Assessment - FTSE 100 Index in Euro - 12/08/14 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
12/08/14
⇓ Δwk
8/18/14
prc diff
⇓ Δ16
∅-RS
FTSE
10,433.664
8/12/24
0.52
8,479.032
8,438.165
40.867
0.48
2.85
L
LSE Group
12,629.305
8/12/24
1.12
2,850.426
2,247.227
603.198
26.84
29.71
Ashtead
6,547.211
8/12/24
-0.43
1,402.974
1,148.454
254.520
22.16
27.13
Int Cons Airlines
211.526
8/12/24
-0.06
607.066
425.084
181.981
42.81
26.72
L
Barratt Developments
666.667
8/12/24
0.15
592.960
448.366
144.593
32.25
26.39
L
JD Sports Fashion
152.942
8/12/24
-4.07
24.796
19.872
4.924
24.78
24.70
L
Persimmon
2,004.702
8/12/24
0.03
2,021.858
1,671.048
350.810
20.99
23.92
InterContinental Hot
9,185.411
8/12/24
-0.61
3,304.105
2,842.659
461.446
16.23
23.68
L
Taylor Wimpey
200.788
8/12/24
0.54
173.084
145.074
28.010
19.31
23.24
L
NatWest
425.213
8/12/24
0.48
508.324
439.604
68.719
15.63
21.45
RELX
4,487.228
8/12/24
0.57
1,404.245
1,214.795
189.449
15.60
21.29
Scottish Mortgage
1,047.910
8/12/24
-0.17
318.846
278.508
40.338
14.48
20.82
Phoenix
683.696
8/12/24
0.47
800.854
688.786
112.068
16.27
20.66
S
Flutter
18,661.838
8/12/24
-1.28
8,298.386
6,500.188
1,798.199
27.66
20.50
L
3i Group
3,835.303
8/12/24
0.23
581.522
476.405
105.117
22.06
20.53
S
Entain
737.578
8/12/24
3.98
615.707
552.009
63.698
11.54
19.87
Ass Brit Foods
3,094.421
8/12/24
-0.90
4,099.632
3,573.664
525.968
14.72
19.18
S
Bunzl
4,069.132
8/12/24
0.50
2,312.873
2,055.326
257.547
12.53
18.67
Smith and Nephew
1,469.056
8/12/24
-0.86
1,400.432
1,283.014
117.418
9.15
17.38
S
Burberry Group
852.713
8/12/24
-2.02
2,134.960
1,841.282
293.678
15.95
17.09
Compass Group
2,991.486
8/12/24
0.90
1,392.807
1,200.401
192.407
16.03
16.85
L
SSE
2,386.580
8/12/24
0.86
2,124.794
1,868.820
255.974
13.70
16.87
S
Sage Group
1,277.799
8/12/24
1.03
567.416
496.683
70.734
14.24
16.54
L
Halma
3,211.336
8/12/24
0.04
854.619
771.060
83.559
10.84
16.28
Land Securities
782.183
8/12/24
-0.73
1,499.555
1,366.879
132.676
9.71
16.06
⇓ instrument
freshest
⇓ Δday
12/08/14
⇓ Δwk
8/18/14
prc diff
⇓ Δ16
∅-RS
L
AstraZeneca
16,240.946
8/12/24
0.63
5,967.086
5,259.106
707.980
13.46
16.02
Prudential
807.472
8/12/24
0.41
1,947.516
1,771.811
175.704
9.92
15.89
L
British Land
501.970
8/12/24
-0.40
980.430
906.872
73.558
8.11
15.64
S
Whitbread
3,576.058
8/12/24
-1.44
5,878.765
5,419.952
458.813
8.47
15.25
S
United Utilities
1,256.576
8/12/24
-0.12
1,141.187
1,094.004
47.183
4.31
15.31
L
Imperial Brands
2,711.908
8/12/24
0.38
3,591.308
3,161.848
429.460
13.58
15.25
BAE Systems
1,656.500
8/12/24
2.04
609.734
549.255
