Assessment - FTSE 100 Index in Euro - 3/09/15 - RS = 16
⇐
instrument
freshest
⇓ Δday
3/09/15
⇓ Δwk
11/17/14
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
11,436.482
8/12/24
0.52
9,578.591
8,378.714
1,199.877
14.32
13.79
L
3i Group
4,203.928
8/12/24
0.23
680.735
522.165
158.570
30.37
33.20
L
Abrdn
213.052
8/12/24
2.51
622.232
515.258
106.973
20.76
26.50
Admiral Group
3,758.184
8/12/24
0.86
2,114.501
1,508.226
606.275
40.20
21.84
L
Airtel Africa
153.225
8/12/24
-0.63
-na-
L
Anglo American
3,109.765
8/12/24
0.29
1,585.179
1,723.597
-138.418
-8.03
-9.06
Antofagasta
2,618.053
8/12/24
1.79
1,048.196
899.787
148.410
16.49
9.23
Ashtead
7,176.487
8/12/24
-0.43
1,530.770
1,337.436
193.335
14.46
24.53
Ass Brit Foods
3,391.837
8/12/24
-0.90
4,274.969
3,862.866
412.103
10.67
16.71
L
AstraZeneca
17,801.923
8/12/24
0.63
6,074.662
5,772.322
302.340
5.24
9.99
L
Auto Trader
1,111.297
8/12/24
0.81
-na-
Aviva
674.467
8/12/24
0.35
782.142
668.090
114.052
17.07
21.53
S
B&M
619.306
8/12/24
-2.22
424.154
338.440
85.714
25.33
-na-
BAE Systems
1,815.713
8/12/24
2.04
742.443
579.430
163.013
28.13
33.06
Barclays
306.589
8/12/24
0.85
365.834
294.110
71.723
24.39
24.18
L
Barratt Developments
730.742
8/12/24
0.15
711.798
552.304
159.494
28.88
41.77
Beazley
1,019.641
8/12/24
1.24
391.559
330.278
61.281
18.55
18.76
Berkeley
7,062.265
8/12/24
1.00
3,667.642
2,969.986
697.656
23.49
21.30
BP
612.342
8/12/24
1.35
620.839
543.074
77.764
14.32
6.96
L
BAT
3,901.658
8/12/24
5,231.927
4,655.281
576.646
12.39
18.11
L
British Land
550.216
8/12/24
-0.40
1,149.185
925.531
223.655
24.17
26.12
L
BT Group
197.103
8/12/24
8.43
632.400
471.933
160.467
34.00
28.88
S
Bunzl
4,460.231
8/12/24
0.50
2,589.497
2,171.292
418.205
19.26
22.19
S
Burberry Group
934.671
8/12/24
-2.02
2,586.711
1,946.503
640.209
32.89
34.39
Centrica
177.323
8/12/24
3.29
339.741
374.984
-35.243
-9.40
-11.25
instrument
freshest
⇓ Δday
3/09/15
⇓ Δwk
11/17/14
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,772.113
8/12/24
0.89
1,594.930
1,726.736
-131.806
-7.63
-4.84
Compass Group
3,279.008
8/12/24
0.90
1,613.038
1,323.622
289.416
21.87
27.13
ConvaTec
322.608
8/12/24
-0.17
-na-
CRH (L)
8,937.178
8/12/24
-1.35
2,427.567
1,700.364
727.202
42.77
25.18
S
Croda
5,333.612
8/12/24
-0.05
3,724.753
3,045.335
679.418
22.31
23.01
DCC
7,152.807
8/12/24
-0.29
5,587.129
4,338.817
1,248.312
28.77
29.90
S
Diageo
3,414.821
8/12/24
1.03
2,652.180
2,371.594
280.586
11.83
14.16
DS Smith
618.471
8/12/24
1.19
521.382
355.268
166.114
46.76
39.72
Endeavour Mining
2,182.755
8/12/24
1.89
-na-
S
Entain
808.469
8/12/24
3.98
651.901
599.020
