Assessment - FTSE 100 Index in Euro - 9/22/14 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
9/22/14
⇓ Δwk
6/02/14
prc diff
⇓ Δ16
∅-RS
FTSE
10,454.921
8/12/24
0.52
8,625.531
8,453.325
172.206
2.04
5.89
Ashtead
6,560.550
8/12/24
-0.43
1,338.342
1,108.374
229.968
20.75
35.87
S
Entain
739.081
8/12/24
3.98
608.048
562.192
45.856
8.16
29.16
InterContinental Hot
9,204.126
8/12/24
-0.61
3,098.179
2,887.931
210.248
7.28
24.50
L
AstraZeneca
16,274.035
8/12/24
0.63
5,828.982
5,382.389
446.593
8.30
23.36
L
JD Sports Fashion
153.254
8/12/24
-4.07
21.902
20.591
1.311
6.37
23.17
Smith and Nephew
1,472.049
8/12/24
-0.86
1,359.990
1,264.778
95.211
7.53
22.67
Scottish Mortgage
1,050.045
8/12/24
-0.17
303.324
256.404
46.920
18.30
21.37
L
Abrdn
194.766
8/12/24
2.51
535.209
484.360
50.850
10.50
18.66
L
LSE Group
12,655.036
8/12/24
1.12
2,415.637
2,212.106
203.531
9.20
18.72
DCC
6,538.902
8/12/24
-0.29
4,422.514
4,424.877
-2.363
-0.05
18.39
Next
12,150.770
8/12/24
0.23
8,818.286
8,220.444
597.842
7.27
18.19
L
Imperial Brands
2,717.433
8/12/24
0.38
3,503.120
3,286.946
216.174
6.58
17.94
Aviva
616.580
8/12/24
0.35
679.995
649.015
30.980
4.77
17.88
BAE Systems
1,659.875
8/12/24
2.04
604.992
527.094
77.898
14.78
16.42
RELX
4,496.371
8/12/24
0.57
1,274.672
1,173.030
101.642
8.66
15.49
L
Barratt Developments
668.025
8/12/24
0.15
505.157
445.320
59.837
13.44
14.91
S
United Utilities
1,259.137
8/12/24
-0.12
1,071.565
1,080.049
-8.484
-0.79
14.86
Reckitt Benckiser
5,322.806
8/12/24
6,806.316
6,305.419
500.897
7.94
14.48
S
National Grid
1,245.893
8/12/24
-0.04
1,135.872
1,103.448
32.423
2.94
14.30
S
Whitbread
3,583.344
8/12/24
-1.44
5,409.398
5,169.951
239.447
4.63
14.38
L
Segro
1,126.448
8/12/24
-0.96
476.506
459.360
17.146
3.73
14.09
S
Bunzl
4,077.423
8/12/24
0.50
2,092.194
2,066.503
25.691
1.24
13.72
L
BAT
3,566.790
8/12/24
4,606.520
4,414.409
192.111
4.35
13.28
Shell
3,564.243
8/12/24
0.83
3,056.794
2,902.094
154.700
5.33
13.12
⇓ instrument
freshest
⇓ Δday
9/22/14
⇓ Δwk
6/02/14
prc diff
⇓ Δ16
∅-RS
S
Legal & General
287.279
8/12/24
0.53
303.578
287.315
16.263
5.66
12.87
Beazley
932.128
8/12/24
1.24
341.271
304.926
36.345
11.92
12.80
L
British Land
502.992
8/12/24
-0.40
907.933
886.084
21.849
2.47
12.84
L
Persimmon
2,008.786
8/12/24
0.03
1,740.736
1,660.099
80.637
4.86
12.52
Weir Group
2,424.551
8/12/24
0.79
3,301.923
3,206.897
95.026
2.96
12.63
L
NatWest
426.079
8/12/24
0.48
457.914
424.754
33.160
7.81
12.06
Prudential
809.118
8/12/24
0.41
1,800.586
1,710.591
89.995
5.26
12.09
L
Halma
3,217.878
8/12/24
