Assessment - FTSE 100 Index in Euro - 8/11/14 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
8/11/14
⇓ Δwk
4/21/14
prc diff
⇓ Δ16
∅-RS
FTSE
10,297.567
8/12/24
0.52
8,319.102
8,135.590
183.513
2.26
3.32
Ashtead
6,461.809
8/12/24
-0.43
1,136.962
1,096.432
40.530
3.70
21.45
Next
11,967.892
8/12/24
0.23
8,528.785
7,962.985
565.800
7.11
19.91
Glencore
514.549
8/12/24
1.27
468.581
383.356
85.226
22.23
19.62
Fresnillo
677.286
8/12/24
0.93
1,281.826
1,032.509
249.317
24.15
19.33
Smith and Nephew
1,449.893
8/12/24
-0.86
1,265.521
1,065.993
199.528
18.72
19.00
S
Entain
727.957
8/12/24
3.98
529.913
502.253
27.661
5.51
17.78
S
United Utilities
1,240.186
8/12/24
-0.12
1,059.200
945.452
113.748
12.03
17.47
DCC
6,440.487
8/12/24
-0.29
4,207.952
3,809.814
398.138
10.45
17.41
L
JD Sports Fashion
150.947
8/12/24
-4.07
19.365
22.123
-2.758
-12.47
17.51
S
Whitbread
3,529.412
8/12/24
-1.44
5,253.982
4,971.387
282.596
5.68
16.27
InterContinental Hot
9,065.597
8/12/24
-0.61
2,795.686
2,375.502
420.183
17.69
15.62
L
AstraZeneca
16,029.099
8/12/24
0.63
5,193.152
4,821.624
371.528
7.71
14.95
Weir Group
2,388.060
8/12/24
0.79
3,269.786
3,198.587
71.198
2.23
14.43
Shell
3,510.598
8/12/24
0.83
3,008.905
2,727.383
281.522
10.32
14.17
S
Legal & General
282.955
8/12/24
0.53
297.253
258.371
38.882
15.05
13.96
Ass Brit Foods
3,054.058
8/12/24
-0.90
3,405.243
3,314.258
90.985
2.75
14.00
L
Anglo American
2,800.075
8/12/24
0.29
2,009.908
1,873.250
136.659
7.30
13.16
Rio Tinto
6,198.420
8/12/24
0.56
4,392.324
3,965.664
426.660
10.76
12.86
S
Bunzl
4,016.054
8/12/24
0.50
2,014.298
1,967.612
46.686
2.37
12.64
L
British Land
495.422
8/12/24
-0.40
874.828
833.435
41.393
4.97
12.57
RELX
4,428.697
8/12/24
0.57
1,198.420
1,077.560
120.860
11.22
11.87
Aviva
607.300
8/12/24
0.35
621.974
621.576
0.399
0.06
11.92
L
LSE Group
12,464.568
8/12/24
1.12
2,198.595
2,080.506
118.089
5.68
11.83
L
Segro
1,109.495
8/12/24
-0.96
451.775
420.066
31.709
7.55
11.54
⇓ instrument
freshest
⇓ Δday
8/11/14
⇓ Δwk
4/21/14
prc diff
⇓ Δ16
∅-RS
L
Rentokil Initial
588.235
8/12/24
1.01
154.020
147.936
6.084
4.11
11.20
Admiral Group
3,383.921
8/12/24
0.86
1,819.892
1,659.564
160.328
9.66
10.94
S
National Grid
1,227.142
8/12/24
-0.04
1,071.115
1,011.811
59.305
5.86
10.79
Scottish Mortgage
1,034.241
8/12/24
-0.17
267.152
246.439
20.713
8.40
10.63
Reckitt Benckiser
5,242.694
8/12/24
6,377.775
6,033.118
344.657
5.71
10.13
Land Securities
771.980
8/12/24
-0.73
1,318.199
1,288.202
29.997
2.33
9.48
S
Severn Trent
3,153.142
8/12/24
-0.63
2,365.484
2,191.647
173.836
