Assessment - FTSE 100 Index in Euro - 7/21/14 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
7/21/14
⇓ Δwk
3/31/14
prc diff
⇓ Δ16
∅-RS
FTSE
10,366.477
8/12/24
0.52
8,495.505
7,983.509
511.996
6.41
6.13
InterContinental Hot
9,126.263
8/12/24
-0.61
3,103.535
2,331.518
772.017
33.11
30.50
S
United Utilities
1,248.485
8/12/24
-0.12
1,124.369
953.418
170.951
17.93
26.63
L
JD Sports Fashion
151.957
8/12/24
-4.07
19.955
19.359
0.596
3.08
26.34
Ashtead
6,505.051
8/12/24
-0.43
1,157.828
1,150.635
7.193
0.63
25.94
S
Entain
732.828
8/12/24
3.98
554.293
451.906
102.387
22.66
25.93
Smith and Nephew
1,459.596
8/12/24
-0.86
1,306.818
1,099.819
207.000
18.82
25.40
L
AstraZeneca
16,136.364
8/12/24
0.63
5,542.929
4,690.260
852.669
18.18
25.29
DCC
6,483.586
8/12/24
-0.29
4,352.273
3,944.344
407.929
10.34
23.66
Weir Group
2,404.040
8/12/24
0.79
3,472.222
3,068.361
403.862
13.16
23.55
S
Whitbread
3,553.030
8/12/24
-1.44
5,420.455
5,035.693
384.762
7.64
22.58
Ass Brit Foods
3,074.495
8/12/24
-0.90
3,545.455
3,364.791
180.663
5.37
22.12
Admiral Group
3,406.566
8/12/24
0.86
1,930.556
1,727.768
202.788
11.74
18.73
Glencore
517.992
8/12/24
1.27
452.462
373.624
78.838
21.10
17.85
L
British Land
498.737
8/12/24
-0.40
900.253
791.289
108.964
13.77
17.45
L
Imperial Brands
2,694.444
8/12/24
0.38
3,342.172
2,931.639
410.532
14.00
17.40
Next
12,047.980
8/12/24
0.23
8,156.566
7,985.481
171.085
2.14
17.21
Shell
3,534.091
8/12/24
0.83
3,034.722
2,650.938
383.785
14.48
16.31
S
Legal & General
284.848
8/12/24
0.53
296.338
247.671
48.667
19.65
15.46
S
Bunzl
4,042.929
8/12/24
0.50
2,030.303
1,931.034
99.269
5.14
15.06
L
LSE Group
12,547.980
8/12/24
1.12
2,223.775
2,195.596
28.179
1.28
14.96
S
National Grid
1,235.354
8/12/24
-0.04
1,094.066
994.555
99.510
10.01
14.41
Compass Group
2,972.222
8/12/24
0.90
1,262.626
1,107.078
155.548
14.05
14.00
S
Severn Trent
3,174.242
8/12/24
-0.63
2,453.283
2,205.687
247.596
11.23
13.60
Aviva
611.364
8/12/24
0.35
616.035
577.132
38.903
6.74
13.42
⇓ instrument
freshest
⇓ Δday
7/21/14
⇓ Δwk
3/31/14
prc diff
⇓ Δ16
∅-RS
L
Segro
1,116.919
8/12/24
-0.96
447.727
401.694
46.033
11.46
12.10
Prudential
802.273
8/12/24
0.41
1,719.697
1,534.785
184.912
12.05
11.99
L
St. James´s Place
872.475
8/12/24
-1.22
947.601
998.185
-50.584
-5.07
11.50
Scottish Mortgage
1,041.162
8/12/24
-0.17
264.141
252.632
11.510
4.56
11.09
L
Anglo American
2,818.813
8/12/24
0.29
1,951.389
1,846.945
104.444
5.65
11.00
S
RS Group
952.020
8/12/24
-0.40
318.687
342.408
-23.721
-6.93
11.03
L
BAT
3,536.616
8/12/24
4,419.192
4,035.693
