83
14.33
Reckitt Benckiser
5,218.477
8/12/24
6,691.635
6,305.638
385.997
6.12
13.61
L
Abrdn
190.949
8/12/24
2.51
507.366
479.970
27.395
5.71
13.41
Shell
3,494.382
8/12/24
0.83
3,041.823
2,916.049
125.774
4.31
13.48
L
Imperial Brands
2,664.170
8/12/24
0.38
3,335.830
3,295.005
40.825
1.24
13.27
Prudential
793.258
8/12/24
0.41
1,797.753
1,724.777
72.975
4.23
13.05
RELX
4,408.240
8/12/24
0.57
1,233.458
1,122.033
111.426
9.93
12.82
S
Bunzl
3,997.503
8/12/24
0.50
2,053.683
2,042.532
11.151
0.55
12.65
⇓ instrument
freshest
⇓ Δday
9/08/14
⇓ Δwk
5/19/14
prc diff
⇓ Δ16
∅-RS
S
Legal & General
281.648
8/12/24
0.53
298.627
277.819
20.808
7.49
12.07
S
Severn Trent
3,138.577
8/12/24
-0.63
2,466.916
2,371.414
95.502
4.03
11.62
L
Unilever Plc
5,885.144
8/12/24
-0.34
3,405.743
3,370.425
35.317
1.05
11.32
L
BAT
3,496.879
8/12/24
4,503.745
4,362.018
141.727
3.25
11.31
L
Halma
3,154.806
8/12/24
0.04
780.899
693.620
87.279
12.58
10.58
Ass Brit Foods
3,039.950
8/12/24
-0.90
3,441.948
3,796.983
-355.036
-9.35
10.76
L
Rentokil Initial
585.518
8/12/24
1.01
156.180
148.863
7.317
4.92
10.27
L
Segro
1,104.370
8/12/24
-0.96
454.182
439.911
14.271
3.24
9.77
Beazley
913.858
8/12/24
1.24
327.591
292.656
34.935
11.94
9.47
F&C Investment Trust
1,280.899
8/12/24
496.879
457.097
39.782
8.70
8.94
Land Securities
768.414
8/12/24
-0.73
1,337.079
1,314.293
22.786
1.73
8.90
S
Unite
1,166.042
8/12/24
-1.11
541.823
501.978
39.844
7.94
8.70
BAE Systems
1,627.341
8/12/24
2.04
562.672
510.880
51.791
10.14
8.56
Compass Group
2,938.826
8/12/24
0.90
1,226.592
1,237.636
-11.044
-0.89
8.03
L
Anglo American
2,787.141
8/12/24
0.29
1,926.966
1,935.584
-8.617
-0.45
7.68
L
Persimmon
1,969.413
8/12/24
0.03
1,636.704
1,638.230
-1.525
-0.09
6.57
L
HSBC
803.870
8/12/24
0.22
826.592
782.517
44.074
5.63
6.15
Mondi
1,776.529
8/12/24
-0.42
1,327.091
1,264.837
62.254
4.92
5.80
L
BT Group
176.654
8/12/24
8.43
483.521
458.828
24.693
5.38
5.70
Phoenix
671.660
8/12/24
0.47
690.322
600.925
89.397
14.88
5.56
Smurfit Kappa
3,817.728
8/12/24
0.07
2,202.247
2,041.296
160.951
7.88
5.22
L
NatWest
417.728
8/12/24
0.48
427.591
400.223
27.368
6.84
4.75
S
Burberry Group
837.703
8/12/24
-2.02
1,891.386
1,891.691
-0.306
-0.02
4.67
Johnson Matthey
1,968.789
8/12/24
0.06
3,985.019
4,055.391
-70.372
-1.74
4.69
L
SSE
2,344.569
8/12/24
0.86
1,843.945
1,938.675
-94.730
-4.89
4.64
⇓ instrument
freshest
⇓ Δday
9/08/14
⇓ Δwk
5/19/14
prc diff
⇓ Δ16
∅-RS
S
Sage Group
1,255.306
8/12/24
1.03
486.267
491.716
-5.449
-1.11
4.47
WPP Group
861.673
8/12/24
1.68
1,611.735
1,510.880
100.855
6.68
3.73
S
Spirax-Sarco
9,631.710
8/12/24
0.72
3,771.398
3,572.193
199.205
5.58
3.36
S
RS Group
941.323
8/12/24
-0.40
306.367
350.890
-44.523
-12.69
3.39
L
Barratt Developments
654.931
8/12/24
0.15
450.437
424.085
26.352
6.21
3.16
L
Smiths Group
2,176.030
8/12/24
0.52
1,672.909
1,609.792
63.117
3.92
2.16
L
Taylor Wimpey
197.253
8/12/24
0.54
137.828
132.171
5.657
4.28
2.23
Rio Tinto
6,169.788
8/12/24
0.56
4,014.981
3,987.389
27.592
0.69
1.87
Informa
1,008.489
8/12/24
1.03
639.201
588.774
50.427
8.56
1.44
Rightmove
670.662
