Assessment - FTSE 100 Index in Euro - 7/03/17 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
7/03/17
⇓ Δwk
3/13/17
prc diff
⇓ Δ16
∅-RS
FTSE
9,346.930
8/12/24
0.52
8,398.422
8,450.424
-52.002
-0.62
2.14
S
RS Group
858.389
8/12/24
-0.40
681.929
557.582
124.347
22.30
43.70
Melrose
554.082
8/12/24
0.19
821.389
790.606
30.783
3.89
30.17
Int Cons Airlines
189.494
8/12/24
-0.06
691.037
649.759
41.278
6.35
28.09
L
3i Group
3,435.831
8/12/24
0.23
1,029.725
836.362
193.363
23.12
27.17
Antofagasta
2,139.710
8/12/24
1.79
938.080
899.862
38.218
4.25
24.12
L
Coca-Cola HBC
3,082.913
8/12/24
0.89
2,563.781
2,250.516
313.265
13.92
20.15
Smurfit Kappa
3,481.369
8/12/24
0.07
2,732.271
2,541.867
190.404
7.49
20.10
L
LSE Group
11,313.881
8/12/24
1.12
4,126.868
3,505.391
621.477
17.73
19.42
InterContinental Hot
8,228.691
8/12/24
-0.61
4,850.920
4,431.142
419.778
9.47
18.04
L
NatWest
380.924
8/12/24
0.48
290.873
276.784
14.089
5.09
17.76
Glencore
467.048
8/12/24
1.27
343.355
361.207
-17.851
-4.94
17.27
Beazley
833.343
8/12/24
1.24
555.676
503.785
51.890
10.30
17.22
L
Persimmon
1,795.899
8/12/24
0.03
2,579.720
2,429.456
150.263
6.19
17.18
Rolls-Royce
554.082
8/12/24
0.35
1,020.617
874.054
146.564
16.77
17.05
Scottish Mortgage
938.763
8/12/24
-0.17
456.517
410.071
46.446
11.33
16.82
S
Spirax-Sarco
8,783.114
8/12/24
0.72
6,136.226
5,372.792
763.435
14.21
16.81
S
B&M
506.153
8/12/24
-2.22
384.909
354.668
30.240
8.53
16.71
L
HSBC
733.046
8/12/24
0.22
830.838
771.760
59.079
7.66
15.94
L
St. James´s Place
786.667
8/12/24
-1.22
1,360.444
1,253.728
106.716
8.51
15.90
Hiscox
1,353.613
8/12/24
1.89
1,449.242
1,243.404
205.838
16.55
15.42
L
Rentokil Initial
533.931
8/12/24
1.01
308.177
278.963
29.214
10.47
15.10
Mondi
1,620.009
8/12/24
-0.42
2,296.247
2,171.542
124.705
5.74
15.00
Prudential
723.369
8/12/24
0.41
2,038.958
1,914.178
124.780
6.52
15.00
Rio Tinto
5,626.202
8/12/24
0.56
3,841.688
3,778.149
63.539
1.68
14.16
⇓ instrument
freshest
⇓ Δday
7/03/17
⇓ Δwk
3/13/17
prc diff
⇓ Δ16
∅-RS
L
Abrdn
174.125
8/12/24
2.51
459.705
426.130
33.575
7.88
13.02
DS Smith
505.470
8/12/24
1.19
547.707
510.897
36.810
7.20
12.73
L
Unilever Plc
5,366.637
8/12/24
-0.34
4,750.168
4,589.608
160.560
3.50
12.64
Intertek
5,327.929
8/12/24
0.60
4,773.506
4,450.459
323.047
7.26
12.40
S
Legal & General
256.834
8/12/24
0.53
299.525
285.926
13.600
4.76
12.28
Standard Chartered
821.958
8/12/24
0.92
894.819
852.145
42.674
5.01
12.08
Aviva
551.236
8/12/24
0.35
605.654
623.423
-17.769
-2.85
11.38
Berkeley
5,771.924
8/12/24
1.00
3,624.814
3,413.386
211.427
6.19
11.48
L
Barratt Developments
