Assessment - FTSE 100 Index in Euro - 11/17/14 - RS = 16
⇐
instrument
freshest
⇓ Δday
11/17/14
⇓ Δwk
7/28/14
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
10,310.499
8/12/24
0.52
8,378.714
8,578.377
-199.663
-2.33
1.94
L
3i Group
3,790.029
8/12/24
0.23
522.165
490.332
31.833
6.49
9.64
L
Abrdn
192.076
8/12/24
2.51
515.258
483.508
31.750
6.57
10.98
Admiral Group
3,388.170
8/12/24
0.86
1,508.226
1,871.604
-363.378
-19.42
-10.73
L
Airtel Africa
138.139
8/12/24
-0.63
-na-
L
Anglo American
2,803.592
8/12/24
0.29
1,723.597
2,063.693
-340.096
-16.48
-3.16
Antofagasta
2,360.291
8/12/24
1.79
899.787
1,068.495
-168.708
-15.79
-7.87
Ashtead
6,469.923
8/12/24
-0.43
1,337.436
1,180.336
157.099
13.31
24.93
Ass Brit Foods
3,057.893
8/12/24
-0.90
3,862.866
3,601.668
261.198
7.25
14.65
L
AstraZeneca
16,049.228
8/12/24
0.63
5,772.322
5,511.184
261.138
4.74
14.71
L
Auto Trader
1,001.884
8/12/24
0.81
-na-
Aviva
608.062
8/12/24
0.35
668.090
641.982
26.108
4.07
11.14
S
B&M
558.332
8/12/24
-2.22
338.440
351.952
-13.512
-3.84
-na-
BAE Systems
1,636.946
8/12/24
2.04
579.430
539.745
39.685
7.35
10.11
Barclays
276.403
8/12/24
0.85
294.110
275.686
18.425
6.68
-0.66
L
Barratt Developments
658.797
8/12/24
0.15
552.304
458.739
93.566
20.40
20.21
Beazley
919.252
8/12/24
1.24
330.278
326.298
3.979
1.22
4.83
Berkeley
6,366.947
8/12/24
1.00
2,969.986
3,129.028
-159.042
-5.08
-0.41
BP
552.053
8/12/24
1.35
543.074
627.891
-84.817
-13.51
-8.24
L
BAT
3,517.519
8/12/24
4,655.281
4,483.129
172.152
3.84
12.46
L
British Land
496.044
8/12/24
-0.40
925.531
907.999
17.531
1.93
10.85
L
BT Group
177.697
8/12/24
8.43
471.933
484.014
-12.081
-2.50
0.60
S
Bunzl
4,021.098
8/12/24
0.50
2,171.292
2,030.835
140.457
6.92
13.22
S
Burberry Group
842.647
8/12/24
-2.02
1,946.503
1,795.779
150.723
8.39
7.41
Centrica
159.864
8/12/24
3.29
374.984
398.332
-23.348
-5.86
-5.07
instrument
freshest
⇓ Δday
11/17/14
⇓ Δwk
7/28/14
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,400.728
8/12/24
0.89
1,726.736
1,746.493
-19.757
-1.13
-4.38
Compass Group
2,956.172
8/12/24
0.90
1,323.622
1,273.853
49.769
3.91
12.35
ConvaTec
290.845
8/12/24
-0.17
-na-
CRH (L)
8,057.265
8/12/24
-1.35
1,700.364
1,813.472
-113.107
-6.24
-10.27
S
Croda
4,808.489
8/12/24
-0.05
3,045.335
2,684.191
361.144
13.45
5.53
DCC
6,448.575
8/12/24
-0.29
4,338.817
4,315.683
23.134
0.54
10.41
S
Diageo
3,078.614
8/12/24
1.03
2,371.594
2,261.468
110.125
4.87
3.93
DS Smith
557.579
8/12/24
1.19
355.268
338.178
17.090
5.05
-3.39
Endeavour Mining
1,967.851
8/12/24
1.89
-na-
S
Entain
728.871
8/12/24
3.98
599.020
532.668
66.353
