Assessment - FTSE 100 Index in Euro - 9/15/14 - RS = 16
⇐
instrument
freshest
⇓ Δday
9/15/14
⇓ Δwk
5/26/14
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
10,300.150
8/12/24
0.52
8,536.206
8,448.457
87.749
1.04
4.95
L
3i Group
3,786.225
8/12/24
0.23
472.463
528.141
-55.679
-10.54
1.11
L
Abrdn
191.883
8/12/24
2.51
516.999
492.471
24.528
4.98
15.06
Admiral Group
3,384.770
8/12/24
0.86
1,549.366
1,718.094
-168.728
-9.82
-6.70
L
Airtel Africa
138.000
8/12/24
-0.63
-na-
L
Anglo American
2,800.778
8/12/24
0.29
1,867.394
1,921.748
-54.353
-2.83
4.32
Antofagasta
2,357.922
8/12/24
1.79
955.338
981.239
-25.901
-2.64
-4.24
Ashtead
6,463.430
8/12/24
-0.43
1,288.421
1,096.643
191.778
17.49
31.99
Ass Brit Foods
3,054.824
8/12/24
-0.90
3,301.970
3,738.583
-436.614
-11.68
5.15
L
AstraZeneca
16,033.120
8/12/24
0.63
5,701.919
5,248.087
453.832
8.65
21.60
L
Auto Trader
1,000.878
8/12/24
0.81
-na-
Aviva
607.452
8/12/24
0.35
660.519
647.371
13.148
2.03
15.12
S
B&M
557.772
8/12/24
-2.22
323.673
-na-
BAE Systems
1,635.303
8/12/24
2.04
574.708
513.453
61.255
11.93
10.75
Barclays
276.126
8/12/24
0.85
287.793
303.012
-15.218
-5.02
-4.29
L
Barratt Developments
658.136
8/12/24
0.15
483.001
445.692
37.308
8.37
10.29
Beazley
918.329
8/12/24
1.24
326.684
298.815
27.869
9.33
8.49
Berkeley
6,360.557
8/12/24
1.00
2,955.714
2,809.183
146.531
5.22
0.75
BP
551.499
8/12/24
1.35
587.505
622.315
-34.811
-5.59
0.28
L
BAT
3,513.988
8/12/24
4,558.399
4,366.206
192.193
4.40
12.37
L
British Land
495.546
8/12/24
-0.40
895.120
886.818
8.302
0.94
11.79
L
BT Group
177.519
8/12/24
8.43
485.886
483.831
2.055
0.42
5.85
S
Bunzl
4,017.062
8/12/24
0.50
2,038.640
2,067.391
-28.751
-1.39
11.29
S
Burberry Group
841.802
8/12/24
-2.02
1,930.749
1,887.188
43.561
2.31
6.89
Centrica
159.704
8/12/24
3.29
401.330
406.073
-4.743
-1.17
-0.53
instrument
freshest
⇓ Δday
9/15/14
⇓ Δwk
5/26/14
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,397.315
8/12/24
0.89
1,716.221
1,694.643
21.578
1.27
-8.53
Compass Group
2,953.205
8/12/24
0.90
1,213.148
1,239.200
-26.053
-2.10
6.42
ConvaTec
290.553
8/12/24
-0.17
-na-
CRH (L)
8,049.178
8/12/24
-1.35
1,817.840
2,073.562
-255.722
-12.33
-4.57
S
Croda
4,803.663
8/12/24
-0.05
2,749.969
3,180.536
-430.567
-13.54
-6.32
DCC
6,442.103
8/12/24
-0.29
4,326.935
4,196.495
130.440
3.11
16.69
S
Diageo
3,075.524
8/12/24
1.03
2,324.677
2,345.100
-20.423
-0.87
1.17
DS Smith
557.019
8/12/24
1.19
355.664
395.952
-40.287
-10.17
-3.97
Endeavour Mining
1,965.876
8/12/24
1.89
-na-
S
Entain
728.139
8/12/24
3.98
573.956
547.396
26.560
4.85
22.93
