Assessment - FTSE 100 Index in Euro - 1/02/17 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
1/02/17
⇓ Δwk
9/12/16
prc diff
⇓ Δ16
∅-RS
FTSE
9,637.575
8/12/24
0.52
8,384.588
7,952.647
431.941
5.43
6.30
Melrose
571.311
8/12/24
0.19
697.265
564.325
132.940
23.56
105.49
L
Anglo American
2,620.613
8/12/24
0.29
1,361.662
972.585
389.077
40.00
77.92
Glencore
481.571
8/12/24
1.27
325.566
214.633
110.933
51.68
69.41
S
RS Group
885.080
8/12/24
-0.40
566.968
356.990
209.978
58.82
61.82
Ashtead
6,047.658
8/12/24
-0.43
1,854.678
1,446.713
407.965
28.20
41.83
Weir Group
2,235.004
8/12/24
0.79
2,218.570
1,832.423
386.147
21.07
40.58
Rio Tinto
5,801.150
8/12/24
0.56
3,707.595
2,723.119
984.476
36.15
34.90
Antofagasta
2,206.245
8/12/24
1.79
792.347
581.415
210.932
36.28
31.91
L
3i Group
3,542.669
8/12/24
0.23
826.388
733.029
93.359
12.74
25.04
Barclays
258.364
8/12/24
0.85
262.296
201.816
60.480
29.97
25.56
L
HSBC
755.840
8/12/24
0.22
771.100
671.256
99.844
14.87
24.59
CRH (L)
7,531.401
8/12/24
-1.35
3,321.986
2,910.040
411.946
14.16
23.91
BP
516.023
8/12/24
1.35
598.192
508.782
89.410
17.57
21.77
InterContinental Hot
8,484.564
8/12/24
-0.61
4,270.454
3,732.495
537.960
14.41
21.51
L
JD Sports Fashion
141.272
8/12/24
-4.07
74.891
63.280
11.611
18.35
19.97
Shell
3,285.597
8/12/24
0.83
2,632.351
2,203.893
428.459
19.44
19.24
L
Smiths Group
2,046.015
8/12/24
0.52
1,662.167
1,589.129
73.038
4.60
15.41
Prudential
745.862
8/12/24
0.41
1,910.436
1,623.546
286.889
17.67
15.83
Standard Chartered
847.517
8/12/24
0.92
778.965
734.394
44.571
6.07
14.23
F&C Investment Trust
1,204.367
8/12/24
641.507
584.619
56.888
9.73
13.08
Mondi
1,670.384
8/12/24
-0.42
1,955.629
1,868.028
87.601
4.69
12.89
L
Tesco
391.478
8/12/24
0.91
307.560
245.490
62.069
25.28
12.50
S
Burberry Group
787.651
8/12/24
-2.02
1,757.249
1,495.882
261.367
17.47
12.28
L
Rentokil Initial
550.534
8/12/24
1.01
260.829
257.774
3.055
1.19
11.92
⇓ instrument
freshest
⇓ Δday
1/02/17
⇓ Δwk
9/12/16
prc diff
⇓ Δ16
∅-RS
L
Experian
4,136.636
8/12/24
1.18
1,847.635
1,777.308
70.326
3.96
11.58
L
Coca-Cola HBC
3,178.777
8/12/24
0.89
2,077.709
1,933.302
144.407
7.47
11.20
Scottish Mortgage
967.954
8/12/24
-0.17
377.979
358.770
19.208
5.35
10.25
BAE Systems
1,530.109
8/12/24
2.04
694.330
646.808
47.523
7.35
9.18
L
Schroders
395.821
8/12/24
-0.12
598.263
541.313
56.950
10.52
8.95
S
Spirax-Sarco
9,056.227
8/12/24
0.72
4,939.547
5,104.439
-164.892
-3.23
8.25
Compass Group
2,763.235
8/12/24
0.90
1,761.944
1,680.513
81.431
4.85
7.93
S
Legal & General
264.820
8/12/24
0.53
290.644
249.110
41.535
