Assessment - FTSE 100 Index in Euro - 2/09/15 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
2/09/15
⇓ Δwk
10/20/14
prc diff
⇓ Δ16
∅-RS
FTSE
11,029.352
8/12/24
0.52
9,184.779
7,914.966
1,269.814
16.04
10.24
Int Cons Airlines
223.603
8/12/24
-0.06
720.715
456.428
264.286
57.90
44.42
Smurfit Kappa
4,108.006
8/12/24
0.07
2,959.430
1,944.936
1,014.495
52.16
35.53
L
LSE Group
13,350.349
8/12/24
1.12
3,135.411
2,344.026
791.385
33.76
33.22
S
Flutter
19,727.297
8/12/24
-1.28
9,249.059
6,890.629
2,358.431
34.23
31.14
Pearson
1,389.710
8/12/24
-0.72
1,835.035
1,435.969
399.066
27.79
29.10
RELX
4,743.417
8/12/24
0.57
1,551.585
1,201.061
350.524
29.18
27.77
S
Sage Group
1,350.752
8/12/24
1.03
639.575
449.735
189.841
42.21
26.76
BAE Systems
1,751.075
8/12/24
2.04
691.161
556.706
134.454
24.15
26.79
S
Burberry Group
901.397
8/12/24
-2.02
2,384.471
1,807.275
577.196
31.94
26.61
Smith and Nephew
1,552.928
8/12/24
-0.86
1,603.976
1,194.115
409.862
34.32
26.58
L
3i Group
4,054.272
8/12/24
0.23
633.127
462.364
170.763
36.93
26.41
Land Securities
826.840
8/12/24
-0.73
1,708.759
1,319.778
388.981
29.47
26.34
F&C Investment Trust
1,378.291
8/12/24
614.723
478.656
136.067
28.43
26.19
L
JD Sports Fashion
161.674
8/12/24
-4.07
26.615
21.081
5.534
26.25
26.19
S
Unite
1,254.702
8/12/24
-1.11
674.369
525.385
148.983
28.36
24.91
L
Persimmon
2,119.156
8/12/24
0.03
2,131.918
1,715.080
416.839
24.30
24.60
L
Schroders
452.982
8/12/24
-0.12
667.988
478.353
189.635
39.64
24.29
L
Imperial Brands
2,866.738
8/12/24
0.38
4,093.229
3,216.721
876.508
27.25
24.37
L
British Land
530.629
8/12/24
-0.40
1,107.603
872.695
234.908
26.92
24.28
L
Barratt Developments
704.729
8/12/24
0.15
612.037
511.493
100.544
19.66
24.03
Mondi
1,911.607
8/12/24
-0.42
1,618.753
1,229.477
389.276
31.66
23.96
S
Legal & General
303.063
8/12/24
0.53
359.081
279.237
79.844
28.59
23.87
L
Taylor Wimpey
212.251
8/12/24
0.54
180.682
145.618
35.065
24.08
23.75
Phoenix
722.730
8/12/24
0.47
846.064
694.962
151.102
21.74
23.58
⇓ instrument
freshest
⇓ Δday
2/09/15
⇓ Δwk
10/20/14
prc diff
⇓ Δ16
∅-RS
InterContinental Hot
9,709.833
8/12/24
-0.61
3,506.179
2,840.364
665.816
23.44
23.67
CRH (L)
8,619.022
8/12/24
-1.35
2,358.947
1,645.618
713.329
43.35
23.24
Prudential
853.573
8/12/24
0.41
2,150.725
1,696.135
454.590
26.80
23.12
S
Croda
5,143.740
8/12/24
-0.05
3,656.636
2,595.352
1,061.284
40.89
22.54
S
Bunzl
4,301.451
8/12/24
0.50
2,529.554
2,068.704
460.850
22.28
22.61
L
Experian
4,734.014
8/12/24
1.18
1,591.886
1,161.278
430.608
37.08
22.47
Scottish Mortgage
1,107.738
8/12/24
-0.17
337.453