52.881
8.83
16.84
L
Experian
4,908.762
8/12/24
1.18
1,615.824
1,233.831
381.993
30.96
22.52
F&C Investment Trust
1,429.168
8/12/24
626.968
521.788
105.179
20.16
25.90
S
Flutter
20,455.496
8/12/24
-1.28
10,252.125
7,670.476
2,581.649
33.66
42.99
L
Frasers
1,167.990
8/12/24
-0.42
942.332
798.066
144.266
18.08
5.06
Fresnillo
752.194
8/12/24
0.93
955.565
924.903
30.662
3.32
-8.49
Glencore
571.458
8/12/24
1.27
413.567
416.614
-3.047
-0.73
3.23
GSK
2,189.720
8/12/24
0.42
2,183.382
1,851.400
331.982
17.93
15.05
Haleon
519.850
8/12/24
-1.01
-na-
L
Halma
3,519.989
8/12/24
0.04
961.833
795.554
166.279
20.90
24.21
L
Hargreaves Lansdown
1,535.033
8/12/24
1,615.824
1,237.599
378.225
30.56
18.33
Hiscox
1,656.220
8/12/24
1.89
1,271.068
970.397
300.672
30.98
28.06
L
HSBC
896.922
8/12/24
0.22
789.107
803.717
-14.610
-1.82
1.25
L
Imperial Brands
2,972.559
8/12/24
0.38
4,421.229
3,611.704
809.525
22.41
30.48
Informa
1,125.226
8/12/24
1.03
778.660
633.555
145.105
22.90
25.20
InterContinental Hot
10,068.255
8/12/24
-0.61
3,702.466
3,238.729
463.736
14.32
26.58
instrument
freshest
⇓ Δday
3/09/15
⇓ Δwk
11/17/14
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
231.857
8/12/24
-0.06
768.213
534.472
233.741
43.73
50.47
Intertek
6,519.014
8/12/24
0.60
3,579.886
3,340.450
239.436
7.17
6.99
J Sainsbury
375.540
8/12/24
0.67
383.758
333.668
50.090
15.01
7.74
L
JD Sports Fashion
167.642
8/12/24
-4.07
26.990
21.967
5.023
22.87
24.04
Johnson Matthey
2,196.685
8/12/24
0.06
4,678.925
3,939.470
739.455
18.77
16.76
Kingfisher
378.047
8/12/24
0.18
501.184
374.482
126.702
33.83
16.49
Land Securities
857.362
8/12/24
-0.73
1,725.867
1,454.226
271.641
18.68
25.09
S
Legal & General
314.250
8/12/24
0.53
395.459
307.422
88.037
28.64
33.98
L
Lloyds Bank
79.120
8/12/24
-0.28
112.759
97.036
15.723
16.20
17.97
L
LSE Group
13,843.154
8/12/24
1.12
3,418.303
2,600.779
817.525
31.43
41.28
S
M&G
284.023
8/12/24
1.09
-na-
Melrose
677.950
8/12/24
0.19
221.922
198.555
23.368
11.77
7.57
Mondi
1,982.170
8/12/24
-0.42
1,866.555
1,347.482
519.073
38.52
39.74
S
National Grid
1,362.864
8/12/24
-0.04
1,210.336
1,180.460
29.876
2.53
9.62
L
NatWest
466.082
8/12/24
0.48
512.328
477.207
35.121
7.36
16.85
Next
13,291.545
8/12/24
0.23
10,461.067
8,307.171
2,153.897
25.93
24.06
Ocado
524.725
8/12/24
0.72
516.089
390.682
125.407
32.10
18.58
Pearson
1,441.009
8/12/24
-0.72
2,021.173
1,542.132
479.041
31.06
38.60
Pershing Square
4,922.691
8/12/24
-0.79
-na-
L
Persimmon
2,197.381
8/12/24
0.03
2,425.129
1,879.945
545.184
29.00
39.10
Phoenix
749.408
8/12/24
0.47
916.711
737.136
179.576
24.36
31.69
Prudential
885.082
