Assessment - FTSE 100 Index in Euro - 9/29/14 - RS = 16
⇐
instrument
freshest
⇓ Δday
9/29/14
⇓ Δwk
6/09/14
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
10,508.447
8/12/24
0.52
8,507.103
8,499.196
7.907
0.09
4.24
L
3i Group
3,862.793
8/12/24
0.23
491.233
529.114
-37.881
-7.16
4.70
L
Abrdn
195.763
8/12/24
2.51
532.190
491.655
40.535
8.24
17.41
Admiral Group
3,453.219
8/12/24
0.86
1,639.575
1,866.733
-227.158
-12.17
-1.60
L
Airtel Africa
140.791
8/12/24
-0.63
-na-
L
Anglo American
2,857.417
8/12/24
0.29
1,771.407
1,819.137
-47.730
-2.62
-0.97
Antofagasta
2,405.606
8/12/24
1.79
919.621
965.509
-45.888
-4.75
-7.50
Ashtead
6,594.138
8/12/24
-0.43
1,334.955
1,140.438
194.517
17.06
34.10
Ass Brit Foods
3,116.601
8/12/24
-0.90
3,280.430
3,779.206
-498.776
-13.20
2.48
L
AstraZeneca
16,357.353
8/12/24
0.63
5,690.516
5,349.240
341.276
6.38
19.45
L
Auto Trader
1,021.119
8/12/24
0.81
-na-
Aviva
619.736
8/12/24
0.35
682.196
659.538
22.659
3.44
17.48
S
B&M
569.052
8/12/24
-2.22
344.938
-na-
BAE Systems
1,668.373
8/12/24
2.04
601.817
532.328
69.490
13.05
15.54
Barclays
281.710
8/12/24
0.85
289.261
302.571
-13.310
-4.40
-3.39
L
Barratt Developments
671.445
8/12/24
0.15
509.919
464.705
45.214
9.73
15.33
Beazley
936.900
8/12/24
1.24
345.194
320.435
24.759
7.73
13.44
Berkeley
6,489.185
8/12/24
1.00
2,893.895
2,942.267
-48.373
-1.64
-2.11
BP
562.652
8/12/24
1.35
584.091
625.046
-40.956
-6.55
-0.78
L
BAT
3,585.051
8/12/24
4,482.273
4,365.805
116.468
2.67
9.94
L
British Land
505.568
8/12/24
-0.40
898.502
901.224
-2.721
-0.30
11.09
L
BT Group
181.108
8/12/24
8.43
488.929
502.040
-13.111
-2.61
5.76
S
Bunzl
4,098.298
8/12/24
0.50
2,060.668
2,073.186
-12.518
-0.60
11.43
S
Burberry Group
858.825
8/12/24
-2.02
1,936.516
1,834.590
101.926
5.56
7.21
Centrica
162.934
8/12/24
3.29
392.679
412.783
-20.104
-4.87
-2.13
instrument
freshest
⇓ Δday
9/29/14
⇓ Δwk
6/09/14
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,466.018
8/12/24
0.89
1,717.650
1,713.438
4.212
0.25
-7.57
Compass Group
3,012.927
8/12/24
0.90
1,259.439
1,243.664
15.775
1.27
9.62
ConvaTec
296.429
8/12/24
-0.17
-na-
CRH (L)
8,211.954
8/12/24
-1.35
1,782.926
2,118.927
-336.001
-15.86
-6.50
S
Croda
4,900.806
8/12/24
-0.05
2,634.071
3,115.342
-481.270
-15.45
-9.76
DCC
6,572.379
8/12/24
-0.29
4,341.482
4,444.307
-102.825
-2.31
15.31
S
Diageo
3,137.719
8/12/24
1.03
2,255.856
2,338.361
-82.505
-3.53
-1.66
DS Smith
568.284
8/12/24
1.19
346.474
401.780
-55.306
-13.77
-6.66
Endeavour Mining
2,005.632
8/12/24
1.89
-na-
S
Entain
742.864
8/12/24
3.98
626.520
566.819
59.701
10.53
