Assessment - FTSE 100 Index in Euro - 12/29/14 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
12/29/14
⇓ Δwk
9/08/14
prc diff
⇓ Δ16
∅-RS
FTSE
10,478.940
8/12/24
0.52
8,466.509
8,532.797
-66.287
-0.78
2.43
Ashtead
6,575.622
8/12/24
-0.43
1,500.957
1,275.905
225.052
17.64
32.28
L
LSE Group
12,684.110
8/12/24
1.12
2,860.242
2,358.639
501.603
21.27
27.00
Smith and Nephew
1,475.431
8/12/24
-0.86
1,522.655
1,328.340
194.315
14.63
25.43
L
JD Sports Fashion
153.606
8/12/24
-4.07
25.526
19.840
5.686
28.66
25.30
L
Barratt Developments
669.560
8/12/24
0.15
596.299
450.437
145.862
32.38
24.46
Int Cons Airlines
212.444
8/12/24
-0.06
602.042
461.049
140.993
30.58
23.87
S
Flutter
18,742.820
8/12/24
-1.28
8,579.451
6,466.916
2,112.535
32.67
23.67
InterContinental Hot
9,225.271
8/12/24
-0.61
3,349.075
2,852.684
496.390
17.40
22.97
L
Taylor Wimpey
201.659
8/12/24
0.54
174.091
137.828
36.263
26.31
22.07
S
Sage Group
1,283.344
8/12/24
1.03
598.596
486.267
112.329
23.10
21.49
L
Persimmon
2,013.401
8/12/24
0.03
2,012.763
1,636.704
376.059
22.98
20.95
RELX
4,506.701
8/12/24
0.57
1,407.786
1,233.458
174.327
14.13
19.70
Phoenix
686.662
8/12/24
0.47
796.521
690.322
106.199
15.38
18.62
L
NatWest
427.058
8/12/24
0.48
502.489
427.591
74.898
17.52
18.62
Compass Group
3,004.467
8/12/24
0.90
1,426.930
1,226.592
200.339
16.33
18.29
L
3i Group
3,851.946
8/12/24
0.23
576.516
468.539
107.976
23.05
18.00
S
United Utilities
1,262.029
8/12/24
-0.12
1,191.449
1,081.149
110.300
10.20
17.58
Scottish Mortgage
1,052.457
8/12/24
-0.17
314.614
291.386
23.228
7.97
17.51
Ass Brit Foods
3,107.849
8/12/24
-0.90
4,098.277
3,441.948
656.329
19.07
16.56
S
Whitbread
3,591.576
8/12/24
-1.44
6,031.908
5,490.637
541.271
9.86
16.08
L
Halma
3,225.271
8/12/24
0.04
860.242
780.899
79.344
10.16
15.75
L
British Land
504.148
8/12/24
-0.40
997.447
908.864
88.583
9.75
15.68
S
Entain
740.779
8/12/24
3.98
608.168
552.434
55.734
10.09
15.82
S
Bunzl
4,086.790
8/12/24
0.50
2,287.173
2,053.683
233.490
11.37
15.27
⇓ instrument
freshest
⇓ Δday
12/29/14
⇓ Δwk
9/08/14
prc diff
⇓ Δ16
∅-RS
S
Croda
4,887.045
8/12/24
-0.05
3,363.114
2,767.790
595.324
21.51
14.91
L
Imperial Brands
2,723.676
8/12/24
0.38
3,638.800
3,335.830
302.970
9.08
15.00
Beazley
934.269
8/12/24
1.24
366.943
327.591
39.353
12.01
14.65
S
Burberry Group
856.414
8/12/24
-2.02
2,109.764
1,891.386
218.378
11.55
14.65
Prudential
810.976
8/12/24
0.41
1,943.842
1,797.753
146.089
8.13
14.30
S
Unite
1,192.087
8/12/24
-1.11
598.086
541.823
56.263
10.38
13.75
BAE Systems
1,663.689
8/12/24
2.04
607.020
562.672
44.348
7.88
