Assessment - FTSE 100 Index in Euro - 6/23/14 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
6/23/14
⇓ Δwk
3/03/14
prc diff
⇓ Δ16
∅-RS
FTSE
10,278.230
8/12/24
0.52
8,513.470
8,139.226
374.244
4.60
7.54
Ass Brit Foods
3,048.323
8/12/24
-0.90
3,837.006
3,603.494
233.511
6.48
38.63
L
JD Sports Fashion
150.663
8/12/24
-4.07
20.155
18.721
1.434
7.66
34.81
S
Entain
726.590
8/12/24
3.98
562.093
456.807
105.287
23.05
32.25
Smith and Nephew
1,447.171
8/12/24
-0.86
1,325.739
1,133.827
191.912
16.93
31.02
S
Whitbread
3,522.784
8/12/24
-1.44
5,514.522
5,311.818
202.704
3.82
28.63
InterContinental Hot
9,048.573
8/12/24
-0.61
2,964.447
2,302.839
661.608
28.73
27.56
S
United Utilities
1,237.857
8/12/24
-0.12
1,106.034
946.372
159.662
16.87
27.49
L
AstraZeneca
15,998.999
8/12/24
0.63
5,475.088
4,845.911
629.176
12.98
27.47
Weir Group
2,383.575
8/12/24
0.79
3,376.315
3,039.311
337.004
11.09
22.91
DCC
6,428.393
8/12/24
-0.29
4,206.310
3,795.195
411.114
10.83
22.83
Aviva
606.159
8/12/24
0.35
638.458
557.996
80.462
14.42
21.98
L
Imperial Brands
2,671.507
8/12/24
0.38
3,361.292
2,937.394
423.898
14.43
20.09
Admiral Group
3,377.566
8/12/24
0.86
1,920.381
1,719.243
201.138
11.70
20.01
Ashtead
6,449.675
8/12/24
-0.43
1,069.104
1,026.450
42.654
4.16
19.52
S
RS Group
943.916
8/12/24
-0.40
332.374
314.001
18.372
5.85
18.50
Shell
3,504.006
8/12/24
0.83
3,041.437
2,617.083
424.354
16.21
18.29
L
LSE Group
12,441.162
8/12/24
1.12
2,205.997
2,230.781
-24.785
-1.11
17.88
Next
11,945.418
8/12/24
0.23
7,924.387
8,068.430
-144.044
-1.79
17.59
S
Bunzl
4,008.513
8/12/24
0.50
2,028.042
1,872.118
155.924
8.33
17.40
BP
550.325
8/12/24
1.35
650.976
598.034
52.942
8.85
15.16
RELX
4,420.381
8/12/24
0.57
1,192.414
1,088.935
103.479
9.50
15.17
Reckitt Benckiser
5,232.849
8/12/24
6,522.283
5,914.827
607.457
10.27
15.10
Compass Group
2,946.920
8/12/24
0.90
1,251.878
1,138.073
113.805
10.00
15.05
Mondi
1,781.422
8/12/24
-0.42
1,377.066
1,303.082
73.984
5.68
14.43
⇓ instrument
freshest
⇓ Δday
6/23/14
⇓ Δwk
3/03/14
prc diff
⇓ Δ16
∅-RS
S
Severn Trent
3,147.221
8/12/24
-0.63
2,432.399
2,215.482
216.917
9.79
14.38
L
Hargreaves Lansdown
1,379.569
8/12/24
1,586.129
1,658.578
-72.449
-4.37
13.99
L
St. James´s Place
865.048
8/12/24
-1.22
937.031
1,045.256
-108.225
-10.35
13.89
L
SSE
2,351.027
8/12/24
0.86
1,981.723
1,693.764
287.959
17.00
13.45
S
Legal & General
282.424
8/12/24
0.53
283.676
287.552
-3.876
-1.35
13.39
L
British Land
494.492
8/12/24
-0.40
846.269
835.356
10.914
1.31
12.43
S
National Grid
1,224.837
8/12/24
-0.04
1,057.211
1,002.791