7.93
8.54
L
Imperial Brands
2,676.533
8/12/24
0.38
3,131.820
3,086.570
45.250
1.47
8.43
L
BAT
3,513.107
8/12/24
4,325.223
4,168.391
156.831
3.76
7.85
Prudential
796.940
8/12/24
0.41
1,679.418
1,624.863
54.555
3.36
7.82
Compass Group
2,952.465
8/12/24
0.90
1,201.555
1,126.872
74.683
6.63
7.34
Berkeley
6,358.962
8/12/24
1.00
3,092.939
2,987.946
104.993
3.51
7.22
S
Sage Group
1,261.131
8/12/24
1.03
486.642
500.426
-13.784
-2.75
6.03
L
Unilever Plc
5,912.455
8/12/24
-0.34
3,214.599
3,176.671
37.928
1.19
5.87
L
Persimmon
1,978.553
8/12/24
0.03
1,595.384
1,613.296
-17.911
-1.11
5.49
L
NatWest
419.666
8/12/24
0.48
425.938
367.953
57.984
15.76
5.35
Phoenix
674.777
8/12/24
0.47
685.852
617.853
67.999
11.01
5.18
F&C Investment Trust
1,286.843
8/12/24
475.354
452.940
22.414
4.95
5.23
L
St. James´s Place
866.675
8/12/24
-1.22
908.065
956.411
-48.346
-5.05
4.94
L
Halma
3,169.447
8/12/24
0.04
729.964
706.197
23.766
3.37
4.59
L
BT Group
177.474
8/12/24
8.43
469.585
452.088
17.497
3.87
4.43
BAE Systems
1,634.893
8/12/24
2.04
537.564
477.292
60.272
12.63
4.23
L
SSE
2,355.450
8/12/24
0.86
1,833.689
1,837.331
-3.642
-0.20
4.24
L
Taylor Wimpey
198.169
8/12/24
0.54
138.844
135.639
3.205
2.36
4.18
Beazley
918.099
8/12/24
1.24
304.277
301.839
2.438
0.81
3.80
⇓ instrument
freshest
⇓ Δday
8/11/14
⇓ Δwk
4/21/14
prc diff
⇓ Δ16
∅-RS
S
Unite
1,171.454
8/12/24
-1.11
508.592
522.343
-13.751
-2.63
3.74
L
Abrdn
191.835
8/12/24
2.51
457.043
465.116
-8.074
-1.74
3.28
Mondi
1,784.774
8/12/24
-0.42
1,285.589
1,222.452
63.137
5.16
2.98
Antofagasta
2,357.331
8/12/24
1.79
1,032.234
1,028.248
3.986
0.39
2.89
S
Spirax-Sarco
9,676.408
8/12/24
0.72
3,717.359
3,668.075
49.284
1.34
2.24
BP
551.361
8/12/24
1.35
588.235
592.475
-4.240
-0.72
1.78
L
HSBC
807.601
8/12/24
0.22
785.024
748.691
36.333
4.85
0.72
S
Burberry Group
841.590
8/12/24
-2.02
1,819.892
1,758.188
61.704
3.51
0.62
Informa
1,013.169
8/12/24
1.03
630.879
602.338
28.541
4.74
0.53
Johnson Matthey
1,977.926
8/12/24
0.06
3,762.699
3,944.965
-182.266
-4.62
0.20
S
RS Group
945.692
8/12/24
-0.40
291.985
353.099
-61.113
-17.31
0.32
L
3i Group
3,785.275
8/12/24
0.23
462.185
470.961
-8.776
-1.86
-0.14
WPP Group
865.672
8/12/24
1.68
1,532.673
1,552.417
-19.744
-1.27
-0.52
L
Barratt Developments
657.971
8/12/24
0.15
427.066
460.489
-33.423
-7.26
-0.63
Smurfit Kappa
3,835.445
8/12/24
0.07
2,051.925
2,050.408
1.517
0.07
-0.79
L
Lloyds Bank
71.240
8/12/24
-0.28
91.697
90.552
1.145
1.26
-1.28
Rightmove
673.774
8/12/24
0.04
289.477
294.168
-4.691
-1.59
-1.68
Rolls-Royce
610.435
8/12/24
