Assessment - FTSE 100 Index in Euro - 10/13/14 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
10/13/14
⇓ Δwk
6/23/14
prc diff
⇓ Δ16
∅-RS
FTSE
10,356.017
8/12/24
0.52
8,030.071
8,513.470
-483.400
-5.68
-1.98
S
Entain
732.089
8/12/24
3.98
601.034
562.093
38.941
6.93
24.50
L
JD Sports Fashion
151.804
8/12/24
-4.07
21.014
20.155
0.859
4.26
14.02
L
AstraZeneca
16,120.081
8/12/24
0.63
5,493.819
5,475.088
18.732
0.34
13.49
Ashtead
6,498.486
8/12/24
-0.43
1,154.137
1,069.104
85.034
7.95
13.15
L
NatWest
422.048
8/12/24
0.48
454.717
413.120
41.598
10.07
10.87
L
LSE Group
12,535.318
8/12/24
1.12
2,290.616
2,205.997
84.619
3.84
10.25
S
National Grid
1,234.107
8/12/24
-0.04
1,099.899
1,057.211
42.688
4.04
9.06
Smith and Nephew
1,458.123
8/12/24
-0.86
1,231.710
1,325.739
-94.028
-7.09
8.65
L
Imperial Brands
2,691.725
8/12/24
0.38
3,264.379
3,361.292
-96.913
-2.88
8.39
RELX
4,453.834
8/12/24
0.57
1,209.006
1,192.414
16.592
1.39
7.99
S
United Utilities
1,247.225
8/12/24
-0.12
1,019.173
1,106.034
-86.862
-7.85
7.76
InterContinental Hot
9,117.053
8/12/24
-0.61
2,730.827
2,964.447
-233.619
-7.88
7.61
BAE Systems
1,644.173
8/12/24
2.04
561.428
530.295
31.132
5.87
7.38
Reckitt Benckiser
5,272.452
8/12/24
6,458.123
6,522.283
-64.160
-0.98
7.11
L
SSE
2,368.819
8/12/24
0.86
1,890.767
1,981.723
-90.956
-4.59
6.74
Aviva
610.747
8/12/24
0.35
626.892
638.458
-11.566
-1.81
6.58
S
Severn Trent
3,171.039
8/12/24
-0.63
2,385.217
2,432.399
-47.182
-1.94
6.35
Phoenix
678.607
8/12/24
0.47
696.979
602.225
94.754
15.73
6.10
L
Abrdn
192.924
8/12/24
2.51
485.747
468.703
17.044
3.64
6.21
L
Barratt Developments
661.705
8/12/24
0.15
475.530
439.159
36.371
8.28
6.16
Next
12,035.822
8/12/24
0.23
8,060.040
7,924.387
135.654
1.71
5.71
Prudential
801.463
8/12/24
0.41
1,721.746
1,675.013
46.733
2.79
5.56
Scottish Mortgage
1,040.111
8/12/24
-0.17
268.290
257.386
10.904
4.24
5.51
DCC
6,477.043
8/12/24
-0.29
4,024.975
4,206.310
-181.335
-4.31
5.33
⇓ instrument
freshest
⇓ Δday
10/13/14
⇓ Δwk
6/23/14
prc diff
⇓ Δ16
∅-RS
L
BAT
3,533.047
8/12/24
4,308.148
4,437.281
-129.133
-2.91
5.06
L
British Land
498.234
8/12/24
-0.40
855.197
846.269
8.927
1.05
4.62
Beazley
923.310
8/12/24
1.24
322.275
314.347
7.929
2.52
4.49
S
Bunzl
4,038.850
8/12/24
0.50
1,950.050
2,028.042
-77.992
-3.85
4.33
F&C Investment Trust
1,294.147
8/12/24
480.575
470.581
9.994
2.12
3.97
S
Burberry Group
846.367
8/12/24
-2.02
1,865.540
1,826.490
39.050
2.14
3.31
L
Persimmon
1,989.783
8/12/24
0.03
1,625.883
1,522.283
103.599
6.81
3.28
L
Segro
1,115.792
8/12/24
-0.96
437.311
429.144
8.167
1.90
3.25
S