597.229
8/12/24
0.15
639.238
614.820
24.418
3.97
11.16
S
Croda
4,359.111
8/12/24
-0.05
4,436.526
4,174.122
262.403
6.29
10.15
RELX
4,019.854
8/12/24
0.57
1,884.129
1,765.313
118.816
6.73
9.16
L
Smiths Group
1,984.312
8/12/24
0.52
1,839.729
1,805.460
34.270
1.90
8.95
F&C Investment Trust
1,168.046
8/12/24
675.668
668.158
7.510
1.12
8.76
Ashtead
5,865.276
8/12/24
-0.43
1,803.299
1,947.694
-144.395
-7.41
8.32
S
Entain
660.754
8/12/24
3.98
864.650
824.730
39.920
4.84
7.60
S
Burberry Group
763.898
8/12/24
-2.02
1,886.406
2,084.194
-197.788
-9.49
7.40
Ocado
428.853
8/12/24
0.72
329.239
296.169
33.070
11.17
6.68
L
Lloyds Bank
64.664
8/12/24
-0.28
75.946
78.745
-2.799
-3.55
6.72
L
AstraZeneca
14,549.346
8/12/24
0.63
5,877.799
5,511.562
366.237
6.64
6.57
Ass Brit Foods
2,772.117
8/12/24
-0.90
3,326.541
3,020.188
306.352
10.14
6.44
Compass Group
2,679.903
8/12/24
0.90
1,829.483
1,735.490
93.994
5.42
5.79
L
Halma
2,876.854
8/12/24
0.04
1,252.291
1,128.126
124.165
11.01
5.67
L
Schroders
383.884
8/12/24
-0.12
604.413
611.711
-7.299
-1.19
5.58
BAE Systems
1,483.965
8/12/24
2.04
718.929
728.378
-9.449
-1.30
5.53
Smith and Nephew
1,316.044
8/12/24
-0.86
1,516.411
1,416.609
99.801
7.05
5.42
⇓ instrument
freshest
⇓ Δday
7/03/17
⇓ Δwk
3/13/17
prc diff
⇓ Δ16
∅-RS
Reckitt Benckiser
4,758.706
8/12/24
8,858.252
8,360.197
498.055
5.96
5.06
L
Segro
1,007.070
8/12/24
-0.96
553.854
524.318
29.537
5.63
4.89
Barclays
250.572
8/12/24
0.85
235.715
264.407
-28.692
-10.85
4.61
L
Taylor Wimpey
179.875
8/12/24
0.54
199.114
222.643
-23.529
-10.57
4.44
L
JD Sports Fashion
137.012
8/12/24
-4.07
78.894
84.515
-5.620
-6.65
3.95
L
BAT
3,188.789
8/12/24
5,960.906
5,867.171
93.734
1.60
3.97
S
Unite
1,063.309
8/12/24
-1.11
734.298
724.937
9.361
1.29
3.49
Phoenix
612.484
8/12/24
0.47
791.875
823.648
-31.773
-3.86
2.87
Rightmove
611.573
8/12/24
0.04
478.489
458.936
19.554
4.26
2.78
CRH (L)
7,304.272
8/12/24
-1.35
3,153.497
3,281.716
-128.219
-3.91
2.15
S
Diageo
2,790.901
8/12/24
1.03
2,587.689
2,613.845
-26.156
-1.00
1.38
Admiral Group
3,071.529
8/12/24
0.86
2,293.970
2,180.546
113.424
5.20
0.67
DCC
5,845.923
8/12/24
-0.29
7,860.973
8,035.100
-174.127
-2.17
0.20
L
Vodafone
84.746
8/12/24
0.87
248.978
233.540
15.438
6.61
0.04
L
Anglo American
2,541.582
8/12/24
0.29
1,212.445
1,360.977
-148.532
-10.91
-0.67
S
Whitbread
3,203.588
8/12/24
-1.44
4,468.402
4,452.856
15.546
0.35
-0.88
L
Experian
4,011.885
8/12/24
1.18
1,795.330
1,878.871
-83.541
-4.45
-1.19
S
Bunzl
3,645.306
8/12/24
0.50
2,600.212
2,639.367
-39.155
-1.48
-1.21
GSK
1,789.638
8/12/24
0.42
1,869.318
