Assessment - FTSE 100 Index in Euro - 11/03/14 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
11/03/14
⇓ Δwk
7/14/14
prc diff
⇓ Δ16
∅-RS
FTSE
10,503.070
8/12/24
0.52
8,299.821
8,462.293
-162.472
-1.92
1.15
Ashtead
6,590.764
8/12/24
-0.43
1,321.479
1,123.934
197.545
17.58
25.99
L
JD Sports Fashion
153.959
8/12/24
-4.07
23.697
19.875
3.823
19.23
24.83
S
Entain
742.484
8/12/24
3.98
618.524
567.612
50.912
8.97
24.78
L
LSE Group
12,713.317
8/12/24
1.12
2,571.319
2,260.110
311.209
13.77
21.68
Scottish Mortgage
1,054.880
8/12/24
-0.17
310.221
267.185
43.036
16.11
20.68
InterContinental Hot
9,246.514
8/12/24
-0.61
3,076.628
3,084.546
-7.918
-0.26
19.29
L
NatWest
428.041
8/12/24
0.48
486.376
400.778
85.598
21.36
18.25
L
Persimmon
2,018.038
8/12/24
0.03
1,865.166
1,566.734
298.432
19.05
17.31
L
Barratt Developments
671.101
8/12/24
0.15
530.638
461.992
68.646
14.86
16.87
L
AstraZeneca
16,348.983
8/12/24
0.63
5,782.909
5,481.059
301.850
5.51
16.80
Smith and Nephew
1,478.828
8/12/24
-0.86
1,340.668
1,276.969
63.698
4.99
16.31
RELX
4,517.078
8/12/24
0.57
1,315.082
1,165.956
149.127
12.79
16.16
DCC
6,569.016
8/12/24
-0.29
4,496.610
4,404.164
92.445
2.10
15.68
S
National Grid
1,251.631
8/12/24
-0.04
1,169.886
1,069.995
99.891
9.34
14.58
S
Whitbread
3,599.846
8/12/24
-1.44
5,608.290
5,308.580
299.710
5.65
13.39
L
Segro
1,131.636
8/12/24
-0.96
483.689
439.287
44.402
10.11
13.21
Int Cons Airlines
212.933
8/12/24
-0.06
529.999
411.816
118.182
28.70
12.90
S
Bunzl
4,096.201
8/12/24
0.50
2,145.324
2,052.183
93.142
4.54
13.06
L
SSE
2,402.456
8/12/24
0.86
2,004.605
1,936.779
67.827
3.50
12.39
S
Flutter
18,785.979
8/12/24
-1.28
7,649.993
6,270.697
1,379.296
22.00
11.92
L
Imperial Brands
2,729.947
8/12/24
0.38
3,411.795
3,435.775
-23.980
-0.70
11.97
Phoenix
688.244
8/12/24
0.47
733.781
618.783
114.998
18.58
11.56
BAE Systems
1,667.519
8/12/24
2.04
585.519
524.335
61.184
11.67
11.62
Land Securities
787.386
8/12/24
-0.73
1,411.027
1,279.478
131.549
10.28
11.62
⇓ instrument
freshest
⇓ Δday
11/03/14
⇓ Δwk
7/14/14
prc diff
⇓ Δ16
∅-RS
S
United Utilities
1,264.935
8/12/24
-0.12
1,070.743
1,099.473
-28.730
-2.61
11.71
L
British Land
505.309
8/12/24
-0.40
921.069
873.683
47.387
5.42
11.33
S
Severn Trent
3,216.067
8/12/24
-0.63
2,512.473
2,394.631
117.842
4.92
11.26
Aviva
619.419
8/12/24
0.35
662.019
621.049
40.970
6.60
11.14
F&C Investment Trust
1,312.524
8/12/24
513.752
476.292
37.460
7.86
10.54
Prudential
812.844
8/12/24
0.41
1,822.310
1,724.787
97.524
5.65
10.58
Compass Group
3,011.385
8/12/24
0.90
1,288.218
1,264.425
23.793
1.88