31.89
L
Experian
4,510.431
8/12/24
1.18
1,261.999
1,304.240
-42.241
-3.24
-4.34
F&C Investment Trust
1,313.196
8/12/24
499.552
474.224
25.328
5.34
8.72
S
Flutter
18,795.597
8/12/24
-1.28
7,203.379
6,458.153
745.226
11.54
5.75
L
Frasers
1,073.211
8/12/24
-0.42
811.468
1,019.904
-208.436
-20.44
-9.23
Fresnillo
691.156
8/12/24
0.93
973.378
969.217
4.160
0.43
-7.35
Glencore
525.086
8/12/24
1.27
434.532
403.387
31.145
7.72
8.21
GSK
2,012.031
8/12/24
0.42
1,831.499
1,990.679
-159.180
-8.00
-5.19
Haleon
477.665
8/12/24
-1.01
-na-
L
Halma
3,234.353
8/12/24
0.04
787.150
740.512
46.638
6.30
10.48
L
Hargreaves Lansdown
1,410.470
8/12/24
1,199.923
1,599.703
-399.780
-24.99
-18.54
Hiscox
1,521.823
8/12/24
1.89
930.850
968.628
-37.778
-3.90
-5.56
L
HSBC
824.139
8/12/24
0.22
812.748
776.734
36.014
4.64
4.37
L
Imperial Brands
2,731.345
8/12/24
0.38
3,378.984
3,217.950
161.033
5.00
13.24
Informa
1,033.918
8/12/24
1.03
632.791
636.667
-3.876
-0.61
0.35
InterContinental Hot
9,251.248
8/12/24
-0.61
3,023.166
2,866.856
156.310
5.45
20.70
instrument
freshest
⇓ Δday
9/29/14
⇓ Δwk
6/09/14
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
213.042
8/12/24
-0.06
472.034
520.336
-48.302
-9.28
1.80
Intertek
5,990.017
8/12/24
0.60
3,285.550
3,592.533
-306.983
-8.55
-8.39
J Sainsbury
345.066
8/12/24
0.67
316.524
406.231
-89.707
-22.08
-23.69
L
JD Sports Fashion
154.038
8/12/24
-4.07
22.071
21.140
0.931
4.40
22.66
Johnson Matthey
2,018.431
8/12/24
0.06
3,755.280
4,084.559
-329.280
-8.06
-2.12
Kingfisher
347.370
8/12/24
0.18
410.470
477.438
-66.969
-14.03
-8.68
Land Securities
787.790
8/12/24
-0.73
1,340.074
1,353.690
-13.616
-1.01
7.78
S
Legal & General
288.750
8/12/24
0.53
299.373
291.012
8.360
2.87
10.80
L
Lloyds Bank
72.699
8/12/24
-0.28
97.914
97.441
0.473
0.49
4.58
L
LSE Group
12,719.826
8/12/24
1.12
2,421.605
2,250.192
171.413
7.62
18.22
S
M&G
260.975
8/12/24
1.09
-na-
Melrose
622.936
8/12/24
0.19
185.130
215.723
-30.593
-14.18
-18.06
Mondi
1,821.323
8/12/24
-0.42
1,310.636
1,383.360
-72.724
-5.26
4.22
S
National Grid
1,252.272
8/12/24
-0.04
1,134.647
1,037.211
97.436
9.39
13.64
L
NatWest
428.261
8/12/24
0.48
462.562
424.280
38.283
9.02
13.07
Next
12,212.978
8/12/24
0.23
8,786.638
8,190.135
596.503
7.28
16.91
Ocado
482.145
8/12/24
0.72
337.770
470.886
-133.116
-28.27
-30.71
Pearson
1,324.075
8/12/24
-0.72
1,567.900
1,420.448
147.452
10.38
10.20
Pershing Square
4,523.230
8/12/24
-0.79
-na-
L
Persimmon
2,019.071
8/12/24
0.03
1,718.930
1,620.719
98.210
6.06
10.53
Phoenix
688.596
8/12/24
0.47
716.049
618.342
97.707
15.80
9.28
Prudential
