Assessment - FTSE 100 Index in Euro - 2/02/15 - RS = 16
⇐
instrument
freshest
⇓ Δday
2/02/15
⇓ Δwk
10/13/14
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
10,883.152
8/12/24
0.52
8,990.655
8,030.071
960.584
11.96
8.21
L
3i Group
4,000.530
8/12/24
0.23
616.516
449.672
166.844
37.10
23.82
L
Abrdn
202.744
8/12/24
2.51
531.151
485.747
45.404
9.35
9.87
Admiral Group
3,576.352
8/12/24
0.86
1,933.987
1,589.304
344.684
21.69
12.72
L
Airtel Africa
145.811
8/12/24
-0.63
-na-
L
Anglo American
2,959.305
8/12/24
0.29
1,489.926
1,750.757
-260.831
-14.90
-15.53
Antofagasta
2,491.384
8/12/24
1.79
890.774
853.935
36.839
4.31
-8.05
Ashtead
6,829.268
8/12/24
-0.43
1,409.067
1,154.137
254.930
22.09
19.12
Ass Brit Foods
3,227.731
8/12/24
-0.90
4,127.784
3,148.335
979.449
31.11
14.56
L
AstraZeneca
16,940.615
8/12/24
0.63
6,206.257
5,493.819
712.437
12.97
14.96
L
Auto Trader
1,057.529
8/12/24
0.81
-na-
Aviva
641.835
8/12/24
0.35
701.219
626.892
74.327
11.86
11.86
S
B&M
589.343
8/12/24
-2.22
426.829
327.952
98.878
30.15
-na-
BAE Systems
1,727.863
8/12/24
2.04
672.057
561.428
110.629
19.71
23.89
Barclays
291.755
8/12/24
0.85
312.633
281.786
30.846
10.95
6.92
L
Barratt Developments
695.387
8/12/24
0.15
607.370
475.530
131.840
27.72
23.74
Beazley
970.308
8/12/24
1.24
384.411
322.275
62.136
19.28
18.75
Berkeley
6,720.573
8/12/24
1.00
3,203.871
2,599.647
604.224
23.24
6.59
BP
582.715
8/12/24
1.35
580.196
544.841
35.355
6.49
0.18
L
BAT
3,712.884
8/12/24
4,993.372
4,308.148
685.224
15.91
16.01
L
British Land
523.595
8/12/24
-0.40
1,112.142
855.197
256.945
30.05
25.56
L
BT Group
187.566
8/12/24
8.43
547.587
464.682
82.905
17.84
13.58
S
Bunzl
4,244.433
8/12/24
0.50
2,502.651
1,950.050
552.601
28.34
22.26
S
Burberry Group
889.449
8/12/24
-2.02
2,310.445
1,865.540
444.906
23.85
23.37
Centrica
168.743
8/12/24
3.29
388.786
370.333
18.453
4.98
1.18
instrument
freshest
⇓ Δday
2/02/15
⇓ Δwk
10/13/14
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,589.608
8/12/24
0.89
1,420.997
1,639.758
-218.761
-13.34
-16.90
Compass Group
3,120.360
8/12/24
0.90
1,536.320
1,187.563
348.757
29.37
24.80
ConvaTec
306.999
8/12/24
-0.17
-na-
CRH (L)
8,504.772
8/12/24
-1.35
2,253.990
1,617.053
636.936
39.39
18.13
S
Croda
5,075.557
8/12/24
-0.05
3,559.120
2,570.636
988.484
38.45
19.69
DCC
6,806.734
8/12/24
-0.29
4,692.471
4,024.975
667.496
16.58
12.87
S
Diageo
3,249.602
8/12/24
1.03
2,584.836
2,174.571
410.264
18.87
12.73
DS Smith
588.547
8/12/24
1.19
420.467
302.851
117.616
38.84
13.54
Endeavour Mining
2,077.147
8/12/24
1.89
-na-
S
Entain
769.353
8/12/24
3.98
593.849
601.034
-7.185
-1.20