54.420
5.43
12.27
L
BAT
3,506.510
8/12/24
4,437.281
3,895.293
541.988
13.91
11.97
Prudential
795.443
8/12/24
0.41
1,675.013
1,625.819
49.194
3.03
11.67
L
Unilever Plc
5,901.352
8/12/24
-0.34
3,360.040
2,905.848
454.192
15.63
11.47
L
3i Group
3,778.167
8/12/24
0.23
503.505
490.051
13.454
2.75
11.01
Scottish Mortgage
1,032.298
8/12/24
-0.17
257.386
256.006
1.380
0.54
10.94
L
BT Group
177.141
8/12/24
8.43
481.848
488.110
-6.262
-1.28
10.59
Int Cons Airlines
208.375
8/12/24
-0.06
475.588
512.982
-37.394
-7.29
10.67
DS Smith
555.834
8/12/24
1.19
391.963
415.433
-23.470
-5.65
10.20
Glencore
513.583
8/12/24
1.27
412.431
395.838
16.593
4.19
10.06
L
Halma
3,163.495
8/12/24
0.04
749.875
717.059
32.816
4.58
9.92
L
Segro
1,107.411
8/12/24
-0.96
429.144
426.838
2.306
0.54
9.94
Beazley
916.375
8/12/24
1.24
314.347
311.454
2.893
0.93
9.65
L
Frasers
1,049.700
8/12/24
-0.42
929.519
968.818
-39.299
-4.06
9.27
L
Rentokil Initial
587.131
8/12/24
1.01
143.966
158.457
-14.491
-9.14
8.31
Land Securities
770.531
8/12/24
-0.73
1,268.152
1,298.229
-30.076
-2.32
7.91
S
Sage Group
1,258.763
8/12/24
1.03
484.602
512.982
-28.380
-5.53
7.84
L
Abrdn
191.475
8/12/24
2.51
468.703
459.840
8.863
1.93
7.15
CRH (L)
8,032.048
8/12/24
-1.35
1,976.715
2,077.166
-100.451
-4.84
7.17
⇓ instrument
freshest
⇓ Δday
6/23/14
⇓ Δwk
3/03/14
prc diff
⇓ Δ16
∅-RS
L
Anglo American
2,794.817
8/12/24
0.29
1,840.886
1,793.861
47.026
2.62
6.54
L
Schroders
422.133
8/12/24
-0.12
541.412
534.009
7.403
1.39
5.81
F&C Investment Trust
1,284.427
8/12/24
470.581
454.744
15.837
3.48
5.73
L
NatWest
418.878
8/12/24
0.48
413.120
390.197
22.923
5.87
4.51
L
Barratt Developments
656.735
8/12/24
0.15
439.159
531.910
-92.751
-17.44
4.47
L
Lloyds Bank
71.107
8/12/24
-0.28
94.454
98.605
-4.151
-4.21
4.22
WPP Group
864.046
8/12/24
1.68
1,573.610
1,521.475
52.135
3.43
4.14
BAE Systems
1,631.823
8/12/24
2.04
530.295
496.845
33.450
6.73
4.04
Smurfit Kappa
3,828.242
8/12/24
0.07
2,068.102
2,373.210
-305.108
-12.86
4.02
Rio Tinto
6,186.780
8/12/24
0.56
3,914.622
4,065.154
-150.532
-3.70
3.86
Johnson Matthey
1,974.211
8/12/24
0.06
3,774.412
3,866.780
-92.368
-2.39
3.10
S
Unite
1,169.254
8/12/24
-1.11
494.492
535.792
-41.301
-7.71
3.01
L
Taylor Wimpey
197.797
8/12/24
0.54
133.450
146.566
-13.116
-8.95
2.26
S
Spirax-Sarco
9,658.237
8/12/24
0.72
3,684.414
3,778.476
-94.062
-2.49
2.11
S
Burberry Group
840.010
8/12/24
-2.02
1,826.490
1,833.293
-6.803
-0.37
2.00
Berkeley
6,347.021
8/12/24
1.00
2,879.319
3,237.078
-357.759
-11.05
1.93
L
Persimmon
1,974.837
8/12/24
0.03
1,522.283