L
Experian
4,421.026
8/12/24
1.18
1,319.784
1,262.651
57.133
4.52
-0.32
F&C Investment Trust
1,287.166
8/12/24
497.428
463.713
33.715
7.27
8.78
S
Flutter
18,423.033
8/12/24
-1.28
6,448.375
6,403.333
45.043
0.70
-5.54
L
Frasers
1,051.938
8/12/24
-0.42
865.638
975.068
-109.430
-11.22
-3.10
Fresnillo
677.456
8/12/24
0.93
1,029.984
1,014.564
15.419
1.52
-2.70
Glencore
514.678
8/12/24
1.27
445.992
405.579
40.413
9.96
11.41
GSK
1,972.149
8/12/24
0.42
1,809.735
2,032.251
-222.516
-10.95
-6.50
Haleon
468.197
8/12/24
-1.01
-na-
L
Halma
3,170.242
8/12/24
0.04
790.992
709.701
81.291
11.45
11.72
L
Hargreaves Lansdown
1,382.512
8/12/24
1,238.866
1,468.773
-229.907
-15.65
-15.80
Hiscox
1,491.657
8/12/24
1.89
898.855
977.592
-78.737
-8.05
-8.95
L
HSBC
807.803
8/12/24
0.22
825.743
766.724
59.019
7.70
6.05
L
Imperial Brands
2,677.205
8/12/24
0.38
3,467.570
3,274.500
193.070
5.90
17.24
Informa
1,013.424
8/12/24
1.03
643.583
615.897
27.686
4.50
2.10
InterContinental Hot
9,067.871
8/12/24
-0.61
2,974.533
2,841.274
133.259
4.69
20.14
instrument
freshest
⇓ Δday
9/15/14
⇓ Δwk
5/26/14
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
208.819
8/12/24
-0.06
467.946
484.942
-16.996
-3.50
1.75
Intertek
5,871.283
8/12/24
0.60
3,434.952
3,574.426
-139.475
-3.90
-4.82
J Sainsbury
338.226
8/12/24
0.67
356.542
418.415
-61.873
-14.79
-14.99
L
JD Sports Fashion
150.985
8/12/24
-4.07
20.369
20.230
0.139
0.69
15.96
Johnson Matthey
1,978.422
8/12/24
0.06
3,936.771
4,126.142
-189.371
-4.59
3.15
Kingfisher
340.484
8/12/24
0.18
396.312
515.305
-118.993
-23.09
-12.45
Land Securities
772.174
8/12/24
-0.73
1,328.566
1,307.085
21.481
1.64
7.70
S
Legal & General
283.026
8/12/24
0.53
297.453
282.276
15.177
5.38
11.05
L
Lloyds Bank
71.258
8/12/24
-0.28
92.259
95.223
-2.964
-3.11
-1.27
L
LSE Group
12,467.695
8/12/24
1.12
2,332.204
2,166.996
165.208
7.62
15.21
S
M&G
255.802
8/12/24
1.09
-na-
Melrose
610.588
8/12/24
0.19
191.705
210.563
-18.858
-8.96
-16.17
Mondi
1,785.221
8/12/24
-0.42
1,344.875
1,339.176
5.700
0.43
7.14
S
National Grid
1,227.449
8/12/24
-0.04
1,123.447
1,097.877
25.570
2.33
13.55
L
NatWest
419.772
8/12/24
0.48
434.952
418.539
16.413
3.92
6.43
Next
11,970.894
8/12/24
0.23
8,744.198
8,201.679
542.519
6.61
17.99
Ocado
472.588
8/12/24
0.72
357.170
425.327
-68.157
-16.02
-27.50
Pearson
1,297.830
8/12/24
-0.72
1,512.985
1,421.871
91.113
6.41
6.36
Pershing Square
4,433.572
8/12/24
-0.79
-na-
L
Persimmon
1,979.049
8/12/24
0.03
1,693.639
1,660.084
33.555
2.02
9.93
Phoenix
674.947
8/12/24
0.47
700.896
602.246
98.649
16.38
7.06
Prudential