813.260
8/12/24
0.41
1,810.444
1,706.021
104.424
6.12
12.16
Reckitt Benckiser
5,350.058
8/12/24
6,866.760
6,329.583
537.177
8.49
15.00
RELX
4,519.391
8/12/24
0.57
1,272.879
1,173.198
99.680
8.50
14.80
L
Rentokil Initial
600.282
8/12/24
1.01
152.054
144.641
7.413
5.13
6.21
instrument
freshest
⇓ Δday
9/29/14
⇓ Δwk
6/09/14
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
687.572
8/12/24
0.04
279.790
275.312
4.478
1.63
-6.08
Rio Tinto
6,325.355
8/12/24
0.56
3,905.030
3,921.993
-16.963
-0.43
-1.31
Rolls-Royce
622.936
8/12/24
0.35
1,238.321
1,324.020
-85.700
-6.47
-6.96
S
RS Group
965.058
8/12/24
-0.40
288.750
349.240
-60.490
-17.32
-3.78
S
Sage Group
1,286.958
8/12/24
1.03
473.314
509.581
-36.267
-7.12
0.80
L
Schroders
431.588
8/12/24
-0.12
522.859
560.082
-37.222
-6.65
-0.26
Scottish Mortgage
1,055.420
8/12/24
-0.17
298.989
257.387
41.602
16.16
18.92
L
Segro
1,132.216
8/12/24
-0.96
468.834
464.705
4.129
0.89
11.68
S
Severn Trent
3,217.714
8/12/24
-0.63
2,402.406
2,465.076
-62.670
-2.54
7.67
Shell
3,582.491
8/12/24
0.83
3,020.607
2,926.814
93.792
3.20
11.31
Smith and Nephew
1,479.585
8/12/24
-0.86
1,322.155
1,328.965
-6.810
-0.51
18.38
L
Smiths Group
2,230.897
8/12/24
0.52
1,599.898
1,659.043
-59.146
-3.57
-2.48
Smurfit Kappa
3,913.989
8/12/24
0.07
2,187.380
2,301.891
-114.511
-4.97
3.67
S
Spirax-Sarco
9,874.568
8/12/24
0.72
3,736.414
3,819.174
-82.761
-2.17
2.30
L
SSE
2,403.686
8/12/24
0.86
1,969.794
1,940.907
28.887
1.49
11.69
L
St. James´s Place
884.423
8/12/24
-1.22
952.259
1,009.395
-57.136
-5.66
6.54
Standard Chartered
924.101
8/12/24
0.92
1,478.945
1,654.716
-175.771
-10.62
-7.02
L
Taylor Wimpey
202.227
8/12/24
0.54
145.527
140.314
5.213
3.72
7.10
L
Tesco
426.853
8/12/24
0.91
304.467
460.539
-156.072
-33.89
-34.54
L
Unilever Plc
6,033.534
8/12/24
-0.34
3,277.870
3,283.471
-5.601
-0.17
6.39
S
Unite
1,195.443
8/12/24
-1.11
551.645
533.317
18.328
3.44
9.22
S
United Utilities
1,265.583
8/12/24
-0.12
1,038.014
1,104.586
-66.573
-6.03
10.74
L
Vodafone
95.277
8/12/24
0.87
264.623
257.078
7.546
2.94
0.15
Weir Group
2,436.964
8/12/24
0.79
3,252.272
3,256.274
-4.002
-0.12
10.62
S
Whitbread
3,601.689
8/12/24
-1.44
5,348.778
5,331.932
16.845
0.32
12.13
instrument
freshest
⇓ Δday
9/29/14
⇓ Δwk
6/09/14
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
883.399
8/12/24
1.68
1,611.417
1,607.121
4.296
0.27
3.35
FTSE - 92 out of 100 instruments rated - 9/29/14 / 6/09/14 - 44 did rise, Market-Ratio(16) in EUR = 47.83 %
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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