Assessment - FTSE 100 Index in Euro - 10/29/12 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
10/29/12
⇓ Δwk
7/09/12
prc diff
⇓ Δ16
∅-RS
FTSE
10,216.837
8/12/24
0.52
7,302.762
7,137.725
165.037
2.31
5.43
S
Entain
722.250
8/12/24
3.98
290.567
203.001
87.567
43.14
58.50
L
Barratt Developments
652.812
8/12/24
0.15
235.814
173.244
62.570
36.12
55.69
Ashtead
6,411.150
8/12/24
-0.43
445.993
325.684
120.309
36.94
53.44
L
Frasers
1,043.430
8/12/24
-0.42
502.862
380.784
122.078
32.06
49.48
L
Hargreaves Lansdown
1,371.329
8/12/24
905.301
684.655
220.646
32.23
47.22
S
Unite
1,162.270
8/12/24
-1.11
344.948
253.751
91.197
35.94
44.61
Smurfit Kappa
3,805.376
8/12/24
0.07
1,029.119
690.960
338.159
48.94
43.34
L
Persimmon
1,963.041
8/12/24
0.03
993.031
795.612
197.419
24.81
38.04
DS Smith
552.514
8/12/24
1.19
260.080
191.401
68.679
35.88
36.04
L
Taylor Wimpey
196.615
8/12/24
0.54
75.037
59.362
15.675
26.41
35.80
L
Lloyds Bank
70.682
8/12/24
-0.28
50.342
38.066
12.276
32.25
33.83
Mondi
1,770.781
8/12/24
-0.42
830.015
699.786
130.229
18.61
27.77
S
Whitbread
3,501.742
8/12/24
-1.44
2,864.609
2,569.663
294.946
11.48
27.38
L
Abrdn
190.331
8/12/24
2.51
351.170
291.262
59.908
20.57
26.47
Beazley
910.901
8/12/24
1.24
218.019
179.044
38.975
21.77
24.01
Next
11,874.067
8/12/24
0.23
4,476.107
3,996.974
479.134
11.99
23.14
S
Flutter
18,274.017
8/12/24
-1.28
7,081.881
6,762.073
319.809
4.73
21.73
Intertek
5,823.793
8/12/24
0.60
3,521.653
3,352.667
168.986
5.04
21.13
L
NatWest
416.376
8/12/24
0.48
343.703
259.362
84.341
32.52
19.78
Barclays
273.892
8/12/24
0.85
265.594
190.315
75.278
39.55
19.50
Fresnillo
671.976
8/12/24
0.93
2,348.183
1,858.530
489.653
26.35
18.98
Prudential
790.692
8/12/24
0.41
1,038.452
919.808
118.644
12.90
18.87
S
Diageo
3,050.647
8/12/24
1.03
2,215.032
2,078.553
136.480
6.57
18.60
Hiscox
1,479.592
8/12/24
1.89
850.668
757.558
93.111
12.29
18.45
⇓ instrument
freshest
⇓ Δday
10/29/12
⇓ Δwk
7/09/12
prc diff
⇓ Δ16
∅-RS
L
Experian
4,385.266
8/12/24
1.18
1,335.241
1,205.397
129.845
10.77
18.23
L
Rentokil Initial
583.624
8/12/24
1.01
108.263
95.259
13.004
13.65
17.79
J Sainsbury
335.490
8/12/24
0.67
440.020
388.350
51.670
13.31
17.23
Ass Brit Foods
3,030.114
8/12/24
-0.90
1,719.761
1,611.398
108.363
6.72
17.01
Berkeley
6,309.109
8/12/24
1.00
1,885.266
1,740.008
145.259
8.35
16.55
Land Securities
765.928
8/12/24
-0.73
1,009.209
955.743
53.465
5.59
15.45
DCC
6,389.995
8/12/24
-0.29
2,714.659
2,328.836
385.823
16.57
15.32
L
HSBC
801.269
8/12/24
0.22
760.204