797.140
8/12/24
0.41
1,779.576
1,727.351
52.225
3.02
11.27
Reckitt Benckiser
5,244.009
8/12/24
6,849.831
6,239.200
610.630
9.79
15.72
RELX
4,429.808
8/12/24
0.57
1,248.902
1,153.419
95.483
8.28
13.70
L
Rentokil Initial
588.383
8/12/24
1.01
155.062
146.322
8.740
5.97
9.05
instrument
freshest
⇓ Δday
9/15/14
⇓ Δwk
5/26/14
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
673.943
8/12/24
0.04
295.571
288.818
6.754
2.34
-0.50
Rio Tinto
6,199.975
8/12/24
0.56
4,058.462
3,994.076
64.386
1.61
2.81
Rolls-Royce
610.588
8/12/24
0.35
1,270.857
1,231.795
39.062
3.17
-4.66
S
RS Group
945.929
8/12/24
-0.40
297.579
348.062
-50.483
-14.50
-0.03
S
Sage Group
1,261.448
8/12/24
1.03
480.492
510.738
-30.246
-5.92
2.87
L
Schroders
423.033
8/12/24
-0.12
518.254
549.321
-31.068
-5.66
-1.07
Scottish Mortgage
1,034.500
8/12/24
-0.17
291.933
249.568
42.365
16.98
17.44
L
Segro
1,109.773
8/12/24
-0.96
452.014
449.642
2.371
0.53
8.65
S
Severn Trent
3,153.933
8/12/24
-0.63
2,466.441
2,343.866
122.575
5.23
11.15
Shell
3,511.479
8/12/24
0.83
2,996.487
2,893.730
102.757
3.55
11.31
Smith and Nephew
1,450.257
8/12/24
-0.86
1,354.912
1,176.253
178.659
15.19
23.06
L
Smiths Group
2,186.677
8/12/24
0.52
1,706.185
1,614.416
91.769
5.68
4.09
Smurfit Kappa
3,836.407
8/12/24
0.07
2,263.204
2,116.761
146.443
6.92
7.80
S
Spirax-Sarco
9,678.836
8/12/24
0.72
3,767.733
3,681.215
86.518
2.35
3.24
L
SSE
2,356.041
8/12/24
0.86
1,863.003
1,910.639
-47.636
-2.49
5.72
L
St. James´s Place
866.892
8/12/24
-1.22
871.283
972.599
-101.316
-10.42
-1.75
Standard Chartered
905.783
8/12/24
0.92
1,551.248
1,658.850
-107.601
-6.49
-3.02
L
Taylor Wimpey
198.219
8/12/24
0.54
139.506
135.646
3.860
2.85
3.28
L
Tesco
418.392
8/12/24
0.91
363.104
473.402
-110.298
-23.30
-23.52
L
Unilever Plc
5,913.938
8/12/24
-0.34
3,377.242
3,284.374
92.868
2.83
10.04
S
Unite
1,171.748
8/12/24
-1.11
543.219
513.453
29.766
5.80
8.43
S
United Utilities
1,240.497
8/12/24
-0.12
1,075.775
1,059.615
16.160
1.53
15.92
L
Vodafone
93.389
8/12/24
0.87
252.791
256.912
-4.121
-1.60
-4.29
Weir Group
2,388.659
8/12/24
0.79
3,353.406
3,214.021
139.385
4.34
14.76
S
Whitbread
3,530.297
8/12/24
-1.44
5,272.864
5,181.437
91.427
1.76
12.28
instrument
freshest
⇓ Δday
9/15/14
⇓ Δwk
5/26/14
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
865.889
8/12/24
1.68
1,580.730
1,590.965
-10.235
-0.64
1.57
FTSE - 92 out of 100 instruments rated - 9/15/14 / 5/26/14 - 57 did rise, Market-Ratio(16) in EUR = 61.96 %
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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