10.16
L
Halma
3,232.698
8/12/24
0.04
794.422
723.783
70.639
9.76
9.91
L
Taylor Wimpey
202.124
8/12/24
0.54
151.337
141.872
9.465
6.67
9.83
L
BAT
3,583.216
8/12/24
4,488.934
4,510.160
-21.226
-0.47
8.87
Reckitt Benckiser
5,347.320
8/12/24
6,626.583
6,359.759
266.824
4.20
8.70
L
Rentokil Initial
599.974
8/12/24
1.01
157.221
146.387
10.834
7.40
8.45
Beazley
936.421
8/12/24
1.24
336.446
318.615
17.831
5.60
7.51
S
Legal & General
288.602
8/12/24
0.53
294.998
288.133
6.865
2.38
7.17
L
Abrdn
195.663
8/12/24
2.51
492.644
476.919
15.725
3.30
6.90
S
Burberry Group
858.386
8/12/24
-2.02
1,930.408
1,803.813
126.595
7.02
6.80
S
Unite
1,194.832
8/12/24
-1.11
545.350
524.335
21.015
4.01
6.44
Mondi
1,820.391
8/12/24
-0.42
1,335.551
1,295.785
39.765
3.07
6.30
Next
12,206.729
8/12/24
0.23
8,232.058
8,166.081
65.977
0.81
5.96
L
3i Group
3,860.816
8/12/24
0.23
498.529
483.066
15.463
3.20
5.17
L
St. James´s Place
883.971
8/12/24
-1.22
952.411
957.727
-5.316
-0.56
4.75
Pearson
1,323.398
8/12/24
-0.72
1,483.945
1,391.119
92.826
6.67
4.62
S
Spirax-Sarco
9,869.515
8/12/24
0.72
3,822.054
3,413.434
408.620
11.97
4.61
L
Lloyds Bank
72.662
8/12/24
-0.28
98.247
91.759
6.489
7.07
4.23
L
HSBC
823.718
8/12/24
0.22
803.249
751.882
51.368
6.83
3.21
⇓ instrument
freshest
⇓ Δday
11/03/14
⇓ Δwk
7/14/14
prc diff
⇓ Δ16
∅-RS
Ass Brit Foods
3,115.006
8/12/24
-0.90
3,416.912
3,700.451
-283.540
-7.66
2.65
Barclays
281.566
8/12/24
0.85
303.185
262.920
40.265
15.31
2.36
Shell
3,580.657
8/12/24
0.83
2,809.262
3,019.318
-210.056
-6.96
1.99
S
Croda
4,898.298
8/12/24
-0.05
2,928.233
2,807.326
120.908
4.31
1.66
L
Unilever Plc
6,030.446
8/12/24
-0.34
3,166.176
3,317.862
-151.686
-4.57
1.74
S
Diageo
3,136.114
8/12/24
1.03
2,319.944
2,341.947
-22.003
-0.94
1.61
Admiral Group
3,451.452
8/12/24
0.86
1,710.375
1,954.340
-243.965
-12.48
1.50
WPP Group
882.947
8/12/24
1.68
1,577.331
1,534.119
43.212
2.82
1.25
Hiscox
1,521.044
8/12/24
1.89
981.980
1,008.501
-26.521
-2.63
0.39
L
BT Group
181.016
8/12/24
8.43
469.873
484.320
-14.447
-2.98
0.40
S
Sage Group
1,286.299
8/12/24
1.03
479.724
473.783
5.940
1.25
0.35
L
Vodafone
95.228
8/12/24
0.87
263.528
240.968
22.560
9.36
0.11
Glencore
524.818
8/12/24
1.27
402.904
435.273
-32.370
-7.44
-0.08
L
Schroders
431.368
8/12/24
-0.12
519.765
540.153
-20.388
-3.77
-0.23
Smurfit Kappa
3,911.987
8/12/24
0.07
2,100.550
1,940.542
160.008
8.25
-0.56
Intertek
5,986.951
8/12/24
0.60
3,492.388
3,359.257
133.131
3.96
-0.88
Informa
1,033.389
8/12/24
1.03
620.315
603.362
16.953
2.81
-1.03
Johnson Matthey
2,017.398
8/12/24
0.06
3,809.646