707.477
52.727
7.45
15.02
RELX
4,393.977
8/12/24
0.57
750.373
649.981
100.392
15.45
14.86
L
3i Group
3,755.600
8/12/24
0.23
272.150
246.627
25.523
10.35
14.20
Rightmove
668.492
8/12/24
0.04
199.228
202.497
-3.268
-1.61
14.21
S
Legal & General
280.737
8/12/24
0.53
164.883
158.870
6.013
3.78
13.81
S
United Utilities
1,230.463
8/12/24
-0.12
888.502
852.982
35.520
4.16
13.55
InterContinental Hot
8,994.524
8/12/24
-0.61
1,922.598
1,951.835
-29.236
-1.50
13.56
L
St. James´s Place
859.881
8/12/24
-1.22
469.637
416.089
53.548
12.87
12.47
L
Schroders
419.612
8/12/24
-0.12
323.034
281.869
41.165
14.60
11.22
Reckitt Benckiser
5,201.593
8/12/24
4,662.767
4,424.411
238.357
5.39
10.88
L
Unilever Plc
5,866.102
8/12/24
-0.34
2,877.053
2,710.881
166.172
6.13
10.84
L
SSE
2,336.984
8/12/24
0.86
1,791.936
1,787.921
4.015
0.22
10.71
S
National Grid
1,217.521
8/12/24
-0.04
881.035
861.178
19.858
2.31
10.68
L
Halma
3,144.599
8/12/24
0.04
515.057
526.163
-11.106
-2.11
10.49
Melrose
605.650
8/12/24
0.19
212.005
188.466
23.539
12.49
10.07
L
British Land
491.538
8/12/24
-0.40
666.376
647.459
18.917
2.92
9.70
S
Sage Group
1,251.244
8/12/24
1.03
385.515
356.828
28.688
8.04
9.53
Rolls-Royce
605.650
8/12/24
0.35
1,069.562
1,115.874
-46.312
-4.15
9.47
⇓ instrument
freshest
⇓ Δday
10/29/12
⇓ Δwk
7/09/12
prc diff
⇓ Δ16
∅-RS
Antofagasta
2,338.850
8/12/24
1.79
1,554.256
1,380.658
173.598
12.57
9.07
Compass Group
2,929.318
8/12/24
0.90
847.437
844.156
3.281
0.39
8.66
L
Segro
1,100.796
8/12/24
-0.96
297.287
287.227
10.060
3.50
8.16
Scottish Mortgage
1,026.132
8/12/24
-0.17
174.838
171.227
3.611
2.11
8.18
S
Bunzl
3,984.569
8/12/24
0.50
1,279.243
1,339.049
-59.806
-4.47
8.06
Aviva
602.539
8/12/24
0.35
408.661
356.197
52.464
14.73
6.63
Smith and Nephew
1,438.527
8/12/24
-0.86
810.105
810.112
-0.008
-0.00
6.70
Centrica
158.412
8/12/24
3.29
402.066
402.093
-0.027
-0.01
6.64
Johnson Matthey
1,962.419
8/12/24
0.06
2,804.878
2,766.360
38.518
1.39
6.67
BAE Systems
1,622.076
8/12/24
2.04
387.257
374.354
12.904
3.45
6.50
Kingfisher
337.730
8/12/24
0.18
353.161
338.797
14.364
4.24
6.32
Admiral Group
3,357.392
8/12/24
0.86
1,361.374
1,455.050
-93.676
-6.44
6.30
F&C Investment Trust
1,276.755
8/12/24
387.755
383.558
4.197
1.09
5.78
Standard Chartered
898.457
8/12/24
0.92
1,863.489
1,794.856
68.634
3.82
5.44
L
JD Sports Fashion
149.764
8/12/24
-4.07
9.333
9.040
0.293
3.24
5.02
Pearson
1,287.332
8/12/24
-0.72
1,524.390
1,568.529
-44.138
-2.81
5.15
L
Smiths Group
2,168.990
8/12/24
0.52
1,291.687
