Assessment - FTSE 100 Index in Euro - 12/15/14 - RS = 16
⇐
instrument
freshest
⇓ Δday
12/15/14
⇓ Δwk
8/25/14
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
10,323.463
8/12/24
0.52
7,774.073
8,511.621
-737.548
-8.67
-5.85
L
3i Group
3,794.794
8/12/24
0.23
520.307
488.191
32.116
6.58
7.30
L
Abrdn
192.317
8/12/24
2.51
482.459
475.628
6.831
1.44
1.99
Admiral Group
3,392.431
8/12/24
0.86
1,536.527
1,664.573
-128.046
-7.69
-9.43
L
Airtel Africa
138.313
8/12/24
-0.63
-na-
L
Anglo American
2,807.117
8/12/24
0.29
1,381.240
1,981.156
-599.916
-30.28
-22.55
Antofagasta
2,363.259
8/12/24
1.79
862.568
1,003.141
-140.573
-14.01
-11.50
Ashtead
6,478.059
8/12/24
-0.43
1,401.987
1,222.362
179.625
14.69
25.81
Ass Brit Foods
3,061.738
8/12/24
-0.90
3,804.853
3,606.784
198.070
5.49
9.70
L
AstraZeneca
16,069.408
8/12/24
0.63
5,596.001
5,612.437
-16.436
-0.29
8.02
L
Auto Trader
1,003.143
8/12/24
0.81
-na-
Aviva
608.827
8/12/24
0.35
599.601
655.151
-55.549
-8.48
-2.09
S
B&M
559.034
8/12/24
-2.22
346.725
347.362
-0.637
-0.18
-na-
BAE Systems
1,639.004
8/12/24
2.04
546.963
554.020
-7.057
-1.27
2.85
Barclays
276.751
8/12/24
0.85
283.164
282.977
0.186
0.07
-4.13
L
Barratt Developments
659.625
8/12/24
0.15
546.586
467.714
78.873
16.86
15.68
Beazley
920.407
8/12/24
1.24
325.538
313.568
11.970
3.82
2.11
Berkeley
6,374.953
8/12/24
1.00
3,086.885
3,120.603
-33.718
-1.08
2.77
BP
552.747
8/12/24
1.35
469.320
610.239
-140.919
-23.09
-20.26
L
BAT
3,521.941
8/12/24
4,194.015
4,435.301
-241.287
-5.44
-0.02
L
British Land
496.668
8/12/24
-0.40
918.521
918.342
0.180
0.02
7.69
L
BT Group
177.920
8/12/24
8.43
500.440
480.276
20.164
4.20
5.72
S
Bunzl
4,026.154
8/12/24
0.50
2,135.043
2,059.045
75.998
3.69
8.81
S
Burberry Group
843.707
8/12/24
-2.02
2,004.275
1,796.482
207.793
11.57
9.58
Centrica
160.065
8/12/24
3.29
329.561
400.126
-70.564
-17.64
-15.85
instrument
freshest
⇓ Δday
12/15/14
⇓ Δwk
8/25/14
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,405.004
8/12/24
0.89
1,549.101
1,753.769
-204.668
-11.67
-13.21
Compass Group
2,959.889
8/12/24
0.90
1,306.425
1,238.065
68.360
5.52
9.13
ConvaTec
291.211
8/12/24
-0.17
-na-
CRH (L)
8,067.396
8/12/24
-1.35
1,786.747
1,783.920
2.828
0.16
-5.76
S
Croda
4,814.535
8/12/24
-0.05
3,169.873
2,800.251
369.622
13.20
8.87
DCC
6,456.683
8/12/24
-0.29
4,227.336
4,347.990
-120.654
-2.77
5.48
S
Diageo
3,082.485
8/12/24
1.03
2,269.584
2,212.312
57.272
2.59
-0.77
DS Smith
558.280
8/12/24
1.19
383.126
355.905
27.221
7.65
4.06
Endeavour Mining
1,970.326
8/12/24
1.89
-na-
S
Entain
729.787
8/12/24
3.98
619.263
545.226
74.037
13.58
19.73
L
