Assessment - FTSE 100 Index in Euro - 6/24/13 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
6/24/13
⇓ Δwk
3/04/13
prc diff
⇓ Δ16
∅-RS
FTSE
9,648.901
8/12/24
0.52
7,171.113
7,428.967
-257.854
-3.47
-2.81
Ocado
442.708
8/12/24
0.72
318.016
147.263
170.754
115.95
179.24
Ashtead
6,054.766
8/12/24
-0.43
702.785
605.798
96.987
16.01
45.20
L
Barratt Developments
616.524
8/12/24
0.15
331.531
271.772
59.760
21.99
35.04
L
Lloyds Bank
66.753
8/12/24
-0.28
70.984
59.252
11.732
19.80
33.84
L
Frasers
985.427
8/12/24
-0.42
604.654
488.334
116.319
23.82
29.18
L
Taylor Wimpey
185.686
8/12/24
0.54
102.715
94.075
8.640
9.18
28.72
Int Cons Airlines
195.616
8/12/24
-0.06
297.685
274.659
23.026
8.38
28.05
L
Persimmon
1,853.919
8/12/24
0.03
1,278.646
1,079.926
198.720
18.40
26.48
Smurfit Kappa
3,593.842
8/12/24
0.07
1,338.583
1,370.986
-32.404
-2.36
25.96
L
3i Group
3,546.833
8/12/24
0.23
367.376
369.485
-2.109
-0.57
21.92
S
Entain
682.101
8/12/24
3.98
326.125
273.735
52.390
19.14
21.89
S
Unite
1,097.661
8/12/24
-1.11
397.226
324.555
72.671
22.39
19.31
L
BT Group
166.295
8/12/24
8.43
352.803
306.537
46.266
15.09
18.15
S
Whitbread
3,307.087
8/12/24
-1.44
3,418.733
2,941.788
476.945
16.21
16.73
L
St. James´s Place
812.081
8/12/24
-1.22
598.778
574.729
24.049
4.18
16.04
Berkeley
5,958.397
8/12/24
1.00
2,368.081
2,202.587
165.494
7.51
15.26
L
Schroders
396.286
8/12/24
-0.12
410.765
390.541
20.225
5.18
14.82
Rightmove
631.332
8/12/24
0.04
231.755
204.551
27.204
13.30
14.44
Rolls-Royce
571.983
8/12/24
0.35
1,308.027
1,188.496
119.531
10.06
13.44
L
Hargreaves Lansdown
1,295.099
8/12/24
1,005.406
995.033
10.373
1.04
12.85
Beazley
860.266
8/12/24
1.24
252.556
233.772
18.784
8.04
12.74
L
JD Sports Fashion
141.438
8/12/24
-4.07
10.183
9.240
0.943
10.21
12.67
Kingfisher
318.956
8/12/24
0.18
390.763
320.166
70.596
22.05
12.15
Next
11,214.009
8/12/24
0.23
5,200.376
4,782.860
417.516
8.73
11.74
⇓ instrument
freshest
⇓ Δday
6/24/13
⇓ Δwk
3/04/13
prc diff
⇓ Δ16
∅-RS
L
LSE Group
11,679.398
8/12/24
1.12
1,398.660
1,429.914
-31.254
-2.19
11.14
Barclays
258.667
8/12/24
0.85
302.939
320.504
-17.564
-5.48
10.57
Phoenix
632.272
8/12/24
0.47
561.756
560.922
0.834
0.15
10.80
WPP Group
811.141
8/12/24
1.68
1,241.039
1,237.006
4.033
0.33
10.53
Reckitt Benckiser
4,912.446
8/12/24
5,382.536
5,217.140
165.396
3.17
10.08
DCC
6,034.787
8/12/24
-0.29
3,019.156
2,691.153
328.004
12.19
8.99
DS Smith
521.800
8/12/24
1.19
263.368
277.547
-14.179
-5.11
8.42
Prudential
746.739
8/12/24
0.41
1,196.380
1,141.719
54.662
4.79
8.46
