Assessment - FTSE 100 Index in Euro - 12/27/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
12/27/21
⇓ Δwk
9/06/21
prc diff
⇓ Δ16
∅-RS
FTSE
9,742.791
8/12/24
0.52
8,748.190
8,377.643
370.547
4.42
8.10
L
Airtel Africa
130.533
8/12/24
-0.63
154.029
110.910
43.118
38.88
51.56
L
Frasers
995.016
8/12/24
-0.42
913.730
787.971
125.759
15.96
40.32
S
Croda
4,543.728
8/12/24
-0.05
11,878.486
10,845.087
1,033.399
9.53
35.78
Beazley
868.637
8/12/24
1.24
550.018
470.568
79.450
16.88
31.08
Centrica
151.062
8/12/24
3.29
81.856
60.893
20.963
34.43
30.15
S
Sage Group
1,193.189
8/12/24
1.03
1,005.815
881.921
123.894
14.05
29.56
L
Segro
1,049.721
8/12/24
-0.96
1,652.427
1,499.592
152.835
10.19
29.26
L
Experian
4,181.797
8/12/24
1.18
4,238.756
3,861.755
377.001
9.76
26.09
Ashtead
6,113.682
8/12/24
-0.43
7,134.211
6,746.707
387.505
5.74
25.21
Rightmove
637.475
8/12/24
0.04
937.226
852.780
84.446
9.90
23.77
S
Diageo
2,909.102
8/12/24
1.03
4,764.448
4,151.416
613.031
14.77
22.94
Glencore
486.828
8/12/24
1.27
442.625
394.218
48.406
12.28
22.10
L
Auto Trader
946.719
8/12/24
0.81
859.618
749.271
110.346
14.73
21.68
L
St. James´s Place
819.983
8/12/24
-1.22
1,984.692
1,972.258
12.434
0.63
21.60
RELX
4,190.103
8/12/24
0.57
2,814.762
2,579.555
235.207
9.12
21.52
S
National Grid
1,161.030
8/12/24
-0.04
1,283.968
1,091.502
192.466
17.63
20.85
WPP Group
819.034
8/12/24
1.68
1,329.061
1,172.048
157.013
13.40
20.67
S
Spirax-Sarco
9,155.097
8/12/24
0.72
18,636.525
19,349.574
-713.049
-3.69
20.40
S
Bunzl
3,799.691
8/12/24
0.50
3,442.506
3,030.656
411.850
13.59
19.38
L
3i Group
3,581.346
8/12/24
0.23
1,726.000
1,560.788
165.212
10.59
19.18
L
Halma
2,998.695
8/12/24
0.04
3,728.492
3,563.352
165.139
4.63
18.95
S
Severn Trent
2,983.268
8/12/24
-0.63
3,505.399
3,278.937
226.462
6.91
18.83
GSK
1,865.433
8/12/24
0.42
1,933.428
1,747.465
185.964
10.64
18.59
S
RS Group
894.743
8/12/24
-0.40
1,429.928
1,282.201
147.727
11.52
18.64
⇓ instrument
freshest
⇓ Δday
12/27/21
⇓ Δwk
9/06/21
prc diff
⇓ Δ16
∅-RS
L
Tesco
395.752
8/12/24
0.91
341.640
300.035
41.605
13.87
17.52
Pershing Square
4,193.663
8/12/24
-0.79
3,619.319
2,989.859
629.460
21.05
16.65
L
NatWest
397.057
8/12/24
0.48
268.542
250.845
17.697
7.05
16.54
L
JD Sports Fashion
142.815
8/12/24
-4.07
250.860
244.551
6.310
2.58
15.31
Shell
3,321.467
8/12/24
0.83
1,950.872
1,682.247
268.625
15.97
13.87
CRH (L)
7,613.623
8/12/24
-1.35
4,610.182
4,457.396
152.786
3.43
13.31
S
B&M
527.590
8/12/24
-2.22
744.749
640.401
104.348
16.29
13.27
S
United Utilities
1,173.371
8/12/24
-0.12
1,297.021
1,236.741
60.281
4.87
12.80
Land Securities
730.390
8/12/24
-0.73
905.898
853.246