Experian
4,431.032
8/12/24
1.18
1,263.674
1,317.839
-54.165
-4.11
-1.64
F&C Investment Trust
1,290.079
8/12/24
511.631
492.462
19.169
3.89
8.27
S
Flutter
18,464.730
8/12/24
-1.28
7,783.226
6,386.935
1,396.292
21.86
12.67
L
Frasers
1,054.319
8/12/24
-0.42
819.816
917.714
-97.897
-10.67
-7.47
Fresnillo
678.989
8/12/24
0.93
895.260
1,146.357
-251.097
-21.90
-12.28
Glencore
515.843
8/12/24
1.27
352.068
456.344
-104.276
-22.85
-13.41
GSK
1,976.613
8/12/24
0.42
1,680.825
1,831.847
-151.022
-8.24
-11.95
Haleon
469.257
8/12/24
-1.01
-na-
L
Halma
3,177.417
8/12/24
0.04
812.901
794.598
18.303
2.30
10.15
L
Hargreaves Lansdown
1,385.641
8/12/24
1,142.965
1,476.131
-333.166
-22.57
-20.57
Hiscox
1,495.033
8/12/24
1.89
988.049
942.211
45.837
4.86
1.40
L
HSBC
809.632
8/12/24
0.22
744.625
814.950
-70.325
-8.63
-4.10
L
Imperial Brands
2,683.264
8/12/24
0.38
3,369.798
3,263.819
105.978
3.25
7.56
Informa
1,015.717
8/12/24
1.03
568.213
644.472
-76.259
-11.83
-8.51
InterContinental Hot
9,088.394
8/12/24
-0.61
3,039.105
2,890.704
148.401
5.13
12.96
instrument
freshest
⇓ Δday
12/15/14
⇓ Δwk
8/25/14
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
209.292
8/12/24
-0.06
571.357
449.874
121.482
27.00
18.57
Intertek
5,884.572
8/12/24
0.60
2,702.125
3,569.095
-866.970
-24.29
-21.89
J Sainsbury
338.992
8/12/24
0.67
288.822
392.337
-103.515
-26.38
-23.51
L
JD Sports Fashion
151.327
8/12/24
-4.07
24.107
19.975
4.132
20.68
20.26
Johnson Matthey
1,982.900
8/12/24
0.06
3,992.204
4,000.000
-7.796
-0.19
2.46
Kingfisher
341.255
8/12/24
0.18
403.370
387.940
15.430
3.98
-7.07
Land Securities
773.922
8/12/24
-0.73
1,400.729
1,373.116
27.614
2.01
7.83
S
Legal & General
283.667
8/12/24
0.53
293.851
303.769
-9.917
-3.26
4.42
L
Lloyds Bank
71.420
8/12/24
-0.28
93.550
96.093
-2.543
-2.65
-1.61
L
LSE Group
12,495.913
8/12/24
1.12
2,585.188
2,356.093
229.095
9.72
16.60
S
M&G
256.381
8/12/24
1.09
-na-
Melrose
611.970
8/12/24
0.19
186.545
215.084
-28.539
-13.27
-12.37
Mondi
1,789.262
8/12/24
-0.42
1,264.931
1,291.457
-26.526
-2.05
-0.58
S
National Grid
1,230.228
8/12/24
-0.04
1,081.982
1,120.603
-38.621
-3.45
3.03
L
NatWest
420.722
8/12/24
0.48
457.312
459.422
-2.110
-0.46
8.80
Next
11,997.988
8/12/24
0.23
7,952.974
8,944.724
-991.750
-11.09
-0.75
Ocado
473.658
8/12/24
0.72
455.048
486.432
-31.384
-6.45
1.53
Pearson
1,300.767
8/12/24
-0.72
1,405.759
1,408.291
-2.533
-0.18
-0.59
Pershing Square
4,443.606
8/12/24
-0.79
-na-
L
Persimmon
1,983.528
8/12/24
0.03
1,877.279
1,688.442
188.837
11.18
14.29
Phoenix
676.474
8/12/24
0.47
736.620
723.001
13.619
1.88
10.48
Prudential
798.944