16.67
8.52
S
Entain
681.301
8/12/24
3.98
763.000
843.817
-80.816
-9.58
6.78
Aviva
568.377
8/12/24
0.35
570.959
520.769
50.190
9.64
7.68
L
St. James´s Place
811.128
8/12/24
-1.22
1,190.281
1,120.935
69.345
6.19
7.36
WPP Group
810.189
8/12/24
1.68
2,131.706
2,071.932
59.774
2.88
6.38
L
Abrdn
179.540
8/12/24
2.51
436.671
406.005
30.666
7.55
6.74
RELX
4,144.853
8/12/24
0.57
1,700.904
1,678.139
22.765
1.36
5.18
L
LSE Group
11,665.689
8/12/24
1.12
3,420.589
3,160.456
260.134
8.23
4.55
Johnson Matthey
1,851.156
8/12/24
0.06
3,735.180
3,762.165
-26.985
-0.72
3.92
Intertek
5,493.603
8/12/24
0.60
4,086.160
4,098.030
-11.870
-0.29
3.00
Centrica
149.431
8/12/24
3.29
274.798
275.101
-0.303
-0.11
3.31
L
Auto Trader
936.495
8/12/24
0.81
481.981
464.515
17.467
3.76
3.29
L
NatWest
392.769
8/12/24
0.48
263.646
236.886
26.760
11.30
3.76
Beazley
859.256
8/12/24
1.24
463.435
470.686
-7.251
-1.54
2.85
L
BAT
3,287.945
8/12/24
5,424.933
5,575.599
-150.667
-2.70
2.09
S
Diageo
2,877.685
8/12/24
1.03
2,476.817
2,451.341
25.475
1.04
1.98
L
Segro
1,038.385
8/12/24
-0.96
531.753
522.549
9.203
1.76
2.21
DS Smith
521.188
8/12/24
1.19
486.794
494.066
-7.272
-1.47
1.88
⇓ instrument
freshest
⇓ Δday
1/02/17
⇓ Δwk
9/12/16
prc diff
⇓ Δ16
∅-RS
Phoenix
631.530
8/12/24
0.47
798.553
749.729
48.823
6.51
0.97
S
B&M
521.892
8/12/24
-2.22
325.156
319.369
5.787
1.81
0.72
Fresnillo
633.877
8/12/24
0.93
1,433.267
1,940.423
-507.156
-26.14
-1.82
GSK
1,845.287
8/12/24
0.42
1,847.036
1,903.287
-56.251
-2.96
-0.75
L
SSE
2,204.484
8/12/24
0.86
1,822.984
1,808.687
14.297
0.79
-0.60
Smith and Nephew
1,356.967
8/12/24
-0.86
1,433.267
1,440.779
-7.512
-0.52
-0.71
L
Lloyds Bank
66.674
8/12/24
-0.28
73.377
67.612
5.765
8.53
-0.85
S
Croda
4,494.659
8/12/24
-0.05
3,751.614
3,872.537
-120.923
-3.12
-1.78
Hiscox
1,395.704
8/12/24
1.89
1,200.845
1,241.396
-40.551
-3.27
-2.01
L
AstraZeneca
15,001.761
8/12/24
0.63
5,208.945
5,765.488
-556.543
-9.65
-2.49
S
Sage Group
1,180.303
8/12/24
1.03
768.870
854.498
-85.628
-10.02
-2.58
Smurfit Kappa
3,589.623
8/12/24
0.07
2,211.527
2,220.508
-8.981
-0.40
-2.23
L
Unilever Plc
5,533.513
8/12/24
-0.34
3,864.890
4,159.744
-294.853
-7.09
-3.08
S
Bunzl
3,758.657
8/12/24
0.50
2,475.643
2,690.482
-214.839
-7.99
-3.37
Informa
948.233
8/12/24
1.03
798.216
821.268
-23.052
-2.81
-3.17
Rightmove
630.590
8/12/24
0.04
463.083
487.776
-24.693
-5.06
-3.00
J Sainsbury
316.469
8/12/24
0.67
292.640
283.527
9.113
3.21
-3.04
Land Securities
722.503
8/12/24
-0.73
1,251.321
1,233.088
18.233
1.48
-3.17
Reckitt Benckiser
4,906.679
8/12/24
8,083.109
8,546.167
-463.058