9.83
L
Experian
4,671.262
8/12/24
1.18
1,548.250
1,186.302
361.949
30.51
19.54
F&C Investment Trust
1,360.021
8/12/24
602.996
480.575
122.421
25.47
24.49
S
Flutter
19,465.800
8/12/24
-1.28
9,134.411
6,880.676
2,253.735
32.75
30.09
L
Frasers
1,111.479
8/12/24
-0.42
953.075
725.277
227.798
31.41
6.89
Fresnillo
715.801
8/12/24
0.93
1,175.106
981.963
193.143
19.67
12.93
Glencore
543.810
8/12/24
1.27
335.498
404.390
-68.891
-17.04
-16.68
GSK
2,083.775
8/12/24
0.42
1,950.225
1,740.767
209.458
12.03
3.10
Haleon
494.698
8/12/24
-1.01
-na-
L
Halma
3,349.682
8/12/24
0.04
909.995
724.016
185.979
25.69
20.50
L
Hargreaves Lansdown
1,460.763
8/12/24
1,320.917
1,103.683
217.234
19.68
-4.53
Hiscox
1,576.087
8/12/24
1.89
1,099.609
922.364
177.245
19.22
12.23
L
HSBC
853.526
8/12/24
0.22
811.771
798.184
13.587
1.70
4.72
L
Imperial Brands
2,828.738
8/12/24
0.38
4,148.992
3,264.379
884.613
27.10
27.09
Informa
1,070.785
8/12/24
1.03
680.011
574.798
105.212
18.30
10.62
InterContinental Hot
9,581.124
8/12/24
-0.61
3,454.401
2,730.827
723.573
26.50
22.73
instrument
freshest
⇓ Δday
2/02/15
⇓ Δwk
10/13/14
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
220.639
8/12/24
-0.06
701.882
408.804
293.078
71.69
41.42
Intertek
6,203.605
8/12/24
0.60
3,037.513
3,139.506
-101.992
-3.25
-9.81
J Sainsbury
357.370
8/12/24
0.67
354.321
288.471
65.850
22.83
-1.77
L
JD Sports Fashion
159.531
8/12/24
-4.07
26.644
21.014
5.630
26.79
27.07
Johnson Matthey
2,090.403
8/12/24
0.06
4,335.896
3,475.025
860.871
24.77
9.71
Kingfisher
359.756
8/12/24
0.18
444.194
366.171
78.024
21.31
3.37
Land Securities
815.880
8/12/24
-0.73
1,715.270
1,289.102
426.168
33.06
27.56
S
Legal & General
299.046
8/12/24
0.53
354.454
281.155
73.298
26.07
22.99
L
Lloyds Bank
75.292
8/12/24
-0.28
97.654
94.437
3.216
3.41
2.62
L
LSE Group
13,173.383
8/12/24
1.12
3,104.454
2,290.616
813.838
35.53
32.94
S
M&G
270.281
8/12/24
1.09
-na-
Melrose
645.148
8/12/24
0.19
215.476
186.902
28.574
15.29
4.06
Mondi
1,886.267
8/12/24
-0.42
1,576.087
1,218.466
357.621
29.35
21.51
S
National Grid
1,296.925
8/12/24
-0.04
1,238.070
1,099.899
138.171
12.56
14.39
L
NatWest
443.531
8/12/24
0.48
484.491
454.717
29.774
6.55
12.77
Next
12,648.462
8/12/24
0.23
9,497.614
8,060.040
1,437.574
17.84
15.12
Ocado
499.337
8/12/24
0.72
550.769
281.282
269.487
95.81
24.27
Pearson
1,371.288
8/12/24
-0.72
1,806.734
1,446.771
359.963
24.88
27.79
Pershing Square
4,684.517
8/12/24
-0.79
-na-
L
Persimmon
2,091.066
8/12/24
0.03
2,083.775
1,625.883
457.892
28.16
22.42
Phoenix
713.150
8/12/24
0.47
842.959
696.979
145.980
20.94
23.61
Prudential
842.259
8/12/24