8/12/24
0.41
1,794.291
1,817.211
-22.920
-1.26
6.26
Reckitt Benckiser
5,255.878
8/12/24
6,259.273
6,545.226
-285.953
-4.37
1.06
RELX
4,439.834
8/12/24
0.57
1,310.197
1,239.950
70.248
5.67
12.54
L
Rentokil Initial
589.715
8/12/24
1.01
142.588
159.296
-16.709
-10.49
-3.53
instrument
freshest
⇓ Δday
12/15/14
⇓ Δwk
8/25/14
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
675.468
8/12/24
0.04
264.177
315.327
-51.150
-16.22
-9.37
Rio Tinto
6,214.007
8/12/24
0.56
3,289.953
4,217.965
-928.011
-22.00
-17.01
Rolls-Royce
611.970
8/12/24
0.35
1,017.855
1,288.945
-271.090
-21.03
-19.54
S
RS Group
948.070
8/12/24
-0.40
259.399
309.925
-50.526
-16.30
-15.53
S
Sage Group
1,264.303
8/12/24
1.03
540.299
498.744
41.556
8.33
10.46
L
Schroders
423.991
8/12/24
-0.12
535.458
519.397
16.061
3.09
1.68
Scottish Mortgage
1,036.841
8/12/24
-0.17
296.743
283.291
13.452
4.75
11.85
L
Segro
1,112.285
8/12/24
-0.96
460.078
472.111
-12.033
-2.55
5.01
S
Severn Trent
3,161.071
8/12/24
-0.63
2,405.382
2,447.236
-41.855
-1.71
4.33
Shell
3,519.427
8/12/24
0.83
2,443.103
3,044.598
-601.495
-19.76
-12.48
Smith and Nephew
1,453.540
8/12/24
-0.86
1,281.277
1,319.095
-37.818
-2.87
6.73
L
Smiths Group
2,191.626
8/12/24
0.52
1,273.733
1,660.804
-387.071
-23.31
-20.61
Smurfit Kappa
3,845.090
8/12/24
0.07
2,240.664
2,051.508
189.156
9.22
5.27
S
Spirax-Sarco
9,700.742
8/12/24
0.72
3,584.572
3,911.043
-326.471
-8.35
-2.47
L
SSE
2,361.373
8/12/24
0.86
1,995.473
1,895.729
99.745
5.26
9.10
L
St. James´s Place
868.855
8/12/24
-1.22
951.842
929.648
22.194
2.39
1.74
Standard Chartered
907.834
8/12/24
0.92
1,122.847
1,535.176
-412.329
-26.86
-24.50
L
Taylor Wimpey
198.667
8/12/24
0.54
160.317
147.487
12.829
8.70
13.55
L
Tesco
419.339
8/12/24
0.91
262.480
401.168
-138.689
-34.57
-34.99
L
Unilever Plc
5,927.323
8/12/24
-0.34
3,196.278
3,340.452
-144.174
-4.32
1.42
S
Unite
1,174.400
8/12/24
-1.11
548.598
549.874
-1.276
-0.23
5.01
S
United Utilities
1,243.304
8/12/24
-0.12
1,126.619
1,140.704
-14.085
-1.23
12.94
L
Vodafone
93.600
8/12/24
0.87
268.075
258.606
9.469
3.66
1.65
Weir Group
2,394.065
8/12/24
0.79
2,150.132
3,339.196
-1,189.064
-35.61
-27.20
S
Whitbread
3,538.287
8/12/24
-1.44
5,575.255
5,502.513
72.742
1.32
8.58
instrument
freshest
⇓ Δday
12/15/14
⇓ Δwk
8/25/14
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
867.849
8/12/24
1.68
1,608.198
1,562.814
45.384
2.90
3.00
FTSE - 93 out of 100 instruments rated - 12/15/14 / 8/25/14 - 41 did rise, Market-Ratio(16) in EUR = 44.09 %
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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