52.651
6.17
12.20
BP
521.657
8/12/24
1.35
400.914
347.884
53.029
15.24
12.15
Compass Group
2,793.402
8/12/24
0.90
1,953.839
1,728.057
225.782
13.07
11.93
F&C Investment Trust
1,217.515
8/12/24
1,098.849
1,046.742
52.107
4.98
11.77
Rolls-Royce
577.548
8/12/24
0.35
144.322
130.598
13.724
10.51
11.53
L
BT Group
167.913
8/12/24
8.43
202.504
192.097
10.407
5.42
11.25
L
Lloyds Bank
67.402
8/12/24
-0.28
56.295
51.026
5.269
10.33
10.90
L
Rentokil Initial
556.544
8/12/24
1.01
681.381
690.990
-9.608
-1.39
10.07
S
Legal & General
267.711
8/12/24
0.53
352.083
330.342
21.741
6.58
9.98
L
AstraZeneca
15,165.539
8/12/24
0.63
10,218.346
10,076.932
141.414
1.40
9.80
L
HSBC
764.092
8/12/24
0.22
531.269
451.393
79.876
17.70
9.70
Barclays
261.184
8/12/24
0.85
222.428
216.342
6.086
2.81
9.44
L
SSE
2,228.551
8/12/24
0.86
1,940.192
1,923.884
16.308
0.85
9.07
Smurfit Kappa
3,628.812
8/12/24
0.07
4,753.768
4,984.264
-230.496
-4.62
8.75
Berkeley
6,016.376
8/12/24
1.00
5,684.111
5,595.058
89.053
1.59
7.72
L
Anglo American
2,649.223
8/12/24
0.29
3,608.046
3,588.413
19.632
0.55
7.58
L
Taylor Wimpey
187.493
8/12/24
0.54
207.903
207.367
0.536
0.26
7.27
⇓ instrument
freshest
⇓ Δday
12/27/21
⇓ Δwk
9/06/21
prc diff
⇓ Δ16
∅-RS
Aviva
574.582
8/12/24
0.35
486.413
484.555
1.857
0.38
7.30
L
Smiths Group
2,068.352
8/12/24
0.52
1,873.739
1,696.002
177.737
10.48
7.13
L
British Land
468.731
8/12/24
-0.40
624.896
625.947
-1.051
-0.17
7.14
L
Imperial Brands
2,532.337
8/12/24
0.38
1,912.899
1,829.467
83.432
4.56
6.61
Scottish Mortgage
978.521
8/12/24
-0.17
1,600.214
1,625.481
-25.267
-1.55
6.63
Kingfisher
322.060
8/12/24
0.18
406.432
411.120
-4.688
-1.14
6.68
L
Barratt Developments
622.523
8/12/24
0.15
876.468
832.964
43.504
5.22
6.33
J Sainsbury
319.924
8/12/24
0.67
326.213
353.771
-27.557
-7.79
6.21
BAE Systems
1,546.814
8/12/24
2.04
646.968
657.886
-10.917
-1.66
5.40
L
Coca-Cola HBC
3,213.480
8/12/24
0.89
3,011.748
3,071.453
-59.706
-1.94
5.04
Intertek
5,553.578
8/12/24
0.60
6,671.413
6,324.746
346.667
5.48
4.92
Reckitt Benckiser
4,960.247
8/12/24
7,445.117
6,667.444
777.673
11.66
4.02
L
BAT
3,323.840
8/12/24
3,263.320
3,191.514
71.806
2.25
4.04
DCC
6,093.509
8/12/24
-0.29
7,205.411
7,457.745
-252.334
-3.38
3.27
S
Entain
688.739
8/12/24
3.98
1,998.339
2,271.244
-272.905
-12.02
3.06
Next
11,323.128
8/12/24
0.23
9,426.842
9,236.507
190.335
2.06
2.79
Fresnillo
640.797
8/12/24
0.93
1,059.689
1,000.117
59.573
5.96
1.91
L
Schroders
400.142
8/12/24
-0.12
718.168
759.739
-41.571
-5.47
2.03
Admiral Group
3,201.614
8/12/24
0.86
3,672.719
4,091.386
-418.667
-10.23
1.65
S
Unite
1,108.342
8/12/24
-1.11
1,283.968
1,424.991
-141.023