0.35
1,311.928
1,290.637
21.291
1.65
-1.83
Pearson
1,297.504
8/12/24
-0.72
1,404.741
1,290.637
114.104
8.84
-2.11
L
Smiths Group
2,186.128
8/12/24
0.52
1,574.062
1,543.894
30.169
1.95
-3.38
S
Flutter
18,418.413
8/12/24
-1.28
6,594.130
6,583.465
10.665
0.16
-4.40
Intertek
5,869.811
8/12/24
0.60
3,471.717
3,572.385
-100.668
-2.82
-4.49
L
Experian
4,419.917
8/12/24
1.18
1,268.030
1,347.863
-79.833
-5.92
-4.70
Centrica
159.664
8/12/24
3.29
386.053
419.944
-33.891
-8.07
-5.52
Standard Chartered
905.556
8/12/24
0.92
1,527.029
1,596.859
-69.830
-4.37
-5.77
⇓ instrument
freshest
⇓ Δday
8/11/14
⇓ Δwk
4/21/14
prc diff
⇓ Δ16
∅-RS
DS Smith
556.879
8/12/24
1.19
343.911
391.818
-47.907
-12.23
-5.89
L
Frasers
1,051.674
8/12/24
-0.42
830.302
1,010.593
-180.291
-17.84
-5.91
L
Schroders
422.927
8/12/24
-0.12
489.339
532.168
-42.829
-8.05
-6.00
S
Diageo
3,074.752
8/12/24
1.03
2,167.315
2,237.915
-70.601
-3.15
-6.29
L
Hargreaves Lansdown
1,382.165
8/12/24
1,355.826
1,518.325
-162.499
-10.70
-6.35
L
Vodafone
93.365
8/12/24
0.87
242.694
264.276
-21.582
-8.17
-7.36
Int Cons Airlines
208.767
8/12/24
-0.06
415.402
499.574
-84.172
-16.85
-7.57
S
Croda
4,802.458
8/12/24
-0.05
2,726.703
3,129.185
-402.483
-12.86
-8.04
Hiscox
1,491.283
8/12/24
1.89
912.170
978.216
-66.046
-6.75
-8.04
CRH (L)
8,047.159
8/12/24
-1.35
1,705.757
2,122.245
-416.488
-19.62
-9.81
Barclays
276.057
8/12/24
0.85
271.228
301.047
-29.819
-9.91
-10.82
Ocado
472.470
8/12/24
0.72
430.202
455.376
-25.174
-5.53
-10.84
GSK
1,971.654
8/12/24
0.42
1,740.424
2,011.530
-271.106
-13.48
-10.86
J Sainsbury
338.141
8/12/24
0.67
379.907
390.235
-10.328
-2.65
-11.14
Melrose
610.435
8/12/24
0.19
203.043
213.803
-10.760
-5.03
-12.60
L
Coca-Cola HBC
3,396.463
8/12/24
0.89
1,614.198
1,848.289
-234.091
-12.67
-15.71
Kingfisher
340.399
8/12/24
0.18
375.016
510.410
-135.395
-26.53
-18.82
L
Tesco
418.287
8/12/24
0.91
391.296
450.956
-59.660
-13.23
-20.59
L
Airtel Africa
137.966
8/12/24
-0.63
-na-
L
Auto Trader
1,000.627
8/12/24
0.81
-na-
S
B&M
557.632
8/12/24
-2.22
336.134
-na-
ConvaTec
290.480
8/12/24
-0.17
-na-
Endeavour Mining
1,965.383
8/12/24
1.89
-na-
Haleon
468.080
8/12/24
-1.01
-na-
S
M&G
255.738
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
8/11/14
⇓ Δwk
4/21/14
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,432.460
8/12/24
-0.79
-na-
FTSE - 92 out of 100 instruments rated - 8/11/14 / 4/21/14 - 56 did rise, Market-Ratio(16) in EUR = 60.87 %
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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