Assessment - FTSE 100 Index in Euro - 10/06/14 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
10/06/14
⇓ Δwk
6/16/14
prc diff
⇓ Δ16
∅-RS
FTSE
10,431.012
8/12/24
0.52
8,339.093
8,451.752
-112.659
-1.33
1.97
S
Entain
737.390
8/12/24
3.98
635.243
570.571
64.673
11.33
32.63
Ashtead
6,545.547
8/12/24
-0.43
1,287.003
1,109.860
177.143
15.96
27.73
L
JD Sports Fashion
152.903
8/12/24
-4.07
22.106
20.345
1.761
8.66
21.37
InterContinental Hot
9,183.077
8/12/24
-0.61
2,958.963
2,850.350
108.613
3.81
17.35
Scottish Mortgage
1,047.643
8/12/24
-0.17
295.007
251.502
43.505
17.30
16.65
Smith and Nephew
1,468.682
8/12/24
-0.86
1,311.142
1,338.839
-27.697
-2.07
16.53
L
NatWest
425.105
8/12/24
0.48
472.494
424.925
47.569
11.19
15.33
L
AstraZeneca
16,236.818
8/12/24
0.63
5,545.674
5,452.953
92.721
1.70
15.48
L
LSE Group
12,626.096
8/12/24
1.12
2,359.294
2,212.963
146.331
6.61
14.34
L
Barratt Developments
666.497
8/12/24
0.15
506.035
430.180
75.855
17.63
13.69
RELX
4,486.088
8/12/24
0.57
1,266.675
1,189.940
76.735
6.45
13.68
L
Imperial Brands
2,711.218
8/12/24
0.38
3,403.634
3,284.535
119.099
3.63
13.58
BAE Systems
1,656.079
8/12/24
2.04
586.457
523.524
62.933
12.02
12.36
L
Abrdn
194.321
8/12/24
2.51
512.006
479.354
32.652
6.81
12.39
Aviva
615.170
8/12/24
0.35
656.842
640.641
16.201
2.53
12.27
DCC
6,523.949
8/12/24
-0.29
4,253.589
4,320.571
-66.982
-1.55
12.12
S
National Grid
1,243.044
8/12/24
-0.04
1,119.299
1,050.425
68.873
6.56
11.51
Beazley
929.996
8/12/24
1.24
340.744
315.315
25.429
8.06
11.23
Reckitt Benckiser
5,310.634
8/12/24
6,670.054
6,493.994
176.060
2.71
11.17
Next
12,122.983
8/12/24
0.23
8,404.269
7,907.908
496.361
6.28
11.01
S
Bunzl
4,068.098
8/12/24
0.50
2,044.213
2,014.515
29.698
1.47
9.96
Phoenix
683.522
8/12/24
0.47
716.601
611.015
105.587
17.28
9.24
L
Persimmon
2,004.193
8/12/24
0.03
1,710.075
1,485.235
224.840
15.14
9.31
S
Whitbread
3,575.149
8/12/24
-1.44
5,259.814
5,215.215
44.599
0.86
9.26
⇓ instrument
freshest
⇓ Δday
10/06/14
⇓ Δwk
6/16/14
prc diff
⇓ Δ16
∅-RS
F&C Investment Trust
1,303.519
8/12/24
501.969
467.843
34.126
7.29
8.92
L
SSE
2,385.974
8/12/24
0.86
1,923.517
1,956.957
-33.440
-1.71
8.82
Prudential
807.267
8/12/24
0.41
1,763.435
1,684.810
78.626
4.67
8.62
S
United Utilities
1,256.257
8/12/24
-0.12
1,022.742
1,111.737
-88.995
-8.01
8.60
Compass Group
2,990.725
8/12/24
0.90
1,248.888
1,246.872
2.016
0.16
8.22
L
BAT
3,558.633
8/12/24
4,421.929
4,397.523
24.406
0.55
8.16
Pearson
1,314.318
8/12/24
-0.72
1,536.018
1,375.125
160.893
11.70
7.86
S
Flutter
18,657.095
8/12/24
-1.28
7,344.683