8/12/24
0.41
2,317.175
1,852.317
464.858
25.10
29.71
Reckitt Benckiser
5,822.538
8/12/24
8,120.908
6,680.899
1,440.009
21.55
24.79
RELX
4,918.512
8/12/24
0.57
1,576.821
1,327.389
249.432
18.79
26.49
L
Rentokil Initial
653.294
8/12/24
1.01
191.670
144.669
47.001
32.49
26.63
instrument
freshest
⇓ Δday
3/09/15
⇓ Δwk
11/17/14
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
748.294
8/12/24
0.04
415.100
279.920
135.180
48.29
43.29
Rio Tinto
6,883.967
8/12/24
0.56
4,054.186
3,840.261
213.925
5.57
3.04
Rolls-Royce
677.950
8/12/24
0.35
1,386.683
1,066.181
320.502
30.06
14.25
S
RS Group
1,050.286
8/12/24
-0.40
340.577
259.450
81.127
31.27
13.16
S
Sage Group
1,400.613
8/12/24
1.03
676.975
490.519
186.456
38.01
32.03
L
Schroders
469.703
8/12/24
-0.12
731.718
554.213
177.504
32.03
33.74
Scottish Mortgage
1,148.628
8/12/24
-0.17
358.685
317.845
40.840
12.85
27.72
L
Segro
1,232.205
8/12/24
-0.96
594.372
485.747
108.626
22.36
28.29
S
Severn Trent
3,501.881
8/12/24
-0.63
2,819.334
2,507.849
311.485
12.42
15.23
Shell
3,898.872
8/12/24
0.83
2,827.692
2,769.685
58.007
2.09
-0.48
Smith and Nephew
1,610.252
8/12/24
-0.86
1,568.464
1,338.691
229.772
17.16
20.68
L
Smiths Group
2,427.915
8/12/24
0.52
1,659.005
1,549.667
109.338
7.06
7.40
Smurfit Kappa
4,259.646
8/12/24
0.07
3,596.601
2,084.641
1,511.960
72.53
61.49
S
Spirax-Sarco
10,746.622
8/12/24
0.72
4,719.320
3,667.336
1,051.984
28.69
25.47
L
SSE
2,615.963
8/12/24
0.86
2,114.501
1,966.596
147.905
7.52
9.53
L
St. James´s Place
962.530
8/12/24
-1.22
1,314.250
935.577
378.673
40.47
34.61
Standard Chartered
1,005.711
8/12/24
0.92
1,454.242
1,175.813
278.428
23.68
3.71
L
Taylor Wimpey
220.086
8/12/24
0.54
205.878
158.232
47.646
30.11
38.63
L
Tesco
464.549
8/12/24
0.91
423.987
306.530
117.456
38.32
13.60
L
Unilever Plc
6,566.374
8/12/24
-0.34
3,939.267
3,262.590
676.678
20.74
19.07
S
Unite
1,301.017
8/12/24
-1.11
772.392
562.476
209.915
37.32
40.28
S
United Utilities
1,377.351
8/12/24
-0.12
1,284.998
1,113.274
171.724
15.43
17.79
L
Vodafone
103.691
8/12/24
0.87
305.196
287.643
17.553
6.10
14.23
Weir Group
2,652.180
8/12/24
0.79
2,564.828
2,570.639
-5.811
-0.23
-10.29
S
Whitbread
3,919.766
8/12/24
-1.44
7,354.994
5,627.276
1,727.718
30.70
33.48
instrument
freshest
⇓ Δday
3/09/15
⇓ Δwk
11/17/14
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
961.415
8/12/24
1.68
2,171.612
1,603.667
567.945
35.42
34.83
FTSE - 93 out of 100 instruments rated - 3/09/15 / 11/17/14 - 87 did rise, Market-Ratio(16) in EUR = 93.55 %
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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