Assessment - FTSE 100 Index in Euro - 11/10/14 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
11/10/14
⇓ Δwk
7/21/14
prc diff
⇓ Δ16
∅-RS
FTSE
10,470.922
8/12/24
0.52
8,431.641
8,495.505
-63.864
-0.75
2.68
Ashtead
6,570.591
8/12/24
-0.43
1,356.970
1,157.828
199.141
17.20
28.03
L
LSE Group
12,674.404
8/12/24
1.12
2,619.564
2,223.775
395.789
17.80
23.08
S
Entain
740.212
8/12/24
3.98
605.790
554.293
51.497
9.29
21.27
InterContinental Hot
9,218.212
8/12/24
-0.61
3,128.428
3,103.535
24.892
0.80
20.42
Scottish Mortgage
1,051.652
8/12/24
-0.17
308.889
264.141
44.748
16.94
19.60
L
JD Sports Fashion
153.488
8/12/24
-4.07
22.931
19.955
2.976
14.91
19.45
L
AstraZeneca
16,298.942
8/12/24
0.63
5,880.628
5,542.929
337.698
6.09
17.82
L
Barratt Developments
669.047
8/12/24
0.15
535.774
447.222
88.551
19.80
17.35
L
Imperial Brands
2,721.592
8/12/24
0.38
3,587.553
3,342.172
245.381
7.34
17.24
L
NatWest
426.731
8/12/24
0.48
482.719
402.778
79.941
19.85
16.90
RELX
4,503.252
8/12/24
0.57
1,328.912
1,171.086
157.826
13.48
16.86
L
Persimmon
2,011.861
8/12/24
0.03
1,846.703
1,573.232
273.471
17.38
15.68
S
National Grid
1,247.800
8/12/24
-0.04
1,185.436
1,094.066
91.370
8.35
15.58
Smith and Nephew
1,474.302
8/12/24
-0.86
1,339.115
1,306.818
32.297
2.47
15.37
S
Bunzl
4,083.663
8/12/24
0.50
2,194.873
2,030.303
164.570
8.11
15.04
S
United Utilities
1,261.064
8/12/24
-0.12
1,101.263
1,124.369
-23.106
-2.06
14.28
L
Segro
1,128.172
8/12/24
-0.96
488.713
447.727
40.986
9.15
13.87
Ass Brit Foods
3,105.471
8/12/24
-0.90
3,787.782
3,545.455
242.328
6.83
13.19
F&C Investment Trust
1,308.507
8/12/24
526.591
477.146
49.445
10.36
13.03
DCC
6,548.910
8/12/24
-0.29
4,419.079
4,352.273
66.806
1.53
13.02
Phoenix
686.137
8/12/24
0.47
741.289
627.674
113.615
18.10
12.64
BAE Systems
1,662.416
8/12/24
2.04
589.211
530.303
58.908
11.11
12.15
Int Cons Airlines
212.282
8/12/24
-0.06
527.866
407.955
119.912
29.39
11.91
L
British Land
503.762
8/12/24
-0.40
929.091
900.253
28.838
3.20
11.78
⇓ instrument
freshest
⇓ Δday
11/10/14
⇓ Δwk
7/21/14
prc diff
⇓ Δ16
∅-RS
Aviva
617.523
8/12/24
0.35
668.920
616.035
52.884
8.58
11.80
Land Securities
784.976
8/12/24
-0.73
1,416.911
1,300.505
116.406
8.95
11.68
L
BAT
3,572.248
8/12/24
4,600.179
4,419.192
180.987
4.10
11.36
L
SSE
2,395.103
8/12/24
0.86
1,992.093
1,930.556
61.537
3.19
11.30
Compass Group
3,002.168
8/12/24
0.90
1,305.956
1,262.626
43.330
3.43
11.26
Prudential
810.356
8/12/24
0.41
1,839.689
1,719.697
119.992
6.98
11.25
L
Halma
3,222.803
8/12/24
0.04
806.657
708.965
97.693
13.78
11.18
S