3,833.417
-23.771
-0.62
-1.27
Berkeley
6,485.864
8/12/24
1.00
2,886.018
3,010.537
-124.519
-4.14
-2.98
Weir Group
2,435.717
8/12/24
0.79
2,866.829
3,371.801
-504.973
-14.98
-3.11
S
RS Group
964.564
8/12/24
-0.40
291.928
319.368
-27.440
-8.59
-3.79
BP
562.364
8/12/24
1.35
567.609
631.460
-63.851
-10.11
-4.17
L
Coca-Cola HBC
3,464.245
8/12/24
0.89
1,738.519
1,719.769
18.749
1.09
-4.38
Rio Tinto
6,322.118
8/12/24
0.56
3,798.132
4,066.733
-268.601
-6.60
-4.52
Centrica
162.850
8/12/24
3.29
378.022
384.471
-6.448
-1.68
-4.68
⇓ instrument
freshest
⇓ Δday
11/03/14
⇓ Δwk
7/14/14
prc diff
⇓ Δ16
∅-RS
GSK
2,011.002
8/12/24
0.42
1,822.182
1,966.194
-144.012
-7.32
-5.16
L
Anglo American
2,855.955
8/12/24
0.29
1,683.510
1,883.467
-199.957
-10.62
-5.53
CRH (L)
8,207.752
8/12/24
-1.35
1,769.221
1,889.112
-119.891
-6.35
-6.80
Rightmove
687.220
8/12/24
0.04
272.611
269.694
2.917
1.08
-7.44
L
Frasers
1,072.662
8/12/24
-0.42
819.368
906.924
-87.556
-9.65
-7.79
L
Experian
4,508.123
8/12/24
1.18
1,190.354
1,299.548
-109.194
-8.40
-8.38
DS Smith
567.993
8/12/24
1.19
335.679
335.800
-0.122
-0.04
-8.79
L
Smiths Group
2,229.756
8/12/24
0.52
1,483.945
1,562.970
-79.025
-5.06
-8.80
Antofagasta
2,404.375
8/12/24
1.79
890.367
1,021.701
-131.334
-12.85
-9.20
Melrose
622.617
8/12/24
0.19
196.337
201.845
-5.508
-2.73
-10.47
L
Hargreaves Lansdown
1,409.748
8/12/24
1,279.263
1,446.312
-167.049
-11.55
-12.56
Fresnillo
690.802
8/12/24
0.93
889.088
1,153.412
-264.324
-22.92
-14.04
Kingfisher
347.192
8/12/24
0.18
378.022
426.242
-48.220
-11.31
-14.61
Rolls-Royce
622.617
8/12/24
0.35
1,068.185
1,317.110
-248.925
-18.90
-18.33
J Sainsbury
344.889
8/12/24
0.67
312.908
401.405
-88.497
-22.05
-21.08
Standard Chartered
923.628
8/12/24
0.92
1,204.298
1,520.948
-316.650
-20.82
-22.68
Ocado
481.898
8/12/24
0.72
350.902
491.470
-140.568
-28.60
-23.70
L
Tesco
426.634
8/12/24
0.91
281.540
451.957
-170.417
-37.71
-35.00
L
Airtel Africa
140.719
8/12/24
-0.63
-na-
L
Auto Trader
1,020.596
8/12/24
0.81
-na-
S
B&M
568.760
8/12/24
-2.22
330.050
336.177
-6.127
-1.82
-na-
ConvaTec
296.277
8/12/24
-0.17
-na-
Endeavour Mining
2,004.605
8/12/24
1.89
-na-
Haleon
477.421
8/12/24
-1.01
-na-
S
M&G
260.842
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
11/03/14
⇓ Δwk
7/14/14
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,520.916
8/12/24
-0.79
-na-
FTSE - 93 out of 100 instruments rated - 11/03/14 / 7/14/14 - 54 did rise, Market-Ratio(16) in EUR = 58.06 %
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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