Legal & General
284.561
8/12/24
0.53
281.155
283.676
-2.520
-0.89
3.07
S
Whitbread
3,549.445
8/12/24
-1.44
5,000.000
5,514.522
-514.522
-9.33
2.97
Land Securities
776.362
8/12/24
-0.73
1,289.102
1,268.152
20.950
1.65
2.85
L
HSBC
812.185
8/12/24
0.22
798.184
759.139
39.045
5.14
2.42
Compass Group
2,969.223
8/12/24
0.90
1,187.563
1,251.878
-64.315
-5.14
2.45
L
Unilever Plc
5,946.014
8/12/24
-0.34
3,167.255
3,360.040
-192.785
-5.74
2.26
S
Unite
1,178.103
8/12/24
-1.11
519.046
494.492
24.555
4.97
2.04
Pearson
1,304.869
8/12/24
-0.72
1,446.771
1,400.851
45.920
3.28
1.51
S
Flutter
18,522.956
8/12/24
-1.28
6,880.676
6,133.575
747.101
12.18
0.88
L
Halma
3,187.437
8/12/24
0.04
724.016
749.875
-25.859
-3.45
0.99
Shell
3,530.525
8/12/24
0.83
2,765.515
3,041.437
-275.923
-9.07
1.07
L
Lloyds Bank
71.645
8/12/24
-0.28
94.437
94.454
-0.017
-0.02
0.42
Glencore
517.470
8/12/24
1.27
404.390
412.431
-8.042
-1.95
0.36
L
BT Group
178.481
8/12/24
8.43
464.682
481.848
-17.166
-3.56
-0.17
L
Taylor Wimpey
199.294
8/12/24
0.54
136.226
133.450
2.776
2.08
-0.60
L
Rentokil Initial
591.574
8/12/24
1.01
141.902
143.966
-2.064
-1.43
-1.50
Rio Tinto
6,233.602
8/12/24
0.56
3,897.578
3,914.622
-17.044
-0.44
-1.82
⇓ instrument
freshest
⇓ Δday
10/13/14
⇓ Δwk
6/23/14
prc diff
⇓ Δ16
∅-RS
L
Anglo American
2,815.969
8/12/24
0.29
1,750.757
1,840.886
-90.130
-4.90
-2.05
Mondi
1,794.904
8/12/24
-0.42
1,218.466
1,377.066
-158.599
-11.52
-3.25
Ass Brit Foods
3,071.392
8/12/24
-0.90
3,148.335
3,837.006
-688.671
-17.95
-3.41
L
3i Group
3,806.761
8/12/24
0.23
449.672
503.505
-53.833
-10.69
-4.66
S
Diageo
3,092.205
8/12/24
1.03
2,174.571
2,301.577
-127.006
-5.52
-5.09
Admiral Group
3,403.128
8/12/24
0.86
1,589.304
1,920.381
-331.077
-17.24
-5.12
L
St. James´s Place
871.594
8/12/24
-1.22
855.827
937.031
-81.203
-8.67
-5.22
Barclays
277.624
8/12/24
0.85
281.786
293.315
-11.529
-3.93
-5.59
S
Spirax-Sarco
9,731.332
8/12/24
0.72
3,454.604
3,684.414
-229.810
-6.24
-5.51
Fresnillo
681.130
8/12/24
0.93
981.963
1,077.867
-95.904
-8.90
-5.95
Smurfit Kappa
3,857.215
8/12/24
0.07
1,987.891
2,068.102
-80.211
-3.88
-6.11
S
Sage Group
1,268.290
8/12/24
1.03
444.627
484.602
-39.975
-8.25
-6.04
Hiscox
1,499.748
8/12/24
1.89
922.364
961.670
-39.306
-4.09
-6.20
Centrica
160.570
8/12/24
3.29
370.333
399.349
-29.016
-7.27
-7.33
L
Vodafone
93.895
8/12/24
0.87
244.450
239.735
4.715
1.97
-7.57
BP
554.490
8/12/24
1.35
544.841
650.976
-106.135
-16.30
-7.87
WPP Group
870.585
8/12/24
1.68
1,436.680
1,573.610
-136.930
-8.70
-8.04
Weir Group
2,401.615
8/12/24
0.79
2,718.214
3,376.315
-658.101
-19.49