BAE Systems
1,531.907
8/12/24
2.04
448.819
413.144
35.675
8.64
8.35
RELX
4,149.724
8/12/24
0.57
840.287
830.446
9.841
1.19
7.16
S
Legal & General
265.131
8/12/24
0.53
191.562
184.338
7.224
3.92
6.72
L
Abrdn
179.751
8/12/24
2.51
402.515
419.150
-16.635
-3.97
6.25
Mondi
1,672.347
8/12/24
-0.42
893.172
978.863
-85.692
-8.75
6.00
Ass Brit Foods
2,861.676
8/12/24
-0.90
1,974.380
2,136.752
-162.372
-7.60
5.76
S
Bunzl
3,763.074
8/12/24
0.50
1,461.981
1,513.051
-51.070
-3.38
5.48
S
Spirax-Sarco
9,066.870
8/12/24
0.72
3,105.383
3,057.380
48.002
1.57
4.70
Compass Group
2,766.483
8/12/24
0.90
953.696
949.988
3.708
0.39
4.66
L
Smiths Group
2,048.419
8/12/24
0.52
1,463.157
1,479.556
-16.400
-1.11
4.44
Admiral Group
3,170.760
8/12/24
0.86
1,519.568
1,473.781
45.786
3.11
4.48
L
Segro
1,039.605
8/12/24
-0.96
312.375
294.641
17.734
6.02
4.27
GSK
1,847.456
8/12/24
0.42
1,874.662
1,699.295
175.367
10.32
3.79
S
Flutter
17,258.197
8/12/24
-1.28
7,533.200
7,403.557
129.643
1.75
3.49
Weir Group
2,237.631
8/12/24
0.79
2,392.761
2,698.083
-305.322
-11.32
2.88
L
Halma
2,969.797
8/12/24
0.04
569.045
572.303
-3.259
-0.57
2.95
Informa
949.348
8/12/24
1.03
550.476
572.188
-21.712
-3.79
2.48
⇓ instrument
freshest
⇓ Δday
6/24/13
⇓ Δwk
3/04/13
prc diff
⇓ Δ16
∅-RS
Johnson Matthey
1,853.332
8/12/24
0.06
2,920.437
2,611.458
308.980
11.83
2.48
Scottish Mortgage
969.092
8/12/24
-0.17
185.098
193.116
-8.018
-4.15
1.33
Smith and Nephew
1,358.562
8/12/24
-0.86
856.740
824.671
32.069
3.89
1.41
S
Sage Group
1,181.690
8/12/24
1.03
388.530
392.123
-3.593
-0.92
1.26
F&C Investment Trust
1,205.782
8/12/24
403.690
408.293
-4.603
-1.13
0.64
Land Securities
723.352
8/12/24
-0.73
1,001.880
973.088
28.792
2.96
0.46
Centrica
149.606
8/12/24
3.29
414.972
417.417
-2.445
-0.59
-0.19
L
Unilever Plc
5,540.016
8/12/24
-0.34
2,956.869
3,076.923
-120.054
-3.90
-0.83
L
HSBC
756.728
8/12/24
0.22
770.478
820.051
-49.572
-6.05
-0.91
L
Experian
4,141.497
8/12/24
1.18
1,277.471
1,302.841
-25.370
-1.95
-1.16
L
SSE
2,207.075
8/12/24
0.86
1,727.583
1,696.697
30.886
1.82
-1.17
J Sainsbury
316.841
8/12/24
0.67
410.624
398.129
12.495
3.14
-2.16
L
NatWest
393.231
8/12/24
0.48
330.121
354.470
-24.349
-6.87
-2.89
L
AstraZeneca
15,019.391
8/12/24
0.63
3,587.378
3,474.243
113.135
3.26
-2.92
InterContinental Hot
8,494.535
8/12/24
-0.61
2,041.368
2,248.787
-207.419
-9.22
-3.25
S
National Grid
1,149.841
8/12/24
-0.04
843.225
846.038
-2.813
-0.33
-3.33
S
RS Group
886.121
8/12/24
-0.40
245.035
240.818
4.217
1.75
-3.20
L
Rentokil Initial
551.181
8/12/24