383.499
9.50
10.69
RELX
4,458.333
8/12/24
0.57
1,171.086
1,108.288
62.798
5.67
10.66
Reckitt Benckiser
5,277.778
8/12/24
6,332.071
5,912.886
419.185
7.09
10.45
L
Unilever Plc
5,952.020
8/12/24
-0.34
3,335.859
3,098.609
237.250
7.66
10.16
L
SSE
2,371.212
8/12/24
0.86
1,930.556
1,777.374
153.181
8.62
9.80
Land Securities
777.146
8/12/24
-0.73
1,300.505
1,235.330
65.175
5.28
9.08
L
BT Group
178.662
8/12/24
8.43
482.828
459.165
23.663
5.15
8.64
BP
555.051
8/12/24
1.35
621.275
580.762
40.513
6.98
8.37
Beazley
924.242
8/12/24
1.24
314.394
319.419
-5.025
-1.57
8.26
L
Abrdn
193.119
8/12/24
2.51
477.020
456.745
20.275
4.44
8.18
Rio Tinto
6,239.899
8/12/24
0.56
4,153.409
4,038.113
115.297
2.86
8.03
L
Rentokil Initial
592.172
8/12/24
1.01
146.591
148.820
-2.229
-1.50
7.67
Fresnillo
681.818
8/12/24
0.93
1,155.934
1,020.569
135.366
13.26
7.40
L
Taylor Wimpey
199.495
8/12/24
0.54
141.540
142.529
-0.988
-0.69
6.86
S
Unite
1,179.293
8/12/24
-1.11
516.919
525.106
-8.187
-1.56
6.28
F&C Investment Trust
1,295.455
8/12/24
477.146
449.849
27.298
6.07
6.23
Berkeley
6,401.515
8/12/24
1.00
3,030.303
3,169.994
-139.691
-4.41
5.94
L
3i Group
3,810.606
8/12/24
0.23
487.626
481.428
6.199
1.29
5.83
Mondi
1,796.717
8/12/24
-0.42
1,305.556
1,269.208
36.348
2.86
5.75
⇓ instrument
freshest
⇓ Δday
7/21/14
⇓ Δwk
3/31/14
prc diff
⇓ Δ16
∅-RS
S
Sage Group
1,269.571
8/12/24
1.03
478.788
505.868
-27.080
-5.35
5.17
L
Barratt Developments
662.374
8/12/24
0.15
447.222
499.093
-51.870
-10.39
4.77
L
Persimmon
1,991.793
8/12/24
0.03
1,573.232
1,628.554
-55.322
-3.40
4.53
BAE Systems
1,645.833
8/12/24
2.04
530.303
501.149
29.154
5.82
3.05
Antofagasta
2,373.106
8/12/24
1.79
1,029.672
1,010.889
18.782
1.86
2.79
Johnson Matthey
1,991.162
8/12/24
0.06
3,816.919
3,957.653
-140.734
-3.56
2.53
L
Halma
3,190.657
8/12/24
0.04
708.965
696.915
12.050
1.73
2.26
L
Frasers
1,058.712
8/12/24
-0.42
890.152
1,030.853
-140.701
-13.65
1.60
L
Schroders
425.758
8/12/24
-0.12
525.884
534.374
-8.490
-1.59
1.30
Hiscox
1,501.263
8/12/24
1.89
1,002.210
937.689
64.521
6.88
1.23
GSK
1,984.848
8/12/24
0.42
1,980.379
1,939.758
40.621
2.09
1.07
S
Burberry Group
847.222
8/12/24
-2.02
1,823.232
1,687.840
135.392
8.02
0.90
WPP Group
871.465
8/12/24
1.68
1,545.455
1,496.673
48.782
3.26
0.91
L
NatWest
422.475
8/12/24
0.48
402.778
376.286
26.492
7.04
0.36
L
Lloyds Bank
71.717
8/12/24
-0.28
91.654
90.321
1.333
1.48
-0.61
Informa
1,019.950
8/12/24
1.03
621.212
639.443
-18.231
-2.85
-0.72
S
Diageo
3,095.328
8/12/24
1.03
2,287.879
2,251.664
36.215
1.61
-1.38
CRH (L)