60.479
11.01
15.08
F&C Investment Trust
1,303.851
8/12/24
537.680
482.664
55.016
11.40
14.17
S
Croda
4,865.930
8/12/24
-0.05
3,295.209
2,745.024
550.185
20.04
13.56
S
Unite
1,186.936
8/12/24
-1.11
590.291
531.356
58.935
11.09
13.44
L
Schroders
428.517
8/12/24
-0.12
592.375
489.636
102.739
20.98
12.86
L
Abrdn
194.370
8/12/24
2.51
531.325
464.389
66.937
14.41
12.90
S
National Grid
1,243.360
8/12/24
-0.04
1,178.040
1,097.759
80.281
7.31
12.78
Smurfit Kappa
3,886.136
8/12/24
0.07
2,384.039
2,059.081
324.957
15.78
12.51
L
St. James´s Place
878.129
8/12/24
-1.22
1,044.605
924.396
120.209
13.00
12.34
L
BT Group
179.820
8/12/24
8.43
529.292
465.765
63.527
13.64
12.18
L
BAT
3,559.537
8/12/24
4,684.839
4,444.236
240.604
5.41
12.12
L
Segro
1,124.158
8/12/24
-0.96
488.880
469.771
19.109
4.07
12.03
DCC
6,525.607
8/12/24
-0.29
4,451.646
4,249.593
202.053
4.75
11.63
S
Legal & General
286.695
8/12/24
0.53
311.984
298.160
13.824
4.64
11.37
L
Vodafone
94.599
8/12/24
0.87
292.223
250.344
41.878
16.73
10.89
Beazley
930.233
8/12/24
1.24
352.268
311.929
40.340
12.93
10.87
WPP Group
877.113
8/12/24
1.68
1,713.051
1,535.862
177.189
11.54
9.88
S
Severn Trent
3,194.815
8/12/24
-0.63
2,523.828
2,438.353
85.475
3.51
9.98
Johnson Matthey
2,004.067
8/12/24
0.06
4,262.295
3,896.608
365.687
9.38
9.64
⇓ instrument
freshest
⇓ Δday
12/08/14
⇓ Δwk
8/18/14
prc diff
⇓ Δ16
∅-RS
L
Unilever Plc
5,990.596
8/12/24
-0.34
3,447.706
3,265.740
181.966
5.57
9.72
Berkeley
6,443.004
8/12/24
1.00
3,278.689
3,178.120
100.569
3.16
9.29
DS Smith
564.239
8/12/24
1.19
399.288
342.471
56.817
16.59
8.58
Pearson
1,314.652
8/12/24
-0.72
1,537.680
1,416.948
120.731
8.52
8.74
Mondi
1,808.362
8/12/24
-0.42
1,373.745
1,269.245
104.500
8.23
8.34
S
Diageo
3,115.390
8/12/24
1.03
2,469.818
2,192.390
277.429
12.65
8.12
Reckitt Benckiser
5,311.984
8/12/24
6,678.104
6,577.794
100.310
1.52
8.14
S
Spirax-Sarco
9,804.296
8/12/24
0.72
3,953.628
3,781.312
172.316
4.56
7.78
L
Lloyds Bank
72.182
8/12/24
-0.28
102.186
92.690
9.496
10.24
7.65
Barclays
279.705
8/12/24
0.85
314.081
274.878
39.203
14.26
6.32
Next
12,126.065
8/12/24
0.23
8,469.946
8,649.393
-179.447
-2.07
6.28
Hiscox
1,510.993
8/12/24
1.89
1,032.533
920.299
112.234
12.20
5.99
Aviva
615.326
8/12/24
0.35
644.300
637.126
7.174
1.13
5.70
L
HSBC
818.274
8/12/24
0.22
812.429
808.612
3.817
0.47
4.70
L
Experian
4,478.333
8/12/24
1.18
1,343.246
1,306.797
36.449
2.79
4.57
CRH (L)
8,153.514
8/12/24
-1.35
1,962.130
1,822.506
139.624
7.66
3.72
L
Coca-Cola HBC
3,441.352
8/12/24
0.89
1,782.946
1,677.306
105.639
6.30
-0.33
Ocado
478.714
8/12/24
0.72