1.01
102.303
104.701
-2.397
-2.29
-3.41
BP
516.629
8/12/24
1.35
522.917
512.705
10.212
1.99
-3.31
CRH (L)
7,540.252
8/12/24
-1.35
1,479.610
1,687.457
-207.847
-12.32
-3.51
L
British Land
464.214
8/12/24
-0.40
652.251
661.238
-8.988
-1.36
-3.43
L
Vodafone
87.484
8/12/24
0.87
206.722
193.694
13.029
6.73
-3.66
Hiscox
1,397.344
8/12/24
1.89
798.290
892.289
-93.999
-10.53
-3.91
Melrose
571.983
8/12/24
0.19
200.558
215.152
-14.594
-6.78
-3.96
S
Diageo
2,881.067
8/12/24
1.03
2,141.850
2,281.127
-139.277
-6.11
-4.03
⇓ instrument
freshest
⇓ Δday
6/24/13
⇓ Δwk
3/04/13
prc diff
⇓ Δ16
∅-RS
S
Burberry Group
788.577
8/12/24
-2.02
1,504.290
1,610.072
-105.782
-6.57
-4.07
L
BAT
3,291.809
8/12/24
3,870.020
4,116.424
-246.404
-5.99
-5.00
Aviva
569.045
8/12/24
0.35
376.072
402.287
-26.214
-6.52
-5.88
S
Croda
4,499.941
8/12/24
-0.05
2,767.658
3,029.568
-261.910
-8.65
-6.02
Intertek
5,500.059
8/12/24
0.60
3,434.011
3,953.569
-519.558
-13.14
-6.40
S
Severn Trent
2,954.519
8/12/24
-0.63
1,913.268
1,880.342
32.926
1.75
-6.40
Pearson
1,215.772
8/12/24
-0.72
1,353.861
1,349.041
4.819
0.36
-7.15
L
Imperial Brands
2,507.933
8/12/24
0.38
2,677.165
2,802.033
-124.867
-4.46
-7.53
L
Tesco
391.938
8/12/24
0.91
485.286
537.803
-52.517
-9.77
-8.36
Shell
3,289.458
8/12/24
0.83
2,407.451
2,519.635
-112.184
-4.45
-8.47
S
United Utilities
1,162.064
8/12/24
-0.12
770.361
860.476
-90.115
-10.47
-10.41
Standard Chartered
848.513
8/12/24
0.92
1,639.441
2,055.902
-416.461
-20.26
-12.34
Rio Tinto
5,807.968
8/12/24
0.56
3,034.434
3,829.984
-795.550
-20.77
-19.89
Glencore
482.137
8/12/24
1.27
321.366
427.293
-105.927
-24.79
-23.63
Antofagasta
2,208.838
8/12/24
1.79
955.459
1,221.991
-266.532
-21.81
-29.43
L
Anglo American
2,623.693
8/12/24
0.29
1,524.856
2,135.597
-610.741
-28.60
-30.40
Fresnillo
634.622
8/12/24
0.93
1,043.013
1,719.797
-676.783
-39.35
-43.03
L
Airtel Africa
129.275
8/12/24
-0.63
-na-
L
Auto Trader
937.595
8/12/24
0.81
-na-
S
B&M
522.506
8/12/24
-2.22
-na-
L
Coca-Cola HBC
3,182.513
8/12/24
0.89
1,751.087
-na-
ConvaTec
272.182
8/12/24
-0.17
-na-
Endeavour Mining
1,841.580
8/12/24
1.89
-na-
Haleon
438.594
8/12/24
-1.01
-na-
S
M&G
239.629
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
6/24/13
⇓ Δwk
3/04/13
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,153.250
8/12/24
-0.79
-na-
FTSE - 91 out of 100 instruments rated - 6/24/13 / 3/04/13 - 47 did rise, Market-Ratio(16) in EUR = 51.65 %
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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