-5.42
-3.84
Pearson
1,214.344
8/12/24
-0.72
960.794
920.959
39.835
4.33
-3.72
Kingfisher
318.582
8/12/24
0.18
411.199
438.049
-26.850
-6.13
-4.07
Rolls-Royce
571.311
8/12/24
0.35
784.130
852.124
-67.995
-7.98
-4.91
Berkeley
5,951.403
8/12/24
1.00
3,296.162
3,118.918
177.244
5.68
-3.89
S
Severn Trent
2,951.051
8/12/24
-0.63
2,608.287
2,804.415
-196.128
-6.99
-5.54
S
Whitbread
3,303.205
8/12/24
-1.44
4,432.445
4,724.662
-292.217
-6.18
-5.38
⇓ instrument
freshest
⇓ Δday
1/02/17
⇓ Δwk
9/12/16
prc diff
⇓ Δ16
∅-RS
Ocado
442.188
8/12/24
0.72
307.665
382.150
-74.485
-19.49
-6.04
DCC
6,027.703
8/12/24
-0.29
7,090.034
7,999.051
-909.016
-11.36
-6.55
L
Persimmon
1,851.743
8/12/24
0.03
2,084.752
2,130.311
-45.559
-2.14
-5.82
S
Unite
1,096.373
8/12/24
-1.11
695.504
743.532
-48.028
-6.46
-6.85
L
Hargreaves Lansdown
1,293.579
8/12/24
1,423.876
1,577.261
-153.385
-9.72
-7.36
Int Cons Airlines
195.387
8/12/24
-0.06
517.549
495.015
22.534
4.55
-6.82
Admiral Group
3,167.038
8/12/24
0.86
2,144.618
2,322.573
-177.955
-7.66
-7.81
L
British Land
463.669
8/12/24
-0.40
738.937
766.675
-27.738
-3.62
-7.76
Ass Brit Foods
2,858.317
8/12/24
-0.90
3,222.209
3,340.850
-118.641
-3.55
-7.78
S
Flutter
17,237.939
8/12/24
-1.28
10,300.505
10,621.885
-321.380
-3.03
-7.94
S
United Utilities
1,160.700
8/12/24
-0.12
1,057.636
1,152.385
-94.750
-8.22
-8.39
S
National Grid
1,148.492
8/12/24
-0.04
1,117.033
1,236.648
-119.616
-9.67
-9.02
L
Taylor Wimpey
185.468
8/12/24
0.54
180.185
183.598
-3.413
-1.86
-8.93
L
Imperial Brands
2,504.989
8/12/24
0.38
4,158.352
4,637.432
-479.080
-10.33
-9.82
L
Halma
2,966.311
8/12/24
0.04
1,040.615
1,215.286
-174.671
-14.37
-10.31
L
Barratt Developments
615.800
8/12/24
0.15
542.787
576.193
-33.406
-5.80
-10.21
Next
11,200.845
8/12/24
0.23
5,849.278
6,278.187
-428.908
-6.83
-10.34
L
Vodafone
87.381
8/12/24
0.87
234.593
263.945
-29.352
-11.12
-12.50
L
BT Group
166.099
8/12/24
8.43
430.684
456.919
-26.235
-5.74
-13.70
L
Frasers
984.270
8/12/24
-0.42
319.169
382.981
-63.812
-16.66
-20.26
L
Airtel Africa
129.123
8/12/24
-0.63
-na-
ConvaTec
271.863
8/12/24
-0.17
274.563
-na-
Endeavour Mining
1,839.418
8/12/24
1.89
-na-
Haleon
438.080
8/12/24
-1.01
-na-
S
M&G
239.347
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
1/02/17
⇓ Δwk
9/12/16
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,148.374
8/12/24
-0.79
-na-
FTSE - 94 out of 100 instruments rated - 1/02/17 / 9/12/16 - 50 did rise, Market-Ratio(16) in EUR = 53.19 %
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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