Whitbread
3,588.828
8/12/24
-1.44
5,537.559
5,420.455
117.104
2.16
11.24
L
Abrdn
195.064
8/12/24
2.51
513.838
477.020
36.817
7.72
11.16
S
Severn Trent
3,206.224
8/12/24
-0.63
2,514.985
2,453.283
61.703
2.52
11.05
S
Legal & General
287.718
8/12/24
0.53
303.915
296.338
7.577
2.56
10.12
Reckitt Benckiser
5,330.953
8/12/24
6,714.705
6,332.071
382.634
6.04
9.80
L
3i Group
3,848.999
8/12/24
0.23
519.066
487.626
31.440
6.45
9.25
S
Flutter
18,728.479
8/12/24
-1.28
7,464.609
6,712.121
752.488
11.21
9.06
Mondi
1,814.820
8/12/24
-0.42
1,363.347
1,305.556
57.791
4.43
8.49
L
Taylor Wimpey
201.505
8/12/24
0.54
149.598
141.540
8.058
5.69
8.27
S
Unite
1,191.175
8/12/24
-1.11
554.394
516.919
37.474
7.25
7.88
S
Burberry Group
855.758
8/12/24
-2.02
1,938.528
1,823.232
115.296
6.32
7.11
Pearson
1,319.347
8/12/24
-0.72
1,508.736
1,396.465
112.271
8.04
6.43
Next
12,169.366
8/12/24
0.23
8,315.266
8,156.566
158.700
1.95
6.52
L
Schroders
430.047
8/12/24
-0.12
553.297
525.884
27.413
5.21
6.24
L
St. James´s Place
881.265
8/12/24
-1.22
959.061
947.601
11.460
1.21
5.12
Beazley
933.554
8/12/24
1.24
329.422
314.394
15.028
4.78
4.84
S
Croda
4,883.306
8/12/24
-0.05
3,009.820
2,795.455
214.366
7.67
4.48
L
HSBC
821.196
8/12/24
0.22
810.738
753.914
56.824
7.54
4.23
⇓ instrument
freshest
⇓ Δday
11/10/14
⇓ Δwk
7/21/14
prc diff
⇓ Δ16
∅-RS
S
Spirax-Sarco
9,839.306
8/12/24
0.72
3,809.042
3,469.886
339.156
9.77
4.10
L
Unilever Plc
6,011.988
8/12/24
-0.34
3,245.759
3,335.859
-90.099
-2.70
4.18
S
Diageo
3,126.514
8/12/24
1.03
2,370.871
2,287.879
82.992
3.63
3.86
L
Lloyds Bank
72.440
8/12/24
-0.28
97.768
91.654
6.114
6.67
3.57
Glencore
523.211
8/12/24
1.27
417.102
452.462
-35.360
-7.81
3.41
Shell
3,569.698
8/12/24
0.83
2,849.764
3,034.722
-184.958
-6.09
3.20
WPP Group
880.245
8/12/24
1.68
1,603.112
1,545.455
57.657
3.73
2.92
L
BT Group
180.462
8/12/24
8.43
478.383
482.828
-4.445
-0.92
2.11
Hiscox
1,516.388
8/12/24
1.89
991.293
1,002.210
-10.916
-1.09
1.41
L
Rentokil Initial
598.138
8/12/24
1.01
147.685
146.591
1.094
0.75
1.41
Johnson Matthey
2,011.223
8/12/24
0.06
3,912.766
3,816.919
95.847
2.51
1.28
Barclays
280.704
8/12/24
0.85
299.388
265.404
33.984
12.80
1.07
Informa
1,030.226
8/12/24
1.03
632.572
621.212
11.360
1.83
1.05
S
Sage Group
1,282.362
8/12/24
1.03
484.887
478.788
6.099
1.27
1.05
L
Vodafone
94.937
8/12/24
0.87
265.081
245.455
19.626
8.00
0.75
L
Experian
4,494.325
8/12/24
1.18
1,303.405
1,295.455
7.951
0.61
0.74
Smurfit Kappa
3,900.013
8/12/24
0.07
2,123.454
1,969.697
153.757
7.81
0.54
Intertek
5,968.626
8/12/24
0.60
3,508.481