1,736.229
-213.946
-12.32
1.94
GSK
1,967.952
8/12/24
0.42
1,981.798
2,033.778
-51.981
-2.56
1.18
S
Croda
4,793.440
8/12/24
-0.05
3,012.018
3,051.444
-39.426
-1.29
0.92
Fresnillo
676.014
8/12/24
0.93
1,077.867
1,176.899
-99.032
-8.41
0.50
S
Diageo
3,068.978
8/12/24
1.03
2,301.577
2,234.895
66.683
2.98
-0.51
L
Smiths Group
2,182.023
8/12/24
0.52
1,612.419
1,629.459
-17.040
-1.05
-0.68
Hiscox
1,488.483
8/12/24
1.89
961.670
994.557
-32.887
-3.31
-1.52
Kingfisher
339.760
8/12/24
0.18
457.186
473.550
-16.364
-3.46
-1.52
Ocado
471.582
8/12/24
0.72
456.184
666.707
-210.523
-31.58
-1.59
⇓ instrument
freshest
⇓ Δday
6/23/14
⇓ Δwk
3/03/14
prc diff
⇓ Δ16
∅-RS
Rolls-Royce
609.289
8/12/24
0.35
1,318.227
1,213.298
104.930
8.65
-1.86
Antofagasta
2,352.904
8/12/24
1.79
975.213
1,070.735
-95.522
-8.92
-2.33
Pearson
1,295.068
8/12/24
-0.72
1,400.851
1,241.204
159.648
12.86
-2.57
Standard Chartered
903.856
8/12/24
0.92
1,598.648
1,519.049
79.599
5.24
-2.96
Informa
1,011.267
8/12/24
1.03
604.782
615.142
-10.360
-1.68
-3.00
Centrica
159.364
8/12/24
3.29
399.349
380.126
19.223
5.06
-3.56
L
HSBC
806.084
8/12/24
0.22
759.139
755.399
3.740
0.50
-3.60
Intertek
5,858.788
8/12/24
0.60
3,458.938
3,603.494
-144.556
-4.01
-5.34
Barclays
275.538
8/12/24
0.85
293.315
300.716
-7.401
-2.46
-5.67
L
Experian
4,411.617
8/12/24
1.18
1,250.000
1,307.935
-57.935
-4.43
-7.03
Phoenix
673.510
8/12/24
0.47
602.225
686.666
-84.441
-12.30
-7.17
L
Vodafone
93.190
8/12/24
0.87
239.735
295.499
-55.764
-18.87
-7.10
Rightmove
672.509
8/12/24
0.04
269.654
326.134
-56.480
-17.32
-7.56
L
Tesco
417.501
8/12/24
0.91
463.032
495.863
-32.831
-6.62
-7.97
J Sainsbury
337.506
8/12/24
0.67
394.717
409.124
-14.407
-3.52
-8.94
L
Coca-Cola HBC
3,390.085
8/12/24
0.89
1,712.569
1,749.575
-37.007
-2.12
-12.01
S
Flutter
18,383.826
8/12/24
-1.28
6,133.575
7,351.371
-1,217.796
-16.57
-12.88
Melrose
609.289
8/12/24
0.19
195.721
235.447
-39.725
-16.87
-17.12
L
Airtel Africa
137.707
8/12/24
-0.63
-na-
L
Auto Trader
998.748
8/12/24
0.81
-na-
S
B&M
556.585
8/12/24
-2.22
358.037
-na-
ConvaTec
289.935
8/12/24
-0.17
-na-
Endeavour Mining
1,961.693
8/12/24
1.89
-na-
Haleon
467.201
8/12/24
-1.01
-na-
S
M&G
255.258
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
6/23/14
⇓ Δwk
3/03/14
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,424.136
8/12/24
-0.79
-na-
FTSE - 92 out of 100 instruments rated - 6/23/14 / 3/03/14 - 48 did rise, Market-Ratio(16) in EUR = 52.17 %
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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