6,124.875
1,219.808
19.92
7.76
L
Segro
1,123.872
8/12/24
-0.96
454.834
444.695
10.139
2.28
7.82
L
British Land
501.842
8/12/24
-0.40
874.095
860.861
13.234
1.54
7.48
Glencore
521.217
8/12/24
1.27
431.140
403.529
27.611
6.84
7.19
L
Taylor Wimpey
200.737
8/12/24
0.54
145.725
129.254
16.471
12.74
6.81
L
Halma
3,210.520
8/12/24
0.04
762.927
752.628
10.300
1.37
6.75
Shell
3,556.092
8/12/24
0.83
2,906.873
2,976.727
-69.853
-2.35
6.65
S
Severn Trent
3,194.003
8/12/24
-0.63
2,380.892
2,467.467
-86.576
-3.51
6.41
S
Legal & General
286.622
8/12/24
0.53
288.146
281.156
6.990
2.49
6.10
S
Unite
1,186.634
8/12/24
-1.11
536.526
502.252
34.274
6.82
5.88
Land Securities
781.984
8/12/24
-0.73
1,311.142
1,288.789
22.353
1.73
5.01
L
Unilever Plc
5,989.074
8/12/24
-0.34
3,237.200
3,324.575
-87.375
-2.63
4.81
L
Lloyds Bank
72.164
8/12/24
-0.28
98.082
95.921
2.161
2.25
4.52
Ass Brit Foods
3,093.635
8/12/24
-0.90
3,356.626
3,750.000
-393.374
-10.49
3.92
S
Burberry Group
852.496
8/12/24
-2.02
1,870.156
1,813.063
57.093
3.15
3.53
L
HSBC
818.066
8/12/24
0.22
805.488
765.766
39.723
5.19
3.38
L
Rentokil Initial
595.858
8/12/24
1.01
148.266
142.768
5.498
3.85
3.23
Smurfit Kappa
3,885.148
8/12/24
0.07
2,178.884
2,127.127
51.757
2.43
3.06
⇓ instrument
freshest
⇓ Δday
10/06/14
⇓ Δwk
6/16/14
prc diff
⇓ Δ16
∅-RS
L
BT Group
179.774
8/12/24
8.43
477.703
481.607
-3.904
-0.81
2.94
S
Spirax-Sarco
9,801.804
8/12/24
0.72
3,724.685
3,712.412
12.273
0.33
1.95
Weir Group
2,419.006
8/12/24
0.79
3,008.512
3,305.806
-297.294
-8.99
2.01
Mondi
1,807.902
8/12/24
-0.42
1,278.109
1,313.814
-35.704
-2.72
1.51
Int Cons Airlines
211.472
8/12/24
-0.06
471.732
473.223
-1.492
-0.32
1.39
L
St. James´s Place
877.906
8/12/24
-1.22
909.668
960.961
-51.293
-5.34
1.20
L
3i Group
3,834.328
8/12/24
0.23
470.969
523.899
-52.930
-10.10
0.12
L
Vodafone
94.575
8/12/24
0.87
261.847
242.868
18.979
7.81
-0.98
Barclays
279.634
8/12/24
0.85
295.134
295.921
-0.787
-0.27
-1.28
WPP Group
876.890
8/12/24
1.68
1,537.289
1,621.622
-84.333
-5.20
-1.54
Admiral Group
3,427.773
8/12/24
0.86
1,638.928
1,934.434
-295.507
-15.28
-1.88
S
Diageo
3,114.598
8/12/24
1.03
2,238.597
2,357.357
-118.760
-5.04
-2.36
Centrica
161.733
8/12/24
3.29
390.166
404.530
-14.363
-3.55
-2.56
L
Schroders
428.408
8/12/24
-0.12
507.775
546.034
-38.258
-7.01
-3.16
S
Sage Group
1,277.474
8/12/24
1.03
455.088
488.739
-33.650
-6.89
-3.48
L
Smiths Group
2,214.458
8/12/24
0.52
1,575.403
1,587.838
-12.434
-0.78
-3.91
Johnson Matthey
2,003.557
8/12/24
0.06
3,697.116
3,943.944
-246.828
-6.26
-3.88
Informa
1,026.299
8/12/24