12.46
19.07
L
Experian
4,425.468
8/12/24
1.18
1,233.831
1,300.392
-66.560
-5.12
-4.47
F&C Investment Trust
1,288.459
8/12/24
521.788
481.613
40.176
8.34
11.69
S
Flutter
18,441.542
8/12/24
-1.28
7,670.476
6,620.751
1,049.725
15.86
12.04
L
Frasers
1,052.995
8/12/24
-0.42
798.066
870.087
-72.021
-8.28
-10.21
Fresnillo
678.136
8/12/24
0.93
924.903
1,187.919
-263.016
-22.14
-9.75
Glencore
515.195
8/12/24
1.27
416.614
470.049
-53.435
-11.37
3.18
GSK
1,974.130
8/12/24
0.42
1,851.400
1,800.720
50.680
2.81
-3.33
Haleon
468.668
8/12/24
-1.01
-na-
L
Halma
3,173.427
8/12/24
0.04
795.554
715.911
79.644
11.12
9.28
L
Hargreaves Lansdown
1,383.901
8/12/24
1,237.599
1,323.139
-85.540
-6.46
-15.18
Hiscox
1,493.156
8/12/24
1.89
970.397
980.837
-10.440
-1.06
-0.65
L
HSBC
808.615
8/12/24
0.22
803.717
797.296
6.422
0.81
3.38
L
Imperial Brands
2,679.895
8/12/24
0.38
3,611.704
3,321.117
290.587
8.75
17.52
Informa
1,014.442
8/12/24
1.03
633.555
619.992
13.563
2.19
1.33
InterContinental Hot
9,076.981
8/12/24
-0.61
3,238.729
3,096.171
142.558
4.60
23.79
instrument
freshest
⇓ Δday
11/17/14
⇓ Δwk
7/28/14
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
209.029
8/12/24
-0.06
534.472
426.640
107.832
25.27
13.01
Intertek
5,877.182
8/12/24
0.60
3,340.450
3,283.205
57.245
1.74
-4.86
J Sainsbury
338.566
8/12/24
0.67
333.668
404.145
-70.477
-17.44
-14.56
L
JD Sports Fashion
151.137
8/12/24
-4.07
21.967
19.512
2.454
12.58
13.33
Johnson Matthey
1,980.409
8/12/24
0.06
3,939.470
3,826.614
112.856
2.95
1.83
Kingfisher
340.826
8/12/24
0.18
374.482
373.815
0.667
0.18
-14.77
Land Securities
772.950
8/12/24
-0.73
1,454.226
1,321.875
132.350
10.01
14.20
S
Legal & General
283.310
8/12/24
0.53
307.422
296.980
10.442
3.52
10.99
L
Lloyds Bank
71.330
8/12/24
-0.28
97.036
94.579
2.458
2.60
2.66
L
LSE Group
12,480.221
8/12/24
1.12
2,600.779
2,256.009
344.770
15.28
21.29
S
M&G
256.059
8/12/24
1.09
-na-
Melrose
611.202
8/12/24
0.19
198.555
202.118
-3.563
-1.76
-8.44
Mondi
1,787.015
8/12/24
-0.42
1,347.482
1,339.568
7.914
0.59
7.06
S
National Grid
1,228.683
8/12/24
-0.04
1,180.460
1,110.830
69.629
6.27
14.56
L
NatWest
420.193
8/12/24
0.48
477.207
444.838
32.369
7.28
15.20
Next
11,982.921
8/12/24
0.23
8,307.171
8,239.606
67.565
0.82
5.89
Ocado
473.063
8/12/24
0.72
390.682
443.321
-52.639
-11.87
-14.05
Pearson
1,299.134
8/12/24
-0.72
1,542.132
1,457.096
85.036
5.84
8.84
Pershing Square
4,438.026
8/12/24
-0.79
-na-
L
Persimmon
1,981.037
8/12/24
0.03
1,879.945
1,603.690
276.255
17.23
17.20
Phoenix
675.625
8/12/24
0.47
737.136
664.474
72.662
10.94
11.94
Prudential
797.940