277.974
59.479
21.40
22.67
Ashtead
6,921.010
8/12/24
-0.43
1,461.580
1,182.748
278.832
23.57
22.59
Beazley
983.342
8/12/24
1.24
396.695
327.103
69.593
21.28
22.02
Compass Group
3,162.278
8/12/24
0.90
1,512.628
1,200.429
312.198
26.01
22.11
WPP Group
927.190
8/12/24
1.68
1,933.100
1,422.076
511.024
35.94
22.00
L
Segro
1,188.340
8/12/24
-0.96
553.600
440.515
113.085
25.67
21.99
S
United Utilities
1,328.318
8/12/24
-0.12
1,292.988
1,041.298
251.689
24.17
21.57
L
BT Group
190.086
8/12/24
8.43
586.513
458.702
127.811
27.86
21.28
L
St. James´s Place
928.264
8/12/24
-1.22
1,162.010
844.910
317.099
37.53
20.92
S
Whitbread
3,780.226
8/12/24
-1.44
6,520.688
5,339.732
1,180.955
22.12
21.02
DCC
6,898.173
8/12/24
-0.29
5,038.957
4,139.934
899.023
21.72
20.37
L
Halma
3,394.680
8/12/24
0.04
911.472
729.982
181.490
24.86
20.16
Ocado
506.045
8/12/24
0.72
523.912
303.865
220.047
72.42
18.44
L
NatWest
449.490
8/12/24
0.48
511.822
444.430
67.391
15.16
18.72
S
Spirax-Sarco
10,364.051
8/12/24
0.72
4,340.959
3,544.102
796.857
22.48
16.92
Barclays
295.674
8/12/24
0.85
340.744
275.764
64.980
23.56
16.58
Reckitt Benckiser
5,615.260
8/12/24
7,435.518
6,459.964
975.554
15.10
16.46
L
Unilever Plc
6,332.617
8/12/24
-0.34
3,766.792
3,143.470
623.321
19.83
16.23
L
Vodafone
100.000
8/12/24
0.87
307.362
239.391
67.970
28.39
15.78
⇓ instrument
freshest
⇓ Δday
2/09/15
⇓ Δwk
10/20/14
prc diff
⇓ Δ16
∅-RS
Fresnillo
725.416
8/12/24
0.93
1,203.654
1,014.145
189.509
18.69
15.19
Rightmove
721.655
8/12/24
0.04
329.661
255.873
73.789
28.84
14.60
Next
12,818.377
8/12/24
0.23
9,511.015
8,171.255
1,339.760
16.40
14.75
S
Severn Trent
3,377.216
8/12/24
-0.63
2,753.896
2,419.803
334.093
13.81
14.61
Hiscox
1,597.259
8/12/24
1.89
1,123.541
904.154
219.387
24.26
14.41
Admiral Group
3,624.395
8/12/24
0.86
1,963.998
1,542.056
421.942
27.36
14.25
L
SSE
2,522.837
8/12/24
0.86
2,161.472
1,909.573
251.899
13.19
14.00
Aviva
650.457
8/12/24
0.35
714.670
619.096
95.574
15.44
13.35
Informa
1,085.169
8/12/24
1.03
690.489
565.294
125.195
22.15
12.11
DS Smith
596.454
8/12/24
1.19
414.562
308.159
106.403
34.53
11.80
Ass Brit Foods
3,271.091
8/12/24
-0.90
4,043.525
3,327.860
715.664
21.51
11.70
L
BAT
3,762.762
8/12/24
4,842.826
4,339.480
503.347
11.60
11.73
S
Entain
779.688
8/12/24
3.98
607.872
599.899
7.973
1.33
11.64
Johnson Matthey
2,118.485
8/12/24
0.06
4,404.890
3,580.450
824.440
23.03
11.23
Berkeley
6,810.854
8/12/24
1.00
3,339.602
2,788.583
551.019
19.76
11.02
S
Diageo
3,293.256
8/12/24
1.03
2,547.018
2,208.891
338.127
15.31
10.71
L
AstraZeneca
17,168.189
8/12/24
0.63
6,000.134
5,265.850