3,282.828
225.653
6.87
-0.23
Berkeley
6,466.012
8/12/24
1.00
2,912.894
3,030.303
-117.409
-3.87
-2.17
S
RS Group
961.612
8/12/24
-0.40
297.156
318.687
-21.531
-6.76
-2.43
DS Smith
566.254
8/12/24
1.19
357.735
330.303
27.432
8.31
-2.69
L
Anglo American
2,847.213
8/12/24
0.29
1,735.110
1,951.389
-216.279
-11.08
-2.54
Rio Tinto
6,302.768
8/12/24
0.56
3,856.651
4,153.409
-296.758
-7.14
-3.00
Centrica
162.352
8/12/24
3.29
383.369
394.949
-11.580
-2.93
-3.13
L
Smiths Group
2,222.931
8/12/24
0.52
1,568.677
1,553.030
15.647
1.01
-3.33
⇓ instrument
freshest
⇓ Δday
11/10/14
⇓ Δwk
7/21/14
prc diff
⇓ Δ16
∅-RS
L
Coca-Cola HBC
3,453.641
8/12/24
0.89
1,740.849
1,739.899
0.950
0.05
-3.93
Weir Group
2,428.262
8/12/24
0.79
2,840.199
3,472.222
-632.023
-18.20
-4.23
GSK
2,004.846
8/12/24
0.42
1,828.810
1,980.379
-151.569
-7.65
-4.66
Rightmove
685.117
8/12/24
0.04
279.429
275.631
3.797
1.38
-4.87
BP
560.643
8/12/24
1.35
560.643
621.275
-60.632
-9.76
-5.32
L
Frasers
1,069.379
8/12/24
-0.42
837.266
890.152
-52.886
-5.94
-5.76
Melrose
620.712
8/12/24
0.19
203.817
198.708
5.109
2.57
-6.50
Antofagasta
2,397.016
8/12/24
1.79
912.511
1,029.672
-117.161
-11.38
-6.69
CRH (L)
8,182.630
8/12/24
-1.35
1,766.356
1,847.222
-80.866
-4.38
-6.88
Ocado
480.423
8/12/24
0.72
423.288
467.172
-43.884
-9.39
-7.21
L
Hargreaves Lansdown
1,405.433
8/12/24
1,331.463
1,369.950
-38.487
-2.81
-8.84
Fresnillo
688.688
8/12/24
0.93
937.380
1,155.934
-218.554
-18.91
-8.87
Admiral Group
3,440.888
8/12/24
0.86
1,524.040
1,930.556
-406.515
-21.06
-9.79
Rolls-Royce
620.712
8/12/24
0.35
1,110.828
1,303.030
-192.203
-14.75
-14.66
Kingfisher
346.129
8/12/24
0.18
374.059
422.348
-48.289
-11.43
-15.22
J Sainsbury
343.834
8/12/24
0.67
324.831
401.894
-77.063
-19.17
-17.41
Standard Chartered
920.801
8/12/24
0.92
1,201.760
1,521.465
-319.705
-21.01
-22.21
L
Tesco
425.328
8/12/24
0.91
311.618
461.641
-150.023
-32.50
-27.03
L
Airtel Africa
140.288
8/12/24
-0.63
-na-
L
Auto Trader
1,017.472
8/12/24
0.81
-na-
S
B&M
567.020
8/12/24
-2.22
339.880
351.010
-11.130
-3.17
-na-
ConvaTec
295.370
8/12/24
-0.17
-na-
Endeavour Mining
1,998.470
8/12/24
1.89
-na-
Haleon
475.960
8/12/24
-1.01
-na-
S
M&G
260.043
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
11/10/14
⇓ Δwk
7/21/14
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,507.078
8/12/24
-0.79
-na-
FTSE - 93 out of 100 instruments rated - 11/10/14 / 7/21/14 - 66 did rise, Market-Ratio(16) in EUR = 70.97 %
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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