0.04
792.054
731.527
60.527
8.27
11.56
Phoenix
685.088
8/12/24
0.47
726.522
614.569
111.953
18.22
11.00
S
Severn Trent
3,201.324
8/12/24
-0.63
2,464.026
2,434.729
29.297
1.20
10.71
Land Securities
783.777
8/12/24
-0.73
1,368.904
1,322.660
46.243
3.50
10.57
L
SSE
2,391.443
8/12/24
0.86
1,948.300
1,933.498
14.802
0.77
10.56
Compass Group
2,997.580
8/12/24
0.90
1,258.118
1,230.911
27.207
2.21
10.00
F&C Investment Trust
1,306.507
8/12/24
502.356
467.734
34.622
7.40
9.61
L
Rentokil Initial
597.224
8/12/24
1.01
156.373
145.567
10.807
7.42
9.64
Pearson
1,317.331
8/12/24
-0.72
1,554.820
1,445.813
109.007
7.54
9.32
Smurfit Kappa
3,894.053
8/12/24
0.07
2,287.024
2,172.414
114.610
5.28
8.69
Mondi
1,812.046
8/12/24
-0.42
1,365.083
1,326.355
38.729
2.92
8.70
Glencore
522.412
8/12/24
1.27
435.375
403.756
31.619
7.83
8.58
S
Unite
1,189.354
8/12/24
-1.11
545.269
518.473
26.796
5.17
8.37
L
BT Group
180.186
8/12/24
8.43
498.790
492.118
6.672
1.36
8.32
L
Taylor Wimpey
201.197
8/12/24
0.54
146.441
135.468
10.973
8.10
8.20
Ass Brit Foods
3,100.726
8/12/24
-0.90
3,430.536
3,729.064
-298.528
-8.01
8.24
L
HSBC
819.941
8/12/24
0.22
837.514
771.921
65.593
8.50
7.59
L
Unilever Plc
6,002.801
8/12/24
-0.34
3,312.110
3,299.261
12.849
0.39
7.66
⇓ instrument
freshest
⇓ Δday
9/22/14
⇓ Δwk
6/02/14
prc diff
⇓ Δ16
∅-RS
L
3i Group
3,843.117
8/12/24
0.23
499.809
526.355
-26.546
-5.04
6.82
S
Burberry Group
854.451
8/12/24
-2.02
1,924.105
1,896.552
27.554
1.45
6.50
WPP Group
878.900
8/12/24
1.68
1,633.770
1,597.291
36.480
2.28
4.94
S
Flutter
18,699.860
8/12/24
-1.28
7,132.306
6,453.202
679.104
10.52
4.70
S
Spirax-Sarco
9,824.271
8/12/24
0.72
3,813.778
3,694.766
119.012
3.22
4.48
Informa
1,028.651
8/12/24
1.03
657.074
641.010
16.064
2.51
4.25
L
Lloyds Bank
72.329
8/12/24
-0.28
97.084
95.308
1.776
1.86
3.89
Johnson Matthey
2,008.150
8/12/24
0.06
3,974.277
4,006.158
-31.880
-0.80
3.90
Int Cons Airlines
211.957
8/12/24
-0.06
477.525
494.212
-16.687
-3.38
3.42
L
St. James´s Place
879.918
8/12/24
-1.22
919.394
976.601
-57.207
-5.86
3.33
Berkeley
6,456.131
8/12/24
1.00
3,017.955
2,832.512
185.442
6.55
2.58
S
Sage Group
1,280.402
8/12/24
1.03
480.071
509.113
-29.042
-5.70
2.55
S
RS Group
960.143
8/12/24
-0.40
305.743
353.079
-47.336
-13.41
2.32
BP
559.786
8/12/24
1.35
598.434
621.798
-23.364
-3.76
1.93
Rightmove
684.070
8/12/24
0.04
301.795
282.266
19.529
6.92
1.52
L
Schroders
429.390
8/12/24
-0.12
532.319
540.567
-8.248
-1.53
1.57
L
Anglo American
2,842.863
8/12/24
0.29
1,816.503
1,836.823
-20.320
-1.11
1.49
Centrica
162.104
