Assessment - FTSE 100 Index in Euro - 7/08/13 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
7/08/13
⇓ Δwk
3/18/13
prc diff
⇓ Δ16
∅-RS
FTSE
9,526.862
8/12/24
0.52
7,484.416
7,389.666
94.750
1.28
1.22
Ocado
437.108
8/12/24
0.72
360.989
188.418
172.571
91.59
208.42
Ashtead
5,978.185
8/12/24
-0.43
802.390
686.626
115.765
16.86
60.41
L
Barratt Developments
608.726
8/12/24
0.15
397.888
277.425
120.464
43.42
57.49
L
Taylor Wimpey
183.337
8/12/24
0.54
123.346
98.775
24.572
24.88
50.90
L
Lloyds Bank
65.909
8/12/24
-0.28
77.860
57.623
20.237
35.12
43.11
L
Persimmon
1,830.471
8/12/24
0.03
1,470.179
1,116.634
353.545
31.66
42.12
L
3i Group
3,501.973
8/12/24
0.23
422.488
375.217
47.271
12.60
37.50
L
Frasers
972.964
8/12/24
-0.42
655.605
487.805
167.800
34.40
37.37
Smurfit Kappa
3,548.387
8/12/24
0.07
1,501.508
1,444.920
56.589
3.92
36.25
Int Cons Airlines
193.142
8/12/24
-0.06
317.939
312.681
5.259
1.68
34.43
S
Entain
673.474
8/12/24
3.98
365.514
287.828
77.686
26.99
33.19
S
Unite
1,083.778
8/12/24
-1.11
445.231
376.835
68.396
18.15
30.66
L
BT Group
164.191
8/12/24
8.43
388.953
313.027
75.926
24.26
28.59
Rightmove
623.346
8/12/24
0.04
258.993
207.837
51.156
24.61
26.94
L
Schroders
391.274
8/12/24
-0.12
458.830
417.582
41.249
9.88
26.08
Berkeley
5,883.035
8/12/24
1.00
2,622.418
2,353.485
268.933
11.43
25.82
L
St. James´s Place
801.810
8/12/24
-1.22
658.505
597.619
60.887
10.19
25.45
L
LSE Group
11,531.678
8/12/24
1.12
1,572.302
1,460.883
111.419
7.63
23.84
S
Whitbread
3,265.259
8/12/24
-1.44
3,679.508
2,964.975
714.533
24.10
24.02
Kingfisher
314.922
8/12/24
0.18
432.235
332.216
100.019
30.11
23.49
WPP Group
800.882
8/12/24
1.68
1,368.067
1,248.411
119.656
9.58
20.40
Rolls-Royce
564.748
8/12/24
0.35
1,395.916
1,264.594
131.322
10.38
20.02
Beazley
849.385
8/12/24
1.24
273.033
243.093
29.940
12.32
19.72
L
Hargreaves Lansdown
1,278.719
8/12/24
1,081.457
1,050.746
30.712
2.92
19.03
⇓ instrument
freshest
⇓ Δday
7/08/13
⇓ Δwk
3/18/13
prc diff
⇓ Δ16
∅-RS
S
Legal & General
261.778
8/12/24
0.53
214.667
199.283
15.384
7.72
18.39
Next
11,072.174
8/12/24
0.23
5,537.248
4,778.638
758.609
15.88
17.60
DS Smith
515.201
8/12/24
1.19
290.323
272.570
17.753
6.51
17.20
Mondi
1,651.195
8/12/24
-0.42
999.072
1,010.866
-11.794
-1.17
16.98
Prudential
737.294
8/12/24
0.41
1,294.964
1,288.868
6.096
0.47
15.93
RELX
4,097.238
8/12/24
0.57
918.427
877.355
41.071
4.68
15.52
Barclays
255.396
8/12/24
0.85
320.063
326.689
-6.627
-2.03
14.89
BAE Systems
1,512.532
8/12/24
2.04
480.042