734.284
13.94
10.53
L
Abrdn
205.467
8/12/24
2.51
534.659
478.404
56.255
11.76
10.17
S
National Grid
1,314.347
8/12/24
-0.04
1,195.728
1,101.920
93.808
8.51
9.93
GSK
2,111.768
8/12/24
0.42
2,065.059
1,703.524
361.535
21.22
9.12
L
Rentokil Initial
630.038
8/12/24
1.01
163.084
144.734
18.351
12.68
8.77
Melrose
653.815
8/12/24
0.19
223.444
189.525
33.919
17.90
8.27
BP
590.543
8/12/24
1.35
614.052
532.837
81.215
15.24
5.99
Rio Tinto
6,638.904
8/12/24
0.56
4,157.711
3,888.608
269.103
6.92
5.82
L
Lloyds Bank
76.303
8/12/24
-0.28
100.645
94.329
6.315
6.70
5.74
⇓ instrument
freshest
⇓ Δday
2/09/15
⇓ Δwk
10/20/14
prc diff
⇓ Δ16
∅-RS
L
HSBC
864.992
8/12/24
0.22
820.258
779.616
40.642
5.21
5.66
L
Tesco
448.012
8/12/24
0.91
397.152
286.827
110.325
38.46
5.13
L
Frasers
1,126.410
8/12/24
-0.42
941.698
760.293
181.405
23.86
5.31
Kingfisher
364.589
8/12/24
0.18
451.236
366.254
84.982
23.20
4.99
Shell
3,760.075
8/12/24
0.83
2,937.265
2,650.922
286.343
10.80
4.24
Centrica
171.010
8/12/24
3.29
393.740
369.411
24.328
6.59
2.42
L
Smiths Group
2,341.483
8/12/24
0.52
1,560.989
1,496.590
64.399
4.30
0.72
J Sainsbury
362.171
8/12/24
0.67
359.753
306.517
53.236
17.37
0.03
Rolls-Royce
653.815
8/12/24
0.35
1,211.714
1,033.089
178.625
17.29
-0.14
Antofagasta
2,524.852
8/12/24
1.79
962.520
859.434
103.086
11.99
-0.37
Intertek
6,286.942
8/12/24
0.60
3,288.554
3,103.056
185.498
5.98
-2.12
L
Hargreaves Lansdown
1,480.387
8/12/24
1,343.364
1,152.437
190.926
16.57
-2.43
S
RS Group
1,012.896
8/12/24
-0.40
282.912
263.703
19.209
7.28
-6.47
Glencore
551.115
8/12/24
1.27
370.231
401.869
-31.638
-7.87
-7.81
L
Anglo American
2,999.060
8/12/24
0.29
1,590.543
1,723.289
-132.746
-7.70
-9.59
Standard Chartered
969.909
8/12/24
0.92
1,261.956
1,358.929
-96.973
-7.14
-11.24
Weir Group
2,557.765
8/12/24
0.79
2,524.180
2,778.479
-254.299
-9.15
-12.68
L
Coca-Cola HBC
3,637.829
8/12/24
0.89
1,449.489
1,615.307
-165.817
-10.27
-14.73
L
Airtel Africa
147.770
8/12/24
-0.63
-na-
L
Auto Trader
1,071.736
8/12/24
0.81
-na-
S
B&M
597.260
8/12/24
-2.22
409.726
312.263
97.463
31.21
-na-
ConvaTec
311.123
8/12/24
-0.17
-na-
Endeavour Mining
2,105.051
8/12/24
1.89
-na-
Haleon
501.343
8/12/24
-1.01
-na-
S
M&G
273.912
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
2/09/15
⇓ Δwk
10/20/14
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,747.447
8/12/24
-0.79
-na-
FTSE - 93 out of 100 instruments rated - 2/09/15 / 10/20/14 - 88 did rise, Market-Ratio(16) in EUR = 94.62 %
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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