8/12/24
0.41
1,852.317
1,765.449
86.868
4.92
11.57
Reckitt Benckiser
5,249.278
8/12/24
6,680.899
6,577.783
103.116
1.57
8.94
RELX
4,434.258
8/12/24
0.57
1,327.389
1,221.408
105.981
8.68
16.22
L
Rentokil Initial
588.974
8/12/24
1.01
144.669
150.259
-5.590
-3.72
-0.95
instrument
freshest
⇓ Δday
11/17/14
⇓ Δwk
7/28/14
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
674.620
8/12/24
0.04
279.920
279.035
0.885
0.32
-4.51
Rio Tinto
6,206.204
8/12/24
0.56
3,840.261
4,325.161
-484.900
-11.21
-3.39
Rolls-Royce
611.202
8/12/24
0.35
1,066.181
1,331.985
-265.804
-19.96
-17.67
S
RS Group
946.879
8/12/24
-0.40
259.450
294.579
-35.129
-11.93
-15.14
S
Sage Group
1,262.715
8/12/24
1.03
490.519
467.711
22.807
4.88
1.90
L
Schroders
423.458
8/12/24
-0.12
554.213
535.802
18.411
3.44
6.27
Scottish Mortgage
1,035.539
8/12/24
-0.17
317.845
267.029
50.816
19.03
22.48
L
Segro
1,110.888
8/12/24
-0.96
485.747
455.832
29.914
6.56
12.69
S
Severn Trent
3,157.102
8/12/24
-0.63
2,507.849
2,427.651
80.198
3.30
10.40
Shell
3,515.007
8/12/24
0.83
2,769.685
3,042.462
-272.777
-8.97
0.02
Smith and Nephew
1,451.714
8/12/24
-0.86
1,338.691
1,305.447
33.245
2.55
14.58
L
Smiths Group
2,188.874
8/12/24
0.52
1,549.667
1,593.580
-43.913
-2.76
-4.34
Smurfit Kappa
3,840.261
8/12/24
0.07
2,084.641
2,053.583
31.059
1.51
-1.29
S
Spirax-Sarco
9,688.560
8/12/24
0.72
3,667.336
3,619.740
47.597
1.31
0.13
L
SSE
2,358.408
8/12/24
0.86
1,966.596
1,858.966
107.629
5.79
9.50
L
St. James´s Place
867.763
8/12/24
-1.22
935.577
998.357
-62.780
-6.29
2.13
Standard Chartered
906.693
8/12/24
0.92
1,175.813
1,544.926
-369.113
-23.89
-23.27
L
Taylor Wimpey
198.418
8/12/24
0.54
158.232
143.182
15.050
10.51
14.16
L
Tesco
418.812
8/12/24
0.91
306.530
429.799
-123.269
-28.68
-27.39
L
Unilever Plc
5,919.879
8/12/24
-0.34
3,262.590
3,323.645
-61.055
-1.84
4.53
S
Unite
1,172.925
8/12/24
-1.11
562.476
503.602
58.875
11.69
9.17
S
United Utilities
1,241.743
8/12/24
-0.12
1,113.274
1,131.682
-18.408
-1.63
14.85
L
Vodafone
93.482
8/12/24
0.87
287.643
255.339
32.304
12.65
9.38
Weir Group
2,391.059
8/12/24
0.79
2,570.639
3,422.217
-851.577
-24.88
-13.45
S
Whitbread
3,533.844
8/12/24
-1.44
5,627.276
5,473.272
154.004
2.81
12.35
instrument
freshest
⇓ Δday
11/17/14
⇓ Δwk
7/28/14
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
866.759
8/12/24
1.68
1,603.667
1,530.393
73.274
4.79
2.98
FTSE - 93 out of 100 instruments rated - 11/17/14 / 7/28/14 - 62 did rise, Market-Ratio(16) in EUR = 66.67 %
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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