1,938.334
-69.017
-3.56
-1.28
Shell
3,186.512
8/12/24
0.83
2,358.292
2,432.324
-74.032
-3.04
-1.45
Weir Group
2,167.602
8/12/24
0.79
2,019.604
2,132.370
-112.766
-5.29
-1.52
S
Sage Group
1,144.708
8/12/24
1.03
774.713
746.157
28.555
3.83
-1.88
J Sainsbury
306.925
8/12/24
0.67
283.359
308.557
-25.198
-8.17
-2.84
L
Hargreaves Lansdown
1,254.568
8/12/24
1,458.350
1,515.256
-56.906
-3.76
-2.85
L
Frasers
954.587
8/12/24
-0.42
330.491
341.936
-11.445
-3.35
-3.07
⇓ instrument
freshest
⇓ Δday
7/03/17
⇓ Δwk
3/13/17
prc diff
⇓ Δ16
∅-RS
Informa
919.637
8/12/24
1.03
755.359
738.954
16.405
2.22
-4.09
BP
500.461
8/12/24
1.35
513.781
532.232
-18.451
-3.47
-4.27
L
British Land
449.686
8/12/24
-0.40
687.052
700.849
-13.796
-1.97
-4.80
L
SSE
2,138.002
8/12/24
0.86
1,667.824
1,732.049
-64.225
-3.71
-5.40
Land Securities
700.714
8/12/24
-0.73
1,145.277
1,197.626
-52.348
-4.37
-5.64
L
Auto Trader
908.253
8/12/24
0.81
424.299
437.944
-13.645
-3.12
-6.53
Fresnillo
614.761
8/12/24
0.93
1,668.963
1,647.167
21.796
1.32
-6.76
S
National Grid
1,113.856
8/12/24
-0.04
1,086.078
1,124.329
-38.251
-3.40
-8.03
S
Flutter
16,718.086
8/12/24
-1.28
9,221.416
10,151.411
-929.995
-9.16
-8.08
Centrica
144.924
8/12/24
3.29
231.902
253.384
-21.482
-8.48
-8.84
S
Severn Trent
2,862.054
8/12/24
-0.63
2,474.983
2,682.955
-207.972
-7.75
-9.18
Pearson
1,177.723
8/12/24
-0.72
782.682
770.819
11.863
1.54
-9.47
WPP Group
785.756
8/12/24
1.68
1,836.314
1,962.606
-126.292
-6.43
-9.97
Johnson Matthey
1,795.330
8/12/24
0.06
3,295.802
3,365.588
-69.786
-2.07
-10.17
L
Imperial Brands
2,429.445
8/12/24
0.38
3,937.317
4,427.896
-490.579
-11.08
-10.50
L
Tesco
379.672
8/12/24
0.91
241.328
277.506
-36.178
-13.04
-11.60
S
United Utilities
1,125.696
8/12/24
-0.12
987.602
1,121.817
-134.215
-11.96
-11.56
Kingfisher
308.974
8/12/24
0.18
346.998
386.327
-39.329
-10.18
-12.99
Next
10,863.056
8/12/24
0.23
4,428.557
4,553.797
-125.240
-2.75
-15.23
L
BT Group
161.090
8/12/24
8.43
332.369
380.007
-47.637
-12.54
-17.86
L
Airtel Africa
125.229
8/12/24
-0.63
-na-
ConvaTec
263.664
8/12/24
-0.17
363.734
293.072
70.662
24.11
-na-
Endeavour Mining
1,783.946
8/12/24
1.89
-na-
Haleon
424.868
8/12/24
-1.01
-na-
S
M&G
232.129
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
7/03/17
⇓ Δwk
3/13/17
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,023.270
8/12/24
-0.79
1,330.844
-na-
FTSE - 95 out of 100 instruments rated - 7/03/17 / 3/13/17 - 55 did rise, Market-Ratio(16) in EUR = 57.89 %
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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