8,101.010
8/12/24
-1.35
1,847.222
2,026.618
-179.396
-8.85
-1.61
Ocado
475.631
8/12/24
0.72
467.172
557.290
-90.118
-16.17
-1.90
Rolls-Royce
614.520
8/12/24
0.35
1,303.030
1,299.456
3.575
0.28
-2.77
Pearson
1,306.187
8/12/24
-0.72
1,396.465
1,286.146
110.318
8.58
-3.03
S
Flutter
18,541.667
8/12/24
-1.28
6,712.121
6,993.345
-281.224
-4.02
-3.13
L
Experian
4,449.495
8/12/24
1.18
1,295.455
1,307.925
-12.470
-0.95
-3.18
L
HSBC
813.005
8/12/24
0.22
753.914
735.027
18.887
2.57
-3.68
Phoenix
679.293
8/12/24
0.47
627.674
610.264
17.410
2.85
-3.70
⇓ instrument
freshest
⇓ Δday
7/21/14
⇓ Δwk
3/31/14
prc diff
⇓ Δ16
∅-RS
Smurfit Kappa
3,861.111
8/12/24
0.07
1,969.697
2,127.042
-157.345
-7.40
-3.64
Centrica
160.732
8/12/24
3.29
394.949
398.911
-3.962
-0.99
-4.01
S
Spirax-Sarco
9,741.162
8/12/24
0.72
3,469.886
3,626.183
-156.296
-4.31
-4.44
L
Smiths Group
2,200.758
8/12/24
0.52
1,553.030
1,539.020
14.010
0.91
-4.59
L
Hargreaves Lansdown
1,391.414
8/12/24
1,369.950
1,764.065
-394.116
-22.34
-4.53
L
Vodafone
93.990
8/12/24
0.87
245.455
266.546
-21.091
-7.91
-5.75
S
Croda
4,834.596
8/12/24
-0.05
2,795.455
3,080.460
-285.005
-9.25
-6.12
Rightmove
678.283
8/12/24
0.04
275.631
319.177
-43.546
-13.64
-6.21
J Sainsbury
340.404
8/12/24
0.67
401.894
382.456
19.438
5.08
-6.75
Standard Chartered
911.616
8/12/24
0.92
1,521.465
1,516.636
4.828
0.32
-6.83
L
Tesco
421.086
8/12/24
0.91
461.641
452.716
8.925
1.97
-7.57
Int Cons Airlines
210.164
8/12/24
-0.06
407.955
504.779
-96.825
-19.18
-8.16
DS Smith
560.606
8/12/24
1.19
330.303
392.619
-62.316
-15.87
-8.84
Kingfisher
342.677
8/12/24
0.18
422.348
509.861
-87.512
-17.16
-9.48
L
Coca-Cola HBC
3,419.192
8/12/24
0.89
1,739.899
1,807.623
-67.724
-3.75
-9.84
Intertek
5,909.091
8/12/24
0.60
3,282.828
3,716.878
-434.050
-11.68
-10.00
Barclays
277.904
8/12/24
0.85
265.404
282.396
-16.992
-6.02
-13.65
Melrose
614.520
8/12/24
0.19
198.708
218.868
-20.159
-9.21
-15.28
L
Airtel Africa
138.889
8/12/24
-0.63
-na-
L
Auto Trader
1,007.323
8/12/24
0.81
-na-
S
B&M
561.364
8/12/24
-2.22
351.010
-na-
ConvaTec
292.424
8/12/24
-0.17
-na-
Endeavour Mining
1,978.535
8/12/24
1.89
-na-
Haleon
471.212
8/12/24
-1.01
-na-
S
M&G
257.449
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
7/21/14
⇓ Δwk
3/31/14
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,462.121
8/12/24
-0.79
-na-
FTSE - 92 out of 100 instruments rated - 7/21/14 / 3/31/14 - 60 did rise, Market-Ratio(16) in EUR = 65.22 %
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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