443.764
36.278
8.18
14.71
L
JD Sports Fashion
139.650
8/12/24
-4.07
10.420
8.560
1.860
21.73
14.42
S
Bunzl
3,715.479
8/12/24
0.50
1,594.337
1,513.120
81.218
5.37
14.36
Johnson Matthey
1,829.891
8/12/24
0.06
3,276.862
2,644.781
632.081
23.90
14.49
Reckitt Benckiser
4,850.313
8/12/24
5,627.756
5,449.081
178.675
3.28
13.95
Phoenix
624.275
8/12/24
0.47
577.280
559.607
17.673
3.16
12.66
L
Abrdn
177.477
8/12/24
2.51
433.395
439.256
-5.860
-1.33
12.59
S
Spirax-Sarco
8,952.193
8/12/24
0.72
3,369.343
3,368.570
0.773
0.02
12.71
Ass Brit Foods
2,825.482
8/12/24
-0.90
2,114.180
2,185.874
-71.695
-3.28
12.09
L
Smiths Group
2,022.511
8/12/24
0.52
1,576.932
1,535.083
41.849
2.73
11.73
L
Halma
2,932.235
8/12/24
0.04
620.213
608.600
11.613
1.91
11.73
GSK
1,824.089
8/12/24
0.42
2,021.618
1,736.181
285.437
16.44
11.77
Compass Group
2,731.492
8/12/24
0.90
1,022.279
969.252
53.027
5.47
11.40
Informa
937.340
8/12/24
1.03
600.487
594.151
6.336
1.07
10.89
Land Securities
714.203
8/12/24
-0.73
1,104.665
943.244
161.421
17.11
10.28
L
Segro
1,026.456
8/12/24
-0.96
331.283
308.982
22.302
7.22
9.89
Scottish Mortgage
956.835
8/12/24
-0.17
200.046
192.579
7.468
3.88
8.84
DCC
5,958.459
8/12/24
-0.29
3,034.347
2,623.974
410.373
15.64
8.28
⇓ instrument
freshest
⇓ Δday
7/08/13
⇓ Δwk
3/18/13
prc diff
⇓ Δ16
∅-RS
S
Sage Group
1,166.744
8/12/24
1.03
418.311
397.064
21.247
5.35
8.29
Admiral Group
3,130.657
8/12/24
0.86
1,566.489
1,548.954
17.535
1.13
7.46
Melrose
564.748
8/12/24
0.19
224.923
222.234
2.689
1.21
7.16
L
HSBC
747.157
8/12/24
0.22
832.444
832.505
-0.061
-0.01
6.53
InterContinental Hot
8,387.097
8/12/24
-0.61
2,255.744
2,325.743
-69.999
-3.01
6.45
F&C Investment Trust
1,190.531
8/12/24
428.986
418.333
10.653
2.55
6.46
L
Unilever Plc
5,469.947
8/12/24
-0.34
3,182.873
3,161.484
21.389
0.68
6.10
S
Burberry Group
778.603
8/12/24
-2.02
1,654.676
1,663.391
-8.715
-0.52
5.78
Hiscox
1,379.670
8/12/24
1.89
876.346
922.861
-46.515
-5.04
5.13
S
Flutter
17,039.916
8/12/24
-1.28
7,689.719
7,808.346
-118.627
-1.52
4.93
L
Experian
4,089.116
8/12/24
1.18
1,362.265
1,352.445
9.820
0.73
4.76
L
SSE
2,179.160
8/12/24
0.86
1,829.891
1,686.510
143.381
8.50
4.59
Centrica
147.714
8/12/24
3.29
435.020
404.577
30.442
7.52
4.34
Weir Group
2,209.329
8/12/24
0.79
2,441.402
2,810.080
-368.678
-13.12
3.71
L
Rentokil Initial
544.210
8/12/24
1.01
110.699
114.149
-3.450
-3.02
3.90
L
Vodafone
86.377
8/12/24
0.87
222.673
213.790
8.883
4.16
3.93
Smith and Nephew
1,341.378
8/12/24
-0.86
876.654
854.236
22.417