445.673
440.981
4.692
1.06
-0.66
L
Frasers
1,065.574
8/12/24
-0.42
881.306
879.960
1.346
0.15
-0.57
L
Rentokil Initial
596.010
8/12/24
1.01
145.635
156.590
-10.956
-7.00
-1.26
Glencore
521.350
8/12/24
1.27
399.225
455.752
-56.527
-12.40
-1.64
Informa
1,026.560
8/12/24
1.03
609.226
633.997
-24.771
-3.91
-2.04
GSK
1,997.713
8/12/24
0.42
1,869.030
1,777.281
91.749
5.16
-2.15
Admiral Group
3,428.644
8/12/24
0.86
1,632.990
1,669.796
-36.806
-2.20
-3.51
Shell
3,556.996
8/12/24
0.83
2,662.981
3,004.131
-341.149
-11.36
-4.46
⇓ instrument
freshest
⇓ Δday
12/08/14
⇓ Δwk
8/18/14
prc diff
⇓ Δ16
∅-RS
Rightmove
682.679
8/12/24
0.04
277.672
302.165
-24.494
-8.11
-4.87
Antofagasta
2,388.487
8/12/24
1.79
923.243
1,015.146
-91.903
-9.05
-5.24
Melrose
618.503
8/12/24
0.19
201.777
211.483
-9.707
-4.59
-5.57
Kingfisher
344.898
8/12/24
0.18
409.074
374.765
34.308
9.15
-5.88
Rio Tinto
6,280.341
8/12/24
0.56
3,663.744
4,270.872
-607.129
-14.22
-7.71
Centrica
161.774
8/12/24
3.29
360.402
393.666
-33.265
-8.45
-8.13
BP
558.648
8/12/24
1.35
530.309
593.316
-63.007
-10.62
-10.03
Rolls-Royce
618.503
8/12/24
0.35
1,134.198
1,319.314
-185.117
-14.03
-10.76
Fresnillo
686.237
8/12/24
0.93
909.264
1,255.476
-346.212
-27.58
-10.86
L
Smiths Group
2,215.021
8/12/24
0.52
1,425.848
1,627.237
-201.389
-12.38
-11.39
L
Anglo American
2,837.082
8/12/24
0.29
1,580.887
2,001.502
-420.615
-21.01
-11.36
S
RS Group
958.190
8/12/24
-0.40
264.074
306.797
-42.723
-13.93
-13.89
L
Hargreaves Lansdown
1,400.432
8/12/24
1,223.154
1,388.159
-165.005
-11.89
-15.32
Intertek
5,947.389
8/12/24
0.60
2,941.924
3,586.181
-644.257
-17.96
-15.28
Standard Chartered
917.524
8/12/24
0.92
1,226.077
1,519.589
-293.512
-19.32
-17.98
J Sainsbury
342.610
8/12/24
0.67
299.657
391.038
-91.381
-23.37
-21.31
Weir Group
2,419.621
8/12/24
0.79
2,212.479
3,289.523
-1,077.044
-32.74
-25.30
L
Tesco
423.815
8/12/24
0.91
301.500
393.128
-91.628
-23.31
-26.10
L
Airtel Africa
139.789
8/12/24
-0.63
-na-
L
Auto Trader
1,013.852
8/12/24
0.81
-na-
S
B&M
565.002
8/12/24
-2.22
347.566
350.795
-3.228
-0.92
-na-
ConvaTec
294.319
8/12/24
-0.17
-na-
Endeavour Mining
1,991.359
8/12/24
1.89
-na-
Haleon
474.266
8/12/24
-1.01
-na-
S
M&G
259.118
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
12/08/14
⇓ Δwk
8/18/14
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,491.041
8/12/24
-0.79
-na-
FTSE - 93 out of 100 instruments rated - 12/08/14 / 8/18/14 - 69 did rise, Market-Ratio(16) in EUR = 74.19 %
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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