0.41
2,134.809
1,721.746
413.063
23.99
23.12
Reckitt Benckiser
5,540.827
8/12/24
7,462.884
6,458.123
1,004.761
15.56
17.52
RELX
4,680.541
8/12/24
0.57
1,533.669
1,209.006
324.663
26.85
27.12
L
Rentokil Initial
621.686
8/12/24
1.01
159.995
141.902
18.093
12.75
6.92
instrument
freshest
⇓ Δday
2/02/15
⇓ Δwk
10/13/14
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
712.089
8/12/24
0.04
308.192
251.514
56.678
22.53
7.12
Rio Tinto
6,550.901
8/12/24
0.56
3,924.973
3,897.578
27.395
0.70
-0.08
Rolls-Royce
645.148
8/12/24
0.35
1,171.792
1,181.887
-10.095
-0.85
-3.75
S
RS Group
999.470
8/12/24
-0.40
272.534
257.442
15.092
5.86
-10.18
S
Sage Group
1,332.847
8/12/24
1.03
632.291
444.627
187.664
42.21
25.85
L
Schroders
446.978
8/12/24
-0.12
656.204
465.742
190.462
40.89
22.72
Scottish Mortgage
1,093.054
8/12/24
-0.17
330.329
268.290
62.039
23.12
20.71
L
Segro
1,172.587
8/12/24
-0.96
551.962
437.311
114.651
26.22
22.31
S
Severn Trent
3,332.450
8/12/24
-0.63
2,791.622
2,385.217
406.406
17.04
16.79
Shell
3,710.233
8/12/24
0.83
2,742.577
2,765.515
-22.938
-0.83
-2.50
Smith and Nephew
1,532.344
8/12/24
-0.86
1,569.459
1,231.710
337.749
27.42
24.76
L
Smiths Group
2,310.445
8/12/24
0.52
1,512.460
1,498.486
13.974
0.93
-2.63
Smurfit Kappa
4,053.552
8/12/24
0.07
2,929.480
1,987.891
941.589
47.37
35.02
S
Spirax-Sarco
10,226.670
8/12/24
0.72
4,217.431
3,454.604
762.827
22.08
13.94
L
SSE
2,489.395
8/12/24
0.86
2,143.425
1,890.767
252.658
13.36
13.69
L
St. James´s Place
915.960
8/12/24
-1.22
1,151.246
855.827
295.419
34.52
20.29
Standard Chartered
957.052
8/12/24
0.92
1,167.815
1,386.857
-219.041
-15.79
-18.27
L
Taylor Wimpey
209.438
8/12/24
0.54
177.301
136.226
41.075
30.15
22.05
L
Tesco
442.073
8/12/24
0.91
383.404
288.547
94.857
32.87
1.08
L
Unilever Plc
6,248.674
8/12/24
-0.34
3,862.672
3,167.255
695.417
21.96
19.90
S
Unite
1,238.070
8/12/24
-1.11
672.057
519.046
153.011
29.48
25.20
S
United Utilities
1,310.710
8/12/24
-0.12
1,326.882
1,019.173
307.710
30.19
25.76
L
Vodafone
98.674
8/12/24
0.87
309.981
244.450
65.531
26.81
17.07
Weir Group
2,523.860
8/12/24
0.79
2,255.819
2,718.214
-462.395
-17.01
-22.19
S
Whitbread
3,730.117
8/12/24
-1.44
6,605.249
5,000.000
1,605.249
32.10
23.50
instrument
freshest
⇓ Δday
2/02/15
⇓ Δwk
10/13/14
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
914.899
8/12/24
1.68
1,932.662
1,436.680
495.982
34.52
22.48
FTSE - 93 out of 100 instruments rated - 2/02/15 / 10/13/14 - 84 did rise, Market-Ratio(16) in EUR = 90.32 %
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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