-8.07
L
Smiths Group
2,198.537
8/12/24
0.52
1,498.486
1,612.419
-113.932
-7.07
-8.56
Informa
1,018.920
8/12/24
1.03
574.798
604.782
-29.984
-4.96
-8.85
L
Experian
4,445.005
8/12/24
1.18
1,186.302
1,250.000
-63.698
-5.10
-9.74
GSK
1,982.846
8/12/24
0.42
1,740.767
1,981.798
-241.031
-12.16
-9.83
Johnson Matthey
1,989.152
8/12/24
0.06
3,475.025
3,774.412
-299.386
-7.93
-9.86
L
Coca-Cola HBC
3,415.742
8/12/24
0.89
1,639.758
1,712.569
-72.811
-4.25
-11.02
Rolls-Royce
613.900
8/12/24
0.35
1,181.887
1,318.227
-136.340
-10.34
-10.95
⇓ instrument
freshest
⇓ Δday
10/13/14
⇓ Δwk
6/23/14
prc diff
⇓ Δ16
∅-RS
L
Schroders
425.328
8/12/24
-0.12
465.742
541.412
-75.670
-13.98
-11.14
S
Croda
4,829.717
8/12/24
-0.05
2,570.636
3,012.018
-441.382
-14.65
-11.43
Intertek
5,903.128
8/12/24
0.60
3,139.506
3,458.938
-319.433
-9.23
-11.92
Standard Chartered
910.696
8/12/24
0.92
1,386.857
1,598.648
-211.791
-13.25
-12.23
Int Cons Airlines
209.952
8/12/24
-0.06
408.804
475.588
-66.784
-14.04
-12.44
Berkeley
6,395.055
8/12/24
1.00
2,599.647
2,879.319
-279.672
-9.71
-12.64
Antofagasta
2,370.711
8/12/24
1.79
853.935
975.213
-121.277
-12.44
-13.88
S
RS Group
951.060
8/12/24
-0.40
257.442
332.374
-74.932
-22.54
-14.70
CRH (L)
8,092.835
8/12/24
-1.35
1,617.053
1,976.715
-359.662
-18.19
-15.25
Rightmove
677.598
8/12/24
0.04
251.514
269.654
-18.141
-6.73
-15.47
Melrose
613.900
8/12/24
0.19
186.902
195.721
-8.819
-4.51
-16.32
Kingfisher
342.331
8/12/24
0.18
366.171
457.186
-91.015
-19.91
-18.23
DS Smith
560.040
8/12/24
1.19
302.851
391.963
-89.112
-22.73
-18.42
L
Frasers
1,057.644
8/12/24
-0.42
725.277
929.519
-204.242
-21.97
-18.78
L
Hargreaves Lansdown
1,390.010
8/12/24
1,103.683
1,586.129
-482.446
-30.42
-25.20
J Sainsbury
340.061
8/12/24
0.67
288.471
394.717
-106.246
-26.92
-29.21
L
Tesco
420.661
8/12/24
0.91
288.547
463.032
-174.485
-37.68
-36.24
Ocado
475.151
8/12/24
0.72
281.282
456.184
-174.903
-38.34
-41.19
L
Airtel Africa
138.749
8/12/24
-0.63
-na-
L
Auto Trader
1,006.307
8/12/24
0.81
-na-
S
B&M
560.797
8/12/24
-2.22
327.952
358.037
-30.085
-8.40
-na-
ConvaTec
292.129
8/12/24
-0.17
-na-
Endeavour Mining
1,976.539
8/12/24
1.89
-na-
Haleon
470.737
8/12/24
-1.01
-na-
S
M&G
257.190
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
10/13/14
⇓ Δwk
6/23/14
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,457.619
8/12/24
-0.79
-na-
FTSE - 93 out of 100 instruments rated - 10/13/14 / 6/23/14 - 28 did rise, Market-Ratio(16) in EUR = 30.11 %
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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