8/12/24
0.04
299.875
265.826
34.049
12.81
1.07
L
Experian
4,399.501
8/12/24
1.18
1,335.830
1,275.964
59.866
4.69
0.84
Int Cons Airlines
207.803
8/12/24
-0.06
461.049
458.457
2.592
0.57
0.77
L
Frasers
1,046.816
8/12/24
-0.42
898.876
890.208
8.669
0.97
0.74
L
3i Group
3,767.790
8/12/24
0.23
468.539
471.192
-2.653
-0.56
0.41
Centrica
158.926
8/12/24
3.29
404.619
405.786
-1.167
-0.29
0.02
BP
548.814
8/12/24
1.35
585.144
629.451
-44.307
-7.04
0.10
Fresnillo
674.157
8/12/24
0.93
1,063.046
1,046.612
16.434
1.57
-0.14
L
St. James´s Place
862.672
8/12/24
-1.22
881.398
921.118
-39.719
-4.31
-0.19
Berkeley
6,329.588
8/12/24
1.00
2,905.119
2,711.424
193.694
7.14
-0.73
L
Schroders
420.974
8/12/24
-0.12
517.853
523.578
-5.725
-1.09
-1.02
Antofagasta
2,346.442
8/12/24
1.79
987.516
989.120
-1.604
-0.16
-1.14
S
Diageo
3,060.549
8/12/24
1.03
2,271.536
2,372.651
-101.115
-4.26
-1.19
Pearson
1,291.511
8/12/24
-0.72
1,394.507
1,452.770
-58.263
-4.01
-2.12
DS Smith
554.307
8/12/24
1.19
359.675
378.338
-18.663
-4.93
-2.70
L
Vodafone
92.934
8/12/24
0.87
256.492
268.484
-11.992
-4.47
-2.83
⇓ instrument
freshest
⇓ Δday
9/08/14
⇓ Δwk
5/19/14
prc diff
⇓ Δ16
∅-RS
CRH (L)
8,009.988
8/12/24
-1.35
1,843.945
2,009.149
-165.204
-8.22
-3.06
Admiral Group
3,368.290
8/12/24
0.86
1,609.238
1,749.505
-140.267
-8.02
-2.94
L
Lloyds Bank
70.911
8/12/24
-0.28
90.137
91.481
-1.344
-1.47
-3.56
Intertek
5,842.697
8/12/24
0.60
3,484.395
3,689.417
-205.022
-5.56
-3.69
Standard Chartered
901.373
8/12/24
0.92
1,541.823
1,648.739
-106.916
-6.48
-3.81
Rolls-Royce
607.615
8/12/24
0.35
1,267.166
1,262.364
4.802
0.38
-5.05
L
Coca-Cola HBC
3,380.774
8/12/24
0.89
1,784.020
1,664.194
119.826
7.20
-5.30
S
Flutter
18,333.333
8/12/24
-1.28
6,466.916
6,500.989
-34.073
-0.52
-5.47
S
Croda
4,780.275
8/12/24
-0.05
2,767.790
3,162.710
-394.920
-12.49
-5.93
Barclays
274.782
8/12/24
0.85
280.774
295.438
-14.664
-4.96
-6.90
GSK
1,962.547
8/12/24
0.42
1,801.548
2,017.705
-216.157
-10.71
-7.08
Hiscox
1,484.395
8/12/24
1.89
898.025
981.392
-83.367
-8.49
-9.15
L
Hargreaves Lansdown
1,375.780
8/12/24
1,289.638
1,414.441
-124.803
-8.82
-12.20
Melrose
607.615
8/12/24
0.19
200.431
210.627
-10.196
-4.84
-12.79
J Sainsbury
336.579
8/12/24
0.67
364.045
426.558
-62.513
-14.66
-13.62
Kingfisher
338.826
8/12/24
0.18
380.275
504.080
-123.805
-24.56
-16.42
Ocado
470.287
8/12/24
0.72
381.273
370.920
10.354
2.79
-22.76
L
Tesco
416.355
8/12/24
0.91
368.302
488.625
-120.323
-24.62
-23.06
L
Airtel Africa
137.328
8/12/24
-0.63
-na-
L
Auto Trader
996.005
8/12/24
0.81
-na-
S
B&M
555.056
8/12/24
-2.22
327.091
-na-
ConvaTec
289.139
8/12/24
-0.17
-na-
Endeavour Mining
1,956.305
8/12/24
1.89
-na-
Haleon
465.918
8/12/24
-1.01
-na-
S
M&G
254.557
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
9/08/14
⇓ Δwk
5/19/14
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,411.985
8/12/24
-0.79
-na-
FTSE - 92 out of 100 instruments rated - 9/08/14 / 5/19/14 - 57 did rise, Market-Ratio(16) in EUR = 61.96 %
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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