8/12/24
3.29
407.488
414.778
-7.291
-1.76
1.30
L
Smiths Group
2,219.534
8/12/24
0.52
1,659.238
1,634.237
25.002
1.53
1.15
S
Diageo
3,121.737
8/12/24
1.03
2,313.765
2,348.522
-34.757
-1.48
0.76
L
Experian
4,487.457
8/12/24
1.18
1,320.514
1,280.788
39.726
3.10
-0.11
Barclays
280.275
8/12/24
0.85
294.983
303.079
-8.096
-2.67
-1.62
Rio Tinto
6,293.136
8/12/24
0.56
3,894.690
3,842.365
52.325
1.36
-1.47
Standard Chartered
919.394
8/12/24
0.92
1,553.546
1,650.862
-97.316
-5.89
-2.61
L
Vodafone
94.792
8/12/24
0.87
256.590
257.328
-0.738
-0.29
-2.84
⇓ instrument
freshest
⇓ Δday
9/22/14
⇓ Δwk
6/02/14
prc diff
⇓ Δ16
∅-RS
Hiscox
1,514.071
8/12/24
1.89
955.049
960.732
-5.683
-0.59
-3.13
CRH (L)
8,170.126
8/12/24
-1.35
1,840.061
2,024.631
-184.570
-9.12
-3.44
Rolls-Royce
619.763
8/12/24
0.35
1,277.219
1,309.113
-31.894
-2.44
-4.12
GSK
2,001.783
8/12/24
0.42
1,851.674
1,976.872
-125.197
-6.33
-4.20
DS Smith
565.389
8/12/24
1.19
355.024
395.690
-40.666
-10.28
-4.22
Admiral Group
3,435.630
8/12/24
0.86
1,591.748
1,800.493
-208.744
-11.59
-4.28
L
Frasers
1,067.745
8/12/24
-0.42
849.357
967.980
-118.623
-12.25
-4.94
S
Croda
4,875.844
8/12/24
-0.05
2,770.916
3,202.131
-431.215
-13.47
-5.35
Antofagasta
2,393.353
8/12/24
1.79
935.311
982.143
-46.832
-4.77
-6.07
L
Coca-Cola HBC
3,448.364
8/12/24
0.89
1,748.376
1,746.305
2.071
0.12
-6.30
Intertek
5,959.506
8/12/24
0.60
3,368.139
3,599.754
-231.614
-6.43
-6.39
Fresnillo
687.635
8/12/24
0.93
967.783
987.685
-19.902
-2.01
-8.26
Kingfisher
345.600
8/12/24
0.18
401.121
475.985
-74.865
-15.73
-11.03
L
Hargreaves Lansdown
1,403.285
8/12/24
1,263.211
1,533.251
-270.040
-17.61
-14.18
J Sainsbury
343.308
8/12/24
0.67
355.024
417.611
-62.587
-14.99
-14.88
Melrose
619.763
8/12/24
0.19
192.412
210.022
-17.610
-8.39
-15.33
Ocado
479.689
8/12/24
0.72
378.199
462.808
-84.608
-18.28
-22.81
L
Tesco
424.678
8/12/24
0.91
327.429
468.842
-141.413
-30.16
-30.42
L
Airtel Africa
140.074
8/12/24
-0.63
-na-
L
Auto Trader
1,015.917
8/12/24
0.81
-na-
S
B&M
566.153
8/12/24
-2.22
322.170
-na-
ConvaTec
294.919
8/12/24
-0.17
-na-
Endeavour Mining
1,995.416
8/12/24
1.89
-na-
Haleon
475.232
8/12/24
-1.01
-na-
S
M&G
259.646
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
9/22/14
⇓ Δwk
6/02/14
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,500.191
8/12/24
-0.79
-na-
FTSE - 92 out of 100 instruments rated - 9/22/14 / 6/02/14 - 58 did rise, Market-Ratio(16) in EUR = 63.04 %
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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