1,306.267
-14.579
-1.12
4.83
L
LSE Group
12,366.849
8/12/24
1.12
1,109.019
1,152.157
-43.138
-3.74
4.82
S
Croda
4,764.808
8/12/24
-0.05
2,692.882
2,864.708
-171.826
-6.00
4.73
L
BT Group
176.083
8/12/24
8.43
266.177
272.475
-6.298
-2.31
4.21
S
Severn Trent
3,128.422
8/12/24
-0.63
2,053.260
2,132.140
-78.879
-3.70
4.19
WPP Group
858.885
8/12/24
1.68
980.587
1,002.396
-21.808
-2.18
4.05
L
AstraZeneca
15,903.434
8/12/24
0.63
3,618.716
3,681.125
-62.409
-1.70
3.09
Int Cons Airlines
207.130
8/12/24
-0.06
197.611
201.488
-3.877
-1.92
3.02
Informa
1,005.226
8/12/24
1.03
488.800
477.998
10.803
2.26
3.04
⇓ instrument
freshest
⇓ Δday
10/29/12
⇓ Δwk
7/09/12
prc diff
⇓ Δ16
∅-RS
S
RS Group
938.278
8/12/24
-0.40
259.457
262.892
-3.435
-1.31
2.02
L
BAT
3,485.565
8/12/24
3,889.995
4,217.627
-327.632
-7.77
1.87
GSK
1,956.197
8/12/24
0.42
1,768.766
1,900.151
-131.386
-6.91
0.49
Weir Group
2,369.338
8/12/24
0.79
2,140.368
1,963.182
177.186
9.03
-0.50
S
Spirax-Sarco
9,600.547
8/12/24
0.72
2,599.838
2,717.085
-117.247
-4.32
-1.22
L
Imperial Brands
2,655.550
8/12/24
0.38
2,901.941
3,230.362
-328.421
-10.17
-1.33
L
Vodafone
92.633
8/12/24
0.87
210.988
228.597
-17.609
-7.70
-1.41
Rio Tinto
6,149.826
8/12/24
0.56
3,832.753
3,824.864
7.888
0.21
-1.89
Shell
3,483.076
8/12/24
0.83
2,620.707
2,715.925
-95.218
-3.51
-2.14
Phoenix
669.487
8/12/24
0.47
453.802
443.733
10.068
2.27
-2.38
BP
547.038
8/12/24
1.35
528.870
534.548
-5.678
-1.06
-3.16
L
Tesco
415.007
8/12/24
0.91
499.751
506.922
-7.171
-1.41
-3.62
CRH (L)
7,984.072
8/12/24
-1.35
1,393.728
1,475.224
-81.496
-5.52
-4.54
Glencore
510.515
8/12/24
1.27
426.954
389.295
37.659
9.67
-6.98
S
Burberry Group
834.993
8/12/24
-2.02
1,447.237
1,582.398
-135.161
-8.54
-9.72
L
Anglo American
2,778.123
8/12/24
0.29
2,385.515
2,575.337
-189.822
-7.37
-11.29
Ocado
468.766
8/12/24
0.72
80.886
86.748
-5.862
-6.76
-19.95
L
Airtel Africa
136.884
8/12/24
-0.63
-na-
L
Auto Trader
992.782
8/12/24
0.81
-na-
S
B&M
553.260
8/12/24
-2.22
-na-
L
Coca-Cola HBC
3,369.836
8/12/24
0.89
-na-
ConvaTec
288.203
8/12/24
-0.17
-na-
Endeavour Mining
1,949.975
8/12/24
1.89
-na-
Haleon
464.410
8/12/24
-1.01
-na-
S
M&G
253.733
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
10/29/12
⇓ Δwk
7/09/12
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,397.710
8/12/24
-0.79
-na-
FTSE - 91 out of 100 instruments rated - 10/29/12 / 7/09/12 - 61 did rise, Market-Ratio(16) in EUR = 67.03 %
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
write an annotation