13.69
Ocado
480.791
8/12/24
0.72
504.148
381.273
122.875
32.23
12.88
F&C Investment Trust
1,309.509
8/12/24
537.332
496.879
40.454
8.14
13.03
L
SSE
2,396.937
8/12/24
0.86
2,082.961
1,843.945
239.016
12.96
12.85
Land Securities
785.578
8/12/24
-0.73
1,476.707
1,337.079
139.628
10.44
12.54
DS Smith
566.688
8/12/24
1.19
412.891
359.675
53.215
14.80
12.03
S
Severn Trent
3,208.679
8/12/24
-0.63
2,604.978
2,466.916
138.061
5.60
11.99
S
Legal & General
287.939
8/12/24
0.53
316.656
298.627
18.029
6.04
11.79
DCC
6,553.925
8/12/24
-0.29
4,520.740
4,428.215
92.525
2.09
11.73
L
Schroders
430.377
8/12/24
-0.12
589.087
517.853
71.235
13.76
11.43
WPP Group
880.919
8/12/24
1.68
1,742.182
1,611.735
130.447
8.09
11.43
Johnson Matthey
2,012.763
8/12/24
0.06
4,354.818
3,985.019
369.799
9.28
11.40
S
National Grid
1,248.756
8/12/24
-0.04
1,177.154
1,141.698
35.456
3.11
11.24
Smurfit Kappa
3,902.999
8/12/24
0.07
2,371.410
2,202.247
169.163
7.68
10.83
L
AstraZeneca
16,311.423
8/12/24
0.63
5,816.209
5,707.865
108.344
1.90
10.91
L
St. James´s Place
881.940
8/12/24
-1.22
1,040.204
881.398
158.806
18.02
10.34
L
Segro
1,129.036
8/12/24
-0.96
486.152
454.182
31.970
7.04
10.13
L
Experian
4,497.766
8/12/24
1.18
1,407.786
1,335.830
71.955
5.39
9.46
L
Abrdn
195.214
8/12/24
2.51
521.123
507.366
13.757
2.71
9.33
⇓ instrument
freshest
⇓ Δday
12/29/14
⇓ Δwk
9/08/14
prc diff
⇓ Δ16
∅-RS
L
Vodafone
95.010
8/12/24
0.87
286.918
256.492
30.426
11.86
8.77
L
BT Group
180.600
8/12/24
8.43
517.549
483.521
34.029
7.04
8.75
Hiscox
1,517.549
8/12/24
1.89
1,047.891
898.025
149.867
16.69
7.59
L
BAT
3,574.984
8/12/24
4,536.056
4,503.745
32.311
0.72
7.55
Pearson
1,320.357
8/12/24
-0.72
1,516.273
1,394.507
121.766
8.73
7.48
L
Unilever Plc
6,016.592
8/12/24
-0.34
3,403.957
3,405.743
-1.786
-0.05
7.46
Berkeley
6,470.963
8/12/24
1.00
3,211.232
2,905.119
306.113
10.54
6.74
Reckitt Benckiser
5,335.035
8/12/24
6,656.030
6,691.635
-35.605
-0.53
6.80
Mondi
1,816.209
8/12/24
-0.42
1,364.391
1,327.091
37.299
2.81
6.72
Barclays
280.919
8/12/24
0.85
309.445
280.774
28.671
10.21
4.96
S
Diageo
3,128.909
8/12/24
1.03
2,386.726
2,271.536
115.191
5.07
4.36
CRH (L)
8,188.896
8/12/24
-1.35
1,978.302
1,843.945
134.357
7.29
4.19
S
Spirax-Sarco
9,846.841
8/12/24
0.72
3,817.243
3,771.398
45.845
1.22
3.75
L
Rentokil Initial
598.596
8/12/24
1.01
153.797
156.180
-2.383
-1.53
3.62
L
Frasers
1,070.198
8/12/24
-0.42
916.401
898.876
17.524
1.95
3.39
Next
12,178.685
8/12/24
0.23
8,315.252
8,888.889
-573.637
-6.45
2.77
L
Lloyds Bank
72.495
8/12/24
-0.28
97.320
90.137
7.182
7.97
2.21
L
HSBC
821.825