-9.90
1.62
L
Persimmon
1,871.959
8/12/24
0.03
3,359.440
3,354.703
4.737
0.14
0.86
InterContinental Hot
8,577.192
8/12/24
-0.61
5,658.004
5,370.090
287.914
5.36
0.26
Hiscox
1,410.941
8/12/24
1.89
1,008.188
1,086.607
-78.419
-7.22
-0.36
Mondi
1,688.620
8/12/24
-0.42
2,152.011
2,389.556
-237.544
-9.94
-1.11
Informa
958.585
8/12/24
1.03
610.419
646.462
-36.043
-5.58
-1.27
⇓ instrument
freshest
⇓ Δday
12/27/21
⇓ Δwk
9/06/21
prc diff
⇓ Δ16
∅-RS
L
Unilever Plc
5,593.924
8/12/24
-0.34
4,690.281
4,664.879
25.402
0.54
-1.31
S
M&G
241.960
8/12/24
1.09
236.027
237.324
-1.297
-0.55
-2.65
Melrose
577.548
8/12/24
0.19
564.080
667.211
-103.131
-15.46
-2.95
DS Smith
526.878
8/12/24
1.19
457.102
524.187
-67.085
-12.80
-2.89
Phoenix
638.424
8/12/24
0.47
770.381
734.351
36.030
4.91
-3.36
Weir Group
2,259.404
8/12/24
0.79
2,028.599
2,081.245
-52.646
-2.53
-3.87
Standard Chartered
856.770
8/12/24
0.92
523.674
535.377
-11.703
-2.19
-3.83
S
Whitbread
3,339.267
8/12/24
-1.44
3,558.799
3,711.388
-152.589
-4.11
-3.99
Ass Brit Foods
2,889.522
8/12/24
-0.90
2,361.457
2,286.397
75.060
3.28
-4.32
S
Burberry Group
796.250
8/12/24
-2.02
2,114.038
2,255.508
-141.469
-6.27
-5.97
L
Vodafone
88.335
8/12/24
0.87
133.547
141.741
-8.195
-5.78
-6.32
Smith and Nephew
1,371.781
8/12/24
-0.86
1,517.741
1,626.646
-108.906
-6.70
-7.78
L
LSE Group
11,793.046
8/12/24
1.12
8,287.647
9,560.555
-1,272.908
-13.31
-8.34
Prudential
754.005
8/12/24
0.41
1,512.994
1,810.817
-297.823
-16.45
-8.98
Rio Tinto
5,864.483
8/12/24
0.56
5,774.890
6,221.005
-446.114
-7.17
-9.82
ConvaTec
274.831
8/12/24
-0.17
222.974
267.397
-44.423
-16.61
-9.79
L
Abrdn
181.500
8/12/24
2.51
287.172
309.826
-22.654
-7.31
-10.31
L
Hargreaves Lansdown
1,307.701
8/12/24
1,609.114
1,747.873
-138.759
-7.94
-10.50
Antofagasta
2,230.331
8/12/24
1.79
1,566.394
1,672.106
-105.713
-6.32
-11.56
Int Cons Airlines
197.520
8/12/24
-0.06
174.012
182.329
-8.317
-4.56
-12.83
Ocado
447.016
8/12/24
0.72
1,967.485
2,351.090
-383.604
-16.32
-14.35
S
Flutter
17,426.130
8/12/24
-1.28
13,533.879
17,018.300
-3,484.421
-20.47
-14.87
Pearson
1,227.602
8/12/24
-0.72
716.506
886.817
-170.310
-19.20
-16.51
Endeavour Mining
1,859.499
8/12/24
1.89
1,892.726
2,138.944
-246.218
-11.51
-21.97
Johnson Matthey
1,871.366
8/12/24
0.06
2,429.097
3,423.476
-994.379
-29.05
-25.86
⇓ instrument
freshest
⇓ Δday
12/27/21
⇓ Δwk
9/06/21
prc diff
⇓ Δ16
∅-RS
Haleon
442.862
8/12/24
-1.01
-na-
FTSE - 99 out of 100 instruments rated - 12/27/21 / 9/06/21 - 60 did rise, Market-Ratio(16) in EUR = 60.61 %
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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