2.62
3.35
Aviva
561.847
8/12/24
0.35
415.294
373.714
41.580
11.13
3.30
J Sainsbury
312.834
8/12/24
0.67
435.136
422.148
12.988
3.08
3.19
S
Diageo
2,844.627
8/12/24
1.03
2,305.059
2,326.899
-21.839
-0.94
2.90
L
British Land
458.343
8/12/24
-0.40
693.896
635.187
58.710
9.24
2.53
CRH (L)
7,444.883
8/12/24
-1.35
1,564.168
1,753.554
-189.386
-10.80
1.72
L
AstraZeneca
14,829.427
8/12/24
0.63
3,761.894
3,525.026
236.868
6.72
1.63
S
Croda
4,443.026
8/12/24
-0.05
2,983.291
3,097.908
-114.617
-3.70
1.28
L
BAT
3,250.174
8/12/24
4,104.200
4,025.546
78.654
1.95
0.82
⇓ instrument
freshest
⇓ Δday
7/08/13
⇓ Δwk
3/18/13
prc diff
⇓ Δ16
∅-RS
S
National Grid
1,135.298
8/12/24
-0.04
876.073
849.613
26.461
3.11
0.32
S
Severn Trent
2,917.150
8/12/24
-0.63
2,016.709
1,901.514
115.195
6.06
-1.16
BP
510.095
8/12/24
1.35
534.289
518.437
15.852
3.06
-1.30
L
NatWest
388.257
8/12/24
0.48
335.113
343.660
-8.547
-2.49
-2.08
Pearson
1,200.395
8/12/24
-0.72
1,408.679
1,391.747
16.933
1.22
-2.94
Intertek
5,430.494
8/12/24
0.60
3,542.585
3,923.246
-380.661
-9.70
-3.69
S
RS Group
874.913
8/12/24
-0.40
241.935
241.013
0.923
0.38
-4.21
L
Tesco
386.981
8/12/24
0.91
504.142
560.270
-56.128
-10.02
-4.79
S
United Utilities
1,147.366
8/12/24
-0.12
817.475
790.660
26.815
3.39
-4.75
Shell
3,247.853
8/12/24
0.83
2,470.411
2,510.114
-39.704
-1.58
-5.79
L
Imperial Brands
2,476.213
8/12/24
0.38
2,690.880
2,695.642
-4.763
-0.18
-6.60
Standard Chartered
837.781
8/12/24
0.92
1,723.138
1,995.723
-272.585
-13.66
-7.77
Rio Tinto
5,734.509
8/12/24
0.56
3,097.586
3,788.001
-690.415
-18.23
-17.64
Glencore
476.039
8/12/24
1.27
298.967
437.695
-138.728
-31.70
-28.46
Antofagasta
2,180.900
8/12/24
1.79
930.610
1,232.227
-301.617
-24.48
-30.27
L
Anglo American
2,590.508
8/12/24
0.29
1,444.651
2,165.646
-720.995
-33.29
-32.58
Fresnillo
626.595
8/12/24
0.93
1,068.693
1,683.042
-614.349
-36.50
-40.00
L
Airtel Africa
127.640
8/12/24
-0.63
-na-
L
Auto Trader
925.737
8/12/24
0.81
-na-
S
B&M
515.897
8/12/24
-2.22
-na-
L
Coca-Cola HBC
3,142.260
8/12/24
0.89
1,965.653
-na-
ConvaTec
268.740
8/12/24
-0.17
-na-
Endeavour Mining
1,818.287
8/12/24
1.89
-na-
Haleon
433.047
8/12/24
-1.01
-na-
S
M&G
236.598
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
7/08/13
⇓ Δwk
3/18/13
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,100.719
8/12/24
-0.79
-na-
FTSE - 91 out of 100 instruments rated - 7/08/13 / 3/18/13 - 66 did rise, Market-Ratio(16) in EUR = 72.53 %
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