1.03
605.768
626.251
-20.483
-3.27
-3.97
Rio Tinto
6,278.745
8/12/24
0.56
3,807.648
3,785.035
22.613
0.60
-3.95
BP
558.506
8/12/24
1.35
566.764
632.633
-65.869
-10.41
-3.99
Berkeley
6,441.367
8/12/24
1.00
2,844.619
2,839.089
5.530
0.19
-4.12
S
Croda
4,864.693
8/12/24
-0.05
2,782.366
3,038.038
-255.672
-8.42
-4.35
L
Anglo American
2,836.361
8/12/24
0.29
1,712.616
1,779.279
-66.663
-3.75
-4.23
Hiscox
1,510.609
8/12/24
1.89
936.984
963.321
-26.337
-2.73
-4.85
GSK
1,997.205
8/12/24
0.42
1,835.281
2,011.061
-175.780
-8.74
-4.97
⇓ instrument
freshest
⇓ Δday
10/06/14
⇓ Δwk
6/16/14
prc diff
⇓ Δ16
∅-RS
L
Experian
4,477.195
8/12/24
1.18
1,236.819
1,257.508
-20.689
-1.65
-6.08
CRH (L)
8,151.442
8/12/24
-1.35
1,777.411
2,049.550
-272.139
-13.28
-6.83
Intertek
5,945.877
8/12/24
0.60
3,291.831
3,501.001
-209.170
-5.97
-7.91
Rolls-Royce
618.346
8/12/24
0.35
1,221.573
1,257.508
-35.935
-2.86
-8.11
L
Coca-Cola HBC
3,440.478
8/12/24
0.89
1,685.936
1,731.732
-45.796
-2.64
-8.88
S
RS Group
957.947
8/12/24
-0.40
273.282
340.465
-67.184
-19.73
-9.25
Standard Chartered
917.291
8/12/24
0.92
1,434.379
1,636.637
-202.257
-12.36
-9.53
Fresnillo
686.063
8/12/24
0.93
947.148
1,028.529
-81.381
-7.91
-9.56
Antofagasta
2,387.880
8/12/24
1.79
897.599
936.562
-38.963
-4.16
-9.62
Kingfisher
344.810
8/12/24
0.18
401.855
462.838
-60.983
-13.18
-10.41
Rightmove
682.505
8/12/24
0.04
264.515
267.142
-2.627
-0.98
-11.21
DS Smith
564.096
8/12/24
1.19
324.990
387.763
-62.772
-16.19
-12.48
L
Frasers
1,065.303
8/12/24
-0.42
780.079
971.597
-191.518
-19.71
-12.69
Melrose
618.346
8/12/24
0.19
195.223
208.810
-13.587
-6.51
-13.04
L
Hargreaves Lansdown
1,400.076
8/12/24
1,199.339
1,582.833
-383.494
-24.23
-18.65
J Sainsbury
342.523
8/12/24
0.67
293.609
397.523
-103.913
-26.14
-28.65
Ocado
478.592
8/12/24
0.72
312.921
446.071
-133.150
-29.85
-35.31
L
Tesco
423.707
8/12/24
0.91
284.437
457.808
-173.371
-37.87
-38.07
L
Airtel Africa
139.754
8/12/24
-0.63
-na-
L
Auto Trader
1,013.594
8/12/24
0.81
-na-
S
B&M
564.858
8/12/24
-2.22
332.867
357.858
-24.990
-6.98
-na-
ConvaTec
294.245
8/12/24
-0.17
-na-
Endeavour Mining
1,990.852
8/12/24
1.89
-na-
Haleon
474.146
8/12/24
-1.01
-na-
S
M&G
259.052
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
10/06/14
⇓ Δwk
6/16/14
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,489.900
8/12/24
-0.79
-na-
FTSE - 93 out of 100 instruments rated - 10/06/14 / 6/16/14 - 45 did rise, Market-Ratio(16) in EUR = 48.39 %
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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