8/12/24
0.22
791.193
826.592
-35.398
-4.28
2.00
Aviva
617.996
8/12/24
0.35
628.973
656.055
-27.082
-4.13
1.95
Shell
3,572.431
8/12/24
0.83
2,818.762
3,041.823
-223.061
-7.33
0.84
Admiral Group
3,443.523
8/12/24
0.86
1,702.616
1,609.238
93.378
5.80
0.08
Melrose
621.187
8/12/24
0.19
208.951
200.431
8.520
4.25
-0.96
Antofagasta
2,398.851
8/12/24
1.79
963.625
987.516
-23.891
-2.42
-0.98
Kingfisher
346.394
8/12/24
0.18
426.292
380.275
46.018
12.10
-1.47
Rightmove
685.641
8/12/24
0.04
280.791
299.875
-19.084
-6.36
-3.30
⇓ instrument
freshest
⇓ Δday
12/29/14
⇓ Δwk
9/08/14
prc diff
⇓ Δ16
∅-RS
Informa
1,031.015
8/12/24
1.03
595.278
639.201
-43.923
-6.87
-3.73
Rio Tinto
6,307.594
8/12/24
0.56
3,785.577
4,014.981
-229.404
-5.71
-4.04
Glencore
523.612
8/12/24
1.27
385.450
460.424
-74.975
-16.28
-5.18
GSK
2,006.382
8/12/24
0.42
1,797.435
1,801.548
-4.114
-0.23
-5.49
Centrica
162.476
8/12/24
3.29
365.284
404.619
-39.335
-9.72
-6.15
Fresnillo
689.215
8/12/24
0.93
956.605
1,063.046
-106.441
-10.01
-6.51
L
Hargreaves Lansdown
1,406.509
8/12/24
1,300.574
1,289.638
10.936
0.85
-8.69
BP
561.072
8/12/24
1.35
533.503
585.144
-51.640
-8.83
-8.83
Rolls-Royce
621.187
8/12/24
0.35
1,121.251
1,267.166
-145.915
-11.52
-10.23
S
RS Group
962.348
8/12/24
-0.40
275.686
306.367
-30.681
-10.01
-10.52
L
Coca-Cola HBC
3,456.286
8/12/24
0.89
1,577.537
1,784.020
-206.483
-11.57
-10.77
L
Smiths Group
2,224.633
8/12/24
0.52
1,414.167
1,672.909
-258.742
-15.47
-10.94
Intertek
5,973.197
8/12/24
0.60
3,031.270
3,484.395
-453.125
-13.00
-11.53
L
Anglo American
2,849.394
8/12/24
0.29
1,550.096
1,926.966
-376.871
-19.56
-12.85
J Sainsbury
344.097
8/12/24
0.67
313.976
364.045
-50.069
-13.75
-15.43
Standard Chartered
921.506
8/12/24
0.92
1,235.482
1,541.823
-306.341
-19.87
-15.85
Weir Group
2,430.121
8/12/24
0.79
2,459.477
3,344.569
-885.093
-26.46
-16.36
L
Tesco
425.654
8/12/24
0.91
304.659
368.302
-63.644
-17.28
-22.64
L
Airtel Africa
140.396
8/12/24
-0.63
-na-
L
Auto Trader
1,018.251
8/12/24
0.81
-na-
S
B&M
567.454
8/12/24
-2.22
357.371
327.091
30.280
9.26
-na-
ConvaTec
295.597
8/12/24
-0.17
-na-
Endeavour Mining
2,000.000
8/12/24
1.89
-na-
Haleon
476.324
8/12/24
-1.01
-na-
S
M&G
260.242
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
12/29/14
⇓ Δwk
9/08/14
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,510.530
8/12/24
-0.79
-na-
FTSE - 93 out of 100 instruments rated - 12/29/14 / 9/08/14 - 67 did rise, Market-Ratio(16) in EUR = 72.04 %
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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